UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT

INVESTMENT COMPANY

Investment Company Act file number: 811-22811

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)

Helge K. Lee, Secretary

Bridge Builder Trust

c/o 12555 Manchester Road

Des Peres, MO 63131

(Name and address of agent for service)

414-287-3700

Registrant's telephone number, including area code

Date of fiscal year end: June 30, 2019

Date of reporting period: September 30, 2018

Item 1. Schedule of Investments.

Bridge Builder Core Bond Fund
Schedule of Investments
September 30, 2018 (Unaudited)

	Principal
	Amount		Value
BONDS & NOTES - 97.99%
Asset-Backed Obligations - 12.02%
ABFC 2005-AQ1 Trust
4.80%, 01/25/2034 ⁽¹⁾	$	333,629	$	340,473
ABFC 2006-OPT1 Trust
2.37% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 09/25/2036 ⁽²⁾		3,698,537		3,604,026
Academic Loan Funding Trust 2013-1
3.02% (1 Month LIBOR USD + 0.80%), 12/26/2044 ⁽²⁾⁽³⁾		908,748		905,865
Ajax Mortgage Loan Trust
3.47%, 04/25/2057 ⁽¹⁾⁽³⁾		987,996		981,602
Ajax Mortgage Loan Trust 2016-2
4.13%, 10/25/2056 ⁽¹⁾⁽³⁾		979,605		975,708
Ajax Mortgage Loan Trust 2016-C
4.00%, 10/25/2057 ⁽¹⁾⁽³⁾		2,250,435		2,256,248
Allegro CLO VII Ltd.
3.49% (3 Month LIBOR USD + 1.10%, 1.10% Floor), 06/13/2031 ⁽²⁾⁽³⁾		12,000,000		11,947,500
American Credit Acceptance Receivables Trust 2015-2
4.32%, 05/12/2021 ⁽³⁾		640,969		642,031
American Credit Acceptance Receivables Trust 2016-4
2.91%, 02/13/2023 ⁽³⁾		1,412,000		1,409,619
American Credit Acceptance Receivables Trust 2017-2
2.86%, 06/12/2023 ⁽³⁾		5,996,000		5,975,318
3.69%, 06/12/2023 ⁽³⁾		3,660,000		3,646,487
American Credit Acceptance Receivables Trust 2018-2
2.94%, 01/10/2022 ⁽³⁾		5,354,540		5,355,654
American Credit Acceptance Receivables Trust 2018-3
2.92%, 08/12/2021 ^(3)(12)		8,850,000		8,849,997
3.49%, 06/13/2022 ⁽³⁾		1,533,000		1,532,886
American Express Credit Account Master Trust
1.93%, 09/15/2022		24,490,000		24,150,488
2.04%, 05/15/2023		14,026,000		13,750,723
2.61% (1 Month LIBOR USD + 0.45%), 09/16/2024 ⁽²⁾		15,600,000		15,707,562
2.54% (1 Month LIBOR USD + 0.38%), 02/18/2025 ⁽²⁾		5,700,000		5,724,753
3.01%, 10/15/2025		3,578,000		3,536,804
2.59% (1 Month LIBOR USD + 0.38%), 04/15/2026 ⁽²⁾		4,112,000		4,112,096
American Homes 4 Rent 2014-SFR2 Trust
3.79%, 10/17/2036 ⁽³⁾		3,866,368		3,871,116
4.29%, 10/17/2036 ⁽³⁾		300,000		304,306
6.23%, 10/17/2036 ⁽³⁾		1,000,000		1,084,550
American Homes 4 Rent 2014-SFR3 Trust
4.60%, 12/17/2036 ⁽³⁾		600,000		613,887
6.42%, 12/17/2036 ⁽³⁾		1,000,000		1,096,577
3.47%, 04/17/2052 ⁽³⁾		2,109,486		2,072,358
5.64%, 04/17/2052 ⁽³⁾		3,900,000		4,101,253
American Homes 4 Rent 2015-SFR2 Trust
3.73%, 10/17/2045 ⁽³⁾		1,832,199		1,825,611
AmeriCredit Automobile Receivables Trust
1.51%, 05/18/2020		443,822		443,475
2.30%, 02/18/2022		1,153,000		1,141,125
2.71%, 08/18/2022		618,000		609,718
3.13%, 01/18/2023		1,387,000		1,367,601
AmeriCredit Automobile Receivables Trust 2016-2
1.60%, 11/09/2020		124,104		123,909
AmeriCredit Automobile Receivables Trust 2016-4
1.83%, 12/08/2021		900,000		888,434
AmeriCredit Automobile Receivables Trust 2017-2
3.42%, 04/18/2023		6,000,000		5,958,380
AmeriCredit Automobile Receivables Trust 2017-3
2.69%, 06/19/2023		3,050,000		2,995,580
AmeriCredit Automobile Receivables Trust 2017-4
1.83%, 05/18/2021		9,131,795		9,097,370
2.36%, 12/19/2022		5,355,000		5,247,140
2.60%, 09/18/2023		6,700,000		6,548,837
AmeriCredit Automobile Receivables Trust 2018-1
2.71%, 07/19/2021		7,562,000		7,554,184
3.50%, 01/18/2024		6,000,000		5,976,634
AmeriCredit Automobile Receivables Trust 2018-2
3.45%, 06/18/2024		7,636,000		7,615,923
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates Series 2003-13
5.08%, 01/25/2034 ⁽¹⁾		1,219		1,502
Amortizing Residential Collateral Trust 2002-BC5
3.25% (1 Month LIBOR USD + 1.04%, 0.69% Floor), 07/25/2032 ⁽²⁾		2,623,985		2,598,714
Anchor Assets IX LLC
5.13%, 02/15/2020 ^(3)(12)		7,500,000		7,500,000
Anchorage Capital CLO 2013-1 Ltd.
3.59% (3 Month LIBOR USD + 1.25%), 10/13/2030 ⁽²⁾⁽³⁾		2,500,000		2,504,857
Apidos CLO XXIII
3.16% (3 Month LIBOR USD + 0.82%, 0.82% Floor), 01/15/2027 ⁽²⁾⁽³⁾		10,000,000		9,994,920
Arcadia Receivables Credit Trust 2017-1
3.25%, 06/15/2023 ⁽³⁾		697,527		697,887
Argent Securities, Inc.
3.36% (1 Month LIBOR USD + 1.14%, 0.57% Floor), 03/25/2034 ⁽²⁾		3,289,492		3,312,828
3.26% (1 Month LIBOR USD + 1.04%, 0.52% Floor), 04/25/2034 ⁽²⁾		3,667,317		3,655,521
2.56% (1 Month LIBOR USD + 0.34%, 0.34% Floor), 11/25/2035 ⁽²⁾		2,532,629		2,530,979
Arivo 2018-1 A FRN
5.17%, 09/15/2019 ⁽¹²⁾		3,958,784		3,958,784
Asset Backed Securities Co. Home Equity Loan Trust Series 2003-HE6
2.90% (1 Month LIBOR USD + 0.68%, 0.34% Floor), 11/25/2033 ⁽²⁾		1,862,969		1,808,098
Asset Backed Securities Co. Home Equity Loan Trust Series AEG 2006-HE1
2.43% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 01/25/2036 ⁽²⁾		3,646,034		3,631,841
Asset Backed Securities Co. Home Equity Loan Trust Series OOMC 2006-HE3
2.39% (1 Month LIBOR USD + 0.17%, 0.17% Floor), 03/25/2036 ⁽²⁾		2,016,384		2,004,133
Asset-Backed Pass-Through Certificates Series 2004-R2
3.00% (1 Month LIBOR USD + 0.78%, 0.39% Floor), 04/25/2034 ⁽²⁾		335,609		337,407
Atlas Senior Loan Fund III Ltd.
3.14% (3 Month LIBOR USD + 0.83%), 11/17/2027 ⁽²⁾⁽³⁾		6,500,000		6,477,347
Atlas Senior Loan Fund Ltd.
3.64% (3 Month LIBOR USD + 1.30%), 01/16/2030 ⁽²⁾⁽³⁾		3,750,000		3,740,182
Atlas Senior Loan Fund V Ltd.
3.60% (3 Month LIBOR USD + 1.26%), 07/16/2029 ⁽²⁾⁽³⁾		4,250,000		4,251,819
Avis Budget Rental Car Funding AESOP LLC
2.46%, 07/20/2020 ⁽³⁾		10,300,000		10,273,056
2.50%, 07/20/2021 ⁽³⁾		7,900,000		7,795,292
2.63%, 12/20/2021 ⁽³⁾		6,600,000		6,501,832
3.70%, 09/20/2024 ⁽³⁾		6,200,000		6,167,112
AXIS Equipment Finance Receivables IV LLC
2.21%, 11/20/2021 ⁽³⁾		622,078		618,607
B2R Mortgage Trust 2015-1
2.52%, 05/15/2048 ⁽³⁾		826,357		815,784
B2R Mortgage Trust 2015-2
3.34%, 11/15/2048 ⁽³⁾		1,873,350		1,863,796
BA Credit Card Trust
1.95%, 08/15/2022		9,255,000		9,126,860
Bain Capital Credit CLO 2018-1
3.32% (3 Month LIBOR USD + 0.96%), 04/23/2031 ⁽²⁾⁽³⁾		10,000,000		9,902,140
Bayview Financial Mortgage Pass-Through Trust 2007-B
6.83%, 08/28/2047 ⁽¹⁾		200,197		189,955
Bayview Opportunity Master Fund IIIa Trust 2017-RN8
3.35%, 11/28/2032 ⁽¹⁾⁽³⁾		1,612,389		1,604,800
Bayview Opportunity Master Fund IVa Trust 2018-RN1
3.28%, 01/28/2033 ⁽¹⁾⁽³⁾		1,254,120		1,249,987
Bayview Opportunity Master Fund Trust 2018-RN8
4.07%, 09/28/2033 ^(1)(3)(12)		1,884,000		1,884,000
BCC Funding XIII LLC
2.20%, 12/20/2021 ⁽³⁾		828,948		825,170
Bear Stearns Asset Backed Securities I Trust 2004-HE6
3.07% (1 Month LIBOR USD + 0.86%, 0.57% Floor), 08/25/2034 ⁽²⁾		7,536,175		7,318,009
Bear Stearns Asset Backed Securities I Trust 2004-HE7
3.12% (1 Month LIBOR USD + 0.90%, 0.60% Floor), 08/25/2034 ⁽²⁾		825,321		825,824
Bear Stearns Asset Backed Securities Trust 2003-2
3.72% (1 Month LIBOR USD + 1.50%, 0.75% Floor, 11.00% Cap), 03/25/2043 ⁽²⁾		3,940,991		3,893,492
Bear Stearns Asset Backed Securities Trust 2006-SD1
2.59% (1 Month LIBOR USD + 0.37%, 0.37% Floor), 04/25/2036 ⁽²⁾		16,440		16,225
BlueMountain CLO 2015-1 Ltd.
3.67% (3 Month LIBOR USD + 1.33%), 04/13/2027 ⁽²⁾⁽³⁾		775,000		774,604
BMW Floorplan Master Owner Trust
2.48% (1 Month LIBOR USD + 0.32%), 05/15/2023 ⁽²⁾⁽³⁾		6,407,000		6,415,264
Business Jet Securities LLC 2017-1
4.34%, 02/15/2033 ⁽³⁾		4,667,027		4,672,972
Business Jet Securities LLC 2018-2
4.45%, 06/15/2033 ⁽³⁾		7,673,627		7,685,507
BXG Receivables Note Trust 2012-A
2.66%, 12/02/2027 ⁽³⁾		191,677		188,645
Camillo Issuer LLC 2016-SFR1 A
5.00%, 12/05/2023 ⁽¹²⁾		5,068,798		5,057,713
Capital Auto Receivables Asset Trust 2017-1
1.76%, 06/22/2020 ⁽³⁾		3,261,243		3,254,827
Capital Auto Receivables Asset Trust 2018-1
2.79%, 01/20/2022 ⁽³⁾		9,415,000		9,385,584
Capital One Multi-Asset Execution Trust
2.00%, 01/17/2023		25,889,000		25,538,181
1.99%, 07/17/2023		4,469,000		4,377,935
2.74% (1 Month LIBOR USD + 0.58%), 07/15/2027 ⁽²⁾		6,734,000		6,790,041
CarFinance Capital Auto Trust 2015-1
1.75%, 06/15/2021 ⁽³⁾		137,198		137,100
Carlyle 2017-1 Ltd.
3.58% (3 Month LIBOR USD + 1.23%), 04/20/2031 ⁽²⁾⁽³⁾		5,500,000		5,500,517
Carlyle Global Market Strategies CLO 2014-1 Ltd.
3.31% (3 Month LIBOR USD + 0.97%, 0.97% Floor), 04/17/2031 ⁽²⁾⁽³⁾		12,000,000		11,912,412
Carlyle U.S. CLO 2017-2 Ltd.
3.57% (3 Month LIBOR USD + 1.22%), 07/20/2031 ⁽²⁾⁽³⁾		3,000,000		3,000,132
CarMax Auto Owner Trust
1.64%, 09/15/2020		4,087,829		4,074,791
3.27%, 03/15/2024		4,370,000		4,376,061
CarMax Auto Owner Trust 2018-2
3.16%, 07/17/2023		2,635,000		2,632,997
Carnow Auto Receivables Trust 2016-1
3.49%, 02/15/2021 ⁽³⁾		455,387		454,788
Carrington Mortgage Loan Trust Series 2006-OPT1
2.40% (1 Month LIBOR USD + 0.18%, 0.18% Floor), 02/25/2036 ⁽²⁾		315,371		315,003
Catamaran CLO 2014-2 Ltd.
3.73% (3 Month LIBOR USD + 1.40%), 10/18/2026 ⁽²⁾⁽³⁾		1,000,000		999,621
Chase Funding Trust Series 2003-4
5.25%, 05/25/2033 ⁽¹⁾		149,213		151,034
Chase Funding Trust Series 2003-6
5.08%, 11/25/2034 ⁽¹⁾		219,904		226,913
5.08%, 11/25/2034 ⁽¹⁾		374,415		383,592
Chase Issuance Trust
2.36% (1 Month LIBOR USD + 0.20%), 04/17/2023 ⁽²⁾		7,710,000		7,720,818
2.71% (1 Month LIBOR USD + 0.55%), 06/15/2023 ⁽²⁾		11,000,000		11,112,217
2.56% (1 Month LIBOR USD + 0.40%), 03/15/2024 ⁽²⁾		7,100,000		7,147,594
CIFC Funding 2018-II Ltd.
3.09% (3 Month LIBOR USD + 1.04%), 04/20/2031 ⁽²⁾⁽³⁾		10,000,000		9,931,660
Citi Held For Asset Issuance 2016-MF1
6.64%, 08/15/2022 ⁽³⁾		1,717,423		1,725,347
Citibank Credit Card Issuance Trust
1.74%, 01/19/2021		18,360,000		18,319,606
2.50% (1 Month LIBOR USD + 0.37%), 08/08/2024 ⁽²⁾		21,347,000		21,386,941
2.50% (1 Month LIBOR USD + 0.33%), 01/20/2025 ⁽²⁾		8,712,000		8,715,449
2.83% (1 Month LIBOR USD + 0.62%, 0.62% Floor), 04/22/2026 ⁽²⁾		10,900,000		11,008,214
CLUB Credit Trust 2017-NP1
3.17%, 04/17/2023 ⁽³⁾		36,937		36,934
2.42%, 09/15/2023 ⁽³⁾		2,128,074		2,122,557
CLUB Credit Trust 2017-P2
2.61%, 01/15/2024 ⁽³⁾		2,972,700		2,957,306
Colony American Finance 2016-2 Ltd.
2.55%, 11/15/2048 ⁽³⁾		1,161,205		1,132,430
Commonbond Student Loan Trust 2017-B-GS
2.68%, 09/25/2042 ⁽³⁾		11,357,217		11,050,868
Commonbond Student Loan Trust 2018-A-GS
3.21%, 02/25/2044 ⁽³⁾		8,556,742		8,468,751
Conseco Financial Co.
6.24%, 12/01/2028		18,087		18,421
6.22%, 03/01/2030		62,268		65,359
6.18%, 04/01/2030		19,212		20,018
Consumer Loan Underlying Bond Credit Trust 2017-NP2
2.55%, 01/16/2024 ⁽³⁾		681,747		681,357
Consumer Loan Underlying Bond Credit Trust 2018-P2
3.47%, 10/15/2025 ⁽³⁾		3,792,000		3,792,811
Continental Credit Card 2016-1
4.56%, 01/15/2023 ⁽³⁾		115,309		114,923
COOF Securitization Trust 2014-1 Ltd.
2.94%, 06/25/2040 IO ⁽³⁾⁽⁴⁾		1,308,583		117,055
Countrywide Asset-Backed Certificates
4.59%, 02/25/2033 ⁽⁴⁾		61,503		59,626
5.12%, 02/25/2035 ⁽¹⁾		36,783		36,960
4.45%, 02/25/2036 ⁽⁴⁾		107,462		109,631
4.60%, 09/25/2046 ⁽⁴⁾		77,937		70,572
CPS Auto Receivables Trust 2014-C
3.77%, 08/17/2020 ⁽³⁾		516,251		517,965
CPS Auto Receivables Trust 2014-D
4.35%, 11/16/2020 ⁽³⁾		525,000		529,039
CPS Auto Receivables Trust 2015-A
4.00%, 02/16/2021 ⁽³⁾		446,000		449,001
CPS Auto Receivables Trust 2015-B
4.20%, 05/17/2021 ⁽³⁾		1,905,000		1,918,492
CPS Auto Receivables Trust 2015-C
4.63%, 08/16/2021 ⁽³⁾		1,376,000		1,395,530
CPS Auto Receivables Trust 2016-C
3.27%, 06/15/2022 ⁽³⁾		840,000		840,349
CPS Auto Receivables Trust 2017-B
2.92%, 02/15/2022 ⁽³⁾		1,441,000		1,430,002
3.95%, 03/15/2023 ⁽³⁾		3,485,000		3,484,861
CPS Auto Receivables Trust 2017-C
1.78%, 09/15/2020 ⁽³⁾		1,231,083		1,228,103
2.86%, 06/15/2023 ⁽³⁾		2,300,000		2,276,724
3.79%, 06/15/2023 ⁽³⁾		791,000		788,078
CPS Auto Receivables Trust 2018-A
2.16%, 05/17/2021 ⁽³⁾		4,182,539		4,167,872
CPS Auto Trust
1.50%, 06/15/2020 ⁽³⁾		652,188		651,491
Credit Acceptance Auto Loan Trust 2015-2
3.76%, 02/15/2024 ⁽³⁾		434,000		434,418
Credit Acceptance Auto Loan Trust 2017-1
2.56%, 10/15/2025 ⁽³⁾		1,987,000		1,977,457
3.04%, 12/15/2025 ⁽³⁾		871,000		861,347
3.48%, 02/17/2026 ⁽³⁾		730,000		726,514
Credit Acceptance Auto Loan Trust 2017-2
3.35%, 06/15/2026 ⁽³⁾		811,000		801,672
Credit Acceptance Auto Loan Trust 2018-1
3.01%, 02/16/2027 ⁽³⁾		6,684,000		6,617,130
Credit Acceptance Auto Loan Trust 2018-3
3.55%, 08/15/2027 ⁽³⁾		3,090,000		3,085,669
CSMC 2016-RPL1 Trust
5.25% (1 Month LIBOR USD + 3.15%, 3.15% Floor), 12/26/2046 ⁽²⁾⁽³⁾		9,622,104		9,592,256
CSMC 2018-RPL8 Trust
4.13%, 07/25/2058 ⁽³⁾		7,800,000		7,771,195
CWABS, Inc. Asset-Backed Certificates Series 2003-5
5.18%, 01/25/2034 ⁽⁴⁾		22,303		22,551
CWABS, Inc. Asset-Backed Certificates Series 2003-BC1
3.02% (1 Month LIBOR USD + 0.80%, 0.40% Floor), 03/25/2033 ⁽²⁾		571,359		563,809
CWABS, Inc. Asset-Backed Certificates Series 2004-1
2.97% (1 Month LIBOR USD + 0.75%, 0.50% Floor), 03/25/2034 ⁽²⁾		41,505		41,703
3.04% (1 Month LIBOR USD + 0.83%, 0.55% Floor), 03/25/2034 ⁽²⁾		8,069		8,018
2.78% (1 Month LIBOR USD + 0.56%, 0.28% Floor), 04/25/2034 ⁽²⁾		1,112		1,099
CWABS, Inc. Asset-Backed Certificates Trust 2004-15
4.61%, 04/25/2035 ⁽⁴⁾		8,365		8,391
CWABS, Inc. Asset-Backed Certificates Trust 2004-6
3.12% (1 Month LIBOR USD + 0.90%, 0.60% Floor), 10/25/2034 ⁽²⁾		18,270		18,106
3.00% (1 Month LIBOR USD + 0.78%, 0.39% Floor), 11/25/2034 ⁽²⁾		714,725		717,358
CWABS, Inc. Asset-Backed Certificates Trust 2005-1
5.03%, 07/25/2035 ⁽⁴⁾		18,994		19,280
CWABS, Inc. Asset-Backed Certificates Trust 2005-17
4.37%, 05/25/2036 ⁽⁴⁾		27,754		27,678
CWHEQ Home Equity Loan Trust Series 2007-S1
5.69%, 11/25/2036 ⁽⁴⁾		5,028		5,119
Diamond Resorts Owner Trust
3.27%, 10/22/2029 ⁽³⁾		2,428,021		2,404,607
Diamond Resorts Owner Trust 2018-1
3.70%, 01/21/2031 ⁽³⁾		6,261,627		6,230,536
Discover Card Execution Note Trust
2.52% (1 Month LIBOR USD + 0.36%), 04/15/2025 ⁽²⁾		7,906,000		7,928,714
Drive Auto Receivables Trust
2.78%, 10/15/2020		7,027,000		7,028,099
3.36%, 10/17/2022		6,753,000		6,754,878
3.66%, 11/15/2024		7,634,000		7,635,846
Drive Auto Receivables Trust 2015-A
4.12%, 07/15/2022 ⁽³⁾		1,766,000		1,778,801
Drive Auto Receivables Trust 2015-B
3.84%, 07/15/2021 ⁽³⁾		1,748,889		1,756,710
Drive Auto Receivables Trust 2015-C
4.20%, 09/15/2021 ⁽³⁾		894,088		900,182
Drive Auto Receivables Trust 2016-C
4.18%, 03/15/2024 ⁽³⁾		2,996,000		3,026,323
Drive Auto Receivables Trust 2017-1
2.84%, 04/15/2022		3,543,000		3,536,948
3.84%, 03/15/2023		5,373,000		5,394,076
Drive Auto Receivables Trust 2017-2
2.25%, 06/15/2021		4,178,934		4,176,273
2.75%, 09/15/2023		5,566,000		5,552,014
Drive Auto Receivables Trust 2017-3
2.30%, 05/17/2021		5,184,000		5,176,093
2.80%, 07/15/2022		2,493,000		2,486,406
3.53%, 12/15/2023 ⁽³⁾		12,000,000		11,960,058
Drive Auto Receivables Trust 2017-A
2.51%, 01/15/2021 ⁽³⁾		214,184		214,132
2.98%, 01/18/2022 ⁽³⁾		1,294,000		1,292,846
4.16%, 05/15/2024 ⁽³⁾		1,724,000		1,741,187
Drive Auto Receivables Trust 2017-B
2.61%, 08/16/2021 ⁽³⁾		3,401,568		3,397,919
3.72%, 10/17/2022 ⁽³⁾		2,982,000		2,992,825
Drive Auto Receivables Trust 2018-1
2.88%, 02/15/2022		9,392,000		9,382,341
Drive Auto Receivables Trust 2018-2
3.22%, 04/15/2022		21,350,000		21,326,357
DT Auto Owner Trust 2015-2
4.25%, 02/15/2022 ⁽³⁾		1,119,955		1,126,437
DT Auto Owner Trust 2016-4
2.74%, 10/17/2022 ⁽³⁾		2,418,901		2,418,680
DT Auto Owner Trust 2017-1
3.55%, 11/15/2022 ⁽³⁾		4,869,000		4,865,330
DT Auto Owner Trust 2017-2
3.03%, 01/17/2023 ⁽³⁾		3,026,000		3,019,869
DT Auto Owner Trust 2017-3
1.73%, 08/17/2020 ⁽³⁾		1,556,872		1,555,033
3.58%, 05/15/2023 ⁽³⁾		1,662,000		1,660,251
DT Auto Owner Trust 2017-4
1.85%, 08/17/2020 ⁽³⁾		4,542,838		4,534,737
DT Auto Owner Trust 2018-2
3.43%, 05/16/2022 ⁽³⁾		7,437,193		7,427,693
3.67%, 03/15/2024 ⁽³⁾		8,250,000		8,253,688
DTAT Asset Trust 2017-B
5.84%, 12/16/2022 ^(3)(12)		3,400,000		3,395,920
Engs Commercial Finance Trust 2016-1
2.63%, 02/22/2022 ⁽³⁾		628,882		621,451
Exeter Automobile Receivables Trust 2016-1
5.52%, 10/15/2021 ⁽³⁾		2,230,000		2,272,149
Exeter Automobile Receivables Trust 2016-3
1.84%, 11/16/2020 ⁽³⁾		565,747		565,154
Exeter Automobile Receivables Trust 2017-1
3.95%, 12/15/2022 ⁽³⁾		835,000		835,531
Exeter Automobile Receivables Trust 2017-2
2.82%, 05/16/2022 ⁽³⁾		6,119,000		6,085,323
Exeter Automobile Receivables Trust 2017-3
2.05%, 12/15/2021 ⁽³⁾		1,002,744		998,002
3.68%, 07/17/2023 ⁽³⁾		3,836,000		3,820,156
Exeter Automobile Receivables Trust 2018-1
2.21%, 05/17/2021 ⁽³⁾		3,858,172		3,849,750
Exeter Automobile Receivables Trust 2018-3
2.90%, 01/18/2022 ⁽³⁾		6,096,555		6,093,114
First Investors Auto Owner Trust 2015-2
4.22%, 12/15/2021 ⁽³⁾		280,000		282,012
First Investors Auto Owner Trust 2016-2
1.53%, 11/16/2020 ⁽³⁾		289,074		288,865
First Investors Auto Owner Trust 2017-1
2.67%, 04/17/2023 ⁽³⁾		2,767,000		2,736,017
3.60%, 04/17/2023 ⁽³⁾		2,847,000		2,821,790
First Investors Auto Owner Trust 2018-1
2.84%, 05/16/2022 ⁽³⁾		4,196,659		4,190,585
FirstKey Lending 2015-SFR1 Trust
3.42%, 03/09/2047 ⁽³⁾		460,177		459,801
Flagship Credit Auto Trust 2014-2
2.84%, 11/16/2020 ⁽³⁾		3,459		3,459
3.95%, 12/15/2020 ⁽³⁾		440,000		441,778
Flagship Credit Auto Trust 2015-3
2.38%, 10/15/2020 ⁽³⁾		178,776		178,623
3.68%, 03/15/2022 ⁽³⁾		568,000		570,449
4.65%, 03/15/2022 ⁽³⁾		567,000		574,619
Flagship Credit Auto Trust 2016-1
2.77%, 12/15/2020 ⁽³⁾		313,493		313,522
6.22%, 06/15/2022 ⁽³⁾		3,000,000		3,103,621
Flagship Credit Auto Trust 2016-4
2.71%, 11/15/2022 ⁽³⁾		1,743,000		1,722,591
Flagship Credit Auto Trust 2017-2
2.96%, 07/15/2023 ⁽³⁾		5,195,000		5,119,015
3.62%, 07/15/2023 ⁽³⁾		2,995,000		2,950,736
Flagship Credit Auto Trust 2018-3
3.79%, 12/16/2024 ⁽³⁾		7,710,000		7,676,398
Ford Credit Auto Owner Trust 2016-REV1
2.31%, 08/15/2027 ⁽³⁾		7,000,000		6,851,200
Ford Credit Auto Owner Trust 2016-REV2
2.03%, 12/15/2027 ⁽³⁾		10,000,000		9,673,262
Ford Credit Auto Owner Trust 2017-B
1.49%, 05/15/2020		4,102,714		4,090,186
Ford Credit Auto Owner Trust 2017-C
2.01%, 03/15/2022		4,177,000		4,118,223
Ford Credit Auto Owner Trust 2018-REV1
3.19%, 07/15/2031 ⁽³⁾		15,554,000		15,165,155
Foundation Finance Trust 2017-1
3.30%, 07/15/2033 ⁽³⁾		3,347,231		3,318,736
Foursight Capital Automobile Receivables Trust 2017-1
3.05%, 12/15/2022 ⁽³⁾		4,000,000		3,943,239
FREED ABS TRUST 2018-1
3.61%, 07/18/2024 ⁽³⁾		4,874,591		4,867,063
Fremont Home Loan Trust 2004-2
3.07% (1 Month LIBOR USD + 0.86%, 0.57% Floor), 07/25/2034 ⁽²⁾		1,229,294		1,255,103
Galaxy XXIX CLO Ltd.
3.10% (3 Month LIBOR USD + 0.79%), 11/15/2026 ⁽²⁾⁽³⁾		6,000,000		5,980,566
GCAT 2017-2 LLC
3.50%, 04/25/2047 ⁽¹⁾⁽³⁾		1,374,763		1,364,952
GCAT 2017-5 LLC
3.23%, 07/25/2047 ⁽¹⁾⁽³⁾		399,728		398,315
GCAT 2018-1 LLC
3.84%, 06/25/2048 ⁽¹⁾⁽³⁾		2,459,815		2,451,509
GE Capital Mortgage Services, Inc. 1999-HE1 Trust
6.27%, 04/25/2029		42		42
6.71%, 04/25/2029 ⁽⁴⁾		29,783		25,008
GE Mortgage Services LLC
6.74%, 12/25/2028		4		4
GLS Auto Receivables Trust 2015-1
4.43%, 12/15/2020 ⁽³⁾		492,494		492,768
GLS Auto Receivables Trust 2016-1
4.39%, 01/15/2021 ⁽³⁾		947,729		951,659
GM Financial Consumer Automobile 2017-1
1.78%, 10/18/2021 ⁽³⁾		7,967,000		7,879,687
GM Financial Consumer Automobile Receivables Trust 2018-1
2.32%, 07/18/2022		8,275,000		8,158,514
GMAT 2013-1 Trust
6.97%, 11/25/2043 ⁽¹⁾⁽³⁾		123,046		123,151
GMF Floorplan Owner Revolving Trust
3.01% (1 Month LIBOR USD + 0.85%), 05/17/2021 ⁽²⁾⁽³⁾		4,900,000		4,921,912
Gold Key Resorts 2014-A LLC
3.22%, 03/17/2031 ⁽³⁾		531,437		527,163
Golden Bear 2016-R LLC
5.65%, 09/20/2047 ⁽³⁾		2,103,406		2,101,353
Goodgreen 2017-1 Trust
3.74%, 10/15/2052 ⁽³⁾		1,793,966		1,778,326
Goodgreen 2017-2 Trust
3.26%, 10/15/2053 ⁽³⁾		4,781,777		4,603,476
Goodgreen 2017-R1 Trust
5.00%, 10/20/2051 ^(3)(4)(12)		6,248,411		6,123,443
Greenwood Park CLO Ltd.
3.04% (3 Month LIBOR USD + 1.01%), 04/15/2031 ⁽²⁾⁽³⁾		23,000,000		23,041,745
Greywolf CLO VI Ltd.
3.54% (3 Month LIBOR USD + 1.03%), 04/26/2031 ⁽²⁾⁽³⁾		14,000,000		13,904,954
GSAA Trust
2.49% (1 Month LIBOR USD + 0.27%, 0.27% Floor), 06/25/2035 ⁽²⁾		253,663		254,243
GSAMP Trust 2005-WMC2
2.84% (1 Month LIBOR USD + 0.62%, 0.31% Floor), 11/25/2035 ⁽²⁾		1,923,206		1,924,758
GSAMP Trust 2006-HE7
2.45% (1 Month LIBOR USD + 0.23%, 0.23% Floor), 10/25/2046 ⁽²⁾		1,357,275		1,348,826
Headlands Residential LLC
4.25%, 06/25/2023 ⁽¹⁾⁽³⁾		8,245,000		8,173,637
HERO Funding 2017-3
3.95%, 09/20/2048 ⁽³⁾		4,356,369		4,311,699
HERO Funding II 2016-3B
5.24%, 09/20/2042 ⁽³⁾		1,188,232		1,204,098
HERO Funding Trust 2016-2
3.75%, 09/20/2041 ⁽³⁾		2,561,629		2,533,097
HERO Funding Trust 2016-3
3.08%, 09/20/2042 ⁽³⁾		1,133,797		1,094,285
HERO Funding Trust 2016-4A
3.57%, 09/20/2047 ⁽³⁾		3,453,035		3,388,714
HERO Funding Trust 2017-1A
4.46%, 09/20/2047 ⁽³⁾		5,871,920		5,959,075
HERO Funding Trust 2017-2A
3.28%, 09/20/2048 ⁽³⁾		5,558,106		5,440,579
Hertz Vehicle Financing II LP
2.32%, 03/25/2020 ⁽³⁾		7,500,000		7,479,186
Hilton Grand Vacations Trust 2017-A
2.66%, 12/26/2028 ⁽³⁾		1,925,010		1,888,470
Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-A
2.42% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 03/25/2036 ⁽²⁾		41,577		40,852
Honda Auto Receivables 2017-4 Owner Trust
2.05%, 11/22/2021		4,955,000		4,897,412
Hyundai Auto Receivables Trust 2015-B
1.12%, 11/15/2019		6,153		6,149
IMC Home Equity Loan Trust 1997-5
6.88%, 11/20/2028		90		90
JP Morgan Mortgage Acquisition Trust 2006-CH1
2.35% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 07/25/2036 ⁽²⁾		1,496,702		1,491,753
Kabbage Asset Securitization LLC
4.57%, 03/15/2022 ⁽³⁾		12,810,000		12,900,732
5.79%, 03/15/2022 ⁽³⁾		3,710,000		3,768,995
KGS-Alpha SBA COOF Trust
0.60%, 05/25/2039 IO ⁽³⁾⁽⁴⁾		3,235,557		49,180
KGS-Alpha SBA COOF Trust 2014-2
3.28%, 04/25/2040 IO ⁽³⁾⁽⁴⁾		1,266,446		102,353
KKR CLO 11 Ltd.
3.52% (3 Month LIBOR USD + 1.18%), 01/15/2031 ⁽²⁾⁽³⁾		6,250,000		6,244,438
KSBA 2012-2 A
0.91%, 08/25/2038 ⁽³⁾⁽⁴⁾		4,321,925		104,833
KVK CLO 2014-1 Ltd.
3.61% (3 Month LIBOR USD + 1.30%), 05/15/2026 ⁽²⁾⁽³⁾		4,909,218		4,909,665
KVK CLO 2014-2 Ltd.
3.52% (3 Month LIBOR USD + 1.18%), 07/15/2026 ^(2)\(3)		4,250,000		4,250,782
KVK CLO 2014-3 Ltd.
3.54% (3 Month LIBOR USD + 1.20%), 10/15/2026 ⁽²⁾⁽³⁾		9,250,000		9,242,054
KVK CLO 2018-1 Ltd.
3.26% (3 Month LIBOR USD + 0.93%), 05/20/2029 ⁽²⁾⁽³⁾		25,000,000		24,878,350
Laurel Road Prime Student Loan Trust 2017-C
2.81%, 11/25/2042 ⁽³⁾		6,200,000		6,021,351
Laurel Road Prime Student Loan Trust 2018-B
3.54%, 05/26/2043 ⁽³⁾		10,200,000		10,166,596
LendingClub Issuance Trust Series 2016-NP1
6.50%, 06/15/2022 ⁽³⁾		2,022,902		2,034,304
3.00%, 01/17/2023 ⁽³⁾		32,427		32,418
Lendmark Funding Trust 2016-2
3.26%, 04/21/2025 ⁽³⁾		3,000,000		3,003,039
Lendmark Funding Trust 2017-1
2.83%, 12/22/2025 ⁽³⁾		2,508,000		2,493,764
5.41%, 12/22/2025 ⁽³⁾		3,500,000		3,564,984
Lendmark Funding Trust 2018-1
5.03%, 12/21/2026 ⁽³⁾		1,900,000		1,908,381
Long Beach Mortgage Loan Trust 2004-1
2.97% (1 Month LIBOR USD + 0.75%, 0.50% Floor), 02/25/2034 ⁽²⁾		888,114		889,124
Long Beach Mortgage Loan Trust 2004-3
3.07% (1 Month LIBOR USD + 0.86%, 0.57% Floor), 07/25/2034 ⁽²⁾		40,745		40,691
LV Tower 52 Issuer 2013-1
5.75%, 07/15/2019 ^(3)(12)		4,056,201		4,056,201
7.75%, 07/15/2019 ^(3)(12)		1,597,633		1,597,633
Magnetite XVI Ltd.
3.13% (3 Month LIBOR USD + 0.80%), 01/18/2028 ⁽²⁾⁽³⁾		12,000,000		11,965,728
Mariner Finance Issuance Trust 2017-A
3.62%, 02/20/2029 ⁽³⁾		2,999,000		2,997,027
Marlette Funding Trust 2017-1
2.83%, 03/15/2024 ⁽³⁾		926,695		926,650
Marlette Funding Trust 2017-2
2.39%, 07/15/2024 ⁽³⁾		3,053,924		3,049,251
Marlette Funding Trust 2018-1
2.61%, 03/15/2028 ⁽³⁾		3,065,514		3,056,277
Marlette Funding Trust 2018-2
3.06%, 07/17/2028 ⁽³⁾		4,615,321		4,613,701
MASTR Asset Backed Securities Trust 2006-NC1
2.82% (1 Month LIBOR USD + 0.60%, 0.30% Floor), 01/25/2036 ⁽²⁾		1,891,837		1,894,960
MidOcean Credit CLO III
2.68% (3 Month LIBOR USD + 1.12%), 04/21/2031 ⁽²⁾⁽³⁾		15,400,000		15,367,660
MidOcean Credit CLO IX
3.40% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/20/2031 ⁽²⁾⁽³⁾		4,000,000		3,997,768
MidOcean Credit CLO VIII
3.47% (3 Month LIBOR USD + 1.15%), 02/20/2031 ⁽²⁾⁽³⁾		18,000,000		17,963,154
Mid-State Capital Co. 2006-1 Trust
6.08%, 10/15/2040 ⁽³⁾		769,727		849,517
Mid-State Capital Trust 2010-1
3.50%, 12/15/2045 ⁽³⁾		288,581		293,240
5.25%, 12/15/2045 ⁽³⁾		519,291		540,754
Mill Creek II CLO Ltd.
4.10% (3 Month LIBOR USD + 1.75%), 04/20/2028 ⁽²⁾⁽³⁾		3,750,000		3,749,861
Morgan Stanley ABS Capital I, Inc. Trust 2004-NC8
3.13% (1 Month LIBOR USD + 0.92%, 0.61% Floor), 09/25/2034 ⁽²⁾		5,179,011		5,189,032
Morgan Stanley ABS Capital I, Inc. Trust 2004-OP1
3.09% (1 Month LIBOR USD + 0.87%, 0.58% Floor), 11/25/2034 ⁽²⁾		5,620,012		5,599,913
Mountain View CLO 2015-9 Ltd.
3.46% (3 Month LIBOR USD + 1.12%), 07/15/2031 ⁽²⁾⁽³⁾		20,000,000		19,957,940
Nationstar HECM Loan Trust 2017-1
2.94%, 05/25/2027 ⁽³⁾		510,000		507,626
Navient Private Education Refi Loan Trust 2018-A
3.19%, 02/18/2042 ⁽³⁾		15,200,000		14,908,839
Navient Private Education Refi Loan Trust 2018-C
3.52%, 06/16/2042 ⁽³⁾		5,700,000		5,656,982
Navient Student Loan Trust 2016-2
2.97% (1 Month LIBOR USD + 0.75%), 06/25/2065 ⁽²⁾⁽³⁾		53,137		53,153
New Century Home Equity Loan Trust Series 2003-5
5.10%, 11/25/2033 ⁽¹⁾		194,840		196,725
New Residential Mortgage Loan Trust 2018-RPL1
3.50%, 12/25/2057 ⁽³⁾⁽⁴⁾		30,266,218		30,043,943
New Residential Mortgage Trust 2018-1
4.00%, 12/25/2057 ⁽³⁾⁽⁴⁾		10,529,944		10,577,181
Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2006-FM1
2.45% (1 Month LIBOR USD + 0.23%, 0.23% Floor), 11/25/2035 ⁽²⁾		11,335,293		11,258,759
NYMT Residential 2016-RP1
4.00%, 03/25/2021 ⁽¹⁾⁽³⁾		139,084		139,454
Oak Hill Advisors Residential Loan Trust 2017-NPL2
3.00%, 07/25/2057 ⁽¹⁾⁽³⁾		3,361,707		3,306,821
Oak Hill Advisors Residential Loan Trust 2017-NPLA
3.00%, 06/25/2057 ⁽¹⁾⁽³⁾		2,747,118		2,705,697
Oakwood Mortgage Investors, Inc.
6.45%, 12/15/2023		2,188		2,213
OCP CLO 2017-13 Ltd.
3.60% (3 Month LIBOR USD + 1.26%), 07/15/2030 ⁽²⁾⁽³⁾		4,250,000		4,262,300
Ocwen Master Advance Receivables Trust
3.81%, 08/16/2049 ⁽³⁾		1,500,000		1,468,505
Ocwen Master Advance Receivables Trust Series 2018-T1
3.65%, 08/15/2049 ^(3)(12)		6,300,000		6,299,994
OL SP 2018-B LLC
4.16%, 02/09/2030		4,051,040		3,996,813
4.61%, 02/09/2030		880,662		873,659
OnDeck Asset Securitization Trust LLC
3.50%, 04/18/2022 ⁽³⁾		5,796,000		5,779,046
OneMain Direct Auto Receivables Trust 2017-1
2.16%, 10/15/2020 ⁽³⁾		8,277,055		8,248,220
OneMain Direct Auto Receivables Trust 2017-2
2.55%, 11/14/2023 ⁽³⁾		17,900,000		17,634,908
2.82%, 07/15/2024 ⁽³⁾		4,300,000		4,231,221
OneMain Direct Auto Receivables Trust 2018-1
3.43%, 12/16/2024 ⁽³⁾		19,400,000		19,375,034
OneMain Financial Issuance Trust 2015-1
3.19%, 03/18/2026 ⁽³⁾		1,246,699		1,248,274
3.85%, 03/18/2026 ⁽³⁾		500,000		502,620
OneMain Financial Issuance Trust 2015-2
2.57%, 07/18/2025 ⁽³⁾		188,579		188,556
3.10%, 07/18/2025 ⁽³⁾		1,627,000		1,627,117
OneMain Financial Issuance Trust 2016-1
3.66%, 02/20/2029 ⁽³⁾		2,645,000		2,653,147
6.00%, 02/20/2029 ⁽³⁾		1,900,000		1,938,476
OneMain Financial Issuance Trust 2017-1
2.93% (1 Month LIBOR USD + 0.80%), 09/14/2032 ⁽²⁾⁽³⁾		10,975,000		11,003,880
Onemain Financial Issuance Trust 2018-1
3.30%, 03/14/2029 ⁽³⁾		4,040,000		4,009,521
Oportun Funding IV LLC
4.85%, 11/08/2021 ⁽³⁾		723,661		725,256
Oportun Funding VI LLC
3.23%, 06/08/2023 ⁽³⁾		1,957,000		1,923,777
3.97%, 06/08/2023 ⁽³⁾⁽⁴⁾		5,150,000		5,080,546
Oportun Funding VII LLC
3.22%, 10/10/2023 ⁽³⁾		1,691,000		1,665,017
Oportun Funding VIII LLC
3.61%, 03/08/2024 ⁽³⁾		2,978,000		2,945,377
Option One Mortgage Loan Trust 2004-3
3.12% (1 Month LIBOR USD + 0.90%, 0.45% Floor), 11/25/2034 ⁽²⁾		1,691,802		1,600,352
OZLM Funding IV Ltd.
3.60% (3 Month LIBOR USD + 1.25%), 10/22/2030 ⁽²⁾⁽³⁾		10,000,000		10,004,250
OZLM XI Ltd.
3.59% (3 Month LIBOR USD + 1.25%), 10/30/2030 ⁽²⁾⁽³⁾		5,000,000		4,999,540
OZLM XV Ltd.
3.84% (3 Month LIBOR USD + 1.49%), 01/20/2029 ⁽²⁾⁽³⁾		7,750,000		7,761,315
Palmer Square CLO 2014-1 Ltd.
3.47% (3 Month LIBOR USD + 1.13%, 1.13% Floor), 01/17/2031 ⁽²⁾⁽³⁾		4,000,000		3,994,904
Palmer Square CLO 2015-1 Ltd.
3.61% (3 Month LIBOR USD + 1.30%, 1.30% Floor), 05/21/2029 ⁽²⁾⁽³⁾		8,000,000		7,998,864
Palmer Square CLO 2015-2 Ltd.
3.62% (3 Month LIBOR USD + 1.27%), 07/20/2030 ⁽²⁾⁽³⁾		13,925,000		13,959,019
Palmer Square CLO 2018-2 Ltd.
3.36% (3 Month LIBOR USD + 1.10%), 07/16/2031 ⁽²⁾⁽³⁾		20,000,000		19,988,560
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WCH
3.06% (1 Month LIBOR USD + 0.84%, 0.56% Floor), 01/25/2036 ⁽²⁾		2,714,941		2,716,620
Progress Residential 2015-SFR2 Trust
2.74%, 06/12/2032 ⁽³⁾		3,347,922		3,300,372
3.14%, 06/12/2032 ⁽³⁾		2,012,000		1,988,273
3.44%, 06/12/2032 ⁽³⁾		2,138,000		2,119,643
4.43%, 06/12/2032 ⁽³⁾		892,000		890,691
Progress Residential 2015-SFR3 Trust
3.07%, 11/12/2032 ⁽³⁾		5,203,699		5,154,008
4.67%, 11/12/2032 ⁽³⁾		295,000		297,720
5.66%, 11/12/2032 ⁽³⁾		1,000,000		1,020,870
Progress Residential 2017-SFR1 Trust
3.02%, 08/17/2034 ⁽³⁾		2,000,000		1,930,015
Progress Residential 2018-SFR2 Trust
4.34%, 08/17/2035 ⁽³⁾		2,390,000		2,385,821
4.66%, 08/17/2035 ⁽³⁾		3,853,000		3,836,490
Prosper Marketplace Issuance Trust Series 2017-1
2.56%, 06/15/2023 ⁽³⁾		184,325		184,284
2.41%, 09/15/2023 ⁽³⁾		624,875		624,184
2.36%, 11/15/2023 ⁽³⁾		1,935,059		1,929,701
PRPM 2017-2 LLC
3.47%, 09/25/2022 ⁽¹⁾⁽³⁾		2,922,463		2,900,901
Purchasing Power Funding 2018-A LLC
3.34%, 08/15/2022 ^(3)(12)		10,875,000		10,812,936
RAMP Series 2005-RS1 Trust
4.71%, 11/25/2034		2,925		2,926
RASC Series 2005-KS6 Trust
3.15% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 07/25/2035 ⁽²⁾		464,485		465,797
RCO Mortgage LLC 2017-1
3.38%, 08/25/2022 ⁽¹⁾⁽³⁾		4,045,844		4,021,904
RCO V Mortgage LLC 2018-1
4.00%, 05/25/2023 ⁽¹⁾⁽³⁾		6,433,957		6,424,731
Regional Management Issuance Trust 2018-1
4.28%, 07/15/2027 ⁽³⁾		3,100,000		3,087,918
Renaissance Home Equity Loan Trust
5.61%, 04/25/2037 ⁽¹⁾⁽⁹⁾		300,251		142,306
Renaissance Home Equity Loan Trust 2005-3
4.81%, 11/25/2035 ⁽¹⁾		7,446		7,438
Renew 2017-1
3.67%, 09/20/2052 ⁽³⁾		2,336,584		2,300,043
Rice Park Financing Trust 2016-A
4.63%, 10/31/2041 ^(3)(12)		4,690,586		4,668,490
Santander Drive Auto Receivables Trust 2015-5
4.67%, 02/15/2023 ⁽³⁾		9,500,000		9,582,213
Santander Drive Auto Receivables Trust 2017-1
2.10%, 06/15/2021		4,842,000		4,828,560
2.58%, 05/16/2022		3,957,000		3,930,938
3.17%, 04/17/2023		5,074,000		5,042,473
Santander Drive Auto Receivables Trust 2017-2
2.79%, 08/15/2022		13,150,000		13,076,835
3.49%, 07/17/2023		1,633,000		1,628,098
Santander Drive Auto Receivables Trust 2017-3
2.76%, 12/15/2022		4,350,000		4,298,068
Santander Drive Auto Receivables Trust 2018-1
2.96%, 03/15/2024		3,900,000		3,852,492
Santander Drive Auto Receivables Trust 2018-2
3.35%, 07/17/2023		4,800,000		4,773,851
Santander Drive Auto Receivables Trust 2018-4
3.56%, 07/15/2024		3,017,000		3,008,736
Santander Retail Auto Lease Trust 2018-A
2.93%, 05/20/2021 ⁽³⁾		4,433,000		4,413,773
Saxon Asset Securities Trust 2003-1
4.71%, 06/25/2033 ⁽¹⁾		33,296		33,649
Securitized Asset Backed Receivables LLC Trust 2006-CB1
3.47%, 01/25/2036 ⁽¹⁾		65,832		57,961
Sierra Auto Receivables Securitization Trust 2016-1
2.85%, 01/18/2022 ⁽³⁾		54,209		54,201
Silvermore CLO Ltd.
3.48% (3 Month LIBOR USD + 1.17%), 05/15/2026 ⁽²⁾⁽³⁾		7,556,514		7,557,390
SoFi Consumer Loan Program 2016-2 LLC
3.09%, 10/27/2025 ⁽³⁾		700,488		698,383
SoFi Consumer Loan Program 2018-1 Trust
3.14%, 02/25/2027 ⁽³⁾		9,150,000		9,070,208
SoFi Professional Loan Program 2017-F LLC
2.84%, 01/25/2041 ⁽³⁾		18,200,000		17,645,848
SoFi Professional Loan Program 2018-B Trust
2.64%, 08/25/2047 ⁽³⁾		8,980,741		8,928,552
3.34%, 08/25/2047 ⁽³⁾		8,900,000		8,800,989
Sonoran Auto Receivables Trust 2017-1 TERM
4.75%, 11/17/2025 ⁽¹²⁾		14,500,000		14,500,000
Sound Point CLO II Ltd.
3.40% (3 Month LIBOR USD + 1.07%, 1.07% Floor), 01/26/2031 ⁽²⁾⁽³⁾		9,000,000		8,953,848
Sound Point CLO XVI Ltd.
3.62% (3 Month LIBOR USD + 1.28%), 07/25/2030 ⁽²⁾⁽³⁾		7,750,000		7,754,131
Specialty Underwriting & Residential Finance Trust Series 2004-BC4
2.89% (1 Month LIBOR USD + 0.67%, 0.34% Floor), 10/25/2035 ⁽²⁾		213,296		212,353
Specialty Underwriting & Residential Finance Trust Series 2006-BC1
2.52% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 12/25/2036 ⁽²⁾		621,487		622,179
Spirit Airlines Pass Through Trust 2017-1AA
3.38%, 02/15/2030		961,575		919,079
SpringCastle America Funding LLC
3.05%, 04/25/2029 ⁽³⁾		1,985,106		1,976,364
Springleaf Funding Trust 2015-A
3.16%, 11/15/2024 ⁽³⁾		7,896,730		7,897,069
3.62%, 11/15/2024 ⁽³⁾		1,087,000		1,083,957
Springleaf Funding Trust 2017-A
2.68%, 07/15/2030 ⁽³⁾		9,900,000		9,701,464
Synchrony Card Issuance Trust
3.38%, 09/15/2024		5,500,000		5,500,000
Synchrony Credit Card Master Note Trust
2.37%, 03/15/2023		4,950,000		4,899,392
Towd Point Mortgage Trust 2017-2
2.75%, 04/25/2057 ⁽³⁾⁽⁴⁾		7,785,802		7,640,788
Towd Point Mortgage Trust 2017-6
2.75%, 10/25/2057 ⁽³⁾⁽⁴⁾		6,313,447		6,156,498
Towd Point Mortgage Trust 2018-1
3.00%, 01/25/2058 ⁽³⁾⁽⁴⁾		9,279,143		9,104,688
Toyota Auto Receivables 2017-A Owner Trust
1.42%, 09/16/2019		1,076,832		1,076,119
Trafigura Securitisation Finance Plc 2018-1
3.73%, 03/15/2022 ^(3)(12)		12,666,667		12,666,018
Tricolor Auto Securitization Trust 2018-1
5.05%, 12/15/2020 ^(3)(12)		5,410,914		5,406,823
Trinitas CLO IV Ltd.
3.35% (3 Month LIBOR USD + 1.18%), 10/18/2031 ⁽²⁾⁽³⁾		7,500,000		7,496,205
Upstart Securitization Trust 2017-1
2.64%, 06/20/2024 ⁽³⁾		1,682,447		1,679,872
Upstart Securitization Trust 2018-2
3.33%, 12/22/2025 ⁽³⁾		14,000,000		14,002,363
USASF Receivables 2017-A LLC
5.75%, 09/15/2030 ^(3)(12)		2,294,143		2,280,816
Verizon Owner Trust 2016-1
1.42%, 01/20/2021 ⁽³⁾		294,555		293,169
Verizon Owner Trust 2017-2
1.92%, 12/20/2021 ⁽³⁾		6,485,000		6,400,591
Verizon Owner Trust 2017-3
2.06%, 04/20/2022 ⁽³⁾		5,612,000		5,526,168
VM DEBT LLC
6.50%, 10/02/2024 ^(3)(12)		4,640,000		4,640,000
Volkswagen Auto Loan Enhanced Trust 2018-1
3.15%, 07/22/2024		6,396,000		6,380,394
Volt LIX LLC
3.25%, 05/25/2047 ⁽¹⁾⁽³⁾		1,012,984		1,007,336
Volt LVI LLC
3.50%, 03/25/2047 ⁽¹⁾⁽³⁾		3,886,415		3,868,139
Volt LX LLC
3.25%, 06/25/2047 ⁽¹⁾⁽³⁾		1,454,802		1,445,136
Volt LXI LLC
3.13%, 06/25/2047 ⁽¹⁾⁽³⁾		5,186,366		5,143,199
Volt LXIII LLC
3.00%, 10/25/2047 ⁽¹⁾⁽³⁾		1,058,816		1,046,981
Volt LXIV LLC
3.38%, 10/25/2047 ⁽¹⁾⁽³⁾		7,110,758		7,067,378
Volt LXIX LLC
4.21%, 08/25/2048 ⁽¹⁾⁽³⁾		3,728,000		3,720,756
Volt LXVI LLC
4.34%, 05/25/2048 ⁽¹⁾⁽³⁾		4,434,046		4,424,281
Volt LXVII LLC
4.38%, 06/25/2048 ⁽¹⁾⁽³⁾		5,519,035		5,512,866
Volt LXVIII LLC
4.34%, 07/27/2048 ⁽¹⁾⁽³⁾		9,909,787		9,896,406
Volt LXX LLC
4.11%, 09/25/2048 ⁽¹⁾⁽³⁾		12,562,000		12,557,471
Volt TR 2018-FT1 LLC
3.26%, 03/29/2021 ^(12)(13)		4,393,957		4,338,311
Voya CLO 2015-1 Ltd.
3.23% (3 Month LIBOR USD + 0.90%, 0.90% Floor), 01/18/2029 ⁽²⁾⁽³⁾		6,000,000		5,977,350
VSE 2018-A Voi Mortgage LLC
3.56%, 02/20/2036 ⁽³⁾		3,731,113		3,720,656
Westgate Resorts 2017-1 LLC
3.05%, 12/20/2030 ⁽³⁾		1,403,990		1,390,961
4.05%, 12/20/2030 ⁽³⁾		2,498,796		2,467,454
Westlake Automobile Receivables Trust 2015-3
4.40%, 05/17/2021 ⁽³⁾		845,861		849,308
Westlake Automobile Receivables Trust 2016-2
4.10%, 06/15/2021 ⁽³⁾		300,000		302,417
Westlake Automobile Receivables Trust 2016-3
2.46%, 01/18/2022 ⁽³⁾		1,873,000		1,867,677
Westlake Automobile Receivables Trust 2017-1
2.70%, 10/17/2022 ⁽³⁾		1,195,000		1,191,230
3.46%, 10/17/2022 ⁽³⁾		1,202,000		1,200,383
Westlake Automobile Receivables Trust 2017-2
2.59%, 12/15/2022 ⁽³⁾		772,000		764,776
Zais CLO 8 Ltd
3.29% (3 Month LIBOR USD + 0.95%), 04/15/2029 ⁽²⁾⁽³⁾		40,000,000		39,781,520
Zais Ltd.
3.63% (3 Month LIBOR USD + 1.29%), 04/15/2030 ⁽²⁾⁽³⁾		9,600,000		9,637,949
Total Asset-Backed Obligations			$	1,935,549,812
Corporate Bonds - 30.04%
Basic Materials - 1.24%
Air Liquide Finance SA
2.25%, 09/27/2023 ⁽³⁾	$	550,000	$	513,829
Albemarle Corp.
5.45%, 12/01/2044		600,000		625,393
Anglo American Capital Plc
3.63%, 09/11/2024 ⁽³⁾		630,000		599,634
4.00%, 09/11/2027 ⁽³⁾		1,020,000		939,650
ArcelorMittal
5.50%, 03/01/2021		9,215,000		9,561,850
6.25%, 02/25/2022		6,500,000		6,971,250
6.13%, 06/01/2025		9,837,000		10,687,685
7.00%, 10/15/2039		1,128,000		1,314,972
Barrick Gold Corp.
6.45%, 10/15/2035		203,000		231,422
Barrick North America Finance LLC
5.75%, 05/01/2043		4,480,000		4,966,515
Barrick PD Australia Finance Pty Ltd.
5.95%, 10/15/2039		1,150,000		1,266,060
BHP Billiton Finance USA Ltd.
6.25% (5 Year Swap Rate USD + 4.97%), 10/19/2075 ⁽²⁾⁽³⁾		985,000		1,026,863
CF Industries, Inc.
5.38%, 03/15/2044		2,040,000		1,892,100
Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP
3.40%, 12/01/2026 ⁽³⁾		530,000		514,241
3.70%, 06/01/2028 ⁽³⁾		1,200,000		1,183,153
Dow Chemical Co.
8.55%, 05/15/2019		12,263,000		12,679,329
4.13%, 11/15/2021		470,000		481,137
3.00%, 11/15/2022		918,000		894,635
4.25%, 10/01/2034		339,000		324,538
Eastman Chemical Co.
2.70%, 01/15/2020		7,390,000		7,350,860
4.50%, 01/15/2021		352,000		358,497
4.65%, 10/15/2044		2,575,000		2,492,492
EI du Pont de Nemours & Co.
5.60%, 12/15/2036		155,000		170,790
4.90%, 01/15/2041		161,000		165,541
FMC Corp.
3.95%, 02/01/2022		1,725,000		1,732,257
Freeport-McMoRan, Inc.
3.55%, 03/01/2022		5,025,000		4,886,813
Georgia-Pacific LLC
5.40%, 11/01/2020 ⁽³⁾		3,160,000		3,287,704
3.73%, 07/15/2023 ⁽³⁾		5,380,000		5,405,283
Glencore Finance Canada Ltd.
4.25%, 10/25/2022 ⁽³⁾		5,000,000		5,035,150
Glencore Funding LLC
2.50%, 01/15/2019 ⁽³⁾		537,000		536,167
4.13%, 05/30/2023 ⁽³⁾		54,000		53,934
4.63%, 04/29/2024 ⁽³⁾		1,500,000		1,509,195
4.00%, 03/27/2027 ⁽³⁾		6,300,000		5,910,611
3.88%, 10/27/2027 ⁽³⁾		875,000		811,148
Goldcorp, Inc.
3.63%, 06/09/2021		1,810,000		1,803,098
International Flavors & Fragrances, Inc.
4.45%, 09/26/2028		720,000		726,027
5.00%, 09/26/2048		782,000		782,027
International Paper Co.
3.00%, 02/15/2027		4,714,000		4,325,966
5.00%, 09/15/2035		200,000		203,132
8.70%, 06/15/2038		350,000		483,651
7.30%, 11/15/2039		500,000		634,375
6.00%, 11/15/2041		3,150,000		3,493,870
5.15%, 05/15/2046		1,045,000		1,075,169
LYB International Finance BV
5.25%, 07/15/2043		760,000		774,627
4.88%, 03/15/2044		1,125,000		1,095,189
LyondellBasell Industries NV
5.00%, 04/15/2019		1,854,000		1,863,301
5.75%, 04/15/2024		2,550,000		2,750,327
4.63%, 02/26/2055		860,000		771,523
Mexichem SAB de CV
4.88%, 09/19/2022 ⁽³⁾		3,425,000		3,494,870
Mosaic Co.
4.25%, 11/15/2023		8,533,000		8,619,204
5.45%, 11/15/2033		814,000		829,876
4.88%, 11/15/2041		52,000		47,771
5.63%, 11/15/2043		4,055,000		4,145,146
Nucor Corp.
4.00%, 08/01/2023		176,000		179,421
6.40%, 12/01/2037		800,000		976,248
Nutrien Ltd.
6.50%, 05/15/2019		392,000		400,291
3.15%, 10/01/2022		875,000		850,688
3.38%, 03/15/2025		430,000		407,560
3.00%, 04/01/2025		800,000		736,621
4.13%, 03/15/2035		1,960,000		1,791,622
6.13%, 01/15/2041		2,850,000		3,179,373
5.25%, 01/15/2045		1,900,000		1,962,446
Rio Tinto Alcan, Inc.
5.75%, 06/01/2035		54,000		62,446
Rio Tinto Finance USA Ltd.
3.75%, 06/15/2025		1,310,000		1,317,227
Samarco Mineracao SA
5.75%, 10/24/2023 ⁽³⁾⁽⁹⁾		537,000		378,585
Sherwin-Williams Co.
3.13%, 06/01/2024		401,000		385,087
Solvay Finance America LLC
3.40%, 12/03/2020 ⁽³⁾		4,000,000		3,995,712
4.45%, 12/03/2025 ⁽³⁾		7,000,000		7,067,409
Southern Copper Corp.
5.25%, 11/08/2042		1,000,000		1,009,807
5.88%, 04/23/2045		2,000,000		2,180,935
Syngenta Finance NV
4.44%, 04/24/2023 ⁽³⁾		2,852,000		2,834,113
4.89%, 04/24/2025 ⁽³⁾		3,634,000		3,565,706
Union Carbide Co.
7.50%, 06/01/2025		624,000		722,665
7.75%, 10/01/2096		681,000		872,057
Vale Canada Ltd.
7.20%, 09/15/2032		850,000		932,875
Vale Overseas Ltd.
4.38%, 01/11/2022		18,735,000		18,875,513
6.25%, 08/10/2026		5,237,000		5,739,228
8.25%, 01/17/2034		984,000		1,258,290
6.88%, 11/21/2036		1,417,000		1,647,971
6.88%, 11/10/2039		2,107,000		2,468,350
Westlake Chemical Corp.
4.38%, 11/15/2047		593,000		525,943
				200,624,036
Communications - 1.85%
21st Century Fox America, Inc.
8.88%, 04/26/2023		108,000		130,141
9.50%, 07/15/2024		175,000		224,019
3.70%, 10/15/2025		380,000		377,076
7.30%, 04/30/2028		454,000		555,300
7.63%, 11/30/2028		310,000		391,312
6.20%, 12/15/2034		150,000		184,585
6.40%, 12/15/2035		3,657,000		4,654,951
6.65%, 11/15/2037		310,000		409,281
6.90%, 08/15/2039		155,000		210,694
6.15%, 02/15/2041		350,000		445,547
Alibaba Group Holding Ltd.
4.00%, 12/06/2037		391,000		358,578
Amazon.com, Inc.
2.80%, 08/22/2024		1,882,000		1,817,373
4.80%, 12/05/2034		854,000		930,559
3.88%, 08/22/2037		1,700,000		1,662,064
4.25%, 08/22/2057		2,080,000		2,075,042
America Movil SAB de CV
5.00%, 10/16/2019		3,500,000		3,569,154
5.00%, 03/30/2020		7,300,000		7,476,433
3.13%, 07/16/2022		374,000		366,162
6.13%, 03/30/2040		283,000		333,190
AT&T, Inc.
5.80%, 02/15/2019		273,000		276,178
3.90%, 03/11/2024		3,750,000		3,726,407
3.95%, 01/15/2025		811,000		798,117
3.40%, 05/15/2025		14,980,000		14,255,406
4.13%, 02/17/2026		1,365,000		1,348,108
4.30%, 02/15/2030 ⁽³⁾		3,227,000		3,101,225
4.50%, 05/15/2035		6,175,000		5,762,151
5.25%, 03/01/2037		7,073,000		7,040,782
4.90%, 08/15/2037 ⁽³⁾		4,694,000		4,482,600
6.00%, 08/15/2040		2,106,000		2,251,798
5.35%, 09/01/2040		1,543,000		1,528,385
6.38%, 03/01/2041		8,157,000		8,977,615
5.15%, 03/15/2042		1,495,000		1,441,040
4.30%, 12/15/2042		444,000		383,904
4.80%, 06/15/2044		915,000		842,642
4.35%, 06/15/2045		511,000		439,554
5.15%, 11/15/2046 ⁽³⁾		5,722,000		5,462,035
5.15%, 02/15/2050 ⁽³⁾		1,725,000		1,630,003
Bell Canada, Inc.
4.46%, 04/01/2048		4,000,000		3,924,040
Booking Holdings, Inc.
2.75%, 03/15/2023		857,000		821,021
3.55%, 03/15/2028		1,500,000		1,433,044
British Telecommunications Plc
2.35%, 02/14/2019		220,000		219,673
9.63%, 12/15/2030		721,000		1,024,090
CBS Corp.
3.70%, 08/15/2024		848,000		824,270
4.00%, 01/15/2026		1,000,000		979,657
3.70%, 06/01/2028 ⁽³⁾		870,000		815,907
4.90%, 08/15/2044		315,000		306,047
Centel Capital Co.
9.00%, 10/15/2019		464,000		484,880
Charter Communications Operating LLC / Charter Communications Operating Capital
4.91%, 07/23/2025		13,261,000		13,459,309
6.38%, 10/23/2035		1,461,000		1,573,716
5.38%, 04/01/2038		995,000		963,105
5.38%, 05/01/2047		6,369,000		6,071,369
6.83%, 10/23/2055		1,745,000		1,922,918
Cisco Systems, Inc.
3.00%, 06/15/2022		889,000		884,253
3.63%, 03/04/2024		550,000		557,699
2.95%, 02/28/2026		467,000		448,682
5.90%, 02/15/2039		515,000		640,070
5.50%, 01/15/2040		481,000		572,802
Comcast Cable Holdings LLC
10.13%, 04/15/2022		186,000		226,656
Comcast Corp.
3.60%, 03/01/2024		542,000		537,320
3.15%, 02/15/2028		1,500,000		1,389,955
3.55%, 05/01/2028		886,000		847,814
4.25%, 01/15/2033		3,095,000		3,031,390
4.20%, 08/15/2034		555,000		533,723
6.50%, 11/15/2035		2,370,000		2,856,624
3.90%, 03/01/2038		455,000		416,107
3.97%, 11/01/2047		154,000		136,496
4.00%, 11/01/2049		638,000		567,931
4.05%, 11/01/2052		1,211,000		1,068,812
Cox Communications, Inc.
3.25%, 12/15/2022 ⁽³⁾		348,000		337,991
3.85%, 02/01/2025 ⁽³⁾		1,250,000		1,227,074
3.35%, 09/15/2026 ⁽³⁾		1,119,000		1,038,929
4.80%, 02/01/2035 ⁽³⁾		7,150,000		6,665,204
8.38%, 03/01/2039 ⁽³⁾		1,500,000		1,947,707
4.60%, 08/15/2047 ⁽³⁾		588,000		548,701
Crown Castle Towers LLC
3.22%, 05/15/2022 ⁽³⁾		589,000		576,183
3.66%, 05/15/2025 ⁽³⁾		300,000		293,865
Deutsche Telekom International Finance BV
6.00%, 07/08/2019		209,000		213,866
2.23%, 01/17/2020 ⁽³⁾		4,602,000		4,546,855
3.60%, 01/19/2027 ⁽³⁾		508,000		481,488
8.75%, 06/15/2030		49,000		65,764
4.88%, 03/06/2042 ⁽³⁾		240,000		239,621
Discovery Communications LLC
4.38%, 06/15/2021		752,000		766,273
3.95%, 03/20/2028		631,000		599,029
5.00%, 09/20/2037		1,085,000		1,055,439
6.35%, 06/01/2040		1,161,000		1,273,932
5.20%, 09/20/2047		1,425,000		1,396,151
Grupo Televisa SAB de CV
5.00%, 05/13/2045		860,000		796,738
6.13%, 01/31/2046		382,000		415,438
GTP Acquisition Partners I LLC
2.35%, 06/15/2020 ⁽³⁾		271,000		265,022
3.48%, 06/16/2025 ⁽³⁾		314,000		305,558
NBCUniversal Media LLC
4.38%, 04/01/2021		700,000		717,119
5.95%, 04/01/2041		527,000		604,203
4.45%, 01/15/2043		15,000		14,293
Orange SA
2.75%, 02/06/2019		3,000,000		3,000,833
Qwest Co.
6.75%, 12/01/2021		3,866,000		4,125,647
Rogers Communications, Inc.
3.63%, 12/15/2025		4,350,000		4,247,465
8.75%, 05/01/2032		258,000		339,625
SK Telecom Co. Ltd.
6.63%, 07/20/2027 ⁽³⁾		361,000		423,453
Sky Plc
3.75%, 09/16/2024 ⁽³⁾		287,000		286,192
Sprint Capital Co.
6.90%, 05/01/2019		301,000		305,891
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 09/20/2021 ⁽³⁾		2,202,000		2,193,742
TCI Communications, Inc.
7.13%, 02/15/2028		138,000		166,484
Telecom Italia Capital SA
7.18%, 06/18/2019		215,000		218,762
7.20%, 07/18/2036		1,644,000		1,693,320
Telefonica Emisiones SAU
5.13%, 04/27/2020		500,000		513,860
5.46%, 02/16/2021		233,000		243,253
4.10%, 03/08/2027		5,417,000		5,204,085
4.67%, 03/06/2038		1,175,000		1,102,520
4.90%, 03/06/2048		1,075,000		999,716
Tencent Holdings Ltd.
2.88%, 02/11/2020 ⁽³⁾		4,517,000		4,485,072
2.99%, 01/19/2023 ⁽³⁾		4,058,000		3,929,664
3.60%, 01/19/2028 ⁽³⁾		2,010,000		1,901,665
Time Warner Cable LLC
8.75%, 02/14/2019		184,000		187,803
4.13%, 02/15/2021		222,000		223,776
6.55%, 05/01/2037		375,000		406,288
7.30%, 07/01/2038		1,023,000		1,170,324
6.75%, 06/15/2039		539,000		587,203
5.88%, 11/15/2040		475,000		478,877
5.50%, 09/01/2041		6,815,000		6,554,528
Time Warner Entertainment Co. LP
8.38%, 07/15/2033		879,000		1,090,840
Verizon Communications, Inc.
3.45%, 03/15/2021		535,000		537,108
4.13%, 03/16/2027		4,800,000		4,802,381
4.33%, 09/21/2028 ⁽³⁾		13,094,000		13,168,728
4.50%, 08/10/2033		7,079,000		7,021,178
4.40%, 11/01/2034		4,843,000		4,717,378
4.27%, 01/15/2036		7,365,000		7,010,761
5.25%, 03/16/2037		731,000		778,444
4.81%, 03/15/2039		7,941,000		7,987,667
4.86%, 08/21/2046		8,039,000		8,040,349
Viacom, Inc.
3.88%, 04/01/2024		630,000		618,858
6.88%, 04/30/2036		750,000		852,949
4.38%, 03/15/2043		1,370,000		1,193,805
Vodafone Group Plc
4.13%, 05/30/2025		945,000		937,312
4.38%, 05/30/2028		7,804,000		7,684,533
6.15%, 02/27/2037		4,600,000		5,074,205
5.00%, 05/30/2038		1,597,000		1,574,104
5.25%, 05/30/2048		938,000		940,317
Walt Disney Co.
3.00%, 02/13/2026		1,000,000		957,683
1.85%, 07/30/2026		959,000		842,926
3.00%, 07/30/2046		160,000		128,426
Warner Media LLC
4.75%, 03/29/2021		585,000		602,657
3.55%, 06/01/2024		2,300,000		2,229,939
3.60%, 07/15/2025		2,670,000		2,557,358
2.95%, 07/15/2026		2,000,000		1,812,499
3.80%, 02/15/2027		2,850,000		2,724,584
5.38%, 10/15/2041		181,000		179,716
4.65%, 06/01/2044		2,145,000		1,926,572
				298,834,559
Consumer, Cyclical - 2.10%
Air Canada 2013-1 Class A Pass Through Trust
4.13%, 05/15/2025 ⁽³⁾		1,785,159		1,785,159
Air Canada 2015-1 Class A Pass Through Trust
3.60%, 03/15/2027 ⁽³⁾		777,371		753,039
Air Canada 2017-1 Class A Pass Through Trust
3.55%, 01/15/2030 ⁽³⁾		2,953,000		2,817,638
Air Canada 2017-1 Class AA Pass Through Trust
3.30%, 01/15/2030 ⁽³⁾		1,686,000		1,605,664
Alimentation Couche-Tard, Inc.
2.70%, 07/26/2022 ⁽³⁾		7,450,000		7,160,189
American Airlines 2011-1 Class A Pass Through Trust
5.25%, 01/31/2021		74,829		77,174
American Airlines 2013-1 Class A Pass Through Trust
4.00%, 07/15/2025		1,124,663		1,121,851
American Airlines 2013-2 Class A Pass Through Trust
4.95%, 01/15/2023		3,427,955		3,512,420
American Airlines 2014-1 Class A Pass Through Trust
3.70%, 10/01/2026 ⁽¹²⁾		402,003		392,315
American Airlines 2015-1 Class A Pass Through Trust
3.38%, 05/01/2027		2,555,793		2,459,951
American Airlines 2015-2 Class AA Pass Through Trust
3.60%, 09/22/2027		625,942		610,055
American Airlines 2016-2 Class A Pass Through Trust
3.65%, 06/15/2028		224,968		216,813
American Airlines 2016-2 Class AA Pass Through Trust
3.20%, 06/15/2028		1,401,440		1,333,947
American Airlines 2016-3 Class AA Pass Through Trust
3.00%, 10/15/2028		2,640,367		2,460,897
American Airlines 2017-1 Class AA Pass Through Trust
3.65%, 02/15/2029		2,149,567		2,093,986
American Honda Finance Corp.
2.13%, 10/10/2018		352,000		351,954
2.25%, 08/15/2019		739,000		735,591
2.90%, 02/16/2024		300,000		289,895
2.30%, 09/09/2026		185,000		166,770
Arrow Electronics, Inc.
4.50%, 03/01/2023		183,000		185,004
BMW U.S. Capital LLC
2.75% (3 Month LIBOR USD + 0.41%), 04/12/2021 ⁽²⁾⁽³⁾		1,675,000		1,680,539
3.10%, 04/12/2021 ⁽³⁾		2,230,000		2,215,314
2.25%, 09/15/2023 ⁽³⁾		894,000		835,636
British Airways 2018-1 Class A Pass Through Trust
4.13%, 09/20/2031 ⁽³⁾		2,718,795		2,685,435
British Airways 2018-1 Class AA Pass Through Trust
3.80%, 09/20/2031 ⁽³⁾		1,287,730		1,287,730
CK Hutchison International 16 Ltd.
1.88%, 10/03/2021 ⁽³⁾		402,000		381,813
2.75%, 10/03/2026 ⁽³⁾		600,000		540,138
Continental Airlines 1999-2 Class A-1 Pass Through Trust
7.26%, 03/15/2020		12,904		13,210
Continental Airlines 2007-1 Class A Pass Through Trust
5.98%, 04/19/2022		5,294,527		5,575,031
Continental Airlines 2012-1 Class A Pass Through Trust
4.15%, 04/11/2024		1,243,946		1,253,723
Continental Airlines 2012-2 Class A Pass Through Trust
4.00%, 10/29/2024		4,843,144		4,843,144
CVS Health Corp.
3.50%, 07/20/2022		3,000,000		2,976,672
3.70%, 03/09/2023		14,236,000		14,172,323
4.00%, 12/05/2023		6,401,000		6,412,458
4.10%, 03/25/2025		5,696,000		5,678,306
4.30%, 03/25/2028		1,693,000		1,676,292
4.88%, 07/20/2035		500,000		501,862
4.78%, 03/25/2038		6,250,000		6,201,327
5.30%, 12/05/2043		3,260,000		3,402,096
5.13%, 07/20/2045		4,430,000		4,548,589
5.05%, 03/25/2048		10,553,000		10,781,429
CVS Pass-Through Trust
5.77%, 01/10/2033 ⁽³⁾		827,988		878,306
5.93%, 01/10/2034 ⁽³⁾		610,974		654,463
CVS Pass-Through Trust Series 2014
4.16%, 08/11/2036 ⁽³⁾		2,764,692		2,647,193
Daimler Finance North America LLC
2.25%, 07/31/2019 ⁽³⁾		3,250,000		3,232,202
2.25%, 03/02/2020 ⁽³⁾		3,575,000		3,526,264
3.10%, 05/04/2020 ⁽³⁾		2,350,000		2,342,838
2.88%, 03/10/2021 ⁽³⁾		700,000		689,681
3.35%, 05/04/2021 ⁽³⁾		3,970,000		3,953,685
3.35%, 02/22/2023 ⁽³⁾		1,000,000		983,481
3.30%, 05/19/2025 ⁽³⁾		1,490,000		1,432,932
3.45%, 01/06/2027 ⁽³⁾		1,750,000		1,677,985
8.50%, 01/18/2031		155,000		215,634
Delta Air Lines 2007-1 Class A Pass Through Trust
6.82%, 08/10/2022 ⁽¹²⁾		3,857,017		4,226,905
Delta Air Lines 2010-2 Class A Pass Through Trust
4.95%, 05/23/2019		147,293		148,214
Delta Air Lines 2011-1 Class A Pass Through Trust
5.30%, 04/15/2019		63,980		64,460
Delta Air Lines 2012-1 Class A Pass Through Trust
4.75%, 05/07/2020		196,401		199,836
Delta Air Lines, Inc.
2.88%, 03/13/2020		8,200,000		8,133,174
Dollar General Corp.
4.13%, 05/01/2028		835,000		823,051
Ford Motor Co.
7.45%, 07/16/2031		1,090,000		1,214,115
4.75%, 01/15/2043		7,640,000		6,366,336
5.29%, 12/08/2046		1,510,000		1,343,022
Ford Motor Credit Co. LLC
2.55%, 10/05/2018		1,500,000		1,500,002
2.38%, 03/12/2019		819,000		817,106
2.60%, 11/04/2019		1,000,000		992,001
3.16%, 08/04/2020		1,000,000		990,264
3.34%, 03/18/2021		5,121,000		5,048,268
5.88%, 08/02/2021		4,300,000		4,496,920
3.81%, 10/12/2021		6,200,000		6,155,853
3.34%, 03/28/2022		5,500,000		5,314,952
4.25%, 09/20/2022		3,800,000		3,765,055
3.81%, 01/09/2024		1,122,000		1,069,476
4.13%, 08/04/2025		265,000		250,267
3.82%, 11/02/2027		1,900,000		1,698,743
General Motors Co.
4.00%, 04/01/2025		8,070,000		7,735,528
6.60%, 04/01/2036		2,921,000		3,111,360
5.15%, 04/01/2038		500,000		464,554
5.95%, 04/01/2049		3,466,000		3,437,633
General Motors Financial Co., Inc.
2.65%, 04/13/2020		1,300,000		1,286,435
2.45%, 11/06/2020		2,000,000		1,960,136
3.19% (3 Month LIBOR USD + 0.85%), 04/09/2021 ⁽²⁾		3,590,000		3,603,715
3.55%, 04/09/2021		2,725,000		2,723,749
4.38%, 09/25/2021		5,000,000		5,088,577
3.45%, 01/14/2022		6,500,000		6,413,194
3.45%, 04/10/2022		6,502,000		6,398,786
3.70%, 05/09/2023		5,249,000		5,133,203
3.95%, 04/13/2024		2,250,000		2,190,730
3.50%, 11/07/2024		1,230,000		1,158,357
4.00%, 01/15/2025		1,140,000		1,103,645
4.35%, 04/09/2025		1,355,000		1,330,577
4.30%, 07/13/2025		580,000		564,466
Home Depot, Inc.
2.63%, 06/01/2022		494,000		483,514
2.13%, 09/15/2026		446,000		399,513
2.80%, 09/14/2027		600,000		561,436
4.20%, 04/01/2043		655,000		659,107
4.40%, 03/15/2045		268,000		278,150
Hyundai Capital America
2.40%, 10/30/2018 ⁽³⁾		2,717,000		2,716,839
2.00%, 07/01/2019 ⁽³⁾		301,000		298,996
2.75%, 09/18/2020 ⁽³⁾		4,000,000		3,921,758
3.45%, 03/12/2021 ⁽³⁾		4,170,000		4,122,728
3.10%, 04/05/2022 ⁽³⁾		2,500,000		2,429,217
Hyundai Capital Services, Inc.
3.00%, 03/06/2022 ⁽³⁾		3,725,000		3,601,108
Lowe's Cos, Inc.
3.38%, 09/15/2025		477,000		469,241
4.65%, 04/15/2042		449,000		466,418
Magna International, Inc.
3.63%, 06/15/2024		1,658,000		1,639,564
Marriott International, Inc./MD
3.00%, 03/01/2019		7,250,000		7,250,112
McDonald's Corp.
4.70%, 12/09/2035		216,000		224,287
6.30%, 10/15/2037		679,000		818,432
4.45%, 03/01/2047		360,000		352,925
Newell Brands, Inc.
4.20%, 04/01/2026		1,000,000		950,689
5.38%, 04/01/2036		800,000		770,239
Newell Rubbermaid, Inc.
5.50%, 04/01/2046		5,720,000		5,461,409
Nissan Motor Acceptance Co.
1.90%, 09/14/2021 ⁽³⁾		314,000		299,086
2.60%, 09/28/2022 ⁽³⁾		900,000		860,858
Nordstrom, Inc.
4.00%, 10/15/2021		398,000		404,067
O'Reilly Automotive, Inc.
3.55%, 03/15/2026		500,000		478,414
3.60%, 09/01/2027		802,000		760,399
Starbucks Corp.
3.80%, 08/15/2025		9,967,000		9,898,135
4.50%, 11/15/2048		3,671,000		3,604,792
Target Co.
3.50%, 07/01/2024		355,000		358,710
Toyota Motor Credit Corp.
3.45%, 09/20/2023		9,834,000		9,806,130
United Airlines 2013-1 Class A Pass Through Trust
4.30%, 08/15/2025		641,990		654,108
United Airlines 2014-1 Class A Pass Through Trust
4.00%, 04/11/2026		1,249,360		1,262,403
United Airlines 2016-1 Class A Pass Through Trust
3.45%, 07/07/2028		835,463		800,141
United Airlines 2016-1 Class AA Pass Through Trust
3.10%, 07/07/2028		7,568,378		7,186,410
United Airlines 2016-1 Class B Pass Through Trust
3.65%, 01/07/2026		470,931		452,381
United Airlines 2016-2 Class AA Pass Through Trust
2.88%, 10/07/2028		1,752,424		1,628,563
United Airlines 2018-1 Class A Pass Through Trust
3.70%, 03/01/2030		1,355,000		1,308,583
United Airlines 2018-1 Class AA Pass Through Trust
3.50%, 03/01/2030		2,528,000		2,437,262
United Airlines 2018-1 Class B Pass Through Trust
4.60%, 03/01/2026		587,000		585,859
Walgreen Co.
4.40%, 09/15/2042		400,000		365,489
Walgreens Boots Alliance, Inc.
3.30%, 11/18/2021		3,681,000		3,665,794
3.80%, 11/18/2024		670,000		661,437
4.50%, 11/18/2034		6,402,000		6,296,267
Walmart, Inc.
3.30%, 04/22/2024		3,820,000		3,813,592
4.05%, 06/29/2048		3,175,000		3,173,106
WW Grainger, Inc.
4.60%, 06/15/2045		973,000		1,010,884
				337,999,260
Consumer, Non-Cyclical - 3.69%
Abbott Laboratories
2.90%, 11/30/2021		17,495,000		17,276,973
3.40%, 11/30/2023		3,767,000		3,750,974
3.88%, 09/15/2025		748,000		752,472
4.75%, 11/30/2036		10,000,000		10,631,253
AbbVie, Inc.
2.00%, 11/06/2018		866,000		865,619
2.50%, 05/14/2020		4,438,000		4,387,686
3.20%, 11/06/2022		400,000		393,092
2.85%, 05/14/2023		4,900,000		4,716,579
3.75%, 11/14/2023		6,255,000		6,223,237
3.60%, 05/14/2025		13,071,000		12,646,915
4.50%, 05/14/2035		2,000,000		1,918,818
4.88%, 11/14/2048		8,659,000		8,520,497
Advocate Health & Hospitals Corp.
4.27%, 08/15/2048		4,659,000		4,679,839
Aetna, Inc.
2.80%, 06/15/2023		419,000		401,418
6.75%, 12/15/2037		341,000		427,184
4.50%, 05/15/2042		205,000		196,843
4.75%, 03/15/2044		1,800,000		1,772,785
Ahold Finance USA LLC
6.88%, 05/01/2029		3,280,000		3,801,910
Allergan Funding SCS
3.45%, 03/15/2022		1,238,000		1,230,128
3.85%, 06/15/2024		1,198,000		1,184,678
3.80%, 03/15/2025		3,000,000		2,936,571
4.55%, 03/15/2035		5,425,000		5,267,594
4.85%, 06/15/2044		545,000		537,141
Allergan Sales LLC
5.00%, 12/15/2021 ⁽³⁾		3,500,000		3,629,529
Allergan, Inc./U.S.
3.38%, 09/15/2020		539,000		538,778
2.80%, 03/15/2023		971,000		925,561
AmerisourceBergen Corp.
4.30%, 12/15/2047		1,080,000		976,761
Amgen, Inc.
5.70%, 02/01/2019		204,000		206,149
2.70%, 05/01/2022		5,600,000		5,445,369
3.63%, 05/15/2022		845,000		849,303
3.13%, 05/01/2025		525,000		502,264
4.95%, 10/01/2041		464,000		478,753
4.66%, 06/15/2051		600,000		590,599
Anheuser-Busch InBev Finance, Inc.
2.63%, 01/17/2023		160,000		153,645
3.30%, 02/01/2023		5,742,000		5,668,727
3.65%, 02/01/2026		8,440,000		8,189,754
4.70%, 02/01/2036		8,482,000		8,483,251
4.00%, 01/17/2043		810,000		726,186
Anheuser-Busch InBev Worldwide, Inc.
4.38%, 04/15/2038		2,240,000		2,152,866
4.95%, 01/15/2042		2,735,000		2,783,754
4.60%, 04/15/2048		590,000		570,589
4.75%, 04/15/2058		1,345,000		1,303,116
Anthem, Inc.
3.13%, 05/15/2022		484,000		476,307
3.30%, 01/15/2023		271,000		267,347
3.50%, 08/15/2024		694,000		678,487
4.10%, 03/01/2028		920,000		905,695
4.63%, 05/15/2042		400,000		390,299
4.65%, 01/15/2043		391,000		384,327
5.10%, 01/15/2044		1,881,000		1,946,772
4.65%, 08/15/2044		395,000		388,087
4.38%, 12/01/2047		4,500,000		4,260,418
BAT Capital Corp.
2.30%, 08/14/2020 ⁽³⁾		5,434,000		5,324,980
3.22%, 08/15/2024 ⁽³⁾		7,145,000		6,808,308
4.39%, 08/15/2037 ⁽³⁾		822,000		763,846
Baxalta, Inc.
3.60%, 06/23/2022		110,000		109,209
5.25%, 06/23/2045		50,000		53,622
Bayer U.S. Finance II LLC
3.00% (3 Month LIBOR USD + 0.63%), 06/25/2021 ⁽²⁾⁽³⁾		4,135,000		4,151,057
3.50%, 06/25/2021 ⁽³⁾		1,650,000		1,646,053
4.70%, 07/15/2064 ⁽³⁾		91,000		76,752
Bayer U.S. Finance LLC
3.38%, 10/08/2024 ⁽³⁾		471,000		448,741
Baylor Scott & White Holdings
4.19%, 11/15/2045		1,800,000		1,767,946
3.97%, 11/15/2046		3,700,000		3,506,788
Becton Dickinson and Co.
3.73%, 12/15/2024		1,972,000		1,930,775
Bunge Ltd. Finance Corp.
3.50%, 11/24/2020		283,000		282,104
Campbell Soup Co.
3.95%, 03/15/2025		1,360,000		1,314,426
Cardinal Health, Inc.
4.63%, 12/15/2020		1,805,000		1,842,755
4.90%, 09/15/2045		315,000		299,795
Cargill, Inc.
3.30%, 03/01/2022 ⁽³⁾		800,000		794,351
3.25%, 03/01/2023 ⁽³⁾		345,000		340,255
Celgene Corp.
3.25%, 08/15/2022		1,220,000		1,203,000
3.25%, 02/20/2023		4,000,000		3,916,601
4.00%, 08/15/2023		298,000		300,847
3.63%, 05/15/2024		686,000		676,295
5.70%, 10/15/2040		302,000		321,699
4.35%, 11/15/2047		7,167,000		6,405,860
Cigna Co.
3.25%, 04/15/2025		970,000		917,978
Coca-Cola Femsa SAB de CV
2.38%, 11/26/2018		3,906,000		3,897,329
3.88%, 11/26/2023		550,000		549,994
Conagra Brands, Inc.
4.95%, 08/15/2020		40,000		40,740
9.75%, 03/01/2021		1,750,000		1,973,638
7.00%, 10/01/2028		3,250,000		3,754,849
CVS Health Corp.
3.13%, 03/09/2020		5,636,000		5,636,338
CVS Pass-Through Trust
8.35%, 07/10/2031 ⁽³⁾		927,984		1,121,169
7.51%, 01/10/2032 ⁽³⁾		934,605		1,087,237
4.70%, 01/10/2036 ⁽³⁾		951,063		936,797
Danaher Co.
2.40%, 09/15/2020		280,000		275,445
Diageo Investment Co.
8.00%, 09/15/2022		516,000		600,118
DP World Ltd.
6.85%, 07/02/2037 ⁽³⁾		3,023,000		3,460,065
5.63%, 09/25/2048 ⁽³⁾		1,864,000		1,845,718
Ecolab, Inc.
2.25%, 01/12/2020		233,000		230,501
3.25%, 01/14/2023		452,000		445,878
3.25%, 12/01/2027		646,000		619,741
ERAC USA Finance LLC
2.80%, 11/01/2018 ⁽³⁾		4,875,000		4,875,719
4.50%, 08/16/2021 ⁽³⁾		400,000		409,636
6.70%, 06/01/2034 ⁽³⁾		508,000		607,763
5.63%, 03/15/2042 ⁽³⁾		357,000		389,811
4.50%, 02/15/2045 ⁽³⁾		300,000		281,890
Express Scripts Holding Co.
4.75%, 11/15/2021		4,000,000		4,128,188
3.05%, 11/30/2022		9,105,000		8,834,687
3.00%, 07/15/2023		178,000		171,368
3.50%, 06/15/2024		897,000		872,566
4.50%, 02/25/2026		755,000		761,440
4.80%, 07/15/2046		218,000		212,447
Fomento Economico Mexicano SAB de CV
4.38%, 05/10/2043		526,000		511,406
General Mills, Inc.
4.00%, 04/17/2025		925,000		915,219
4.20%, 04/17/2028		585,000		576,974
4.55%, 04/17/2038		3,250,000		3,111,642
4.70%, 04/17/2048		3,689,000		3,534,568
Gilead Sciences, Inc.
3.70%, 04/01/2024		4,887,000		4,902,140
3.50%, 02/01/2025		385,000		378,069
3.65%, 03/01/2026		374,000		367,348
4.60%, 09/01/2035		4,558,000		4,694,597
4.00%, 09/01/2036		313,000		301,161
4.75%, 03/01/2046		4,626,000		4,761,345
GlaxoSmithKline Capital Plc
2.85%, 05/08/2022		320,000		314,544
GlaxoSmithKline Capital, Inc.
6.38%, 05/15/2038		217,000		278,572
Grupo Bimbo SAB de CV
3.88%, 06/27/2024 ⁽³⁾		5,000,000		4,923,836
4.70%, 11/10/2047 ⁽³⁾		4,500,000		4,148,010
Halfmoon Parent, Inc.
3.40%, 09/17/2021 ⁽³⁾		18,882,000		18,810,815
4.13%, 11/15/2025 ⁽³⁾		8,453,000		8,425,961
4.38%, 10/15/2028 ⁽³⁾		30,325,000		30,219,680
4.90%, 12/15/2048 ⁽³⁾		2,594,000		2,590,727
JM Smucker Co./The
3.00%, 03/15/2022		4,750,000		4,642,628
Johnson & Johnson
2.63%, 01/15/2025		1,772,000		1,701,508
4.38%, 12/05/2033		1,225,000		1,304,921
3.40%, 01/15/2038		1,852,000		1,723,023
Kellogg Co.
3.25%, 05/14/2021		5,430,000		5,404,065
3.40%, 11/15/2027		1,200,000		1,114,750
Keurig Dr Pepper, Inc.
3.13%, 12/15/2023		925,000		881,464
3.43%, 06/15/2027		1,802,000		1,664,818
4.42%, 12/15/2046		9,350,000		8,517,125
5.09%, 05/25/2048 ⁽³⁾		1,915,000		1,952,418
Kimberly-Clark Co.
2.40%, 03/01/2022		140,000		135,684
Kraft Foods Group, Inc.
6.88%, 01/26/2039		749,000		874,078
5.00%, 06/04/2042		505,000		481,504
Kraft Heinz Foods Co.
2.80%, 07/02/2020		3,775,000		3,742,779
4.00%, 06/15/2023		138,000		138,240
3.00%, 06/01/2026		3,625,000		3,307,263
5.00%, 07/15/2035		2,785,000		2,747,993
4.38%, 06/01/2046		5,760,000		5,079,098
Kroger Co.
7.50%, 04/01/2031		1,000,000		1,210,829
5.40%, 07/15/2040		95,000		97,188
4.45%, 02/01/2047		1,010,000		929,017
Laboratory Co. of America Holdings
4.63%, 11/15/2020		6,630,000		6,767,079
3.20%, 02/01/2022		1,127,000		1,111,812
Magellan Health, Inc.
4.40%, 09/22/2024		1,917,000		1,849,289
Maple Escrow Subsidiary, Inc.
3.55%, 05/25/2021 ⁽³⁾		3,945,000		3,937,844
4.06%, 05/25/2023 ⁽³⁾		22,677,000		22,704,917
4.42%, 05/25/2025 ⁽³⁾		447,000		448,756
4.99%, 05/25/2038 ⁽³⁾		646,000		652,746
Massachusetts Institute of Technology
4.68%, 07/01/2114		1,645,000		1,762,421
3.89%, 07/01/2116		2,906,000		2,614,465
McCormick & Co., Inc.
3.15%, 08/15/2024		299,000		287,290
3.40%, 08/15/2027		594,000		564,987
Mead Johnson Nutrition Co.
4.13%, 11/15/2025		891,000		901,600
Medtronic, Inc.
3.13%, 03/15/2022		419,000		416,062
3.15%, 03/15/2022		396,000		393,268
3.50%, 03/15/2025		12,461,000		12,361,241
4.38%, 03/15/2035		924,000		954,418
Merck & Co., Inc.
2.80%, 05/18/2023		526,000		514,806
3.70%, 02/10/2045		70,000		66,708
Mondelez International, Inc.
3.00%, 05/07/2020		8,660,000		8,636,376
Mount Sinai Hospitals Group, Inc.
3.98%, 07/01/2048		999,000		936,551
Mylan NV
2.50%, 06/07/2019		2,690,000		2,680,192
3.15%, 06/15/2021		4,415,000		4,345,972
3.95%, 06/15/2026		1,992,000		1,884,391
Mylan, Inc.
3.13%, 01/15/2023 ⁽³⁾		5,000,000		4,770,024
4.55%, 04/15/2028 ⁽³⁾		700,000		680,212
Nestle Holdings, Inc.
3.35%, 09/24/2023 ⁽³⁾		14,079,000		14,045,796
4.00%, 09/24/2048 ⁽³⁾		4,312,000		4,219,825
New York and Presbyterian Hospital
4.02%, 08/01/2045		125,000		121,130
Novartis Capital Co.
2.40%, 05/17/2022		6,440,000		6,247,333
3.40%, 05/06/2024		922,000		924,159
Orlando Health Obligated Group
4.09%, 10/01/2048		2,605,000		2,507,713
PepsiCo, Inc.
3.00%, 08/25/2021		258,000		257,419
4.60%, 07/17/2045		196,000		208,386
Pfizer, Inc.
5.80%, 08/12/2023		4,000,000		4,418,490
3.00%, 12/15/2026		1,125,000		1,078,094
Philip Morris International, Inc.
2.50%, 11/02/2022		1,300,000		1,248,890
President & Fellows of Harvard College
3.30%, 07/15/2056		5,599,000		4,926,727
Procter & Gamble - Esop
9.36%, 01/01/2021		83,583		89,536
Procter & Gamble Co.
2.70%, 02/02/2026		750,000		710,799
2.85%, 08/11/2027		450,000		427,758
Providence St Joseph Health Obligated Group
2.75%, 10/01/2026		1,200,000		1,098,134
Quest Diagnostics, Inc.
3.50%, 03/30/2025		4,820,000		4,645,611
3.45%, 06/01/2026		223,000		211,747
Reckitt Benckiser Treasury Services Plc
2.38%, 06/24/2022 ⁽³⁾		1,200,000		1,151,774
Reynolds American, Inc.
4.45%, 06/12/2025		5,000,000		5,034,765
5.70%, 08/15/2035		1,100,000		1,173,575
RR Donnelley & Sons Co.
7.63%, 06/15/2020		107,000		113,420
Shire Acquisitions Investments Ireland DAC
2.40%, 09/23/2021		13,135,000		12,690,380
2.88%, 09/23/2023		668,000		637,022
3.20%, 09/23/2026		1,745,000		1,610,418
Smithfield Foods, Inc.
3.35%, 02/01/2022 ⁽³⁾		10,000,000		9,665,323
Sysco Corp.
3.55%, 03/15/2025		345,000		337,404
3.75%, 10/01/2025		277,000		273,257
3.25%, 07/15/2027		1,350,000		1,267,743
4.45%, 03/15/2048		200,000		194,748
Texas Health Resources
4.33%, 11/15/2055		1,000,000		1,012,433
Thermo Fisher Scientific, Inc.
3.00%, 04/15/2023		227,000		220,030
2.95%, 09/19/2026		476,000		441,313
Tyson Foods, Inc.
2.25%, 08/23/2021		3,600,000		3,464,846
4.50%, 06/15/2022		2,485,000		2,558,639
3.95%, 08/15/2024		1,100,000		1,099,368
4.88%, 08/15/2034		400,000		402,038
Unilever Capital Corp.
3.38%, 03/22/2025		800,000		787,580
UnitedHealth Group, Inc.
1.63%, 03/15/2019		291,000		289,600
3.38%, 11/15/2021		685,000		687,033
2.75%, 02/15/2023		520,000		504,281
2.88%, 03/15/2023		310,000		302,224
3.10%, 03/15/2026		550,000		528,221
4.63%, 07/15/2035		427,000		454,403
4.38%, 03/15/2042		4,015,000		4,071,316
Verisk Analytics, Inc.
4.00%, 06/15/2025		7,000,000		6,911,259
Wesleyan University
4.78%, 07/01/2116		2,547,000		2,495,787
Western Union Co.
3.60%, 03/15/2022		1,300,000		1,284,959
6.20%, 06/21/2040		300,000		296,414
Wm Wrigley Jr Co.
2.90%, 10/21/2019 ⁽³⁾		4,960,000		4,950,617
Zimmer Biomet Holdings, Inc.
3.38%, 11/30/2021		3,650,000		3,607,405
3.70%, 03/19/2023		407,000		404,225
3.55%, 04/01/2025		6,000,000		5,754,728
Zoetis, Inc.
3.00%, 09/12/2027		4,685,000		4,353,029
				593,697,572
Diversified - 0.08%
CK Hutchison International 17 II Ltd.
2.25%, 09/29/2020 ⁽³⁾		3,664,000		3,579,619
2.75%, 03/29/2023 ⁽³⁾		500,000		476,757
CK Hutchison International 17 Ltd.
2.88%, 04/05/2022 ⁽³⁾		800,000		776,530
Hutchison Whampoa International 09 Ltd.
7.63%, 04/09/2019 ⁽³⁾		612,000		625,793
Hutchison Whampoa International 09/19 Ltd.
5.75%, 09/11/2019 ⁽³⁾		6,175,000		6,319,038
Hutchison Whampoa International 12 II Ltd.
3.25%, 11/08/2022 ⁽³⁾		450,000		440,211
				12,217,948
Energy - 3.27%
Abu Dhabi Crude Oil Pipeline LLC
4.60%, 11/02/2047 ⁽³⁾		2,772,000		2,698,985
Alberta Energy Co. Ltd.
7.38%, 11/01/2031		274,000		334,911
Anadarko Finance Co.
7.50%, 05/01/2031		206,000		252,563
Anadarko Holding Co.
7.15%, 05/15/2028		170,000		191,701
Anadarko Petroleum Co.
8.70%, 03/15/2019		664,000		680,693
6.95%, 06/15/2019		11,711,000		12,021,116
4.85%, 03/15/2021		6,574,000		6,754,970
6.45%, 09/15/2036		6,096,000		6,948,056
0.00%, 10/10/2036		4,000,000		1,692,075
Andeavor
4.50%, 04/01/2048		3,000,000		2,791,743
ANR Pipeline Co.
9.63%, 11/01/2021		337,000		396,118
Apache Co.
3.25%, 04/15/2022		78,000		76,772
5.10%, 09/01/2040		600,000		592,653
4.75%, 04/15/2043		416,000		392,479
APT Pipelines Ltd.
4.20%, 03/23/2025 ⁽³⁾		500,000		494,512
4.25%, 07/15/2027 ⁽³⁾		1,098,000		1,070,613
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.
3.34%, 12/15/2027		1,753,000		1,647,220
Baker Hughes, Inc.
5.13%, 09/15/2040		600,000		630,810
BP Capital Markets Plc
2.24%, 05/10/2019		400,000		399,026
3.25%, 05/06/2022		262,000		260,253
3.81%, 02/10/2024		1,615,000		1,633,635
3.22%, 04/14/2024		2,262,000		2,210,643
3.54%, 11/04/2024		700,000		695,782
3.51%, 03/17/2025		45,000		44,487
3.02%, 01/16/2027		1,052,000		989,040
3.28%, 09/19/2027		1,101,000		1,052,684
Buckeye Partners LP
2.65%, 11/15/2018		2,900,000		2,899,502
4.88%, 02/01/2021		704,000		716,665
3.95%, 12/01/2026		112,000		103,299
5.85%, 11/15/2043		591,000		569,205
Cameron International Co.
3.60%, 04/30/2022		5,900,000		5,789,774
Canadian Natural Resources Ltd.
7.20%, 01/15/2032		41,000		50,734
6.45%, 06/30/2033		1,153,000		1,342,021
5.85%, 02/01/2035		200,000		221,630
6.50%, 02/15/2037		118,000		139,879
6.25%, 03/15/2038		6,005,000		7,079,744
6.75%, 02/01/2039		206,000		251,698
Cenovus Energy, Inc.
5.25%, 06/15/2037		5,270,000		5,218,702
6.75%, 11/15/2039		1,168,000		1,315,682
4.45%, 09/15/2042		310,000		271,361
5.40%, 06/15/2047		4,007,000		4,031,154
Chevron Co.
2.36%, 12/05/2022		315,000		303,533
2.57%, 05/16/2023		2,000,000		1,933,337
2.90%, 03/03/2024		1,303,000		1,267,990
CNOOC Finance 2013 Ltd.
3.00%, 05/09/2023		2,200,000		2,108,258
CNOOC Finance 2015 Australia Pty Ltd.
2.63%, 05/05/2020		1,583,000		1,560,439
CNOOC Finance 2015 USA LLC
3.50%, 05/05/2025		670,000		642,373
CNOOC Nexen Finance 2014 ULC
4.25%, 04/30/2024		1,165,000		1,175,180
Columbia Pipeline Group, Inc.
5.80%, 06/01/2045		2,700,000		3,000,260
ConocoPhillips Co.
4.95%, 03/15/2026		598,000		645,210
Continental Resources, Inc./OK
4.50%, 04/15/2023		12,171,000		12,382,337
Devon Energy Corp.
4.00%, 07/15/2021		2,781,000		2,806,852
5.60%, 07/15/2041		1,000,000		1,059,154
Ecopetrol SA
5.88%, 09/18/2023		395,000		420,872
4.13%, 01/16/2025		383,000		371,510
5.38%, 06/26/2026		537,000		553,110
Enable Midstream Partners LP
4.95%, 05/15/2028		615,000		610,020
Enbridge Energy Partners LP
4.38%, 10/15/2020		6,575,000		6,670,537
7.50%, 04/15/2038		1,000,000		1,287,875
Enbridge, Inc.
3.70%, 07/15/2027		538,000		519,339
4.50%, 06/10/2044		500,000		484,538
6.25% (3 Month LIBOR USD + 3.64%), 03/01/2078 ⁽²⁾		950,000		916,826
Encana Corp.
6.50%, 05/15/2019		240,000		245,201
3.90%, 11/15/2021		1,600,000		1,606,772
8.13%, 09/15/2030		400,000		511,652
7.20%, 11/01/2031		500,000		605,985
6.50%, 08/15/2034		268,000		312,207
Energy Transfer Partners LP
9.70%, 03/15/2019		107,000		110,374
3.60%, 02/01/2023		229,000		225,022
4.90%, 02/01/2024		687,000		707,922
4.05%, 03/15/2025		682,000		667,388
4.75%, 01/15/2026		497,000		501,965
7.50%, 07/01/2038		1,500,000		1,788,550
6.05%, 06/01/2041		500,000		522,534
6.50%, 02/01/2042		1,240,000		1,360,073
6.00%, 06/15/2048		5,982,000		6,368,678
Energy Transfer Partners LP / Regency Energy Finance Corp.
5.88%, 03/01/2022		5,000,000		5,290,171
5.00%, 10/01/2022		6,300,000		6,524,025
Eni SpA
5.70%, 10/01/2040 ⁽³⁾		557,000		585,693
Eni USA, Inc.
7.30%, 11/15/2027		400,000		472,829
EnLink Midstream Partners LP
2.70%, 04/01/2019		600,000		598,049
4.15%, 06/01/2025		1,000,000		947,885
Enterprise Products Operating LLC
3.90%, 02/15/2024		3,400,000		3,429,733
3.75%, 02/15/2025		515,000		513,969
3.70%, 02/15/2026		304,000		299,235
6.88%, 03/01/2033		1,200,000		1,487,291
6.65%, 10/15/2034		672,000		815,062
5.75%, 03/01/2035		1,075,000		1,169,510
5.95%, 02/01/2041		201,000		232,432
4.85%, 08/15/2042		4,000,000		4,071,438
4.95%, 10/15/2054		177,000		176,678
EOG Resources, Inc.
6.88%, 10/01/2018		186,000		186,000
4.10%, 02/01/2021		547,000		556,088
2.63%, 03/15/2023		249,000		239,894
EQT Corp.
3.90%, 10/01/2027		805,000		753,955
EQT Midstream Partners LP
4.75%, 07/15/2023		5,000,000		5,068,869
4.00%, 08/01/2024		2,000,000		1,908,708
Equinor ASA
3.15%, 01/23/2022		237,000		235,910
2.45%, 01/17/2023		280,000		269,667
2.65%, 01/15/2024		663,000		634,696
3.25%, 11/10/2024		508,000		499,056
Exxon Mobil Co.
4.11%, 03/01/2046		716,000		725,502
Gazprom OAO Via Gaz Capital SA
6.51%, 03/07/2022 ⁽³⁾		1,140,000		1,200,274
4.95%, 07/19/2022 ⁽³⁾		610,000		612,135
Halliburton Co.
3.25%, 11/15/2021		12,079,000		12,094,163
3.50%, 08/01/2023		1,032,000		1,027,980
4.85%, 11/15/2035		200,000		208,967
7.45%, 09/15/2039		521,000		697,892
7.60%, 08/15/2096 ⁽³⁾		258,000		335,390
Helmerich & Payne International Drilling Co.
4.65%, 03/15/2025		4,710,000		4,815,183
Hess Corp.
7.30%, 08/15/2031		2,067,000		2,386,025
Husky Energy, Inc.
6.15%, 06/15/2019		119,000		121,470
6.80%, 09/15/2037		2,100,000		2,582,794
KazMunayGas National Co.
3.88%, 04/19/2022 ⁽³⁾		1,590,000		1,583,481
Kerr-McGee Co.
6.95%, 07/01/2024		127,000		142,981
7.88%, 09/15/2031		900,000		1,120,314
Kinder Morgan Energy Partners LP
9.00%, 02/01/2019		454,000		462,853
3.50%, 03/01/2021		8,520,000		8,543,624
5.00%, 10/01/2021		4,875,000		5,064,323
4.30%, 05/01/2024		3,700,000		3,734,651
7.30%, 08/15/2033		1,650,000		1,955,034
6.95%, 01/15/2038		2,242,000		2,711,504
6.50%, 09/01/2039		107,000		120,549
7.50%, 11/15/2040		483,000		598,523
5.00%, 03/01/2043		3,841,000		3,752,587
Kinder Morgan, Inc./DE
4.30%, 03/01/2028		2,000,000		1,981,444
7.80%, 08/01/2031		4,600,000		5,722,456
5.20%, 03/01/2048		5,428,000		5,527,667
Magellan Midstream Partners LP
6.55%, 07/15/2019		206,000		211,725
4.25%, 02/01/2021		502,000		509,953
3.20%, 03/15/2025		386,000		366,697
4.20%, 12/01/2042		417,000		363,139
5.15%, 10/15/2043		441,000		456,769
4.20%, 03/15/2045		5,725,000		5,133,526
4.20%, 10/03/2047		1,050,000		959,523
Marathon Oil Co.
2.80%, 11/01/2022		700,000		672,675
Marathon Petroleum Co.
3.63%, 09/15/2024		1,241,000		1,224,351
Marathon Petroleum Corp.
3.40%, 12/15/2020		2,544,000		2,545,697
MPLX LP
4.88%, 12/01/2024		3,819,000		3,966,254
4.13%, 03/01/2027		622,000		605,559
4.50%, 04/15/2038		4,474,000		4,211,536
5.20%, 03/01/2047		2,573,000		2,574,501
Newfield Exploration Co.
5.75%, 01/30/2022		1,329,000		1,390,466
Nexen Energy ULC
6.40%, 05/15/2037		4,408,000		5,332,596
Noble Energy, Inc.
6.00%, 03/01/2041		3,208,000		3,428,335
5.25%, 11/15/2043		2,675,000		2,652,528
5.05%, 11/15/2044		3,740,000		3,617,666
4.95%, 08/15/2047		1,643,000		1,570,982
Occidental Petroleum Co.
3.00%, 02/15/2027		333,000		316,222
4.63%, 06/15/2045		158,000		163,899
4.20%, 03/15/2048		500,000		491,592
Oleoducto Central SA
4.00%, 05/07/2021 ⁽³⁾		225,000		223,875
ONEOK Partners LP
8.63%, 03/01/2019		353,000		360,979
3.38%, 10/01/2022		151,000		148,684
5.00%, 09/15/2023		334,000		348,022
4.90%, 03/15/2025		2,500,000		2,593,795
6.65%, 10/01/2036		1,050,000		1,227,944
6.20%, 09/15/2043		2,500,000		2,798,545
ONEOK, Inc.
4.95%, 07/13/2047		1,850,000		1,835,422
Petro-Canada
7.88%, 06/15/2026		543,000		655,761
5.95%, 05/15/2035		350,000		402,681
6.80%, 05/15/2038		423,000		538,618
Petrofac Ltd.
3.40%, 10/10/2018 ⁽³⁾		5,029,000		5,028,885
Petroleos Mexicanos
8.00%, 05/03/2019		1,689,000		1,735,447
5.50%, 01/21/2021		21,026,000		21,696,940
6.38%, 02/04/2021		448,000		469,732
4.88%, 01/24/2022		3,500,000		3,540,250
5.38%, 03/13/2022		1,130,000		1,163,900
4.63%, 09/21/2023		1,292,000		1,280,372
4.88%, 01/18/2024		363,000		361,548
6.88%, 08/04/2026		5,324,000		5,616,288
6.50%, 03/13/2027		5,036,000		5,144,274
5.35%, 02/12/2028 ⁽³⁾		847,000		798,298
6.63%, 06/15/2035		1,647,000		1,636,294
6.50%, 06/02/2041		2,870,000		2,690,625
6.38%, 01/23/2045		1,002,000		924,846
6.75%, 09/21/2047		8,329,000		7,947,449
6.35%, 02/12/2048 ⁽³⁾		4,012,000		3,674,992
Phillips 66
4.30%, 04/01/2022		5,736,000		5,897,176
3.90%, 03/15/2028		710,000		699,925
5.88%, 05/01/2042		3,000,000		3,447,190
4.88%, 11/15/2044		70,000		72,455
Phillips 66 Partners LP
2.65%, 02/15/2020		3,650,000		3,615,020
3.61%, 02/15/2025		560,000		539,916
3.55%, 10/01/2026		190,000		179,125
4.68%, 02/15/2045		2,100,000		1,987,039
4.90%, 10/01/2046		412,000		403,795
Plains All American Pipeline LP / PAA Finance Corp.
3.60%, 11/01/2024		1,050,000		1,010,298
4.65%, 10/15/2025		650,000		656,556
4.70%, 06/15/2044		4,000,000		3,619,201
4.90%, 02/15/2045		3,845,000		3,562,308
Raizen Fuels Finance SA
5.30%, 01/20/2027 ⁽³⁾		900,000		846,000
Reliance Holding USA, Inc.
5.40%, 02/14/2022 ⁽³⁾		1,115,000		1,152,379
Rockies Express Pipeline LLC
5.63%, 04/15/2020 ⁽³⁾		215,000		220,912
Sabal Trail Transmission LLC
4.68%, 05/01/2038 ⁽³⁾		10,000,000		10,016,039
Sabine Pass Liquefaction LLC
5.88%, 06/30/2026		10,000,000		10,795,811
Schlumberger Holdings Corp.
3.00%, 12/21/2020 ⁽³⁾		5,431,000		5,388,012
3.63%, 12/21/2022 ⁽³⁾		5,599,000		5,568,861
Schlumberger Investment SA
3.30%, 09/14/2021 ⁽³⁾		2,362,000		2,360,356
Shell International Finance BV
2.13%, 05/11/2020		699,000		689,721
4.13%, 05/11/2035		1,244,000		1,258,400
Sinopec Group Overseas Development 2015 Ltd.
2.50%, 04/28/2020 ⁽³⁾		9,000,000		8,853,738
Sinopec Group Overseas Development 2016 Ltd.
3.50%, 05/03/2026 ⁽³⁾		2,000,000		1,894,678
Southern Natural Gas Co. LLC
8.00%, 03/01/2032		446,000		572,089
4.80%, 03/15/2047 ⁽³⁾		428,000		423,752
Spectra Energy Partners LP
3.50%, 03/15/2025		787,000		757,985
5.95%, 09/25/2043		207,000		233,053
4.50%, 03/15/2045		3,000,000		2,865,310
Suncor Energy, Inc.
5.95%, 12/01/2034		1,048,000		1,198,916
Sunoco Logistics Partners Operations LP
5.50%, 02/15/2020		410,000		420,781
4.25%, 04/01/2024		833,000		830,771
5.95%, 12/01/2025		200,000		215,004
4.95%, 01/15/2043		1,482,000		1,351,569
5.30%, 04/01/2044		200,000		191,441
5.35%, 05/15/2045		633,000		616,310
5.40%, 10/01/2047		1,500,000		1,481,528
TC PipeLines LP
4.38%, 03/13/2025		8,465,000		8,403,581
3.90%, 05/25/2027		5,457,000		5,177,922
Tesoro Logistics LP / Tesoro Logistics Finance Corp.
5.25%, 01/15/2025		5,103,000		5,226,391
Texas Eastern Transmission LP
2.80%, 10/15/2022 ⁽³⁾		714,000		684,323
3.50%, 01/15/2028 ⁽³⁾		450,000		424,820
Total Capital International SA
2.75%, 06/19/2021		900,000		890,597
2.70%, 01/25/2023		144,000		139,843
3.70%, 01/15/2024		350,000		352,461
3.75%, 04/10/2024		229,000		231,657
TransCanada PipeLines Ltd.
7.13%, 01/15/2019		273,000		276,382
4.88%, 01/15/2026		792,000		828,125
6.20%, 10/15/2037		573,000		668,276
4.75%, 05/15/2038		1,000,000		1,016,820
7.25%, 08/15/2038		217,000		271,879
Valero Energy Corp.
4.35%, 06/01/2028		4,300,000		4,329,135
7.50%, 04/15/2032		1,131,000		1,439,544
6.63%, 06/15/2037		5,000,000		6,038,141
Western Gas Partners LP
5.38%, 06/01/2021		1,764,000		1,823,187
4.00%, 07/01/2022		2,190,000		2,180,050
3.95%, 06/01/2025		2,927,000		2,790,151
4.50%, 03/01/2028		238,000		228,180
5.45%, 04/01/2044		977,000		914,269
5.30%, 03/01/2048		3,253,000		2,977,077
Williams Cos., Inc.
4.55%, 06/24/2024		3,663,000		3,720,472
8.75%, 03/15/2032		5,129,000		6,844,996
5.75%, 06/24/2044		2,500,000		2,671,800
Williams Partners LP
4.30%, 03/04/2024		2,500,000		2,521,574
3.90%, 01/15/2025		700,000		684,585
6.30%, 04/15/2040		2,083,000		2,351,955
5.40%, 03/04/2044		2,750,000		2,837,794
4.90%, 01/15/2045		7,000,000		6,800,223
4.85%, 03/01/2048		3,890,000		3,754,452
Woodside Finance Ltd.
3.65%, 03/05/2025 ⁽³⁾		3,300,000		3,177,398
				526,187,209
Financials - 12.22%
ABN AMRO Bank NV
2.45%, 06/04/2020 ⁽³⁾		3,594,000		3,539,702
2.65%, 01/19/2021 ⁽³⁾		1,000,000		981,522
3.40%, 08/27/2021 ⁽³⁾		7,082,000		7,053,948
4.75%, 07/28/2025 ⁽³⁾		6,031,000		6,046,029
ACE INA Holdings, Inc.
2.88%, 11/03/2022		312,000		305,343
2.70%, 03/13/2023		300,000		289,974
3.15%, 03/15/2025		934,000		902,402
3.35%, 05/03/2026		250,000		242,885
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.50%, 05/15/2021		6,871,000		6,977,154
3.30%, 01/23/2023		701,000		675,250
3.50%, 01/15/2025		1,500,000		1,412,957
AIA Group Ltd.
3.20%, 03/11/2025 ⁽³⁾		9,545,000		9,071,357
3.90%, 04/06/2028 ⁽³⁾		1,000,000		979,963
AIG Global Funding
1.95%, 10/18/2019 ⁽³⁾		6,666,000		6,602,401
AIG SunAmerica Global Financing X
6.90%, 03/15/2032 ⁽³⁾		955,000		1,216,946
Air Lease Corp.
3.25%, 03/01/2025		710,000		663,406
Aircastle Ltd.
4.40%, 09/25/2023		1,480,000		1,479,858
Alexandria Real Estate Equities, Inc.
4.70%, 07/01/2030		2,716,000		2,741,749
Allstate Co./The
3.15%, 06/15/2023		420,000		411,999
Ally Financial, Inc.
8.00%, 12/31/2018		43,000		43,430
3.50%, 01/27/2019		1,000,000		1,000,000
American Express Co.
3.40%, 02/27/2023		500,000		492,170
3.70%, 08/03/2023		17,018,000		16,926,934
American Express Credit Corp.
1.88%, 11/05/2018		831,000		830,837
2.13%, 03/18/2019		318,000		317,309
2.25%, 08/15/2019		250,000		248,826
2.38%, 05/26/2020		894,000		882,896
2.60%, 09/14/2020		319,000		316,096
2.25%, 05/05/2021		380,000		370,304
2.70%, 03/03/2022		1,250,000		1,217,708
American International Group, Inc.
6.40%, 12/15/2020		5,100,000		5,425,888
4.88%, 06/01/2022		3,500,000		3,648,312
4.13%, 02/15/2024		879,000		882,723
3.75%, 07/10/2025		444,000		432,319
3.90%, 04/01/2026		1,370,000		1,340,517
3.88%, 01/15/2035		376,000		340,450
4.50%, 07/16/2044		6,043,000		5,664,016
8.18% (3 Month LIBOR USD + 4.20%), 05/15/2058 ⁽²⁾		107,000		134,285
American Tower Corp.
2.25%, 01/15/2022		600,000		572,650
3.50%, 01/31/2023		341,000		335,783
3.38%, 10/15/2026		506,000		470,995
American Tower Trust #1
3.07%, 03/15/2023 ⁽³⁾		2,900,000		2,831,693
Ameriprise Financial, Inc.
7.30%, 06/28/2019		215,000		221,982
2.88%, 09/15/2026		1,015,000		941,277
AmSouth Bancorp.
6.75%, 11/01/2025		527,000		594,596
ANZ New Zealand Int'l Ltd./London
2.60%, 09/23/2019 ⁽³⁾		5,787,000		5,767,053
2.85%, 08/06/2020 ⁽³⁾		250,000		247,403
3.45%, 01/21/2028 ⁽³⁾		500,000		473,816
Aon Plc
4.00%, 11/27/2023		5,000,000		5,051,946
3.50%, 06/14/2024		815,000		794,695
Assurant, Inc.
4.20%, 09/27/2023		1,210,000		1,203,133
Athene Global Funding
2.75%, 04/20/2020 ⁽³⁾		1,407,000		1,389,361
4.00%, 01/25/2022 ⁽³⁾		1,104,000		1,106,183
Athene Holding Ltd.
4.13%, 01/12/2028		1,380,000		1,288,652
Australia & New Zealand Banking Group Ltd.
2.25%, 12/19/2019 ⁽³⁾		800,000		792,809
4.88%, 01/12/2021 ⁽³⁾		296,000		305,426
4.50%, 03/19/2024 ⁽³⁾		9,000,000		8,973,233
4.40%, 05/19/2026 ⁽³⁾		226,000		221,753
AvalonBay Communities, Inc.
2.85%, 03/15/2023		600,000		581,557
2.90%, 10/15/2026		220,000		204,872
3.20%, 01/15/2028		500,000		472,259
3.90%, 10/15/2046		214,000		196,186
AXIS Specialty Finance Plc
2.65%, 04/01/2019		2,890,000		2,885,132
Banco del Estado de Chile
2.67%, 01/08/2021 ⁽³⁾		9,493,000		9,267,636
Banco Santander SA
3.50%, 04/11/2022		5,000,000		4,899,013
3.13%, 02/23/2023		2,200,000		2,087,501
3.46% (3 Month LIBOR USD + 1.12%), 04/12/2023 ⁽²⁾		1,000,000		1,001,974
3.85%, 04/12/2023		2,400,000		2,344,462
5.18%, 11/19/2025		1,500,000		1,506,490
4.38%, 04/12/2028		800,000		756,292
Bank Nederlandse Gemeenten NV
2.63%, 04/28/2021 ⁽³⁾		6,350,000		6,282,105
Bank of America Corp.
2.60%, 01/15/2019		142,000		141,978
2.65%, 04/01/2019		710,000		710,059
2.25%, 04/21/2020		1,901,000		1,875,641
2.63%, 10/19/2020		385,000		380,333
2.63%, 04/19/2021		6,205,000		6,103,134
2.37% (3 Month LIBOR USD + 0.66%), 07/21/2021 ⁽²⁾		2,500,000		2,456,088
3.50% (3 Month LIBOR USD + 0.63%), 05/17/2022 ⁽²⁾		22,576,000		22,562,040
2.50%, 10/21/2022		931,000		891,314
3.30%, 01/11/2023		5,233,000		5,154,353
3.12% (3 Month LIBOR USD + 1.16%), 01/20/2023 ⁽²⁾		951,000		933,792
2.88% (3 Month LIBOR USD + 1.02%), 04/24/2023 ⁽²⁾		1,640,000		1,594,437
4.10%, 07/24/2023		217,000		220,889
3.00% (3 Month LIBOR USD + 0.79%), 12/20/2023 ⁽²⁾		16,487,000		15,995,777
3.55% (3 Month LIBOR USD + 0.78%), 03/05/2024 ⁽²⁾		1,600,000		1,581,242
4.00%, 04/01/2024		2,390,000		2,410,709
3.86% (3 Month LIBOR USD + 0.94%), 07/23/2024 ⁽²⁾		4,500,000		4,498,792
4.20%, 08/26/2024		1,750,000		1,757,840
4.00%, 01/22/2025		24,258,000		23,928,864
3.95%, 04/21/2025		5,201,000		5,090,138
3.09% (3 Month LIBOR USD + 1.09%), 10/01/2025 ⁽²⁾		5,055,000		4,814,143
3.37% (3 Month LIBOR USD + 0.81%), 01/23/2026 ⁽²⁾		1,500,000		1,441,924
4.45%, 03/03/2026		7,140,000		7,144,864
4.25%, 10/22/2026		544,000		537,512
3.25%, 10/21/2027		5,800,000		5,393,232
3.82% (3 Month LIBOR USD + 1.58%), 01/20/2028 ⁽²⁾		6,750,000		6,569,124
3.71% (3 Month LIBOR USD + 1.51%), 04/24/2028 ⁽²⁾		4,500,000		4,329,148
3.59% (3 Month LIBOR USD + 1.37%), 07/21/2028 ⁽²⁾		7,800,000		7,431,924
3.42% (3 Month LIBOR USD + 1.04%), 12/20/2028 ⁽²⁾		700,000		656,586
3.97% (3 Month LIBOR USD + 1.07%), 03/05/2029 ⁽²⁾		3,900,000		3,804,464
4.27% (3 Month LIBOR USD + 1.31%), 07/23/2029 ⁽²⁾		1,500,000		1,496,824
6.11%, 01/29/2037		3,580,000		4,112,287
7.75%, 05/14/2038		137,000		184,727
Bank of Montreal
2.38%, 01/25/2019		215,000		214,844
1.50%, 07/18/2019		522,000		516,549
2.80% (3 Month LIBOR USD + 0.46%), 04/13/2021 ⁽²⁾		2,400,000		2,409,600
3.10%, 04/13/2021		2,545,000		2,533,165
2.35%, 09/11/2022		1,378,000		1,321,368
3.80% (5 Year Swap Rate USD + 1.43%), 12/15/2032 ⁽²⁾		6,500,000		6,073,210
Bank of New York Mellon Corp.
4.60%, 01/15/2020		387,000		394,831
2.60%, 08/17/2020		663,000		657,744
2.45%, 11/27/2020		247,000		243,335
2.50%, 04/15/2021		215,000		211,090
2.60%, 02/07/2022		700,000		682,829
2.95%, 01/29/2023		1,000,000		975,253
2.66% (3 Month LIBOR USD + 0.63%), 05/16/2023 ⁽²⁾		355,000		343,711
3.25%, 09/11/2024		650,000		635,719
3.00%, 02/24/2025		5,360,000		5,132,138
2.80%, 05/04/2026		305,000		285,946
Bank of Nova Scotia
1.85%, 04/14/2020		1,900,000		1,865,137
2.50%, 01/08/2021		17,285,000		16,982,189
1.88%, 09/20/2021 ⁽³⁾		400,000		384,003
2.70%, 03/07/2022		800,000		780,421
2.45%, 09/19/2022		5,000,000		4,812,755
Banque Federative du Credit Mutuel SA
2.00%, 04/12/2019 ⁽³⁾		5,350,000		5,320,162
Barclays Plc
3.68%, 01/10/2023		15,364,000		14,959,015
4.34% (3 Month LIBOR USD + 1.36%), 05/16/2024 ⁽²⁾		9,557,000		9,438,908
3.65%, 03/16/2025		2,522,000		2,368,355
4.38%, 01/12/2026		6,174,000		5,989,002
5.20%, 05/12/2026		500,000		491,280
4.34%, 01/10/2028		2,360,000		2,231,953
BB&T Corp.
6.85%, 04/30/2019		170,000		174,020
5.25%, 11/01/2019		284,000		290,619
2.63%, 06/29/2020		1,100,000		1,090,176
3.20%, 09/03/2021		14,988,000		14,898,085
2.85%, 10/26/2024		1,000,000		956,615
Berkshire Hathaway Finance Corp.
5.75%, 01/15/2040		134,000		160,966
4.40%, 05/15/2042		1,524,000		1,551,135
4.30%, 05/15/2043		322,000		324,942
4.20%, 08/15/2048		5,141,000		5,097,651
Berkshire Hathaway, Inc.
3.75%, 08/15/2021		605,000		619,841
3.00%, 02/11/2023		268,000		266,051
3.13%, 03/15/2026		8,130,000		7,840,003
BlackRock, Inc.
5.00%, 12/10/2019		484,000		496,164
4.25%, 05/24/2021		475,000		487,921
3.50%, 03/18/2024		405,000		405,826
Blackstone Holdings Finance Co. LLC
5.88%, 03/15/2021 ⁽³⁾		1,445,000		1,523,816
4.45%, 07/15/2045 ⁽³⁾		170,000		157,681
BNP Paribas SA
3.25%, 03/03/2023		1,820,000		1,787,583
3.80%, 01/10/2024 ⁽³⁾		1,600,000		1,564,605
3.38%, 01/09/2025 ⁽³⁾		10,725,000		10,149,664
4.40%, 08/14/2028 ⁽³⁾		725,000		711,077
BNZ International Funding Ltd./London
2.10%, 09/14/2021 ⁽³⁾		400,000		381,805
2.65%, 11/03/2022 ⁽³⁾		10,091,000		9,622,056
3.38%, 03/01/2023 ⁽³⁾		6,000,000		5,870,358
BOC Aviation Ltd.
2.75%, 09/18/2022 ⁽³⁾		780,000		740,320
Boston Properties LP
3.13%, 09/01/2023		300,000		291,621
3.20%, 01/15/2025		1,139,000		1,089,402
3.65%, 02/01/2026		557,000		539,342
BPCE SA
2.50%, 12/10/2018		2,500,000		2,500,311
2.50%, 07/15/2019		1,300,000		1,293,838
2.75%, 01/11/2023 ⁽³⁾		1,000,000		955,937
5.70%, 10/22/2023 ⁽³⁾		3,645,000		3,798,899
4.63%, 07/11/2024 ⁽³⁾		1,300,000		1,287,065
5.15%, 07/21/2024 ⁽³⁾		4,800,000		4,880,684
3.38%, 12/02/2026		500,000		467,247
3.25%, 01/11/2028 ⁽³⁾		7,815,000		7,171,340
Brixmor Operating Partnership LP
3.85%, 02/01/2025		1,100,000		1,059,477
Brookfield Finance, Inc.
3.90%, 01/25/2028		770,000		731,484
4.70%, 09/20/2047		769,000		736,282
Canadian Imperial Bank of Commerce
1.60%, 09/06/2019		1,500,000		1,482,986
2.55%, 06/16/2022		800,000		772,658
Capital One Bank USA NA
2.15%, 11/21/2018		5,000,000		4,997,300
3.38%, 02/15/2023		6,000,000		5,836,434
Capital One Financial Corp.
2.45%, 04/24/2019		353,000		352,459
2.50%, 05/12/2020		7,800,000		7,702,734
3.45%, 04/30/2021		9,525,000		9,514,155
3.20%, 01/30/2023		5,000,000		4,844,359
3.75%, 04/24/2024		824,000		809,230
3.20%, 02/05/2025		726,000		682,875
4.20%, 10/29/2025		400,000		390,669
3.75%, 07/28/2026		960,000		895,345
Capital One NA
2.40%, 09/05/2019		500,000		497,301
2.95%, 07/23/2021		4,120,000		4,050,852
2.25%, 09/13/2021		7,005,000		6,740,714
Carlyle Investment Management LLC
4.35%, 07/15/2019 ⁽¹²⁾		89,084		80,176
CDP Financial, Inc.
4.40%, 11/25/2019 ⁽³⁾		310,000		315,102
Charles Schwab Co.
3.23%, 09/01/2022		165,000		163,248
3.20%, 03/02/2027		1,700,000		1,616,754
Citibank NA
3.05%, 05/01/2020		21,800,000		21,748,770
2.13%, 10/20/2020		9,253,000		9,035,554
Citigroup, Inc.
2.40%, 02/18/2020		2,500,000		2,475,550
2.35%, 08/02/2021		269,000		260,632
2.75%, 04/25/2022		17,920,000		17,405,404
3.14% (3 Month LIBOR USD + 0.72%), 01/24/2023 ⁽²⁾		1,111,000		1,089,648
2.88% (3 Month LIBOR USD + 0.95%), 07/24/2023 ⁽²⁾		14,934,000		14,444,323
3.75%, 06/16/2024		4,000,000		3,967,531
4.40%, 06/10/2025		11,687,000		11,661,325
5.50%, 09/13/2025		494,000		526,035
3.70%, 01/12/2026		10,750,000		10,425,749
3.40%, 05/01/2026		1,000,000		948,788
3.20%, 10/21/2026		905,000		844,789
4.30%, 11/20/2026		1,570,000		1,546,915
4.45%, 09/29/2027		13,120,000		12,960,892
3.89% (3 Month LIBOR USD + 1.56%), 01/10/2028 ⁽²⁾		4,100,000		3,977,713
6.63%, 01/15/2028		387,000		444,512
3.67% (3 Month LIBOR USD + 1.39%), 07/24/2028 ⁽²⁾		3,300,000		3,142,774
4.13%, 07/25/2028		213,000		205,657
3.52% (3 Month LIBOR USD + 1.15%), 10/27/2028 ⁽²⁾		7,000,000		6,576,592
3.88% (3 Month LIBOR USD + 1.17%), 01/24/2039 ⁽²⁾		500,000		460,120
8.13%, 07/15/2039		164,000		236,434
5.88%, 01/30/2042		212,000		246,047
4.75%, 05/18/2046		1,200,000		1,172,752
4.65%, 07/23/2048		3,311,000		3,343,513
Citizens Bank NA/Providence RI
2.45%, 12/04/2019		8,000,000		7,941,793
3.70%, 03/29/2023		1,370,000		1,360,113
Citizens Financial Group, Inc.
2.38%, 07/28/2021		188,000		181,363
4.30%, 12/03/2025		343,000		338,046
CME Group, Inc.
3.00%, 09/15/2022		1,135,000		1,118,896
3.00%, 03/15/2025		838,000		807,268
5.30%, 09/15/2043		115,000		132,278
CNA Financial Co.
7.25%, 11/15/2023		7,470,000		8,438,410
3.95%, 05/15/2024		303,000		301,306
3.45%, 08/15/2027		820,000		758,884
Comerica Bank
2.50%, 06/02/2020		8,000,000		7,889,983
Commonwealth Bank of Australia
2.00%, 09/06/2021 ⁽³⁾		450,000		430,967
2.50%, 09/18/2022 ⁽³⁾		800,000		766,190
3.45%, 03/16/2023 ⁽³⁾		1,300,000		1,287,247
4.50%, 12/09/2025 ⁽³⁾		778,000		770,587
3.90%, 03/16/2028 ⁽³⁾		1,300,000		1,287,649
Commonwealth Bank of Australia/New York NY
2.30%, 09/06/2019		1,000,000		994,168
Compass Bank
2.75%, 09/29/2019		5,000,000		4,985,040
3.88%, 04/10/2025		7,840,000		7,519,775
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands
3.88%, 02/08/2022		5,323,000		5,364,352
4.38%, 08/04/2025		1,265,000		1,252,147
5.80%, 09/30/2110 ⁽³⁾		361,000		405,274
Cooperatieve Rabobank UA
3.88%, 09/26/2023 ⁽³⁾		1,400,000		1,395,677
4.63%, 12/01/2023		8,051,000		8,171,805
CPPIB Capital, Inc.
2.75%, 11/02/2027 ⁽³⁾		3,000,000		2,839,206
Credit Agricole SA
3.25%, 10/04/2024 ⁽³⁾		11,920,000		11,178,184
4.38%, 03/17/2025 ⁽³⁾		305,000		298,288
4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033 ⁽²⁾⁽³⁾		5,000,000		4,630,712
Credit Agricole SA/London
3.75%, 04/24/2023 ⁽³⁾		575,000		563,938
4.13%, 01/10/2027 ⁽³⁾		1,099,000		1,062,840
Credit Suisse Group AG
3.57%, 01/09/2023 ⁽³⁾		3,216,000		3,151,035
4.28%, 01/09/2028 ⁽³⁾		3,973,000		3,861,900
3.87% (3 Month LIBOR USD + 1.41%), 01/12/2029 ⁽²⁾⁽³⁾		2,499,000		2,351,015
Credit Suisse Group Funding Guernsey Ltd.
2.75%, 03/26/2020		541,000		536,185
3.80%, 06/09/2023		8,500,000		8,400,645
3.75%, 03/26/2025		1,900,000		1,831,776
4.55%, 04/17/2026		1,500,000		1,506,400
Credit Suisse/New York NY
2.30%, 05/28/2019		413,000		411,812
5.30%, 08/13/2019		169,000		172,389
3.00%, 10/29/2021		1,265,000		1,246,821
3.63%, 09/09/2024		560,000		551,748
Crown Castle International Corp.
4.88%, 04/15/2022		1,112,000		1,147,170
5.25%, 01/15/2023		400,000		419,199
4.00%, 03/01/2027		261,000		252,726
Dai-ichi Life Insurance Co., Ltd.
4.00% (3 Month LIBOR USD + 3.66%), 12/29/2049 ⁽²⁾⁽³⁾		1,179,000		1,099,417
Daiwa Securities Group, Inc.
3.13%, 04/19/2022 ⁽³⁾		854,000		832,489
Danske Bank A/S
2.00%, 09/08/2021 ⁽³⁾		558,000		529,082
2.70%, 03/02/2022 ⁽³⁾		542,000		519,461
DDR Corp.
4.70%, 06/01/2027		368,000		369,860
Deutsche Bank AG/London
2.50%, 02/13/2019		6,000,000		5,985,192
3.70%, 05/30/2024		2,063,000		1,941,902
Deutsche Bank AG/New York NY
3.15%, 01/22/2021		5,000,000		4,885,572
4.25%, 10/14/2021		4,165,000		4,145,845
3.30%, 11/16/2022		3,000,000		2,852,866
4.10%, 01/13/2026		850,000		804,883
Development Bank of Japan, Inc.
2.13%, 09/01/2022 ⁽³⁾		1,200,000		1,145,720
Dexia Credit Local SA
1.88%, 09/15/2021 ⁽³⁾		2,750,000		2,646,438
3.25%, 09/26/2023 ⁽³⁾		1,750,000		1,743,715
Digital Realty Trust LP
3.70%, 08/15/2027		462,000		438,626
Discover Bank
3.10%, 06/04/2020		8,000,000		7,949,345
3.35%, 02/06/2023		4,000,000		3,883,365
4.20%, 08/08/2023		7,156,000		7,179,322
3.45%, 07/27/2026		1,951,000		1,814,475
4.65%, 09/13/2028		4,000,000		4,007,436
Discover Financial Services
3.75%, 03/04/2025		2,920,000		2,782,158
Duke Realty LP
3.63%, 04/15/2023		7,744,000		7,661,514
3.25%, 06/30/2026		203,000		190,877
EPR Properties
4.50%, 06/01/2027		807,000		770,888
4.95%, 04/15/2028		665,000		653,077
Equity Commonwealth
5.88%, 09/15/2020		1,948,000		2,003,035
ERP Operating LP
2.38%, 07/01/2019		646,000		643,448
4.63%, 12/15/2021		260,000		268,052
3.00%, 04/15/2023		200,000		194,852
2.85%, 11/01/2026		542,000		501,906
3.50%, 03/01/2028		614,000		592,323
Fifth Third Bancorp
2.88%, 07/27/2020		2,000,000		1,987,281
3.95%, 03/14/2028		1,000,000		981,129
Fifth Third Bank/Cincinnati OH
2.38%, 04/25/2019		1,100,000		1,098,099
First Tennessee Bank NA
2.95%, 12/01/2019		5,000,000		4,985,870
FMR LLC
4.95%, 02/01/2033 ⁽³⁾		250,000		262,948
6.45%, 11/15/2039 ⁽³⁾		258,000		318,402
GE Capital International Funding Co.
2.34%, 11/15/2020		5,186,000		5,067,104
4.42%, 11/15/2035		7,510,000		7,038,872
GE Capital International Funding Unlimited Co.
3.37%, 11/15/2025		554,000		527,162
General Electric Capital Co.
2.20%, 01/09/2020		161,000		159,291
Goldman Sachs Capital I
6.35%, 02/15/2034		127,000		147,282
Goldman Sachs Group, Inc.
2.55%, 10/23/2019		1,000,000		995,508
5.38%, 03/15/2020		2,985,000		3,077,187
2.60%, 04/23/2020		5,030,000		4,983,825
2.35%, 11/15/2021		4,192,000		4,035,618
5.75%, 01/24/2022		17,000,000		18,083,205
3.00%, 04/26/2022		1,653,000		1,619,773
2.88% (3 Month LIBOR USD + 0.82%), 10/31/2022 ⁽²⁾		5,373,000		5,242,211
2.91% (3 Month LIBOR USD + 1.05%), 06/05/2023 ⁽²⁾		3,076,000		2,975,422
2.91% (3 Month LIBOR USD + 0.99%), 07/24/2023 ⁽²⁾		8,773,000		8,472,705
3.50%, 01/23/2025		6,509,000		6,302,310
3.75%, 05/22/2025		1,305,000		1,278,372
3.27% (3 Month LIBOR USD + 1.20%), 09/29/2025 ⁽²⁾		5,590,000		5,339,247
3.75%, 02/25/2026		9,005,000		8,745,941
3.50%, 11/16/2026		1,700,000		1,612,451
3.85%, 01/26/2027		2,975,000		2,884,712
3.69% (3 Month LIBOR USD + 1.51%), 06/05/2028 ⁽²⁾		3,488,000		3,318,051
4.22% (3 Month LIBOR USD + 1.30%), 05/01/2029 ⁽²⁾		15,281,000		15,050,693
6.75%, 10/01/2037		4,773,000		5,734,797
4.41% (3 Month LIBOR USD + 1.43%), 04/23/2039 ⁽²⁾		6,268,000		6,076,114
5.15%, 05/22/2045		4,000,000		4,076,063
Goodman Australia Industrial Fund Bond Issuer Pty Ltd.
3.40%, 09/30/2026 ⁽³⁾		1,000,000		927,440
Goodman U.S. Finance Three LLC
3.70%, 03/15/2028 ⁽³⁾		862,000		805,246
4.50%, 10/15/2037 ⁽³⁾		200,000		191,631
Government Properties Income Trust
3.75%, 08/15/2019		4,410,000		4,426,532
4.00%, 07/15/2022		1,255,000		1,240,518
Great-West Lifeco Finance 2018 LP
4.58%, 05/17/2048 ⁽³⁾		2,000,000		2,020,038
Great-West Lifeco Finance Delaware LP
4.15%, 06/03/2047 ⁽³⁾		1,100,000		1,034,770
Guardian Life Insurance Co. of America/The
4.85%, 01/24/2077 ⁽³⁾		5,854,000		5,728,192
Hartford Financial Services Group, Inc./The
6.00%, 01/15/2019		4,591,000		4,633,866
5.50%, 03/30/2020		4,118,000		4,241,973
5.13%, 04/15/2022		5,500,000		5,767,425
4.30%, 04/15/2043		1,080,000		1,021,945
HCP, Inc.
4.20%, 03/01/2024		241,000		240,034
3.40%, 02/01/2025		662,000		627,295
Highmark, Inc.
4.75%, 05/15/2021 ⁽³⁾		3,322,000		3,368,435
HSBC Bank Plc
4.75%, 01/19/2021 ⁽³⁾		1,382,000		1,421,265
HSBC Holdings Plc
2.92% (3 Month LIBOR USD + 0.60%), 05/18/2021 ⁽²⁾		7,250,000		7,264,041
2.65%, 01/05/2022		2,618,000		2,540,241
4.00%, 03/30/2022		1,494,000		1,511,980
3.60%, 05/25/2023		2,301,000		2,277,613
3.03% (3 Month LIBOR USD + 0.92%), 11/22/2023 ⁽²⁾		1,051,000		1,014,852
4.25%, 03/14/2024		2,795,000		2,777,455
3.95% (3 Month LIBOR USD + 0.99%), 05/18/2024 ⁽²⁾		8,201,000		8,145,359
4.25%, 08/18/2025		1,009,000		989,401
4.30%, 03/08/2026		1,000,000		995,103
4.29% (3 Month LIBOR USD + 1.35%), 09/12/2026 ⁽²⁾		7,000,000		6,921,822
4.38%, 11/23/2026		559,000		549,137
4.04% (3 Month LIBOR USD + 1.55%), 03/13/2028 ⁽²⁾		1,533,000		1,475,933
HSBC USA, Inc.
5.00%, 09/27/2020		3,000,000		3,086,428
9.13%, 05/15/2021		75,000		84,491
Huntington Bancshares, Inc./OH
3.15%, 03/14/2021		225,000		223,044
2.30%, 01/14/2022		4,220,000		4,041,152
Huntington National Bank
2.20%, 11/06/2018		3,328,000		3,327,006
2.88%, 08/20/2020		4,534,000		4,488,081
3.55%, 10/06/2023		4,352,000		4,302,608
Industrial & Commercial Bank of China Ltd./New York
2.45%, 10/20/2021		1,150,000		1,102,574
ING Bank NV
2.00%, 11/26/2018 ⁽³⁾		355,000		354,706
1.65%, 08/15/2019 ⁽³⁾		800,000		791,237
2.50%, 10/01/2019 ⁽³⁾		2,350,000		2,336,824
2.45%, 03/16/2020 ⁽³⁾		2,000,000		1,975,252
5.80%, 09/25/2023 ⁽³⁾		4,800,000		5,059,923
ING Groep NV
3.15%, 03/29/2022		4,000,000		3,903,509
4.10%, 10/02/2023		11,289,000		11,279,680
4.55%, 10/02/2028		7,139,000		7,101,374
Intercontinental Exchange, Inc.
4.00%, 10/15/2023		578,000		592,658
International Lease Finance Corp.
8.63%, 01/15/2022		1,200,000		1,363,636
5.88%, 08/15/2022		438,000		463,235
Intesa Sanpaolo SpA
3.88%, 07/14/2027 ⁽³⁾		937,000		799,241
3.88%, 01/12/2028 ⁽³⁾		1,118,000		946,854
Invesco Finance Plc
4.00%, 01/30/2024		2,889,000		2,897,487
3.75%, 01/15/2026		4,249,000		4,177,597
Jackson National Life Global Funding
1.88%, 10/15/2018 ⁽³⁾		225,000		224,950
2.50%, 06/27/2022 ⁽³⁾		800,000		769,882
3.25%, 01/30/2024 ⁽³⁾		460,000		446,971
3.05%, 04/29/2026 ⁽³⁾		473,000		441,726
Jefferies Group LLC
6.88%, 04/15/2021		430,000		461,177
5.13%, 01/20/2023		2,600,000		2,687,987
6.45%, 06/08/2027		428,000		463,427
6.25%, 01/15/2036		155,000		156,609
John Hancock Life Insurance Co.
7.38%, 02/15/2024 ⁽³⁾		731,000		841,909
JPMorgan Chase & Co.
2.25%, 01/23/2020		2,000,000		1,979,479
4.25%, 10/15/2020		64,000		65,233
2.30%, 08/15/2021		3,600,000		3,499,694
4.35%, 08/15/2021		10,000,000		10,253,102
3.38%, 05/01/2023		3,800,000		3,729,006
3.56% (3 Month LIBOR USD + 0.73%), 04/23/2024 ⁽²⁾		8,000,000		7,914,876
3.13%, 01/23/2025		4,000,000		3,835,663
3.30%, 04/01/2026		1,870,000		1,792,103
3.20%, 06/15/2026		11,090,000		10,506,427
2.95%, 10/01/2026		5,000,000		4,642,859
4.01% (3 Month LIBOR USD + 1.12%), 04/23/2029 ⁽²⁾		2,320,000		2,279,445
5.60%, 07/15/2041		494,000		569,402
4.95%, 06/01/2045		6,575,000		6,884,395
3.96% (3 Month LIBOR USD + 1.38%), 11/15/2048 ⁽²⁾		10,492,000		9,566,765
JPMorgan Chase Bank NA
3.09% (3 Month LIBOR USD + 0.35%), 04/26/2021 ⁽²⁾		26,177,000		26,105,485
KeyBank NA/Cleveland OH
3.18%, 05/22/2022		567,000		558,377
KeyCorp.
2.90%, 09/15/2020		280,000		278,080
5.10%, 03/24/2021		211,000		219,588
Kimco Realty Corp.
4.45%, 09/01/2047		3,540,000		3,243,561
LeasePlan Co. NV
2.88%, 01/22/2019 ⁽³⁾		725,000		724,451
Legg Mason, Inc.
3.95%, 07/15/2024		820,000		808,489
Liberty Mutual Group, Inc.
5.00%, 06/01/2021 ⁽³⁾		1,700,000		1,749,700
4.95%, 05/01/2022 ⁽³⁾		351,000		363,480
4.25%, 06/15/2023 ⁽³⁾		322,000		325,510
6.50%, 03/15/2035 ⁽³⁾		4,500,000		5,254,545
6.50%, 05/01/2042 ⁽³⁾		2,000,000		2,414,774
10.75% (3 Month LIBOR USD + 7.12%), 06/15/2058 ⁽²⁾⁽³⁾		269,000		404,845
Liberty Mutual Insurance Co.
8.50%, 05/15/2025 ⁽³⁾		700,000		852,911
7.70%, 10/15/2097 ⁽³⁾		100,000		131,006
Liberty Property LP
3.25%, 10/01/2026		303,000		281,927
Lincoln National Co.
4.20%, 03/15/2022		873,000		885,511
3.80%, 03/01/2028		3,900,000		3,762,816
7.00%, 06/15/2040		1,715,000		2,149,411
4.39% (3 Month LIBOR USD + 2.04%), 04/20/2067 ⁽²⁾		121,000		111,181
Lloyds Bank Plc
2.40%, 03/17/2020		1,200,000		1,184,197
5.80%, 01/13/2020 ⁽³⁾		172,000		177,346
3.30%, 05/07/2021		11,200,000		11,155,160
Lloyds Banking Group Plc
4.05%, 08/16/2023		3,000,000		2,977,253
2.91% (3 Month LIBOR USD + 0.81%), 11/07/2023 ⁽²⁾		8,950,000		8,537,010
4.45%, 05/08/2025		855,000		855,686
4.58%, 12/10/2025		550,000		539,773
3.75%, 01/11/2027		2,000,000		1,878,902
4.38%, 03/22/2028		949,000		925,187
3.57% (3 Month LIBOR USD + 1.21%), 11/07/2028 ⁽²⁾		1,000,000		915,609
Macquarie Bank Ltd.
2.60%, 06/24/2019 ⁽³⁾		1,093,000		1,090,294
2.40%, 01/21/2020 ⁽³⁾		1,600,000		1,580,424
2.85%, 07/29/2020 ⁽³⁾		400,000		395,557
4.00%, 07/29/2025 ⁽³⁾		500,000		496,295
Macquarie Group Ltd.
3.00%, 12/03/2018 ⁽³⁾		6,000,000		6,004,520
6.00%, 01/14/2020 ⁽³⁾		1,975,000		2,040,674
6.25%, 01/14/2021 ⁽³⁾		1,111,000		1,171,005
3.19% (3 Month LIBOR USD + 1.02%), 11/28/2023 ⁽²⁾⁽³⁾		6,000,000		5,758,896
4.15% (3 Month LIBOR USD + 1.33%), 03/27/2024 ⁽²⁾⁽³⁾		2,000,000		1,991,373
3.76% (3 Month LIBOR USD + 1.37%), 11/28/2028 ⁽²⁾⁽³⁾		2,565,000		2,380,684
Manulife Financial Corp.
4.90%, 09/17/2020		225,000		231,699
4.06% (5 Year Mid Swap Rate USD + 1.65%), 02/24/2032 ⁽²⁾		1,910,000		1,818,801
Markel Corp.
7.13%, 09/30/2019		3,780,000		3,911,753
3.63%, 03/30/2023		400,000		392,383
5.00%, 04/05/2046		1,265,000		1,291,711
Marsh & McLennan Cos, Inc.
2.35%, 03/06/2020		3,769,000		3,718,797
4.80%, 07/15/2021		5,000,000		5,157,841
Massachusetts Mutual Life Insurance Co.
7.63%, 11/15/2023 ⁽³⁾		550,000		625,807
8.88%, 06/01/2039 ⁽³⁾		1,760,000		2,699,751
5.38%, 12/01/2041 ⁽³⁾		203,000		227,349
4.90%, 04/01/2077 ⁽³⁾		5,000,000		4,924,319
MassMutual Global Funding II
2.50%, 10/17/2022 ⁽³⁾		386,000		371,952
2.75%, 06/22/2024 ⁽³⁾		700,000		667,476
MBIA Insurance Co.
13.60% (3 Month LIBOR USD + 11.26%), 01/15/2033 ^(2)(3)(9)		86,000		52,782
MetLife, Inc.
6.50%, 12/15/2032		56,000		68,641
6.40%, 12/15/2036		3,859,000		4,090,540
4.88%, 11/13/2043		3,000,000		3,150,352
Metropolitan Life Global Funding I
2.30%, 04/10/2019 ⁽³⁾		1,598,000		1,594,871
3.88%, 04/11/2022 ⁽³⁾		1,480,000		1,496,233
3.00%, 01/10/2023 ⁽³⁾		407,000		398,689
3.00%, 09/19/2027 ⁽³⁾		1,180,000		1,101,783
Mitsubishi UFJ Financial Group, Inc.
2.95%, 03/01/2021		330,000		325,465
3.00%, 02/22/2022		206,000		201,556
2.67%, 07/25/2022		800,000		770,787
3.46%, 03/02/2023		9,000,000		8,881,647
2.53%, 09/13/2023		481,000		452,067
Mitsubishi UFJ Lease & Finance Co. Ltd.
2.65%, 09/19/2022 ⁽³⁾		764,000		728,165
3.96%, 09/19/2023 ⁽³⁾		2,730,000		2,725,839
Mitsubishi UFJ Trust & Banking Corp.
2.45%, 10/16/2019 ⁽³⁾		1,500,000		1,492,011
Mizuho Bank Ltd.
2.65%, 09/25/2019 ⁽³⁾		3,000,000		2,991,930
2.40%, 03/26/2020 ⁽³⁾		5,000,000		4,936,601
3.60%, 09/25/2024 ⁽³⁾		1,250,000		1,225,502
Mizuho Financial Group, Inc.
2.95%, 02/28/2022		2,000,000		1,947,990
2.60%, 09/11/2022		3,500,000		3,341,517
Morgan Stanley
7.30%, 05/13/2019		2,257,000		2,317,126
2.38%, 07/23/2019		450,000		448,167
5.63%, 09/23/2019		2,302,000		2,364,235
2.65%, 01/27/2020		750,000		745,174
5.50%, 07/24/2020		360,000		373,497
5.75%, 01/25/2021		12,049,000		12,659,985
2.50%, 04/21/2021		2,000,000		1,953,913
5.50%, 07/28/2021		2,692,000		2,833,491
2.63%, 11/17/2021		3,860,000		3,752,654
2.75%, 05/19/2022		8,390,000		8,137,792
3.13%, 01/23/2023		1,735,000		1,689,933
3.75%, 02/25/2023		1,882,000		1,881,191
4.10%, 05/22/2023		3,460,000		3,480,537
3.88%, 04/29/2024		2,050,000		2,040,071
3.70%, 10/23/2024		1,167,000		1,148,662
4.00%, 07/23/2025		5,039,000		5,019,853
5.00%, 11/24/2025		4,959,000		5,133,684
3.88%, 01/27/2026		1,400,000		1,375,464
4.35%, 09/08/2026		930,000		922,125
3.63%, 01/20/2027		7,500,000		7,197,550
3.95%, 04/23/2027		14,190,000		13,611,585
3.59% (3 Month LIBOR USD + 1.34%), 07/22/2028 ⁽²⁾		5,882,000		5,577,697
3.77% (3 Month LIBOR USD + 1.14%), 01/24/2029 ⁽²⁾		10,675,000		10,240,973
3.97% (3 Month LIBOR USD + 1.46%), 07/22/2038 ⁽²⁾		1,907,000		1,778,051
6.38%, 07/24/2042		640,000		797,005
4.30%, 01/27/2045		459,000		441,539
MUFG Americas Holdings Co.
2.25%, 02/10/2020		1,070,000		1,056,131
MUFG Bank Ltd.
2.30%, 03/10/2019 ⁽³⁾		5,525,000		5,515,938
2.35%, 09/08/2019 ⁽³⁾		340,000		338,034
4.10%, 09/09/2023 ⁽³⁾		239,000		241,516
3.75%, 03/10/2024 ⁽³⁾		3,215,000		3,197,391
MUFG Union Bank NA
2.25%, 05/06/2019		900,000		897,521
National Australia Bank Ltd./New York
2.50%, 01/12/2021		2,000,000		1,958,336
3.38%, 01/14/2026		1,168,000		1,125,338
National Retail Properties, Inc.
3.60%, 12/15/2026		700,000		666,188
3.50%, 10/15/2027		400,000		375,158
National Rural Utilities Cooperative Finance Co.
10.38%, 11/01/2018		155,000		155,961
2.95%, 02/07/2024		341,000		329,984
3.05%, 04/25/2027		462,000		436,298
3.40%, 02/07/2028		1,500,000		1,455,145
8.00%, 03/01/2032		791,000		1,083,599
Nationwide Building Society
6.25%, 02/25/2020 ⁽³⁾		1,000,000		1,037,973
4.00%, 09/14/2026 ⁽³⁾		7,250,000		6,791,145
Nationwide Financial Services, Inc.
5.38%, 03/25/2021 ⁽³⁾		2,000,000		2,068,946
Nationwide Mutual Insurance Co.
9.38%, 08/15/2039 ⁽³⁾		7,150,000		11,036,920
New York Life Global Funding
2.10%, 01/02/2019 ⁽³⁾		8,150,000		8,141,573
2.15%, 06/18/2019 ⁽³⁾		1,912,000		1,904,547
3.25%, 08/06/2021 ⁽³⁾		7,451,000		7,443,714
3.00%, 01/10/2028 ⁽³⁾		2,022,000		1,897,669
Nomura Holdings, Inc.
6.70%, 03/04/2020		5,300,000		5,541,256
Nordea Bank AB
1.63%, 09/30/2019 ⁽³⁾		550,000		542,625
4.88%, 01/27/2020 ⁽³⁾		1,200,000		1,226,175
2.50%, 09/17/2020 ⁽³⁾		450,000		443,064
4.25%, 09/21/2022 ⁽³⁾		12,865,000		12,938,510
3.75%, 08/30/2023 ⁽³⁾		4,000,000		3,963,430
Northern Trust Corp.
3.38% (3 Month LIBOR USD + 1.13%), 05/08/2032 ⁽²⁾		411,000		382,928
OneBeacon U.S. Holdings, Inc.
4.60%, 11/09/2022		1,500,000		1,500,486
Ontario Teachers' Cadillac Fairview Properties Trust
3.13%, 03/20/2022 ⁽³⁾		1,003,000		983,357
3.88%, 03/20/2027 ⁽³⁾		1,044,000		1,024,684
Ontario Teachers' Finance Trust
2.75%, 04/16/2021 ⁽³⁾		3,750,000		3,709,786
ORIX Corp.
2.90%, 07/18/2022		604,000		584,030
3.25%, 12/04/2024		1,500,000		1,427,864
3.70%, 07/18/2027		700,000		670,666
Pacific Life Insurance Co.
4.30% (3 Month LIBOR USD + 2.80%), 10/24/2067 ⁽²⁾⁽³⁾		743,000		668,113
People's United Bank NA
4.00%, 07/15/2024		4,350,000		4,296,321
PNC Bank NA
2.95%, 01/30/2023		6,500,000		6,290,261
4.20%, 11/01/2025		322,000		327,203
PNC Financial Services Group, Inc.
6.70%, 06/10/2019		212,000		217,594
5.13%, 02/08/2020		588,000		603,079
4.38%, 08/11/2020		679,000		693,078
2.85%, 11/09/2022 ⁽¹⁾		575,000		557,845
3.90%, 04/29/2024		2,090,000		2,078,941
Principal Financial Group, Inc.
3.13%, 05/15/2023		380,000		370,224
3.40%, 05/15/2025		7,000,000		6,780,872
Principal Life Global Funding II
3.00%, 04/18/2026 ⁽³⁾		2,000,000		1,857,452
Private Export Funding Co.
4.38%, 03/15/2019		970,000		977,767
2.65%, 02/16/2021 ⁽³⁾		6,750,000		6,697,228
2.80%, 05/15/2022		1,200,000		1,188,054
3.55%, 01/15/2024		2,489,000		2,534,631
3.25%, 06/15/2025		1,280,000		1,273,448
Progressive Corp.
5.38% (3 Month LIBOR USD + 2.54%), 09/15/2023 ⁽²⁾		780,000		778,050
4.13%, 04/15/2047		8,050,000		7,845,452
Protective Life Co.
7.38%, 10/15/2019		854,000		889,827
4.30%, 09/30/2028 ⁽³⁾		4,500,000		4,426,134
Protective Life Global Funding
2.70%, 11/25/2020 ⁽³⁾		5,000,000		4,932,707
2.00%, 09/14/2021 ⁽³⁾		1,100,000		1,054,643
Prudential Financial, Inc.
2.35%, 08/15/2019		650,000		647,262
6.63%, 06/21/2040		5,995,000		7,494,783
3.91%, 12/07/2047		1,231,000		1,105,634
Prudential Insurance Co. of America/The
8.30%, 07/01/2025 ⁽³⁾		1,691,000		2,071,495
Realty Income Corp.
3.25%, 10/15/2022		1,490,000		1,470,621
3.88%, 04/15/2025		1,055,000		1,046,002
Regions Financial Corp.
3.20%, 02/08/2021		5,643,000		5,616,526
3.80%, 08/14/2023		1,500,000		1,491,879
Reliance Standard Life Global Funding II
2.15%, 10/15/2018 ⁽³⁾		4,000,000		3,999,402
2.50%, 04/24/2019 ⁽³⁾		2,700,000		2,695,368
2.50%, 01/15/2020 ⁽³⁾		400,000		395,912
2.38%, 05/04/2020 ⁽³⁾		6,000,000		5,907,908
3.05%, 01/20/2021 ⁽³⁾		528,000		520,692
3.85%, 09/19/2023 ⁽³⁾		1,775,000		1,769,538
Royal Bank of Canada
2.00%, 10/01/2018		779,000		779,000
1.88%, 02/05/2020		1,100,000		1,083,029
3.20%, 04/30/2021		1,600,000		1,596,998
4.65%, 01/27/2026		531,000		542,905
Royal Bank of Scotland Group Plc
4.52% (3 Month LIBOR USD + 1.55%), 06/25/2024 ⁽²⁾		555,000		553,343
4.89% (3 Month LIBOR USD + 1.75%), 05/18/2029 ⁽²⁾		2,490,000		2,472,929
5.08% (3 Month LIBOR USD + 1.91%), 01/27/2030 ⁽²⁾		7,000,000		7,010,521
Santander UK Group Holdings Plc
3.13%, 01/08/2021		308,000		303,795
4.75%, 09/15/2025 ⁽³⁾		1,810,000		1,764,238
3.82% (3 Month LIBOR USD + 1.40%), 11/03/2028 ⁽²⁾		800,000		732,541
Santander UK Plc
2.38%, 03/16/2020		7,325,000		7,233,291
5.00%, 11/07/2023 ⁽³⁾		4,150,000		4,183,557
Scentre Group Trust 1 / Scentre Group Trust 2
3.50%, 02/12/2025 ⁽³⁾		1,390,000		1,335,600
Select Income REIT
3.60%, 02/01/2020		2,400,000		2,387,083
Senior Housing Properties Trust
3.25%, 05/01/2019		950,000		949,604
6.75%, 04/15/2020		600,000		617,087
4.75%, 02/15/2028		1,300,000		1,256,350
Simon Property Group LP
4.38%, 03/01/2021		6,932,000		7,104,514
4.13%, 12/01/2021		442,000		450,963
3.75%, 02/01/2024		910,000		910,410
Skandinaviska Enskilda Banken AB
2.38%, 11/20/2018 ⁽³⁾		5,200,000		5,197,156
2.38%, 03/25/2019 ⁽³⁾		1,225,000		1,221,801
2.45%, 05/27/2020 ⁽³⁾		3,000,000		2,959,932
Societe Generale SA
3.25%, 01/12/2022 ⁽³⁾		7,000,000		6,836,137
4.25%, 09/14/2023 ⁽³⁾		1,000,000		996,414
4.25%, 04/14/2025 ⁽³⁾		800,000		771,349
SouthTrust Bank
7.69%, 05/15/2025		253,000		297,808
SpareBank 1 Boligkreditt A/S
1.75%, 11/15/2019 ⁽³⁾		537,000		528,805
Stadshypotek AB
1.88%, 10/02/2019 ⁽³⁾		683,000		675,539
Standard Chartered Plc
2.10%, 08/19/2019 ⁽³⁾		2,500,000		2,479,231
2.40%, 09/08/2019 ⁽³⁾		7,650,000		7,579,283
3.05%, 01/15/2021 ⁽³⁾		800,000		787,638
0.00%, 01/20/2023 ⁽¹⁵⁾		3,230,000		3,226,712
5.20%, 01/26/2024 ⁽³⁾		609,000		619,651
4.87% (3 Month LIBOR USD + 1.97%), 03/15/2033 ⁽²⁾⁽³⁾		800,000		778,753
State Street Co.
3.10%, 05/15/2023		321,000		314,156
3.70%, 11/20/2023		1,385,000		1,393,505
3.55%, 08/18/2025		247,000		244,770
Stifel Financial Co.
3.50%, 12/01/2020		5,000,000		4,974,448
Sumitomo Life Insurance Co.
4.00% (3 Month LIBOR USD + 2.99%), 09/14/2077 ⁽²⁾⁽³⁾		1,000,000		933,080
Sumitomo Mitsui Banking Co.
2.45%, 01/10/2019		5,000,000		4,997,974
2.45%, 01/16/2020		3,925,000		3,889,258
2.51%, 01/17/2020		8,086,000		8,021,826
3.95%, 07/19/2023		250,000		251,804
Sumitomo Mitsui Financial Group, Inc.
2.06%, 07/14/2021		568,000		546,033
2.44%, 10/19/2021		531,000		513,796
2.85%, 01/11/2022		1,100,000		1,072,964
2.78%, 07/12/2022		1,500,000		1,451,720
2.78%, 10/18/2022		6,718,000		6,458,981
3.10%, 01/17/2023		1,033,000		1,005,030
2.63%, 07/14/2026		644,000		580,647
3.01%, 10/19/2026		297,000		274,119
Sumitomo Mitsui Trust Bank Ltd.
2.05%, 10/18/2019 ⁽³⁾		1,550,000		1,532,847
SunTrust Banks, Inc.
2.50%, 05/01/2019		8,810,000		8,797,361
2.90%, 03/03/2021		324,000		320,279
2.70%, 01/27/2022		9,210,000		8,960,324
4.00%, 05/01/2025		424,000		424,755
Svenska Handelsbanken AB
2.40%, 10/01/2020		2,000,000		1,964,317
2.45%, 03/30/2021		550,000		537,516
Swedbank AB
2.38%, 02/27/2019 ⁽³⁾		6,000,000		5,988,504
Synchrony Financial
2.60%, 01/15/2019		1,350,000		1,348,899
3.00%, 08/15/2019		4,775,000		4,765,367
2.70%, 02/03/2020		1,017,000		1,005,565
3.75%, 08/15/2021		6,000,000		5,958,924
4.50%, 07/23/2025		4,000,000		3,857,435
3.70%, 08/04/2026		1,100,000		993,064
3.95%, 12/01/2027		1,500,000		1,359,048
TD Ameritrade Holding Co.
5.60%, 12/01/2019		355,000		365,044
2.95%, 04/01/2022		725,000		710,898
Teachers Insurance & Annuity Association of America
6.85%, 12/16/2039 ⁽³⁾		218,000		285,723
4.90%, 09/15/2044 ⁽³⁾		200,000		212,720
4.27%, 05/15/2047 ⁽³⁾		3,360,000		3,254,415
TIAA Asset Management Finance Co. LLC
2.95%, 11/01/2019 ⁽³⁾		3,700,000		3,694,841
Torchmark Corp.
4.55%, 09/15/2028		4,145,000		4,162,906
Toronto-Dominion Bank
2.25%, 11/05/2019		432,000		428,993
2.50%, 12/14/2020		500,000		492,600
2.55%, 01/25/2021		600,000		591,002
3.25%, 06/11/2021		4,010,000		4,008,413
3.63% (5 Year Swap Rate USD + 2.21%), 09/15/2031 ⁽²⁾		667,000		626,393
Trinity Acquisition Plc
4.40%, 03/15/2026		2,300,000		2,287,463
6.13%, 08/15/2043		5,000,000		5,535,865
UBS AG/London
2.45%, 12/01/2020 ⁽³⁾		7,151,000		7,002,695
UBS AG/Stamford CT
2.38%, 08/14/2019		1,200,000		1,195,102
UBS Group Funding Jersey Ltd.
2.95%, 09/24/2020 ⁽³⁾		1,250,000		1,238,075
4.13%, 09/24/2025 ⁽³⁾		200,000		198,657
4.13%, 04/15/2026 ⁽³⁾		602,000		596,707
UBS Group Funding Switzerland AG
3.49%, 05/23/2023 ⁽³⁾		360,000		352,646
2.86% (3 Month LIBOR USD + 0.95%), 08/15/2023 ⁽²⁾⁽³⁾		7,367,000		7,067,385
4.25%, 03/23/2028 ⁽³⁾		7,715,000		7,656,345
UDR, Inc.
2.95%, 09/01/2026		276,000		252,670
United Overseas Bank Ltd.
3.20%, 04/23/2021 ⁽³⁾		765,000		759,908
Ventas Realty LP
3.10%, 01/15/2023		13,500,000		13,106,552
3.75%, 05/01/2024		382,000		374,779
3.50%, 02/01/2025		251,000		239,559
4.13%, 01/15/2026		449,000		441,774
3.85%, 04/01/2027		677,000		652,157
Vereit Operating Partnership LP
4.60%, 02/06/2024		1,550,000		1,558,064
4.88%, 06/01/2026		700,000		706,046
Vornado Realty LP
3.50%, 01/15/2025		800,000		765,546
Voya Financial, Inc.
5.50%, 07/15/2022		8,000,000		8,462,426
3.13%, 07/15/2024		1,600,000		1,509,069
3.65%, 06/15/2026		200,000		190,456
WEA Finance LLC
3.15%, 04/05/2022 ⁽³⁾		258,000		252,948
4.13%, 09/20/2028 ⁽³⁾		3,682,000		3,646,695
4.63%, 09/20/2048 ⁽³⁾		4,309,000		4,219,561
WEA Finance LLC / Westfield UK & Europe Finance Plc
3.25%, 10/05/2020 ⁽³⁾		6,000,000		5,980,587
Wells Fargo & Co.
2.15%, 01/30/2020		4,105,000		4,056,298
3.50%, 03/08/2022		1,929,000		1,925,847
3.07%, 01/24/2023		2,655,000		2,590,622
3.30%, 09/09/2024		1,900,000		1,841,318
3.00%, 02/19/2025		4,075,000		3,859,142
3.55%, 09/29/2025		700,000		681,883
3.00%, 04/22/2026		6,300,000		5,859,639
4.10%, 06/03/2026		3,749,000		3,699,851
4.30%, 07/22/2027		729,000		725,847
5.38%, 11/02/2043		317,000		340,038
4.65%, 11/04/2044		675,000		660,902
4.90%, 11/17/2045		3,642,000		3,687,612
4.75%, 12/07/2046		1,857,000		1,846,876
Wells Fargo Bank NA
2.60%, 01/15/2021		2,000,000		1,966,131
Welltower, Inc.
4.50%, 01/15/2024		461,000		468,475
4.00%, 06/01/2025		400,000		394,482
4.25%, 04/15/2028		500,000		495,031
Westpac Banking Corp.
4.88%, 11/19/2019		1,105,000		1,128,452
2.00%, 03/03/2020 ⁽³⁾		1,349,000		1,327,969
2.75%, 01/11/2023		1,000,000		964,587
3.40%, 01/25/2028		1,200,000		1,143,737
4.32% (5 Year Mid Swap Rate USD + 2.24%), 11/23/2031 ⁽²⁾		1,500,000		1,444,582
Willis North America, Inc.
7.00%, 09/29/2019		537,000		555,376
5.05%, 09/15/2048		7,500,000		7,476,314
WR Berkley Co.
4.75%, 08/01/2044		3,445,000		3,359,312
XLIT Ltd.
2.30%, 12/15/2018		4,375,000		4,372,071
5.25%, 12/15/2043		2,700,000		2,903,854
				1,968,309,074
Industrials - 1.52%
ABB Finance USA, Inc.
2.88%, 05/08/2022		241,000		236,493
Acuity Brands Lighting, Inc.
6.00%, 12/15/2019		451,000		463,318
Airbus Group Finance BV
2.70%, 04/17/2023 ⁽³⁾		376,000		363,612
Airbus SE
3.15%, 04/10/2027 ⁽³⁾		736,000		701,723
3.95%, 04/10/2047 ⁽³⁾		150,000		145,319
Allegion U.S. Holding Co., Inc.
3.20%, 10/01/2024		2,000,000		1,868,442
Amphenol Corp.
3.20%, 04/01/2024		8,135,000		7,801,246
Arrow Electronics, Inc.
3.50%, 04/01/2022		965,000		948,224
3.25%, 09/08/2024		219,000		206,944
3.88%, 01/12/2028		221,000		205,760
Aviation Capital Group LLC
3.88%, 05/01/2023 ⁽³⁾		780,000		771,484
3.50%, 11/01/2027 ⁽³⁾		700,000		638,609
BAE Systems Holdings, Inc.
6.38%, 06/01/2019 ⁽³⁾		243,000		248,298
3.80%, 10/07/2024 ⁽³⁾		770,000		762,721
3.85%, 12/15/2025 ⁽³⁾		500,000		490,277
BAE Systems Plc
5.80%, 10/11/2041 ⁽³⁾		400,000		454,112
Burlington Northern Santa Fe LLC
3.45%, 09/15/2021		215,000		216,663
3.05%, 03/15/2022		440,000		435,257
3.00%, 03/15/2023		206,000		202,496
6.70%, 08/01/2028		62,000		75,455
7.29%, 06/01/2036		134,000		181,186
6.15%, 05/01/2037		320,000		391,902
5.75%, 05/01/2040		373,000		445,834
5.40%, 06/01/2041		542,000		619,797
4.38%, 09/01/2042		462,000		469,142
5.15%, 09/01/2043		389,000		435,514
4.15%, 04/01/2045		1,825,000		1,797,066
4.05%, 06/15/2048		1,000,000		971,280
4.15%, 12/15/2048		1,155,000		1,140,083
Canadian Pacific Railway Co.
4.50%, 01/15/2022		1,200,000		1,235,474
2.90%, 02/01/2025		644,000		612,118
7.13%, 10/15/2031		155,000		194,490
6.13%, 09/15/2115		678,000		800,317
Carlisle Co., Inc.
3.50%, 12/01/2024		3,025,000		2,896,705
Caterpillar Financial Services Co.
7.15%, 02/15/2019		62,000		63,020
2.75%, 08/20/2021		420,000		414,586
1.93%, 10/01/2021		445,000		427,888
2.85%, 06/01/2022		446,000		436,801
3.45%, 05/15/2023		650,000		649,951
3.75%, 11/24/2023		2,175,000		2,190,812
3.25%, 12/01/2024		1,429,000		1,405,102
2.40%, 08/09/2026		700,000		632,900
Caterpillar, Inc.
2.60%, 06/26/2022		220,000		214,185
CH Robinson Worldwide, Inc.
4.20%, 04/15/2028		6,000,000		5,920,373
CNH Industrial Capital LLC
4.20%, 01/15/2024		6,709,000		6,673,477
CRH America Finance, Inc.
3.40%, 05/09/2027 ⁽³⁾		200,000		186,436
CRH America, Inc.
3.88%, 05/18/2025 ⁽³⁾		354,000		346,529
5.13%, 05/18/2045 ⁽³⁾		230,000		230,948
CSX Corp.
4.25%, 06/01/2021		205,000		209,351
3.40%, 08/01/2024		300,000		296,661
5.50%, 04/15/2041		402,000		448,790
4.75%, 05/30/2042		175,000		180,199
4.30%, 03/01/2048		3,544,000		3,483,677
4.65%, 03/01/2068		2,000,000		1,929,513
Eaton Co.
7.63%, 04/01/2024		206,000		238,979
4.00%, 11/02/2032		143,000		141,372
5.80%, 03/15/2037		500,000		571,356
Embraer Netherlands Finance BV
5.05%, 06/15/2025		1,300,000		1,304,875
Embraer Overseas Ltd.
5.70%, 09/16/2023 ⁽³⁾		900,000		931,500
Federal Express Co. 1998 Pass Through Trust
6.85%, 01/15/2019		225,317		227,289
6.72%, 01/15/2022		135,124		140,684
FedEx Corp.
3.90%, 02/01/2035		414,000		389,333
FLIR Systems, Inc.
3.13%, 06/15/2021		3,025,000		2,976,210
General Dynamics Corp.
3.00%, 05/11/2021		13,041,000		12,968,883
General Electric Capital Co.
6.00%, 08/07/2019		157,000		161,072
2.10%, 12/11/2019		152,000		150,364
5.50%, 01/08/2020		581,000		597,770
5.55%, 05/04/2020		191,000		197,868
4.38%, 09/16/2020		426,000		435,199
5.30%, 02/11/2021		184,000		191,729
3.45%, 05/15/2024		830,000		817,091
5.88%, 01/14/2038		289,000		322,206
General Electric Co.
4.65%, 10/17/2021		514,000		530,747
2.70%, 10/09/2022		175,000		168,836
Harris Corp.
3.83%, 04/27/2025		1,820,000		1,784,943
4.85%, 04/27/2035		1,000,000		1,025,121
Holcim U.S. Finance Sarl & Cie SCS
6.00%, 12/30/2019 ⁽³⁾		148,000		152,645
Illinois Tool Works, Inc.
1.95%, 03/01/2019		167,000		166,565
4.88%, 09/15/2041		87,000		95,139
3.90%, 09/01/2042		1,267,000		1,238,991
Ingersoll-Rand Luxembourg Finance SA
2.63%, 05/01/2020		360,000		356,526
JB Hunt Transport Services, Inc.
3.85%, 03/15/2024		650,000		642,337
John Deere Capital Co.
1.70%, 01/15/2020		123,000		121,122
2.05%, 03/10/2020		300,000		295,771
2.45%, 09/11/2020		335,000		330,948
3.15%, 10/15/2021		257,000		256,231
2.70%, 01/06/2023		619,000		601,139
2.80%, 01/27/2023		373,000		363,054
2.65%, 06/24/2024		1,000,000		950,419
2.80%, 09/08/2027		700,000		650,058
Johnson Controls International Plc
4.25%, 03/01/2021		344,000		349,650
3.75%, 12/01/2021		475,000		477,821
3.63%, 07/02/2024 ⁽¹⁾		161,000		158,838
6.00%, 01/15/2036		107,000		121,569
5.25%, 12/01/2041		722,000		735,881
4.95%, 07/02/2064 ⁽¹⁾		1,300,000		1,235,105
Keysight Technologies, Inc.
4.60%, 04/06/2027		8,000,000		7,996,568
Lockheed Martin Co.
2.50%, 11/23/2020		103,000		101,561
3.10%, 01/15/2023		346,000		342,250
4.07%, 12/15/2042		462,000		448,437
Martin Marietta Materials, Inc.
4.25%, 07/02/2024		1,705,000		1,714,734
3.45%, 06/01/2027		811,000		744,555
3.50%, 12/15/2027		9,765,000		8,947,966
6.25%, 05/01/2037		107,000		118,907
Masco Corp.
6.50%, 08/15/2032		1,240,000		1,358,351
MeadWestvaco Co.
7.38%, 09/01/2019		3,300,000		3,417,913
9.75%, 06/15/2020		17,000		18,586
8.20%, 01/15/2030		537,000		696,994
Mexico City Airport Trust
5.50%, 07/31/2047 ⁽³⁾		410,000		365,925
Norfolk Southern Co.
3.25%, 12/01/2021		570,000		568,259
2.90%, 02/15/2023		294,000		286,637
5.59%, 05/17/2025		6,000		6,529
7.80%, 05/15/2027		1,705,000		2,146,894
3.95%, 10/01/2042		332,000		309,501
4.80%, 08/15/2043		1,273,000		1,291,144
4.05%, 08/15/2052		1,100,000		1,028,368
Northrop Grumman Corp.
3.20%, 02/01/2027		849,000		800,263
3.25%, 01/15/2028		250,000		235,083
7.75%, 02/15/2031		206,000		271,965
3.85%, 04/15/2045		195,000		176,904
Nvent Finance Sarl
4.55%, 04/15/2028 ⁽³⁾		3,625,000		3,527,170
Pactiv LLC
7.95%, 12/15/2025		34,000		36,380
Parker-Hannifin Co.
3.30%, 11/21/2024		149,000		145,988
4.45%, 11/21/2044		333,000		339,384
4.10%, 03/01/2047		583,000		569,895
Penske Truck Leasing Co. LP / PTL Finance Corp.
2.50%, 06/15/2019 ⁽³⁾		184,000		183,365
3.38%, 02/01/2022 ⁽³⁾		1,089,000		1,073,593
2.70%, 03/14/2023 ⁽³⁾		220,000		207,975
4.13%, 08/01/2023 ⁽³⁾		922,000		920,309
3.95%, 03/10/2025 ⁽³⁾		7,000,000		6,856,515
Precision Castparts Co.
3.25%, 06/15/2025		880,000		853,683
4.20%, 06/15/2035		75,000		74,809
4.38%, 06/15/2045		415,000		419,791
Republic Services, Inc.
5.25%, 11/15/2021		2,795,000		2,940,768
3.55%, 06/01/2022		496,000		495,814
2.90%, 07/01/2026		245,000		227,813
Rockwell Collins, Inc.
2.80%, 03/15/2022		8,800,000		8,562,674
3.20%, 03/15/2024		409,000		394,666
4.35%, 04/15/2047		259,000		246,757
Roper Technologies, Inc.
3.00%, 12/15/2020		208,000		206,641
Ryder System, Inc.
2.50%, 05/11/2020		1,020,000		1,007,696
2.88%, 09/01/2020		345,000		342,532
Siemens Financieringsmaatschappij NV
2.90%, 05/27/2022 ⁽³⁾		553,000		542,013
3.13%, 03/16/2024 ⁽³⁾		800,000		778,972
2.35%, 10/15/2026 ⁽³⁾		700,000		631,285
4.40%, 05/27/2045 ⁽³⁾		513,000		530,098
3.30%, 09/15/2046		980,000		841,582
4.20%, 03/16/2047 ⁽³⁾		315,000		317,144
Textron, Inc.
3.65%, 03/01/2021		11,600,000		11,589,153
3.65%, 03/15/2027		4,975,000		4,757,927
Timken Co./The
3.88%, 09/01/2024		1,000,000		975,787
TTX Co.
2.25%, 02/01/2019 ⁽³⁾		3,375,000		3,368,299
3.60%, 01/15/2025 ⁽³⁾		2,000,000		1,964,043
3.90%, 02/01/2045 ⁽³⁾		4,000,000		3,654,342
Tyco Electronics Group SA
2.38%, 12/17/2018		7,025,000		7,021,102
Union Pacific Co.
4.10%, 09/15/2067		200,000		176,735
United Technologies Corp.
3.10%, 06/01/2022		524,000		515,879
3.65%, 08/16/2023		12,957,000		12,892,577
3.95%, 08/16/2025		2,455,000		2,439,419

4.13%, 11/16/2028		14,673,000		14,574,279
4.45%, 11/16/2038		455,000		451,262
4.50%, 06/01/2042		693,000		685,021
4.15%, 05/15/2045		785,000		728,853
4.63%, 11/16/2048		2,221,000		2,221,141
Vulcan Materials Co.
4.70%, 03/01/2048 ⁽³⁾		2,054,000		1,882,500
Wabtec Corp.
4.38%, 08/15/2023		322,000		323,053
4.15%, 03/15/2024		5,899,000		5,845,386
3.45%, 11/15/2026		5,000,000		4,586,104
4.70%, 09/15/2028		3,488,000		3,421,756
WestRock Co.
3.00%, 09/15/2024 ⁽³⁾		1,200,000		1,134,085
3.75%, 03/15/2025 ⁽³⁾		1,300,000		1,277,140
Xylem, Inc./NY
3.25%, 11/01/2026		1,192,000		1,118,944
				245,616,189
Real Estate - 0.02%
HCP, Inc.
3.88%, 08/15/2024		1,981,000		1,936,615
Weyerhaeuser Co.
7.38%, 03/15/2032		500,000		631,983
				2,568,598
Technology - 1.14%
Analog Devices, Inc.
3.13%, 12/05/2023		476,000		460,160
4.50%, 12/05/2036		1,020,000		991,504
Apple, Inc.
2.15%, 02/09/2022		1,200,000		1,159,988
2.40%, 05/03/2023		322,000		309,496
3.00%, 02/09/2024		7,719,000		7,565,281
3.45%, 05/06/2024		795,000		795,728
2.85%, 05/11/2024		1,333,000		1,294,242
2.75%, 01/13/2025		1,000,000		957,670
3.20%, 05/13/2025		1,010,000		990,184
2.45%, 08/04/2026		1,111,000		1,023,983
3.35%, 02/09/2027		2,020,000		1,974,881
3.20%, 05/11/2027		743,000		717,903
3.00%, 06/20/2027		1,462,000		1,390,378
2.90%, 09/12/2027		1,643,000		1,547,415
4.50%, 02/23/2036		723,000		776,447
3.45%, 02/09/2045		500,000		447,846
3.85%, 08/04/2046		776,000		742,896
3.75%, 09/12/2047		2,300,000		2,153,170
Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.00%, 01/15/2022		3,000,000		2,922,233
3.63%, 01/15/2024		1,988,000		1,927,951
3.13%, 01/15/2025		7,000,000		6,500,659
3.88%, 01/15/2027		1,200,000		1,131,733
Dell International LLC / EMC Corp.
3.48%, 06/01/2019 ⁽³⁾		7,485,000		7,504,030
5.45%, 06/15/2023 ⁽³⁾		10,963,000		11,515,267
Dell, Inc.
7.10%, 04/15/2028		196,000		210,210
Diamond 1 Finance Co. / Diamond 2 Finance Co.
6.02%, 06/15/2026 ⁽³⁾		2,361,000		2,514,338
8.10%, 07/15/2036 ⁽³⁾		4,612,000		5,529,334
DXC Technology Co.
2.88%, 03/27/2020		5,285,000		5,240,923
4.25%, 04/15/2024		9,435,000		9,456,464
4.75%, 04/15/2027		1,500,000		1,534,685
7.45%, 10/15/2029		250,000		300,128
Fidelity National Information Services, Inc.
3.63%, 10/15/2020		2,231,000		2,243,070
3.50%, 04/15/2023		1,281,000		1,265,753
3.88%, 06/05/2024		582,000		581,041
3.00%, 08/15/2026		1,300,000		1,200,701
Fiserv, Inc.
4.63%, 10/01/2020		215,000		221,091
4.75%, 06/15/2021		5,231,000		5,394,405
3.85%, 06/01/2025		5,000,000		4,953,924
Hewlett Packard Enterprise Co.
2.10%, 10/04/2019 ⁽³⁾		3,300,000		3,267,917
4.40%, 10/15/2022		7,500,000		7,701,923
IBM Credit LLC
2.65%, 02/05/2021		1,200,000		1,186,405
3.00%, 02/06/2023		1,700,000		1,670,804
Intel Corp.
3.70%, 07/29/2025		456,000		458,705
4.00%, 12/15/2032		1,195,000		1,212,189
3.73%, 12/08/2047		1,035,000		962,780
International Business Machines Co.
7.63%, 10/15/2018		872,000		873,523
2.25%, 02/19/2021		1,670,000		1,636,230
6.50%, 01/15/2028		120,000		144,620
Maxim Integrated Products, Inc.
2.50%, 11/15/2018		4,200,000		4,199,325
Microsoft Corp.
2.38%, 05/01/2023		744,000		719,662
2.88%, 02/06/2024		2,068,000		2,021,086
2.40%, 08/08/2026		600,000		552,942
3.30%, 02/06/2027		892,000		875,753
3.50%, 02/12/2035		318,000		306,351
4.20%, 11/03/2035		231,000		240,702
4.10%, 02/06/2037		1,468,000		1,511,760
4.50%, 10/01/2040		125,000		134,451
3.75%, 02/12/2045		7,945,000		7,679,553
4.45%, 11/03/2045		1,385,000		1,480,763
4.00%, 02/12/2055		1,513,000		1,496,546
4.75%, 11/03/2055		408,000		460,432
3.95%, 08/08/2056		264,000		257,809
4.50%, 02/06/2057		1,286,000		1,385,122
NXP BV / NXP Funding LLC
4.63%, 06/01/2023 ⁽³⁾		2,685,000		2,725,812
Oracle Corp.
5.00%, 07/08/2019		547,000		556,467
2.80%, 07/08/2021		766,000		760,137
2.40%, 09/15/2023		757,000		722,461
3.40%, 07/08/2024		2,000,000		1,982,117
2.95%, 11/15/2024		1,500,000		1,448,223
2.95%, 05/15/2025		2,000,000		1,917,402
4.30%, 07/08/2034		5,981,000		6,101,361
3.90%, 05/15/2035		2,000,000		1,933,234
3.80%, 11/15/2037		7,565,000		7,198,219
6.13%, 07/08/2039		265,000		325,952
4.00%, 07/15/2046		2,512,000		2,389,978
4.00%, 11/15/2047		1,321,000		1,251,802
4.38%, 05/15/2055		400,000		398,185
Qualcomm, Inc.
2.60%, 01/30/2023		139,000		133,632
2.90%, 05/20/2024		1,200,000		1,148,207
3.25%, 05/20/2027		1,003,000		942,616
4.30%, 05/20/2047		7,000,000		6,593,979
Seagate HDD Cayman
4.75%, 06/01/2023		1,500,000		1,492,522
Texas Instruments, Inc.
1.65%, 08/03/2019		434,000		430,173
VMware, Inc.
2.95%, 08/21/2022		2,321,000		2,233,584
Xerox Co.
2.75%, 09/01/2020		1,268,000		1,240,033
				183,810,561
Utilities - 2.91%
AEP Texas, Inc.
3.80%, 10/01/2047		3,715,000		3,323,977
AEP Transmission Co. LLC
4.00%, 12/01/2046		2,020,000		1,911,741
3.75%, 12/01/2047		2,600,000		2,372,474
4.25%, 09/15/2048		4,790,000		4,772,798
Alabama Power Co.
2.80%, 04/01/2025		2,025,000		1,897,803
6.13%, 05/15/2038		219,000		265,062
4.10%, 01/15/2042		233,000		219,934
4.15%, 08/15/2044		205,000		198,813
3.75%, 03/01/2045		182,000		166,982
Alliant Energy Finance LLC
3.75%, 06/15/2023 ⁽³⁾		6,038,000		6,009,914
American Water Capital Co.
3.85%, 03/01/2024		500,000		504,575
3.40%, 03/01/2025		592,000		581,153
6.59%, 10/15/2037		386,000		493,242
4.00%, 12/01/2046		2,350,000		2,195,234
Appalachian Power Co.
6.70%, 08/15/2037		430,000		534,021
4.45%, 06/01/2045		5,124,000		5,139,100
Arizona Public Service Co.
8.75%, 03/01/2019		91,000		93,188
2.20%, 01/15/2020		167,000		165,097
3.35%, 06/15/2024		676,000		663,570
5.05%, 09/01/2041		349,000		383,723
3.75%, 05/15/2046		2,290,000		2,083,889
Atmos Energy Co.
8.50%, 03/15/2019		71,000		72,762
4.15%, 01/15/2043		830,000		805,170
4.13%, 10/15/2044		1,860,000		1,806,338
Ausgrid Finance Pty Ltd.
4.35%, 08/01/2028 ⁽³⁾		10,275,000		10,213,610
Avangrid, Inc.
3.15%, 12/01/2024		610,000		581,279
Baltimore Gas & Electric Co.
2.80%, 08/15/2022		509,000		495,265
3.50%, 08/15/2046		375,000		329,576
Berkshire Hathaway Energy Co.
2.40%, 02/01/2020		409,000		405,610
2.38%, 01/15/2021		5,888,000		5,792,714
3.50%, 02/01/2025		625,000		614,618
6.13%, 04/01/2036		366,000		442,571
Black Hills Corp.
4.35%, 05/01/2033		7,667,000		7,504,203
Boston Gas Co.
4.49%, 02/15/2042 ⁽³⁾		253,000		255,061
Brooklyn Union Gas Co.
4.50%, 03/10/2046 ⁽³⁾		2,000,000		2,058,084
4.27%, 03/15/2048 ⁽³⁾		1,100,000		1,084,012
CenterPoint Energy Houston Electric LLC
3.95%, 03/01/2048		717,000		693,026
CenterPoint Energy Resources Co.
4.50%, 01/15/2021		158,000		160,816
China Southern Power Grid International Finance BVI Co. Ltd.
3.50%, 05/08/2027 ⁽³⁾		1,910,000		1,809,886
Cleveland Electric Illuminating Co.
3.50%, 04/01/2028 ⁽³⁾		1,333,000		1,256,582
CMS Energy Co.
3.88%, 03/01/2024		550,000		547,275
3.00%, 05/15/2026		110,000		102,874
2.95%, 02/15/2027		348,000		320,443
3.45%, 08/15/2027		350,000		335,310
Comision Federal de Electricidad
4.88%, 05/26/2021 ⁽³⁾		551,000		559,954
4.88%, 01/15/2024 ⁽³⁾		1,572,000		1,595,627
Commonwealth Edison Co.
3.65%, 06/15/2046		364,000		329,204
3.75%, 08/15/2047		1,000,000		923,348
4.00%, 03/01/2048		7,177,000		6,912,903
Connecticut Light & Power Co.
3.20%, 03/15/2027		600,000		576,473
4.00%, 04/01/2048		472,000		464,326
Consolidated Edison Co. of New York, Inc.
5.70%, 06/15/2040		318,000		371,938
3.85%, 06/15/2046		2,940,000		2,736,536
4.30%, 12/01/2056		3,050,000		2,906,061
4.50%, 05/15/2058		538,000		531,277
Consumers Energy Co.
5.65%, 04/15/2020		144,000		149,242
2.85%, 05/15/2022		155,000		152,731
3.25%, 08/15/2046		190,000		162,164
4.35%, 08/31/2064		191,000		183,015
Delmarva Power & Light Co.
4.00%, 06/01/2042		170,000		157,843
4.15%, 05/15/2045		1,600,000		1,559,069
Dominion Energy, Inc.
2.96%, 07/01/2019 ⁽¹⁾		6,539,000		6,535,992
2.75%, 09/15/2022		529,000		509,982
2.85%, 08/15/2026		304,000		276,624
5.25%, 08/01/2033		1,161,000		1,225,008
5.95%, 06/15/2035		641,000		719,353
7.00%, 06/15/2038		124,000		156,089
4.90%, 08/01/2041		212,000		217,211
Dominion Gas Holdings LLC
2.50%, 12/15/2019		1,528,000		1,516,462
2.80%, 11/15/2020		264,000		259,987
4.60%, 12/15/2044		1,300,000		1,276,805
DTE Electric Co.
3.70%, 03/15/2045		463,000		429,109
4.05%, 05/15/2048		5,349,000		5,256,269
DTE Energy Co.
2.40%, 12/01/2019		278,000		275,411
2.65%, 06/15/2022		194,000		188,168
3.70%, 08/01/2023		6,682,000		6,669,520
3.85%, 12/01/2023		292,000		292,229
3.50%, 06/01/2024		692,000		681,161
Duke Energy Carolinas LLC
4.30%, 06/15/2020		205,000		209,645
3.05%, 03/15/2023		1,000,000		983,924
6.00%, 12/01/2028		235,000		274,638
6.00%, 01/15/2038		161,000		197,637
4.25%, 12/15/2041		141,000		141,012
Duke Energy Corp.
3.55%, 09/15/2021		306,000		306,734
3.75%, 09/01/2046		9,300,000		8,159,953
3.95%, 08/15/2047		6,740,000		6,064,372
Duke Energy Florida LLC
2.10%, 12/15/2019		2,352,500		2,338,294
Duke Energy Indiana LLC
3.75%, 05/15/2046		600,000		547,807
Duke Energy Indiana, Inc.
3.75%, 07/15/2020		398,000		402,424
6.35%, 08/15/2038		320,000		410,608
Duke Energy Progress LLC
5.30%, 01/15/2019		206,000		207,466
3.00%, 09/15/2021		372,000		368,864
2.80%, 05/15/2022		335,000		328,543
3.25%, 08/15/2025		158,000		153,499
4.10%, 05/15/2042		217,000		211,697
4.10%, 03/15/2043		181,000		177,373
4.38%, 03/30/2044		132,000		133,617
4.15%, 12/01/2044		129,000		126,164
4.20%, 08/15/2045		325,000		321,352
3.70%, 10/15/2046		506,000		461,382
Edison International
2.95%, 03/15/2023		400,000		383,250
4.13%, 03/15/2028		530,000		524,270
EDP Finance BV
3.63%, 07/15/2024 ⁽³⁾		700,000		668,247
Electricite de France SA
2.15%, 01/22/2019 ⁽³⁾		3,558,000		3,552,115
4.75%, 10/13/2035 ⁽³⁾		5,000,000		4,920,580
6.00%, 01/22/2114 ⁽³⁾		1,035,000		1,009,099
Emera U.S.Finance LP
3.55%, 06/15/2026		3,895,000		3,666,689
Enel Finance International NV
4.63%, 09/14/2025 ⁽³⁾		530,000		518,536
3.63%, 05/25/2027 ⁽³⁾		10,045,000		9,093,302
3.50%, 04/06/2028 ⁽³⁾		900,000		791,807
4.88%, 06/14/2029 ⁽³⁾		6,450,000		6,245,783
6.00%, 10/07/2039 ⁽³⁾		307,000		333,481
4.75%, 05/25/2047 ⁽³⁾		5,575,000		5,038,516
Entergy Arkansas, Inc.
3.50%, 04/01/2026		307,000		302,361
Entergy Corp.
2.95%, 09/01/2026		310,000		284,657
Entergy Louisiana LLC
2.40%, 10/01/2026		650,000		585,359
3.12%, 09/01/2027		370,000		348,601
3.05%, 06/01/2031		440,000		398,957
4.00%, 03/15/2033		2,610,000		2,614,329
Entergy Mississippi, Inc.
2.85%, 06/01/2028		497,000		454,284
Evergy, Inc.
4.85%, 06/01/2021		156,000		159,295
Eversource Energy
2.75%, 03/15/2022		8,563,000		8,379,621
Exelon Corp.
3.50%, 06/01/2022		10,180,000		10,001,247
4.95%, 06/15/2035		1,500,000		1,571,106
5.10%, 06/15/2045		3,635,000		3,818,463
Exelon Generation Co. LLC
5.20%, 10/01/2019		4,525,000		4,619,971
3.40%, 03/15/2022		1,180,000		1,169,190
4.25%, 06/15/2022		313,000		317,608
6.25%, 10/01/2039		300,000		326,228
5.75%, 10/01/2041		192,000		195,249
FirstEnergy Corp.
3.90%, 07/15/2027		3,706,000		3,603,198
4.85%, 07/15/2047		2,796,000		2,839,637
FirstEnergy Transmission LLC
5.45%, 07/15/2044 ⁽³⁾		5,397,000		5,883,413
Florida Power & Light Co.
5.40%, 09/01/2035		700,000		788,204
5.95%, 02/01/2038		103,000		125,756
Fortis, Inc.
3.06%, 10/04/2026		3,700,000		3,393,236
Hydro-Quebec
9.40%, 02/01/2021		186,000		211,087
8.40%, 01/15/2022		826,000		945,200
8.05%, 07/07/2024		638,000		780,880
Indiana Michigan Power Co.
3.20%, 03/15/2023		991,000		975,409
Israel Electric Corp. Ltd.
9.38%, 01/28/2020 ⁽³⁾		4,648,000		4,977,357
ITC Holdings Corp.
2.70%, 11/15/2022		5,908,000		5,665,931
Jersey Central Power & Light Co.
7.35%, 02/01/2019		3,758,000		3,816,109
4.70%, 04/01/2024 ⁽³⁾		5,955,000		6,172,617
4.30%, 01/15/2026 ⁽³⁾		740,000		741,461
6.15%, 06/01/2037		400,000		467,235
John Sevier Combined Cycle Generation LLC
4.63%, 01/15/2042		441,259		471,241
Kansas City Power & Light Co.
3.15%, 03/15/2023		375,000		366,071
5.30%, 10/01/2041		1,032,000		1,134,510
4.20%, 03/15/2048		500,000		478,765
KeySpan Gas East Corp.
2.74%, 08/15/2026 ⁽³⁾		538,000		494,857
Korea Gas Co.
4.25%, 11/02/2020 ⁽³⁾		279,000		283,260
1.88%, 07/18/2021 ⁽³⁾		588,000		559,416
Korea Hydro & Nuclear Power Co. Ltd.
2.88%, 10/02/2018 ⁽³⁾		4,000,000		3,998,944
3.75%, 07/25/2023 ⁽³⁾		6,933,000		6,880,704
Korea Southern Power Co. Ltd.
3.00%, 01/29/2021 ⁽³⁾		2,868,000		2,823,598
Massachusetts Electric Co.
4.00%, 08/15/2046 ⁽³⁾		624,000		589,514
Mega Advance Investments Ltd.
5.00%, 05/12/2021 ⁽³⁾		591,000		600,889
MidAmerican Energy Co.
3.50%, 10/15/2024		317,000		316,425
3.10%, 05/01/2027		696,000		662,710
Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028 ⁽³⁾		9,900,000		9,804,919
Nevada Power Co.
7.13%, 03/15/2019		188,000		191,854
5.38%, 09/15/2040		261,000		294,436
5.45%, 05/15/2041		386,000		438,143
New England Power Co.
3.80%, 12/05/2047 ⁽³⁾		6,995,000		6,460,047
New York State Electric & Gas Corp.
3.25%, 12/01/2026 ⁽³⁾		804,000		764,217
NextEra Energy Capital Holdings, Inc.
2.40%, 09/15/2019		487,000		484,346
2.70%, 09/15/2019		4,684,000		4,671,204
3.34%, 09/01/2020		18,012,000		18,048,514
3.55%, 05/01/2027		403,000		387,510
Niagara Mohawk Power Co.
4.88%, 08/15/2019 ⁽³⁾		168,000		170,616
3.51%, 10/01/2024 ⁽³⁾		258,000		255,021
NiSource, Inc.
3.85%, 02/15/2023		283,000		281,157
3.65%, 06/15/2023 ⁽³⁾		3,955,000		3,904,808
6.25%, 12/15/2040		550,000		636,618
5.80%, 02/01/2042		774,000		853,104
3.95%, 03/30/2048		4,480,000		4,014,025
Northern States Power Co./MN
6.25%, 06/01/2036		458,000		568,951
4.13%, 05/15/2044		1,480,000		1,469,507
3.60%, 09/15/2047		2,395,000		2,170,305
Ohio Power Co.
4.15%, 04/01/2048		1,190,000		1,176,215
Oncor Electric Delivery Co. LLC
7.00%, 09/01/2022		124,000		140,176
Pacific Gas & Electric Co.
3.25%, 09/15/2021		146,000		143,967
2.45%, 08/15/2022		581,000		551,578
3.25%, 06/15/2023		206,000		198,877
3.40%, 08/15/2024		14,420,000		13,779,358
3.50%, 06/15/2025		547,000		521,708
2.95%, 03/01/2026		194,000		176,429
6.05%, 03/01/2034		146,000		164,341
4.50%, 12/15/2041		749,000		686,956
4.45%, 04/15/2042		194,000		179,045
4.00%, 12/01/2046		358,000		310,656
PacifiCorp.
5.50%, 01/15/2019		26,000		26,213
4.13%, 01/15/2049		2,398,000		2,350,855
PECO Energy Co.
2.38%, 09/15/2022		578,000		555,361
4.15%, 10/01/2044		353,000		349,170
3.70%, 09/15/2047		2,120,000		1,943,086
3.90%, 03/01/2048		5,235,000		4,983,293
Pennsylvania Electric Co.
3.25%, 03/15/2028 ⁽³⁾		2,386,000		2,219,703
Pepco Holdings LLC
7.45%, 08/15/2032		222,000		268,864
Pinnacle West Capital Corp.
2.25%, 11/30/2020		3,954,000		3,853,615
PNM Resources, Inc.
3.25%, 03/09/2021		165,000		163,457
Potomac Electric Power Co.
6.50%, 11/15/2037		136,000		174,499
PPL Capital Funding, Inc.
4.00%, 09/15/2047		200,000		179,660
PPL Electric Utilities Co.
2.50%, 09/01/2022		178,000		171,267
4.13%, 06/15/2044		208,000		204,575
Progress Energy, Inc.
7.05%, 03/15/2019		4,553,000		4,640,104
4.40%, 01/15/2021		390,000		397,509
3.15%, 04/01/2022		389,000		382,753
7.75%, 03/01/2031		7,103,000		9,290,685
PSEG Power LLC
5.13%, 04/15/2020		430,000		439,934
3.00%, 06/15/2021		2,310,000		2,274,035
4.15%, 09/15/2021		332,000		336,159
Public Service Co. of Colorado
3.55%, 06/15/2046		353,000		310,589
4.10%, 06/15/2048		2,515,000		2,497,380
Public Service Co. of Oklahoma
5.15%, 12/01/2019		143,000		146,320
4.40%, 02/01/2021		203,000		207,449
6.63%, 11/15/2037		649,000		815,950
Public Service Electric & Gas Co.
1.80%, 06/01/2019		85,000		84,425
3.15%, 08/15/2024		1,000,000		972,578
5.38%, 11/01/2039		117,000		133,781
3.60%, 12/01/2047		1,605,000		1,463,941
Puget Energy, Inc.
3.65%, 05/15/2025		1,200,000		1,157,193
RGS I&M Funding Co.
9.82%, 06/07/2022		85,737		95,934
San Diego Gas & Electric Co.
6.00%, 06/01/2026		213,000		240,232
5.35%, 05/15/2040		3,430,000		3,905,314
3.95%, 11/15/2041		310,000		289,006
Sempra Energy
9.80%, 02/15/2019		5,218,000		5,351,369
4.05%, 12/01/2023		10,325,000		10,381,452
3.40%, 02/01/2028		2,086,000		1,951,413
6.00%, 10/15/2039		4,486,000		5,150,720
South Carolina Electric & Gas Co.
6.63%, 02/01/2032		500,000		587,550
Southern California Edison Co.
1.85%, 02/01/2022		168,000		163,532
3.50%, 10/01/2023		328,000		325,884
3.65%, 03/01/2028		1,200,000		1,171,525
6.05%, 03/15/2039		253,000		298,410
3.90%, 12/01/2041		392,000		349,635
4.13%, 03/01/2048		6,465,000		6,169,144
Southern Co.
2.15%, 09/01/2019		555,000		550,395
3.25%, 07/01/2026		218,000		203,229
Southern Co. Gas Capital Corp.
3.50%, 09/15/2021		530,000		528,562
2.45%, 10/01/2023		230,000		215,728
3.25%, 06/15/2026		225,000		210,261
5.88%, 03/15/2041		1,210,000		1,378,285
4.40%, 06/01/2043		160,000		153,513
3.95%, 10/01/2046		282,000		248,240
Southern Power Co.
5.15%, 09/15/2041		746,000		751,420
Southwest Gas Corp.
3.80%, 09/29/2046		508,000		455,222
Southwestern Electric Power Co.
6.45%, 01/15/2019		320,000		323,456
Southwestern Public Service Co.
4.50%, 08/15/2041		350,000		358,613
State Grid Overseas Investment 2014 Ltd.
2.75%, 05/07/2019 ⁽³⁾		4,240,000		4,226,101
Talent Yield Investments Ltd.
4.50%, 04/25/2022 ⁽³⁾		715,000		716,413
Toledo Edison Co./The
6.15%, 05/15/2037		680,000		814,382
Tri-State Generation & Transmission Association, Inc.
4.25%, 06/01/2046		371,000		337,233
Union Electric Co.
2.95%, 06/15/2027		715,000		668,956
3.65%, 04/15/2045		1,370,000		1,260,789
Virginia Electric & Power Co.
2.75%, 03/15/2023		159,000		153,954
3.45%, 02/15/2024		191,000		188,878
3.50%, 03/15/2027		4,955,000		4,841,450
3.80%, 04/01/2028		670,000		669,231
4.65%, 08/15/2043		3,500,000		3,671,479
4.45%, 02/15/2044		126,000		127,109
WEC Energy Group, Inc.
3.55%, 06/15/2025		865,000		848,724
Westar Energy, Inc.
4.13%, 03/01/2042		4,175,000		4,103,819
Wisconsin Electric Power Co.
3.10%, 06/01/2025		285,000		273,568
Xcel Energy, Inc.
2.40%, 03/15/2021		7,410,000		7,258,842
3.35%, 12/01/2026		5,105,000		4,894,877
6.50%, 07/01/2036		131,000		165,829
				468,209,995
Total Corporate Bonds			$	4,838,075,001

Government Related - 21.14%
Abu Dhabi Government International Bond
3.13%, 10/11/2027 ⁽³⁾	$	10,270,000	$	9,705,150
African Development Bank
8.80%, 09/01/2019		2,720,000		2,854,767
Alabama Economic Settlement Authority
4.26%, 09/15/2032		610,000		621,236
American Municipal Power, Inc.
7.50%, 02/15/2050		1,350,000		1,887,894
Atlanta Independent School System
5.56%, 03/01/2026		535,000		598,676
Bay Area Toll Authority
6.26%, 04/01/2049		1,650,000		2,251,095
Caisse d'Amortissement de la Dette Sociale
2.00%, 03/22/2021 ⁽³⁾		2,940,000		2,862,116
California Educational Facilities Authority
5.00%, 06/01/2046		1,750,000		2,209,077
California Qualified School Bond Joint Powers Authority
7.16%, 03/01/2027		805,000		937,390
California School Finance Authority
5.04%, 07/01/2020		270,000		278,513
City of Houston TX Combined Utility System Revenue
3.83%, 05/15/2028		1,850,000		1,855,809
City of Los Angeles Department of Airports
6.58%, 05/15/2039		1,650,000		2,056,511
Clark County School District
5.51%, 06/15/2024		3,000,000		3,194,430
Colombia Government International Bond
4.38%, 07/12/2021		1,000,000		1,018,000
4.00%, 02/26/2024		737,000		737,000
4.50%, 01/28/2026		1,192,000		1,214,052
7.38%, 09/18/2037		2,150,000		2,709,000
5.63%, 02/26/2044		200,000		215,000
5.00%, 06/15/2045		842,000		839,895
Corp. Andina de Fomento
2.00%, 05/10/2019		1,470,000		1,461,276
2.13%, 09/27/2021		6,840,000		6,564,964
4.38%, 06/15/2022		2,735,000		2,806,219
2.75%, 01/06/2023		1,125,000		1,084,922
County of Cuyahoga OH
9.13%, 10/01/2023		105,000		118,286
District of Columbia Water & Sewer Authority
4.81%, 10/01/2114		875,000		952,131
Eaton Community City School District
5.39%, 08/25/2027		275,000		278,041
Export-Import Bank of India
3.88%, 02/01/2028 ⁽³⁾		3,480,000		3,238,519
Export-Import Bank of Korea
2.25%, 01/21/2020		1,800,000		1,777,489
Federal Farm Credit Banks
5.13%, 11/15/2018		344,000		345,421
3.22%, 03/26/2031		2,205,000		2,124,447
Federal Home Loan Banks
4.00%, 10/24/2029		2,000,000		2,109,070
5.50%, 07/15/2036		1,135,000		1,441,944
Federal Home Loan Mortgage Co.
2.38%, 01/13/2022		9,656,000		9,487,676
6.25%, 07/15/2032		3,649,000		4,806,693
Federal National Mortgage Association
0.00%, 10/09/2019		730,000		709,908
2.38%, 01/19/2023		8,440,000		8,225,903
2.63%, 09/06/2024		5,221,000		5,087,645
1.88%, 09/24/2026		845,000		765,748
6.25%, 05/15/2029		1,285,000		1,619,642
7.13%, 01/15/2030		1,500,000		2,021,649
6.63%, 11/15/2030		2,300,000		3,028,865
Financing Co.
0.00%, 03/07/2019 PO		205,000		202,939
Finnvera OYJ
2.38%, 06/04/2025 ⁽³⁾		600,000		562,956
Government Trust Certificate
0.00%, 04/01/2019		1,375,000		1,356,751
Hashemite Kingdom of Jordan Government AID Bond
3.00%, 06/30/2025		2,695,000		2,647,907
Hungary Government International Bond
6.38%, 03/29/2021		1,600,000		1,707,200
Indonesia Government International Bond
5.88%, 01/15/2024 ⁽³⁾		1,300,000		1,393,834
4.13%, 01/15/2025 ⁽³⁾		1,325,000		1,303,230
4.35%, 01/11/2048		2,000,000		1,831,684
Iowa Tobacco Settlement Authority
6.50%, 06/01/2023		705,000		717,316
Israel Government AID Bond
0.00%, 11/01/2019 IO		345,000		334,350
0.00%, 09/15/2023		1,837,000		1,569,771
5.50%, 09/18/2023		4,835,000		5,353,088
0.00%, 11/01/2023 IO		413,000		351,359
0.00%, 08/15/2024		1,500,000		1,241,683
0.00%, 11/01/2024		1,000,000		822,228
0.00%, 11/01/2024 PO		17,739,000		14,584,486
0.00%, 11/15/2024		2,299,000		1,887,768
0.00%, 08/15/2025		2,500,000		1,986,417
0.00%, 11/15/2026		258,000		195,991
5.50%, 09/18/2033		619,000		758,480
Japan Bank for International Cooperation
2.25%, 02/24/2020		2,200,000		2,177,447
2.13%, 06/01/2020		1,400,000		1,378,309
2.13%, 07/21/2020		3,800,000		3,732,654
2.13%, 11/16/2020		4,000,000		3,914,557
1.50%, 07/21/2021		4,000,000		3,815,320
Japan Finance Organization for Municipalities
2.00%, 09/08/2020 ⁽³⁾		2,400,000		2,342,475
2.13%, 04/13/2021 ⁽³⁾		1,600,000		1,550,704
2.63%, 04/20/2022 ⁽³⁾		6,000,000		5,839,734
3.25%, 04/24/2023 ⁽³⁾		1,000,000		992,246
2.13%, 10/25/2023 ⁽³⁾		3,400,000		3,179,024
Los Angeles Department of Power
6.60%, 07/01/2050		2,400,000		3,364,296
Mexico Government International Bond
4.00%, 10/02/2023		1,576,000		1,586,480
3.60%, 01/30/2025		868,000		842,828
4.13%, 01/21/2026		1,014,000		1,004,600
3.75%, 01/11/2028		3,517,000		3,349,943
4.75%, 03/08/2044		3,680,000		3,516,240
5.55%, 01/21/2045		1,494,000		1,587,375
4.35%, 01/15/2047		42,000		38,074
4.60%, 02/10/2048		7,313,000		6,874,220
5.75%, 10/12/2110		588,000		593,145
New Hampshire Housing Finance Authority
3.05%, 01/01/2021		95,000		94,121
3.75%, 07/01/2034		160,000		160,229
New Jersey Economic Development Authority
7.43%, 02/15/2029		1,322,000		1,585,369
New Jersey Transportation Trust Fund Authority
5.75%, 12/15/2028		5,010,000		5,507,944
6.56%, 12/15/2040		1,780,000		2,141,696
New Jersey Turnpike Authority
7.10%, 01/01/2041		5,870,000		8,089,388
New York State Dormitory Authority
5.60%, 03/15/2040		260,000		308,643
New York State Urban Development Corp.
5.84%, 03/15/2040		2,000,000		2,371,380
North American Development Bank
4.38%, 02/11/2020		2,500,000		2,535,315
2.40%, 10/26/2022		2,595,000		2,489,171
North Carolina Housing Finance Agency
3.00%, 01/01/2033		3,200,000		3,149,984
North Carolina State Education Assistance Authority
3.14% (3 Month LIBOR USD + 0.80%), 07/25/2036 ⁽²⁾		8,600,000		8,699,932
Ohio State University/The
4.05%, 12/01/2056		406,000		384,896
4.80%, 06/01/2111		1,102,000		1,182,656
Panama Government International Bond
4.00%, 09/22/2024		2,810,000		2,847,963
3.75%, 03/16/2025		650,000		647,082
4.50%, 04/16/2050		1,610,000		1,596,331
Peruvian Government International Bond
8.75%, 11/21/2033		4,732,000		6,991,530
5.63%, 11/18/2050		190,000		225,530
Port Authority of New York & New Jersey
5.65%, 11/01/2040		1,260,000		1,520,152
5.65%, 11/01/2040		435,000		524,153
4.46%, 10/01/2062		2,065,000		2,139,898
Province of Alberta Canada
2.20%, 07/26/2022		1,170,000		1,125,820
3.30%, 03/15/2028		4,955,000		4,861,251
Province of Manitoba Canada
2.13%, 05/04/2022		2,520,000		2,421,707
2.13%, 06/22/2026		400,000		363,043
Province of Ontario Canada
2.50%, 09/10/2021		230,000		225,416
2.25%, 05/18/2022		2,320,000		2,239,658
Province of Quebec Canada
2.75%, 04/12/2027		3,840,000		3,653,018
Qatar Government International Bond
3.88%, 04/23/2023 ⁽³⁾		10,296,000		10,368,072
4.50%, 04/23/2028 ⁽³⁾		6,767,000		6,963,243
5.10%, 04/23/2048 ⁽³⁾		5,498,000		5,717,920
Republic of South Africa Government International Bond
5.88%, 09/16/2025		403,000		409,488
Residual Funding Co. Principal Strip
0.00%, 10/15/2019 PO		1,377,000		1,338,516
0.00%, 07/15/2020 PO		25,916,000		24,632,871
0.00%, 10/15/2020 PO		5,841,000		5,503,409
0.00%, 01/15/2021 PO		5,455,000		5,106,256
Resolution Funding Corp. Interest Strip
0.00%, 01/15/2026		1,460,000		1,152,883
0.00%, 10/15/2027		1,295,000		958,216
Rhode Island Housing & Mortgage Finance Co./RI
4.00%, 10/01/2023		4,000,000		4,048,600
Romanian Government International Bond
6.75%, 02/07/2022		250,000		272,900
Saudi Government International Bond
2.38%, 10/26/2021 ⁽³⁾		5,950,000		5,741,750
2.88%, 03/04/2023 ⁽³⁾		5,560,000		5,369,848
4.00%, 04/17/2025 ⁽³⁾		3,200,000		3,201,600
4.50%, 04/17/2030 ⁽³⁾		2,260,000		2,270,170
5.00%, 04/17/2049 ⁽³⁾		3,031,000		3,076,465
State of California
7.50%, 04/01/2034		5,540,000		7,660,324
7.30%, 10/01/2039		275,000		383,958
State of Illinois
5.00%, 10/01/2022		685,000		718,325
5.00%, 11/01/2022		10,340,000		10,852,450
5.10%, 06/01/2033		10,290,000		9,875,828
State Public School Building Authority
5.00%, 09/15/2027		1,536,000		1,641,846
Svensk Exportkredit AB
1.75%, 03/10/2021		7,180,000		6,964,340
Tennessee Valley Authority
2.88%, 02/01/2027		600,000		578,265
7.13%, 05/01/2030		1,615,000		2,174,402
5.88%, 04/01/2036		1,831,000		2,347,529
5.50%, 06/15/2038		57,000		71,244
4.63%, 09/15/2060		1,308,000		1,524,913
4.25%, 09/15/2065		1,720,000		1,875,218
Tennessee Valley Authority Generic Strip
0.00%, 05/01/2019 IO		1,238,000		1,217,384
0.00%, 07/15/2028 IO		2,000,000		1,393,637
0.00%, 03/15/2032		1,514,000		908,457
Tennessee Valley Authority Principal Strip
0.00%, 11/01/2025 PO		1,847,000		1,445,841
0.00%, 06/15/2035 PO		258,000		134,968
Three Rivers Local School District
5.21%, 09/15/2027		285,000		294,647
Tokyo Metropolitan Government
2.00%, 05/17/2021 ⁽³⁾		2,400,000		2,316,401
2.50%, 06/08/2022 ⁽³⁾		5,000,000		4,840,350
3.25%, 06/01/2023 ⁽³⁾		1,200,000		1,189,679
Turkey Government International Bond
7.00%, 06/05/2020		3,910,000		3,947,732
U.S. Treasury Inflation Indexed Bonds
0.13%, 04/15/2019 ⁽¹¹⁾		967,932		961,895
1.38%, 01/15/2020 ⁽¹¹⁾		346,115		348,607
0.13%, 01/15/2022 ⁽¹¹⁾		2,474,019		2,413,190
1.75%, 01/15/2028 ⁽¹¹⁾		721,746		772,785
3.63%, 04/15/2028⁽¹¹⁾		1,625,088		2,016,950
2.50%, 01/15/2029 ⁽¹¹⁾		484,763		557,193
U.S. Treasury Note/Bond
0.75%, 10/31/2018		85,000		84,910
1.25%, 12/31/2018		110,000		109,733
1.38%, 12/31/2018		722,000		720,468
1.13%, 01/31/2019		1,930,000		1,922,384
1.50%, 01/31/2019		1,050,000		1,047,147
0.75%, 02/15/2019		5,000,000		4,970,508
3.13%, 05/15/2019		10,774,000		10,816,930
1.50%, 05/31/2019		1,360,000		1,351,075
1.00%, 11/30/2019		2,392,000		2,345,748
8.50%, 02/15/2020		4,750,000		5,116,455
3.50%, 05/15/2020		1,300,000		1,314,422
1.50%, 05/31/2020		2,375,000		2,325,366
2.50%, 05/31/2020		7,547,000		7,511,329
1.63%, 06/30/2020		1,500,000		1,470,000
2.63%, 07/31/2020		8,510,000		8,482,409
2.63%, 08/15/2020		3,709,000		3,695,961
8.75%, 08/15/2020		6,304,000		6,981,188
1.38%, 08/31/2020		28,005,000		27,255,648
2.13%, 08/31/2020		2,032,000		2,005,727
2.63%, 08/31/2020		25,478,000		25,387,434
2.75%, 09/30/2020		45,426,000		45,365,669
2.63%, 11/15/2020		4,596,000		4,575,174
1.63%, 11/30/2020		20,000,000		19,490,625
2.00%, 11/30/2020		19,940,000		19,587,156
1.38%, 01/31/2021		15,955,000		15,423,998
3.63%, 02/15/2021		1,961,000		1,994,935
7.88%, 02/15/2021		900,000		1,003,148
1.13%, 02/28/2021		15,772,000		15,138,040
2.25%, 04/30/2021		1,800,000		1,772,648
2.63%, 05/15/2021		5,277,800		5,245,226
3.13%, 05/15/2021		4,592,000		4,621,597
8.13%, 05/15/2021		1,718,000		1,944,091
2.13%, 08/15/2021		47,615,000		46,627,361
2.75%, 09/15/2021		6,552,000		6,527,430
1.13%, 09/30/2021		11,010,000		10,457,350
2.13%, 09/30/2021		12,265,000		11,998,140
2.00%, 10/31/2021		15,000,000		14,609,180
2.00%, 11/15/2021		14,000,000		13,630,313
8.00%, 11/15/2021		4,414,000		5,084,549
1.75%, 11/30/2021		10,000		9,655
2.00%, 12/31/2021		39,575,000		38,475,866
1.50%, 01/31/2022		1,250,000		1,194,531
1.75%, 02/28/2022		30,000,000		28,879,687
1.75%, 03/31/2022		33,450,000		32,166,879
1.88%, 03/31/2022		68,150,000		65,820,654
1.88%, 04/30/2022		14,382,000		13,877,506
1.75%, 06/30/2022		4,994,000		4,788,583
2.13%, 06/30/2022		32,000,000		31,101,250
2.00%, 07/31/2022		8,500,000		8,217,441
1.63%, 08/31/2022		23,919,000		22,774,439
1.75%, 09/30/2022		12,000,000		11,468,437
1.88%, 09/30/2022		56,417,000		54,184,562
2.00%, 10/31/2022		664,000		640,293
2.00%, 11/30/2022		28,103,000		27,079,875
2.13%, 12/31/2022		55,602,000		53,801,451
1.75%, 01/31/2023		12,000,000		11,422,031
2.00%, 02/15/2023		500,000		480,801
2.63%, 02/28/2023		31,103,000		30,708,138
2.50%, 03/31/2023		22,082,000		21,674,863
2.75%, 04/30/2023		11,014,000		10,924,511
1.75%, 05/15/2023		9,000,000		8,537,344
2.75%, 05/31/2023		33,110,000		32,840,981
2.63%, 06/30/2023		43,296,000		42,685,459
2.75%, 07/31/2023		32,957,000		32,668,626
2.50%, 08/15/2023		9,000,000		8,817,891
1.38%, 08/31/2023		12,000,000		11,140,313
2.75%, 08/31/2023		30,502,000		30,237,490
0.00%, 09/30/2023		24,899,000		24,815,355
1.63%, 10/31/2023		25,000,000		23,440,430
2.75%, 02/15/2024		1,000,000		989,492
2.13%, 02/29/2024		10,842,000		10,387,144
2.50%, 05/15/2024		58,288,000		56,858,123
2.00%, 06/30/2024		543,000		515,086
2.38%, 08/15/2024		20,000,000		19,341,406
2.25%, 11/15/2024		20,529,000		19,675,763
2.00%, 02/15/2025		15,000,000		14,128,125
2.88%, 04/30/2025		840,000		833,536
2.13%, 05/15/2025		37,000,000		35,043,047
2.88%, 05/31/2025		5,392,000		5,348,401
2.00%, 08/15/2025		150,100		140,678
2.75%, 08/31/2025		15,700,000		15,443,035
2.25%, 11/15/2025		177,661,000		168,888,988
1.63%, 02/15/2026		45,900		41,661
2.00%, 11/15/2026		62,375,000		57,723,677
2.25%, 11/15/2027		45,750,000		42,826,289
2.88%, 05/15/2028		14,572,600		14,354,580
2.88%, 08/15/2028		67,120,000		66,102,712
5.50%, 08/15/2028		1,312,000		1,583,984
5.25%, 11/15/2028		67,000		79,706
5.38%, 02/15/2031		78,200		96,641
4.50%, 02/15/2036		5,214,000		6,186,737
4.75%, 02/15/2037		37,619,000		46,202,304
5.00%, 05/15/2037		8,604,000		10,888,093
4.38%, 02/15/2038		3,278,000		3,868,168
3.50%, 02/15/2039		105,299,100		110,917,795
4.25%, 05/15/2039		6,800,000		7,927,578
4.50%, 08/15/2039		4,706,000		5,668,156
4.38%, 11/15/2039		7,900,000		9,371,375
4.63%, 02/15/2040		3,000,000		3,677,812
4.38%, 05/15/2040		7,600,000		9,027,969
3.88%, 08/15/2040		4,380,000		4,862,484
4.25%, 11/15/2040		4,500,000		5,264,473
4.75%, 02/15/2041		3,500,000		4,378,828
4.38%, 05/15/2041		1,500,000		1,787,754
2.75%, 08/15/2042		293,000		271,300
2.75%, 11/15/2042		1,200,000		1,110,047
3.13%, 02/15/2043		12,400,000		12,246,937
2.88%, 05/15/2043		160,475,000		151,673,949
3.63%, 08/15/2043		20,800,000		22,308,812
3.75%, 11/15/2043		48,150,000		52,705,442
3.63%, 02/15/2044		40,750,000		43,750,537
2.50%, 02/15/2045		42,800,000		37,471,734
3.00%, 05/15/2045		10,105,000		9,746,588
2.88%, 08/15/2045		7,800,000		7,341,141
3.00%, 11/15/2045		11,563,000		11,147,455
2.50%, 05/15/2046		8,067,000		7,031,525
2.25%, 08/15/2046		15,000,000		12,380,273
2.88%, 11/15/2046		17,550,000		16,498,371
3.00%, 05/15/2047		13,861,000		13,343,378
2.75%, 08/15/2047		16,887,000		15,457,542
2.75%, 11/15/2047		16,648,000		15,230,969
3.00%, 02/15/2048		31,978,000		30,761,337
3.13%, 05/15/2048		59,051,400		58,237,137
U.S. Treasury Strip Coupon
0.00%, 05/15/2019		16,918,000		16,663,339
0.00%, 08/15/2019		10,357,000		10,129,357
0.00%, 02/15/2020		8,378,000		8,071,837
0.00%, 05/15/2020		17,015,000		16,273,294
0.00%, 08/15/2020		34,113,000		32,355,695
0.00%, 02/15/2021		14,550,000		13,597,439
0.00%, 05/15/2021		14,843,000		13,759,538
0.00%, 08/15/2021		9,469,000		8,715,046
0.00%, 11/15/2021		11,144,000		10,182,632
0.00%, 02/15/2022		33,917,000		30,722,861
0.00%, 05/15/2022		18,154,000		16,314,114
0.00%, 08/15/2022		12,500,000		11,148,102
0.00%, 11/15/2022		17,400,000		15,399,566
0.00%, 02/15/2023		61,562,000		54,055,226
0.00%, 05/15/2023		30,855,000		26,878,494
0.00%, 08/15/2023		22,550,000		19,508,460
0.00%, 11/15/2023		9,300,000		7,978,804
0.00%, 02/15/2024		6,124,000		5,217,734
0.00%, 05/15/2024		1,322,000		1,116,756
0.00%, 08/15/2024		1,834,000		1,537,514
0.00%, 11/15/2024		6,105,000		5,079,414
0.00%, 02/15/2025		799,000		658,956
0.00%, 05/15/2025		3,279,000		2,680,135
0.00%, 02/15/2026		1,000,000		798,399
0.00%, 05/15/2026		3,801,000		3,006,863
0.00%, 11/15/2026		10,222,000		7,962,364
0.00%, 02/15/2027		20,416,000		15,766,355
0.00%, 08/15/2027		4,314,000		3,272,862
0.00%, 11/15/2027		7,702,000		5,800,431
0.00%, 02/15/2028		7,769,000		5,793,442
0.00%, 08/15/2028		6,918,000		5,078,958
0.00%, 11/15/2028		7,540,000		5,490,805
0.00%, 02/15/2029		7,537,000		5,443,305
0.00%, 05/15/2029		1,330,000		952,037
0.00%, 08/15/2029		4,738,000		3,367,441
0.00%, 11/15/2029		5,164,000		3,636,568
0.00%, 02/15/2030		15,187,000		10,611,562
0.00%, 05/15/2030		8,464,000		5,873,674
0.00%, 08/15/2030		13,772,000		9,464,058
0.00%, 11/15/2030		14,469,000		9,860,489
0.00%, 02/15/2031 ⁽¹⁰⁾		22,283,000		15,070,899
0.00%, 05/15/2031		19,225,000		12,890,419
0.00%, 08/15/2031		16,262,000		10,806,446
0.00%, 11/15/2031		13,399,000		8,832,683
0.00%, 02/15/2032		20,909,000		13,661,292
0.00%, 05/15/2032		24,453,000		15,856,080
0.00%, 08/15/2032		10,925,000		7,029,939
0.00%, 02/15/2033		10,000,000		6,318,426
0.00%, 05/15/2033		10,845,000		6,798,086
0.00%, 08/15/2033		4,212,000		2,617,628
0.00%, 11/15/2033		13,216,000		8,144,448
0.00%, 02/15/2034		17,759,000		10,847,033
0.00%, 05/15/2034		31,500,000		19,080,810
0.00%, 08/15/2034		6,895,000		4,144,426
0.00%, 11/15/2034		3,492,000		2,082,203
0.00%, 02/15/2035		1,824,000		1,078,124
0.00%, 05/15/2035		1,920,000		1,126,117
0.00%, 08/15/2035		175,000		101,888
0.00%, 05/15/2036		121,000		68,601
0.00%, 08/15/2041		1,225,000		584,485
U.S. Treasury Strip Principal
0.00%, 05/15/2019		3,360,000		3,309,120
0.00%, 08/15/2019		5,400,400		5,282,147
0.00%, 08/15/2019		500,000		488,867
0.00%, 11/15/2019		7,500,000		7,279,247
0.00%, 02/15/2020		17,030,000		16,409,032
0.00%, 11/15/2041		55,300,000		26,571,228
0.00%, 05/15/2044		16,765,000		7,410,898
0.00%, 05/15/2045		5,605,000		2,401,751
University of Missouri
5.96%, 11/01/2039		3,445,000		4,123,252
University of Texas System
5.00%, 08/15/2047		3,825,000		4,686,849
University of Virginia
4.18%, 09/01/2117		1,540,000		1,481,203
Uruguay Government International Bond
5.10%, 06/18/2050		2,400,000		2,448,000
4.98%, 04/20/2055		2,220,000		2,220,000
West Contra Costa Unified School District
6.25%, 08/01/2030		215,000		262,128
Westlake City School District
5.23%, 12/01/2026		430,000		446,714
Total Government Related			$	3,404,452,302
Mortgage-Backed Obligations - 34.79%
20 Times Square Trust 2018-20TS
3.20%, 05/15/2035 ⁽³⁾⁽⁴⁾	$	5,204,000	$	4,934,291
ACRC Holdings LLC
6.67% (1 Month LIBOR USD + 4.60%, 4.60% Floor), 12/22/2021 ^(2)(12)		6,515,000		6,515,000
Alternative Loan Trust 2003-22CB
6.00%, 12/25/2033		2,595,438		2,602,512
Alternative Loan Trust 2004-2CB
5.75%, 03/25/2034		666,806		683,497
Alternative Loan Trust 2004-8CB
2.49% (1 Month LIBOR USD + 0.27%, 0.27% Floor), 06/25/2034 ⁽²⁾		1,957,618		1,956,088
Alternative Loan Trust 2005-1CB
4.88% (-1 x 1 Month LIBOR USD + 7.10%, 7.10% Cap), 03/25/2035 IO ⁽²⁾⁽⁵⁾		195,266		23,512
Alternative Loan Trust 2005-20CB
2.53% (-1 x 1 Month LIBOR USD + 4.75%, 4.75% Cap), 07/25/2035 IO ⁽²⁾⁽⁵⁾		655,923		49,331
Alternative Loan Trust 2005-22T1
2.85% (-1 x 1 Month LIBOR USD + 5.07%, 5.07% Cap), 06/25/2035 IO ⁽²⁾⁽⁵⁾		732,382		60,029
Alternative Loan Trust 2005-28CB
5.50%, 08/25/2035		276,735		266,708
6.00%, 08/25/2035		9,187		7,000
Alternative Loan Trust 2005-37T1
2.83% (-1 x 1 Month LIBOR USD + 5.05%, 5.05% Cap), 09/25/2035 IO ⁽²⁾⁽⁵⁾		2,359,667		212,139
Alternative Loan Trust 2005-50CB
5.00%, 11/25/2020		19,095		19,124
Alternative Loan Trust 2005-54CB
2.63% (-1 x 1 Month LIBOR USD + 4.85%, 4.85% Cap), 11/25/2035 IO ⁽²⁾⁽⁵⁾		1,084,751		84,560
5.50%, 11/25/2035		3,690		3,641
5.50%, 11/25/2035		274,569		258,879
Alternative Loan Trust 2005-64CB
5.50%, 12/25/2035		115,536		113,389
Alternative Loan Trust 2005-J1
2.88% (-1 x 1 Month LIBOR USD + 5.10%, 5.10% Cap), 02/25/2035 IO ⁽²⁾⁽⁵⁾		112,246		1,995
Alternative Loan Trust 2006-28CB
6.00%, 10/25/2036		77,164		62,199
Alternative Loan Trust 2006-43CB
6.00%, 02/25/2022		10,602		10,636
Alternative Loan Trust 2006-7CB
5.25%, 05/25/2021		68,874		67,683
Alternative Loan Trust 2006-J5
4.34%, 07/25/2021 ⁽⁴⁾		27,187		26,223
American General Mortgage Loan Trust 2006-1
5.75%, 12/25/2035 ⁽³⁾⁽⁴⁾		7,370		7,594
Antler Mortgage Trust 2018-RTL1
4.34%, 07/25/2022 ^(3)(12)		13,580,000		13,579,836
ASG Resecuritization Trust 2011-1
3.97%, 11/28/2035 ⁽³⁾⁽⁴⁾		79,427		79,360
6.00%, 09/28/2036 ⁽³⁾		227,222		175,913
Assurant Commercial Mortgage Trust 2016-1
3.17%, 05/15/2049 ⁽³⁾		9,100,000		8,715,823
BAMLL Commercial Mortgage Securities Trust 2012-PARK
2.96%, 12/10/2030 ⁽³⁾		809,000		798,663
BAMLL Commercial Mortgage Securities Trust 2014-520M
4.35%, 08/15/2046 ⁽³⁾⁽⁴⁾		1,200,000		1,128,002
BAMLL Re-REMIC Trust 2013-FRR2
0.00%, 09/26/2022 ⁽³⁾		4,000,000		3,101,660
BAMLL Re-REMIC Trust 2014-FRR5
0.00%, 06/27/2045 ⁽³⁾		6,300,000		4,942,570
BAMLL Re-REMIC Trust 2015-FRR11
0.89%, 09/27/2044 ⁽³⁾⁽⁴⁾		202,892		202,892
Banc of America Alternative Loan Trust 2004-11
5.50%, 12/25/2019		1,507		1,512
Banc of America Alternative Loan Trust 2004-6
0.00%, 07/25/2019 PO		2,455		2,330
Banc of America Alternative Loan Trust 2005-10
5.25%, 11/25/2020		7,618		7,639
Banc of America Alternative Loan Trust 2005-11
5.50%, 12/25/2035		13,224		12,765
Banc of America Alternative Loan Trust 2005-2
5.50%, 03/25/2020		4,832		4,781
5.50%, 03/25/2035		8,493		8,430
Banc of America Alternative Loan Trust 2005-4
5.50%, 05/25/2020		26,302		26,008
Banc of America Alternative Loan Trust 2005-5
5.50%, 06/25/2035		42,341		39,976
Banc of America Alternative Loan Trust 2005-9
5.50%, 10/25/2035		19,239		19,142
Banc of America Alternative Loan Trust 2006-5
6.00%, 06/25/2046		42,680		39,244
Banc of America Alternative Loan Trust 2007-1
5.60%, 04/25/2022 ⁽⁴⁾		40,912		40,675
Banc of America Commercial Mortgage Trust 2006-5
0.79%, 09/10/2047 IO ⁽³⁾⁽⁴⁾		552,600		2,354
Banc of America Funding 2004-1 Trust
0.00%, 03/25/2034 PO		30,732		25,931
Banc of America Funding 2004-2 Trust
5.75%, 09/20/2034		2,631,154		2,799,298
Banc of America Funding 2004-C Trust
3.88%, 12/20/2034 ⁽⁴⁾		78,253		78,815
Banc of America Funding 2005-6 Trust
5.50%, 10/25/2035		31,475		30,385
Banc of America Funding 2005-7 Trust
0.00%, 11/25/2035 PO		31,108		25,861
Banc of America Funding 2005-8 Trust
0.00%, 01/25/2036 PO		10,027		7,543
Banc of America Funding 2005-C Trust
2.41% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 11.00% Cap), 05/20/2035 ⁽²⁾		2,790,599		2,758,528
Banc of America Funding 2005-E Trust
4.13%, 03/20/2035 ⁽⁴⁾		41,662		42,198
Banc of America Funding 2006-1 Trust
0.00%, 01/25/2036 PO		17,804		13,795
Banc of America Merrill Lynch Commercial Mortgage, Inc.
0.10%, 10/10/2045 IO ⁽³⁾⁽⁴⁾		2,895,744		19
Banc of America Mortgage 2003-C Trust
4.19%, 04/25/2033 ⁽⁴⁾		19,505		19,834
Banc of America Mortgage 2004-J Trust
3.75%, 11/25/2034 ⁽⁴⁾		61,822		62,112
Banc of America Mortgage Trust 2004-9
0.00%, 09/25/2032 PO		103		95
6.50%, 09/25/2032		23,211		24,112
BANK 2017-BNK4
3.63%, 05/15/2050		6,790,000		6,698,735
BANK 2017-BNK8
3.49%, 11/15/2050		15,945,000		15,533,126
BANK 2017-BNK9
3.54%, 11/15/2054		6,100,000		5,945,923
BANK 2018-BNK14
3.97%, 09/15/2060		3,449,000		3,482,593
BB-UBS Trust
2.89%, 06/05/2030 ⁽³⁾		568,000		556,786
BB-UBS Trust 2012-SHOW
3.43%, 11/05/2036 ⁽³⁾		4,602,000		4,514,845
BCAP LLC 2009-RR5 Trust
5.50%, 11/26/2034 ⁽³⁾⁽⁴⁾		108,999		111,020
BCAP LLC 2010-RR7 Trust
3.65%, 07/26/2045 ⁽³⁾⁽⁴⁾		638,830		632,820
Bear Stearns ALT-A Trust 2005-2
2.72% (1 Month LIBOR USD + 0.50%, 0.25% Floor, 11.50% Cap), 03/25/2035 ⁽²⁾		44,497		44,493
Bear Stearns ALT-A Trust 2005-7
2.76% (1 Month LIBOR USD + 0.54%, 0.27% Floor, 11.50% Cap), 08/25/2035 ⁽²⁾		1,508,594		1,507,259
Bear Stearns ARM Trust 2003-2
3.64%, 01/25/2033 ⁽³⁾⁽⁴⁾		115,469		117,598
Bear Stearns ARM Trust 2003-7
4.11%, 10/25/2033 ⁽⁴⁾		10,194		10,197
Bear Stearns ARM Trust 2004-2
3.83%, 05/25/2034 ⁽⁴⁾		66,143		65,715
Bear Stearns ARM Trust 2006-1
3.67% (1 Year CMT Rate + 2.25%, 2.25% Floor, 9.90% Cap), 02/25/2036 ⁽²⁾		254,860		257,032
Bear Stearns Asset Backed Securities I Trust 2004-AC2
5.00%, 05/25/2034		27,744		27,691
Bear Stearns Commercial Mortgage Securities Trust 2006-PWR14
0.51%, 12/11/2038 IO ⁽³⁾⁽⁴⁾		655,837		2,275
Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26
0.06%, 01/12/2045 IO ⁽³⁾⁽⁴⁾		12,203,107		6,352
Bellemeade Re 2018-1 Ltd.
3.82% (1 Month LIBOR USD + 1.60%), 04/25/2028 ⁽²⁾⁽³⁾		4,420,000		4,442,159
Bellemeade Re 2018-2 Ltd.
3.17% (1 Month LIBOR USD + 0.95%), 08/25/2028 ⁽²⁾⁽³⁾		3,450,000		3,454,522
3.57% (1 Month LIBOR USD + 1.35%), 08/25/2028 ⁽²⁾⁽³⁾		1,200,000		1,207,164
3.82% (1 Month LIBOR USD + 1.60%), 08/25/2028 ⁽²⁾⁽³⁾		1,350,000		1,361,674
BENCHMARK 2018-B3 Mortgage Trust
3.76%, 04/10/2051		16,800,000		16,769,913
CD 2006-CD3 Mortgage Trust
0.78%, 10/15/2048 IO ⁽³⁾⁽⁴⁾		2,903,648		28,921
CD 2007-CD4 Commercial Mortgage Trust
0.75%, 12/11/2049 IO ⁽³⁾⁽⁴⁾		80,524		955
Chase Mortgage Finance Trust Series 2006-A1
4.27%, 09/25/2036 ⁽⁴⁾		163,787		156,297
Chase Mortgage Finance Trust Series 2007-A1
3.98%, 02/25/2037 ⁽⁴⁾		68,788		68,487
4.13%, 02/25/2037 ⁽⁴⁾		55,540		56,329
4.27%, 02/25/2037 ⁽⁴⁾		12,908		12,976
4.47%, 02/25/2037 ⁽⁴⁾		113,431		116,539
Chase Mortgage Finance Trust Series 2007-A2
4.12%, 07/25/2037 ⁽⁴⁾		72,406		73,765
4.26%, 07/25/2037 ⁽⁴⁾		45,995		46,153
CHL Mortgage Pass-Through Trust 2002-18
0.00%, 11/25/2032 PO		13,731		12,511
CHL Mortgage Pass-Through Trust 2004-3
5.50%, 04/25/2034		31,140		31,717
5.75%, 04/25/2034		21,216		21,765
CHL Mortgage Pass-Through Trust 2004-5
5.50%, 06/25/2034		173,627		176,066
CHL Mortgage Pass-Through Trust 2004-7
3.94%, 06/25/2034 ⁽⁴⁾		10,454		10,725
CHL Mortgage Pass-Through Trust 2004-8
4.50%, 06/25/2019		6,758		6,784
CHL Mortgage Pass-Through Trust 2004-HYB1
3.63%, 05/20/2034 ⁽⁴⁾		17,197		17,310
CHL Mortgage Pass-Through Trust 2004-HYB3
3.64%, 06/20/2034 ⁽⁴⁾		96,795		97,536
CHL Mortgage Pass-Through Trust 2004-HYB6
3.97%, 11/20/2034 ⁽⁴⁾		46,365		47,281
CHL Mortgage Pass-Through Trust 2005-14
5.50%, 07/25/2035		26,709		25,435
CHL Mortgage Pass-Through Trust 2005-16
5.50%, 09/25/2035		12,569		12,185
CHL Mortgage Pass-Through Trust 2005-22
3.63%, 11/25/2035 ⁽⁴⁾		191,396		170,498
CIM Trust 2017-8
3.00%, 12/25/2065 ⁽³⁾⁽⁴⁾		10,987,280		10,808,044
Citicorp Mortgage Securities Trust Series 2006-1
5.00%, 02/25/2021		5,187		5,317
Citicorp Mortgage Securities Trust Series 2006-4
6.00%, 08/25/2036		63,553		63,554
Citigroup Commercial Mortgage Trust
2.94%, 05/10/2049		10,100,000		9,603,201
Citigroup Commercial Mortgage Trust 2013-GC17
4.13%, 11/10/2046		2,818,000		2,897,301
Citigroup Commercial Mortgage Trust 2014-GC19
3.75%, 03/10/2047		5,600,871		5,647,960
Citigroup Commercial Mortgage Trust 2014-GC21
3.58%, 05/10/2047		6,157,515		6,194,425
Citigroup Commercial Mortgage Trust 2014-GC23
3.36%, 07/10/2047		12,300,000		12,199,072
Citigroup Commercial Mortgage Trust 2015-GC29
2.94%, 04/10/2048		10,000,000		9,618,325
Citigroup Commercial Mortgage Trust 2016-GC37
3.05%, 04/10/2049		13,750,000		13,158,501
Citigroup Commercial Mortgage Trust 2016-P6
3.72%, 12/10/2049 ⁽⁴⁾		2,783,000		2,772,626
Citigroup Commercial Mortgage Trust 2017-P7
3.44%, 04/14/2050		16,000,000		15,599,744
Citigroup Commercial Mortgage Trust 2017-P8
3.20%, 09/15/2050		21,000,000		20,053,595
Citigroup Commercial Mortgage Trust 2018-B2
3.74%, 03/10/2051		22,000,000		21,900,329
Citigroup Global Markets Mortgage Securities VII, Inc.
0.00%, 12/25/2018 PO		209		179
3.95%, 04/25/2032 ⁽¹⁾⁽³⁾		17,471		17,332
7.00%, 06/25/2033 ⁽¹⁾		21,153		21,426
4.65%, 09/25/2033 ⁽⁴⁾		85,794		86,871
Citigroup Mortgage Loan Trust 2009-10
4.33%, 09/25/2033 ⁽³⁾⁽⁴⁾		278,330		282,750
7.00%, 12/25/2035 ⁽³⁾⁽⁴⁾		92,731		93,778
Citigroup Mortgage Loan Trust 2009-5
6.00%, 06/25/2036 ⁽³⁾⁽⁴⁾		12,444		12,417
Citigroup Mortgage Loan Trust 2009-8
6.00%, 11/25/2036 ⁽³⁾		2,037		2,032
Citigroup Mortgage Loan Trust 2015-A
4.50%, 06/25/2058 ⁽³⁾⁽⁴⁾		460,592		468,538
Citigroup Mortgage Loan Trust 2018-A
4.00%, 01/25/2068 ⁽³⁾⁽⁴⁾		2,299,369		2,290,253
Citigroup Mortgage Loan Trust, Inc.
0.00%, 12/25/2018 PO		901		898
0.00%, 12/25/2018 PO		10		10
5.50%, 12/25/2018		3,216		3,217
0.00%, 09/25/2033 PO		5,004		4,656
7.00%, 09/25/2033		7,039		7,125
0.00%, 10/25/2033 PO		6,788		5,899
5.25%, 10/25/2033		34,583		35,064
2.98% (1 Month LIBOR USD + 0.76%, 0.38% Floor), 12/25/2033 ⁽²⁾		18,035		17,975
4.01%, 08/25/2034 ⁽⁴⁾		37,845		37,144
3.27%, 02/25/2035 ⁽⁴⁾		27,512		23,907
5.50%, 05/25/2035		129,342		132,788
3.96%, 08/25/2035 ⁽⁴⁾		78,305		64,615
5.50%, 11/25/2035		6,937		6,951
6.00%, 11/25/2035		3,163,017		3,218,013
COBALT CMBS Commercial Mortgage Trust 2006-C1
1.02%, 08/15/2048 IO ⁽⁴⁾		825,271		12,974
COMM 2012-CCRE1 Mortgage Trust
3.39%, 05/15/2045		3,783,014		3,769,347
COMM 2012-CCRE2 Mortgage Trust
1.81%, 08/15/2045 IO ⁽⁴⁾		2,805,073		145,416
3.15%, 08/15/2045		9,614,464		9,525,534
COMM 2013-300P Mortgage Trust
4.35%, 08/10/2030 ⁽³⁾		516,000		534,703
COMM 2013-CCRE10 Mortgage Trust
3.92%, 08/10/2046		4,125,000		4,211,666
COMM 2013-CCRE11 Mortgage Trust
3.98%, 08/10/2050		4,977,000		5,092,681
4.26%, 08/10/2050		8,100,000		8,383,393
COMM 2013-CCRE12 Mortgage Trust
3.77%, 10/10/2046		9,777,000		9,917,363
COMM 2013-CCRE7 Mortgage Trust
3.21%, 03/10/2046		1,890,942		1,872,366
COMM 2013-CCRE8 Mortgage Trust
3.61%, 06/10/2046 ⁽⁴⁾		331,665		333,699
COMM 2013-CCRE9 Mortgage Trust
4.02%, 07/10/2045		3,553,729		3,641,957
4.38%, 07/10/2045 ⁽⁴⁾		3,894,459		4,031,884
COMM 2013-SFS Mortgage Trust
3.09%, 04/12/2035 ⁽³⁾⁽⁴⁾		708,000		691,493
COMM 2014-CCRE15 Mortgage Trust
2.93%, 02/10/2047		4,693,229		4,692,652
COMM 2014-CCRE16 Mortgage Trust
4.05%, 04/10/2047		2,535,000		2,596,488
COMM 2014-CCRE19 Mortgage Trust
3.80%, 08/10/2047		20,969,300		21,217,860
COMM 2014-CCRE20 Mortgage Trust
3.33%, 11/10/2047		12,000,000		11,842,588
COMM 2014-PAT Mortgage Trust
2.93% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 08/13/2027 ⁽²⁾⁽³⁾		1,649,000		1,649,000
COMM 2014-TWC Mortgage Trust
2.98% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 02/13/2032 ⁽²⁾⁽³⁾		3,250,000		3,253,046
3.75% (1 Month LIBOR USD + 1.60%, 1.60% Floor), 02/13/2032 ⁽²⁾⁽³⁾		1,000,000		1,001,874
COMM 2014-UBS4 Mortgage Trust
2.96%, 08/10/2047		10,755,915		10,759,154
COMM 2015-CCRE24 Mortgage Trust
3.43%, 08/10/2048		7,500,000		7,419,232
3.70%, 08/10/2048		770,833		773,234
COMM 2015-CCRE25 Mortgage Trust
3.51%, 08/10/2048		13,200,000		13,091,101
3.76%, 08/10/2048		2,437,000		2,450,894
COMM 2015-LC23 Mortgage Trust
3.77%, 10/10/2048		4,039,090		4,063,660
COMM 2018-COR3 Mortgage Trust
4.23%, 05/10/2051		3,562,000		3,661,490
COMM 2018-HOME Mortgage Trust
3.82%, 04/10/2033 ⁽³⁾⁽⁴⁾		8,245,000		8,171,666
Commercial Mortgage Trust
2.94%, 01/10/2046		2,976,000		2,920,108
Commercial Mortgage Trust 2006-GG7
5.93%, 07/10/2038 ⁽⁴⁾		85,715		85,694
Credit Suisse Commercial Mortgage Trust Series 2007-C2
0.10%, 01/15/2049 IO ⁽³⁾⁽⁴⁾		2,541,636		8
Credit Suisse First Boston Mortgage Securities Co.
0.00%, 08/25/2019 PO		107		107
5.25%, 08/25/2019		14,414		14,460
6.73%, 02/25/2033 ⁽⁴⁾		89,265		92,828
4.15%, 06/25/2033 ⁽⁴⁾		33,950		34,102
5.25%, 07/25/2033		2,087,331		2,119,613
5.25%, 09/25/2033		67,711		69,540
0.00%, 10/25/2033 PO		48,925		42,876
5.25%, 11/25/2033		91,882		92,842
5.25%, 11/25/2033		44,973		45,490
5.75%, 11/25/2033		281,346		289,661
4.00%, 03/25/2034 ⁽⁴⁾		1,962,326		2,004,157
5.50%, 09/25/2034		62,267		64,904
5.50%, 12/25/2034		106,058		110,716
0.00%, 10/25/2035 PO		19,583		15,256
5.50%, 10/25/2035 IO		227,628		2,942
0.00%, 11/25/2035 PO		11,590		8,109
CSAIL 2015-C4 Commercial Mortgage Trust
3.54%, 11/15/2048		7,500,000		7,420,605
CSAIL 2016-C7 Commercial Mortgage Trust
3.50%, 11/15/2049		3,495,000		3,409,893
CSAIL 2017-C8 Commercial Mortgage Trust
3.13%, 06/15/2050		15,525,000		14,724,629
CSMC 2014-USA OA LLC
4.37%, 09/15/2037 ⁽³⁾		3,000,000		2,846,752
CSMC 2018-RPL7 Trust
4.00%, 10/25/2048 ⁽³⁾		3,859,000		3,858,927
CSMC Series 2010-17R
4.07%, 06/26/2036 ⁽³⁾⁽⁴⁾		67,249		67,529
DBJPM 16-C1 Mortgage Trust
3.02%, 05/10/2049		15,000,000		14,380,363
DBUBS 2011-LC2 Mortgage Trust
1.25%, 07/10/2044 IO ⁽³⁾⁽⁴⁾		2,348,223		52,695
Deephaven Residential Mortgage Trust 2017-1
3.49%, 12/26/2046 ⁽³⁾⁽⁴⁾		742,597		740,222
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust Series 2005-1
5.39%, 02/25/2020 ⁽⁴⁾		25,310		25,313
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust Series 2005-3
3.65%, 06/25/2020 ⁽⁴⁾		47,343		46,556
Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 2004-4
6.15%, 04/25/2034 ⁽¹⁾		329		334
Fannie Mae
5.00%, 10/15/2041 ⁽⁶⁾		4,000,000		4,199,062
Fannie Mae Grantor Trust 1999-T2
7.50%, 01/19/2039 ⁽⁴⁾		83,871		89,828
Fannie Mae Grantor Trust 2001-T3
7.50%, 11/25/2040		133,134		147,955
Fannie Mae Grantor Trust 2002-T16
7.00%, 07/25/2042		136,484		152,821
Fannie Mae Grantor Trust 2004-T1
6.50%, 01/25/2044		37,837		41,702
Fannie Mae Grantor Trust 2004-T2
4.22%, 07/25/2043 ⁽⁴⁾		153,352		161,116
7.50%, 11/25/2043		248,644		278,838
Fannie Mae Grantor Trust 2004-T3
10.52%, 01/25/2044 ⁽⁴⁾		31,225		36,039
6.50%, 02/25/2044		374,496		411,263
7.00%, 02/25/2044		160,649		179,470
Fannie Mae Grantor Trust 2017-T1
2.90%, 06/25/2027		6,539,732		6,198,032
Fannie Mae Interest Strip
10.50%, 03/25/2019 IO		1		–
4.50%, 11/25/2020 IO		744		17
7.50%, 04/25/2023 IO		837		106
9.00%, 03/25/2024		702		785
0.00%, 09/25/2024 PO		65,427		61,088
0.00%, 01/25/2033 PO		10,730		9,380
5.00%, 12/25/2033 IO ⁽⁴⁾		14,597		2,969
5.50%, 05/25/2036 IO		55,486		12,899
5.50%, 08/25/2036 IO		36,954		8,597
5.50%, 04/25/2037 IO		16,194		2,771
6.00%, 01/25/2038 IO		36,307		7,242
2.72% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 08/25/2042 ⁽²⁾		804,716		810,260
2.77% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/25/2042 ⁽²⁾		2,044,811		2,065,232
Fannie Mae Pool
5.00%, 10/01/2018		49		50
4.50%, 11/01/2018		326		330
5.00%, 11/01/2018		507		522
5.00%, 11/01/2018		15		15
5.00%, 11/01/2018		734		756
5.00%, 12/01/2018		341		351
5.00%, 12/01/2018		2		2
9.50%, 12/01/2018		47		47
2.03% (11th District Cost of Funds Index + 1.25%, 1.75% Floor, 11.75% Cap), 01/01/2019 ⁽²⁾		8		8
3.63% (1 Year CMT Rate + 1.75%, 12.75% Cap), 03/01/2019 ⁽²⁾		23		23
4.50%, 03/01/2019		1,765		1,787
6.00%, 03/01/2019		330		331
3.50%, 04/01/2019		2,918		2,935
5.00%, 04/01/2019		4,589		4,727
5.00%, 04/01/2019		219		226
10.51%, 04/15/2019		20		20
2.19%, 05/01/2019		903,916		901,132
4.50%, 05/01/2019		596		604
4.50%, 06/01/2019		5,504		5,572
1.94%, 07/01/2019		1,236,871		1,226,182
2.37%, 07/01/2019		1,543,589		1,537,040
5.50%, 07/01/2019		5,886		5,902
6.00%, 07/01/2019		1		1
2.03%, 08/01/2019		239,717		238,047
5.50%, 08/01/2019		6,508		6,528
5.00%, 09/01/2019		251		258
5.50%, 09/01/2019		8,458		8,492
5.00%, 10/01/2019		1,065		1,100
6.00%, 10/01/2019		513		515
4.50%, 11/01/2019		945		957
4.50%, 11/01/2019		3,024		3,061
4.50%, 11/01/2019		5,784		5,855
1.47%, 12/01/2019		759,318		744,980
1.69%, 12/01/2019		1,032,000		1,014,788
4.26%, 12/01/2019		909,869		922,137
4.48%, 12/01/2019		1,272,771		1,287,987
4.50%, 12/01/2019		3,109		3,147
4.28%, 01/01/2020		1,378,227		1,394,179
5.50%, 01/01/2020		8,873		8,915
4.37%, 02/01/2020		723,383		734,926
4.40%, 02/01/2020		700,075		710,121
5.50%, 03/01/2020		536		538
6.00%, 03/01/2020		1,922		1,935
4.00%, 04/01/2020		1,004		1,005
4.38%, 04/01/2020		1,397,199		1,421,940
2.01%, 06/01/2020		9,288,000		9,118,767
5.50%, 06/01/2020		633		633
5.50%, 06/01/2020		3,627		3,644
3.74%, 07/01/2020		534,587		539,996
3.93%, 07/01/2020		1,400,875		1,419,380
3.95%, 07/01/2020		826,000		835,905
4.07%, 07/01/2020		2,976,764		3,022,765
5.50%, 07/01/2020		631		632
3.96%, 08/01/2020		935,863		949,216
6.50%, 08/01/2020		921		930
3.60%, 09/01/2020		179,911		181,402
3.29%, 10/01/2020		755,215		756,409
3.36%, 10/01/2020		786,764		789,821
3.50%, 10/01/2020		1,074,591		1,081,620
3.59%, 10/01/2020		1,434,611		1,446,536
3.92%, 10/01/2020		662,805		672,349
3.27%, 11/01/2020		753,681		755,236
2.00%, 12/01/2020		1,548,000		1,509,809
3.48%, 12/01/2020		840,349		845,937
3.54%, 12/01/2020		284,341		286,228
3.62%, 12/01/2020		1,271,325		1,283,701
3.70%, 12/01/2020		355,073		359,024
3.83%, 12/01/2020		849,837		861,588
3.56%, 01/01/2021		1,460,800		1,474,819
3.87%, 01/01/2021		1,129,152		1,146,475
3.93%, 01/01/2021		384,583		390,216
4.05%, 01/01/2021		482,000		490,479
4.28%, 01/01/2021		614,784		628,365
4.33%, 02/01/2021		474,498		485,713
4.16%, 03/01/2021		1,629,322		1,661,632
6.00%, 03/01/2021		12,192		12,462
8.00%, 03/01/2021		32		32
4.25%, 04/01/2021		784,000		802,242
4.25%, 04/01/2021		1,032,000		1,056,012
4.30%, 04/01/2021		285,558		292,393
4.33%, 04/01/2021		689,707		706,628
6.00%, 04/01/2021		4,118		4,190
6.00%, 04/01/2021		6,733		6,795
4.36%, 05/01/2021		1,451,039		1,488,871
3.97%, 06/01/2021		604,613		614,845
4.02%, 06/01/2021		691,000		703,892
4.10%, 06/01/2021		648,011		661,068
4.19%, 06/01/2021		522,774		534,541
4.26%, 06/01/2021		652,393		665,068
4.30%, 06/01/2021		1,199,916		1,229,951
4.34%, 06/01/2021		1,858,000		1,908,063
3.86%, 07/01/2021		910,056		926,001
3.89%, 07/01/2021		883,565		897,099
3.94%, 07/01/2021		1,032,000		1,049,497
3.99%, 07/01/2021		425,711		433,256
4.06%, 07/01/2021		965,513		984,571
4.26%, 07/01/2021		2,183,129		2,237,646
4.31%, 07/01/2021		753,423		772,712
6.00%, 07/01/2021		1,169		1,180
4.05%, 08/01/2021		164,693		167,961
4.13%, 08/01/2021		742,974		759,283
4.50%, 08/01/2021		2,838,000		2,929,440
6.00%, 08/01/2021		20,873		21,214
3.77%, 09/01/2021		2,776,000		2,810,442
3.85%, 09/01/2021		821,096		834,668
3.89%, 09/01/2021		1,399,068		1,421,597
3.92%, 09/01/2021		626,414		636,947
3.95%, 09/01/2021		971,620		986,890
3.31%, 10/01/2021		1,602,789		1,605,592
3.40%, 10/01/2021		331,600		333,013
3.43%, 11/01/2021		947,571		952,565
5.00%, 11/01/2021		19,574		20,163
3.03%, 12/01/2021		900,689		894,961
3.31%, 12/01/2021		366,605		367,275
3.42%, 12/01/2021		4,911,523		4,939,506
3.83%, 12/01/2021		1,548,000		1,575,559
6.00%, 12/01/2021		10,912		11,124
2.97%, 01/01/2022		722,870		716,902
3.03%, 01/01/2022		812,268		807,117
3.09%, 01/01/2022		1,263,969		1,258,071
3.20%, 01/01/2022		804,002		802,891
3.06%, 02/01/2022		863,000		857,932
3.14%, 02/01/2022		453,464		452,017
2.75%, 03/01/2022		908,373		892,775
2.88% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 100.00% Cap), 03/01/2022 ⁽²⁾		898,080		898,962
3.08%, 03/01/2022		397,023		394,921
3.14%, 03/01/2022		282,531		281,562
3.21%, 03/01/2022		310,000		309,604
2.70%, 04/01/2022		1,504,958		1,476,812
3.08%, 04/01/2022		963,132		957,856
3.73%, 04/01/2022		2,345,146		2,375,741
6.50%, 04/01/2022		13,105		13,384
2.77%, 05/01/2022		1,611,074		1,580,353
2.86%, 05/01/2022		1,371,172		1,351,542
2.94%, 05/01/2022		1,004,445		994,316
3.02%, 05/01/2022		637,067		632,293
3.12%, 05/01/2022		916,645		912,790
6.50%, 05/01/2022		3,338		3,659
2.60%, 06/01/2022		805,035		787,756
2.76%, 06/01/2022		1,605,000		1,567,586
2.67%, 07/01/2022		624,000		608,919
2.69%, 07/01/2022		962,244		937,693
2.71%, 07/01/2022		979,757		958,259
2.82%, 07/01/2022		1,036,726		1,018,240
2.65%, 08/01/2022		1,032,000		1,005,827
2.47%, 09/01/2022		363,855		353,390
4.03%, 09/01/2022		1,176,946		1,207,500
2.39%, 10/01/2022		619,701		601,271
2.57%, 10/01/2022		581,779		568,069
2.64%, 10/01/2022		647,522		630,805
2.37%, 11/01/2022		457,900		443,688
2.38%, 11/01/2022		832,177		806,573
2.41%, 11/01/2022		575,293		558,254
2.44%, 11/01/2022		789,978		767,472
2.45%, 11/01/2022		1,401,000		1,359,878
2.47%, 11/01/2022		516,000		501,098
2.55%, 11/01/2022		385,251		375,806
2.55%, 11/01/2022		1,206,043		1,176,473
7.50%, 11/01/2022		1,101		1,133
2.28%, 12/01/2022		988,338		953,533
2.32%, 12/01/2022		364,120		351,963
2.34%, 12/01/2022		2,278,779		2,198,827
2.38%, 12/01/2022		478,996		463,916
2.39%, 12/01/2022		1,016,743		985,272
2.42%, 12/01/2022		1,128,563		1,094,766
2.66%, 12/01/2022		1,480,408		1,444,547
6.50%, 12/01/2022		11,297		12,385
2.15%, 01/01/2023		467,997		448,972
2.33%, 01/01/2023		1,650,486		1,594,531
2.34%, 01/01/2023		1,317,708		1,273,595
2.37%, 01/01/2023		1,055,147		1,019,819
2.43% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 100.00% Cap), 01/01/2023 ⁽²⁾		4,152,795		4,138,024
2.45%, 01/01/2023		706,489		685,832
2.47% (1 Month LIBOR USD + 0.39%, 0.39% Floor, 100.00% Cap), 01/01/2023 ⁽²⁾		738,540		738,435
2.51%, 01/01/2023		949,000		921,003
2.60%, 01/01/2023		743,640		726,183
2.40%, 02/01/2023		1,449,709		1,407,024
2.45%, 02/01/2023		1,290,000		1,249,683
6.00%, 02/01/2023		147,836		152,768
2.49%, 03/01/2023		773,627		751,289
2.50%, 04/01/2023		1,445,000		1,399,381
2.64%, 04/01/2023		342,585		332,878
2.71%, 04/01/2023		584,325		569,344
2.52%, 05/01/2023		3,302,000		3,198,773
2.54%, 05/01/2023		308,298		299,227
5.00%, 05/01/2023		12,072		12,507
2.42%, 06/01/2023		865,441		835,973
2.77%, 06/01/2023		925,373		902,879
2.77%, 06/01/2023		1,710,346		1,669,812
2.64%, 07/01/2023		413,000		400,088
3.67%, 07/01/2023		4,850,000		4,918,304
3.74%, 07/01/2023		551,605		559,074
3.59%, 08/01/2023		1,135,000		1,145,173
3.76%, 10/01/2023		945,700		959,953
3.38%, 12/01/2023		2,470,781		2,470,679
3.50%, 12/01/2023		2,234,000		2,245,454
3.45%, 01/01/2024		1,754,895		1,759,817
6.00%, 01/01/2024		123,453		127,961
6.00%, 01/01/2024		42,563		44,142
7.00%, 01/01/2024		350		374
6.50%, 02/01/2024		56,602		59,147
10.00%, 02/01/2024		222		222
3.76%, 03/01/2024		1,265,000		1,282,146
8.00%, 05/01/2024		368		387
6.00%, 07/01/2024		29,410		30,607
6.50%, 07/01/2024		26,358		28,897
8.50%, 07/01/2024		1,099		1,187
5.00%, 08/01/2024		45,159		46,602
2.56% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 100.00% Cap), 09/01/2024 ⁽²⁾		3,575,047		3,559,087
7.50%, 10/01/2024		446		471
2.45% (1 Month LIBOR USD + 0.37%, 0.37% Floor, 100.00% Cap), 12/01/2024 ⁽²⁾		5,000,000		4,973,790
2.90%, 12/01/2024		2,000,000		1,944,982
2.92%, 12/01/2024		1,000,000		974,252
3.08%, 12/01/2024		1,906,052		1,874,984
3.11%, 12/01/2024		2,500,000		2,461,747
2.93%, 01/01/2025		1,917,408		1,870,265
3.64%, 01/01/2025		550,632		554,310
3.07%, 02/01/2025		4,995,000		4,902,853
2.70%, 04/01/2025		4,962,606		4,777,122
2.81%, 04/01/2025		1,400,000		1,353,659
6.50%, 04/01/2025		3,443		3,775
2.68%, 05/01/2025		1,885,494		1,813,332
8.50%, 05/01/2025		66		66
5.50%, 07/01/2025		59,866		63,915
3.10%, 09/01/2025		5,000,000		4,921,586
3.50%, 10/15/2025 ⁽⁶⁾		30,445,000		30,601,457
4.00%, 11/15/2025 ⁽⁶⁾		1,500,000		1,528,744
3.77%, 12/01/2025		3,500,000		3,552,925
3.50%, 01/01/2026		331,238		333,558
7.00%, 04/01/2026		5,098		5,225
6.00%, 07/01/2026		34,335		37,093
3.29%, 08/01/2026		1,500,000		1,479,780
3.29%, 08/01/2026		3,000,000		2,958,871
4.55%, 08/01/2026		947,476		991,287
4.76%, 08/01/2026		1,013,507		1,070,847
4.77%, 08/01/2026		644,763		681,401
6.50%, 08/01/2026		62,568		68,595
3.25%, 09/01/2026		1,500,000		1,476,027
3.68%, 09/01/2026		3,451,000		3,453,334
2.29%, 10/01/2026		10,376,519		9,641,923
3.24%, 10/01/2026		1,865,167		1,834,430
3.00%, 10/15/2026 ⁽⁶⁾		37,695,000		37,231,909
3.12%, 11/01/2026		986,629		959,798
3.14%, 12/01/2026		1,864,738		1,822,009
3.24%, 12/01/2026		1,500,000		1,472,314
3.26%, 12/01/2026		971,155		956,140
4.66%, 12/01/2026		1,103,172		1,151,314
3.12%, 02/01/2027		1,437,244		1,407,765
3.25%, 02/01/2027		5,836,428		5,722,652
3.34%, 02/01/2027		1,500,000		1,482,089
2.91%, 03/01/2027		10,000,000		9,610,849
3.13%, 03/01/2027		6,835,000		6,619,648
3.50%, 03/01/2027		2,149,923		2,166,790
3.66%, 03/01/2027		2,338,181		2,348,702
8.00%, 03/01/2027		6,611		7,100
3.00%, 04/01/2027		628,621		624,742
3.03%, 04/01/2027		1,500,000		1,452,900
2.79%, 05/01/2027		2,000,000		1,897,921
2.81%, 05/01/2027		1,988,657		1,897,606
2.83%, 05/01/2027		8,000,000		7,605,405
3.00%, 05/01/2027		3,710,688		3,687,779
3.00%, 06/01/2027		2,000,000		1,926,433
8.00%, 06/01/2027		5,393		5,790
3.50%, 07/01/2027		5,916,714		5,961,420
3.50%, 07/01/2027		2,841,435		2,857,777
6.00%, 07/01/2027		45,921		49,618
2.50%, 09/01/2027		523,268		509,080
2.58% (11th District Cost of Funds Index + 1.25%, 0.92% Floor, 12.72% Cap), 09/01/2027 ⁽²⁾		4,266		4,289
7.00%, 09/01/2027		774		853
6.00%, 11/01/2027		21,867		23,626
2.50%, 12/01/2027		1,132,563		1,101,906
2.91%, 12/01/2027		9,400,000		8,940,770
6.00%, 12/01/2027		64,661		69,870
3.08%, 01/01/2028		8,000,000		7,674,984
3.10%, 01/01/2028		6,750,000		6,506,122
6.00%, 01/01/2028		109,345		118,131
2.50%, 03/01/2028		4,056,806		3,944,441
2.50%, 04/01/2028		4,785,383		4,652,773
3.61%, 04/01/2028		3,033,902		3,029,739
5.00%, 05/01/2028		22,238		23,347
2.97%, 06/01/2028		3,150,534		2,998,407
3.57%, 06/01/2028		8,361,000		8,336,198
3.59%, 06/01/2028		8,000,000		7,989,465
8.00%, 06/01/2028		3,889		4,186
3.57%, 07/01/2028		10,020,142		9,997,556
9.50%, 07/01/2028		538		545
2.57%, 08/01/2028		5,400,000		4,969,908
2.64%, 08/01/2028		3,398,841		3,133,142
3.00%, 08/01/2028		1,524,600		1,511,427
3.53%, 08/01/2028		4,700,000		4,671,368
2.58%, 09/01/2028		3,830,000		3,515,388
2.59%, 09/01/2028		7,552,000		6,931,014
3.00%, 09/01/2028		2,372,904		2,352,400
8.00%, 09/01/2028		10,541		11,592
2.50%, 10/01/2028		569,261		553,485
2.55%, 10/01/2028		9,300,000		8,518,498
2.62%, 10/01/2028		9,592,229		8,892,574
6.00%, 10/01/2028		84,519		91,323
2.50%, 10/15/2028 ⁽⁶⁾		23,230,000		22,413,777
8.00%, 11/01/2028		25,528		28,518
2.69%, 12/01/2028		4,567,000		4,207,062
3.00%, 12/01/2028		908,739		900,885
6.00%, 12/01/2028		3,269		3,531
6.00%, 01/01/2029		4,082		4,493
7.00%, 01/01/2029		6,225		6,592
3.22%, 02/01/2029		9,000,000		8,712,029
3.28%, 02/01/2029		8,200,000		7,978,504
3.21%, 03/01/2029		10,000,000		9,663,194
3.30%, 03/01/2029		4,000,000		3,873,494
3.32%, 03/01/2029		2,931,650		2,874,762
4.01% (11th District Cost of Funds Index + 1.25%, 3.63% Floor, 13.51% Cap), 03/01/2029 ⁽²⁾		2,854		2,939
6.50%, 03/01/2029		16,365		17,706
3.26%, 04/01/2029		13,520,000		13,057,313
3.34%, 04/01/2029		5,087,755		4,996,452
3.20%, 06/01/2029		3,500,000		3,380,408
2.99%, 07/01/2029		9,527,000		8,968,670
3.02%, 07/01/2029		8,200,000		7,740,315
2.99%, 08/01/2029		7,240,000		6,818,236
4.50%, 08/01/2029		183,504		189,879
3.09%, 09/01/2029		7,484,000		7,093,403
4.50%, 09/01/2029		212,698		220,084
6.00%, 09/01/2029		56,878		61,455
2.90%, 10/01/2029		3,520,000		3,309,510
3.63%, 10/01/2029		1,416,712		1,410,489
6.50%, 11/01/2029		559,564		614,584
3.50%, 12/01/2029		4,591,097		4,622,735
3.23%, 01/01/2030		7,590,000		7,281,444
3.23%, 01/01/2030		4,592,498		4,442,324
4.50%, 01/01/2030		327,745		339,220
3.55%, 02/01/2030		1,500,000		1,478,895
2.50%, 04/01/2030		2,479,260		2,403,540
3.03%, 04/01/2030		3,500,000		3,257,615
3.08%, 04/01/2030		1,986,108		1,894,204
2.50%, 05/01/2030		3,058,406		2,964,955
2.92%, 05/01/2030		4,000,000		3,703,300
2.94%, 05/01/2030		2,500,000		2,309,532
3.00%, 05/01/2030		2,446,654		2,422,457
3.50%, 05/01/2030		804,850		809,536
2.96%, 06/01/2030		1,942,937		1,836,966
3.13%, 06/01/2030		1,000,000		945,463
3.20%, 06/01/2030		1,000,000		950,536
3.30%, 07/01/2030		1,005,000		959,781
3.34%, 07/01/2030		1,500,000		1,442,554
3.56%, 07/01/2030		8,484,000		8,397,760
3.68%, 07/01/2030		3,355,000		3,347,240
3.82%, 07/01/2030		8,317,000		8,434,474
3.85%, 07/01/2030		13,900,000		14,133,326
3.39%, 09/01/2030		1,900,155		1,851,892
3.26%, 10/01/2030		4,987,032		4,833,359
3.00%, 02/01/2031		10,772,177		10,651,444
5.00%, 04/01/2031		154,756		165,247
2.00%, 08/01/2031		3,171,033		2,974,675
6.50%, 08/01/2031		12,366		13,557
2.50%, 11/01/2031		4,011,025		3,873,591
4.00%, 11/01/2031		5,476,715		5,573,365
6.50%, 02/01/2032		66,211		72,590
3.00%, 04/01/2032		148,942		147,272
3.32%, 04/01/2032		6,173,611		5,916,179
3.00%, 05/01/2032		927,571		917,175
3.00%, 06/01/2032		930,443		920,015
7.00%, 06/01/2032		5,214		5,426
3.00%, 07/01/2032		340,337		336,523
3.50%, 07/01/2032		145,048		145,608
7.00%, 08/01/2032		1,227		1,241
3.22%, 09/01/2032		6,000,000		5,630,046
5.50%, 11/01/2032		56,231		60,728
3.50%, 12/01/2032		355,045		355,100
5.00%, 12/01/2032		679		686
6.00%, 12/01/2032		24,945		27,129
6.00%, 12/01/2032		166,752		183,697
3.19%, 01/01/2033		4,936,583		4,813,309
3.50%, 02/01/2033		644,523		644,616
3.50%, 02/01/2033		7,999,998		8,045,824
5.50%, 02/01/2033		2,111		2,276
7.00%, 02/01/2033		1,545		1,605
3.50%, 03/01/2033		3,737,428		3,758,840
5.50%, 03/01/2033		87,837		95,663
6.00%, 03/01/2033		7,557		8,166
6.00%, 03/01/2033		2,455		2,652
6.00%, 03/01/2033		5,614		6,182
6.00%, 03/01/2033		4,115		4,447
6.00%, 03/01/2033		4,377		4,754
5.50%, 04/01/2033		60,430		65,237
6.00%, 05/01/2033		22,683		25,070
3.50%, 06/01/2033		252,894		252,933
5.00%, 06/01/2033		17,401		18,490
7.00%, 06/01/2033		102,665		116,472
3.72%, 07/01/2033		11,178,000		11,099,399
5.00%, 07/01/2033		21,502		22,847
5.00%, 07/01/2033		17,748		18,860
5.50%, 07/01/2033		14,310		15,458
4.29% (12 Month LIBOR USD + 1.60%, 9.24% Cap), 08/01/2033 ⁽²⁾		29,693		30,982
6.00%, 08/01/2033		6,966		7,526
3.50%, 09/01/2033		2,499,998		2,514,318
3.89% (6 Month LIBOR USD + 1.41%, 9.20% Cap), 09/01/2033 ⁽²⁾		47,944		49,301
4.32% (12 Month LIBOR USD + 1.81%, 9.15% Cap), 09/01/2033 ⁽²⁾		14,022		14,792
5.50%, 09/01/2033		226,128		243,733
6.00%, 09/01/2033		12,915		14,238
6.00%, 09/01/2033		14,717		15,629
3.50%, 10/01/2033		11,753,158		11,798,515
4.50%, 10/01/2033		5,265,914		5,462,190
3.27% (12 Month LIBOR USD + 1.51%, 10.26% Cap), 11/01/2033 ⁽²⁾		36,493		38,090
4.50%, 11/01/2033		18,311		18,982
5.00%, 11/01/2033		5,666		6,016
5.00%, 11/01/2033		3,856,606		4,094,718
5.00%, 11/01/2033		49,470		52,686
5.50%, 11/01/2033		3,777		4,044
4.00%, 12/01/2033		58,011		58,678
5.50%, 12/01/2033		90,040		99,441
3.43% (12 Month LIBOR USD + 1.67%, 8.87% Cap), 01/01/2034 ⁽²⁾		13,348		13,951
5.50%, 01/01/2034		8,357		9,200
5.50%, 03/01/2034		8,737		9,431
5.00%, 04/01/2034		116,432		124,360
5.00%, 05/01/2034		38,682		41,227
4.29% (1 Year CMT Rate + 2.30%, 9.22% Cap), 06/01/2034 ⁽²⁾		38,572		40,618
3.56% (1 Year CMT Rate + 2.05%, 9.32% Cap), 07/01/2034 ⁽²⁾		2,835		2,982
3.70% (6 Month LIBOR USD + 1.20%, 10.34% Cap), 08/01/2034 ⁽²⁾		34,955		35,717
4.39% (12 Month LIBOR USD + 1.64%, 9.99% Cap), 08/01/2034 ⁽²⁾		21,508		22,516
4.50% (12 Month LIBOR USD + 1.75%, 10.00% Cap), 08/01/2034 ⁽²⁾		8,566		8,959
4.17% (12 Month LIBOR USD + 1.60%, 10.95% Cap), 09/01/2034 ⁽²⁾		3,875		4,046
4.50%, 09/01/2034		31,599		32,797
5.50%, 09/01/2034		20,747		22,404
3.48% (12 Month LIBOR USD + 1.51%, 10.09% Cap), 10/01/2034 ⁽²⁾		16,250		16,832
4.37% (1 Year CMT Rate + 2.38%, 10.18% Cap), 10/01/2034 ⁽²⁾		41,781		44,212
5.50%, 10/01/2034		32,595		33,641
3.25% (1 Year CMT Rate + 2.00%, 9.13% Cap), 11/01/2034 ⁽²⁾		6,305		6,607
3.43% (12 Month LIBOR USD + 1.68%, 9.79% Cap), 11/01/2034 ⁽²⁾		15,861		16,698
3.57%, 11/01/2034		1,367,442		1,355,270
3.61%, 11/01/2034		1,405,148		1,378,219
6.00%, 11/01/2034		5,596		6,164
5.00%, 12/01/2034		30,348		32,227
3.42% (12 Month LIBOR USD + 1.55%, 10.31% Cap), 01/01/2035 ⁽²⁾		13,018		13,620
3.93% (6 Month LIBOR USD + 1.51%, 10.85% Cap), 01/01/2035 ⁽²⁾		232,960		240,624
5.00%, 01/01/2035		22,482		23,622
7.50%, 01/01/2035		43,987		50,058
4.03% (6 Month LIBOR USD + 1.54%, 10.94% Cap), 02/01/2035 ⁽²⁾		11,406		11,781
5.00%, 02/01/2035		3,393,005		3,602,439
5.00%, 02/01/2035		656,953		697,506
5.50%, 02/01/2035		70,053		75,710
3.44% (12 Month LIBOR USD + 1.53%, 9.88% Cap), 03/01/2035 ⁽²⁾		43,119		44,999
7.50%, 03/01/2035		51,992		59,443
3.45%, 04/01/2035		1,894,330		1,826,017
4.15% (1 Year CMT Rate + 2.22%, 9.56% Cap), 04/01/2035 ⁽²⁾		45,098		47,395
6.00%, 04/01/2035		104,694		115,309
3.91% (12 Month LIBOR USD + 1.31%, 10.01% Cap), 05/01/2035 ⁽²⁾		37,822		39,115
4.13% (12 Month LIBOR USD + 1.60%, 10.89% Cap), 05/01/2035 ⁽²⁾		6,911		7,191
3.12%, 06/01/2035		3,400,000		3,105,934
5.00%, 06/01/2035		595,980		632,756
3.62% (1 Year CMT Rate + 1.86%, 10.42% Cap), 07/01/2035 ⁽²⁾		16,619		17,232
5.00%, 07/01/2035		2,852,926		3,029,082
5.00%, 07/01/2035		17,591		18,525
5.00%, 07/01/2035		3,240,655		3,440,614
4.14% (12 Month LIBOR USD + 1.39%, 11.01% Cap), 08/01/2035 ⁽²⁾		2,052		2,106
3.93% (12 Month LIBOR USD + 1.54%, 10.44% Cap), 09/01/2035 ⁽²⁾		25,244		26,409
5.00%, 09/01/2035		63,359		67,644
4.50% (1 Year CMT Rate + 2.47%, 10.46% Cap), 10/01/2035 ⁽²⁾		58,429		61,447
5.00%, 10/01/2035		296,061		314,420
5.00%, 11/01/2035		670,039		711,782
5.50%, 12/01/2035		27,256		28,432
3.75% (1 Year CMT Rate + 2.25%, 9.67% Cap), 01/01/2036 ⁽²⁾		42,319		44,571
3.79% (12 Month US Treasury Average + 1.99%, 8.59% Cap), 01/01/2036 ⁽²⁾		113,206		115,959
4.25% (12 Month LIBOR USD + 2.25%, 10.13% Cap), 01/01/2036 ⁽²⁾		3,570		3,606
5.00%, 01/01/2036		54,843		58,255
6.50%, 01/01/2036		323,898		358,447
4.78% (6 Month LIBOR USD + 2.50%, 10.92% Cap), 02/01/2036 ⁽²⁾		8,645		9,087
5.00%, 02/01/2036		44,124		46,866
6.00%, 02/01/2036		5,285		5,581
7.00%, 02/01/2036		48,550		54,321
3.19%, 03/01/2036		2,707,651		2,592,319
4.91% (6 Month LIBOR USD + 2.50%, 11.27% Cap), 03/01/2036 ⁽²⁾		359,920		385,150
7.00%, 03/01/2036		2,147		2,330
5.50%, 04/01/2036		80,134		86,635
6.50%, 04/01/2036		1,015		1,020
4.22% (12 Month LIBOR USD + 1.84%, 11.04% Cap), 05/01/2036 ⁽²⁾		23,224		24,493
5.50%, 05/01/2036		106,953		114,895
5.50%, 05/01/2036		67,844		73,612
4.17% (12 Month LIBOR USD + 1.55%, 11.17% Cap), 06/01/2036 ⁽²⁾		7,918		8,228
4.55% (12 Month LIBOR USD + 1.82%, 11.18% Cap), 06/01/2036 ⁽²⁾		185,211		195,359
4.60% (12 Month LIBOR USD + 1.92%, 10.54% Cap), 06/01/2036 ⁽²⁾		44,489		47,068
4.52% (12 Month LIBOR USD + 1.77%, 10.90% Cap), 07/01/2036 ⁽²⁾		66,326		69,778
6.50%, 07/01/2036		5,149		5,669
4.27% (1 Year CMT Rate + 2.12%, 10.49% Cap), 08/01/2036 ⁽²⁾		29,415		30,834
4.50% (12 Month LIBOR USD + 1.75%, 11.33% Cap), 08/01/2036 ⁽²⁾		37,226		37,655
4.58% (12 Month LIBOR USD + 1.85%, 10.87% Cap), 08/01/2036 ⁽²⁾		76,771		81,017
6.50%, 08/01/2036		200,933		220,291
3.48% (6 Month LIBOR USD + 1.28%, 12.90% Cap), 09/01/2036 ⁽²⁾		149,981		153,716
3.51% (12 Month LIBOR USD + 1.62%, 11.33% Cap), 09/01/2036 ⁽²⁾		54,102		56,239
3.57% (12 Month LIBOR USD + 1.82%, 10.97% Cap), 09/01/2036 ⁽²⁾		38,368		40,286
3.60% (6 Month LIBOR USD + 1.60%, 10.33% Cap), 09/01/2036 ⁽²⁾		35,100		36,397
4.51% (12 Month LIBOR USD + 1.76%, 11.09% Cap), 09/01/2036 ⁽²⁾		141,500		148,956
6.00%, 09/01/2036		407,986		449,490
2.50%, 10/01/2036		8,734,927		8,291,834
3.78% (12 Month LIBOR USD + 1.66%, 11.58% Cap), 10/01/2036 ⁽²⁾		65,445		68,288
3.87% (12 Month LIBOR USD + 2.08%, 10.59% Cap), 10/01/2036 ⁽²⁾		111,061		117,542
4.00% (12 Month LIBOR USD + 2.08%, 11.41% Cap), 10/01/2036 ⁽²⁾		69,709		73,778
6.50%, 10/01/2036		44,227		48,831
3.00%, 11/01/2036		8,228,671		8,025,044
3.63% (12 Month LIBOR USD + 1.88%, 12.19% Cap), 11/01/2036 ⁽²⁾		12,024		12,665
3.96% (12 Month LIBOR USD + 2.21%, 10.52% Cap), 11/01/2036 ⁽²⁾		22,622		23,876
5.50%, 11/01/2036		25,998		28,067
6.00%, 11/01/2036		59,382		65,384
2.50%, 12/01/2036		4,914,434		4,665,153
3.54% (12 Month LIBOR USD + 1.79%, 10.98% Cap), 12/01/2036 ⁽²⁾		134,465		141,558
3.69% (12 Month LIBOR USD + 1.94%, 10.70% Cap), 12/01/2036 ⁽²⁾		34,876		36,599
7.00%, 12/01/2036		7,786		8,321
3.75% (12 Month LIBOR USD + 1.93%, 10.86% Cap), 01/01/2037 ⁽²⁾		34,004		35,951
3.94% (6 Month LIBOR USD + 1.44%, 12.56% Cap), 01/01/2037 ⁽²⁾		61,885		63,841
6.50%, 01/01/2037		100,229		109,588
3.98% (6 Month LIBOR USD + 1.48%, 12.60% Cap), 02/01/2037 ⁽²⁾		80,099		82,757
4.53% (6 Month LIBOR USD + 2.03%, 10.64% Cap), 02/01/2037 ⁽²⁾		60,586		63,860
5.50%, 03/01/2037		512,623		553,384
6.00%, 03/01/2037		85,001		90,341
7.00%, 03/01/2037		12,635		13,966
3.80% (12 Month LIBOR USD + 1.71%, 10.78% Cap), 04/01/2037 ⁽²⁾		125,129		131,020
5.50%, 04/01/2037		169,562		183,085
7.00%, 04/01/2037		9,837		10,638
4.00%, 05/01/2037		13,373,936		13,611,896
5.50%, 05/01/2037		250,026		269,702
6.50%, 05/01/2037		8,355		8,467
7.50%, 05/01/2037		35,731		41,624
3.80% (6 Month LIBOR USD + 1.31%, 12.18% Cap), 07/01/2037 ⁽²⁾		81,279		83,367
4.13% (12 Month LIBOR USD + 1.68%, 11.01% Cap), 07/01/2037 ⁽²⁾		180,053		188,484
4.22% (12 Month LIBOR USD + 1.47%, 10.72% Cap), 07/01/2037 ⁽²⁾		8,323		8,642
4.52% (12 Month LIBOR USD + 1.87%, 10.42% Cap), 07/01/2037 ⁽²⁾		62,351		65,573
5.00%, 07/01/2037		834,558		886,150
5.11% (12 Month LIBOR USD + 2.37%, 11.14% Cap), 08/01/2037 ⁽²⁾		70,840		75,003
6.50%, 08/01/2037		39,295		43,874
6.50%, 08/01/2037		33,445		37,594
3.97% (1 Year CMT Rate + 2.32%, 11.07% Cap), 09/01/2037 ⁽²⁾		17,438		18,406
4.09% (12 Month LIBOR USD + 1.46%, 10.82% Cap), 09/01/2037 ⁽²⁾		38,410		40,152
4.48% (12 Month LIBOR USD + 1.73%, 11.94% Cap), 09/01/2037 ⁽²⁾		44,151		45,856
4.53% (12 Month LIBOR USD + 1.78%, 11.21% Cap), 09/01/2037 ⁽²⁾		10,371		10,535
6.00%, 09/01/2037		88,022		96,956
7.00%, 09/01/2037		45,920		50,794
6.50%, 10/01/2037		81,478		90,986
7.50%, 10/01/2037		185,978		216,962
3.93% (12 Month LIBOR USD + 1.44%, 11.21% Cap), 11/01/2037 ⁽²⁾		136,573		141,387
3.94% (1 Year CMT Rate + 2.09%, 10.55% Cap), 11/01/2037 ⁽²⁾		72,388		75,754
7.50%, 11/01/2037		62,051		70,745
8.00%, 11/01/2037		14,085		15,224
3.84% (1 Year CMT Rate + 2.23%, 10.68% Cap), 12/01/2037 ⁽²⁾		135,655		142,104
3.79% (12 Month LIBOR USD + 1.79%, 10.19% Cap), 01/01/2038 ⁽²⁾		18,581		19,221
5.50%, 01/01/2038		155,865		168,190
8.00%, 01/01/2038		7,383		8,605
6.00%, 04/01/2038		37,085		40,064
5.50%, 05/01/2038		26,612		27,463
6.00%, 05/01/2038		266,438		291,598
5.50%, 06/01/2038		1,978		2,132
5.50%, 06/01/2038		1,082,165		1,163,803
5.50%, 06/01/2038		150,839		162,869
3.50%, 09/01/2038		1,638,994		1,630,621
5.50%, 09/01/2038		915,698		989,523
7.00%, 09/01/2038		54,991		62,191
6.50%, 10/01/2038		96,700		108,418
6.50%, 10/01/2038		377,846		422,040
7.00%, 10/01/2038		111,560		129,201
6.00%, 11/01/2038		75,728		83,920
7.00%, 11/01/2038		72,548		83,422
7.50%, 11/01/2038		49,947		58,475
7.00%, 12/01/2038		183,947		211,076
5.00%, 01/01/2039		2,547,191		2,703,345
7.00%, 01/01/2039		317,653		361,806
7.50%, 04/01/2039		168,616		183,599
4.50%, 05/01/2039		392,290		408,665
5.50%, 06/01/2039		27,020		28,372
5.00%, 09/01/2039		134,446		142,489
5.50%, 09/01/2039		97,288		104,419
4.50%, 11/01/2039		29,102		30,307
5.50%, 12/01/2039		98,947		106,213
6.00%, 12/01/2039		1,305,430		1,435,961
5.50%, 01/01/2040		667,297		732,087
5.00%, 04/01/2040		330,064		350,712
4.00%, 07/01/2040		5,841,299		5,942,041
4.00%, 08/01/2040		203,904		207,440
4.50%, 08/01/2040		4,291,834		4,468,228
4.50%, 08/01/2040		4,328,157		4,504,803
5.00%, 08/01/2040		757,487		806,002
5.00%, 08/01/2040		367,538		391,078
4.00%, 09/01/2040		1,496,617		1,522,616
4.50%, 09/01/2040		1,407,527		1,464,827
3.50%, 10/01/2040 ⁽⁶⁾		68,920,000		67,822,311
4.00%, 10/01/2040		1,739,370		1,769,574
4.50%, 10/01/2040		576,691		600,167
6.00%, 10/01/2040		1,784,926		1,967,529
3.50%, 12/01/2040		129,763		128,719
4.00%, 12/01/2040		297,915		303,095
4.00%, 12/01/2040		1,519,921		1,546,253
4.50%, 12/01/2040		536,889		558,747
4.50%, 12/01/2040		6,280,994		6,537,321
4.50%, 12/01/2040		2,708,277		2,818,540
4.50%, 12/01/2040		1,817,851		1,891,139
4.00%, 01/01/2041		1,207,289		1,228,233
4.00%, 01/01/2041		2,070,463		2,106,391
4.00%, 01/01/2041		1,813,983		1,845,517
4.00%, 01/01/2041		2,012,724		2,047,621
4.00%, 01/01/2041		610,173		620,781
4.00%, 01/01/2041		901,208		916,880
4.00%, 01/01/2041		274,371		279,139
3.50%, 02/01/2041		10,900,855		10,813,068
4.00%, 02/01/2041		2,710,724		2,757,761
4.00%, 02/01/2041		70,485		71,709
4.00%, 02/01/2041		1,691,175		1,721,609
4.00%, 03/01/2041		9,022,369		9,179,235
4.50%, 03/01/2041		1,368,892		1,424,618
4.50%, 04/01/2041		1,209,730		1,258,983
4.50%, 05/01/2041		1,829,620		1,905,597
4.50%, 05/01/2041		7,351,266		7,650,567
5.00%, 05/01/2041		147,943		157,416
4.50%, 07/01/2041		435,711		453,003
6.00%, 07/01/2041		4,594,515		5,058,387
4.50%, 08/01/2041		2,765,370		2,871,976
4.00%, 09/01/2041		323,036		328,654
4.00%, 10/01/2041		1,296,891		1,319,433
4.00%, 10/01/2041		749,831		759,457
4.00%, 10/15/2041 ⁽⁶⁾		54,855,000		55,389,288
4.50%, 10/15/2041 ⁽⁶⁾		1,650,000		1,702,143
5.50%, 10/15/2041 ⁽⁶⁾		7,750,000		8,275,547
3.50%, 11/01/2041		477,321		473,476
3.50%, 11/01/2041		4,637,311		4,599,962
3.50%, 12/01/2041		856,589		849,689
3.50%, 12/01/2041		8,574,108		8,505,084
3.50%, 12/01/2041		330,661		328,001
4.00%, 12/01/2041		1,754,468		1,784,948
4.00%, 12/01/2041		2,605,429		2,650,736
4.00%, 01/01/2042		3,675,435		3,741,397
4.50%, 01/01/2042		869,013		901,718
4.50%, 01/01/2042		2,915,008		3,033,621
3.50%, 02/01/2042		296,794		294,424
3.50%, 02/01/2042		539,977		535,629
4.50%, 02/01/2042		357,938		371,213
4.00%, 03/01/2042		175,814		176,971
3.50%, 04/01/2042		337,285		334,569
3.00%, 05/01/2042		649,124		627,237
3.50%, 05/01/2042		9,136,288		9,062,737
4.50%, 05/01/2042		742,795		773,039
5.00%, 05/01/2042		2,572,924		2,739,855
3.50%, 06/01/2042		2,029,441		2,013,137
3.50%, 07/01/2042		4,699,404		4,661,552
3.50%, 07/01/2042		1,360,134		1,349,180
4.00%, 07/01/2042		485,262		492,071
4.00%, 07/01/2042		535,113		542,504
4.00%, 07/01/2042		522,826		530,162
4.00%, 07/01/2042		865,128		877,144
3.50%, 08/01/2042		873,119		866,087
4.00%, 08/01/2042		6,717,445		6,838,383
3.50%, 09/01/2042		1,102,478		1,088,026
3.50%, 09/01/2042		768,824		762,632
3.50%, 09/01/2042		1,068,964		1,061,679
3.50%, 09/01/2042		6,179,518		6,129,750
3.00%, 10/01/2042		5,885,532		5,688,553
3.50%, 10/01/2042		477,380		474,063
3.50%, 10/01/2042		1,507,200		1,495,061
3.50%, 10/01/2042		543,531		539,153
3.50%, 10/01/2042		815,285		808,719
3.00%, 10/15/2042 ⁽⁶⁾		7,820,000		7,483,161
3.00%, 11/01/2042		2,356,563		2,275,812
3.50%, 11/01/2042		3,204,683		3,179,368
3.50%, 11/01/2042		8,428,273		8,360,390
4.50%, 11/01/2042		10,012,320		10,419,433
3.00%, 12/01/2042		132,098		127,586
3.00%, 12/01/2042		1,379,645		1,332,530
4.00%, 12/01/2042		606,013		616,550
2.50%, 01/01/2043		2,897,788		2,694,860
3.00%, 01/01/2043		1,746,027		1,684,647
3.00%, 01/01/2043		1,906,660		1,841,327
3.00%, 01/01/2043		1,191,718		1,150,883
3.00%, 01/01/2043		2,034,420		1,964,479
3.50%, 01/01/2043		1,224,216		1,214,425
3.50%, 01/01/2043		901,816		889,994
2.50%, 02/01/2043		1,293,174		1,202,620
3.00%, 02/01/2043		948,457		915,070
3.50%, 02/01/2043		77,837		77,210
3.50%, 02/01/2043		81,644		80,988
3.00%, 03/01/2043		431,999		416,985
3.50%, 03/01/2043		642,768		634,341
3.50%, 03/01/2043		5,020,427		4,979,999
3.50%, 03/01/2043		1,761,162		1,746,980
3.00%, 04/01/2043		3,253,706		3,140,697
3.00%, 04/01/2043		862,378		832,347
3.00%, 04/01/2043		1,039,962		1,003,968
3.00%, 04/01/2043		2,241,288		2,163,442
3.00%, 04/01/2043		1,431,338		1,381,956
3.50%, 04/01/2043		2,117,143		2,097,279
3.50%, 04/01/2043		5,431,108		5,387,374
3.00%, 05/01/2043		1,739,743		1,679,155
3.00%, 05/01/2043		1,115,857		1,076,997
3.00%, 05/01/2043		420,971		406,350
3.00%, 05/01/2043		141,339		136,439
3.00%, 05/01/2043		812,431		784,211
3.00%, 05/01/2043		12,357,307		11,928,085
3.00%, 05/01/2043		2,757,962		2,662,166
3.50%, 05/01/2043		815,573		804,891
3.50%, 05/01/2043		2,277,814		2,247,951
3.50%, 05/01/2043		103,082		102,252
3.50%, 05/01/2043		1,681,390		1,659,346
3.00%, 06/01/2043		107,796		104,077
3.00%, 06/01/2043		489,106		472,067
3.00%, 06/01/2043		524,704		506,431
3.00%, 06/01/2043		294,832		284,581
3.00%, 06/01/2043		777,344		750,979
3.00%, 06/01/2043		2,984,499		2,880,889
3.00%, 06/01/2043		8,416,371		8,124,368
3.50%, 06/01/2043		2,055,211		2,028,265
3.00%, 07/01/2043		520,470		502,358
3.00%, 07/01/2043		475,971		459,432
3.00%, 07/01/2043		1,782,792		1,721,032
3.00%, 07/01/2043		395,502		381,719
3.00%, 07/01/2043		13,744,792		13,272,960
3.00%, 07/01/2043		2,098,933		2,025,894
3.00%, 07/01/2043		1,322,489		1,276,502
3.00%, 07/01/2043		2,888,321		2,788,134
3.00%, 07/01/2043		94,687		91,392
3.00%, 07/01/2043		482,712		465,926
3.50%, 07/01/2043		10,615,852		10,527,597
4.00%, 07/01/2043		1,211,442		1,228,325
3.00%, 08/01/2043		1,037,459		1,001,909
3.00%, 08/01/2043		1,197,905		1,156,281
3.00%, 08/01/2043		4,425,509		4,275,410
3.00%, 08/01/2043		1,501,992		1,449,847
3.00%, 08/01/2043		3,376,620		3,259,118
3.00%, 08/01/2043		1,967,267		1,898,809
3.00%, 09/01/2043		1,043,850		1,007,658
3.50%, 09/01/2043		12,057,412		11,979,393
4.50%, 09/01/2043		817,398		851,977
5.00%, 09/01/2043		1,388,216		1,465,255
2.50%, 10/01/2043		2,592,851		2,411,112
3.00%, 10/01/2043		110,545		106,709
4.00%, 11/01/2043		4,480,371		4,547,787
4.00%, 12/01/2043		192,666		195,418
4.00%, 12/01/2043		1,016,319		1,032,040
4.00%, 12/01/2043		1,900,533		1,934,580
3.00%, 02/01/2044		8,177,728		7,902,203
4.00%, 06/01/2044		5,761,445		5,861,577
4.00%, 07/01/2044		5,319,862		5,400,198
4.00%, 08/01/2044		7,940,442		8,066,683
4.00%, 09/01/2044		1,725,592		1,746,784
4.00%, 01/01/2045		12,393,672		12,539,764
3.50%, 02/01/2045		9,326,122		9,251,071
3.00%, 04/01/2045		9,384,985		9,030,138
3.50%, 04/01/2045		15,165,347		14,989,200
3.50%, 06/01/2045		12,449,854		12,305,241
3.50%, 06/01/2045		3,431,580		3,391,719
4.00%, 07/01/2045		9,537,526		9,668,478
3.50%, 11/01/2045		3,716,973		3,673,798
3.50%, 12/01/2045		900,394		889,935
4.00%, 12/01/2045		1,811,531		1,831,630
4.00%, 12/01/2045		8,266,738		8,358,884
3.50%, 01/01/2046		12,387,282		12,243,387
4.00%, 01/01/2046		5,111,177		5,167,886
4.50%, 02/01/2046		10,513,675		10,940,922
2.50%, 05/01/2046		1,660,562		1,537,319
3.00%, 05/01/2046		2,103,953		2,030,719
3.50%, 05/01/2046		105,629		104,369
3.50%, 06/01/2046		7,707,848		7,613,532
3.50%, 06/01/2046		1,436,810		1,419,526
2.50%, 07/01/2046		3,320,095		3,073,685
3.00%, 07/01/2046		6,554,766		6,280,567
3.50%, 07/01/2046		3,807,342		3,760,363
3.50%, 07/01/2046		271,903		268,548
4.00%, 08/01/2046		8,712,033		8,810,501
3.00%, 09/01/2046		11,448,039		10,967,373
3.00%, 09/01/2046		8,186,524		7,843,214
3.50%, 09/01/2046		3,249,780		3,207,159
2.50%, 10/01/2046		1,219,166		1,128,675
3.00%, 10/01/2046		2,582,471		2,474,040
3.50%, 10/01/2046		619,284		611,515
3.00%, 11/01/2046		8,876,921		8,503,743
3.00%, 11/01/2046		2,651,482		2,540,017
3.50%, 11/01/2046		1,190,548		1,175,488
3.50%, 11/01/2046		16,746,716		16,552,202
3.50%, 12/01/2046		4,453,787		4,395,610
3.50%, 12/01/2046		8,601,132		8,488,781
3.00%, 01/01/2047		23,336,149		22,352,717
3.50%, 03/01/2047		9,075,282		8,952,964
3.50%, 03/01/2047		11,076,281		10,926,994
3.50%, 03/01/2047		412,383		406,718
4.00%, 03/01/2047		11,751,866		11,882,001
4.50%, 03/01/2047		1,707,276		1,765,051
3.50%, 04/01/2047		2,474,598		2,442,268
3.50%, 04/01/2047		9,117,798		8,994,905
4.00%, 06/01/2047		3,617,344		3,668,338
5.00%, 06/01/2047		4,182,555		4,420,606
3.50%, 07/01/2047		10,467,187		10,326,103
3.50%, 08/01/2047		9,718,236		9,582,729
4.50%, 08/01/2047		2,343,472		2,419,263
3.50%, 09/01/2047		9,078,992		8,956,620
3.50%, 11/01/2047		3,883,916		3,829,970
3.50%, 11/01/2047		37,934,817		37,353,343
4.00%, 01/01/2048		4,208,038		4,253,902
4.00%, 01/01/2048		9,383,084		9,494,279
4.00%, 01/01/2048		8,897,727		9,016,564
4.00%, 01/01/2048		8,900,277		9,040,291
5.00%, 01/01/2048		1,830,236		1,922,001
4.00%, 03/01/2048		10,799,848		10,972,024
4.00%, 03/01/2048		4,830,516		4,887,569
4.00%, 04/01/2048		8,180,283		8,286,499
4.00%, 04/01/2048		8,124,919		8,227,399
4.50%, 05/01/2048		7,298,560		7,577,055
5.00%, 05/01/2048		4,849,074		5,091,589
5.00%, 05/01/2048		10,552,853		11,081,957
4.50%, 06/01/2048		20,099,274		20,742,394
4.50%, 07/01/2048		502,533		527,287
4.50%, 07/01/2048		585,510		610,741
4.50%, 07/01/2048		781,149		817,700
4.00%, 08/01/2048		16,419,681		16,588,224
4.50%, 08/01/2048		12,424,727		12,826,010
4.50%, 08/01/2048		2,293,053		2,392,572
4.50%, 08/01/2048		868,081		908,701
4.50%, 09/01/2048		712,273		747,357
4.50%, 09/01/2048		16,546,523		17,080,931
4.50%, 09/01/2048		553,657		579,564
4.50%, 09/01/2048		608,183		636,635
5.00%, 09/01/2048		12,528,729		13,169,842
6.00%, 11/01/2048		41,774		43,749
Fannie Mae Principal Strip
0.00%, 05/15/2030 PO		929,000		613,863
Fannie Mae REMIC Trust 2003-W1
5.41%, 12/25/2042 ⁽⁴⁾		116,686		120,851
5.93%, 12/25/2042 ⁽⁴⁾		31,140		33,587
Fannie Mae REMIC Trust 2003-W4
6.50%, 10/25/2042 ⁽⁴⁾		16,999		18,602
Fannie Mae REMIC Trust 2004-W10
5.75%, 08/25/2034		702,000		752,675
Fannie Mae REMIC Trust 2004-W11
6.00%, 05/25/2044		96,497		107,146
Fannie Mae REMIC Trust 2005-W1
6.50%, 10/25/2044		166,826		185,644
Fannie Mae REMIC Trust 2006-W3
6.00%, 09/25/2046		151,008		166,354
Fannie Mae REMIC Trust 2007-W1
6.34%, 08/25/2047 ⁽⁴⁾		18,137		19,209
Fannie Mae REMIC Trust 2007-W3
6.75%, 04/25/2037		34,113		36,885
Fannie Mae REMIC Trust 2007-W5
0.00%, 06/25/2037 PO		34,171		29,683
Fannie Mae REMIC Trust 2007-W7
25.89% (-6 x 1 Month LIBOR USD + 39.18%, 39.18% Cap), 07/25/2037 ⁽²⁾⁽⁵⁾		23,954		35,573
Fannie Mae REMIC Trust 2009-W1
6.00%, 12/25/2049		675,203		738,737
Fannie Mae REMICS
4.00%, 04/25/2019		29		29
8.00%, 07/25/2019		719		728
8.00%, 10/25/2019		232		235
4.00%, 11/25/2019		186		186
8.50%, 11/25/2019		259		264
9.00%, 11/25/2019		87		89
9.40%, 11/25/2019		150		154
7.50%, 12/25/2019		509		516
8.50%, 01/25/2020		76		78
8.80%, 01/25/2020		130		133
7.00%, 05/25/2020		65		67
5.50%, 06/25/2020		44		45
9.50%, 06/25/2020		120		125
7.00%, 07/25/2020		569		579
5.50%, 08/25/2020		74		74
6.50%, 08/25/2020		1,223		1,247
505.00%, 08/25/2020		2		7
1118.04%, 08/25/2020 IO		1		6
6.50%, 09/25/2020		487		497
7.00%, 09/25/2020		143		146
9.00%, 10/25/2020		521		536
18.28% (-2 x 1 Month LIBOR USD + 21.60%, 4.50% Floor, 21.60% Cap), 11/25/2020 ⁽²⁾⁽⁵⁾		100		113
652.15%, 12/25/2020 IO		5		29
7.00%, 01/25/2021		195		200
5.00%, 03/25/2021		205		208
7.00%, 03/25/2021		6,613		6,775
13.80% (-2 x 1 Month LIBOR USD + 17.68%, 17.68% Cap), 05/25/2021 ⁽²⁾⁽⁵⁾		124		134
8.50%, 06/25/2021		152		160
8.75%, 06/25/2021		623		647
853.24%, 06/25/2021 ⁽⁴⁾		1		8
6.50%, 07/25/2021		642		663
6.50%, 09/25/2021		51,995		53,863
12.88% (-1 x 1 Month LIBOR USD + 15.10%, 5.00% Floor, 15.10% Cap), 09/25/2021 ⁽²⁾⁽⁵⁾		97		100
8.75%, 10/25/2021		1,102		1,135
22.04% (-3 x 7 Year CMT Rate + 30.01%, 29.59% Cap), 12/25/2021 ⁽²⁾⁽⁵⁾		106		119
6.00%, 02/25/2022		53,019		54,794
6.50%, 02/25/2022		8,960		9,297
0.00%, 03/25/2022 PO		19,624		18,828
7.50%, 06/25/2022		75		79
7.00%, 07/25/2022		731		755
7.50%, 07/25/2022		8,689		9,140
8.00%, 07/25/2022		11,036		11,716
8.00%, 07/25/2022		436		458
1184.78%, 07/25/2022 IO		3		42
6.00%, 08/25/2022		1,664		1,721
6.50%, 08/25/2022		2,183		2,272
2.24% (1 Month LIBOR USD + 0.02%, 0.02% Floor, 9.32% Cap), 09/25/2022 ⁽²⁾		814		814
5.50%, 09/25/2022		1,156		1,181
6.00%, 09/25/2022		69,246		71,915
7.50%, 09/25/2022		6,785		7,076
7.75%, 09/25/2022		3,783		4,014
8.00%, 09/25/2022		10,946		11,619
0.00%, 10/25/2022 PO		1,148		1,088
1.72% (11th District Cost of Funds Index + 0.70%, 0.70% Floor, 10.00% Cap), 10/25/2022 ⁽²⁾		711		717
7.00%, 10/25/2022		1,858		1,954
7.50%, 10/25/2022		6,164		6,498
7.90%, 01/25/2023		6,221		6,651
6.50%, 02/25/2023		2,752		2,866
7.00%, 02/25/2023		28,366		29,994
15.50% (-7 x 1 Month LIBOR USD + 58.37%, 15.50% Cap), 02/25/2023 ⁽²⁾⁽⁵⁾		1,055		1,307
5.50%, 03/25/2023		124,071		128,462
6.50%, 03/25/2023		2,071		2,175
7.00%, 03/25/2023		18,199		19,034
7.50%, 03/25/2023		6,617		7,015
7.70%, 03/25/2023		2,789		2,957
0.00%, 04/25/2023 PO		1,137		1,076
5.50%, 04/25/2023		7,379		7,572
5.50%, 04/25/2023		230,094		240,106
6.00% (-3 x 1 Month LIBOR USD + 28.70%, 6.00% Cap), 04/25/2023 ⁽²⁾⁽⁵⁾		4,343		4,640
7.00%, 04/25/2023		5,965		6,232
15.81% (-2 x 7 Year CMT Rate + 22.30%, 21.83% Cap), 04/25/2023 IO ⁽²⁾⁽⁵⁾		5,451		1,272
18.16% (-2 x 11th District Cost of Funds Index + 20.53%, 20.53% Cap), 04/25/2023 ⁽²⁾⁽⁵⁾		2,862		3,317
5.50%, 05/25/2023		55,886		57,936
7.00%, 05/25/2023		67,970		71,895
4.28% (-1 x 1 Month LIBOR USD + 6.50%, 6.50% Cap), 06/25/2023 IO ⁽²⁾⁽⁵⁾		30,448		1,002
5.00%, 06/25/2023		7,217		7,214
4.50%, 07/25/2023		85,717		90,453
6.00%, 07/25/2023 ⁽⁴⁾		27,971		29,386
6.50%, 07/25/2023		1,508		1,578
7.00%, 07/25/2023		21,069		22,106
7.00%, 07/25/2023		34,293		36,173
3.10% (1 Month LIBOR USD + 0.88%, 0.88% Floor, 9.50% Cap), 08/25/2023 ⁽²⁾		3,834		3,885
5.83% (-1 x 1 Month LIBOR USD + 8.05%, 8.05% Cap), 08/25/2023 IO ⁽²⁾⁽⁵⁾		1,090		86
6.88%, 08/25/2023		30,732		32,135
7.00%, 08/25/2023		54,850		57,729
7.92% (-1 x 10 Year CMT Rate + 10.75%, 10.00% Cap), 08/25/2023 IO ⁽²⁾⁽⁵⁾		27,907		3,533
0.00%, 09/25/2023 PO		2,580		2,425
0.00%, 09/25/2023 PO		1,008		958
2.87% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 09/25/2023 ⁽²⁾		1,846		1,847
6.50%, 09/25/2023		2,930		3,083
12.50% (-9 x 1 Month LIBOR USD + 77.31%, 12.50% Cap), 09/25/2023 ⁽²⁾⁽⁵⁾		2,022		2,178
12.70% (-2 x 11th District Cost of Funds Index + 14.86%, 14.86% Cap), 09/25/2023 ⁽²⁾⁽⁵⁾		1,629		1,765
6.50%, 10/25/2023		17,765		18,674
6.50%, 10/25/2023		43,232		45,658
10.50% (-8 x 11th District Cost of Funds Index + 63.39%, 10.50% Cap), 10/25/2023 ⁽²⁾⁽⁵⁾		937		1,076
17.18% (-3 x 1 Month LIBOR USD + 23.38%, 23.38% Cap), 10/25/2023 ⁽²⁾⁽⁵⁾		2,612		3,152
25.30% (-4 x 11th District Cost of Funds Index + 29.75%, 29.75% Cap), 10/25/2023 ⁽²⁾⁽⁵⁾		1,405		1,710
0.00%, 11/25/2023 PO		285		268
6.50%, 11/25/2023		16,534		18,128
2.82% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.00% Cap), 12/25/2023 ⁽²⁾		1,308		1,318
3.22% (1 Month LIBOR USD + 1.00%, 1.00% Floor, 9.50% Cap), 12/25/2023 ⁽²⁾		3,530		3,565
6.50%, 12/25/2023		4,386		4,657
11.93% (-1 x 11th District Cost of Funds Index + 12.95%, 4.00% Floor, 12.95% Cap), 12/25/2023 ⁽²⁾⁽⁵⁾		1,642		1,848
16.74% (-4 x 1 Month LIBOR USD + 24.50%, 24.50% Cap), 12/25/2023 ⁽²⁾⁽⁵⁾		3,530		4,188
26.50% (-4 x 11th District Cost of Funds Index + 31.01%, 31.01% Cap), 12/25/2023 ⁽²⁾⁽⁵⁾		4,339		5,336
5.00%, 02/25/2024 IO		29,650		906
5.00%, 03/25/2024 IO		6,598		174
5.00%, 03/25/2024 IO		5,409		100
6.50%, 03/25/2024		13,893		14,599
6.50%, 03/25/2024		81,025		85,719
7.00%, 04/25/2024		121,365		127,644
7.00%, 04/25/2024		52,126		55,756
5.50%, 07/25/2024		14,308		14,843
5.50%, 08/25/2024		140,500		146,784
5.00%, 11/25/2024		218,187		224,374
8.50%, 01/25/2025		2,977		3,242
8.80%, 01/25/2025		4,479		4,974
2.52% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 7.00% Cap), 07/25/2025 ⁽²⁾		612		612
5.50%, 08/25/2025		138,218		145,914
5.50%, 01/25/2026		92,153		96,726
22.17% (-5 x 1 Month LIBOR USD + 33.25%, 33.25% Cap), 10/25/2026 ⁽²⁾⁽⁵⁾		19,243		23,915
7.00%, 11/25/2026		29,555		31,525
1.84%, 03/25/2027 IO ⁽⁴⁾		13,698		308
1.84%, 03/25/2027 IO ⁽⁴⁾		4,409		121
7.50%, 04/18/2027		5,225		5,782
7.50%, 04/20/2027		8,172		9,103
6.50%, 04/25/2027		19,083		20,924
7.50%, 05/20/2027		33,662		37,532
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap), 05/25/2027 ⁽²⁾		2,686,838		2,702,747
6.50%, 07/18/2027		1,686		1,817
7.00%, 12/18/2027 IO		8,544		926
6.00%, 07/18/2028		10,496		11,262
5.38% (-1 x 1 Month LIBOR USD + 7.60%, 7.60% Cap), 07/25/2028 IO ⁽²⁾⁽⁵⁾		280,707		28,491
3.00%, 12/25/2028		1,237,521		1,145,640
5.93% (-1 x 1 Month LIBOR USD + 8.15%, 8.15% Cap), 12/25/2028 IO ⁽²⁾⁽⁵⁾		9,243		572
6.00%, 12/25/2028		5,195		5,433
5.00%, 03/25/2029		247,640		256,281
5.50%, 04/18/2029		21,467		22,015
6.35%, 04/25/2029		6,259		6,606
7.50%, 12/18/2029		9,482		10,470
7.50%, 02/25/2030		54,706		60,808
6.88% (-1 x 1 Month LIBOR USD + 9.10%, 9.10% Cap), 07/25/2030 IO ⁽²⁾⁽⁵⁾		17,891		2,191
3.00%, 09/25/2030		1,299,133		1,291,984
8.50%, 01/25/2031 IO		2,503		584
7.00%, 03/25/2031		5,483		6,103
3.50%, 04/25/2031		1,084,000		1,086,189
6.00%, 07/25/2031 IO		33,245		7,123
7.00%, 07/25/2031		19,488		21,816
7.00%, 08/25/2031		39,335		43,118
6.50%, 09/25/2031		8,564		9,336
7.00%, 09/25/2031		54,309		60,539
7.00%, 09/25/2031		9,982		11,039
7.00%, 09/25/2031		10,149		11,291
16.74% (-4 x 1 Month LIBOR USD + 24.50%, 24.50% Cap), 09/25/2031 ⁽²⁾⁽⁵⁾		24,891		31,312
6.50%, 10/25/2031		5,975		6,317
16.30% (-3 x 1 Month LIBOR USD + 22.95%, 22.95% Cap), 10/25/2031 ⁽²⁾⁽⁵⁾		16,760		21,859
6.00%, 11/25/2031		61,228		66,178
7.00%, 11/25/2031		65,396		72,984
11.17% (-2 x 1 Month LIBOR USD + 15.50%, 15.50% Cap), 11/25/2031 ⁽²⁾⁽⁵⁾		18,475		22,394
12.31% (-2 x 1 Month LIBOR USD + 17.47%, 17.47% Cap), 12/25/2031 ⁽²⁾⁽⁵⁾		1,777		2,085
0.00%, 01/25/2032 PO		2,527		2,246
17.99% (-3 x 1 Month LIBOR USD + 25.19%, 25.19% Cap), 02/25/2032 ⁽²⁾⁽⁵⁾		4,407		5,781
1.60% (-1 x 1 Month LIBOR USD + 8.10%, 1.60% Cap), 03/25/2032 IO ⁽²⁾⁽⁵⁾		63,482		3,089
10.00% (-7 x 1 Month LIBOR USD + 54.00%, 10.00% Cap), 03/25/2032 ⁽²⁾⁽⁵⁾		897		1,095
0.00%, 04/25/2032 PO		2,032		1,712
6.00%, 04/25/2032		163,449		177,675
6.50%, 04/25/2032		28,633		31,254
6.50%, 05/25/2032		58,104		63,336
6.50%, 06/25/2032		23,986		26,432
6.50%, 07/25/2032 IO		110,987		16,023
6.50%, 08/25/2032		68,082		75,333
13.71% (-3 x 1 Month LIBOR USD + 19.80%, 19.80% Cap), 08/25/2032 ⁽²⁾⁽⁵⁾		16,830		17,058
3.02% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 8.00% Cap), 11/25/2032 ⁽²⁾		319,898		326,427
5.00%, 11/25/2032		16,422		16,926
6.00%, 11/25/2032		458,745		499,933
8.50% (-7 x 1 Month LIBOR USD + 51.00%, 8.50% Cap), 11/25/2032 ⁽²⁾⁽⁵⁾		20,886		22,872
0.00%, 12/25/2032 PO		13,252		11,180
5.50%, 12/25/2032		146,356		156,611
10.42% (-2 x 1 Month LIBOR USD + 14.48%, 14.48% Cap), 12/25/2032 ⁽²⁾⁽⁵⁾		10,880		12,146
6.50%, 02/25/2033		22,845		24,470
5.00%, 03/25/2033 IO		27,035		3,069
4.00%, 04/25/2033		245,000		249,063
0.00%, 05/25/2033 PO		6,967		5,795
4.00%, 05/25/2033		13,469		13,684
6.00%, 05/25/2033		181,391		188,794
6.00%, 05/25/2033		43,708		47,350
6.00%, 05/25/2033		103,142		109,092
6.00%, 05/25/2033 IO ⁽⁴⁾		10,862		2,377
6.50%, 05/25/2033 IO		103,128		24,678
7.00%, 05/25/2033 IO		181,430		22,389
4.88% (-1 x 1 Month LIBOR USD + 7.10%, 7.10% Cap), 06/25/2033 IO ⁽²⁾⁽⁵⁾		78,964		3,505
5.75%, 06/25/2033		69,688		76,066
9.77% (-2 x 1 Month LIBOR USD + 14.20%, 14.20% Cap), 06/25/2033 ⁽²⁾⁽⁵⁾		58,739		61,901
8.49% (-3 x 1 Month LIBOR USD + 13.75%, 13.75% Cap), 07/25/2033 ⁽²⁾⁽⁵⁾		29,097		31,317
9.77% (-2 x 1 Month LIBOR USD + 14.20%, 14.20% Cap), 07/25/2033 ⁽²⁾⁽⁵⁾		11,630		11,668
0.00%, 08/25/2033 PO		6,301		5,874
4.66% (-1 x 1 Month LIBOR USD + 7.47%, 7.47% Cap), 08/25/2033 ⁽²⁾⁽⁵⁾		97,189		92,865
5.50%, 08/25/2033		121,393		129,887
5.50%, 08/25/2033 IO		251,723		43,510
6.18% (-2 x 1 Month LIBOR USD + 10.17%, 10.17% Cap), 08/25/2033 ⁽²⁾⁽⁵⁾		9,385		10,027
11.50% (-3 x 1 Month LIBOR USD + 18.15%, 18.15% Cap), 08/25/2033 ⁽²⁾⁽⁵⁾		39,867		43,083
3.50%, 09/25/2033		1,500,000		1,457,333
8.81% (-2 x 1 Month LIBOR USD + 12.50%, 12.50% Cap), 09/25/2033 ⁽²⁾⁽⁵⁾		18,544		20,052
3.00%, 10/25/2033		908,000		850,720
5.50%, 10/25/2033		890,825		951,048
5.38% (-1 x 1 Month LIBOR USD + 7.60%, 7.60% Cap), 11/25/2033 IO ⁽²⁾⁽⁵⁾		134,816		20,439
0.00%, 12/25/2033 PO		101,326		84,179
9.67% (-2 x 1 Month LIBOR USD + 14.10%, 14.10% Cap), 12/25/2033 ⁽²⁾⁽⁵⁾		12,863		13,131
2.97% (1 Month LIBOR USD + 0.75%, 0.75% Floor, 8.00% Cap), 01/25/2034 ⁽²⁾		155,827		159,056
8.20% (-2 x 1 Month LIBOR USD + 11.52%, 11.52% Cap), 01/25/2034 ⁽²⁾⁽⁵⁾		5,567		6,040
11.77% (-2 x 1 Month LIBOR USD + 16.20%, 16.20% Cap), 01/25/2034 ⁽²⁾⁽⁵⁾		14,730		15,997
5.50%, 02/25/2034		6,404		6,423
19.74% (-4 x 1 Month LIBOR USD + 28.60%, 28.60% Cap), 02/25/2034 ⁽²⁾⁽⁵⁾		12,338		12,768
0.00%, 03/25/2034 PO		125,348		112,152
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 03/25/2034 ⁽²⁾		114,968		115,355
5.50%, 04/25/2034		252,707		273,101
13.43% (-3 x 1 Month LIBOR USD + 19.53%, 19.53% Cap), 04/25/2034 ⁽²⁾⁽⁵⁾		66,331		80,276
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 05/25/2034 ⁽²⁾		283,979		285,424
10.41% (-3 x 1 Month LIBOR USD + 16.50%, 16.50% Cap), 05/25/2034 ⁽²⁾⁽⁵⁾		17,361		19,533
13.43% (-3 x 1 Month LIBOR USD + 19.53%, 19.53% Cap), 05/25/2034 ⁽²⁾⁽⁵⁾		121,415		154,907
15.14% (-4 x 1 Month LIBOR USD + 24.00%, 24.00% Cap), 05/25/2034 ⁽²⁾⁽⁵⁾		27,089		32,488
5.50%, 07/25/2034		468,204		491,671
9.81% (-2 x 1 Month LIBOR USD + 14.24%, 14.24% Cap), 07/25/2034 ⁽²⁾⁽⁵⁾		17,180		19,243
2.47% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 08/25/2034 ⁽²⁾		71,657		71,662
13.71% (-3 x 1 Month LIBOR USD + 19.80%, 19.80% Cap), 11/25/2034 ⁽²⁾⁽⁵⁾		24,145		25,477
16.82% (-4 x 1 Month LIBOR USD + 25.13%, 25.13% Cap), 01/25/2035 ⁽²⁾⁽⁵⁾		4,589		4,734
0.00%, 04/25/2035 PO		52,219		50,858
2.57% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 6.75% Cap), 04/25/2035 ⁽²⁾		130,686		131,051
11.46% (-3 x 1 Month LIBOR USD + 17.00%, 17.00% Cap), 05/25/2035 ⁽²⁾⁽⁵⁾		8,881		9,624
13.93% (-3 x 1 Month LIBOR USD + 20.02%, 20.02% Cap), 05/25/2035 ⁽²⁾⁽⁵⁾		138,925		159,112
14.04% (-3 x 1 Month LIBOR USD + 20.13%, 20.13% Cap), 05/25/2035 ⁽²⁾⁽⁵⁾		95,506		110,130
16.63% (-4 x 1 Month LIBOR USD + 24.75%, 24.75% Cap), 05/25/2035 ⁽²⁾⁽⁵⁾		31,891		36,261
5.00%, 06/25/2035		21,299		21,431
6.50%, 06/25/2035		111		111
14.42% (-5 x 1 Month LIBOR USD + 25.50%, 25.50% Cap), 06/25/2035 ⁽²⁾⁽⁵⁾		38,581		51,342
4.49% (-1 x 1 Month LIBOR USD + 6.71%, 6.71% Cap), 07/25/2035 IO ⁽²⁾⁽⁵⁾		91,668		11,267
5.75%, 07/25/2035		1,803,696		1,993,701
11.84% (-3 x 1 Month LIBOR USD + 17.38%, 17.38% Cap), 07/25/2035 ⁽²⁾⁽⁵⁾		34,324		41,902
5.50%, 08/25/2035		126,234		134,051
5.50%, 08/25/2035		655,275		647,566
11.16% (-3 x 1 Month LIBOR USD + 16.70%, 16.70% Cap), 08/25/2035 ⁽²⁾⁽⁵⁾		44,608		50,861
11.34% (-3 x 1 Month LIBOR USD + 16.88%, 16.88% Cap), 08/25/2035 ⁽²⁾⁽⁵⁾		50,468		58,085
0.00%, 09/25/2035 PO		17,237		15,974
15.34% (-4 x 1 Month LIBOR USD + 24.20%, 24.20% Cap), 09/25/2035 ⁽²⁾⁽⁵⁾		13,157		15,635
0.00%, 10/25/2035 PO		28,307		24,713
5.75%, 10/25/2035		117,134		125,231
11.34% (-3 x 1 Month LIBOR USD + 16.88%, 16.88% Cap), 10/25/2035 ⁽²⁾⁽⁵⁾		50,277		58,906
16.44% (-4 x 1 Month LIBOR USD + 24.57%, 24.57% Cap), 11/25/2035 ⁽²⁾⁽⁵⁾		247,910		315,958
5.50%, 12/25/2035		65,175		68,178
5.50%, 12/25/2035		584,000		628,645
6.00%, 12/25/2035		865,040		888,097
6.00%, 12/25/2035		21,857		23,242
0.00%, 01/25/2036 PO		7,054		6,845
5.50%, 01/25/2036		41,151		43,124
0.00%, 03/25/2036 PO		23,353		19,715
0.00%, 03/25/2036 PO		211,552		169,211
4.48% (-1 x 1 Month LIBOR USD + 6.70%, 6.70% Cap), 03/25/2036 IO ⁽²⁾⁽⁵⁾		775,690		123,881
5.50%, 03/25/2036		83,813		88,621
5.50%, 03/25/2036		275,199		296,880
5.50%, 03/25/2036		302,684		327,227
16.44% (-4 x 1 Month LIBOR USD + 24.57%, 24.57% Cap), 03/25/2036 ⁽²⁾⁽⁵⁾		19,466		27,061
0.00%, 04/25/2036 PO		65,609		57,827
0.00%, 04/25/2036 PO		74,983		62,182
0.00%, 04/25/2036 PO		30,643		27,310
2.47% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 04/25/2036 ⁽²⁾		101,024		100,193
20.18% (-5 x 1 Month LIBOR USD + 30.15%, 30.15% Cap), 05/25/2036 ⁽²⁾⁽⁵⁾		22,939		31,894
0.00%, 06/25/2036 PO		19,576		17,008
0.00%, 06/25/2036 PO		163,105		141,412
0.00%, 06/25/2036 PO		132,353		108,799
0.00%, 06/25/2036 PO		38,709		32,515
0.00%, 06/25/2036 PO		58,971		52,385
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 06/25/2036 ⁽²⁾		45,376		45,526
4.36% (-1 x 1 Month LIBOR USD + 6.58%, 6.58% Cap), 06/25/2036 IO ⁽²⁾⁽⁵⁾		164,047		19,963
16.07% (-4 x 1 Month LIBOR USD + 24.20%, 24.20% Cap), 06/25/2036 ⁽²⁾⁽⁵⁾		7,246		9,727
2.55% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 06/27/2036 ⁽²⁾		488,732		479,708
0.00%, 07/25/2036 PO		24,297		20,534
0.00%, 07/25/2036 PO		12,320		10,582
0.00%, 07/25/2036 PO		44,662		37,823
0.00%, 07/25/2036 PO		22,182		21,315
2.51% (1 Month LIBOR USD + 0.29%, 0.29% Floor, 7.50% Cap), 07/25/2036 ⁽²⁾		368,864		368,211
2.68% (1 Month LIBOR USD + 0.46%, 0.46% Floor, 7.00% Cap), 07/25/2036 ⁽²⁾		39,225		39,510
4.30% (-1 x 1 Month LIBOR USD + 6.52%, 6.52% Cap), 07/25/2036 IO ⁽²⁾⁽⁵⁾		59,773		5,925
6.00%, 07/25/2036		515,920		555,738
6.50%, 07/25/2036		288,995		320,169
6.50%, 07/25/2036		218,041		244,356
19.94% (-4 x 1 Month LIBOR USD + 28.80%, 28.80% Cap), 07/25/2036 ⁽²⁾⁽⁵⁾		22,224		31,881
26.61% (-6 x 1 Month LIBOR USD + 39.90%, 39.90% Cap), 07/25/2036 ⁽²⁾⁽⁵⁾		16,872		25,008
0.00%, 08/25/2036 PO		45,014		39,830
0.00%, 08/25/2036 PO		15,269		13,515
0.00%, 08/25/2036 PO		33,049		28,814
0.00%, 08/25/2036 PO		81,367		71,091
2.57% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 7.50% Cap), 08/25/2036 ⁽²⁾		139,432		139,602
4.28% (-1 x 1 Month LIBOR USD + 6.50%, 6.50% Cap), 08/25/2036 IO ⁽²⁾⁽⁵⁾		93,197		18,779
6.50%, 08/25/2036		169,880		185,034
6.50%, 08/25/2036		39,087		42,071
0.00%, 09/25/2036 PO		46,822		41,367
0.00%, 09/25/2036 PO		18,807		16,601
0.00%, 09/25/2036 PO		41,814		37,130
6.50%, 09/25/2036		17,171		18,440
4.50%, 10/25/2036		206,517		211,909
17.34% (-4 x 1 Month LIBOR USD + 26.20%, 26.20% Cap), 10/25/2036 ⁽²⁾⁽⁵⁾		25,790		34,486
0.00%, 11/25/2036 PO		31,023		26,468
0.00%, 11/25/2036 PO		69,941		58,596
0.00%, 11/25/2036 PO		11,590		9,949
2.47% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 7.00% Cap), 11/25/2036 ⁽²⁾		1,364,704		1,364,704
0.00%, 12/25/2036 PO		38,444		31,481
0.00%, 12/25/2036 PO		16,683		14,591
2.19% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 12/25/2036 ⁽²⁾		374,977		370,569
2.28% (1 Month LIBOR USD + 0.06%, 0.06% Floor), 12/25/2036 ⁽²⁾		89,029		88,455
4.43% (-1 x 1 Month LIBOR USD + 6.65%, 6.65% Cap), 12/25/2036 IO ⁽²⁾⁽⁵⁾		151,978		17,983
17.70% (-4 x 1 Month LIBOR USD + 26.56%, 26.56% Cap), 12/25/2036 ⁽²⁾⁽⁵⁾		7,109		9,129
0.00%, 01/25/2037 PO		109,704		90,330
0.00%, 01/25/2037 PO		37,463		30,708
5.50%, 01/25/2037		39,149		40,846
2.47% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 6.50% Cap), 02/25/2037 ⁽²⁾		110,385		109,960
25.71% (-6 x 1 Month LIBOR USD + 39.00%, 39.00% Cap), 02/25/2037 ⁽²⁾⁽⁵⁾		8,374		19,574
0.00%, 03/25/2037 PO		30,286		26,399
2.72% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 03/25/2037 ⁽²⁾		74,938		75,385
2.97% (1 Month LIBOR USD + 0.75%, 6.50% Cap), 03/25/2037 ⁽²⁾		56,398		58,438
3.86% (-1 x 1 Month LIBOR USD + 6.08%, 6.08% Cap), 03/25/2037 IO ⁽²⁾⁽⁵⁾		7,923		429
4.22% (-1 x 1 Month LIBOR USD + 6.44%, 6.44% Cap), 03/25/2037 IO ⁽²⁾⁽⁵⁾		268,760		36,330
5.00%, 03/25/2037		7,435		7,680
6.00%, 03/25/2037		368,110		391,333
0.00%, 04/25/2037 PO		104,819		92,795
3.88% (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap), 04/25/2037 IO ⁽²⁾⁽⁵⁾		58,761		4,463
15.28% (-3 x 1 Month LIBOR USD + 22.67%, 22.67% Cap), 04/25/2037 ⁽²⁾⁽⁵⁾		54,344		69,219
0.00%, 05/25/2037 PO		15,590		14,022
2.52% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.75% Cap), 05/25/2037 ⁽²⁾		51,910		51,798
6.00%, 05/25/2037		195,269		208,647
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 06/25/2037 ⁽²⁾		296,902		298,550
2.67% (1 Month LIBOR USD + 0.45%, 6.50% Cap), 06/25/2037 ⁽²⁾		25,295		26,244
3.56% (-1 x 1 Month LIBOR USD + 5.78%, 5.78% Cap), 06/25/2037 IO ⁽²⁾⁽⁵⁾		53,209		5,261
3.88% (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap), 06/25/2037 IO ⁽²⁾⁽⁵⁾		177,170		18,946
3.88% (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap), 06/25/2037 IO ⁽²⁾⁽⁵⁾		62,888		7,638
6.50%, 06/25/2037		31,915		34,222
0.00%, 07/25/2037 PO		72,092		63,192
2.59% (1 Month LIBOR USD + 0.37%, 0.37% Floor, 7.50% Cap), 07/25/2037 ⁽²⁾		67,562		67,659
2.72% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 07/25/2037 ⁽²⁾		41,603		41,850
4.18% (-1 x 1 Month LIBOR USD + 6.40%, 6.40% Cap), 07/25/2037 IO ⁽²⁾⁽⁵⁾		463,075		60,292
4.40% (-1 x 1 Month LIBOR USD + 6.62%, 6.62% Cap), 07/25/2037 IO ⁽²⁾⁽⁵⁾		173,701		19,072
4.93% (-1 x 1 Month LIBOR USD + 7.15%, 7.15% Cap), 07/25/2037 IO ⁽²⁾⁽⁵⁾		727,798		133,020
5.50%, 07/25/2037		191,059		206,254
10.96% (-3 x 1 Month LIBOR USD + 16.50%, 16.50% Cap), 07/25/2037 ⁽²⁾⁽⁵⁾		41,473		45,716
2.67% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap), 08/25/2037 ⁽²⁾		186,042		186,868
5.50%, 08/25/2037		47,162		50,032
6.00%, 08/25/2037		75,883		82,031
6.00%, 08/25/2037		97,252		102,888
6.00%, 08/25/2037		21,066		22,833
6.00%, 08/25/2037		98,589		105,714
15.89% (-4 x 1 Month LIBOR USD + 24.02%, 24.02% Cap), 08/25/2037 ⁽²⁾⁽⁵⁾		63,840		83,707
2.67% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 09/25/2037 ⁽²⁾		917,916		923,373
4.32% (-1 x 1 Month LIBOR USD + 6.54%, 6.54% Cap), 09/25/2037 IO ⁽²⁾⁽⁵⁾		241,680		38,185
10.61% (-3 x 1 Month LIBOR USD + 16.15%, 16.15% Cap), 09/25/2037 ⁽²⁾⁽⁵⁾		15,777		17,843
0.00%, 10/25/2037 PO		648,311		565,693
4.23% (-1 x 1 Month LIBOR USD + 6.45%, 6.45% Cap), 10/25/2037 IO ⁽²⁾⁽⁵⁾		207,723		25,801
4.24% (-1 x 1 Month LIBOR USD + 6.46%, 6.46% Cap), 10/25/2037 IO ⁽²⁾⁽⁵⁾		265,054		30,664
6.06%, 10/25/2037 ⁽⁴⁾		73,369		78,420
4.14% (-1 x 1 Month LIBOR USD + 6.36%, 6.36% Cap), 12/25/2037 IO ⁽²⁾⁽⁵⁾		7,411		847
4.18% (-1 x 1 Month LIBOR USD + 6.40%, 6.40% Cap), 12/25/2037 IO ⁽²⁾⁽⁵⁾		233,257		24,263
4.23% (-1 x 1 Month LIBOR USD + 6.45%, 6.45% Cap), 12/25/2037 IO ⁽²⁾⁽⁵⁾		247,559		30,352
6.50%, 12/25/2037		195,024		219,515
1.52%, 01/25/2038 IO ⁽⁴⁾		503,661		17,925
3.69% (-1 x 1 Month LIBOR USD + 5.91%, 5.91% Cap), 02/25/2038 IO ⁽²⁾⁽⁵⁾		225,123		24,054
3.78% (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/25/2038 IO ⁽²⁾⁽⁵⁾		445,814		47,361
3.12% (1 Month LIBOR USD + 0.90%, 0.90% Floor, 6.75% Cap), 03/25/2038 ⁽²⁾		53,467		54,617
3.98% (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap), 03/25/2038 IO ⁽²⁾⁽⁵⁾		57,100		6,728
4.01% (-1 x 1 Month LIBOR USD + 6.23%, 6.23% Cap), 03/25/2038 IO ⁽²⁾⁽⁵⁾		66,007		6,552
4.77% (-1 x 1 Month LIBOR USD + 6.99%, 6.99% Cap), 03/25/2038 IO ⁽²⁾⁽⁵⁾		115,222		16,995
9.57% (-2 x 1 Month LIBOR USD + 14.00%, 14.00% Cap), 03/25/2038 ⁽²⁾⁽⁵⁾		27,373		29,191
4.63% (-1 x 1 Month LIBOR USD + 6.85%, 6.85% Cap), 04/25/2038 IO ⁽²⁾⁽⁵⁾		50,984		4,826
4.68% (-1 x 1 Month LIBOR USD + 6.90%, 6.90% Cap), 04/25/2038 IO ⁽²⁾⁽⁵⁾		82,968		9,277
6.50%, 04/25/2038		53,414		55,470
14.05% (-3 x 1 Month LIBOR USD + 20.70%, 20.70% Cap), 04/25/2038 ⁽²⁾⁽⁵⁾		33,387		38,464
0.00%, 05/25/2038 PO		2,557		2,114
1.88%, 06/25/2038 IO ⁽⁴⁾		224,556		10,439
4.98% (-1 x 1 Month LIBOR USD + 7.20%, 7.20% Cap), 07/25/2038 IO ⁽²⁾⁽⁵⁾		59,996		8,372
5.00%, 07/25/2038		58,336		61,660
5.00%, 07/25/2038		57,210		59,449
5.50%, 07/25/2038		236,039		252,344
3.63% (-1 x 1 Month LIBOR USD + 5.85%, 5.85% Cap), 09/25/2038 IO ⁽²⁾⁽⁵⁾		137,356		10,575
3.63% (-1 x 1 Month LIBOR USD + 5.85%, 5.85% Cap), 09/25/2038 IO ⁽²⁾⁽⁵⁾		220,072		21,197
4.50%, 11/25/2038		4,651		4,648
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 12/25/2038 ⁽²⁾		50,568		50,683
4.00%, 02/25/2039		122,271		123,303
4.33% (-1 x 1 Month LIBOR USD + 6.55%, 6.55% Cap), 02/25/2039 IO ⁽²⁾⁽⁵⁾		159,642		22,632
4.50%, 02/25/2039		9,342		9,612
4.43% (-1 x 1 Month LIBOR USD + 6.65%, 6.65% Cap), 03/25/2039 IO ⁽²⁾⁽⁵⁾		82,761		11,771
2.67% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 04/25/2039 ⁽²⁾		293,252		295,293
5.00%, 07/25/2039 IO		104,452		23,456
7.00%, 07/25/2039		3,653		3,975
5.00%, 08/25/2039		401,152		425,922
6.00%, 08/25/2039		463,638		502,723
5.00%, 09/25/2039		226,271		230,798
6.03%, 09/25/2039 ⁽⁴⁾		199,473		217,308
3.68% (-1 x 1 Month LIBOR USD + 5.90%, 5.90% Cap), 10/25/2039 IO ⁽²⁾⁽⁵⁾		63,317		6,186
5.50%, 10/25/2039 IO		235,816		44,917
3.96% (-1 x 1 Month LIBOR USD + 6.18%, 6.18% Cap), 12/25/2039 IO ⁽²⁾⁽⁵⁾		83,772		8,183
4.28%, 12/25/2039 ⁽⁴⁾		278,166		297,525
6.30%, 12/25/2039 ⁽⁴⁾		350,824		380,925
0.00%, 01/25/2040 PO		56,894		47,574
4.03% (-1 x 1 Month LIBOR USD + 6.25%, 6.25% Cap), 01/25/2040 IO ⁽²⁾⁽⁵⁾		165,351		19,662
6.22%, 02/25/2040 ⁽⁴⁾		78,755		86,711
6.22%, 03/25/2040 ⁽⁴⁾		247,546		273,520
6.44%, 03/25/2040 ⁽⁴⁾		274,793		305,965
8.23% (-2 x 1 Month LIBOR USD + 12.66%, 12.66% Cap), 03/25/2040 ⁽²⁾⁽⁵⁾		368,631		393,585
2.82% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 04/25/2040 ⁽²⁾		85,635		86,245
4.20% (-1 x 1 Month LIBOR USD + 6.42%, 6.42% Cap), 04/25/2040 IO ⁽²⁾⁽⁵⁾		121,911		14,146
10.28% (-3 x 1 Month LIBOR USD + 17.67%, 17.67% Cap), 04/25/2040 ⁽²⁾⁽⁵⁾		169,784		202,512
2.82% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 05/25/2040 ⁽²⁾		107,891		109,237
4.18% (-1 x 1 Month LIBOR USD + 6.40%, 6.40% Cap), 05/25/2040 IO ⁽²⁾⁽⁵⁾		76,022		9,953
0.00%, 06/25/2040 PO		95,259		78,518
5.00%, 06/25/2040		815,110		852,258
5.50%, 06/25/2040		1,007,000		1,063,974
5.50%, 07/25/2040		452,065		488,197
4.00%, 08/25/2040		392,099		392,215
5.00%, 09/25/2040		206,000		218,644
5.50%, 10/25/2040		1,744,117		1,910,551
2.22% (-1 x 1 Month LIBOR USD + 4.44%, 4.44% Cap), 11/25/2040 IO ⁽²⁾⁽⁵⁾		843,768		43,185
2.77% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 7.00% Cap), 01/25/2041 ⁽²⁾		199,543		200,606
4.31% (-1 x 1 Month LIBOR USD + 6.53%, 6.53% Cap), 01/25/2041 IO ⁽²⁾⁽⁵⁾		798,482		136,680
1.36%, 04/25/2041 IO ⁽⁴⁾		1,045,834		52,372
2.72% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 07/25/2041 ⁽²⁾		83,327		83,907
2.77% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/25/2041 ⁽²⁾		238,383		241,029
2.72% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 11/25/2041 ⁽²⁾		299,814		302,133
7.00%, 11/25/2041		1,300,761		1,464,442
7.00%, 11/25/2041		1,452,193		1,610,582
7.00%, 11/25/2041		1,663,288		1,873,366
4.50%, 01/25/2042		2,031,241		2,122,001
3.50%, 03/25/2042		1,000,000		955,343
6.50%, 06/25/2042		65,675		72,936
2.67% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 09/25/2042 ⁽²⁾		481,237		480,878
2.72% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 09/25/2042 ⁽²⁾		237,766		238,375
2.72% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 09/25/2042 ⁽²⁾		1,763,569		1,777,040
2.72% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 10/25/2042 ⁽²⁾		716,211		722,112
3.00%, 02/25/2043		1,000,000		911,807
3.50%, 02/25/2043		484,251		481,164
0.00%, 09/25/2043 PO		1,545,998		1,180,995
0.00%, 10/25/2043 PO		1,109,077		832,099
0.00%, 12/25/2043 PO		2,928,258		2,276,493
3.50%, 06/25/2044		6,024,010		6,003,561
3.00%, 06/25/2045		2,361,805		2,311,491
2.50%, 11/25/2045		7,695,760		7,365,565
3.00%, 01/25/2046		2,356,884		2,295,910
3.00%, 04/25/2046		6,521,090		6,326,592
3.00%, 06/25/2046		5,932,430		5,753,271
3.88% (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap), 11/25/2049 IO ⁽²⁾⁽⁵⁾		96,255		7,630
5.81%, 02/25/2051 ⁽⁴⁾		138,228		144,139
5.43%, 07/25/2051 ⁽⁴⁾		31,303		33,265
4.00%, 05/25/2053		4,998,737		5,114,687
Fannie Mae Trust 2003-W2
5.90%, 07/25/2042		65,685		70,607
6.50%, 07/25/2042		106,492		115,724
Fannie Mae Trust 2003-W6
5.20%, 09/25/2042		439,911		460,537
6.50%, 09/25/2042		174,911		191,443
Fannie Mae Trust 2003-W8
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 8.00% Cap), 05/25/2042 ⁽²⁾		38,052		37,641
7.00%, 10/25/2042		199,228		222,519
Fannie Mae Trust 2004-W1
7.00%, 12/25/2033		274,015		307,250
Fannie Mae Trust 2004-W15
2.47% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 08/25/2044 ⁽²⁾		163,424		162,395
Fannie Mae Trust 2004-W2
7.00%, 02/25/2044		59,162		65,455
Fannie Mae Trust 2004-W8
7.50%, 06/25/2044		58,521		65,748
Fannie Mae Trust 2005-W3
2.44% (1 Month LIBOR USD + 0.22%, 0.22% Floor, 9.50% Cap), 03/25/2045 ⁽²⁾		1,319,155		1,313,339
Fannie Mae Trust 2005-W4
6.00%, 08/25/2045		71,030		76,467
Fannie Mae Trust 2006-W2
3.66%, 11/25/2045 ⁽⁴⁾		189,528		199,833
2.44% (1 Month LIBOR USD + 0.22%, 0.22% Floor, 9.50% Cap), 02/25/2046 ⁽²⁾		615,481		615,217
Fannie Mae Whole Loan
2.48% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 9.50% Cap), 11/25/2046 ⁽²⁾		1,511,029		1,513,503
Fannie Mae-Aces
2.57% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.00% Cap), 08/25/2019 ⁽²⁾		243,880		243,629
4.33%, 03/25/2020 ⁽⁴⁾		451,099		456,518
3.66%, 11/25/2020		257,564		259,279
3.76%, 06/25/2021		736,806		746,795
2.92%, 08/25/2021		674,570		669,874
2.61%, 10/25/2021 ⁽⁴⁾		2,684,442		2,646,735
3.00% (1 Month LIBOR USD + 0.93%), 11/25/2022 ⁽²⁾		1,473,308		1,486,951
2.28%, 12/27/2022		1,310,301		1,266,534
2.39%, 01/25/2023 ⁽⁴⁾		1,093,400		1,055,797
3.51%, 12/25/2023 ⁽⁴⁾		2,664,000		2,686,687
3.50%, 01/25/2024 ⁽⁴⁾		16,000,000		16,143,571
3.10%, 07/25/2024 ⁽⁴⁾		1,066,000		1,050,871
3.02%, 08/25/2024 ⁽⁴⁾		1,273,000		1,251,836
2.53%, 09/25/2024		1,390,000		1,324,358
2.72%, 10/25/2024		13,450,000		12,993,317
2.59%, 12/25/2024		1,640,000		1,569,771
3.15%, 12/25/2024 ⁽⁴⁾		2,722,487		2,689,857
2.83%, 01/25/2025 ⁽⁴⁾		3,208,927		3,111,052
2.90%, 01/25/2025 ⁽⁴⁾		2,000,000		1,947,795
3.04%, 11/25/2025 ⁽⁴⁾		8,800,000		8,568,926
2.38%, 09/25/2026		5,500,000		5,049,084
2.50%, 10/25/2026 ⁽⁴⁾		5,335,000		4,927,041
2.57%, 12/25/2026 ⁽⁴⁾		8,000,000		7,411,755
2.68%, 12/25/2026 ⁽⁴⁾		43,307,000		40,410,121
2.96%, 02/25/2027 ⁽⁴⁾		3,535,000		3,366,765
3.09%, 04/25/2027 ⁽⁴⁾		23,211,000		22,350,531
3.06%, 05/25/2027 ⁽⁴⁾		29,130,000		28,008,466
3.18%, 06/25/2027 ⁽⁴⁾		5,513,000		5,319,612
3.14%, 03/25/2028 ⁽⁴⁾		18,466,000		17,657,082
3.44%, 06/25/2028 ⁽⁴⁾		5,160,000		5,036,056
3.50%, 07/25/2028 ⁽⁴⁾		7,954,682		7,946,469
3.50%, 07/25/2028 ⁽⁴⁾		35,477,000		34,846,297
3.30%, 04/25/2029 ⁽⁴⁾		4,540,000		4,323,656
2.98%, 08/25/2029		2,200,000		2,048,806
3.19%, 02/25/2030 ⁽⁴⁾		2,791,000		2,629,303
3.64%, 08/25/2030		7,611,340		7,548,043
FHLMC-GNMA
7.00%, 03/25/2023		9,466		9,871
6.25%, 11/25/2023		6,752		7,078
7.50%, 04/25/2024		47,701		51,058
First Horizon Alternative Mortgage Securities Trust 2005-FA7
5.00%, 09/25/2020		4,367		4,374
First Horizon Alternative Mortgage Securities Trust 2005-FA8
5.50%, 11/25/2035		110,596		92,395
First Horizon Alternative Mortgage Securities Trust 2006-FA6
5.75%, 11/25/2021		18,268		17,727
First Horizon Alternative Mortgage Securities Trust 2006-FA8
5.75%, 02/25/2037		38,035		33,027
First Horizon Alternative Mortgage Securities Trust 2007-FA4
3.43% (-1 x 1 Month LIBOR USD + 5.65%, 5.65% Cap), 08/25/2037 IO ⁽²⁾⁽⁵⁾		914,632		129,436
First Horizon Mortgage Pass-Through Trust 2004-AR7
3.72%, 02/25/2035 ⁽⁴⁾		187,996		190,136
First Horizon Mortgage Pass-Through Trust 2005-AR1
3.97%, 04/25/2035 ⁽⁴⁾		97,570		99,684
Freddie Mac
3.50%, 07/01/2046		2,666,073		2,628,306
Freddie Mac Gold Pool
4.50%, 10/01/2018		158		160
5.50%, 01/01/2019		78		78
6.50%, 09/01/2019		257		257
5.50%, 12/01/2019		1,383		1,387
6.00%, 02/01/2020		194		194
5.50%, 04/01/2020		1,845		1,848
5.50%, 06/01/2020		45		45
6.00%, 06/01/2020		3,286		3,315
8.00%, 07/01/2020		2		2
6.00%, 08/01/2020		1,622		1,647
6.00%, 07/01/2021		5,435		5,483
6.00%, 07/01/2021		154		155
6.00%, 01/01/2022		430		431
6.00%, 03/01/2022		607		609
6.50%, 03/01/2022		2,415		2,460
5.50%, 02/01/2024		9,872		10,126
8.00%, 08/01/2024		629		686
8.00%, 11/01/2024		408		430
7.50%, 08/01/2025		1,084		1,165
3.50%, 11/01/2025		327,608		329,571
3.50%, 12/01/2025		1,079,074		1,086,252
10.00%, 03/17/2026		4,006		3,994
7.00%, 04/01/2026		1,286		1,397
4.00%, 05/01/2026		1,173,888		1,201,799
3.50%, 08/01/2026		1,220,523		1,228,520
3.50%, 01/01/2027		212,349		213,742
6.50%, 01/01/2028		46,282		50,082
2.50%, 03/01/2028		9,838,158		9,560,368
2.50%, 04/01/2028		2,512,340		2,441,415
2.50%, 06/01/2028		1,019,283		990,488
3.00%, 07/01/2028		2,011,042		1,994,660
8.50%, 07/01/2028		3,193		3,591
3.00%, 08/01/2028		1,086,441		1,077,386
3.00%, 09/01/2028		4,059,844		4,025,191
3.00%, 10/01/2028		1,687,391		1,672,223
7.00%, 12/01/2028		50,057		55,881
3.00%, 05/01/2029		1,539,665		1,525,068
6.50%, 06/01/2029		15,849		17,533
7.00%, 07/01/2029		976		1,042
6.50%, 08/01/2029		93,967		103,954
6.00%, 10/01/2029		14,864		16,418
2.50%, 03/01/2030		1,837,195		1,782,221
2.50%, 07/01/2030		4,291,171		4,155,018
10.00%, 10/01/2030		43,240		45,568
7.00%, 01/01/2031		38,660		41,981
3.00%, 04/01/2031		7,053,478		6,953,889
2.50%, 07/01/2031		3,721,074		3,590,663
2.50%, 08/01/2031		2,178,295		2,102,006
3.00%, 09/01/2031		1,692,241		1,668,671
2.00%, 01/01/2032		6,984,456		6,545,050
3.50%, 01/01/2032		636,732		639,109
7.50%, 01/01/2032		102,403		111,084
3.00%, 02/01/2032		11,270,377		11,111,109
3.00%, 02/01/2032		7,979,838		7,867,039
3.50%, 03/01/2032		261,347		262,322
7.00%, 07/01/2032		3,444		3,701
7.00%, 08/01/2032		6,030		6,694
5.50%, 01/01/2033		84,813		91,793
3.50%, 02/01/2033		205,878		205,693
6.00%, 02/01/2033		42,016		43,803
3.50%, 05/01/2033		870,261		869,483
3.50%, 05/01/2033		226,585		226,383
5.50%, 10/01/2033		43,583		48,124
6.00%, 12/01/2033		13,282		14,437
3.50%, 01/01/2034		9,538,502		9,574,118
5.00%, 01/01/2034		33,216		35,256
6.00%, 01/01/2034		30,425		33,885
6.00%, 01/01/2034		24,032		25,493
5.00%, 06/01/2034		96,264		101,814
5.00%, 09/01/2034		90,293		95,629
6.50%, 11/01/2034		11,063		12,521
6.50%, 01/01/2035		102,120		112,973
5.00%, 03/01/2035		39,404		41,766
5.50%, 07/01/2035		95,213		103,118
5.00%, 08/01/2035		1,528,238		1,630,921
4.50%, 11/01/2035		13,758		14,262
6.50%, 12/01/2035		70,097		78,308
6.50%, 12/01/2035		28,250		29,327
5.50%, 01/01/2036		22,400		24,276
5.00%, 03/01/2036		3,124,889		3,317,875
5.00%, 07/01/2036		2,832		3,005
5.00%, 11/01/2036		84,017		89,176
6.00%, 11/01/2036		9,331		9,902
6.50%, 11/01/2036		120,964		129,908
6.50%, 11/01/2036		252,423		270,816
6.50%, 11/01/2036		25,066		28,006
5.50%, 12/01/2036		42,269		45,788
6.00%, 12/01/2036		20,110		22,268
6.00%, 12/01/2036		9,078		10,038
6.50%, 12/01/2036		126,528		139,647
6.50%, 12/01/2036		291,303		323,912
7.50%, 12/01/2036		356,999		387,206
3.00%, 01/01/2037		3,369,456		3,285,082
6.50%, 01/01/2037		6,400		6,537
6.50%, 01/01/2037		19,060		20,330
6.50%, 02/01/2037		26,156		27,844
7.00%, 02/01/2037		8,762		9,961
5.00%, 03/01/2037		228,582		242,736
5.00%, 06/01/2037		255,362		270,708
6.50%, 06/01/2037		15,501		16,256
5.00%, 08/01/2037		262,002		278,192
6.50%, 11/01/2037		62,588		69,240
3.00%, 12/01/2037		953,227		922,548
3.00%, 01/01/2038		1,431,347		1,388,826
7.50%, 01/01/2038		70,688		81,894
7.50%, 01/01/2038		42,648		48,959
5.00%, 02/01/2038		282,284		299,426
5.00%, 03/01/2038		321,006		340,802
5.00%, 03/01/2038		271,664		288,341
5.00%, 03/01/2038		278,477		295,565
5.00%, 03/01/2038		76,380		81,074
6.50%, 03/01/2038		59,769		66,884
5.00%, 04/01/2038		190,162		200,861
5.50%, 05/01/2038		68,890		74,272
5.50%, 08/01/2038		87,479		94,412
5.00%, 09/01/2038		218,901		232,338
5.00%, 09/01/2038		38,076		40,413
7.50%, 09/01/2038		34,324		38,194
5.00%, 11/01/2038		1,600		1,698
5.00%, 11/01/2038		82,543		87,243
5.00%, 12/01/2038		258,284		274,119
5.00%, 12/01/2038		925		981
5.50%, 01/01/2039		3,300,211		3,575,664
5.00%, 02/01/2039		532,628		565,339
5.00%, 05/01/2039		9,521		10,158
4.50%, 07/01/2039		238,789		249,123
4.50%, 10/01/2039		1,967,888		2,052,963
5.00%, 10/01/2039		594,165		630,628
4.50%, 11/01/2039		3,043,996		3,173,681
4.50%, 11/01/2039		2,264,318		2,362,597
5.00%, 01/01/2040		136,464		144,960
5.00%, 03/01/2040		2,929,961		3,108,431
5.00%, 03/01/2040		229,530		242,733
5.50%, 03/01/2040		29,431		31,767
4.50%, 05/01/2040		1,083,379		1,130,418
5.50%, 05/01/2040		2,179,464		2,350,496
4.50%, 08/01/2040		506,773		528,779
5.00%, 08/01/2040		1,481,827		1,573,888
5.00%, 08/01/2040		419,350		445,401
5.50%, 08/01/2040		904,184		975,147
4.00%, 09/01/2040		867,449		883,560
4.50%, 09/01/2040		378,632		395,065
4.50%, 09/01/2040		1,618,442		1,688,721
4.00%, 11/01/2040		45,394		46,235
4.00%, 11/01/2040		2,718,617		2,769,202
4.00%, 12/01/2040		1,675,077		1,706,216
4.00%, 12/01/2040		1,107,948		1,128,543
4.00%, 12/01/2040		480,816		489,742
4.00%, 12/01/2040		1,573,703		1,602,948
4.00%, 12/01/2040		1,265,668		1,289,186
4.00%, 01/01/2041		992,765		1,011,228
4.50%, 03/01/2041		304,841		318,078
5.00%, 04/01/2041		1,300,127		1,380,954
4.50%, 05/01/2041		2,168,678		2,262,539
5.00%, 06/01/2041		359,384		380,993
4.50%, 08/01/2041		809,704		844,867
4.00%, 10/01/2041		5,330,426		5,429,647
4.00%, 10/15/2041 ⁽⁶⁾		9,500,000		9,592,324
4.50%, 10/15/2041 ⁽⁶⁾		1,000,000		1,032,148
4.00%, 11/01/2041		14,174		14,438
4.00%, 01/01/2042		257,451		262,243
3.50%, 05/01/2042		1,063,159		1,054,375
4.00%, 05/01/2042		17,077		17,395
3.50%, 06/01/2042		519,233		514,918
3.50%, 06/01/2042		3,148,845		3,115,936
4.00%, 06/01/2042		2,601,270		2,651,032
3.50%, 07/01/2042		12,167,299		12,065,973
3.00%, 08/01/2042		2,195,754		2,121,803
3.50%, 08/01/2042		1,045,235		1,036,664
3.50%, 09/01/2042		4,037,718		4,004,089
3.50%, 09/01/2042		6,988,266		6,930,064
3.00%, 10/01/2042		5,527,691		5,338,589
3.50%, 10/01/2042		12,833,763		12,726,879
3.50%, 10/01/2042		3,147,308		3,121,094
4.00%, 10/01/2042		108,750		108,925
3.50%, 10/15/2042 ⁽⁶⁾		25,150,000		24,746,224
3.00%, 11/01/2042		6,968,110		6,732,812
3.50%, 11/01/2042		3,572,798		3,543,041
3.50%, 11/01/2042		120,936		119,673
3.50%, 11/01/2042		1,304,149		1,293,287
3.50%, 12/01/2042		4,081,313		4,047,330
3.50%, 01/01/2043		9,255,451		9,178,376
4.00%, 01/01/2043		284,460		289,948
3.00%, 02/01/2043		467,011		450,815
3.00%, 03/01/2043		2,979,887		2,876,200
3.00%, 03/01/2043		6,057,860		5,847,776
3.50%, 03/01/2043		974,645		966,529
3.00%, 04/01/2043		13,703,949		13,230,386
3.00%, 04/01/2043		108,658		104,840
3.50%, 05/01/2043		337,181		333,656
3.00%, 06/01/2043		16,835,683		16,244,071
3.00%, 06/01/2043		42,225		40,747
3.50%, 06/01/2043		1,165,357		1,153,141
3.50%, 06/01/2043		1,936,644		1,920,517
4.00%, 06/01/2043		22,153		22,505
3.00%, 07/01/2043		31,667		30,561
3.00%, 07/01/2043		419,344		404,606
3.50%, 07/01/2043		659,295		653,810
3.00%, 08/01/2043		8,026,042		7,744,652
3.00%, 08/01/2043		595,686		574,829
4.00%, 09/01/2043		230,013		234,221
4.00%, 09/01/2043		8,431,336		8,588,090
3.50%, 10/01/2043		259,228		257,070
4.00%, 11/01/2043		102,152		103,701
4.00%, 11/01/2043		222,762		225,933
4.00%, 12/01/2043		1,050,328		1,069,553
4.00%, 12/01/2043		269,820		273,402
4.00%, 12/01/2043		2,070,841		2,099,704
4.50%, 12/01/2043		1,069,972		1,118,104
4.00%, 01/01/2044		635,332		644,202
4.00%, 01/01/2044		154,497		156,976
4.00%, 03/01/2044		3,523,158		3,569,060
4.50%, 03/01/2044		783,829		810,334
3.50%, 05/01/2044		17,409,387		17,264,476
4.50%, 05/01/2044		1,207,733		1,248,607
4.50%, 07/01/2044		48,292		49,924
4.50%, 07/01/2044		368,277		380,723
4.50%, 09/01/2044		2,289,922		2,367,295
4.00%, 10/01/2044		9,539,922		9,679,962
3.50%, 01/01/2045		15,003,558		14,878,811
4.00%, 01/01/2045		578,549		585,909
3.50%, 03/01/2045		3,844,858		3,793,783
3.00%, 05/01/2045		1,413,756		1,359,461
3.00%, 05/01/2045		2,703,732		2,599,899
3.00%, 06/01/2045		670,924		646,356
3.50%, 07/01/2045		1,055,470		1,041,448
3.00%, 10/01/2045		5,759,591		5,557,885
4.00%, 10/01/2045		11,032,014		11,159,580
4.00%, 10/01/2045		864,112		874,221
4.00%, 11/01/2045		16,345,617		16,535,100
3.00%, 12/01/2045		10,247,672		9,823,485
3.50%, 12/01/2045		11,443,621		11,291,587
3.50%, 12/01/2045		1,442,400		1,423,237
3.50%, 01/01/2046		11,357,854		11,214,006
4.00%, 01/01/2046		4,033,902		4,093,101
4.00%, 01/01/2046		4,005,157		4,081,903
3.50%, 02/01/2046		9,377,852		9,250,845
3.00%, 03/01/2046		6,293,179		6,030,988
3.50%, 03/01/2046		10,934,269		10,808,489
4.00%, 05/01/2046		429,700		434,210
4.00%, 06/01/2046		12,865,393		13,026,720
3.50%, 07/01/2046		4,969,266		4,897,612
3.50%, 08/01/2046		8,917,617		8,827,344
4.00%, 08/01/2046		3,033,293		3,068,158
3.00%, 09/01/2046		19,425,651		18,616,290
4.50%, 09/01/2046		5,687,825		5,874,683
3.00%, 10/01/2046		3,104,768		2,975,410
3.00%, 10/01/2046		16,372,075		15,702,672
4.50%, 10/01/2046		4,545,064		4,694,342
3.00%, 11/01/2046		21,232,107		20,340,895
3.00%, 12/01/2046		5,645,686		5,410,460
3.50%, 12/01/2046		411,659		405,793
3.50%, 01/01/2047		4,824,919		4,752,968
4.00%, 01/01/2047		14,686,071		14,916,114
3.00%, 02/01/2047		7,031,960		6,735,498
3.00%, 03/01/2047		3,361,506		3,218,053
3.00%, 04/01/2047		7,990,867		7,654,053
4.00%, 04/01/2047		2,282,304		2,307,663
3.00%, 05/01/2047		18,732,498		17,954,563
4.50%, 07/01/2047		2,393,592		2,472,306
4.50%, 07/01/2047		7,140,618		7,548,398
4.00%, 09/01/2047		7,904,629		8,015,937
3.50%, 10/01/2047		27,717,794		27,294,704
4.00%, 10/01/2047		998,849		1,009,485
3.50%, 11/01/2047		2,950,791		2,905,605
3.50%, 11/01/2047		5,700,393		5,613,104
4.00%, 11/01/2047		7,404,369		7,486,224
4.50%, 11/01/2047		1,811,973		1,872,115
3.50%, 01/01/2048		9,842,940		9,692,187
3.50%, 03/01/2048		7,909,930		7,792,537
3.50%, 03/01/2048		9,928,617		9,788,962
3.50%, 05/01/2048		16,069,639		15,822,400
4.00%, 06/01/2048		8,180,172		8,296,070
4.00%, 06/01/2048		1,994,463		2,015,113
4.50%, 06/01/2048		8,557,379		8,838,448
4.50%, 08/01/2048		3,900,469		4,030,123
4.00%, 09/01/2048		26,828,801		27,104,933
4.50%, 09/01/2048		670,350		702,084
4.50%, 09/01/2048		452,345		472,085
4.50%, 09/01/2048		603,630		632,207
4.50%, 09/01/2048		424,573		445,718
Freddie Mac Multifamily Structured Pass Through Certificates
1.67%, 06/25/2020 IO ⁽⁴⁾		49,433,371		1,005,292
2.60%, 09/25/2020		284,028		281,973
3.13%, 06/25/2021		12,700,000		12,681,863
1.55%, 05/25/2022 IO ⁽⁴⁾		52,469,558		2,193,994
2.36%, 08/25/2022		3,246,329		3,165,288
2.86%, 08/25/2022		6,965,000		6,882,415
3.07%, 08/25/2022		2,438,000		2,423,149
2.81% (1 Month LIBOR USD + 0.70%), 09/25/2022 ⁽²⁾		1,570,186		1,575,447
2.84%, 09/25/2022		2,665,000		2,621,301
0.98%, 10/25/2022 IO ⁽⁴⁾		22,138,594		644,226
2.31%, 12/25/2022		6,000,000		5,785,211
2.52%, 01/25/2023		2,000,000		1,946,835
2.62%, 01/25/2023		8,500,000		8,285,300
3.11%, 02/25/2023		13,450,000		13,407,580
3.32%, 02/25/2023 ⁽⁴⁾		5,550,000		5,576,060
3.49%, 01/25/2024		18,300,000		18,479,662
3.10%, 02/25/2024		11,250,000		11,110,418
3.39%, 03/25/2024		4,286,000		4,306,786
2.91%, 04/25/2024		9,500,000		9,336,099
3.04%, 07/25/2024		10,000,000		9,816,657
2.81%, 09/25/2024		6,287,000		6,117,240
2.77%, 05/25/2025		4,250,000		4,097,233
3.33%, 08/25/2025 ⁽⁴⁾		10,000,000		9,972,457
1.50%, 03/25/2026 ⁽⁴⁾		27,734,691		2,318,914
3.17%, 09/25/2026 ⁽⁴⁾		7,915,000		7,699,942
3.36%, 12/25/2026		27,000,000		26,545,857
3.41%, 12/25/2026		23,275,000		23,119,016
3.51%, 01/25/2027 ⁽⁴⁾		23,250,000		23,108,554
3.24%, 04/25/2027		7,030,000		6,878,542
3.33%, 05/25/2027		1,779,000		1,739,526
3.12%, 06/25/2027		4,263,000		4,130,402
3.19%, 07/25/2027		38,013,000		36,998,456
3.24%, 08/25/2027		2,846,000		2,778,035
3.19%, 09/25/2027 ⁽⁴⁾		35,150,000		34,118,833
3.25%, 09/25/2027 ⁽⁴⁾		4,900,000		4,745,843
3.30%, 11/25/2027 ⁽⁴⁾		4,589,000		4,494,111
3.36%, 11/25/2027 ⁽⁴⁾		18,922,000		18,474,432
3.36%, 12/25/2027 ⁽⁴⁾		3,332,000		3,254,859
3.35%, 01/25/2028		5,167,000		5,068,588
3.34%, 04/25/2028 ⁽⁴⁾		12,045,000		11,655,237
3.85%, 05/25/2028 ⁽⁴⁾		24,120,000		24,569,973
3.85%, 05/25/2028 ⁽⁴⁾		3,550,000		3,582,097
3.93%, 06/25/2028		4,761,000		4,879,878
3.08%, 01/25/2031		4,126,000		3,868,085
3.99%, 05/25/2033 ⁽⁴⁾		16,700,000		17,026,131
3.90%, 06/25/2051		29,695,000		30,388,396
3.90%, 06/25/2051		8,575,000		8,707,301
Freddie Mac Non Gold Pool
3.69% (1 Year CMT Rate + 2.24%, 13.71% Cap), 07/01/2019 ⁽²⁾		60		59
4.25% (1 Year CMT Rate + 2.13%, 12.13% Cap), 07/01/2026 ⁽²⁾		3,765		3,773
3.63% (1 Year CMT Rate + 2.11%, 12.11% Cap), 01/01/2027 ⁽²⁾		6,460		6,682
3.74% (1 Year CMT Rate + 2.24%, 12.08% Cap), 04/01/2030 ⁽²⁾		1,744		1,823
3.76% (1 Year CMT Rate + 2.37%, 10.23% Cap), 09/01/2032 ⁽²⁾		5,036		5,287
3.99% (1 Year CMT Rate + 2.24%, 10.12% Cap), 05/01/2033 ⁽²⁾		174,828		183,844
3.48% (1 Year CMT Rate + 2.23%, 9.36% Cap), 12/01/2033 ⁽²⁾		24,957		26,279
3.94% (12 Month LIBOR USD + 1.75%, 9.19% Cap), 04/01/2034 ⁽²⁾		27,805		29,071
4.01% (1 Year CMT Rate + 2.37%, 10.59% Cap), 09/01/2034 ⁽²⁾		119,266		125,778
3.68% (1 Year CMT Rate + 2.25%, 10.12% Cap), 01/01/2035 ⁽²⁾		59,969		63,227
3.70% (1 Year CMT Rate + 2.25%, 10.04% Cap), 01/01/2035 ⁽²⁾		137,544		145,049
4.42% (12 Month LIBOR USD + 1.67%, 11.29% Cap), 08/01/2035 ⁽²⁾		6,314		6,583
4.63% (6 Month LIBOR USD + 2.13%, 11.56% Cap), 12/01/2035 ⁽²⁾		32,779		34,526
3.70% (12 Month LIBOR USD + 1.71%, 10.13% Cap), 02/01/2036 ⁽²⁾		21,652		22,665
3.92% (1 Year CMT Rate + 2.25%, 9.89% Cap), 02/01/2036 ⁽²⁾		87,844		92,392
4.04% (12 Month LIBOR USD + 2.04%, 10.70% Cap), 03/01/2036 ⁽²⁾		84,988		90,072
4.69% (12 Month LIBOR USD + 2.47%, 11.73% Cap), 03/01/2036 ⁽²⁾		63,392		67,903
4.12% (1 Year CMT Rate + 2.25%, 10.60% Cap), 05/01/2036 ⁽²⁾		62,978		66,426
4.19% (1 Year CMT Rate + 2.25%, 10.59% Cap), 05/01/2036 ⁽²⁾		93,768		98,929
4.69% (12 Month LIBOR USD + 2.33%, 10.87% Cap), 05/01/2036 ⁽²⁾		18,582		19,844
4.32% (12 Month LIBOR USD + 1.94%, 10.94% Cap), 06/01/2036 ⁽²⁾		276,222		291,767
4.35% (12 Month LIBOR USD + 1.99%, 11.00% Cap), 06/01/2036 ⁽²⁾		90,510		95,203
4.05% (1 Year CMT Rate + 2.25%, 10.10% Cap), 07/01/2036 ⁽²⁾		48,156		50,753
4.24% (6 Month LIBOR USD + 1.76%, 12.62% Cap), 07/01/2036 ⁽²⁾		46,871		48,815
4.35% (1 Year CMT Rate + 2.25%, 10.80% Cap), 07/01/2036 ⁽²⁾		35,707		37,682
4.13% (6 Month LIBOR USD + 1.63%, 11.57% Cap), 08/01/2036 ⁽²⁾		4,308		4,463
4.16% (6 Month LIBOR USD + 1.66%, 13.04% Cap), 08/01/2036 ⁽²⁾		193,279		200,442
4.19% (6 Month LIBOR USD + 1.69%, 12.82% Cap), 08/01/2036 ⁽²⁾		53,560		55,632
4.25% (12 Month LIBOR USD + 1.88%, 11.05% Cap), 09/01/2036 ⁽²⁾		115,468		121,493
4.45% (12 Month LIBOR USD + 1.78%, 11.24% Cap), 09/01/2036 ⁽²⁾		103,395		108,700
3.61% (1 Year CMT Rate + 2.36%, 11.20% Cap), 10/01/2036 ⁽²⁾		81,751		86,812
3.90% (12 Month LIBOR USD + 1.60%, 11.38% Cap), 10/01/2036 ⁽²⁾		44,511		46,939
3.92% (6 Month LIBOR USD + 1.75%, 12.98% Cap), 10/01/2036 ⁽²⁾		97,609		101,601
3.93% (6 Month LIBOR USD + 1.70%, 12.35% Cap), 10/01/2036 ⁽²⁾		52,131		54,001
4.01% (6 Month LIBOR USD + 1.79%, 12.45% Cap), 10/01/2036 ⁽²⁾		50,868		52,993
4.33% (12 Month LIBOR USD + 2.20%, 10.78% Cap), 10/01/2036 ⁽²⁾		25,879		27,356
3.39% (12 Month LIBOR USD + 1.64%, 10.76% Cap), 11/01/2036 ⁽²⁾		99,498		103,868
3.46% (12 Month LIBOR USD + 1.67%, 11.01% Cap), 11/01/2036 ⁽²⁾		18,811		19,658
3.68% (1 Year CMT Rate + 2.24%, 9.97% Cap), 11/01/2036 ⁽²⁾		51,168		53,954
3.92% (12 Month LIBOR USD + 1.78%, 11.33% Cap), 11/01/2036 ⁽²⁾		59,922		62,873
4.06% (1 Year CMT Rate + 2.25%, 11.18% Cap), 11/01/2036 ⁽²⁾		174,922		184,066
3.44% (12 Month LIBOR USD + 1.69%, 11.37% Cap), 12/01/2036 ⁽²⁾		7,130		7,468
3.48% (12 Month LIBOR USD + 1.59%, 11.19% Cap), 12/01/2036 ⁽²⁾		276,993		288,541
3.77% (12 Month LIBOR USD + 1.99%, 11.15% Cap), 12/01/2036 ⁽²⁾		125,312		132,434
3.88% (12 Month LIBOR USD + 2.13%, 11.19% Cap), 12/01/2036 ⁽²⁾		2,063		2,208
4.02% (12 Month LIBOR USD + 1.67%, 12.03% Cap), 12/01/2036 ⁽²⁾		173,630		181,045
3.76% (12 Month LIBOR USD + 1.89%, 10.85% Cap), 01/01/2037 ⁽²⁾		42,093		44,285
3.92% (6 Month LIBOR USD + 1.67%, 10.68% Cap), 01/01/2037 ⁽²⁾		15,494		16,127
3.58% (12 Month LIBOR USD + 1.70%, 11.06% Cap), 02/01/2037 ⁽²⁾		9,858		10,241
3.69% (12 Month LIBOR USD + 1.88%, 10.77% Cap), 02/01/2037 ⁽²⁾		6,122		6,428
3.89% (12 Month LIBOR USD + 1.94%, 10.90% Cap), 02/01/2037 ⁽²⁾		64,340		67,516
4.26% (12 Month LIBOR USD + 2.28%, 10.93% Cap), 02/01/2037 ⁽²⁾		18,595		19,799
4.61% (6 Month LIBOR USD + 2.11%, 12.34% Cap), 02/01/2037 ⁽²⁾		114,931		121,268
4.10% (12 Month LIBOR USD + 2.22%, 10.85% Cap), 03/01/2037 ⁽²⁾		26,349		27,547
4.11% (12 Month LIBOR USD + 2.25%, 11.20% Cap), 03/01/2037 ⁽²⁾		17,617		18,480
4.35% (6 Month LIBOR USD + 1.91%, 12.42% Cap), 03/01/2037 ⁽²⁾		196,312		205,554
3.66% (12 Month LIBOR USD + 1.91%, 10.91% Cap), 04/01/2037 ⁽²⁾		2,239		2,294
4.08% (12 Month LIBOR USD + 1.98%, 10.78% Cap), 04/01/2037 ⁽²⁾		48,412		50,706
3.80% (6 Month LIBOR USD + 1.52%, 11.87% Cap), 05/01/2037 ⁽²⁾		86,459		89,332
4.03% (12 Month LIBOR USD + 2.05%, 10.82% Cap), 05/01/2037 ⁽²⁾		143,924		152,268
4.18% (6 Month LIBOR USD + 2.12%, 11.01% Cap), 05/01/2037 ⁽²⁾		5,422		5,680
4.19% (6 Month LIBOR USD + 2.01%, 12.16% Cap), 05/01/2037 ⁽²⁾		34,096		35,861
4.31% (6 Month LIBOR USD + 2.01%, 12.49% Cap), 05/01/2037 ⁽²⁾		60,316		63,305
4.56% (12 Month LIBOR USD + 2.18%, 11.09% Cap), 05/01/2037 ⁽²⁾		71,406		75,516
3.80% (12 Month LIBOR USD + 1.70%, 11.38% Cap), 06/01/2037 ⁽²⁾		32,633		34,023
4.52% (12 Month LIBOR USD + 1.87%, 11.71% Cap), 07/01/2037 ⁽²⁾		12,745		13,326
4.50% (12 Month LIBOR USD + 1.75%, 11.75% Cap), 11/01/2037 ⁽²⁾		5,616		5,828
4.09% (12 Month LIBOR USD + 2.08%, 10.92% Cap), 04/01/2038 ⁽²⁾		58,845		62,018
3.99% (12 Month LIBOR USD + 1.89%, 10.45% Cap), 05/01/2038 ⁽²⁾		41,174		43,289
4.08% (12 Month LIBOR USD + 1.85%, 9.03% Cap), 07/01/2040 ⁽²⁾		74,662		78,379
Freddie Mac Reference REMIC
6.00%, 04/15/2036		373,050		408,945
6.00%, 05/15/2036		500,808		546,680
Freddie Mac REMICS
0.00%, 03/15/2019 PO		1,842		1,829
6.50%, 03/15/2019 IO		114		1
0.00%, 02/15/2020 PO		48,951		48,171
5.00%, 02/15/2020 IO		14,584		347
5.00%, 02/15/2020 IO		7,840		171
6.50%, 03/15/2020		1,213		1,228
9.60%, 04/15/2020		7		7
10.00%, 06/15/2020		2		2
7.80%, 09/15/2020		2		2
9.00%, 10/15/2020		149		155
6.95%, 01/15/2021		541		550
8.60%, 01/15/2021		2		2
9.50%, 01/15/2021		76		78
9.00%, 04/15/2021		194		205
3.11% (1 Month LIBOR USD + 0.95%, 0.95% Floor, 11.00% Cap), 05/15/2021 ⁽²⁾		82		83
5.00%, 05/15/2021		218		218
7.00%, 05/15/2021		2,173		2,229
26.66% (-3 x 1 Month LIBOR USD + 34.00%, 34.00% Cap), 05/15/2021 ⁽²⁾⁽⁵⁾		49		52
35.51% (-5 x 1 Month LIBOR USD + 45.23%, 45.23% Cap), 05/15/2021 ⁽²⁾⁽⁵⁾		58		70
6.00%, 07/15/2021 ⁽⁴⁾		401		408
5.50%, 08/15/2021		210		212
7.00%, 09/15/2021		1,000		1,018
8.50%, 09/15/2021		1,321		1,400
6.94%, 11/15/2021 ⁽⁴⁾		38,986		39,537
932.44% (-124 x 1 Month LIBOR USD + 1,199.99%, 10.00% Floor, 1,199.99% Cap), 01/15/2022 IO ⁽²⁾⁽⁵⁾		2		9
5.00%, 03/15/2022		129,223		130,253
7.00%, 03/15/2022		554		572
7.00%, 05/15/2022		771		782
7.50%, 08/15/2022		1,120		1,190
8.00%, 08/15/2022		2,808		2,983
3.31% (1 Month LIBOR USD + 1.15%, 1.15% Floor, 10.00% Cap), 09/15/2022 ⁽²⁾		1,922		1,951
5.50%, 10/15/2022		50,041		51,714
3.60% (-1 x 1 Month LIBOR USD + 4.68%, 4.68% Cap), 12/15/2022 ⁽²⁾⁽⁵⁾		1,844		1,854
5.50%, 12/15/2022		16,307		16,851
2.02% (11th District Cost of Funds Index + 1.00%, 1.00% Floor, 10.00% Cap), 02/15/2023 ⁽²⁾		277		282
7.50%, 02/15/2023		17,171		18,201
5.50%, 03/15/2023		146,000		152,608
3.31% (1 Month LIBOR USD + 1.15%, 1.15% Floor, 10.00% Cap), 04/15/2023 ⁽²⁾		10,567		10,766

5.50%, 04/15/2023		147,000			154,082
7.00%, 04/15/2023		15,748			16,574
7.50%, 04/15/2023		3,243			3,441
5.00%, 05/15/2023		16,487			16,822
6.75% (-1 x 3 Month CMT Rate + 8.90%, 8.90% Cap), 05/15/2023 ⁽²⁾⁽⁵⁾		7,301			7,640
7.00%, 05/15/2023		1,688			1,790
5.60%, 06/15/2023		32,883			33,947
2.21% (10 Year CMT Rate + -0.70%, 10.00% Cap), 07/15/2023 ⁽²⁾		6,735			6,716
6.44% (-1 x 1 Month LIBOR USD + 8.60%, 3.00% Floor, 8.60% Cap), 07/15/2023 ⁽²⁾⁽⁵⁾		9,764			9,915
23.48% (-4 x 11th District Cost of Funds Index + 27.47%, 27.47% Cap), 07/15/2023 ⁽²⁾⁽⁵⁾		1,415			1,719
2.52% (11th District Cost of Funds Index + 1.50%, 1.50% Floor, 9.00% Cap), 08/15/2023 ⁽²⁾		379			388
6.50%, 09/15/2023		45,857			48,375
7.00%, 09/15/2023		12,135			12,843
25.19% (-4 x 1 Month LIBOR USD + 34.50%, 34.50% Cap), 09/15/2023 ⁽²⁾⁽⁵⁾		5,433			7,102
0.00%, 10/15/2023 PO		95			95
6.25%, 10/15/2023		7,288			7,622
15.74% (-3 x 1 Month LIBOR USD + 22.75%, 22.75% Cap), 10/15/2023 ⁽²⁾⁽⁵⁾		5,255			6,045
5.00%, 11/15/2023		207,996			214,730
5.50%, 11/15/2023		50,450			52,305
6.00%, 11/15/2023		17,777			18,481
5.00%, 12/15/2023		21,478			22,131
6.50%, 12/15/2023		16,917			17,784
6.50%, 12/15/2023		10,373			10,932
7.00%, 01/15/2024		6,281			6,669
0.00%, 02/15/2024 PO		5,959			5,364
0.00%, 02/15/2024 PO		5,854			5,623
7.00%, 02/15/2024		1,655			1,839
10.00% (-5 x 11th District Cost of Funds Index + 44.15%, 10.00% Cap), 02/15/2024 ⁽²⁾⁽⁵⁾		2,165			2,626
14.38% (1 Month LIBOR USD + 9.00%, 19.24% Cap), 02/15/2024 ⁽²⁾		749			876
1.98% (10 Year CMT Rate + -0.85%, 10.00% Cap), 03/15/2024 ⁽²⁾		543			539
2.76% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.00% Cap), 03/15/2024 ⁽²⁾		1,171			1,185
7.00%, 03/15/2024		33,406			35,344
7.00%, 03/15/2024		5,829			6,164
26.86% (-4 x 11th District Cost of Funds Index + 31.43%, 31.43% Cap), 03/15/2024 IO ⁽²⁾⁽⁵⁾		3,820			919
7.50%, 04/15/2024		20,385			21,691
0.00%, 05/15/2024 PO		4,664			4,349
7.77% (-1 x 10 Year CMT Rate + 10.60%, 10.00% Cap), 05/15/2024 IO ⁽²⁾⁽⁵⁾		11,165			1,627
6.00%, 06/15/2024		20,438			21,602
7.50%, 08/15/2024		5,618			6,077
4.00%, 12/15/2024		206,000			209,989
5.00%, 12/15/2024		59,053			61,188
21.95% (-6 x 1 Month LIBOR USD + 33.83%, 33.83% Cap), 04/15/2025 ⁽²⁾⁽⁵⁾		17,665			20,186
4.50%, 06/15/2025		722,000			747,995
11.48% (-3 x 1 Month LIBOR USD + 16.88%, 16.88% Cap), 08/15/2025 ⁽²⁾⁽⁵⁾		8,752			9,528
18.53% (-4 x 1 Month LIBOR USD + 28.03%, 28.03% Cap), 10/15/2025 ⁽²⁾⁽⁵⁾		21,396			26,468
3.50%, 01/15/2026		2,000,000			2,032,157
5.00%, 03/15/2026		239,832			243,572
6.50%, 03/15/2026		2,757			2,894
6.50%, 07/15/2026		21,468			23,778
7.50%, 09/15/2026		3,287			3,586
8.00%, 09/15/2026		10,107			11,270
6.50%, 01/15/2027		15,902			17,612
7.50%, 01/15/2027		21,033			23,141
7.50%, 01/15/2027		7,904			8,730
2.86% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 9.00% Cap), 02/15/2027 ⁽²⁾		635			645
6.00%, 05/15/2027		18,448			19,365
7.25%, 07/15/2027		935			1,024
7.50%, 09/15/2027		8,818			9,820
6.50%, 12/15/2027		10,270			10,992
7.00%, 03/15/2028 IO		13,536			2,406
7.50%, 03/15/2028		40,419			44,828
7.50%, 05/15/2028		13,830			15,280
6.50%, 06/15/2028		19,576			21,766
7.00%, 06/15/2028		2,487			2,714
6.00%, 07/15/2028		9,324			9,902
6.25%, 08/15/2028		43,289			45,601
6.50%, 08/15/2028		40,437			43,659
6.00%, 09/15/2028		7,915			8,418
7.00%, 10/15/2028 IO		15,982			1,799
6.00%, 11/15/2028		35,298			37,616
6.00%, 12/15/2028		70,579			75,149
2.76% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 8.50% Cap), 01/15/2029 ⁽²⁾		16,158			16,404
6.00%, 01/15/2029		93,694			100,440
6.00%, 02/15/2029		20,621			21,992
6.25%, 02/15/2029		107,498			114,629
21.43% (-4 x 1 Month LIBOR USD + 30.55%, 30.55% Cap), 03/15/2029 ⁽²⁾⁽⁵⁾		2,618			3,618
7.00%, 04/15/2029 IO		1,377			153
7.00%, 06/15/2029		84,611			92,492
7.50%, 06/15/2029 IO		6,977			819
7.00%, 07/15/2029		44,147			48,720
7.00%, 08/15/2029		21,608			23,847
4.00%, 11/15/2029 IO		148,432			9,322
7.50%, 11/15/2029		106			118
8.00%, 11/15/2029		20,159			22,305
7.00%, 01/15/2030		39,186			43,431
8.00%, 01/15/2030		11,613			13,203
8.00%, 01/15/2030		38,918			44,407
8.00%, 03/15/2030		8,348			9,522
5.00%, 04/15/2030		702,000			746,745
8.00%, 04/15/2030		11,802			13,280
7.50%, 05/15/2030		8,695			9,727
7.50%, 08/15/2030		9,359			10,311
7.25%, 09/15/2030		22,526			25,270
7.00%, 10/15/2030		25,632			28,398
7.50%, 10/15/2030		88			88
7.50%, 10/15/2030		2,608			2,934
4.00%, 12/15/2030		3,856,752			3,979,708
7.25%, 12/15/2030		30,392			33,759
7.00%, 03/15/2031		16,817			18,527
6.50%, 05/15/2031		7,545			8,554
7.00%, 06/15/2031		13,930			15,462
8.50%, 06/15/2031		32,869			37,789
6.00%, 07/15/2031		10,173			10,996
7.00%, 07/15/2031		33,301			36,842
6.50%, 08/15/2031		20,475			22,507
6.50%, 08/15/2031		19,135			21,412
6.50%, 08/15/2031		202,375			230,452
6.50%, 08/15/2031		16,212			17,618
6.50%, 10/15/2031		16,398			18,124
6.50%, 01/15/2032		22,521			24,582
6.50%, 01/15/2032		29,497			32,215
3.06% (1 Month LIBOR USD + 0.90%, 0.90% Floor, 9.00% Cap), 02/15/2032 ⁽²⁾		88,013			89,798
5.84% (-1 x 1 Month LIBOR USD + 8.00%, 8.00% Cap), 02/15/2032 IO ⁽²⁾⁽⁵⁾		79,573			13,330
6.38%, 02/15/2032		22,705			24,023
6.49% (-1 x 1 Month LIBOR USD + 8.65%, 8.65% Cap), 02/15/2032 IO ⁽²⁾⁽⁵⁾		17,689			3,243
6.50%, 02/15/2032		37,541			41,004
6.50%, 02/15/2032		36,870			40,320
11.78% (-2 x 1 Month LIBOR USD + 16.10%, 16.10% Cap), 02/15/2032 ⁽²⁾⁽⁵⁾		44,255			50,836
13.89% (-3 x 1 Month LIBOR USD + 19.50%, 19.50% Cap), 02/15/2032 ⁽²⁾⁽⁵⁾		40,238			50,522
5.79% (-1 x 1 Month LIBOR USD + 7.95%, 7.95% Cap), 03/15/2032 IO ⁽²⁾⁽⁵⁾		33,846			5,504
5.84% (-1 x 1 Month LIBOR USD + 8.00%, 8.00% Cap), 03/15/2032 IO ⁽²⁾⁽⁵⁾		22,080			3,428
6.50%, 03/15/2032		51,025			56,310
6.50%, 03/15/2032		47,921			53,050
7.00%, 03/15/2032		31,005			34,237
7.00%, 03/15/2032		38,343			42,547
6.50%, 04/15/2032		12,320			13,468
6.50%, 04/15/2032		80,478			87,868
6.50%, 04/15/2032		115,749			128,333
7.00%, 04/15/2032		65,638			72,257
7.00%, 04/15/2032		23,811			25,953
6.50%, 05/15/2032		36,047			39,659
7.00%, 05/15/2032		32,761			36,638
6.50%, 06/15/2032		35,545			38,001
6.50%, 06/15/2032		44,418			48,515
6.50%, 06/15/2032		23,898			26,581
6.50%, 07/15/2032		52,657			58,713
6.50%, 07/15/2032		37,686			42,377
0.00%, 09/15/2032 PO		1,242,587			1,082,772
6.00%, 09/15/2032		54,162			58,714
0.00%, 12/15/2032 PO		24,736			20,693
2.91% (1 Month LIBOR USD + 0.75%, 0.75% Floor, 8.50% Cap), 12/15/2032 ⁽²⁾		51,263			52,242
6.00%, 12/15/2032		95,018			103,120
6.00%, 12/15/2032		50,673			55,959
13.42% (-2 x 1 Month LIBOR USD + 18.60%, 18.60% Cap), 12/15/2032 ⁽²⁾⁽⁵⁾		30,222			36,173
6.00%, 01/15/2033		69,056			75,263
6.00%, 02/15/2033		51,375			56,079
6.00%, 02/15/2033		232,552			250,134
6.00%, 03/15/2033		39,960			41,335
6.50%, 03/15/2033 IO		26,427			6,011
10.89% (-2 x 1 Month LIBOR USD + 14.85%, 14.85% Cap), 06/15/2033 ⁽²⁾⁽⁵⁾		91,060			105,238
5.00%, 07/15/2033		657,198			700,866
5.75% (-1 x 1 Month LIBOR USD + 6.80%, 4.00% Floor, 6.80% Cap), 07/15/2033 ⁽²⁾⁽⁵⁾		462			486
8.97% (-2 x 1 Month LIBOR USD + 13.29%, 13.29% Cap), 07/15/2033 ⁽²⁾⁽⁵⁾		27,974			30,299
3.00%, 08/15/2033		495,000			471,455
10.80% (-2 x 1 Month LIBOR USD + 14.76%, 14.76% Cap), 09/15/2033 ⁽²⁾⁽⁵⁾		25,411			29,478
6.07% (-1 x 1 Month LIBOR USD + 8.01%, 8.01% Cap), 10/15/2033 ⁽²⁾⁽⁵⁾		739,437			790,991
11.75% (-2 x 1 Month LIBOR USD + 16.50%, 16.50% Cap), 11/15/2033 ⁽²⁾⁽⁵⁾		12,424			15,146
2.76% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 9.50% Cap), 12/15/2033 ⁽²⁾		210,681			211,906
5.00%, 01/15/2034		317,216			336,553
5.50%, 02/15/2034		7,229			7,397
6.00%, 05/15/2034		183,096			195,266
16.58% (-4 x 1 Month LIBOR USD + 24.49%, 24.49% Cap), 06/15/2034 ⁽²⁾⁽⁵⁾		63,211			70,806
0.00%, 07/15/2034 PO		132,525			111,351
4.38% (1 Month LIBOR USD + 2.22%, 8.32% Cap), 07/15/2034 ⁽²⁾		51,424			53,816
0.00%, 02/15/2035 PO		40,237			35,308
18.66% (-4 x 1 Month LIBOR USD + 28.16%, 28.16% Cap), 02/15/2035 ⁽²⁾⁽⁵⁾		51,375			60,358
0.00%, 04/15/2035 PO		63,553			57,082
6.00%, 04/15/2035		1,057,000			1,147,809
2.56% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap), 05/15/2035 ⁽²⁾		69,026			69,211
2.46% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap), 06/15/2035 ⁽²⁾		82,035			81,898
11.46% (-3 x 1 Month LIBOR USD + 17.03%, 17.03% Cap), 06/15/2035 ⁽²⁾⁽⁵⁾		2,655			3,029
0.00%, 08/15/2035 PO		7,724			6,786
2.96% (1 Month LIBOR USD + 0.80%, 0.80% Floor, 7.50% Cap), 08/15/2035 ⁽²⁾		67,356			68,839
0.00%, 09/15/2035 PO		28,312			25,138
12.81% (-3 x 1 Month LIBOR USD + 20.00%, 20.00% Cap), 11/15/2035 ⁽²⁾⁽⁵⁾		40,783			49,340
6.00%, 01/15/2036		148,792			164,745
16.65% (-4 x 1 Month LIBOR USD + 24.57%, 24.57% Cap), 01/15/2036 ⁽²⁾⁽⁵⁾		10,727			13,770
0.00%, 02/15/2036 PO		33,711			28,300
0.00%, 02/15/2036 PO		39,116			34,736
0.00%, 02/15/2036 PO		29,257			24,428
0.00%, 02/15/2036 PO		113,075			101,997
0.00%, 03/15/2036 PO		64,854			58,499
0.00%, 03/15/2036 PO		70,972			62,200
0.00%, 03/15/2036 PO		8,124			7,016
6.00%, 03/15/2036		2,363			3,126
0.00%, 04/15/2036 PO		80,483			66,597
0.00%, 04/15/2036 PO		147,666			124,151
0.00%, 04/15/2036 PO		44,543			38,797
0.00%, 04/15/2036 PO		135,194			122,213
6.00%, 04/15/2036 IO		83,230			17,243
6.00%, 04/15/2036		809,538			883,838
6.00%, 04/15/2036		98,554			107,134
0.00%, 05/15/2036 PO		42,268			35,436
0.00%, 05/15/2036 PO		62,349			51,634
0.00%, 05/15/2036 PO		14,294			10,598
0.00%, 05/15/2036 PO		12,277			10,291
2.61% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap), 05/15/2036 ⁽²⁾		563,102			565,871
2.66% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 05/15/2036 ⁽²⁾		214,805			215,655
0.00%, 06/15/2036 PO		130,736			116,560
6.00%, 06/15/2036		25,574			27,738
13.73% (-3 x 1 Month LIBOR USD + 19.66%, 19.66% Cap), 06/15/2036 ⁽²⁾⁽⁵⁾		25,118			30,861
0.00%, 07/15/2036 PO		29,409			25,193
4.94% (-1 x 1 Month LIBOR USD + 7.10%, 7.10% Cap), 07/15/2036 IO ⁽²⁾⁽⁵⁾		10,549			626
6.50%, 07/15/2036		124,284			134,086
6.50%, 07/15/2036		90,491			98,917
0.00%, 08/15/2036 PO		43,521			37,056
4.49% (-1 x 1 Month LIBOR USD + 6.65%, 6.65% Cap), 08/15/2036 IO ⁽²⁾⁽⁵⁾		653,979			84,417
5.50%, 08/15/2036		68,988			71,101
5.50%, 08/15/2036		193,483			207,530
0.00%, 09/15/2036 PO		23,824			21,303
0.00%, 09/15/2036 PO		18,933			14,475
0.00%, 10/15/2036 PO		49,024			41,590
4.54% (-1 x 1 Month LIBOR USD + 6.70%, 6.70% Cap), 10/15/2036 IO ⁽²⁾⁽⁵⁾		70,879			9,724
7.50%, 11/15/2036		635,470			714,047
0.00%, 12/15/2036 PO		24,733			20,812
7.00%, 12/15/2036		1,593,390			1,780,229
7.50%, 12/15/2036		553,871			637,287
0.00%, 01/15/2037 PO		25,516			21,375
3.98% (-1 x 1 Month LIBOR USD + 6.14%, 6.14% Cap), 01/15/2037 IO ⁽²⁾⁽⁵⁾		44,831			5,495
0.00%, 02/15/2037 PO		7,435			6,521
0.00%, 02/15/2037 PO		69,131			61,266
2.60% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 6.50% Cap), 02/15/2037 ⁽²⁾		46,670			46,746
6.00%, 02/15/2037		77,673			83,704
0.00%, 03/15/2037 PO		13,571			12,481
4.29% (-1 x 1 Month LIBOR USD + 6.45%, 6.45% Cap), 03/15/2037 IO ⁽²⁾⁽⁵⁾		69,096			8,169
9.00% (-12 x 1 Month LIBOR USD + 70.64%, 9.00% Cap), 03/15/2037 ⁽²⁾⁽⁵⁾		23,769			27,133
0.00%, 04/15/2037 PO		30,216			25,276
6.00%, 04/15/2037		76,695			82,854
0.00%, 05/15/2037 PO		273,112			227,633
0.00%, 05/15/2037 PO		2,216			1,641
0.00%, 05/15/2037 PO		49,268			43,722
6.00%, 05/15/2037		91,901			92,326
0.00%, 06/15/2037 PO		5,758			5,131
0.00%, 06/15/2037 PO		26,932			23,515
0.00%, 07/15/2037 PO		357,875			302,372
2.48% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 9,999.00% Cap), 07/15/2037 ⁽²⁾		1,114,718			1,116,526
4.44% (-1 x 1 Month LIBOR USD + 6.60%, 6.60% Cap), 07/15/2037 IO ⁽²⁾⁽⁵⁾		55,620			5,754
4.50%, 07/15/2037 IO		30,694			28
4.00%, 08/15/2037 IO		183,727			3,910
0.00%, 09/15/2037 PO		38,652			34,753
2.76% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 09/15/2037 ⁽²⁾		18,898			19,094
4.00%, 10/15/2037 IO		87,703			1,076
4.00%, 10/15/2037 IO		15,452			30
2.84% (1 Month LIBOR USD + 0.68%, 0.68% Floor, 7.00% Cap), 11/15/2037 ⁽²⁾		758,007			768,366
4.26% (-1 x 1 Month LIBOR USD + 6.42%, 6.42% Cap), 11/15/2037 IO ⁽²⁾⁽⁵⁾		311,044			27,401
4.29% (-1 x 1 Month LIBOR USD + 6.45%, 6.45% Cap), 11/15/2037 IO ⁽²⁾⁽⁵⁾		206,015			20,319
3.84% (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap), 01/15/2038 IO ⁽²⁾⁽⁵⁾		375,029			42,762
12.05% (-3 x 1 Month LIBOR USD + 17.45%, 17.45% Cap), 02/15/2038 ⁽²⁾⁽⁵⁾		14,504			15,980
5.50%, 03/15/2038		512,214			550,608
4.64% (-1 x 1 Month LIBOR USD + 6.80%, 6.80% Cap), 04/15/2038 IO ⁽²⁾⁽⁵⁾		154,113			17,061
5.50%, 05/15/2038		62,422			64,946
4.04% (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap), 06/15/2038 IO ⁽²⁾⁽⁵⁾		159,646			19,428
6.00%, 06/15/2038		429,153			455,467
6.00%, 06/15/2038		15,997			17,246
3.69% (-1 x 1 Month LIBOR USD + 5.85%, 5.85% Cap), 08/15/2038 IO ⁽²⁾⁽⁵⁾		277,430			27,706
5.72%, 10/15/2038 ⁽⁴⁾		118,757			128,324
5.50%, 01/15/2039		221,202			236,165
3.79%, 02/15/2039 ⁽⁴⁾		97,051			98,866
3.84% (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/15/2039 IO ⁽²⁾⁽⁵⁾		105,909			11,703
2.56% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap), 04/15/2039 ⁽²⁾		443,115			444,752
2.61% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 05/15/2039 ⁽²⁾		475,695			474,175
3.94% (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap), 05/15/2039 IO ⁽²⁾⁽⁵⁾		32,765			1,634
4.14% (-1 x 1 Month LIBOR USD + 6.30%, 6.30% Cap), 05/15/2039 IO ⁽²⁾⁽⁵⁾		142,052			7,369
3.36% (1 Month LIBOR USD + 1.20%, 1.20% Floor, 7.00% Cap), 07/15/2039 ⁽²⁾		39,941			40,909
4.50%, 07/15/2039		700,084			720,247
2.61% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap), 08/15/2039 ⁽²⁾		127,289			127,636
3.50%, 08/15/2039		553,650			555,661
0.00%, 10/15/2039 PO		127,183			104,385
5.00%, 10/15/2039 IO		352,239			46,410
4.09% (-1 x 1 Month LIBOR USD + 6.25%, 6.25% Cap), 12/15/2039 IO ⁽²⁾⁽⁵⁾		118,597			14,777
0.00%, 01/15/2040 PO		125,589			107,144
1.53%, 01/15/2040 IO ⁽⁴⁾		1,104,438			45,054
10.31% (-3 x 1 Month LIBOR USD + 17.50%, 17.50% Cap), 02/15/2040 ⁽²⁾⁽⁵⁾		397,391			449,423
4.00%, 03/15/2040		826,194			840,589
3.50%, 09/15/2040		1,012,791			1,016,746
2.66% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 10/15/2040 ⁽²⁾		172,937			173,909
3.84% (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap), 10/15/2040 IO ⁽²⁾⁽⁵⁾		422,379			48,167
3.84% (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap), 10/15/2040 IO ⁽²⁾⁽⁵⁾		564,774			76,508
2.71% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 12/15/2040 ⁽²⁾		1,683,105			1,696,112
5.00%, 12/15/2040		1,293,430			1,364,699
2.71% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 03/15/2041 ⁽²⁾		1,262,854			1,279,507
5.00%, 05/15/2041		1,224,104			1,308,884
5.50% (-4 x 1 Month LIBOR USD + 27.21%, 5.50% Cap), 05/15/2041 ⁽²⁾⁽⁵⁾		304,603			303,503
5.50% (-4 x 1 Month LIBOR USD + 27.50%, 5.50% Cap), 05/15/2041 ⁽²⁾⁽⁵⁾		912,884			964,217
4.00%, 07/15/2041		1,123,588			1,140,013
2.56% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 10/15/2041 ⁽²⁾		834,336			838,839
4.00%, 11/15/2041		693,483			699,672
4.00%, 12/15/2041		391,914			401,028
2.66% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 7.00% Cap), 03/15/2042 ⁽²⁾		933,195			940,745
2.66% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 07/15/2042 ⁽²⁾		439,726			441,273
2.61% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 7.00% Cap), 08/15/2042 ⁽²⁾		2,385,672			2,418,353
2.56% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.00% Cap), 09/15/2042 ⁽²⁾		866,821			862,526
3.00%, 06/15/2043		206,000			188,920
4.50%, 09/15/2043		1,000,000			1,054,246
4.00%, 05/15/2044		5,665,838			5,762,590
3.50%, 10/15/2045		19,097,774			19,038,691
3.75%, 02/15/2046 ⁽¹⁾		989,198			995,360
7.35%, 11/15/2046 ⁽⁴⁾		780,714			878,221
3.50%, 06/15/2048		4,600,830			4,598,264
0.00%, 10/15/2049 PO		400,322			352,580
Freddie Mac Strips
4.50%, 11/15/2020 IO		8,718			131
4.50%, 12/15/2020 IO		7,104			157
9.00%, 04/01/2022 IO		64			6
0.00%, 04/01/2028 PO		72,284			64,109
5.00%, 09/15/2035 IO		149,242			28,452
5.00%, 09/15/2035 IO		125,273			27,635
5.00%, 09/15/2035 IO		232,873			48,773
5.54% (-1 x 1 Month LIBOR USD + 7.70%, 7.70% Cap), 08/15/2036 IO ⁽²⁾⁽⁵⁾		437,554			70,616
2.71% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 07/15/2042 ⁽²⁾		2,719,198			2,741,813
3.50%, 07/15/2042		6,401,337			6,322,530
2.66% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.50% Cap), 08/15/2042 ⁽²⁾		1,713,352			1,733,742
2.71% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 6.50% Cap), 08/15/2042 ⁽²⁾		1,541,996			1,554,805
3.00%, 08/15/2042		2,112,116			2,048,090
3.00%, 01/15/2043		538,031			522,733
0.00%, 09/15/2043 PO		1,053,322			823,069
Freddie Mac Structured Pass-Through Certificates
5.54%, 07/25/2032 ⁽⁴⁾		63,023			66,148
5.00%, 07/25/2033 ⁽⁴⁾		186,648			191,505
4.49%, 10/25/2037 ⁽⁴⁾		1,397,906			1,425,116
7.50%, 02/25/2042		255,774			290,102
7.50%, 08/25/2042 ⁽⁴⁾		42,926			49,417
6.50%, 02/25/2043		258,483			289,571
7.00%, 02/25/2043		83,806			93,632
5.23%, 05/25/2043		591,443			610,616
0.00%, 07/25/2043 PO		23,537			19,719
7.50%, 07/25/2043		61,765			71,459
0.00%, 09/25/2043 PO		26,139			20,575
7.50%, 09/25/2043		333,668			377,197
0.00%, 10/25/2043 PO		30,123			15,474
7.00%, 10/25/2043		339,511			383,113
3.04% (12 Month US Treasury Average + 1.20%, 1.20% Floor), 10/25/2044 ⁽²⁾		599,137			596,464
FREMF 2013-K25 Mortgage Trust
3.74%, 11/25/2045 ⁽³⁾⁽⁴⁾		2,000,000			1,962,703
FREMF 2013-K35 Mortgage Trust
4.07%, 08/25/2023 ⁽³⁾⁽⁴⁾		2,951,000			2,920,859
FREMF 2014-K40 Mortgage Trust
4.21%, 11/25/2047 ⁽³⁾⁽⁴⁾		2,273,000			2,225,015
FREMF 2014-K41 Mortgage Trust
3.96%, 11/25/2047 ⁽³⁾⁽⁴⁾		6,000,000			5,673,076
FREMF 2015-K44 Mortgage Trust
3.81%, 01/25/2048 ⁽³⁾⁽⁴⁾		3,510,000			3,403,644
FREMF 2015-K45 Mortgage Trust
3.71%, 04/25/2048 ⁽³⁾⁽⁴⁾		2,135,000			2,059,161
FREMF 2015-K49 Mortgage Trust
3.85%, 10/25/2048 ⁽³⁾⁽⁴⁾		4,000,000			3,767,144
FREMF 2015-K51 Mortgage Trust
4.09%, 10/25/2048 ⁽³⁾⁽⁴⁾		1,500,000			1,421,010
FREMF 2015-K720 Mortgage Trust
3.51%, 07/25/2022 ⁽³⁾⁽⁴⁾		4,000,000			3,800,046
FREMF 2016-K59 Mortgage Trust
3.70%, 11/25/2049 ⁽³⁾⁽⁴⁾		2,450,000			2,332,072
FREMF 2016-K722 Mortgage Trust
3.97%, 07/25/2049 ⁽³⁾⁽⁴⁾		1,845,000			1,849,770
Ginnie Mae I Pool
9.00%, 02/15/2020		20			20
7.50%, 11/15/2022		65			65
7.50%, 03/15/2023		214			221
7.00%, 08/15/2023		251			256
7.00%, 09/15/2023		12,600			13,064
7.00%, 11/15/2023		650			681
6.50%, 01/15/2024		3,160			3,467
7.00%, 02/15/2024		6,271			6,499
9.50%, 10/15/2024		12,906			13,446
9.00%, 11/15/2024		445			462
9.50%, 12/15/2025		1,250			1,299
7.50%, 11/15/2026		1,003			1,019
7.50%, 07/15/2027		1,619			1,657
6.50%, 03/15/2028		7,555			8,289
7.50%, 07/15/2028		704			715
8.00%, 08/15/2028		1,338			1,342
6.50%, 09/15/2028		15,954			17,504
7.50%, 09/15/2028		3,979			4,255
6.50%, 10/15/2028		1,022			1,122
6.00%, 11/15/2028		9,996			10,800
7.00%, 09/15/2031		89,127			101,471
6.50%, 01/15/2032		67,599			75,848
6.50%, 07/15/2032		2,441			2,679
6.50%, 02/15/2033		12,670			13,901
7.00%, 02/15/2033		5,888			6,363
5.50%, 04/15/2033		293,320			318,567
6.50%, 04/15/2033		7,292			8,000
5.50%, 06/15/2033		3,370			3,660
7.00%, 06/15/2033		19,422			22,307
5.50%, 12/15/2033		11,963			12,991
5.50%, 07/15/2034		7,077			7,672
5.50%, 09/15/2034		16,044			17,227
7.00%, 06/15/2035		237,676			267,910
6.50%, 12/15/2035		80,330			89,450
7.00%, 04/15/2037		36,992			40,979
7.50%, 10/15/2037		39,210			45,883
4.00%, 06/15/2039		519,387			528,360
4.50%, 04/15/2040		2,987,659			3,116,700
4.00%, 10/15/2040		295,027			301,954
3.50%, 01/15/2042		5,651,722			5,645,191
3.50%, 03/15/2043		1,386,268			1,384,670
3.50%, 04/15/2043		4,851,460			4,860,236
3.00%, 05/15/2043		751,579			733,639
3.50%, 06/15/2043		1,851,054			1,848,914
3.50%, 07/15/2043		682,639			681,854
Ginnie Mae II Pool
8.50%, 03/20/2025		242			249
8.50%, 04/20/2025		1,844			1,976
8.50%, 05/20/2025		3,753			4,001
8.00%, 12/20/2025		700			754
8.00%, 06/20/2026		1,482			1,611
8.00%, 08/20/2026		1,210			1,370
8.00%, 09/20/2026		1,339			1,521
8.00%, 11/20/2026		1,055			1,176
8.00%, 10/20/2027		2,756			3,036
8.00%, 11/20/2027		2,235			2,454
8.00%, 12/20/2027		1,016			1,101
7.50%, 02/20/2028		1,458			1,585
6.00%, 03/20/2028		7,425			8,170
8.00%, 06/20/2028		545			551
8.00%, 08/20/2028		138			142
7.50%, 09/20/2028		4,962			5,470
8.00%, 09/20/2028		385			395
6.50%, 07/20/2029		78,782			87,320
6.00%, 11/20/2033		5,374			5,870
5.00%, 10/20/2037		328,909			347,716
7.00%, 08/20/2038		31,371			35,258
6.00%, 09/20/2038		542,293			589,196
6.00%, 11/20/2038		5,686			5,912
6.00%, 08/20/2039		281,396			311,717
5.50%, 09/20/2039		170,469			181,696
4.50%, 06/20/2040		960,524			1,006,995
5.00%, 07/20/2040		242,241			259,302
4.00%, 10/20/2040		2,741,749			2,813,516
4.50%, 01/20/2041		754,730			791,263
4.50%, 03/20/2041		716,092			750,754
4.50%, 05/20/2041		357,486			374,755
4.50%, 06/20/2041		2,527,550			2,649,450
4.50%, 09/20/2041		783,677			821,432
4.00%, 10/15/2041 ⁽⁶⁾		24,365,000			24,776,634
4.50%, 10/15/2041 ⁽⁶⁾		40,570,000			41,932,900
3.00%, 06/20/2042		395,395			386,422
4.00%, 06/20/2042		3,539,725			3,631,744
3.00%, 08/20/2042		5,348,378			5,227,008
3.50%, 10/15/2042 ⁽⁶⁾		51,710,000			51,418,123
3.50%, 10/20/2042		6,058,192			6,058,587
4.00%, 10/20/2042		7,204,699			7,389,645
3.00%, 11/20/2042		2,963,464			2,896,216
3.50%, 11/20/2042		2,080,732			2,080,868
3.00%, 12/20/2042		1,502,083			1,467,997
4.00%, 12/20/2042		3,452,345			3,541,097
3.00%, 01/20/2043		1,523,684			1,489,108
4.00%, 02/20/2043		1,606,846			1,648,288
3.00%, 04/20/2043		3,840,924			3,753,759
3.50%, 05/20/2043		1,405,477			1,405,568
3.00%, 09/20/2043		1,160,104			1,133,775
4.50%, 09/20/2043		2,083,902			2,183,018
3.00%, 10/20/2043		171,504			167,612
4.00%, 10/20/2043		5,503,311			5,640,274
4.50%, 10/20/2043		3,939,577			4,127,285
4.50%, 12/20/2043		2,047,274			2,145,132
3.00%, 01/20/2044		1,034,188			1,010,710
5.00%, 06/20/2044		1,000,306			1,060,179
3.00%, 07/20/2044		485,251			473,536
5.00%, 07/20/2044		875,606			927,895
3.00%, 10/15/2044 ⁽⁶⁾		32,390,000			31,369,589
3.00%, 12/20/2044		929,222			906,322
4.00%, 12/20/2044		748,020			766,648
3.50%, 03/20/2045		2,126,603			2,120,187
4.00%, 03/20/2045		423,458			434,014
3.00%, 04/20/2045		8,678,716			8,440,555
3.50%, 04/20/2045		15,313,601			15,267,402
3.00%, 05/20/2045		1,515,790			1,474,037
4.00%, 05/20/2045		7,245,995			7,441,259
3.00%, 07/20/2045		3,405,474			3,310,966
3.50%, 07/20/2045		6,992,103			6,971,009
5.00%, 08/20/2045		1,108,947			1,175,468
3.00%, 10/20/2045		3,831,730			3,724,599
3.50%, 10/20/2045		13,610,407			13,569,346
3.00%, 11/20/2045		904,492			879,016
4.00%, 11/20/2045		6,018,152			6,167,988
4.00%, 01/20/2046		1,212,202			1,242,382
4.50%, 01/20/2046		3,515,258			3,682,817
4.00%, 03/20/2046		1,558,410			1,593,393
3.00%, 04/20/2046		9,334,259			9,064,612
3.50%, 04/20/2046		41,749,784			41,598,083
4.00%, 04/20/2046		4,108,740			4,208,552
3.00%, 05/20/2046		382,217			371,589
4.00%, 05/20/2046		7,105,384			7,269,481
3.50%, 06/20/2046		4,752,546			4,742,212
4.00%, 06/20/2046		3,265,283			3,336,584
3.00%, 07/20/2046		7,329,935			7,113,649
3.50%, 07/20/2046		26,008,913			25,898,369
4.50%, 07/20/2046		1,813,471			1,899,847
3.00%, 08/20/2046		18,588,986			18,040,480
3.00%, 09/20/2046		2,486,239			2,414,018
4.50%, 09/20/2046		3,235,060			3,386,307
5.00%, 09/20/2046		2,959,564			3,135,731
3.50%, 11/20/2046		197,638			196,706
4.00%, 11/20/2046		3,129,213			3,205,197
4.50%, 11/20/2046		5,650,304			5,940,092
2.50%, 12/20/2046		3,520,913			3,304,907
3.50%, 12/20/2046		10,445,809			10,394,970
3.00%, 01/20/2047		5,592,375			5,423,626
3.50%, 01/20/2047		1,466,462			1,459,322
3.00%, 02/20/2047		7,649,743			7,418,910
4.00%, 02/20/2047		5,394,676			5,490,060
3.00%, 03/20/2047		843,751			818,767
4.00%, 03/20/2047		12,444,782			12,692,362
4.50%, 03/20/2047		1,290,054			1,345,948
3.00%, 04/20/2047		10,836,508			10,508,457
4.00%, 05/20/2047		999,690			1,020,435
3.00%, 06/20/2047		5,601,971			5,432,045
3.00%, 07/20/2047		21,528,934			20,872,481
4.50%, 07/20/2047		13,153,172			13,609,034
3.00%, 08/20/2047		7,763,572			7,526,463
3.50%, 08/20/2047		3,701,771			3,683,700
4.00%, 09/20/2047		11,445,750			11,716,518
5.00%, 10/20/2047		693,858			725,364
4.25%, 12/20/2047		1,965,403			2,031,525
4.50%, 01/20/2048		3,343,182			3,459,049
4.50%, 02/20/2048		21,452,371			22,195,865
4.50%, 03/20/2048		1,735,486			1,795,634
4.50%, 04/20/2048		2,038,134			2,125,909
4.50%, 04/20/2048		2,911,223			3,024,670
4.50%, 04/20/2048		4,629,274			4,857,936
4.50%, 05/20/2048		11,401,063			11,838,395
4.50%, 05/20/2048		3,370,990			3,508,630
4.50%, 05/20/2048		6,855,702			7,194,346
5.00%, 06/20/2048		5,481,313			5,820,626
4.00%, 07/20/2048		12,424,308			12,644,444
5.00%, 07/20/2048		7,523,664			7,988,249
5.00%, 07/20/2048		1,442,817			1,528,752
4.50%, 09/20/2048		1,000,000			1,034,658
5.00%, 09/20/2048		10,528,721			11,009,495
4.46%, 05/20/2063 ⁽⁴⁾		426,823			433,334
GMACM Mortgage Loan Trust 2003-AR2
4.19%, 12/19/2033 ⁽⁴⁾		187,956			189,379
GMACM Mortgage Loan Trust 2003-J8
5.25%, 12/25/2033		8,632			8,803
GMACM Mortgage Loan Trust 2005-AR3
3.88%, 06/19/2035 ⁽⁴⁾		118,507			115,839
Gosforth Funding 2018-1 Plc
2.71% (3 Month LIBOR USD + 0.45%), 08/25/2060 ⁽²⁾⁽³⁾		8,600,000			8,598,392
Government National Mortgage Association
5.00%, 04/16/2023		79,850			80,509
6.50%, 10/16/2024		106,756			112,119
6.00%, 02/20/2029		110,250			110,158
6.44% (-1 x 1 Month LIBOR USD + 8.60%, 8.60% Cap), 08/16/2029 IO ⁽²⁾⁽⁵⁾		12,461			161
9.00%, 03/16/2030		118,136			118,121
5.34% (-1 x 1 Month LIBOR USD + 7.50%, 7.50% Cap), 04/16/2030 IO ⁽²⁾⁽⁵⁾		97,654			9,054
9.00%, 10/20/2030		20,958			24,214
9.00%, 11/16/2030 IO		1,348			186
9.00%, 11/20/2030		13,145			15,266
6.54% (-1 x 1 Month LIBOR USD + 8.70%, 8.70% Cap), 01/16/2031 IO ⁽²⁾⁽⁵⁾		8,096			1,282
6.39% (-1 x 1 Month LIBOR USD + 8.55%, 8.55% Cap), 03/16/2031 IO ⁽²⁾⁽⁵⁾		6,543			1,339
15.40% (-3 x 1 Month LIBOR USD + 21.01%, 21.01% Cap), 03/17/2031 ⁽²⁾⁽⁵⁾		58,063			75,032
5.89% (-1 x 1 Month LIBOR USD + 8.05%, 8.05% Cap), 08/16/2031 IO ⁽²⁾⁽⁵⁾		14,839			3,215
6.09% (-1 x 1 Month LIBOR USD + 8.25%, 8.25% Cap), 08/16/2031 IO ⁽²⁾⁽⁵⁾		16,476			131
5.79% (-1 x 1 Month LIBOR USD + 7.95%, 7.95% Cap), 04/16/2032 IO ⁽²⁾⁽⁵⁾		57,033			8,900
8.69% (-2 x 1 Month LIBOR USD + 11.93%, 11.93% Cap), 04/16/2032 ⁽²⁾⁽⁵⁾		5,449			5,899
9.00% (-8 x 1 Month LIBOR USD + 66.27%, 9.00% Cap), 06/16/2032 ⁽²⁾⁽⁵⁾		1,919			2,244
6.50%, 06/20/2032		223,996			246,703
6.50%, 07/16/2032		66,226			74,072
6.00%, 07/20/2032		22,501			24,528
6.50%, 07/20/2032		78,539			79,577
6.50%, 07/20/2032		115,811			127,553
10.75% (-2 x 1 Month LIBOR USD + 14.70%, 14.70% Cap), 11/17/2032 ⁽²⁾⁽⁵⁾		15,041			15,914
6.00%, 11/20/2032		146,000			157,140
0.00%, 12/20/2032 PO		62,251			60,094
5.50%, 01/16/2033		437,665			474,551
6.50%, 01/20/2033		117,056			128,112
5.54% (-1 x 1 Month LIBOR USD + 7.70%, 7.70% Cap), 02/16/2033 IO ⁽²⁾⁽⁵⁾		51,329			5,708
0.00%, 02/17/2033 PO		27,144			26,110
5.53% (-1 x 1 Month LIBOR USD + 7.70%, 7.70% Cap), 02/20/2033 IO ⁽²⁾⁽⁵⁾		26,189			4,350
0.00%, 03/16/2033 PO		8,915			8,050
5.18% (-1 x 1 Month LIBOR USD + 7.67%, 7.67% Cap), 03/17/2033 ⁽²⁾⁽⁵⁾		4,508			4,516
6.50%, 03/20/2033		65,291			71,033
6.50%, 03/20/2033		222,503			243,556
5.50%, 04/20/2033		249,095			266,958
6.50%, 05/20/2033		85,902			94,801
0.00%, 06/16/2033 PO		43,664			36,457
6.00%, 09/16/2033		144,043			155,535
0.00%, 10/20/2033 PO		7,026			6,146
5.82%, 10/20/2033 ⁽⁴⁾		162,462			176,601
4.39% (-1 x 1 Month LIBOR USD + 6.55%, 6.55% Cap), 11/16/2033 IO ⁽²⁾⁽⁵⁾		95,127			9,658
4.39% (-1 x 1 Month LIBOR USD + 6.55%, 6.55% Cap), 12/16/2033 IO ⁽²⁾⁽⁵⁾		91,984			11,519
5.50%, 03/16/2034		3,636,256			3,859,178
13.73% (-3 x 1 Month LIBOR USD + 19.66%, 19.66% Cap), 04/16/2034 ⁽²⁾⁽⁵⁾		43,650			56,209
11.97% (-2 x 1 Month LIBOR USD + 16.72%, 16.72% Cap), 05/18/2034 ⁽²⁾⁽⁵⁾		5,507			6,082
0.00%, 06/20/2034 PO		79,616			69,736
6.00%, 06/20/2034		295,739			317,713
10.40% (-2 x 1 Month LIBOR USD + 14.86%, 14.86% Cap), 08/17/2034 ⁽²⁾⁽⁵⁾		35,811			37,908
5.72%, 08/20/2034 ⁽⁴⁾		88,051			94,622
4.39% (-1 x 1 Month LIBOR USD + 6.55%, 6.55% Cap), 09/16/2034 IO ⁽²⁾⁽⁵⁾		308,075			39,960
7.00% (-6 x 1 Month LIBOR USD + 44.50%, 7.00% Cap), 09/20/2034 ⁽²⁾⁽⁵⁾		35,170			36,760
18.83% (-5 x 1 Month LIBOR USD + 29.46%, 29.46% Cap), 09/20/2034 ⁽²⁾⁽⁵⁾		35,170			46,052
9.59% (-2 x 1 Month LIBOR USD + 14.26%, 14.26% Cap), 10/16/2034 ⁽²⁾⁽⁵⁾		5,238			5,545
16.47% (-4 x 1 Month LIBOR USD + 24.38%, 24.38% Cap), 10/16/2034 ⁽²⁾⁽⁵⁾		29,466			37,237
3.93% (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap), 10/20/2034 IO ⁽²⁾⁽⁵⁾		452,475			54,367
7.87% (-2 x 1 Month LIBOR USD + 12.20%, 12.20% Cap), 10/20/2034 ⁽²⁾⁽⁵⁾		6,174			6,270
3.91% (-1 x 1 Month LIBOR USD + 6.08%, 6.08% Cap), 11/20/2034 IO ⁽²⁾⁽⁵⁾		233,772			11,556
4.58% (-1 x 1 Month LIBOR USD + 6.75%, 6.75% Cap), 01/20/2035 IO ⁽²⁾⁽⁵⁾		316,035			33,879
11.23% (-2 x 1 Month LIBOR USD + 16.43%, 16.43% Cap), 06/17/2035 ⁽²⁾⁽⁵⁾		123,188			135,087
4.63% (-1 x 1 Month LIBOR USD + 6.80%, 6.80% Cap), 06/20/2035 ⁽²⁾⁽⁵⁾		165,825			167,224
5.50%, 07/20/2035 IO		32,841			7,372
13.64% (-3 x 1 Month LIBOR USD + 20.83%, 20.83% Cap), 08/16/2035 ⁽²⁾⁽⁵⁾		17,665			23,117
0.00%, 08/20/2035 PO		192,849			164,839
14.53% (-4 x 1 Month LIBOR USD + 22.73%, 22.73% Cap), 08/20/2035 ⁽²⁾⁽⁵⁾		3,093			2,931
4.13% (-1 x 1 Month LIBOR USD + 6.30%, 6.30% Cap), 09/20/2035 IO ⁽²⁾⁽⁵⁾		650,957			77,349
5.50%, 09/20/2035		201,826			212,368
0.00%, 10/20/2035 PO		40,875			34,491
0.00%, 11/20/2035 PO		59,665			50,488
6.00%, 12/20/2035 IO		62,593			12,132
5.75%, 02/20/2036		38,687			40,158
0.00%, 03/20/2036 PO		52,268			46,316
0.00%, 05/20/2036 PO		71,158			62,915
4.33% (-1 x 1 Month LIBOR USD + 6.50%, 6.50% Cap), 06/20/2036 IO ⁽²⁾⁽⁵⁾		9,512			489
0.00%, 07/20/2036 PO		10,430			9,105
6.50%, 07/20/2036		296,877			331,324
6.50%, 08/20/2036		397,496			436,804
4.53% (-1 x 1 Month LIBOR USD + 6.70%, 6.70% Cap), 10/20/2036 IO ⁽²⁾⁽⁵⁾		95,247			8,696
5.56%, 10/20/2036		179,823			188,352
4.63% (-1 x 1 Month LIBOR USD + 6.80%, 6.80% Cap), 11/20/2036 IO ⁽²⁾⁽⁵⁾		156,239			19,383
5.89%, 02/20/2037 ⁽⁴⁾		59,050			64,562
0.00%, 03/20/2037 PO		193,089			170,017
4.03% (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap), 03/20/2037 IO ⁽²⁾⁽⁵⁾		169,388			19,630
0.00%, 04/16/2037 PO		92,586			77,831
4.65% (-1 x 1 Month LIBOR USD + 6.81%, 6.81% Cap), 04/16/2037 IO ⁽²⁾⁽⁵⁾		238,611			34,103
4.03% (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap), 04/20/2037 IO ⁽²⁾⁽⁵⁾		94,772			8,729
6.04%, 04/20/2037 ⁽⁴⁾		116,689			125,157
2.46% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap), 05/16/2037 ⁽²⁾		65,735			65,694
0.00%, 05/20/2037 PO		15,102			12,685
4.03% (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap), 05/20/2037 IO ⁽²⁾⁽⁵⁾		180,735			17,191
4.03% (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap), 05/20/2037 IO ⁽²⁾⁽⁵⁾		191,570			20,037
0.00%, 06/16/2037 PO		274,915			243,443
0.00%, 06/16/2037 PO		29,896			26,207
4.31% (-1 x 1 Month LIBOR USD + 6.47%, 6.47% Cap), 06/16/2037 IO ⁽²⁾⁽⁵⁾		128,195			14,648
4.08% (-1 x 1 Month LIBOR USD + 6.25%, 6.25% Cap), 06/20/2037 IO ⁽²⁾⁽⁵⁾		150,504			13,482
4.47% (-1 x 1 Month LIBOR USD + 6.64%, 6.64% Cap), 07/20/2037 IO ⁽²⁾⁽⁵⁾		215,359			23,416
4.51% (-1 x 1 Month LIBOR USD + 6.68%, 6.68% Cap), 07/20/2037 IO ⁽²⁾⁽⁵⁾		215,320			24,977
4.58% (-1 x 1 Month LIBOR USD + 6.75%, 6.75% Cap), 07/20/2037 IO ⁽²⁾⁽⁵⁾		149,483			17,843
4.61% (-1 x 1 Month LIBOR USD + 6.78%, 6.78% Cap), 08/20/2037 IO ⁽²⁾⁽⁵⁾		53,516			5,917
0.00%, 09/20/2037 PO		28,470			26,815
4.38% (-1 x 1 Month LIBOR USD + 6.55%, 6.55% Cap), 09/20/2037 IO ⁽²⁾⁽⁵⁾		141,262			17,571
13.71% (-3 x 1 Month LIBOR USD + 20.21%, 20.21% Cap), 09/20/2037 ⁽²⁾⁽⁵⁾		37,658			43,916
5.50%, 10/16/2037 IO		222,815			25,572
9.07% (-2 x 1 Month LIBOR USD + 13.40%, 13.40% Cap), 10/20/2037 ⁽²⁾⁽⁵⁾		25,840			27,319
0.00%, 11/16/2037 PO		299,868			256,619
4.38% (-1 x 1 Month LIBOR USD + 6.54%, 6.54% Cap), 11/16/2037 IO ⁽²⁾⁽⁵⁾		157,441			14,917
3.83% (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap), 11/20/2037 IO ⁽²⁾⁽⁵⁾		165,821			17,788
4.33% (-1 x 1 Month LIBOR USD + 6.50%, 6.50% Cap), 11/20/2037 IO ⁽²⁾⁽⁵⁾		318,793			35,990
4.34% (-1 x 1 Month LIBOR USD + 6.51%, 6.51% Cap), 11/20/2037 IO ⁽²⁾⁽⁵⁾		185,153			19,323
4.38% (-1 x 1 Month LIBOR USD + 6.55%, 6.55% Cap), 11/20/2037 IO ⁽²⁾⁽⁵⁾		144,917			16,464
13.45% (-3 x 1 Month LIBOR USD + 19.95%, 19.95% Cap), 11/20/2037 ⁽²⁾⁽⁵⁾		18,257			22,630
4.38% (-1 x 1 Month LIBOR USD + 6.55%, 6.55% Cap), 12/20/2037 IO ⁽²⁾⁽⁵⁾		224,380			27,416
0.00%, 01/20/2038 PO		10,500			8,916
5.49%, 01/20/2038 ⁽⁴⁾		783,045			844,312
3.83% (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap), 02/20/2038 IO ⁽²⁾⁽⁵⁾		1,465,859			158,664
5.50%, 02/20/2038 IO		36,099			6,015
5.54% (-1 x 1 Month LIBOR USD + 7.70%, 7.70% Cap), 04/16/2038 IO ⁽²⁾⁽⁵⁾		87,435			12,606
4.13% (-1 x 1 Month LIBOR USD + 6.30%, 6.30% Cap), 04/20/2038 IO ⁽²⁾⁽⁵⁾		228,384			25,973
4.24% (-1 x 1 Month LIBOR USD + 6.40%, 6.40% Cap), 05/16/2038 IO ⁽²⁾⁽⁵⁾		764,480			98,480
4.03% (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap), 06/20/2038 IO ⁽²⁾⁽⁵⁾		55,087			5,353
6.00%, 06/20/2038		113,295			125,246
2.99% (1 Month LIBOR USD + 0.82%, 0.82% Floor, 7.00% Cap), 07/20/2038 ⁽²⁾		455,458			462,955
3.98% (-1 x 1 Month LIBOR USD + 6.15%, 6.15% Cap), 07/20/2038 IO ⁽²⁾⁽⁵⁾		197,494			19,035
5.75%, 07/20/2038		198,582			205,476
3.83% (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap), 08/20/2038 IO ⁽²⁾⁽⁵⁾		71,125			5,839
5.56%, 08/20/2038 ⁽⁴⁾		291,034			317,060
3.73% (-1 x 1 Month LIBOR USD + 5.90%, 5.90% Cap), 09/20/2038 IO ⁽²⁾⁽⁵⁾		235,927			22,623
4.03% (-1 x 1 Month LIBOR USD + 6.20%, 6.20% Cap), 09/20/2038 IO ⁽²⁾⁽⁵⁾		482,589			44,465
5.43% (-1 x 1 Month LIBOR USD + 7.60%, 7.60% Cap), 09/20/2038 IO ⁽²⁾⁽⁵⁾		102,213			13,754
6.12%, 11/20/2038 ⁽⁴⁾		193,443			212,566
4.24% (-1 x 1 Month LIBOR USD + 6.40%, 6.40% Cap), 12/16/2038 IO ⁽²⁾⁽⁵⁾		24,773			407
3.53% (-1 x 1 Month LIBOR USD + 5.70%, 5.70% Cap), 12/20/2038 IO ⁽²⁾⁽⁵⁾		242,646			20,291
3.83% (-1 x 1 Month LIBOR USD + 6.00%, 6.00% Cap), 12/20/2038 IO ⁽²⁾⁽⁵⁾		135,439			10,771
5.13% (-1 x 1 Month LIBOR USD + 7.30%, 7.30% Cap), 12/20/2038 IO ⁽²⁾⁽⁵⁾		430,133			54,504
5.86%, 12/20/2038 ⁽⁴⁾		659,689			720,286
6.00%, 12/20/2038 IO		58,172			5,633
5.44%, 01/20/2039 ⁽⁴⁾		933,568			984,191
3.94% (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap), 02/16/2039 IO ⁽²⁾⁽⁵⁾		112,708			12,551
3.99% (-1 x 1 Month LIBOR USD + 6.15%, 6.15% Cap), 02/16/2039 IO ⁽²⁾⁽⁵⁾		171,421			13,231
3.78% (-1 x 1 Month LIBOR USD + 5.95%, 5.95% Cap), 02/20/2039 IO ⁽²⁾⁽⁵⁾		197,292			17,176
3.87% (-1 x 1 Month LIBOR USD + 6.04%, 6.04% Cap), 02/20/2039 IO ⁽²⁾⁽⁵⁾		119,875			9,622
4.13% (-1 x 1 Month LIBOR USD + 6.30%, 6.30% Cap), 03/20/2039 IO ⁽²⁾⁽⁵⁾		194,078			12,948
4.13% (-1 x 1 Month LIBOR USD + 6.30%, 6.30% Cap), 03/20/2039 IO ⁽²⁾⁽⁵⁾		44,127			848
6.50%, 03/20/2039 IO		61,764			13,739
6.50%, 03/20/2039 IO		139,700			36,807
4.10% (-1 x 1 Month LIBOR USD + 6.27%, 6.27% Cap), 04/20/2039 IO ⁽²⁾⁽⁵⁾		354,809			33,236
5.50%, 05/20/2039 IO		42,278			8,422
6.00%, 05/20/2039 IO		57,901			13,101
4.24% (-1 x 1 Month LIBOR USD + 6.40%, 6.40% Cap), 06/16/2039 IO ⁽²⁾⁽⁵⁾		209,139			7,335
3.78% (-1 x 1 Month LIBOR USD + 5.95%, 5.95% Cap), 06/20/2039 IO ⁽²⁾⁽⁵⁾		190,848			19,963
3.91% (-1 x 1 Month LIBOR USD + 6.08%, 6.08% Cap), 06/20/2039 IO ⁽²⁾⁽⁵⁾		270,882			27,484
3.94% (-1 x 1 Month LIBOR USD + 6.10%, 6.10% Cap), 07/16/2039 IO ⁽²⁾⁽⁵⁾		314,581			27,919
4.09% (-1 x 1 Month LIBOR USD + 6.25%, 6.25% Cap), 08/16/2039 IO ⁽²⁾⁽⁵⁾		297,115			34,282
7.00%, 08/16/2039		171,473			185,034
3.92% (-1 x 1 Month LIBOR USD + 6.09%, 6.09% Cap), 09/20/2039 IO ⁽²⁾⁽⁵⁾		467,664			43,431
5.50%, 09/20/2039		317,000			356,917
4.24% (-1 x 1 Month LIBOR USD + 6.40%, 6.40% Cap), 11/16/2039 IO ⁽²⁾⁽⁵⁾		377,798			40,400
6.00%, 12/20/2039		7,287			7,278
5.19%, 06/20/2040 ⁽⁴⁾		192,376			205,012
5.56%, 07/20/2040 ⁽⁴⁾		269,623			291,825
7.00%, 10/16/2040		544,818			606,608
0.00%, 12/20/2040 PO		721,765			580,665
4.43% (-1 x 1 Month LIBOR USD + 6.60%, 6.60% Cap), 05/20/2041 IO ⁽²⁾⁽⁵⁾		366,367			50,159
4.67%, 09/20/2041 ⁽⁴⁾		403,596			418,048
4.60%, 10/20/2041 ⁽⁴⁾		773,380			800,174
4.53%, 11/16/2041 ⁽⁴⁾		422,082			441,157
3.00%, 12/20/2041		1,000,000			942,181
3.72%, 01/20/2042 ⁽⁴⁾		457,663			461,126
3.98%, 09/16/2042 ⁽⁴⁾		283,603			287,195
4.63%, 10/20/2042 ⁽⁴⁾		1,506,838			1,551,131
4.74%, 11/20/2042 ⁽⁴⁾		239,736			249,035
4.48%, 04/20/2043 ⁽⁴⁾		267,308			270,044
2.53% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 5.50% Cap), 03/20/2060 ⁽²⁾		20,240			20,245
2.51% (1 Month LIBOR USD + 0.43%, 0.43% Floor, 5.59% Cap), 04/20/2060 ⁽²⁾		385,101			384,952
5.24%, 07/20/2060 ⁽⁴⁾		1,080,474			1,096,398
2.38% (1 Month LIBOR USD + 0.30%, 0.30% Floor, 5.59% Cap), 08/20/2060 ⁽²⁾		20,232			20,238
2.55% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 5.29% Cap), 01/20/2061 ⁽²⁾		1,249,495			1,250,764
2.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 10.66% Cap), 03/20/2061 ⁽²⁾		2,127,975			2,133,719
2.73% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 05/20/2061 ⁽²⁾		229,445			229,903
2.78% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 05/20/2061 ⁽²⁾		224,980			225,524
2.55% (1 Month LIBOR USD + 0.47%, 0.47% Floor), 08/20/2061 ⁽²⁾		589,035			590,163
2.63% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 10/20/2061 ⁽²⁾		392,296			392,512
2.63% (1 Month LIBOR USD + 0.55%, 0.55% Floor, 10.50% Cap), 12/20/2061 ⁽²⁾		6,119,897			6,142,076
2.63% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 04/20/2062 ⁽²⁾		209,046			209,168
2.78% (1 Month LIBOR USD + 0.70%, 0.70% Floor, 11.00% Cap), 04/20/2062 ⁽²⁾		922,783			932,732
2.53% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 5.50% Cap), 05/20/2062 ⁽²⁾		80,976			81,058
2.63% (1 Month LIBOR USD + 0.55%, 0.55% Floor), 07/20/2062 ⁽²⁾		170,883			171,365
2.66% (1 Month LIBOR USD + 0.58%, 0.58% Floor), 09/20/2062 ⁽²⁾		1,167,220			1,168,413
2.67% (1 Month LIBOR USD + 0.59%, 0.59% Floor, 5.50% Cap), 09/20/2062 ⁽²⁾		171,541			171,578
2.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 5.00% Cap), 10/20/2062 ⁽²⁾		225,715			225,919
2.60% (1 Month LIBOR USD + 0.52%, 0.52% Floor, 11.50% Cap), 10/20/2062 ⁽²⁾		2,714,967			2,721,983
2.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 4.60% Cap), 10/20/2062 ⁽²⁾		316,869			317,729
2.38% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 11/20/2062 ⁽²⁾		45,427			45,383
2.42% (1 Month LIBOR USD + 0.34%, 0.34% Floor, 11.00% Cap), 12/20/2062 ⁽²⁾		2,361,616			2,358,539
1.65%, 01/20/2063		2,247,709			2,210,719
2.40% (1 Month LIBOR USD + 0.32%, 0.32% Floor, 10.50% Cap), 01/20/2063 ⁽²⁾		1,193,293			1,191,140
2.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor), 01/20/2063 ⁽²⁾		140,422			140,503
1.65%, 02/20/2063		2,930,240			2,881,345
2.50% (1 Month LIBOR USD + 0.42%, 0.42% Floor, 10.50% Cap), 02/20/2063 ⁽²⁾		230,123			230,465
2.53% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 02/20/2063 ⁽²⁾		1,411,594			1,413,742
2.49% (1 Month LIBOR USD + 0.41%, 0.41% Floor, 11.00% Cap), 03/20/2063 ⁽²⁾		1,015,249			1,015,795
2.55% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 10.50% Cap), 03/20/2063 ⁽²⁾		327,483			328,100
1.65%, 04/20/2063		1,017,288			995,051
2.55% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 06/20/2063 ⁽²⁾		2,689,748			2,694,910
2.73% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 01/20/2064 ⁽²⁾		2,772,687			2,792,092
2.73% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 02/20/2064 ⁽²⁾		5,974,443			6,016,104
2.77% (1 Month LIBOR USD + 0.69%, 0.69% Floor, 11.00% Cap), 02/20/2064 ⁽²⁾		2,820,160			2,854,222
2.73% (1 Month LIBOR USD + 0.65%, 0.65% Floor, 11.00% Cap), 03/20/2064 ⁽²⁾		2,914,290			2,932,862
2.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 04/20/2064 ⁽²⁾		3,114,833			3,141,666
2.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 04/20/2064 ⁽²⁾		3,514,698			3,534,092
2.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 05/20/2064 ⁽²⁾		5,537,872			5,586,258
2.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 06/20/2064 ⁽²⁾		2,361,302			2,372,855
2.55% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 07/20/2064 ⁽²⁾		3,813,323			3,821,238
2.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 07/20/2064 ⁽²⁾		2,454,188			2,465,984
2.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 07/20/2064 ⁽²⁾		1,851,744			1,860,641
2.55% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 09/20/2064 ⁽²⁾		3,930,583			3,943,239
2.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 7.00% Cap), 10/20/2064 ⁽²⁾		1,306,777			1,315,491
2.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 12/20/2064 ⁽²⁾		3,489,983			3,499,523
2.56% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 11.00% Cap), 02/20/2065 ⁽²⁾		3,834,714			3,856,813
2.57% (1 Month LIBOR USD + 0.47%, 11.00% Cap), 02/20/2065 ⁽²⁾		2,145,763			2,150,902
2.56% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 11.00% Cap), 03/20/2065 ⁽²⁾		7,636,319			7,664,711
2.56% (1 Month LIBOR USD + 0.48%, 11.00% Cap), 04/20/2065 ⁽²⁾		5,526,786			5,548,406
2.53% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 06/20/2065 ⁽²⁾		1,793,556			1,796,911
2.52% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 11.00% Cap), 07/20/2065 ⁽²⁾		3,482,570			3,490,993
2.55% (1 Month LIBOR USD + 0.47%, 0.47% Floor, 11.00% Cap), 08/20/2065 ⁽²⁾		574,417			576,480
2.68% (1 Month LIBOR USD + 0.60%, 0.60% Floor, 11.00% Cap), 11/20/2065 ⁽²⁾		6,567,406			6,627,590
3.08% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 12/20/2066 ⁽²⁾		2,192,750			2,246,441
2.64% (1 Month LIBOR USD + 0.56%, 0.56% Floor, 11.00% Cap), 03/20/2067 ⁽²⁾		6,577,084			6,627,620
2.10% (12 Month LIBOR USD + 0.00%), 05/20/2067 IO ⁽²⁾		14,918,379			1,851,637
1.61% (12 Month LIBOR USD + 0.00%), 06/20/2067 IO ⁽²⁾		14,662,564			1,357,775
2.58% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 11.00% Cap), 06/20/2067 ⁽²⁾		6,868,113			6,900,222
2.53% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 08/20/2067 ⁽²⁾		3,728,094			3,732,668
GS Mortgage Securities Co. II
2.71%, 12/10/2027 ⁽³⁾		1,155,596			1,149,925
GS Mortgage Securities Co. Trust 2012-ALOHA
3.55%, 04/10/2034 ⁽³⁾		4,200,000			4,213,823
GS Mortgage Securities Co. Trust 2012-SHOP
1.44%, 06/05/2031 IO ⁽³⁾⁽⁴⁾		7,793,000			43,622
GS Mortgage Securities Corp. II
4.26%, 07/10/2051		28,521,000			29,074,025
GS Mortgage Securities Trust 2006-GG8
1.09%, 11/10/2039 IO ⁽³⁾⁽⁴⁾		1,586,563			11,791
GS Mortgage Securities Trust 2011-GC5
5.56%, 08/10/2044 ⁽³⁾⁽⁴⁾		258,000			253,147
GS Mortgage Securities Trust 2012-GCJ9
2.77%, 11/10/2045		13,183,412			12,873,687
GS Mortgage Securities Trust 2013-GC13
3.87%, 07/10/2046 ⁽⁴⁾		5,880,000			5,975,163
GS Mortgage Securities Trust 2013-GC16
1.31%, 11/10/2046 IO ⁽⁴⁾		17,944,190			745,341
GS Mortgage Securities Trust 2013-GCJ12
3.14%, 06/10/2046		1,060,000			1,044,842
GS Mortgage Securities Trust 2014-GC18
3.80%, 01/10/2047		4,332,000			4,385,814
4.07%, 01/10/2047		2,600,000			2,665,942
GS Mortgage Securities Trust 2014-GC26
3.36%, 11/10/2047		8,000,000			7,896,716
GS Mortgage Securities Trust 2015-GC28
3.14%, 02/10/2048		9,000,000			8,762,945
GS Mortgage Securities Trust 2016-GS4
3.18%, 11/10/2049		12,000,000			11,558,993
3.44%, 11/10/2049 ⁽⁴⁾		1,317,000			1,288,771
GSMPS Mortgage Loan Trust 2004-4
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 06/25/2034 ⁽²⁾⁽³⁾		59,335			57,027
GSMPS Mortgage Loan Trust 2005-RP2
2.57% (1 Month LIBOR USD + 0.35%, 0.35% Floor), 03/25/2035 ⁽²⁾⁽³⁾		109,307			102,214
GSMPS Mortgage Loan Trust 2005-RP3
2.47%, 09/25/2035 IO ⁽³⁾⁽⁴⁾		501,780			29,123
2.57% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 9.50% Cap), 09/25/2035 ⁽²⁾⁽³⁾		680,597			608,588
GSR Mortgage Loan Trust 2003-3F
5.75%, 04/25/2033		23,900			24,655
GSR Mortgage Loan Trust 2003-6F
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap), 09/25/2032 ⁽²⁾		5,401			5,355
GSR Mortgage Loan Trust 2004-13F
6.00%, 11/25/2034		75,572			77,795
GSR Mortgage Loan Trust 2004-6F
5.50%, 05/25/2034		101,369			104,130
6.50%, 05/25/2034		61,397			65,575
GSR Mortgage Loan Trust 2005-5F
2.72% (1 Month LIBOR USD + 0.50%, 0.50% Floor, 5.50% Cap), 06/25/2035 ⁽²⁾		29,582			28,251
GSR Mortgage Loan Trust 2005-7F
6.00%, 09/25/2035		139,964			147,090
GSR Mortgage Loan Trust 2005-AR6
3.95%, 09/25/2035 ⁽⁴⁾		9,701			9,749
GSR Mortgage Loan Trust 2006-1F
5.50%, 02/25/2036		69,081			80,175
6.00%, 02/25/2036		368,239			314,043
Headlands Residential LLC
3.88%, 08/25/2022 ⁽¹⁾⁽³⁾		6,170,000			6,068,263
HomeBanc Mortgage Trust 2005-3
2.46% (1 Month LIBOR USD + 0.24%, 0.24% Floor, 11.50% Cap), 07/25/2035 ⁽²⁾		655,528			651,030
Impac CMB Trust Series 2004-4
4.65%, 09/25/2034 ⁽¹⁾		9,554			9,986
Impac CMB Trust Series 2004-7
2.96% (1 Month LIBOR USD + 0.74%, 11.25% Cap), 11/25/2034 ⁽²⁾		1,058,713			1,057,090
Impac CMB Trust Series 2005-4
2.82% (1 Month LIBOR USD + 0.60%, 0.30% Floor, 10.25% Cap), 05/25/2035 ⁽²⁾		120,739			119,486
Impac Secured Assets CMN Owner Trust
5.50%, 08/25/2033		80,918			84,524
3.02% (1 Month LIBOR USD + 0.80%, 11.25% Cap), 11/25/2034 ⁽²⁾		346			346
Impac Secured Assets Trust 2006-1
2.57% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 11.50% Cap), 05/25/2036 ⁽²⁾		446,391			441,611
Impac Secured Assets Trust 2006-2
2.57% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 11.50% Cap), 08/25/2036 ⁽²⁾		396,763			388,123
Independence Plaza Trust 2018-INDP
3.76%, 07/10/2035 ⁽³⁾		5,445,000			5,400,414
JP Morgan Alternative Loan Trust
3.73%, 03/25/2036 ⁽⁴⁾		36,990			33,518
JP Morgan Chase Commercial Mortgage Securities Corp.
3.46%, 03/15/2050		20,000,000			19,524,892
JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC11
0.03%, 08/12/2037 IO ⁽³⁾⁽⁴⁾		6,752,760			1,674
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP5
0.00%, 12/15/2044 IO ^(3)(4)(12)		2,983,717			30
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC15
0.39%, 06/12/2043 IO ⁽⁴⁾		3,678,120			4,644
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9
2.31% (1 Month LIBOR USD + 0.16%, 0.16% Floor), 05/15/2047 ⁽²⁾		146,218			146,030
5.34%, 05/15/2047		413,000			414,053
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12
0.00%, 02/15/2051 IO ^(4)(12)		1,647,597			16
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8
2.38%, 10/15/2045		6,528,909			6,431,772
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
2.96%, 04/15/2046		7,152,087			6,999,395
JP Morgan Mortgage Trust 2004-A3
4.54%, 07/25/2034 ⁽⁴⁾		33,710			34,673
JP Morgan Mortgage Trust 2004-A4
4.64%, 09/25/2034 ⁽⁴⁾		47,469			48,732
JP Morgan Mortgage Trust 2004-S1
5.00%, 09/25/2034		9,509			9,594
JP Morgan Mortgage Trust 2005-A1
4.17%, 02/25/2035 ⁽⁴⁾		124,219			127,349
JP Morgan Mortgage Trust 2005-A4
4.23%, 07/25/2035 ⁽⁴⁾		152,280			153,113
JP Morgan Mortgage Trust 2006-A2
3.98%, 11/25/2033 ⁽⁴⁾		372,945			381,387
4.48%, 08/25/2034 ⁽⁴⁾		686,095			693,107
JP Morgan Mortgage Trust 2006-A3
4.11%, 08/25/2034 ⁽⁴⁾		90,873			90,480
JP Morgan Mortgage Trust 2006-A7
3.82%, 01/25/2037 ⁽⁴⁾		78,009			74,870
3.82%, 01/25/2037 ⁽⁴⁾		136,839			131,334
JP Morgan Mortgage Trust 2007-A1
3.92%, 07/25/2035 ⁽⁴⁾		83,026			85,187
3.92%, 07/25/2035 ⁽⁴⁾		1,266,493			1,304,822
JP Morgan Mortgage Trust 2007-A2
3.97%, 04/25/2037 ⁽⁴⁾		289,566			275,000
JPMBB Commercial Mortgage Securities Trust 2013-C17
3.93%, 01/15/2047		5,296,332			5,386,566
JPMBB Commercial Mortgage Securities Trust 2014-C19
3.67%, 04/15/2047		2,010,000			2,023,833
JPMBB Commercial Mortgage Securities Trust 2014-C24
3.10%, 11/15/2047		13,000,000			12,869,892
JPMBB Commercial Mortgage Securities Trust 2014-C25
3.41%, 11/15/2047		13,000,000			12,875,009
JPMBB Commercial Mortgage Securities Trust 2015-C28
2.77%, 10/15/2048		3,200,000			3,184,123
JPMBB Commercial Mortgage Securities Trust 2016-C1
3.31%, 03/15/2049		10,000,000			9,728,866
JPMCC Commercial Mortgage Securities Trust 2017-JP7
3.19%, 09/15/2050		20,000,000			19,110,504
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust
3.99%, 02/15/2036 ⁽³⁾		1,027,000			1,026,668
LB-UBS Commercial Mortgage Trust 2007-C2
0.41%, 02/15/2040 IO ⁽⁴⁾		617,279			256
LCCM 2017-LC26
3.29%, 07/12/2050 ⁽³⁾		20,300,000			19,398,897
Lehman Mortgage Trust 2006-2
5.75%, 04/25/2036 ⁽⁴⁾		63,628			57,303
Lehman Mortgage Trust 2007-6
6.00%, 07/25/2037		40,780			38,442
Lehman Mortgage Trust 2008-2
6.00%, 03/25/2038		351,359			260,382
Luminent Mortgage Trust 2005-1
2.48% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 11.50% Cap), 11/25/2035 ⁽²⁾		1,812,873			1,767,059
MASTR Adjustable Rate Mortgages Trust 2004-13
4.18%, 04/21/2034 ⁽⁴⁾		178,736			183,544
MASTR Adjustable Rate Mortgages Trust 2004-15
4.09%, 12/25/2034 ⁽⁴⁾		39,783			38,554
MASTR Adjustable Rate Mortgages Trust 2004-3
3.74%, 04/25/2034 ⁽⁴⁾		66,433			62,141
MASTR Alternative Loan Trust 2003-9
6.00%, 12/25/2033		33,744			34,938
6.00%, 01/25/2034		26,030			26,792
MASTR Alternative Loan Trust 2004-1
5.00%, 01/25/2019		352			351
MASTR Alternative Loan Trust 2004-10
4.50%, 09/25/2019		2,739			2,744
MASTR Alternative Loan Trust 2004-13
5.50%, 01/25/2020		115,616			116,111
MASTR Alternative Loan Trust 2004-2
5.00%, 02/25/2019		167			167
MASTR Alternative Loan Trust 2004-3
6.00%, 04/25/2034		213,751			224,048
6.25%, 04/25/2034		49,728			51,737
MASTR Alternative Loan Trust 2004-6
0.00%, 07/25/2034 PO		31,000			25,702
6.00%, 07/25/2034		20,410			20,875
MASTR Alternative Loan Trust 2004-7
0.00%, 08/25/2034 PO		25,590			21,345
MASTR Alternative Loan Trust 2004-8
5.50%, 09/25/2019		9,008			9,127
MASTR Alternative Loan Trust 2005-6
5.50%, 11/25/2020		37,931			36,682
MASTR Asset Securitization Trust
4.50%, 12/25/2018		192			192
MASTR Asset Securitization Trust 2003-12
0.00%, 12/25/2033 PO		4,004			3,745
5.00%, 12/25/2033		10,546			10,612
MASTR Asset Securitization Trust 2004-1
0.00%, 02/25/2034 PO		2,276			1,921
MASTR Asset Securitization Trust 2004-4
4.50%, 04/25/2019		198			198
5.25%, 12/26/2033		55,630			57,326
MASTR Asset Securitization Trust 2004-6
0.00%, 07/25/2019 PO		395			393
MASTR Asset Securitization Trust 2004-8
0.00%, 08/25/2019 PO		462			439
4.75%, 08/25/2019		1,909			1,914
MASTR Asset Securitization Trust 2004-9
5.25%, 09/25/2019		5,280			5,291
MASTR Reperforming Loan Trust 2005-2
2.57% (1 Month LIBOR USD + 0.35%, 0.35% Floor, 9.50% Cap), 05/25/2035 ⁽²⁾⁽³⁾		937,600			761,358
MASTR Reperforming Loan Trust 2006-2
4.39%, 05/25/2036 ⁽³⁾⁽⁴⁾		112,807			102,182
MASTR Resecuritization Trust 2005
0.00%, 05/28/2035 PO ⁽³⁾		32,924			26,549
Merrill Lynch Mortgage Backed Securities Trust Series 2007-3
3.12%, 06/25/2037 ⁽⁴⁾		160,868			157,951
Merrill Lynch Mortgage Investors Trust Series 2003-A5
4.38%, 08/25/2033 ⁽⁴⁾		51,925			53,647
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E
2.84% (1 Month LIBOR USD + 0.62%, 0.31% Floor, 11.75% Cap), 10/25/2028 ⁽²⁾		110,708			109,905
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F
2.86% (1 Month LIBOR USD + 0.64%, 0.32% Floor, 11.75% Cap), 10/25/2028 ⁽²⁾		128,516			127,282
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1
4.05%, 12/25/2034 ⁽⁴⁾		101,759			102,399
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A
2.68% (1 Month LIBOR USD + 0.46%, 0.23% Floor, 11.75% Cap), 04/25/2029 ⁽²⁾		42,946			42,357
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C
3.10% (6 Month LIBOR USD + 0.60%, 0.30% Floor, 11.75% Cap), 07/25/2029 ⁽²⁾		92,457			91,129
Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4
4.10%, 08/25/2034 ⁽⁴⁾		100,742			103,304
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2
3.54%, 02/25/2035 ⁽⁴⁾		158,202			160,368
MetLife Securitization Trust 2018-1
3.75%, 03/25/2057 ⁽³⁾⁽⁴⁾		3,656,907			3,639,447
ML Trust XLVII
8.99%, 10/20/2020		110			112
ML-CFC Commercial Mortgage Trust 2006-4
0.81%, 12/12/2049 IO ⁽³⁾⁽⁴⁾		700,056			35
Morgan Stanley
5.64%, 04/25/2034 ⁽⁴⁾		221,537			232,858
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6
2.86%, 11/15/2045		9,144,055			8,976,771
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
4.22%, 07/15/2046 ⁽⁴⁾		1,299,000			1,330,488
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
4.26%, 10/15/2046 ⁽⁴⁾		1,564,000			1,610,390
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
2.92%, 02/15/2047		8,303,893			8,300,378
3.67%, 02/15/2047		4,400,000			4,425,592
4.06%, 02/15/2047		765,000			780,377
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
3.25%, 02/15/2048		3,415,000			3,321,421
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
3.45%, 07/15/2050		27,200,000			26,912,991
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
3.48%, 05/15/2048		5,000,000			4,941,342
3.73%, 05/15/2048		6,507,000			6,518,637
Morgan Stanley Capital I Trust 2006-IQ12
0.62%, 12/15/2043 IO ⁽³⁾⁽⁴⁾		889,436			46
Morgan Stanley Capital I Trust 2007-HQ11
0.53%, 02/12/2044 IO ⁽³⁾⁽⁴⁾		530,576			255
Morgan Stanley Capital I Trust 2007-HQ13
0.00%, 12/15/2044 IO ^(3)(4)(12)		474,069			5
Morgan Stanley Capital I Trust 2007-IQ13
0.62%, 03/15/2044 IO ⁽³⁾⁽⁴⁾		846,633			2,324
Morgan Stanley Capital I Trust 2011-C3
4.05%, 07/15/2049		470,435			473,418
Morgan Stanley Capital I Trust 2012-C4
2.99%, 03/15/2045		457,378			456,296
Morgan Stanley Capital I Trust 2014-CPT
3.35%, 07/13/2029 ⁽³⁾		4,241,000			4,239,112
Morgan Stanley Capital I Trust 2015-UBS8
3.81%, 12/15/2048		1,788,000			1,794,152
Morgan Stanley Capital I Trust 2016-UB11
2.53%, 08/15/2049		20,000,000			18,391,914
Morgan Stanley Capital I, Inc.
4.18%, 07/15/2051		3,366,000			3,448,143
Morgan Stanley Mortgage Loan Trust 2004-9
3.76%, 10/25/2019 ⁽⁴⁾		23,770			23,036
Morgan Stanley Reremic Trust
0.25%, 07/27/2049 ⁽³⁾		226,582			223,630
1.00%, 03/27/2051 ⁽³⁾		85,241			84,638
MortgageIT Trust 2005-2
2.74% (1 Month LIBOR USD + 0.52%, 0.26% Floor, 11.50% Cap), 05/25/2035 ⁽²⁾		963,154			965,511
MortgageIT Trust 2005-3
2.82% (1 Month LIBOR USD + 0.60%, 0.30% Floor, 11.50% Cap), 08/25/2035 ⁽²⁾		2,883,680			2,816,601
MRFC Mortgage Pass-Through Trust Series 1999-TBC2
2.64% (1 Month LIBOR USD + 0.48%, 0.24% Floor, 10.00% Cap), 06/15/2030 ⁽²⁾		250,298			244,116
MRFC Mortgage Pass-Through Trust Series 2000-TBC3
2.60% (1 Month LIBOR USD + 0.44%, 0.22% Floor, 10.00% Cap), 12/15/2030 ⁽²⁾		57,037			55,249
NACC Reperforming Loan REMIC Trust 2004-R2
6.50%, 10/25/2034 ⁽³⁾⁽⁴⁾		63,742			63,669
NCUA Guaranteed Notes Trust 2010-R3
2.40%, 12/08/2020		118,092			117,737
2.68% (1 Month LIBOR USD + 0.56%, 0.56% Floor, 8.00% Cap), 12/08/2020 ⁽²⁾		1,329,277			1,332,723
New Residential Mortgage Loan Trust 2017-2
4.00%, 03/25/2057 ⁽³⁾⁽⁴⁾		4,329,346			4,353,886
New Residential Mortgage Loan Trust 2017-3
4.00%, 04/25/2057 ⁽³⁾⁽⁴⁾		7,427,332			7,459,755
New Residential Mortgage Loan Trust 2017-4
4.00%, 05/25/2057 ⁽³⁾⁽⁴⁾		5,034,821			5,059,116
Nomura Asset Acceptance Co. Alternative Loan Trust Series 2003-A1
7.00%, 04/25/2033		7,954			8,160
5.50%, 05/25/2033		9,324			9,548
6.00%, 05/25/2033		20,701			21,038
Oaktown Re II Ltd.
3.77% (1 Month LIBOR USD + 1.55%), 07/25/2028 ⁽²⁾⁽³⁾		1,600,000			1,602,003
PaineWebber CMO Trust Series P
8.50%, 08/01/2019		76			77
PFP 2017-3 Ltd.
3.91% (1 Month LIBOR USD + 1.75%), 01/14/2035 ⁽²⁾⁽³⁾		2,000,000			2,002,802
4.66% (1 Month LIBOR USD + 2.50%), 01/14/2035 ⁽²⁾⁽³⁾		2,000,000			2,004,970
Prime Mortgage Trust 2004-CL1
6.00%, 02/25/2034		83,340			87,831
Provident Funding Mortgage Loan Trust 2005-1
3.80%, 05/25/2035 ⁽⁴⁾		25,688			25,239
Radnor RE 2018-1 Ltd.
3.62% (1 Month LIBOR USD + 1.40%), 03/25/2028 ⁽²⁾⁽³⁾		4,890,000			4,898,139
RALI Series 2002-QS16 Trust
11.99% (-2 x 1 Month LIBOR USD + 16.62%, 16.62% Cap), 10/25/2018 ⁽²⁾⁽⁵⁾		121			123
RALI Series 2002-QS8 Trust
6.25%, 06/25/2019		1,530			1,535
RALI Series 2003-QS14 Trust
5.00%, 07/25/2019		3,597			3,576
RALI Series 2003-QS3 Trust
11.63% (-2 x 1 Month LIBOR USD + 16.50%, 16.50% Cap), 10/25/2018 ⁽²⁾⁽⁵⁾		364			391
RALI Series 2003-QS9 Trust
5.33% (-1 x 1 Month LIBOR USD + 7.55%, 7.55% Cap), 05/25/2019 IO ^(2)(5)(12)		1,095			0
RALI Series 2004-QS6 Trust
5.00%, 05/25/2019		2,193			2,182
RALI Series 2005-QA6 Trust
4.98%, 05/25/2035 ⁽⁴⁾		131,289			104,997
RALI Series 2007-QS1 Trust
6.00%, 01/25/2037		18,316			17,047
RBS Commercial Funding, Inc. 2013-SMV Trust
3.26%, 03/11/2031 ⁽³⁾		512,000			499,833
RBSSP Resecuritization Trust 2009-1
6.50%, 02/26/2036 ⁽³⁾⁽⁴⁾		238,625			248,861
RBSSP Resecuritization Trust 2009-12
5.66%, 11/25/2033 ⁽³⁾⁽⁴⁾		224,995			231,249
Reperforming Loan REMIC Trust 2005-R1
0.00%, 03/25/2035 PO ⁽³⁾		7,774			6,667
Residential Asset Securitization Trust 2003-A14
4.75%, 02/25/2019		385			357
Residential Asset Securitization Trust 2003-A8
4.25%, 10/25/2018		3,476			3,422
Residential Asset Securitization Trust 2004-A7
5.50%, 10/25/2034		2,034,150			2,043,421
Residential Asset Securitization Trust 2005-A2
2.83% (-1 x 1 Month LIBOR USD + 5.05%, 5.05% Cap), 03/25/2035 IO ⁽²⁾⁽⁵⁾		783,374			41,410
Residential Asset Securitization Trust 2006-A4IP
6.00%, 05/25/2036		78,727			76,693
RFMSI Series 2005-SA4 Trust
4.02%, 09/25/2035 ⁽⁴⁾		41,953			37,920
Sequoia Mortgage Trust 2004-10
2.79% (1 Month LIBOR USD + 0.62%, 0.31% Floor, 11.50% Cap), 11/20/2034 ⁽²⁾		48,804			48,419
Sequoia Mortgage Trust 2004-11
2.77% (1 Month LIBOR USD + 0.60%, 0.30% Floor, 11.50% Cap), 12/20/2034 ⁽²⁾		156,367			154,059
Sequoia Mortgage Trust 2004-12
2.82% (6 Month LIBOR USD + 0.32%, 0.32% Floor, 11.50% Cap), 01/20/2035 ⁽²⁾		127,443			118,717
Sequoia Mortgage Trust 2004-8
2.87% (1 Month LIBOR USD + 0.70%, 0.35% Floor, 11.50% Cap), 09/20/2034 ⁽²⁾		953,161			938,236
3.25% (6 Month LIBOR USD + 0.74%, 0.37% Floor, 11.50% Cap), 09/20/2034 ⁽²⁾		171,818			170,914
Series RR 2014-1 Trust
0.00%, 05/25/2047 ⁽³⁾		1,603,000			1,192,206
Structured Asset Mortgage Investments II Trust 2004-AR5
2.83% (1 Month LIBOR USD + 0.66%, 0.33% Floor, 11.00% Cap), 10/19/2034 ⁽²⁾		150,539			148,629
Structured Asset Mortgage Investments II Trust 2005-AR5
2.42% (1 Month LIBOR USD + 0.25%, 0.25% Floor, 11.00% Cap), 07/19/2035 ⁽²⁾		528,499			513,947
Structured Asset Mortgage Investments Trust 2003-CL1
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor, 8.00% Cap), 07/25/2032 ⁽²⁾		363,004			352,908
Structured Asset Securities Co.
4.01%, 12/25/2033 ⁽⁴⁾		1,638,568			1,618,344
4.19%, 12/25/2033 ⁽⁴⁾		154,511			155,192
5.24%, 02/25/2034 ⁽¹⁾		216,977			219,189
2.57% (1 Month LIBOR USD + 0.35%, 0.35% Floor), 06/25/2035 ⁽²⁾⁽³⁾		81,662			73,530
Structured Asset Securities Co. Mort Pass Thru Ser 2004-5H
5.54%, 12/25/2033		396,803			405,647
Structured Asset Securities Co. Mortgage Loan Trust 2005-7XS
5.44%, 04/25/2035 ⁽¹⁾		3,442			3,536
Structured Asset Securities Co. Mortgage Pass-Through Certificates Series 2002-al1
3.45%, 02/25/2032		38,235			37,749
3.45%, 02/25/2032		79,282			77,568
Structured Asset Securities Co. Mortgage Pass-Through Certificates Series 2004-6XS
6.03%, 03/25/2034 ⁽¹⁾		131,418			133,418
6.05%, 03/25/2034 ⁽¹⁾		105,100			106,699
Structured Asset Securities Co. Mortgage Pass-Through Ctfs Ser 2003-33H
5.50%, 10/25/2033		213,343			217,027
Structured Asset Securities Co. Mortgage Pass-Through Ctfs Ser 2003-34A
4.13%, 11/25/2033 ⁽⁴⁾		46,886			47,119
Tharaldson Hotel Portfolio Trust 2018-THPT
2.87% (1 Month LIBOR USD + 0.75%, 0.85% Floor), 11/11/2034 ⁽²⁾⁽³⁾		1,193,637			1,193,263
Thornburg Mortgage Securities Trust 2003-4
2.86% (1 Month LIBOR USD + 0.64%, 0.32% Floor, 11.50% Cap), 09/25/2043 ⁽²⁾		680,813			677,934
Thornburg Mortgage Securities Trust 2003-5
4.07%, 10/25/2043 ⁽⁴⁾		3,845,661			3,906,900
Thornburg Mortgage Securities Trust 2004-4
3.25%, 12/25/2044 ⁽⁴⁾		393,953			396,583
Thornburg Mortgage Securities Trust 2005-1
3.57%, 04/25/2045 ⁽⁴⁾		1,165,163			1,173,683
UBS Commercial Mortgage Trust
3.26%, 08/15/2050		10,114,000			9,889,634
UBS Commercial Mortgage Trust 2012-C1
2.26%, 05/10/2045 IO ⁽³⁾⁽⁴⁾		1,617,349			95,094
UBS Commercial Mortgage Trust 2017-C5
3.21%, 11/15/2050		21,500,000			20,502,791
UBS Commercial Mortgage Trust 2018-C9
3.85%, 03/15/2051		9,650,000			9,630,604
UBS-BAMLL Trust
3.66%, 06/10/2030 ⁽³⁾		1,787,000			1,775,585
UBS-Barclays Commercial Mortgage Trust 2012-C2
1.49%, 05/10/2063 IO ⁽³⁾⁽⁴⁾		5,448,993			219,537
3.53%, 05/10/2063		1,073,000			1,074,567
UBS-Barclays Commercial Mortgage Trust 2013-C6
3.24%, 04/10/2046		271,000			268,329
Vendee Mortgage Trust 1993-1
7.25%, 02/15/2023		254,702			272,262
Vendee Mortgage Trust 1994-1
5.30%, 02/15/2024 ⁽⁴⁾		78,151			80,860
6.50%, 02/15/2024		197,890			207,586
Vendee Mortgage Trust 1996-1
6.75%, 02/15/2026		116,133			126,199
Vendee Mortgage Trust 1996-2
6.75%, 06/15/2026		52,720			57,143
Vendee Mortgage Trust 1997-1
7.50%, 02/15/2027		171,571			186,969
Vendee Mortgage Trust 1998-1
7.00%, 03/15/2028		109,076			119,756
VNDO 2012-6AVE Mortgage Trust
3.00%, 11/15/2030 ⁽³⁾		2,283,000			2,247,064
VNDO 2013-PENN Mortgage Trust
3.81%, 12/13/2029 ⁽³⁾		2,500,000			2,521,892
Wachovia Bank Commercial Mortgage Trust Series 2006-C24
0.10%, 03/15/2045 IO ⁽³⁾⁽⁴⁾		4,096,370			27
WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust
4.23%, 10/25/2033 ⁽⁴⁾		287,281			291,299
WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust
4.12%, 08/25/2033 ⁽⁴⁾		81,847			83,757
WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust
4.32%, 09/25/2033 ⁽⁴⁾		94,610			96,220
4.33%, 09/25/2033 ⁽⁴⁾		480,074			492,012
WaMu Mortgage Pass-Through Certificates Series 2003-S1 Trust
5.50%, 04/25/2033		91,065			93,039
WaMu Mortgage Pass-Through Certificates Series 2003-S10
5.00%, 10/25/2018		397			397
WaMu Mortgage Pass-Through Certificates Series 2003-S4
11.37% (-3 x 1 Month LIBOR USD + 17.46%, 17.46% Cap), 06/25/2033 ⁽²⁾⁽⁵⁾		22,516			23,870
WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust
0.00%, 10/25/2033 PO		3,406			3,016
5.25%, 10/25/2033		339,942			347,018
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust
3.50%, 01/25/2035 ⁽⁴⁾		2,853,402			2,921,129
WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust
3.95%, 06/25/2034 ⁽⁴⁾		2,972,272			3,031,928
3.95%, 06/25/2034 ⁽⁴⁾		167,484			170,845
WaMu Mortgage Pass-Through Certificates Series 2004-CB1 Trust
5.00%, 06/25/2019		6,835			6,848
WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust
5.00%, 07/25/2019		5,194			5,197
5.50%, 08/25/2019		13,076			13,099
6.00%, 08/25/2034		802,054			847,156
WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust
5.50%, 10/25/2019		1,967			1,974
6.00%, 10/25/2019		3,104			3,133
6.50%, 10/25/2034		2,678,219			2,850,107
WaMu Mortgage Pass-Through Certificates Series 2004-CB4 Trust
5.50%, 12/25/2019		6,717			6,764
WaMu Mortgage Pass-Through Certificates Series 2004-RS2
5.00%, 11/25/2033		57,400			58,272
WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust
5.50%, 06/25/2034		348,729			365,312
WaMu Mortgage Pass-Through Certificates Series 2004-S3 Trust
5.00%, 07/25/2034		46,524			47,188
WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust
3.99%, 09/25/2036 ⁽⁴⁾		11,327			10,140
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
3.91%, 08/25/2046 ⁽⁴⁾		70,550			66,981
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust
0.00%, 03/25/2035 PO		12,469			9,897
5.50%, 03/25/2035		103,435			101,640
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust
2.78% (-1 x 1 Month LIBOR USD + 5.00%, 5.00% Cap), 04/25/2035 IO ⁽²⁾⁽⁵⁾		242,828			20,430
2.83% (-1 x 1 Month LIBOR USD + 5.05%, 5.05% Cap), 04/25/2035 IO ⁽²⁾⁽⁵⁾		814,066			62,998
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust
5.50%, 06/25/2035		286,494			276,273
5.50%, 06/25/2035 IO		280,826			52,855
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
5.50%, 08/25/2035		53,706			52,067
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust
5.75%, 02/25/2036		20,683			19,513
Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS7 Trust
0.00%, 03/25/2033 PO		447			392
Wells Fargo Alternative Loan 2003-1 Trust
0.00%, 09/25/2033 PO		9,331			8,464
Wells Fargo Alternative Loan 2007-PA3 Trust
5.75%, 07/25/2037		23,045			21,480
Wells Fargo Commercial Mortgage Trust
2.64%, 11/15/2049		20,000,000			18,540,684
Wells Fargo Commercial Mortgage Trust 2013-120B
2.80%, 03/18/2028 ⁽³⁾⁽⁴⁾		1,548,000			1,532,079
Wells Fargo Commercial Mortgage Trust 2014-LC16
2.82%, 08/15/2050		3,220,006			3,216,862
Wells Fargo Commercial Mortgage Trust 2015-C26
2.99%, 02/15/2048		9,300,000			9,143,051
Wells Fargo Commercial Mortgage Trust 2015-C29
3.37%, 06/15/2048		10,000,000			9,806,617
Wells Fargo Commercial Mortgage Trust 2015-C30
3.66%, 09/15/2058		729,000			726,054
Wells Fargo Commercial Mortgage Trust 2015-C31
3.70%, 11/15/2048		3,280,000			3,268,411
Wells Fargo Commercial Mortgage Trust 2015-NXS2
3.50%, 07/15/2058		15,000,000			14,842,806
Wells Fargo Commercial Mortgage Trust 2015-P2
3.81%, 12/15/2048		1,862,631			1,872,497
Wells Fargo Commercial Mortgage Trust 2016-LC25
3.64%, 12/15/2059		2,834,000			2,796,693
Wells Fargo Commercial Mortgage Trust 2017-C38
3.19%, 07/15/2050		13,800,000			13,187,838
Wells Fargo Commercial Mortgage Trust 2018-C44
4.21%, 05/15/2051		3,405,000			3,480,619
Wells Fargo Mortgage Backed Securities 2003-K Trust
3.99%, 11/25/2033 ⁽⁴⁾		177,023			180,082
3.99%, 11/25/2033 ⁽⁴⁾		6,791			6,936
Wells Fargo Mortgage Backed Securities 2003-L Trust
3.71%, 11/25/2033 ⁽⁴⁾		26,623			26,497
Wells Fargo Mortgage Backed Securities 2004-4 Trust
5.50%, 05/25/2034		42,581			43,348
Wells Fargo Mortgage Backed Securities 2004-B Trust
3.78%, 02/25/2034 ⁽⁴⁾		57,270			57,783
Wells Fargo Mortgage Backed Securities 2004-EE Trust
4.37%, 12/25/2034 ⁽⁴⁾		1,876,891			1,914,043
4.37%, 12/25/2034 ⁽⁴⁾		162,570			168,922
4.37%, 12/25/2034 ⁽⁴⁾		77,345			79,653
4.37%, 12/25/2034 ⁽⁴⁾		53,064			55,138
Wells Fargo Mortgage Backed Securities 2004-I Trust
4.12%, 07/25/2034 ⁽⁴⁾		257,119			263,527
Wells Fargo Mortgage Backed Securities 2004-P Trust
4.63%, 09/25/2034 ⁽⁴⁾		584,743			601,225
Wells Fargo Mortgage Backed Securities 2004-V Trust
4.37%, 10/25/2034 ⁽⁴⁾		87,756			89,291
4.37%, 10/25/2034 ⁽⁴⁾		112,555			116,362
Wells Fargo Mortgage Backed Securities 2005-14 Trust
0.00%, 12/25/2035 PO		8,983			7,951
5.50%, 12/25/2035		65,746			67,727
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust
4.21%, 06/25/2035 ⁽⁴⁾		3,631,433			3,736,023
Wells Fargo Mortgage Backed Securities 2005-AR3 Trust
4.39%, 03/25/2035 ⁽⁴⁾		1,305,183			1,344,268
Wells Fargo Mortgage Backed Securities 2005-AR8 Trust
4.11%, 06/25/2035 ⁽⁴⁾		126,708			130,003
Wells Fargo Mortgage Backed Securities 2007-11 Trust
6.00%, 08/25/2037		139,863			138,936
Wells Fargo Mortgage Backed Securities 2007-7 Trust
6.00%, 06/25/2037		23,427			23,485
WFRBS Commercial Mortgage Trust 2011-C3
4.38%, 03/15/2044 ⁽³⁾		1,059,000			1,080,113
WFRBS Commercial Mortgage Trust 2012-C6
3.44%, 04/15/2045		9,470,780			9,481,423
WFRBS Commercial Mortgage Trust 2013-C11
4.41%, 03/15/2045 ⁽³⁾⁽⁴⁾		300,000			292,724
WFRBS Commercial Mortgage Trust 2013-C14
3.07%, 06/15/2046		2,244,000			2,205,509
3.34%, 06/15/2046		229,750			228,182
WFRBS Commercial Mortgage Trust 2014-C21
3.68%, 08/15/2047		7,000,000			7,017,865
WFRBS Commercial Mortgage Trust 2014-C23
3.64%, 10/15/2057		3,500,000			3,522,609
WFRBS Commercial Mortgage Trust 2014-C24
3.32%, 11/15/2047		5,000,000			4,962,547
WFRBS Commercial Mortgage Trust 2014-C25
3.63%, 11/15/2047		1,847,000			1,834,191
WFRBS Commercial Mortgage Trust 2014-LC14
3.77%, 03/15/2047		10,000,000			10,084,407
Total Mortgage-Backed Obligations				$	5,603,705,548
Total Bonds & Notes (Cost $16,039,060,615)				$	15,781,782,663


	Shares			Value
PREFERRED STOCKS - 0.01%
Financials - 0.01%
State Street Co., 5.35%		95,000		$	2,442,450
Total Preferred Stocks (Cost $2,375,000)				$	2,442,450

SHORT-TERM INVESTMENTS - 4.97%
Money Market Funds - 4.96%
Fidelity Institutional Money Market Government Funds - Class I, 1.92% ⁽⁷⁾⁽⁸⁾		399,538,411		$	399,538,411
Goldman Sachs Financial Square Government Fund - Class I, 1.93% ⁽⁷⁾⁽⁸⁾		399,650,899			399,650,899
				$	799,189,310

	Principal
	Amount			Value
U.S. Treasury Bills - 0.01%
U.S. Treasury Bill, 0.00%, 03/28/2019 ⁽¹⁰⁾	$	1,000,000		$	988,603
Total Short-Term Investments (Cost $800,179,223)				$	800,177,913
TOTAL INVESTMENTS IN SECURITIES - 102.97%
(Cost $16,841,614,838)				$	16,584,403,026
TBA SALES COMMITMENTS - (0.08)%
Mortgage-Backed Obligations - (0.08)%
Fannie Mae Pool
3.50%, 10/15/2025 ⁽¹⁴⁾		(11,000,000	)	$	(11,056,529	)
Ginnie Mae II Pool
4.50%, 10/15/2041 ⁽¹⁴⁾		(2,500,000	)		(2,583,985	)
Total TBA Sales Commitments (Proceeds Received ($13,629,219)				$	(13,640,514	)

LIABILITIES IN EXCESS OF OTHER ASSETS - (2.89)%					(465,190,412	)
TOTAL NET ASSETS - 100.00%				$	16,105,572,100

Percentages are stated as a percent of net assets.

IO	Interest Only Strip.
PO	Principal Only Strip.
⁽¹⁾	Step-up bond. The rate reported is the rate in effect as of September 30, 2018.
⁽²⁾	Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2018.
⁽³⁾	Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities total $2,777,824,472, which represents 17.25% of total net assets.
⁽⁴⁾	Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in effect as of September 30, 2018.
⁽⁵⁾	Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope.
⁽⁶⁾	Delayed delivery purchase commitment security. The value of these securities total $421,515,341, which represents 2.62% of total net assets.
⁽⁷⁾	Partially assigned as collateral for certain delayed delivery securities.
⁽⁸⁾	Represents annualized seven-day yield as of the close of the reporting period.
⁽⁹⁾	Security is in default as of September 30, 2018. The value of these securities total $573,673, which represents 0.00% of total net assets.
⁽¹⁰⁾	Partially assigned as collateral for certain futures contracts. The value of these pledged issues total $7,871,624, which represents 0.05% of total net assets.
⁽¹¹⁾	Inflation protected security. The value of these securities total $7,070,620, which represents 0.04% of total net assets.
⁽¹²⁾	Security is categorized as Level 3 per the Trust's fair value hierarchy. These securities represent $132,831,362 or 0.82% of total net assets.
⁽¹³⁾	Security is restricted at September 30, 2018. The value of the restricted security totals $4,338,311, which represents 0.03% of total net assets.
⁽¹⁴⁾	Delayed delivery sale commitment security. The value of these securities total $(13,640,514), which represents (0.08)% of total net assets.
⁽¹⁵⁾	Adjustable rate security. The rate reported is the rate in effect as of September 30, 2018.

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

Open Futures Contracts

			Settlement	Notional		Unrealized Appreciation
Number of Contracts Purchased	Reference Entity	Counterparty	Month	Amount	Value	(Depreciation)
3,035	U.S. 5 Year Note Future	J.P. Morgan	Dec. 2018	$ 342,529,217	$ 341,366,368	$ (1,162,849)
1,961	U.S. 2 Year Note Future	J.P. Morgan	Dec. 2018	414,365,130	413,250,112	(1,115,018)
814	U.S. 10 Year Bond Future	J.P. Morgan	Dec. 2018	96,646,336	96,687,938	41,602
107	U.S. Long Bond Future	J.P. Morgan	Dec. 2018	15,464,186	15,033,500	(430,686)
1,212	U.S. Ultra Bond Future	J.P. Morgan	Dec. 2018	193,262,856	186,988,875	(6,273,981)
						$ (8,940,932)

Bridge Builder Core Plus Bond Fund
Schedule of Investments
September 30, 2018 (Unaudited)

	Principal
	Amount		Value
BONDS & NOTES - 97.63%
Asset-Backed Obligations - 14.12%
AASET 2017-1 Trust
3.97%, 05/16/2042 ⁽¹⁾	$	619,425	$	616,233
AASET 2018-1 U.S. Ltd.
3.84%, 01/16/2038 ⁽¹⁾		902,508		894,091
ABFC 2005-WMC1 Trust
2.95% (1 Month LIBOR USD + 0.74%, 0.49% Floor), 06/25/2035 ⁽²⁾		7,005,762		6,835,039
ABFC 2007-NC1 Trust
2.52% (1 Month LIBOR USD + 0.30%, 0.30% Floor), 05/25/2037 ⁽¹⁾⁽²⁾		7,835,577		7,630,795
ACC Trust 2018-1
3.70%, 12/21/2020 ⁽¹⁾		420,687		420,497
Accredited Mortgage Loan Trust 2003-2
2.92% (1 Month LIBOR USD + 0.70%, 0.35% Floor, 13.00% Cap), 10/25/2033 ⁽²⁾		2,068,754		2,031,771
ACE Securities Corp. Home Equity Loan Trust Series 2004-HE3
3.15% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 11/25/2034 ⁽²⁾		3,927,059		3,921,421
ACE Securities Corp. Home Equity Loan Trust Series 2005-HE3
2.92% (1 Month LIBOR USD + 0.71%, 0.47% Floor), 05/25/2035 ⁽²⁾		7,185,000		7,143,550
Aegis Asset Backed Securities Trust 2005-5
2.47% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 12/25/2035 ⁽²⁾		4,196,152		4,186,537
Airspeed Ltd.
2.43% (1 Month LIBOR USD + 0.27%), 06/15/2032 ^(1)(2)(14)		7,693,100		7,165,312
2.44% (1 Month LIBOR USD + 0.28%, 0.30% Floor), 06/15/2032 ^(1)(2)(14)		9,501,638		8,854,778
Ajax Mortgage Loan Trust 2016-C
4.00%, 10/25/2057 ⁽¹⁾⁽³⁾		1,401,943		1,405,564
Allegro CLO III Ltd.
3.18% (3 Month LIBOR USD + 0.84%), 07/25/2027 ⁽¹⁾⁽²⁾		1,970,000		1,975,845
Ally Auto Receivables Trust 2015-2
2.07%, 10/15/2020 ⁽¹⁾		820,000		818,216
3.01%, 03/15/2022 ⁽¹⁾		195,000		195,114
Ally Auto Receivables Trust 2016-1
1.99%, 03/15/2021		790,000		784,981
Ally Auto Receivables Trust 2017-2
2.33%, 06/15/2022		210,000		206,990
Ally Auto Receivables Trust 2017-3
1.53%, 03/16/2020		615,383		614,403
1.74%, 09/15/2021		7,405,000		7,332,434
Ally Auto Receivables Trust 2017-4
1.75%, 12/15/2021		2,985,000		2,950,459
Ally Auto Receivables Trust 2018-2
2.92%, 11/15/2022		5,510,000		5,497,830
Ally Master Owner Trust
2.70%, 01/17/2023		3,985,000		3,944,253
3.30%, 07/17/2023		5,940,000		5,933,661
American Credit Acceptance Receivables Trust 2018-3
2.92%, 08/12/2021 ^(1)(14)		10,800,000		10,799,997
American Express Credit Account Master Trust
1.64%, 12/15/2021		3,620,000		3,597,086
1.77%, 11/15/2022		8,415,000		8,259,449
2.04%, 05/15/2023		100,000		98,037
3.06%, 02/15/2024		8,986,000		8,969,704
2.74% (1 Month LIBOR USD + 0.58%), 02/18/2025 ⁽²⁾		1,675,000		1,681,480
2.54%, 05/15/2025		1,185,000		1,147,197
American Homes 4 Rent 2014-SFR2 Trust
6.23%, 10/17/2036 ⁽¹⁾		515,000		558,543
American Homes 4 Rent 2015-SFR1 Trust
5.89%, 04/17/2052 ⁽¹⁾		2,378,000		2,521,173
AmeriCredit Automobile Receivables 2015-4
3.72%, 12/08/2021		2,671,000		2,684,820
AmeriCredit Automobile Receivables 2016-1
1.81%, 10/08/2020		32,037		32,012
3.59%, 02/08/2022		916,000		919,302
AmeriCredit Automobile Receivables Trust 2014-3
3.72%, 03/08/2022 ⁽¹⁾		840,000		842,955
AmeriCredit Automobile Receivables Trust 2014-4
3.07%, 11/09/2020		5,600,000		5,607,395
3.66%, 03/08/2022		930,000		932,793
AmeriCredit Automobile Receivables Trust 2015-3
3.34%, 08/08/2021		1,865,000		1,870,531
AmeriCredit Automobile Receivables Trust 2016-2
1.60%, 11/09/2020		457,225		456,508
2.87%, 11/08/2021		290,000		289,364
3.65%, 05/09/2022		605,000		606,527
AmeriCredit Automobile Receivables Trust 2016-3
2.24%, 04/08/2022		2,000,000		1,971,351
2.71%, 09/08/2022		3,615,000		3,553,441
AmeriCredit Automobile Receivables Trust 2016-4
2.74%, 12/08/2022		1,795,000		1,763,247
AmeriCredit Automobile Receivables Trust 2017-3
2.24%, 06/19/2023		335,000		328,990
2.69%, 06/19/2023		345,000		338,844
AmeriCredit Automobile Receivables Trust 2017-4
2.60%, 09/18/2023		705,000		689,094
AmeriCredit Automobile Receivables Trust 2018-1
3.82%, 03/18/2024		955,000		953,230
AmeriCredit Automobile Receivables Trust 2018-2
3.59%, 06/18/2024		5,970,000		5,950,726
4.01%, 07/18/2024		2,940,000		2,938,828
Ameriquest Mortgage Securities Trust 2004-R8
3.18% (1 Month LIBOR USD + 0.96%, 0.64% Floor), 09/25/2034 ⁽²⁾		1,072,212		1,072,451
Ameriquest Mortgage Securities Trust 2005-R5
2.95% (1 Month LIBOR USD + 0.74%, 0.49% Floor), 07/25/2035 ⁽²⁾		4,284,043		4,294,143
Ameriquest Mortgage Securities Trust 2006-R2
2.39% (1 Month LIBOR USD + 0.18%, 0.18% Floor), 04/25/2036 ⁽²⁾		713,315		712,764
Ammc CLO 19 Ltd.
3.84% (3 Month LIBOR USD + 1.50%), 10/15/2028 ⁽¹⁾⁽²⁾		4,255,000		4,264,535
AREIT 2018-CRE1 Trust
5.23% (1 Month LIBOR USD + 3.10%, 3.10% Floor), 02/14/2035 ⁽¹⁾⁽²⁾		4,800,000		4,829,957
Argent Securities Inc. 2004-W5
3.12% (1 Month LIBOR USD + 0.90%, 0.45% Floor), 04/25/2034 ⁽²⁾		2,057,463		2,056,935
ARI Fleet Lease Trust 2017-A
1.91%, 04/15/2026 ⁽¹⁾		392,804		390,326
2.28%, 04/15/2026 ⁽¹⁾		1,305,000		1,280,626
Ascentium Equipment Receivables 2017-1 Trust
1.87%, 07/10/2019 ⁽¹⁾		46,647		46,588
2.29%, 06/10/2021 ⁽¹⁾		170,000		168,189
Atlas Senior Loan Fund IV Ltd.
2.99% (3 Month LIBOR USD + 0.68%), 02/17/2026 ⁽¹⁾⁽²⁾		8,334,008		8,310,198
Atrium XII
3.18% (3 Month LIBOR USD + 0.83%), 04/22/2027 ⁽¹⁾⁽²⁾		5,570,000		5,542,935
Avis Budget Rental Car Funding AESOP LLC
2.97%, 02/20/2020 ⁽¹⁾		1,208,333		1,209,120
2.46%, 07/20/2020 ⁽¹⁾		2,630,000		2,623,120
2.50%, 02/20/2021 ⁽¹⁾		3,245,000		3,219,679
2.50%, 07/20/2021 ⁽¹⁾		1,230,000		1,213,697
2.63%, 12/20/2021 ⁽¹⁾		6,270,000		6,176,740
2.72%, 11/20/2022 ⁽¹⁾		1,545,000		1,507,585
2.97%, 03/20/2024 ⁽¹⁾		10,508,000		10,185,339
BA Credit Card Trust
1.95%, 08/15/2022		2,575,000		2,539,348
3.10%, 12/15/2023		16,205,000		16,188,613
Babson CLO Ltd. 2013-I
3.15% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 01/20/2028 ⁽¹⁾⁽²⁾		5,130,000		5,099,200
Barclays Dryrock Issuance Trust
2.20%, 12/15/2022		1,705,000		1,686,408
Bayview Opportunity Master Fund IIIa Trust 2017-RN8
3.35%, 11/28/2032 ⁽¹⁾⁽³⁾		695,141		691,870
Bayview Opportunity Master Fund IV Trust 2018-RN2
3.60%, 02/25/2033 ⁽¹⁾⁽³⁾		670,039		665,182
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
3.50%, 06/28/2057 ⁽¹⁾⁽⁴⁾		363,637		361,415
Bayview Opportunity Master Fund IVa Trust 2018-RN1
3.28%, 01/28/2033 ⁽¹⁾⁽³⁾		393,250		391,953
Bayview Opportunity Master Fund IVa Trust 2018-RN3
3.67%, 03/28/2033 ⁽¹⁾⁽³⁾		264,963		264,166
Bayview Opportunity Master Fund IVb Trust 2017-NPL2
2.98%, 10/28/2032 ⁽¹⁾⁽³⁾		512,365		509,892
Bayview Opportunity Master Fund IVb Trust 2017-RT2
3.50%, 08/28/2057 ⁽¹⁾⁽⁴⁾		1,252,133		1,241,223
Bayview Opportunity Master Fund Trust 2018-RN8
4.07%, 09/28/2033 ^(1)(3)(14)		1,187,000		1,187,000
Bayview Opportunity Master Fund Trust IIb 2018-RN5
3.82%, 04/28/2033 ⁽¹⁾⁽³⁾		824,209		822,127
BCMSC Trust 1999-B
6.61%, 12/15/2029 ^(4)(12)		3,594,315		1,210,533
Bear Stearns Asset Backed Securities I Trust 2007-HE2
2.38% (1 Month LIBOR USD + 0.16%, 0.16% Floor), 02/25/2037 ⁽²⁾		17,583,278		17,135,313
Betony CLO 2 Ltd.
3.19% (3 Month LIBOR USD + 1.08%), 04/30/2031 ⁽¹⁾⁽²⁾		2,680,000		2,675,782
Blackbird Capital Aircraft Lease Securitization Ltd. 2016-1
4.21%, 12/16/2041 ⁽¹⁾⁽³⁾		1,334,792		1,341,128
BlueMountain CLO 2013-3 Ltd.
3.23% (3 Month LIBOR USD + 0.89%), 10/29/2025 ⁽¹⁾⁽²⁾		1,853,153		1,852,675
BlueMountain CLO 2015-2 Ltd.
3.26% (3 Month LIBOR USD + 0.93%, 0.93% Floor), 07/18/2027 ⁽¹⁾⁽²⁾		3,395,000		3,383,637
3.83% (3 Month LIBOR USD + 1.50%, 1.50% Floor), 07/18/2027 ⁽¹⁾⁽²⁾		1,915,000		1,913,058
4.38% (3 Month LIBOR USD + 2.05%, 2.05% Floor), 07/18/2027 ⁽¹⁾⁽²⁾		1,305,000		1,298,966
BMW Vehicle Lease Trust 2016-2
1.57%, 02/20/2020		960,000		954,502
BMW Vehicle Lease Trust 2017-2
2.07%, 10/20/2020		1,275,000		1,263,641
California Republic Auto Receivables Trust 2017-1
3.76%, 12/15/2023		1,300,000		1,294,171
California Republic Auto Receivables Trust 2018-1
4.33%, 04/15/2025		2,050,000		2,042,143
Capital Auto Receivables Asset Trust 2015-2
4.50%, 01/22/2024		1,545,000		1,556,912
Capital Auto Receivables Asset Trust 2016-2
1.63%, 01/20/2021		755,000		749,190
Capital Auto Receivables Asset Trust 2018-1
3.36%, 11/21/2022 ⁽¹⁾		10,730,000		10,650,784
Capital One Multi-Asset Execution Trust
1.99%, 07/17/2023		3,135,000		3,071,118
2.05%, 08/15/2023		12,515,000		12,262,163
2.67% (1 Month LIBOR USD + 0.51%), 09/16/2024 ⁽²⁾		5,920,000		5,970,318
2.43%, 01/15/2025		8,440,000		8,219,842
Capitalsource Real Estate Loan Trust
2.72% (3 Month LIBOR USD + 0.39%), 01/20/2037 ^(1)(2)(14)		2,275,971		2,247,522
2.98% (3 Month LIBOR USD + 0.65%), 01/20/2037 ^(1)(2)(14)		3,400,000		3,245,300
2.98% (3 Month LIBOR USD + 0.85%), 01/20/2037 ^(1)(2)(14)		700,000		638,750
3.08% (3 Month LIBOR USD + 0.75%), 01/20/2037 ^(1)(2)(14)		1,200,000		1,132,200
Carlyle Global Market Strategies CLO 2015-3 Ltd.
3.34% (3 Month LIBOR USD + 1.00%), 07/28/2028 ⁽¹⁾⁽²⁾		11,615,000		11,609,018
CarMax Auto Owner Trust 2016-2
2.16%, 12/15/2021		100,000		98,191
Carmax Auto Owner Trust 2016-3
1.90%, 04/15/2022		3,752,000		3,655,468
CarMax Auto Owner Trust 2016-4
1.40%, 08/15/2021		1,290,008		1,275,885
2.26%, 07/15/2022		265,000		259,131
CarMax Auto Owner Trust 2018-2
3.57%, 12/15/2023		1,420,000		1,411,831
Castlelake Aircraft Securitization Trust
3.97%, 07/15/2042		1,158,107		1,140,359
Castlelake Aircraft Securitization Trust 2018-1
4.13%, 06/15/2043 ⁽¹⁾		7,120,225		7,100,633
CCG Receivables Trust 2016-1
1.69%, 09/14/2022 ⁽¹⁾		370,344		368,797
CCG Receivables Trust 2017-1
1.84%, 11/14/2023 ⁽¹⁾		670,936		665,583
Cent CLO 24 Ltd.
3.29% (3 Month LIBOR USD + 1.07%), 10/15/2026 ⁽¹⁾⁽²⁾		19,150,000		19,136,940
Chase Issuance Trust
2.58% (1 Month LIBOR USD + 0.42%), 11/15/2020 ⁽²⁾		3,800,000		3,801,944
1.37%, 06/15/2021		9,935,000		9,840,363
1.84%, 04/15/2022		6,230,000		6,130,352
CHEC Loan Trust 2004-2
2.86% (1 Month LIBOR USD + 0.64%, 0.64% Floor), 06/25/2034 ⁽²⁾		1,821,156		1,808,987
Chrysler Capital Auto Receivables Trust 2016-B
1.64%, 07/15/2021 ⁽¹⁾		423,359		421,121
CIFC Funding 2015-V Ltd.
3.20% (3 Month LIBOR USD + 0.86%), 10/25/2027 ⁽¹⁾⁽²⁾		2,990,000		2,984,026
Citibank Credit Card Issuance Trust
1.74%, 01/19/2021		5,960,000		5,946,887
1.80%, 09/20/2021		2,803,000		2,775,547
1.92%, 04/07/2022		9,495,000		9,344,847
1.86%, 08/07/2022		2,060,000		2,017,014
2.50% (1 Month LIBOR USD + 0.33%), 01/20/2025 ⁽²⁾		5,920,000		5,922,344
Citigroup Mortgage Loan Trust 2007-AHL1
2.36% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 12/25/2036 ⁽²⁾		4,361,595		4,328,615
Citigroup Mortgage Loan Trust, Inc.
2.85% (1 Month LIBOR USD + 0.63%, 0.42% Floor), 02/25/2035 ⁽²⁾		3,158,020		3,149,720
3.12% (1 Month LIBOR USD + 0.90%, 0.60% Floor), 09/25/2035 ⁽²⁾		7,900,000		7,805,616
2.82% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 10/25/2035 ⁽²⁾		14,327,000		11,766,727
CNH Equipment Trust 2016-C
1.44%, 12/15/2021		991,699		980,231
CNH Equipment Trust 2017-C
2.08%, 02/15/2023		1,245,000		1,223,414
2.54%, 05/15/2025		60,000		58,386
Coinstar Funding LLC Series 2017-1
5.22%, 04/25/2047 ⁽¹⁾		8,685,063		8,787,269
College Ave Student Loans LLC 2017-A
3.87% (1 Month LIBOR USD + 1.65%, 1.65% Floor), 11/26/2046 ⁽¹⁾⁽²⁾		6,278,522		6,407,095
College Ave Student Loans LLC 2018-A
3.42% (1 Month LIBOR USD + 1.20%), 12/26/2047 ⁽¹⁾⁽²⁾		2,720,238		2,724,832
4.13%, 12/26/2047 ⁽¹⁾		3,709,416		3,695,718
Colony American Finance 2015-1 Ltd.
4.83%, 10/15/2047 ⁽¹⁾		725,000		732,367
Colony American Homes 2015-1
3.33% (1 Month LIBOR USD + 1.20%, 1.20% Floor), 07/17/2032 ⁽¹⁾⁽²⁾		3,187,859		3,191,806
3.63% (1 Month LIBOR USD + 1.50%, 1.50% Floor), 07/17/2032 ⁽¹⁾⁽²⁾		2,748,000		2,753,818
5.13% (1 Month LIBOR USD + 3.00%, 3.00% Floor), 07/17/2032 ⁽¹⁾⁽²⁾		1,875,000		1,877,710
Colony Starwood Homes 2016-2 Trust
3.41% (1 Month LIBOR USD + 1.25%, 1.25% Floor), 12/17/2033 ⁽¹⁾⁽²⁾		2,136,797		2,141,446
3.91% (1 Month LIBOR USD + 1.75%, 1.75% Floor), 12/17/2033 ⁽¹⁾⁽²⁾		1,937,000		1,942,759
5.51% (1 Month LIBOR USD + 3.35%, 3.35% Floor), 12/17/2033 ⁽¹⁾⁽²⁾		2,305,000		2,325,316
Conseco Finance Securitizations Corp.
8.06%, 09/01/2029 ⁽⁴⁾		13,204,733		6,572,073
7.97%, 05/01/2032		736,648		345,210
8.31%, 05/01/2032 ⁽⁴⁾		8,535,949		4,167,060
Conseco Financial Corp.
7.70%, 05/15/2027 ⁽⁴⁾		10,513,225		10,029,691
CoreVest American Finance 2018-1 Trust
3.80%, 06/15/2051 ⁽¹⁾		1,928,060		1,929,302
Countrywide Asset-Backed Certificates
2.46% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 03/25/2036 ⁽²⁾		3,551,591		3,179,568
2.61% (1 Month LIBOR USD + 0.39%, 0.39% Floor), 04/25/2036 ⁽²⁾		1,000,000		897,262
2.64% (1 Month LIBOR USD + 0.42%, 0.42% Floor), 06/25/2036 ⁽²⁾		2,000,000		1,878,154
2.39% (1 Month LIBOR USD + 0.17%, 0.17% Floor), 03/25/2037 ⁽²⁾		6,602,070		6,372,557
CPS Auto Receivables Trust 2016-C
5.92%, 06/15/2022 ⁽¹⁾		1,985,000		2,052,093
CPS Auto Receivables Trust 2017-C
3.79%, 06/15/2023 ⁽¹⁾		1,530,000		1,524,349
CPS Auto Receivables Trust 2017-D
3.73%, 09/15/2023 ⁽¹⁾		645,000		636,800
CPS Auto Receivables Trust 2018-B
4.26%, 03/15/2024 ⁽¹⁾		1,715,000		1,711,491
CPS Auto Trust
4.53%, 01/17/2023 ⁽¹⁾		1,465,000		1,484,113
Credit Acceptance Auto Loan Trust 2017-3
3.48%, 10/15/2026 ⁽¹⁾		1,405,000		1,381,819
Credit Acceptance Auto Loan Trust 2018-1
3.77%, 06/15/2027 ⁽¹⁾		2,255,000		2,225,648
Credit Acceptance Auto Loan Trust 2018-2
4.16%, 09/15/2027 ⁽¹⁾		3,045,000		3,045,177
Credit Acceptance Auto Loan Trust 2018-3
4.04%, 12/15/2027 ⁽¹⁾		3,110,000		3,091,788
CSMC 2018-RPL2 Trust
4.03%, 08/25/2062 ⁽¹⁾⁽³⁾		2,989,074		2,982,105
CWABS Asset-Backed Certificates Trust 2004-13
3.07% (1 Month LIBOR USD + 0.85%), 04/25/2035 ⁽²⁾		543,287		545,236
CWABS Asset-Backed Certificates Trust 2005-7
2.80% (1 Month LIBOR USD + 0.58%, 0.58% Floor), 11/25/2035 ⁽²⁾		4,307,754		4,301,896
DB Master Finance LLC
3.63%, 11/20/2047 ⁽¹⁾		1,186,038		1,155,651
4.03%, 11/20/2047 ⁽¹⁾		873,400		857,688
Deephaven Residential Mortgage Trust 2018-1
2.98%, 12/25/2057 ⁽¹⁾⁽⁴⁾		747,872		742,624
Denali Capital CLO X LLC
3.38% (3 Month LIBOR USD + 1.05%), 10/26/2027 ⁽¹⁾⁽²⁾		6,500,000		6,492,987
Diamond Resorts Owner Trust 2014-1
2.54%, 05/20/2027 ⁽¹⁾		95,701		95,650
Diamond Resorts Owner Trust 2015-1
2.73%, 07/20/2027 ⁽¹⁾		55,367		55,352
Discover Card Execution Note Trust
1.90%, 10/17/2022		11,715,000		11,526,642
3.11%, 01/16/2024		8,520,000		8,515,944
2.65% (1 Month LIBOR USD + 0.49%), 07/15/2024 ⁽²⁾		5,920,000		5,969,630
Domino's Pizza Master Issuer LLC
4.12%, 07/25/2048 ⁽¹⁾		1,605,975		1,595,873
Drive Auto Receivables Trust
2.45%, 09/16/2019		16,200,000		16,196,634
2.34% (1 Month LIBOR USD + 0.27%, 0.27% Floor), 10/15/2020 ⁽²⁾		16,200,000		16,199,987
2.78%, 10/15/2020		13,000,000		13,002,033
4.30%, 09/16/2024		3,195,000		3,218,870
Drive Auto Receivables Trust 2018-1
3.81%, 05/15/2024		3,000,000		2,987,501
Drive Auto Receivables Trust 2018-2
4.14%, 08/15/2024		3,215,000		3,227,308
Driven Brands Funding LLC
4.74%, 04/20/2048 ⁽¹⁾		1,067,325		1,060,740
Dryden 30 Senior Loan Fund
3.13% (3 Month LIBOR USD + 0.82%), 11/15/2028 ⁽¹⁾⁽²⁾		1,200,000		1,191,965
Dryden 35 Euro CLO 2014 BV
0.68% (6 Month EURIBOR + 0.95%), 05/17/2027 ⁽¹⁾⁽²⁾	EUR 13,350,000			15,492,907
Dryden XXVI Senior Loan Fund
3.25% (3 Month LIBOR USD + 0.90%), 04/15/2029 ⁽¹⁾⁽²⁾	$	4,500,000		4,466,898
DT Auto Owner Trust 2016-4
3.77%, 10/17/2022 ⁽¹⁾		115,000		115,619
DT Auto Owner Trust 2017-1
3.55%, 11/15/2022 ⁽¹⁾		2,595,000		2,593,044
DT Auto Owner Trust 2017-2
3.89%, 01/15/2023 ⁽¹⁾		4,825,000		4,834,095
DT Auto Owner Trust 2017-4
3.47%, 07/17/2023 ⁽¹⁾		975,000		970,713
DT Auto Owner Trust 2018-2
4.15%, 03/15/2024 ⁽¹⁾		1,435,000		1,433,355
ECAF I Ltd.
3.47%, 06/15/2040 ⁽¹⁾		996,994		987,481
ECMC Group Student Loan Trust 2017-2
3.27% (1 Month LIBOR USD + 1.05%), 05/25/2067 ⁽¹⁾⁽²⁾		10,197,474		10,344,136
Emerald Aviation Finance Ltd.
4.65%, 10/15/2038 ⁽¹⁾⁽³⁾		565,203		565,844
Enterprise Fleet Financing 2018-2 LLC
2.55%, 08/20/2019 ⁽¹⁾		6,622,124		6,622,379
3.14%, 02/20/2024 ⁽¹⁾		7,080,000		7,076,828
Enterprise Fleet Financing LLC
2.08%, 09/20/2021 ⁽¹⁾		510,000		508,596
2.04%, 02/22/2022 ⁽¹⁾		2,185,000		2,157,854
2.13%, 07/20/2022 ⁽¹⁾		209,532		208,475
1.97%, 01/20/2023 ⁽¹⁾		713,078		708,165
2.36%, 05/20/2023 ⁽¹⁾		9,435,000		9,241,234
2.87%, 10/20/2023 ⁽¹⁾		1,410,000		1,406,395
Exeter Automobile Receivables Trust 2018-1
3.53%, 11/15/2023 ⁽¹⁾		595,000		589,611
Fieldstone Mortgage Investment Trust Series 2005-1
3.34% (1 Month LIBOR USD + 1.13%, 0.75% Floor, 12.25% Cap), 03/25/2035 ⁽²⁾		6,368,249		6,117,306
Fieldstone Mortgage Investment Trust Series 2006-3
2.20% (1 Month LIBOR USD + 0.14%, 0.14% Floor, 12.25% Cap), 11/25/2036 ⁽²⁾		9,872,328		8,992,305
First Franklin Mortgage Loan Trust 2004-FF7
4.39% (1 Month LIBOR USD + 2.18%, 1.45% Floor), 09/25/2034 ⁽²⁾		854,074		860,706
First Franklin Mortgage Loan Trust 2006-FF16
2.43% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 12/25/2036 ⁽²⁾		7,541,210		4,637,622
First Investors Auto Owner Trust 2015-2
4.22%, 12/15/2021 ⁽¹⁾		270,000		271,940
First Investors Auto Owner Trust 2016-2
3.35%, 11/15/2022 ⁽¹⁾		850,000		837,823
First Investors Auto Owner Trust 2017-2
1.86%, 10/15/2021 ⁽¹⁾		3,072,580		3,060,746
3.56%, 09/15/2023 ⁽¹⁾		975,000		959,788
First Investors Auto Owner Trust 2018-1
4.11%, 06/17/2024 ⁽¹⁾		605,000		602,977
First NLC Trust 2005-2
2.70% (1 Month LIBOR USD + 0.48%, 0.48% Floor, 14.00% Cap), 09/25/2035 ⁽²⁾		1,764,445		1,771,065
Five Guys Holdings, Inc.
4.60%, 07/25/2047 ⁽¹⁾		4,198,275		4,185,057
Flagship Credit Auto Trust 2014-1
3.34%, 04/15/2020 ⁽¹⁾		42,100		42,125
Flagship Credit Auto Trust 2016-3
3.89%, 11/15/2022 ⁽¹⁾		810,000		809,923
Flagship Credit Auto Trust 2017-1
4.23%, 05/15/2023 ⁽¹⁾		260,000		261,577
Flagship Credit Auto Trust 2018-1
3.86%, 04/15/2024 ⁽¹⁾		1,285,000		1,269,506
Flagship Credit Auto Trust 2018-2
4.23%, 09/16/2024 ⁽¹⁾		1,580,000		1,577,566
Ford Credit Auto Lease Trust 2017-A
1.88%, 04/15/2020		1,005,000		1,002,230
Ford Credit Auto Owner Trust 2015-C
1.41%, 02/15/2020		174,233		174,059
Ford Credit Auto Owner Trust 2016-B
1.33%, 10/15/2020		1,118,532		1,112,946
Ford Credit Auto Owner Trust 2016-C
1.22%, 03/15/2021		2,659,808		2,634,707
1.73%, 03/15/2022		555,000		540,773
1.93%, 04/15/2023		370,000		361,867
Ford Credit Auto Owner Trust 2017-B
1.69%, 11/15/2021		4,070,000		4,007,432
Ford Credit Auto Owner Trust 2017-C
2.01%, 03/15/2022		1,505,000		1,483,822
Ford Credit Auto Owner Trust 2018-A
3.16%, 10/15/2023		8,225,000		8,220,685
Ford Credit Floorplan Master Owner Trust A
1.55%, 07/15/2021		2,660,000		2,626,611
2.16%, 11/15/2021		385,000		380,632
2.25%, 05/15/2022		3,795,000		3,733,178
Fremont Home Loan Trust 2005-C
3.15% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 07/25/2035 ⁽²⁾		5,252,773		4,470,620
Galaxy XXIX CLO Ltd.
3.10% (3 Month LIBOR USD + 0.79%), 11/15/2026 ⁽¹⁾⁽²⁾		2,545,000		2,536,757
3.71% (3 Month LIBOR USD + 1.40%), 11/15/2026 ⁽¹⁾⁽²⁾		985,000		975,432
Gallatin CLO IX 2018-1 Ltd.
3.49% (3 Month LIBOR USD + 1.05%, 1.05% Floor), 01/21/2028 ^(1)(2)(14)		11,900,000		11,900,000
GCAT 2017-2 LLC
3.50%, 04/25/2047 ⁽¹⁾⁽³⁾		458,998		455,722
GCAT 2017-5 LLC
3.23%, 07/25/2047 ⁽¹⁾⁽³⁾		249,356		248,475
GCAT 2018-1 LLC
3.84%, 06/25/2048 ⁽¹⁾⁽³⁾		1,126,368		1,122,565
GCAT 2018-2 LLC
4.09%, 06/26/2023 ⁽¹⁾⁽³⁾		3,221,010		3,217,954
GE Business Loan Trust
2.24%, 11/15/2034		2,342,744		2,301,440
GE Capital Credit Card Master Note Trust
2.21%, 09/15/2022		1,700,000		1,685,219
GM Financial Automobile Leasing Trust 2016-2
1.76%, 03/20/2020		995,000		992,275
2.08%, 03/20/2020		570,000		567,781
2.58%, 03/20/2020		350,000		349,571
GM Financial Automobile Leasing Trust 2018-1
3.11%, 12/20/2021		3,500,000		3,468,240
GM Financial Automobile Leasing Trust 2018-2
3.16%, 04/20/2022		1,455,000		1,451,408
GM Financial Consumer Automobile 2017-1
1.78%, 10/18/2021 ⁽¹⁾		410,000		405,507
2.45%, 07/17/2023 ⁽¹⁾		100,000		97,826
GM Financial Consumer Automobile Receivables Trust 2017-3
1.97%, 05/16/2022 ⁽¹⁾		7,804,000		7,681,047
2.33%, 03/16/2023 ⁽¹⁾		155,000		150,912
GM Financial Consumer Automobile Receivables Trust 2018-2
2.81%, 12/16/2022		4,300,000		4,271,454
3.31%, 12/18/2023		1,615,000		1,600,901
GM Financial Consumer Automobile Receivables Trust 2018-3
3.02%, 05/16/2023		4,420,000		4,412,245
GMF Floorplan Owner Revolving Trust
2.41%, 05/17/2021 ⁽¹⁾		145,000		144,432
2.85%, 05/17/2021 ⁽¹⁾		100,000		99,514
2.26%, 08/16/2021 ⁽¹⁾		855,000		849,155
GoldenTree Loan Opportunities IX Ltd.
0.00% (3 Month LIBOR USD + 1.11%, 1.11% Floor), 10/29/2029 ⁽¹⁾⁽²⁾		11,000,000		11,000,000
Golub Capital Partners CLO 39B Ltd.
0.00% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 10/20/2028 ⁽¹⁾⁽²⁾		5,295,000		5,295,000
Grand Avenue Mortgage Loan Trust 2017-RPL1
3.25%, 08/25/2064 ⁽¹⁾		2,722,741		2,657,017
GreatAmerica Leasing Receivables Funding LLC Series 2017-1
1.72%, 04/22/2019 ⁽¹⁾		12,325		12,319
2.06%, 06/22/2020 ⁽¹⁾		150,000		149,269
GreatAmerica Leasing Receivables Funding LLC Series 2018-1
2.35%, 05/15/2020 ⁽¹⁾		530,000		528,535
2.99%, 06/17/2024 ⁽¹⁾		1,685,000		1,661,315
GSAMP Trust 2005-AHL
3.19% (1 Month LIBOR USD + 0.98%, 0.65% Floor), 04/25/2035 ⁽²⁾		6,500,000		6,472,753
Halcyon Loan Advisors Funding 2014-3 Ltd.
3.45% (3 Month LIBOR USD + 1.10%), 10/22/2025 ⁽¹⁾⁽²⁾		1,585,000		1,584,585
Hardee's Funding LLC
4.25%, 06/20/2048 ⁽¹⁾		8,385,000		8,374,687
4.96%, 06/20/2048 ⁽¹⁾		4,310,000		4,311,896
Harley Marine Financing LLC
5.68%, 05/15/2043 ⁽¹⁾		990,000		977,615
Harvest SBA Loan Trust 2018-1
4.31% (1 Month LIBOR USD + 2.25%), 08/25/2044 ^(1)(2)(14)		11,678,753		11,678,753
Hilton Grand Vacations Trust 2017-A
2.66%, 12/26/2028 ⁽¹⁾		282,335		276,976
2.96%, 12/26/2028 ⁽¹⁾⁽⁴⁾		128,334		125,064
Holland Park CLO DAC
0.61% (3 Month EURIBOR + 0.93%), 05/14/2027 ⁽¹⁾⁽²⁾	EUR 6,783,290			7,874,992
Home Equity Asset Trust 2006-3
2.42% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 07/25/2036 ⁽²⁾	$	4,537,355		4,532,930
Honda Auto Receivables 2015-4 Owner Trust
1.23%, 09/23/2019		368,090		367,643
Honda Auto Receivables 2016-1 Owner Trust
1.22%, 12/18/2019		348,942		347,856
Honda Auto Receivables 2016-3 Owner Trust
1.16%, 05/18/2020		1,392,441		1,384,228
Honda Auto Receivables 2017-1 Owner Trust
1.72%, 07/21/2021		8,328,550		8,255,508
Honda Auto Receivables 2017-2 Owner Trust
1.68%, 08/16/2021		2,730,000		2,695,783
Honda Auto Receivables 2017-4 Owner Trust
2.05%, 11/22/2021		9,800,000		9,686,103
Honda Auto Receivables 2018-1 Owner Trust
2.64%, 02/15/2022		5,140,000		5,103,594
Honda Auto Receivables 2018-3 Owner Trust
2.95%, 08/22/2022		10,010,000		9,978,715
House of Europe Funding V Plc
0.00% (3 Month EURIBOR + 0.28%), 11/08/2090 ⁽²⁾	EUR 1,337,955			1,548,659
HSI Asset Securitization Corp. Trust 2006-OPT1
2.44% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 12/25/2035 ⁽²⁾	$	683,457		682,533
Hyundai Auto Lease Securitization Trust 2016-B
1.68%, 04/15/2020 ⁽¹⁾		140,000		139,747
Hyundai Auto Lease Securitization Trust 2016-C
1.49%, 02/18/2020 ⁽¹⁾		699,057		698,042
Hyundai Auto Lease Securitization Trust 2017-A
1.88%, 08/17/2020 ⁽¹⁾		1,140,000		1,136,713
Hyundai Auto Lease Securitization Trust 2017-B
1.97%, 07/15/2020 ⁽¹⁾		2,465,000		2,449,964
Hyundai Auto Lease Securitization Trust 2017-C
2.12%, 02/16/2021 ⁽¹⁾		980,000		972,133
Invitation Homes 2018-SFR1 Trust
4.16% (1 Month LIBOR USD + 2.00%), 03/17/2037 ⁽¹⁾⁽²⁾		445,000		446,802
Invitation Homes 2018-SFR2 Trust
4.16% (1 Month LIBOR USD + 2.00%, 2.10% Floor), 06/17/2037 ⁽¹⁾⁽²⁾		2,155,000		2,164,649
Invitation Homes 2018-SFR3 Trust
4.16% (1 Month LIBOR USD + 2.00%, 2.00% Floor), 07/17/2037 ⁽¹⁾⁽²⁾		2,645,000		2,668,311
Jamestown CLO IV Ltd.
3.03% (3 Month LIBOR USD + 0.69%), 07/15/2026 ⁽¹⁾⁽²⁾		13,689,655		13,682,715
Jimmy Johns Funding LLC
3.61%, 07/30/2047 ⁽¹⁾		400,950		395,802
JP Morgan Mortgage Acquisition Corp. 2006-FRE2
2.58% (1 Month LIBOR USD + 0.36%, 0.36% Floor), 02/25/2036 ⁽²⁾		8,467,499		7,316,511
JP Morgan Mortgage Acquisition Trust 2006-WMC4
2.34% (1 Month LIBOR USD + 0.12%, 0.12% Floor), 12/25/2036 ⁽²⁾		25,913,443		15,981,924
2.37% (1 Month LIBOR USD + 0.15%, 0.15% Floor), 12/25/2036 ⁽²⁾		23,600,586		14,605,258
JP Morgan Mortgage Acquisition Trust 2007-CH3
2.48% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 03/25/2037 ⁽²⁾		18,680,000		18,265,853
KKR CLO 12 Ltd.
3.39% (3 Month LIBOR USD + 1.05%), 07/15/2027 ⁽¹⁾⁽²⁾		4,060,000		4,060,000
3.89% (3 Month LIBOR USD + 1.55%), 07/15/2027 ⁽¹⁾⁽²⁾		1,625,000		1,625,000
KKR CLO 13 Ltd.
3.14% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 01/16/2028 ⁽¹⁾⁽²⁾		2,745,000		2,743,606
Kubota Credit Owner Trust 2016-1
1.50%, 07/15/2020 ⁽¹⁾		831,855		824,971
Lendmark Funding Trust 2018-1
3.81%, 12/21/2026 ⁽¹⁾		1,655,000		1,652,760
LP Credit Card ABS Master Trust
3.62% (1 Month LIBOR USD + 1.55%), 08/20/2024 ^(1)(2)(14)		2,914,760		2,914,760
Madison Park Funding XIV Ltd.
3.47% (3 Month LIBOR USD + 1.12%), 07/20/2026 ⁽¹⁾⁽²⁾		2,510,000		2,510,070
Madison Park Funding XVIII Ltd.
3.54% (3 Month LIBOR USD + 1.19%), 10/21/2030 ⁽¹⁾⁽²⁾		4,815,000		4,819,545
Magnetite XVI Ltd.
3.53% (3 Month LIBOR USD + 1.20%), 01/18/2028 ⁽¹⁾⁽²⁾		2,760,000		2,722,613
MAPS 2018-1 Ltd.
4.21%, 05/15/2043 ⁽¹⁾		1,296,986		1,297,429
Marlette Funding Trust 2018-3
3.20%, 09/15/2028 ⁽¹⁾		2,791,112		2,790,626
Mastr Asset Backed Securities Trust 2004-WMC1
3.00% (1 Month LIBOR USD + 0.78%, 0.52% Floor), 02/25/2034 ⁽²⁾		2,106,853		2,094,977
Mastr Specialized Loan Trust
2.48% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 02/25/2036 ⁽¹⁾⁽²⁾		1,173,789		1,154,578
Merlin Aviation Holdings DAC
4.50%, 12/15/2032 ⁽¹⁾⁽³⁾		1,270,707		1,280,016
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2
2.46% (1 Month LIBOR USD + 0.24%, 0.24% Floor), 05/25/2037 ⁽²⁾		3,060,705		2,122,570
Metal 2017-1 LLC
4.58%, 10/15/2042 ⁽¹⁾		4,588,603		4,601,385
Mill City Mortgage Loan Trust 2018-1
3.25%, 05/25/2062 ⁽¹⁾⁽⁴⁾		1,443,305		1,425,491
Mill City Mortgage Loan Trust 2018-3
3.50%, 08/25/2058 ⁽¹⁾⁽⁴⁾		3,175,000		3,142,205
MMAF Equipment Finance LLC 2016-A
1.76%, 01/17/2023 ⁽¹⁾		280,000		272,813
MMAF Equipment Finance LLC 2017-A
1.73%, 05/18/2020 ⁽¹⁾		83,902		83,691
2.04%, 02/16/2022 ⁽¹⁾		425,000		419,277
MMAF Equipment Finance LLC 2017-B
2.21%, 10/17/2022 ⁽¹⁾		1,810,000		1,779,671
2.41%, 11/15/2024 ⁽¹⁾		665,000		647,913
MMAF Equipment Finance LLC 2018-A
3.39%, 01/10/2025 ⁽¹⁾		1,180,000		1,177,508
Morgan Stanley ABS Capital I Inc Trust 2005-WMC2
3.15% (1 Month LIBOR USD + 0.93%, 0.62% Floor), 02/25/2035 ⁽²⁾		1,568,504		1,533,130
Morgan Stanley ABS Capital I Inc Trust 2006-HE8
2.35% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 10/25/2036 ⁽²⁾		754,017		709,136
Morgan Stanley Capital I Inc Trust 2006-HE1
2.51% (1 Month LIBOR USD + 0.29%, 0.29% Floor), 01/25/2036 ⁽²⁾		2,695,479		2,653,445
Morgan Stanley Mortgage Loan Trust 2007-8XS
2.75% (1 Month LIBOR USD + 0.53%, 0.53% Floor, 6.25% Cap), 04/25/2037 ⁽²⁾		25,685,215		14,262,504
2.76% (1 Month LIBOR USD + 0.54%, 0.54% Floor, 6.26% Cap), 04/25/2037 ⁽²⁾		2,480,273		1,377,246
Mountain View CLO 2014-1 Ltd.
3.14% (3 Month LIBOR USD + 0.80%, 0.80% Floor), 10/15/2026 ⁽¹⁾⁽²⁾		10,700,000		10,681,189
MS MTG LN TR 2006-15XS
6.20%, 11/25/2036 ^(3)(12)		15,206,810		7,053,501
Munda CLO 1 BV
0.79% (6 Month EURIBOR + 0.85%), 12/05/2024 ⁽¹⁾⁽²⁾	EUR 8,515,212			9,826,320
MVW Owner Trust 2015-1
2.52%, 12/20/2032 ⁽¹⁾	$	658,322		644,473
MVW Owner Trust 2017-1
2.42%, 12/20/2034 ⁽¹⁾		279,640		270,530
2.75%, 12/20/2034 ⁽¹⁾		189,053		182,623
National Collegiate Student Loan Trust 2004-2
2.70% (1 Month LIBOR USD + 0.48%, 0.48% Floor), 12/26/2033 ⁽²⁾		14,053,855		13,833,264
National Collegiate Student Loan Trust 2005-2
2.49% (1 Month LIBOR USD + 0.27%, 0.27% Floor), 09/25/2029 ⁽²⁾		4,531,632		4,498,670
National Collegiate Student Loan Trust 2005-3
2.51% (1 Month LIBOR USD + 0.29%), 10/25/2033 ⁽¹⁾⁽²⁾		18,091,515		17,562,595
National Collegiate Student Loan Trust 2006-3
2.49% (1 Month LIBOR USD + 0.27%), 03/26/2029 ⁽²⁾		6,978,683		6,892,814
National Collegiate Student Loan Trust 2006-4
2.48% (1 Month LIBOR USD + 0.26%, 0.26% Floor), 02/26/2029 ⁽²⁾		5,308,980		5,271,605
National Collegiate Student Loan Trust 2007-1
2.46% (1 Month LIBOR USD + 0.24%), 07/25/2030 ⁽²⁾		8,323,846		8,206,300
Navient Private Education Loan Trust 2017-A
2.88%, 12/16/2058 ⁽¹⁾		660,000		639,411
3.91%, 12/16/2058 ⁽¹⁾		440,000		421,045
Navient Private Education Loan Trust 2018-B
3.61%, 12/15/2059 ⁽¹⁾		2,115,000		2,106,342
Navient Private Education Refi Loan Trust 2018-A
2.53%, 02/18/2042 ⁽¹⁾		1,778,369		1,764,810
Navient Private Education Refi Loan Trust 2018-C
3.52%, 06/16/2042 ⁽¹⁾		1,215,000		1,205,830
Navient Student Loan Trust 2014-2
2.86% (1 Month LIBOR USD + 0.64%, 0.64% Floor), 03/25/2083 ⁽²⁾		895,980		890,700
Navient Student Loan Trust 2014-3
2.84% (1 Month LIBOR USD + 0.62%, 0.62% Floor), 03/25/2083 ⁽²⁾		336,103		334,604
Navient Student Loan Trust 2015-1
2.82% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 04/25/2040 ⁽²⁾		5,400,091		5,414,678
Navient Student Loan Trust 2016-1
2.92% (1 Month LIBOR USD + 0.70%), 02/25/2070 ⁽¹⁾⁽²⁾		8,423,291		8,478,748
Navient Student Loan Trust 2016-2
3.72% (1 Month LIBOR USD + 1.50%), 06/25/2065 ⁽¹⁾⁽²⁾		6,200,000		6,462,089
Navient Student Loan Trust 2017-1
3.37% (1 Month LIBOR USD + 1.15%), 07/26/2066 ⁽¹⁾⁽²⁾		4,730,000		4,849,899
Navient Student Loan Trust 2017-3
3.27% (1 Month LIBOR USD + 1.05%), 07/26/2066 ⁽¹⁾⁽²⁾		5,000,000		5,112,573
Navient Student Loan Trust 2017-5
3.02% (1 Month LIBOR USD + 0.80%), 07/26/2066 ⁽¹⁾⁽²⁾		13,284,221		13,411,144
Navient Student Loan Trust 2018-2
2.60% (1 Month LIBOR USD + 0.38%), 03/25/2067 ⁽¹⁾⁽²⁾		3,490,000		3,488,723
2.97% (1 Month LIBOR USD + 0.75%), 03/25/2067 ⁽¹⁾⁽²⁾		15,000,000		15,020,343
Navient Student Loan Trust 2018-4
2.39% (1 Month LIBOR USD + 0.25%), 06/27/2067 ^(1)(2)(14)		5,600,000		5,600,951
2.82% (1 Month LIBOR USD + 0.68%), 06/27/2067 ⁽¹⁾⁽²⁾		3,215,000		3,218,819
Nelnet Student Loan Trust 2005-4
2.55% (3 Month LIBOR USD + 0.18%, 0.18% Floor), 03/22/2032 ⁽²⁾		1,908,650		1,884,333
Nelnet Student Loan Trust 2007-1
2.38% (3 Month LIBOR USD + 0.07%), 05/27/2025 ⁽²⁾		4,176,621		4,158,156
Nelnet Student Loan Trust 2008-3
3.96% (3 Month LIBOR USD + 1.65%, 1.65% Floor), 11/25/2024 ⁽²⁾		1,795,598		1,820,493
Nelnet Student Loan Trust 2013-1
2.82% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 06/25/2041 ⁽¹⁾⁽²⁾		4,610,249		4,630,830
Nelnet Student Loan Trust 2014-2
3.07% (1 Month LIBOR USD + 0.85%), 07/27/2037 ⁽¹⁾⁽²⁾		4,250,000		4,274,179
Nelnet Student Loan Trust 2015-2
2.82% (1 Month LIBOR USD + 0.60%, 0.60% Floor), 09/25/2047 ⁽¹⁾⁽²⁾		2,556,682		2,553,787
Nelnet Student Loan Trust 2015-3
2.82% (1 Month LIBOR USD + 0.60%), 02/27/2051 ⁽¹⁾⁽²⁾		3,873,957		3,886,697
Neuberger Berman CLO XIX Ltd.
3.49% (3 Month LIBOR USD + 1.15%, 1.15% Floor), 07/15/2027 ⁽¹⁾⁽²⁾		3,010,000		3,000,163
New Century Home Equity Loan Trust 2005-1
2.89% (1 Month LIBOR USD + 0.68%, 0.45% Floor, 12.50% Cap), 03/25/2035 ⁽²⁾		9,141,556		9,132,228
New Century Home Equity Loan Trust 2005-3
2.95% (1 Month LIBOR USD + 0.74%, 0.49% Floor, 12.50% Cap), 07/25/2035 ⁽²⁾		372,017		372,442
2.98% (1 Month LIBOR USD + 0.77%, 0.51% Floor, 12.50% Cap), 07/25/2035 ⁽²⁾		6,570,000		6,581,494
Nissan Auto Lease Trust 2017-A
1.91%, 04/15/2020		1,760,000		1,749,702
Nissan Auto Receivables 2015-B Owner Trust
1.34%, 03/16/2020		617,892		616,529
Nissan Auto Receivables 2015-C Owner Trust
1.37%, 05/15/2020		32,690		32,576
Nissan Auto Receivables 2016-C Owner Trust
1.18%, 01/15/2021		1,526,473		1,512,462
Nissan Auto Receivables 2017-A Owner Trust
1.47%, 01/15/2020		1,091,707		1,090,290
Nissan Auto Receivables 2017-B Owner Trust
1.75%, 10/15/2021		2,560,000		2,522,689
Nissan Auto Receivables 2017-C Owner Trust
2.12%, 04/18/2022		7,170,000		7,065,506
Nissan Auto Receivables 2018-A Owner Trust
2.65%, 05/16/2022		3,250,000		3,228,191
Nissan Auto Receivables 2018-B Owner Trust
3.06%, 03/15/2023		5,415,000		5,399,462
Nissan Master Owner Trust Receivables
2.59% (1 Month LIBOR USD + 0.43%), 04/18/2022 ⁽²⁾		4,520,000		4,537,442
Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2006-HE1
2.63% (1 Month LIBOR USD + 0.41%, 0.41% Floor), 02/25/2036 ⁽²⁾		5,748,337		5,757,538
NYMT Residential 2016-RP1
4.00%, 03/25/2021 ⁽¹⁾⁽³⁾		37,089		37,188
Oak Hill Advisors Residential Loan Trust 2017-NPL2
3.00%, 07/25/2057 ⁽¹⁾⁽³⁾		1,735,934		1,707,592
Oak Hill Advisors Residential Loan Trust 2017-NPLA
3.00%, 06/25/2057 ⁽¹⁾⁽³⁾		585,732		576,900
OCP CLO 2014-7 Ltd.
3.47% (3 Month LIBOR USD + 1.12%), 07/20/2029 ⁽¹⁾⁽²⁾		14,635,000		14,620,585
Octagon Investment Partners XXI Ltd.
3.67% (3 Month LIBOR USD + 1.35%), 11/14/2026 ⁽¹⁾⁽²⁾		4,700,000		4,699,962
Octagon Investment Partners XXIII Ltd.
3.19% (3 Month LIBOR USD + 0.85%), 07/15/2027 ⁽¹⁾⁽²⁾		2,035,000		2,022,104
3.54% (3 Month LIBOR USD + 1.20%), 07/15/2027 ⁽¹⁾⁽²⁾		1,685,000		1,662,302
OFSI Fund VII Ltd.
3.23% (3 Month LIBOR USD + 0.90%), 10/18/2026 ⁽¹⁾⁽²⁾		5,387,500		5,384,752
OneMain Financial Issuance Trust 2015-2
2.57%, 07/18/2025 ⁽¹⁾		14,617		14,615
3.10%, 07/18/2025 ⁽¹⁾		1,280,000		1,280,092
4.32%, 07/18/2025 ⁽¹⁾		3,000,000		3,012,400
5.64%, 07/18/2025 ⁽¹⁾		1,915,000		1,931,140
OneMain Financial Issuance Trust 2015-3
4.16%, 11/20/2028 ⁽¹⁾		710,000		713,079
OneMain Financial Issuance Trust 2016-1
4.57%, 02/20/2029 ⁽¹⁾		1,125,000		1,135,266
OneMain Financial Issuance Trust 2016-2
5.94%, 03/20/2028 ⁽¹⁾		1,440,000		1,469,144
OneMain Financial Issuance Trust 2017-1
3.35%, 09/14/2032 ⁽¹⁾		1,645,000		1,607,733
Onemain Financial Issuance Trust 2018-1
4.08%, 03/14/2029 ⁽¹⁾		1,220,000		1,213,918
Option One Mortgage Loan Trust 2005-2
2.88% (1 Month LIBOR USD + 0.66%, 0.44% Floor), 05/25/2035 ⁽²⁾		834,415		835,629
Option One Mortgage Loan Trust 2005-3
2.92% (1 Month LIBOR USD + 0.71%, 0.47% Floor), 08/25/2035 ⁽²⁾		350,461		350,684
Option One Mortgage Loan Trust 2005-4
2.66% (1 Month LIBOR USD + 0.44%, 0.44% Floor), 11/25/2035 ⁽²⁾		5,543,032		5,540,914
Option One Mortgage Loan Trust 2006-1
2.44% (1 Month LIBOR USD + 0.22%, 0.22% Floor), 01/25/2036 ⁽²⁾		9,266,939		9,185,562
Option One Mortgage Loan Trust 2006-3
2.36% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 02/25/2037 ⁽²⁾		23,233,222		17,258,077
OSAT 2016-NPL1 Trust
3.75%, 07/25/2056 ⁽¹⁾⁽³⁾		1,510,930		1,527,660
OSCAR U.S. Funding Trust V
2.73%, 12/15/2020 ⁽¹⁾		640,000		638,925
2.99%, 12/15/2023 ⁽¹⁾		540,000		535,018
OZLM VII Ltd.
3.35% (3 Month LIBOR USD + 1.01%, 1.01% Floor), 07/17/2029 ⁽¹⁾⁽²⁾		9,670,000		9,630,827
OZLM VIII Ltd.
3.47% (3 Month LIBOR USD + 1.13%), 10/17/2026 ⁽¹⁾⁽²⁾		1,445,000		1,444,262
3.94% (3 Month LIBOR USD + 1.60%), 10/17/2026 ⁽¹⁾⁽²⁾		1,100,000		1,098,884
Palmer Square CLO 2018-2 Ltd.
3.36% (3 Month LIBOR USD + 1.10%), 07/16/2031 ⁽¹⁾⁽²⁾		10,675,000		10,668,894
3.91% (3 Month LIBOR USD + 1.65%), 07/16/2031 ⁽¹⁾⁽²⁾		2,670,000		2,667,071
Palmer Square Loan Funding 2018-4 Ltd.
0.00% (3 Month LIBOR USD + 0.90%), 11/15/2026 ^(1)(2)(14)		750,000		750,000
Planet Fitness Master Issuer LLC
4.26%, 09/05/2048 ⁽¹⁾		10,320,000		10,298,844
4.67%, 09/05/2048 ⁽¹⁾		4,245,000		4,201,786
Prestige Auto Receivables Trust 2018-1
3.75%, 10/15/2024 ⁽¹⁾		2,765,000		2,764,647
Progress Residential 2015-SFR3 Trust
4.67%, 11/12/2032 ⁽¹⁾		505,000		509,655
Progress Residential 2018-SFR3 Trust
4.43%, 10/17/2035 ⁽¹⁾		1,500,000		1,502,257
Prosper Marketplace Issuance Trust Series 2018-2
3.35%, 10/15/2024 ⁽¹⁾		6,980,000		6,975,861
RASC Series 2005-KS10 Trust
2.66% (1 Month LIBOR USD + 0.44%, 0.44% Floor, 14.00% Cap), 11/25/2035 ⁽²⁾		11,150,000		11,118,976
RASC Series 2006-KS9 Trust
2.38% (1 Month LIBOR USD + 0.16%, 0.16% Floor, 14.00% Cap), 11/25/2036 ⁽²⁾		7,181,636		6,831,761
RASC Series 2007-KS3 Trust
2.56% (1 Month LIBOR USD + 0.34%, 0.34% Floor, 14.00% Cap), 04/25/2037 ⁽²⁾		31,155,046		29,705,096
RCO Mortgage LLC 2017-1
3.38%, 08/25/2022 ⁽¹⁾⁽³⁾		1,701,257		1,691,190
RCO V Mortgage LLC 2018-1
4.00%, 05/25/2023 ⁽¹⁾⁽³⁾		3,029,081		3,024,737
RMAT 2018-NPL1 LP
4.09%, 05/25/2048 ⁽¹⁾⁽³⁾		14,728,818		14,674,427
Santander Drive Auto Receivables Trust 2014-3
2.65%, 08/17/2020		144,980		144,989
3.49%, 09/15/2021 ⁽¹⁾		985,000		986,538
Santander Drive Auto Receivables Trust 2015-2
4.02%, 09/15/2022 ⁽¹⁾		2,450,000		2,460,277
Santander Drive Auto Receivables Trust 2015-3
4.50%, 06/17/2023 ⁽¹⁾		2,125,000		2,147,786
Santander Drive Auto Receivables Trust 2015-4
3.53%, 08/16/2021		937,000		939,881
Santander Drive Auto Receivables Trust 2015-5
3.65%, 12/15/2021		275,000		276,070
Santander Drive Auto Receivables Trust 2016-3
2.46%, 03/15/2022		155,000		153,925
Santander Drive Auto Receivables Trust 2017-1
2.10%, 06/15/2021		260,000		259,278
2.58%, 05/16/2022		305,000		302,991
Santander Drive Auto Receivables Trust 2017-3
2.19%, 03/15/2022		1,100,000		1,091,820
Santander Drive Auto Receivables Trust 2018-1
2.96%, 03/15/2024		800,000		790,255
Santander Drive Auto Receivables Trust 2018-2
3.03%, 09/15/2022		1,560,000		1,553,212
3.35%, 07/17/2023		985,000		979,634
3.88%, 02/15/2024		2,605,000		2,584,494
Santander Drive Auto Receivables Trust 2018-3
4.07%, 08/15/2024		3,770,000		3,760,290
Santander Drive Auto Receivables Trust 2018-4
3.27%, 01/17/2023		4,345,000		4,331,903
3.98%, 12/15/2025		3,390,000		3,378,646
Santander Retail Auto Lease Trust 2017-A
2.22%, 01/20/2021 ⁽¹⁾		880,000		871,246
2.96%, 11/21/2022 ⁽¹⁾		1,000,000		988,522
Securitized Asset Backed Receivables LLC Trust 2006-CB5
2.36% (1 Month LIBOR USD + 0.14%, 0.14% Floor), 06/25/2036 ⁽²⁾		5,934,711		4,749,036
Shenton Aircraft Investment I Ltd.
4.75%, 10/15/2042 ⁽¹⁾		396,124		399,521
Sierra Receivables Funding Co. LLC
2.91%, 03/20/2034 ⁽¹⁾		200,137		197,581
Sierra Timeshare 2015-2 Receivables Funding LLC
2.43%, 06/20/2032 ⁽¹⁾		303,468		300,545
Sierra Timeshare 2016-2 Receivables Funding LLC
2.33%, 07/20/2033 ⁽¹⁾		293,103		287,397
S-Jets 2017-1 Ltd.
3.97%, 08/15/2042 ⁽¹⁾		12,274,500		12,199,543
SLC Student Loan Trust 2005-2
2.49% (3 Month LIBOR USD + 0.16%), 12/15/2039 ⁽²⁾		4,900,000		4,752,990
SLC Student Loan Trust 2005-3
2.48% (3 Month LIBOR USD + 0.15%), 12/15/2039 ⁽²⁾		5,000,000		4,799,805
SLM Private Credit Student Loan Trust 2003-B
0.00% (28 Day Auction Rate + 0.00%, 18.00% Cap), 03/15/2033 ⁽²⁾		3,954,000		3,974,439
SLM Student Loan Trust 2003-7
3.53% (3 Month LIBOR USD + 1.20%, 1.20% Floor), 12/15/2033 ⁽¹⁾⁽²⁾		11,039,459		11,196,286
SLM Student Loan Trust 2004-3
2.89% (3 Month LIBOR USD + 0.55%, 0.55% Floor), 10/25/2064 ⁽¹⁾⁽²⁾		6,300,000		6,327,501
SLM Student Loan Trust 2005-4
2.51% (3 Month LIBOR USD + 0.17%), 07/25/2040 ⁽²⁾		11,000,000		10,627,988
SLM Student Loan Trust 2006-2
2.51% (3 Month LIBOR USD + 0.17%), 01/25/2041 ⁽²⁾		4,319,594		4,226,980
SLM Student Loan Trust 2007-2
2.51% (3 Month LIBOR USD + 0.17%), 07/25/2025 ⁽²⁾		6,950,000		6,442,075
SLM Student Loan Trust 2007-3
2.40% (3 Month LIBOR USD + 0.06%, 0.06% Floor), 01/25/2022 ⁽²⁾		4,150,000		4,061,390
SLM Student Loan Trust 2007-6
2.72% (3 Month LIBOR USD + 0.38%), 10/25/2024 ⁽²⁾		2,213,865		2,218,857
SLM Student Loan Trust 2008-2
3.09% (3 Month LIBOR USD + 0.75%), 04/25/2023 ⁽²⁾		10,455,270		10,381,216
SLM Student Loan Trust 2008-4
3.99% (3 Month LIBOR USD + 1.65%), 07/25/2022 ⁽²⁾		1,096,369		1,118,902
SLM Student Loan Trust 2008-5
4.04% (3 Month LIBOR USD + 1.70%, 1.70% Floor), 07/25/2023 ⁽²⁾		10,037,082		10,298,461
4.19% (3 Month LIBOR USD + 1.85%, 1.85% Floor), 07/25/2073 ⁽²⁾		7,350,000		7,514,321
SLM Student Loan Trust 2008-6
3.44% (3 Month LIBOR USD + 1.10%), 07/25/2023 ⁽²⁾		16,255,234		16,336,524
SLM Student Loan Trust 2008-9
3.84% (3 Month LIBOR USD + 1.50%), 04/25/2023 ⁽²⁾		18,186,336		18,570,019
SLM Student Loan Trust 2009-3
2.97% (1 Month LIBOR USD + 0.75%, 0.75% Floor), 01/25/2045 ⁽¹⁾⁽²⁾		2,405,813		2,419,729
SLM Student Loan Trust 2012-1
3.17% (1 Month LIBOR USD + 0.95%, 0.95% Floor), 09/25/2028 ⁽²⁾		15,064,551		15,099,073
SLM Student Loan Trust 2012-2
2.92% (1 Month LIBOR USD + 0.70%), 01/25/2029 ⁽²⁾		17,383,598		17,295,235
SLM Student Loan Trust 2012-3
2.87% (1 Month LIBOR USD + 0.65%), 12/27/2038 ⁽²⁾		1,236,305		1,243,103
SLM Student Loan Trust 2012-7
2.87% (1 Month LIBOR USD + 0.65%, 0.65% Floor), 05/26/2026 ⁽²⁾		5,926,278		5,866,800
4.02% (1 Month LIBOR USD + 1.80%, 1.80% Floor), 09/25/2043 ⁽²⁾		2,220,000		2,227,651
SLM Student Loan Trust 2013-2
2.67% (1 Month LIBOR USD + 0.45%), 09/25/2043 ⁽²⁾		2,384,259		2,386,752
SLM Student Loan Trust 2014-1
2.82% (1 Month LIBOR USD + 0.60%), 02/26/2029 ⁽²⁾		3,819,865		3,768,467
SMART ABS Series 2016-2US Trust
1.71%, 03/15/2021		3,075,000		3,044,321
2.05%, 12/14/2022		2,370,000		2,304,040
SMB Private Education Loan Trust 2014-A
3.05%, 05/15/2026 ⁽¹⁾		420,132		419,635
SMB Private Education Loan Trust 2015-B
2.98%, 07/15/2027 ⁽¹⁾		261,579		259,997
3.91% (1 Month LIBOR USD + 1.75%), 05/17/2032 ⁽¹⁾⁽²⁾		1,685,000		1,741,183
SMB Private Education Loan Trust 2015-C
2.75%, 07/15/2027 ⁽¹⁾		395,974		392,205
3.50%, 09/15/2043 ⁽¹⁾		6,190,000		6,092,410
SMB Private Education Loan Trust 2016-A
2.70%, 05/15/2031 ⁽¹⁾		442,879		434,297
SMB Private Education Loan Trust 2016-B
2.43%, 02/17/2032 ⁽¹⁾		2,467,985		2,384,792
SMB Private Education Loan Trust 2016-C
2.34%, 09/15/2034 ⁽¹⁾		785,000		761,613
SMB Private Education Loan Trust 2017-A
2.88%, 09/15/2034 ⁽¹⁾		1,960,000		1,915,119
SMB Private Education Loan Trust 2018-B
2.88% (1 Month LIBOR USD + 0.72%), 01/15/2037 ⁽¹⁾⁽²⁾		2,030,000		2,032,021
3.60%, 01/15/2037 ⁽¹⁾		6,155,000		6,121,463
SMB Private Education Loan Trust 2018-C
3.63%, 11/15/2035 ^(1)(14)		6,835,000		6,832,172
SoFi Consumer Loan Program 2017-3 LLC
2.77%, 05/25/2026 ⁽¹⁾		7,522,347		7,453,584
SoFi Consumer Loan Program 2017-4 LLC
2.50%, 05/26/2026 ⁽¹⁾		8,795,868		8,690,434
SoFi Consumer Loan Program 2017-6 LLC
3.52%, 11/25/2026 ⁽¹⁾		1,765,000		1,736,108
SoFi Consumer Loan Program 2018-2 Trust
3.79%, 04/26/2027 ⁽¹⁾		2,210,000		2,192,579
Sofi Consumer Loan Program 2018-3 Trust
3.20%, 08/25/2027 ⁽¹⁾		5,185,798		5,185,025
SoFi Consumer Loan Program 2018-3 Trust
0.00%, 08/25/2027		1,375,000		1,373,593
SoFi Professional Loan Program 2015-B LLC
3.52%, 03/25/2036 ⁽¹⁾		509,635		501,138
SoFi Professional Loan Program 2015-C LLC
3.58%, 08/25/2036 ⁽¹⁾		556,052		549,577
SoFi Professional Loan Program 2015-d LLC
3.59%, 10/26/2037 ⁽¹⁾		1,166,839		1,158,004
SoFi Professional Loan Program 2016-B LLC
3.80%, 04/25/2037 ⁽¹⁾		195,000		190,654
SoFi Professional Loan Program 2016-C LLC
3.35%, 05/25/2037 ⁽¹⁾⁽⁴⁾		310,000		296,814
SoFi Professional Loan Program 2016-D LLC
3.23%, 01/25/2039 ⁽¹⁾⁽⁴⁾		490,000		463,340
SoFi Professional Loan Program 2016-E LLC
3.44%, 07/25/2040 ⁽¹⁾⁽⁴⁾		1,600,000		1,560,392
SoFi Professional Loan Program 2017-A LLC
4.43%, 03/26/2040 ⁽¹⁾⁽⁴⁾		165,000		161,984
SoFi Professional Loan Program 2017-C LLC
2.82% (1 Month LIBOR USD + 0.60%), 07/25/2040 ⁽¹⁾⁽²⁾		5,655,609		5,666,063
SoFi Professional Loan Program 2017-E LLC
4.16%, 11/26/2040 ⁽¹⁾		695,000		672,879
SoFi Professional Loan Program 2017-F LLC
3.62%, 01/25/2041 ⁽¹⁾		1,405,000		1,367,147
SoFi Professional Loan Program 2018-C Trust
4.13%, 01/25/2048 ⁽¹⁾		1,875,000		1,864,061
Sofi Professional Loan Program 2018-D Trust
3.12%, 02/25/2048 ⁽¹⁾		12,900,000		12,898,055
3.60%, 02/25/2048 ⁽¹⁾		5,525,000		5,506,320
SpringCastle America Funding LLC
3.05%, 04/25/2029 ⁽¹⁾		2,889,024		2,876,302
Springleaf Funding Trust 2017-A
2.68%, 07/15/2030 ⁽¹⁾		7,900,000		7,741,573
3.86%, 07/15/2030 ⁽¹⁾		1,270,000		1,256,030
Sprite 2017-1 Ltd.
4.25%, 12/15/2037 ⁽¹⁾		1,332,087		1,331,040
St Paul's CLO VI DAC
0.00% (3 Month EURIBOR + 0.85%, 0.85% Floor), 08/20/2030 ⁽¹⁾⁽²⁾	EUR 38,000,000			43,841,912
Stanwich Mortgage Loan Trust Series 2018-NPB1
4.02%, 05/16/2023 ⁽¹⁾⁽³⁾	$	2,879,008		2,868,324
Structured Asset Securities Corp. Mortgage Loan Trust 2007-WF2
3.22% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 08/25/2037 ⁽²⁾		792,540		796,671
Symphony CLO XVII Ltd.
3.22% (3 Month LIBOR USD + 0.88%), 04/15/2028 ⁽¹⁾⁽²⁾		4,030,000		4,019,506
Synchrony Credit Card Master Note Trust
2.37%, 03/15/2023		2,215,000		2,192,354
2.64%, 03/15/2023		1,085,000		1,073,378
2.56%, 06/15/2023		1,205,000		1,182,767
2.62%, 09/15/2023		650,000		638,626
3.36%, 03/15/2024		2,835,000		2,812,479
3.87%, 05/15/2026		2,650,000		2,645,577
THL Credit Wind River 2014-3 CLO Ltd.
3.45% (3 Month LIBOR USD + 1.10%), 01/22/2027 ⁽¹⁾⁽²⁾		6,290,000		6,290,000
THL Credit Wind River 2016-1 CLO Ltd.
4.00% (3 Month LIBOR USD + 1.65%), 07/15/2028 ⁽²⁾		1,320,000		1,318,664
4.45% (3 Month LIBOR USD + 2.10%), 07/15/2028 ⁽²⁾		2,840,000		2,834,278
Tidewater Sales Finance Master Trust Series 2017-A
4.55%, 04/15/2021 ^(1)(14)		2,055,000		2,053,762
Towd Point Mortgage Trust 2015-4
3.75%, 04/25/2055 ⁽¹⁾⁽⁴⁾		960,000		946,726
Towd Point Mortgage Trust 2016-4
3.25%, 07/25/2056 ⁽¹⁾⁽⁴⁾		910,000		873,999
Towd Point Mortgage Trust 2017-1
2.75%, 10/25/2056 ⁽¹⁾⁽⁴⁾		566,033		554,263
3.75%, 10/25/2056 ⁽¹⁾⁽⁴⁾		6,315,000		6,192,378
Towd Point Mortgage Trust 2017-2
2.75%, 04/25/2057 ⁽¹⁾⁽⁴⁾		269,577		264,556
Towd Point Mortgage Trust 2017-3
2.75%, 07/25/2057 ⁽¹⁾⁽⁴⁾		1,573,453		1,532,684
Towd Point Mortgage Trust 2017-4
2.75%, 06/25/2057 ⁽¹⁾⁽⁴⁾		12,245,871		11,902,842
Towd Point Mortgage Trust 2017-5
2.82% (1 Month LIBOR USD + 0.60%), 02/25/2057 ⁽¹⁾⁽²⁾		959,469		960,329
Towd Point Mortgage Trust 2017-6
2.75%, 10/25/2057 ⁽¹⁾⁽⁴⁾		1,900,588		1,853,340
Towd Point Mortgage Trust 2018-2
3.25%, 03/25/2058 ⁽¹⁾⁽⁴⁾		8,336,056		8,225,163
Towd Point Mortgage Trust 2018-3
3.75%, 05/25/2058 ⁽¹⁾⁽⁴⁾		8,246,637		8,249,646
Towd Point Mortgage Trust 2018-5
3.25%, 08/25/2058 ⁽¹⁾⁽⁴⁾		3,750,000		3,700,589
Toyota Auto Receivables 2017-A Owner Trust
1.42%, 09/16/2019		161,371		161,264
Toyota Auto Receivables 2017-B Owner Trust
1.76%, 07/15/2021		15,050,000		14,883,041
Toyota Auto Receivables 2017-C Owner Trust
1.78%, 11/15/2021		4,600,000		4,525,533
Toyota Auto Receivables 2018-A Owner Trust
2.35%, 05/16/2022		2,925,000		2,892,271
Toyota Auto Receivables 2018-C Owner Trust
3.02%, 12/15/2022		15,145,000		15,112,675
U.S. Residential Opportunity Fund IV Trust 2017-2
3.35%, 11/27/2037 ⁽¹⁾⁽³⁾		10,854,305		10,759,974
Verizon Owner Trust 2016-2
2.36%, 05/20/2021 ⁽¹⁾		1,245,000		1,225,814
Verizon Owner Trust 2017-1
2.65%, 09/20/2021 ⁽¹⁾		725,000		714,593
Verizon Owner Trust 2017-2
2.22%, 12/20/2021 ⁽¹⁾		735,000		720,901
Verizon Owner Trust 2017-3
2.53%, 04/20/2022 ⁽¹⁾		1,360,000		1,334,172
Verizon Owner Trust 2018-1
3.20%, 09/20/2022 ⁽¹⁾		1,105,000		1,095,747
Volt LIX LLC
3.25%, 05/25/2047 ⁽¹⁾⁽³⁾		8,409,921		8,363,030
Volt LVI LLC
3.50%, 03/25/2047 ⁽¹⁾⁽³⁾		1,747,668		1,739,450
Volt LX LLC
3.25%, 06/25/2047 ⁽¹⁾⁽³⁾		6,974,466		6,928,126
Volt LXI LLC
3.13%, 06/25/2047 ⁽¹⁾⁽³⁾		8,655,527		8,583,485
Volt LXIII LLC
3.00%, 10/25/2047 ⁽¹⁾⁽³⁾		1,044,730		1,033,053
Volt LXVIII LLC
4.34%, 07/27/2048 ⁽¹⁾⁽³⁾		2,094,121		2,091,293
Volt LXX LLC
4.11%, 09/25/2048 ⁽¹⁾⁽³⁾		6,459,000		6,456,672
Volvo Financial Equipment LLC Series 2016-1
1.67%, 02/18/2020 ⁽¹⁾		150,309		149,944
Volvo Financial Equipment Master Owner Trust
2.56% (1 Month LIBOR USD + 0.50%), 11/15/2022 ⁽¹⁾⁽²⁾		475,000		476,280
Voya CLO 2014-3 Ltd.
3.06% (3 Month LIBOR USD + 0.72%), 07/25/2026 ⁽¹⁾⁽²⁾		1,500,000		1,498,916
Voya CLO 2015-2 Ltd.
3.32% (3 Month LIBOR USD + 0.97%), 07/23/2027 ⁽¹⁾⁽²⁾		3,505,000		3,503,202
Voya CLO 2016-1 Ltd.
3.65% (3 Month LIBOR USD + 1.30%, 1.30% Floor), 01/20/2031 ⁽¹⁾⁽²⁾		3,205,000		3,132,849
WAVE 2017-1 Trust
3.84%, 11/15/2042 ⁽¹⁾		2,620,520		2,583,140
Westlake Automobile Receivables Trust 2016-2
2.83%, 05/17/2021 ⁽¹⁾		988,279		988,317
Westlake Automobile Receivables Trust 2018-2
4.00%, 01/16/2024 ⁽¹⁾		1,540,000		1,540,000
Westlake Automobile Receivables Trust 2018-3
4.00%, 10/16/2023 ⁽¹⁾		1,215,000		1,214,756
Wheels SPV 2 LLC
1.87%, 05/20/2025 ⁽¹⁾		910,000		900,419
World Omni Auto Receivables Trust 2018-B
3.17%, 01/15/2025		1,250,000		1,238,076
World Omni Automobile Lease Securitization Trust 2016-A
1.45%, 08/15/2019		1,298,175		1,295,231
Zais CLO 1 Ltd.
3.59% (3 Month LIBOR USD + 1.15%), 04/15/2028 ⁽¹⁾⁽²⁾		14,900,000		14,900,000
Total Asset-Backed Obligations (Cost $2,103,713,037)			$	2,098,401,840
Corporate Bonds - 37.16%
Basic Materials - 0.78%
ABJA Investment Co. Pte. Ltd.
5.45%, 01/24/2028		4,800,000		4,347,466
Anglo American Capital Plc
4.13%, 09/27/2022 ⁽¹⁾		3,883,000		3,881,115
4.88%, 05/14/2025 ⁽¹⁾		675,000		676,109
4.50%, 03/15/2028 ⁽¹⁾		16,035,000		15,381,600
Axalta Coating Systems LLC
4.88%, 08/15/2024 ⁽¹⁾		2,180,000		2,136,400
Bao-Trans Enterprises Ltd.
3.75%, 12/12/2018		1,700,000		1,700,172
Celulosa Arauco y Constitucion SA
3.88%, 11/02/2027		1,260,000		1,191,960
5.50%, 11/02/2047		345,000		339,394
CF Industries, Inc.
4.50%, 12/01/2026 ⁽¹⁾		5,145,000		5,108,084
Cleveland-Cliffs, Inc.
4.88%, 01/15/2024 ⁽¹⁾		150,000		147,750
CNAC HK Finbridge Co. Ltd.
4.63%, 03/14/2023		4,545,000		4,575,860
Corp. Nacional del Cobre de Chile
3.63%, 08/01/2027 ⁽¹⁾		685,000		655,107
CVR Partners LP / CVR Nitrogen Finance Corp.
9.25%, 06/15/2023 ⁽¹⁾		2,800,000		2,979,396
DCP Midstream Operating LP
8.13%, 08/16/2030		205,000		244,206
6.75%, 09/15/2037 ⁽¹⁾		1,830,000		1,958,100
Equate Petrochemical BV
3.00%, 03/03/2022		690,000		664,815
4.25%, 11/03/2026		6,910,000		6,789,075
First Quantum Minerals Ltd.
6.50%, 03/01/2024 ⁽¹⁾		200,000		183,000
6.88%, 03/01/2026 ⁽¹⁾		200,000		181,500
FMG Resources August 2006 Pty Ltd.
5.13%, 03/15/2023 ⁽¹⁾		1,250,000		1,235,937
5.13%, 05/15/2024 ⁽¹⁾		460,000		446,545
Freeport-McMoRan, Inc.
5.40%, 11/14/2034		1,750,000		1,645,000
Georgia-Pacific LLC
2.54%, 11/15/2019 ⁽¹⁾		7,000,000		6,946,195
Gerdau Trade, Inc.
4.88%, 10/24/2027 ⁽¹⁾		5,240,000		4,858,528
Glencore Finance Canada Ltd.
4.95%, 11/15/2021 ⁽¹⁾		1,170,000		1,205,814
Glencore Funding LLC
4.00%, 04/16/2025 ⁽¹⁾		4,450,000		4,274,047
3.88%, 10/27/2027 ⁽¹⁾		11,555,000		10,711,785
Goldcorp, Inc.
3.70%, 03/15/2023		3,270,000		3,223,339
Hunt Cos, Inc.
6.25%, 02/15/2026 ⁽¹⁾		82,000		76,465
LyondellBasell Industries NV
5.00%, 04/15/2019		4,000,000		4,020,067
Methanex Corp.
4.25%, 12/01/2024		575,000		562,001
Mexichem SAB de CV
4.00%, 10/04/2027 ⁽¹⁾		1,255,000		1,159,306
Newcrest Finance Pty Ltd.
4.45%, 11/15/2021 ⁽¹⁾		1,800,000		1,824,433
Reliance Steel & Aluminum Co.
4.50%, 04/15/2023		2,796,000		2,837,778
Shelf Drilling Holdings Ltd.
8.25%, 02/15/2025 ⁽¹⁾		120,000		123,600
Solvay Finance America LLC
4.45%, 12/03/2025 ⁽¹⁾		2,400,000		2,423,112
Starfruit Finco BV / Starfruit U.S. Holdco LLC
6.50%, 10/01/2026 ⁽¹⁾	EUR 400,000			468,530
8.00%, 10/01/2026 ⁽¹⁾	$	300,000		304,125
Steel Dynamics, Inc.
5.00%, 12/15/2026		277,000		275,615
Syngenta Finance NV
3.70%, 04/24/2020 ⁽¹⁾		2,350,000		2,347,223
3.93%, 04/23/2021 ⁽¹⁾		7,442,000		7,421,070
4.44%, 04/24/2023 ⁽¹⁾		200,000		198,746
4.89%, 04/24/2025 ⁽¹⁾		200,000		196,241
5.18%, 04/24/2028 ⁽¹⁾		200,000		191,251
Valvoline, Inc.
5.50%, 07/15/2024		1,209,000		1,212,022
Westlake Chemical Corp.
3.60%, 08/15/2026		1,925,000		1,809,512
Yara International ASA
4.75%, 06/01/2028 ^(1)(14)		400,000		402,483
				115,541,879
Communications - 4.63%
21st Century Fox America, Inc.
3.70%, 09/15/2024		1,495,000		1,499,375
Alibaba Group Holding Ltd.
3.13%, 11/28/2021		4,894,000		4,836,174
3.60%, 11/28/2024		7,180,000		7,055,264
3.40%, 12/06/2027		8,360,000		7,788,662
Altice Financing SA
5.25%, 02/15/2023	EUR 8,785,000			10,599,853
6.63%, 02/15/2023 ⁽¹⁾	$	18,627,000		18,766,703
Altice France SA/France
6.25%, 05/15/2024 ⁽¹⁾		10,330,000		10,208,623
7.38%, 05/01/2026 ⁽¹⁾		1,400,000		1,401,470
5.88%, 02/01/2027 ⁽¹⁾	EUR 9,500,000			11,498,740
8.13%, 02/01/2027 ⁽¹⁾	$	1,100,000		1,130,250
Altice Luxembourg SA
7.25%, 05/15/2022	EUR 3,600,000			4,164,730
7.75%, 05/15/2022 ⁽¹⁾	$	1,050,000		1,021,912
Altice U.S. Finance I Corp.
5.38%, 07/15/2023 ⁽¹⁾		2,732,000		2,762,735
5.50%, 05/15/2026 ⁽¹⁾		1,250,000		1,246,250
Amazon.com, Inc.
3.15%, 08/22/2027		3,525,000		3,375,816
AT&T, Inc.
3.00%, 06/30/2022		2,925,000		2,852,054
3.51% (3 Month LIBOR USD + 1.18%), 06/12/2024 ⁽²⁾		2,630,000		2,641,835
3.40%, 05/15/2025		2,510,000		2,388,589
4.25%, 03/01/2027		3,127,000		3,084,899
5.25%, 03/01/2037		7,530,000		7,495,701
4.80%, 06/15/2044		6,560,000		6,041,236
4.35%, 06/15/2045		910,000		782,767
4.75%, 05/15/2046		5,580,000		5,090,194
5.15%, 11/15/2046 ⁽¹⁾		3,055,000		2,916,204
4.50%, 03/09/2048		6,525,000		5,684,248
Axtel SAB de CV
6.38%, 11/14/2024		4,700,000		4,636,362
Baidu, Inc.
2.88%, 07/06/2022		5,105,000		4,911,153
Booking Holdings, Inc.
3.65%, 03/15/2025		2,368,000		2,325,733
3.60%, 06/01/2026		8,111,000		7,864,962
CCO Holdings LLC / CCO Holdings Capital Corp.
5.13%, 05/01/2027 ⁽¹⁾		243,000		230,391
5.00%, 02/01/2028 ⁽¹⁾		2,486,000		2,336,591
Cequel Communications Holdings I LLC / Cequel Capital Corp.
7.75%, 07/15/2025 ⁽¹⁾		3,105,000		3,306,825
Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020		6,015,000		6,018,605
4.46%, 07/23/2022		15,307,000		15,560,600
3.99% (3 Month LIBOR USD + 1.65%), 02/01/2024 ⁽²⁾		7,372,000		7,513,469
4.50%, 02/01/2024		5,810,000		5,834,403
4.91%, 07/23/2025		12,200,000		12,382,443
3.75%, 02/15/2028		665,000		612,098
6.48%, 10/23/2045		1,000,000		1,073,619
Cisco Systems, Inc.
1.60%, 02/28/2019		4,588,000		4,571,740
1.40%, 09/20/2019		2,692,000		2,656,898
4.45%, 01/15/2020		2,125,000		2,166,771
2.45%, 06/15/2020		14,000,000		13,889,024
2.20%, 02/28/2021		2,360,000		2,310,888
Clear Channel International BV
8.75%, 12/15/2020 ⁽¹⁾		831,000		857,758
Clear Channel Worldwide Holdings, Inc.
7.63%, 03/15/2020		4,200,000		4,210,500
7.63%, 03/15/2020		4,238,000		4,248,595
6.50%, 11/15/2022		1,962,000		2,001,966
Comcast Cable Communications Holdings, Inc.
9.46%, 11/15/2022		488,000		594,713
Comcast Corp.
3.38%, 08/15/2025		9,145,000		8,825,976
3.15%, 03/01/2026		4,440,000		4,190,222
2.35%, 01/15/2027		3,715,000		3,266,762
3.30%, 02/01/2027		3,855,000		3,642,140
3.20%, 07/15/2036		305,000		254,168
3.90%, 03/01/2038		725,000		663,027
3.97%, 11/01/2047		1,965,000		1,741,655
Cox Communications, Inc.
3.25%, 12/15/2022 ⁽¹⁾		7,975,000		7,745,613
3.15%, 08/15/2024 ⁽¹⁾		3,400,000		3,221,358
3.35%, 09/15/2026 ⁽¹⁾		4,225,000		3,922,676
4.80%, 02/01/2035 ⁽¹⁾		8,725,000		8,133,413
4.70%, 12/15/2042 ⁽¹⁾		810,000		716,289
4.50%, 06/30/2043 ⁽¹⁾		950,000		816,523
Crown Castle Towers LLC
3.22%, 05/15/2022 ⁽¹⁾		700,000		684,768
3.66%, 05/15/2025 ⁽¹⁾		1,300,000		1,273,415
CSC Holdings LLC
8.63%, 02/15/2019		625,000		634,375
5.50%, 04/15/2027 ⁽¹⁾		4,050,000		3,940,164
5.38%, 02/01/2028 ⁽¹⁾		2,000,000		1,910,000
Deutsche Telekom International Finance BV
1.95%, 09/19/2021 ⁽¹⁾		800,000		764,438
2.82%, 01/19/2022 ⁽¹⁾		2,045,000		1,996,250
4.38%, 06/21/2028 ⁽¹⁾		18,640,000		18,571,811
Discovery Communications LLC
2.75%, 11/15/2019 ⁽¹⁾		2,355,000		2,340,256
2.80%, 06/15/2020 ⁽¹⁾		7,200,000		7,126,607
4.38%, 06/15/2021		380,000		387,212
2.95%, 03/20/2023		100,000		95,789
2.50%, 09/20/2024	GBP 100,000			126,956
3.95%, 03/20/2028	$	9,186,000		8,720,577
5.00%, 09/20/2037		1,270,000		1,235,399
DISH DBS Corp.
7.88%, 09/01/2019		6,060,000		6,273,373
5.13%, 05/01/2020		15,493,000		15,628,564
6.75%, 06/01/2021		4,250,000		4,340,312
5.88%, 07/15/2022		200,000		195,125
DISH Network Corp.
2.38%, 03/15/2024		6,185,000		5,481,976
3.38%, 08/15/2026		60,000		57,226
eBay, Inc.
2.60%, 07/15/2022		4,276,000		4,127,155
2.75%, 01/30/2023		2,000,000		1,925,058
Expedia Group, Inc.
4.50%, 08/15/2024		7,286,000		7,325,705
5.00%, 02/15/2026		9,320,000		9,489,261
3.80%, 02/15/2028		11,460,000		10,556,314
Finisar Corp.
0.50%, 12/15/2036		6,040,000		5,532,900
GCI Liberty, Inc.
1.75%, 09/30/2046 ⁽¹⁾		640,000		703,390
iHeartCommunications, Inc.
9.00%, 12/15/2019 ⁽¹²⁾		7,128,000		5,363,820
9.00%, 03/01/2021 ⁽¹²⁾		12,830,000		9,558,350
11.25%, 03/01/2021 ⁽¹²⁾		1,452,000		1,085,370
11.25%, 03/01/2021 ^(1)(12)		3,368,000		2,408,120
9.00%, 09/15/2022 ⁽¹²⁾		7,025,000		5,295,094
10.63%, 03/15/2023 ⁽¹²⁾		88,000		66,000
Intelsat Connect Finance SA
9.50%, 02/15/2023 ⁽¹⁾		710,000		708,225
Intelsat Jackson Holdings SA
7.50%, 04/01/2021		4,023,000		4,073,287
9.50%, 09/30/2022 ⁽¹⁾		1,490,000		1,736,781
5.50%, 08/01/2023		2,460,000		2,268,120
8.00%, 02/15/2024 ⁽¹⁾		3,829,000		4,028,912
8.50%, 10/15/2024 ⁽¹⁾		2,453,000		2,474,464
9.75%, 07/15/2025 ⁽¹⁾		1,722,000		1,823,168
Intelsat Luxembourg SA
7.75%, 06/01/2021		8,455,000		8,201,350
Interpublic Group of Cos, Inc.
3.50%, 10/01/2020		830,000		830,040
4.00%, 03/15/2022		761,000		761,239
Level 3 Financing, Inc.
5.13%, 05/01/2023		325,000		327,438
5.38%, 01/15/2024		303,000		303,527
5.25%, 03/15/2026		250,000		245,950
Liberty Media Corp.
2.25%, 09/30/2046		167,625		91,674
MTN Mauritius Investments Ltd.
6.50%, 10/13/2026		4,200,000		4,105,063
Nokia OYJ
3.38%, 06/12/2022		280,000		274,680
4.38%, 06/12/2027		4,255,000		4,095,437
Omnicom Group, Inc.
3.65%, 11/01/2024		1,600,000		1,554,135
SES Global Americas Holdings GP
2.50%, 03/25/2019 ⁽¹⁾		500,000		498,737
Sirius XM Radio, Inc.
3.88%, 08/01/2022 ⁽¹⁾		1,178,000		1,159,517
Sky Plc
3.13%, 11/26/2022 ⁽¹⁾		200,000		195,893
3.75%, 09/16/2024 ⁽¹⁾		280,000		279,212
SoftBank Group Corp.
4.00%, 04/20/2023	EUR 2,350,000			2,870,073
Sprint Capital Co.
6.90%, 05/01/2019	$	1,295,000		1,316,044
Sprint Capital Corp.
6.88%, 11/15/2028		708,000		711,321
Sprint Communications, Inc.
9.00%, 11/15/2018 ⁽¹⁾		14,632,000		14,722,719
7.00%, 03/01/2020 ⁽¹⁾		1,872,000		1,942,200
7.00%, 08/15/2020		11,367,000		11,902,158
Sprint Corp.
7.25%, 09/15/2021		2,138,000		2,258,262
7.88%, 09/15/2023		1,475,000		1,589,106
7.63%, 03/01/2026		695,000		735,484
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 09/20/2021 ⁽¹⁾		4,940,250		4,921,724
4.74%, 03/20/2025 ⁽¹⁾		7,555,000		7,551,600
5.15%, 03/20/2028 ⁽¹⁾		5,200,000		5,225,480
TBG Global Pte. Ltd.
5.25%, 02/10/2022		5,300,000		5,215,560
Telefonica Emisiones SAU
5.46%, 02/16/2021		168,000		175,393
Telenet Finance Luxembourg Notes Sarl
5.50%, 03/01/2028 ⁽¹⁾		400,000		376,000
Telstra Corp Ltd.
4.80%, 10/12/2021 ⁽¹⁾		680,000		699,638
Tencent Holdings Ltd.
2.99%, 01/19/2023		10,000,000		9,683,746
3.80%, 02/11/2025		7,290,000		7,130,781
3.93%, 01/19/2038 ⁽¹⁾		2,160,000		1,948,382
Time Warner Cable LLC
4.00%, 09/01/2021		370,000		372,218
6.55%, 05/01/2037		1,100,000		1,191,780
7.30%, 07/01/2038		885,000		1,012,450
6.75%, 06/15/2039		930,000		1,013,170
5.88%, 11/15/2040		2,000,000		2,016,323
5.50%, 09/01/2041		1,250,000		1,202,224
4.50%, 09/15/2042		12,490,000		10,644,987
T-Mobile USA, Inc.
4.50%, 02/01/2026		658,000		627,239
4.75%, 02/01/2028		1,965,000		1,849,556
United Group BV
4.38%, 07/01/2022	EUR 1,150,000			1,372,044
4.38%, 07/01/2022 ⁽¹⁾		200,000		238,616
4.88%, 07/01/2024		4,600,000		5,488,767
4.88%, 07/01/2024 ⁽¹⁾		200,000		238,642
Univision Communications, Inc.
5.13%, 05/15/2023 ⁽¹⁾	$	5,364,000		5,136,030
5.13%, 02/15/2025 ⁽¹⁾		3,021,000		2,824,635
UPCB Finance VII Ltd.
3.63%, 06/15/2029	EUR 490,000			566,069
Verizon Communications, Inc.
5.15%, 09/15/2023	$	4,055,000		4,336,981
3.50%, 11/01/2024		2,000,000		1,972,895
3.38%, 02/15/2025		15,760,000		15,328,486
3.41% (3 Month LIBOR USD + 1.10%), 05/15/2025 ⁽²⁾		300,000		302,602
4.50%, 08/10/2033		3,470,000		3,441,657
5.25%, 03/16/2037		2,900,000		3,088,219
2.88%, 01/15/2038	EUR 130,000			151,092
4.86%, 08/21/2046	$	3,740,000		3,740,627
ViaSat, Inc.
5.63%, 09/15/2025 ⁽¹⁾		196,000		185,279
Virgin Media Secured Finance Plc
5.25%, 01/15/2026 ⁽¹⁾		800,000		782,232
Vodafone Group Plc
3.75%, 01/16/2024		4,000,000		3,954,186
4.13%, 05/30/2025		4,285,000		4,250,138
4.38%, 05/30/2028		20,485,000		20,171,408
5.00%, 05/30/2038		5,045,000		4,972,669
VTR Finance BV
6.88%, 01/15/2024		5,000,000		5,087,500
Walt Disney Co./The
2.30%, 02/12/2021		10,415,000		10,227,117
3.75%, 06/01/2021		460,000		469,777
2.13%, 09/13/2022		1,610,000		1,525,589
Warner Media LLC
4.00%, 01/15/2022		700,000		707,662
3.80%, 02/15/2027		3,530,000		3,374,660
Wind Tre SpA
2.63%, 01/20/2023 ⁽¹⁾	EUR 600,000			656,582
2.75% (3 Month EURIBOR + 2.75%, 2.75% Floor), 01/20/2024 ⁽¹⁾⁽²⁾		500,000		541,670
3.13%, 01/20/2025		200,000		211,949
5.00%, 01/20/2026 ⁽¹⁾	$	200,000		173,910
WPP Finance 2010
4.75%, 11/21/2021		2,620,000		2,683,024
Zayo Group LLC / Zayo Capital, Inc.
5.75%, 01/15/2027 ⁽¹⁾		1,409,000		1,411,818
Ziggo BV
5.50%, 01/15/2027 ⁽¹⁾		6,675,000		6,262,819
				687,631,161
Consumer, Cyclical - 3.37%
Air Canada 2013-1 Class B Pass Through Trust
5.38%, 05/15/2021 ⁽¹⁾		278,071		283,980
Air Canada 2015-2 Class B Pass Through Trust
5.00%, 12/15/2023 ⁽¹⁾		1,996,728		2,021,687
Air Canada 2017-1 Class B Pass Through Trust
3.70%, 01/15/2026 ⁽¹⁾		14,862,000		14,312,700
Alimentation Couche-Tard, Inc.
3.55%, 07/26/2027 ⁽¹⁾		3,000,000		2,820,295
America West Airlines 2001-1 Pass Through Trust
7.10%, 04/02/2021		1,390,853		1,460,396
American Airlines 2013-1 Class A Pass Through Trust
4.00%, 07/15/2025		1,799,460		1,794,962
American Airlines 2014-1 Class A Pass Through Trust
3.70%, 10/01/2026 ⁽¹⁴⁾		1,768,814		1,726,185
American Airlines 2015-1 Class B Pass Through Trust
3.70%, 05/01/2023		2,311,501		2,266,473
American Airlines 2015-2 Class B Pass Through Trust
4.40%, 09/22/2023		9,968,222		9,942,305
American Airlines 2016-1 Class AA Pass Through Trust
3.58%, 01/15/2028		551,669		537,083
American Airlines 2016-1 Class B Pass Through Trust
5.25%, 01/15/2024		2,323,098		2,394,669
American Airlines 2016-2 Class A Pass Through Trust
3.65%, 06/15/2028		1,337,822		1,289,326
American Airlines 2016-2 Class B Pass Through Trust
4.38%, 06/15/2024 ⁽¹⁾		4,203,900		4,172,371
American Airlines 2016-3 Class B Pass Through Trust
3.75%, 10/15/2025		8,033,568		7,755,960
American Airlines 2017-1 Class B Pass Through Trust
4.95%, 02/15/2025		1,039,838		1,046,946
American Airlines 2017-2 Class AA Pass Through Trust
3.35%, 10/15/2029		820,000		783,145
American Airlines 2017-2 Class B Pass Through Trust
3.70%, 10/15/2025		6,965,000		6,719,725
Aptiv Plc
3.15%, 11/19/2020		3,965,000		3,933,359
AutoNation, Inc.
3.35%, 01/15/2021		770,000		763,213
BMW U.S. Capital LLC
3.25%, 08/14/2020 ⁽¹⁾		14,250,000		14,296,614
3.10%, 04/12/2021 ⁽¹⁾		5,495,000		5,458,813
Caesars Entertainment Corp.
5.00%, 10/01/2024		1,634,430		2,661,811
Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025 ⁽¹⁾		20,000		19,050
Choice Hotels International, Inc.
5.75%, 07/01/2022		3,000,000		3,165,000
Cintas Corp. No 2
4.30%, 06/01/2021		165,000		168,907
Continental Airlines 2000-1 Class A-1 Pass Through Trust
8.05%, 11/01/2020		305,624		318,467
Continental Airlines 2007-1 Class A Pass Through Trust
5.98%, 04/19/2022		4,343,490		4,573,608
Continental Airlines 2009-2 Class A Pass Through Trust
7.25%, 11/10/2019		913,988		949,679
Continental Airlines 2012-1 Class A Pass Through Trust
4.15%, 04/11/2024		2,101,137		2,117,652
Continental Airlines 2012-2 Class A Pass Through Trust
4.00%, 10/29/2024		1,773,013		1,773,013
Ctrip.com International Ltd.
1.25%, 09/15/2022		1,925,000		1,882,842
Cumberland Farms, Inc.
6.75%, 05/01/2025 ⁽¹⁾		767,000		786,175
CVS Health Corp.
2.25%, 08/12/2019		2,800,000		2,784,503
4.75%, 12/01/2022 ⁽¹⁾		56,000		57,992
3.70%, 03/09/2023		14,500,000		14,435,142
4.00%, 12/05/2023		5,000,000		5,008,950
4.10%, 03/25/2025		15,815,000		15,765,871
5.13%, 07/20/2045		200,000		205,354
5.05%, 03/25/2048		6,500,000		6,640,699
CVS Pass-Through Trust
5.77%, 01/10/2033		2,591,251		2,748,726
CVS Pass-Through Trust Series 2014
4.16%, 08/11/2036 ⁽¹⁾		11,006,192		10,538,429
D.R. Horton, Inc.
2.55%, 12/01/2020		100,000		97,948
4.38%, 09/15/2022		10,658,000		10,800,457
Daimler Finance North America LLC
2.30%, 01/06/2020 ⁽¹⁾		4,000,000		3,961,710
3.00%, 02/22/2021 ⁽¹⁾		2,210,000		2,184,806
3.88%, 09/15/2021 ⁽¹⁾		850,000		856,936
Delta Air Lines 2002-1 Class G-1 Pass Through Trust
6.72%, 01/02/2023		1,793,089		1,916,364
Delta Air Lines 2015-1 Class AA Pass Through Trust
3.63%, 07/30/2027		644,256		637,723
Delta Air Lines, Inc.
2.88%, 03/13/2020		1,295,000		1,284,446
3.40%, 04/19/2021		350,000		347,808
3.63%, 03/15/2022		11,287,000		11,145,698
4.38%, 04/19/2028		3,795,000		3,664,094
Diamond Resorts International Inc
7.75%, 09/01/2023 ⁽¹⁾		1,900,000		1,947,500
Dillard's, Inc.
7.75%, 07/15/2026		135,000		148,958
7.75%, 05/15/2027		85,000		93,231
7.00%, 12/01/2028		380,000		400,676
Emirates Airline
4.50%, 02/06/2025		3,714,240		3,653,884
Ford Motor Credit Co. LLC
2.55%, 10/05/2018		1,950,000		1,950,003
2.94%, 01/08/2019		2,250,000		2,252,294
1.90%, 08/12/2019		1,000,000		989,253
3.34% (3 Month LIBOR USD + 1.00%), 01/09/2020 ⁽²⁾		2,575,000		2,585,001
8.13%, 01/15/2020		2,605,000		2,752,173
2.43%, 06/12/2020		4,525,000		4,429,699
3.12% (3 Month LIBOR USD + 0.79%), 06/12/2020 ⁽²⁾		400,000		399,924
3.16%, 08/04/2020		2,420,000		2,396,440
2.34%, 11/02/2020		800,000		777,635
2.78% (3 Month LIBOR USD + 0.43%), 11/02/2020 ⁽²⁾		3,110,000		3,083,607
3.20%, 01/15/2021		3,750,000		3,694,202
3.34%, 03/18/2021		200,000		197,159
3.08% (3 Month LIBOR USD + 0.88%), 10/12/2021 ⁽²⁾		1,200,000		1,188,891
3.34%, 03/28/2022		4,740,000		4,580,522
4.38%, 08/06/2023		1,080,000		1,067,738
4.13%, 08/04/2025		3,670,000		3,465,967
General Motors Co.
3.14% (3 Month LIBOR USD + 0.80%), 08/07/2020 ⁽²⁾		1,675,000		1,680,624
6.60%, 04/01/2036		975,000		1,038,540
6.25%, 10/02/2043		65,000		66,571
5.20%, 04/01/2045		3,485,000		3,161,766
General Motors Financial Co., Inc.
3.10%, 01/15/2019		1,868,000		1,869,466
2.40%, 05/09/2019		4,035,000		4,024,484
2.35%, 10/04/2019		3,000,000		2,980,625
3.15%, 01/15/2020		1,000,000		998,272
2.65%, 04/13/2020		1,500,000		1,484,348
3.20%, 07/13/2020		7,238,000		7,216,575
3.19% (3 Month LIBOR USD + 0.85%), 04/09/2021 ⁽²⁾		10,085,000		10,123,527
3.55%, 04/09/2021		31,140,000		31,125,704
4.00%, 10/06/2026		310,000		291,244
GLP Capital LP / GLP Financing II, Inc.
4.88%, 11/01/2020		3,660,000		3,724,050
5.25%, 06/01/2025		1,605,000		1,630,375
5.38%, 04/15/2026		850,000		863,183
5.75%, 06/01/2028		34,000		34,998
5.30%, 01/15/2029		5,429,000		5,438,664
Harley-Davidson Financial Services, Inc.
2.85%, 01/15/2021 ⁽¹⁾		3,287,000		3,225,784
2.55%, 06/09/2022 ⁽¹⁾		1,875,000		1,782,263
Hilton Domestic Operating Co., Inc.
5.13%, 05/01/2026 ⁽¹⁾		474,000		471,038
Hyundai Capital America
3.14% (3 Month LIBOR USD + 0.80%), 09/18/2020 ^(1)(2)(14)		1,170,000		1,172,188
IHO Verwaltungs GmbH
4.13% cash or 4.88% PIK, 09/15/2021, 09/15/2021 ⁽¹⁾		745,000		737,550
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC
5.25%, 06/01/2026 ⁽¹⁾		956,000		954,327
4.75%, 06/01/2027 ⁽¹⁾		1,000,000		961,250
Latam Airlines 2015-1 Pass Through Trust A
4.20%, 11/15/2027		2,960,378		2,849,364
Lennar Corp.
4.75%, 11/29/2027		4,275,000		4,114,688
Magna International, Inc.
4.15%, 10/01/2025		665,000		672,109
Melco Resorts Finance Ltd.
4.88%, 06/06/2025 ⁽¹⁾		200,000		189,225
MGM Resorts International
6.75%, 10/01/2020		6,525,000		6,859,406
New Red Finance, Inc.
4.63%, 01/15/2022 ⁽¹⁾		3,510,000		3,523,162
4.25%, 05/15/2024 ⁽¹⁾		1,884,000		1,788,161
O'Reilly Automotive, Inc.
4.63%, 09/15/2021		1,300,000		1,339,860
PetSmart, Inc.
5.88%, 06/01/2025 ⁽¹⁾		206,000		168,856
QVC, Inc.
3.13%, 04/01/2019		400,000		400,015
5.13%, 07/02/2022		4,365,000		4,421,331
4.38%, 03/15/2023		920,000		908,556
Rite Aid Corp.
6.13%, 04/01/2023 ⁽¹⁾		2,388,000		2,140,245
Sands China Ltd.
4.60%, 08/08/2023 ⁽¹⁾		1,400,000		1,399,614
5.13%, 08/08/2025 ⁽¹⁾		1,600,000		1,596,111
5.40%, 08/08/2028 ⁽¹⁾		2,200,000		2,188,869
Spirit Issuer Plc
6.58%, 12/28/2027	GBP 5,390,000			7,094,972
3.50% (3 Month LIBOR GBP + 2.70%), 12/28/2031 ⁽²⁾		810,000		1,024,096
Starbucks Corp.
3.80%, 08/15/2025	$	5,465,000		5,427,240
Tesla, Inc.
5.30%, 08/15/2025 ⁽¹⁾		3,670,000		3,091,975
Toll Brothers Finance Corp.
4.00%, 12/31/2018		1,497,000		1,495,802
5.88%, 02/15/2022		415,000		434,713
4.38%, 04/15/2023		540,000		535,275
Toyota Motor Credit Co.
1.55%, 10/18/2019		9,690,000		9,561,866
Toyota Motor Credit Corp.
2.95%, 04/13/2021		14,545,000		14,474,422
U.S. Airways 2011-1 Class A Pass Through Trust
7.13%, 10/22/2023		1,800,694		1,991,999
U.S. Airways 2013-1 Class A Pass Through Trust
3.95%, 11/15/2025		1,684,423		1,668,496
Unique Pub Finance Co. Plc
7.40%, 03/28/2024	GBP 3,107,000			4,459,292
5.66%, 06/30/2027		4,068,851		5,836,034
United Airlines 2016-1 Class B Pass Through Trust
3.65%, 01/07/2026	$	1,612,841		1,549,314
United Airlines 2016-2 Class B Pass Through Trust
3.65%, 10/07/2025		2,062,714		1,974,195
United Airlines 2018-1 Class B Pass Through Trust
4.60%, 03/01/2026		6,810,000		6,796,760
Volkswagen Bank GmbH
0.10% (3 Month EURIBOR + 0.42%), 06/15/2021 ⁽²⁾	EUR 1,100,000			1,273,427
0.63%, 09/08/2021		7,000,000		8,141,161
Volkswagen International Finance NV
4.00%, 08/12/2020 ⁽¹⁾	$	230,000		232,129
Walgreens Boots Alliance, Inc.
2.70%, 11/18/2019		3,555,000		3,544,371
3.80%, 11/18/2024		2,550,000		2,517,409
3.45%, 06/01/2026		2,365,000		2,247,106
4.80%, 11/18/2044		926,000		897,724
Walmart, Inc.
1.90%, 12/15/2020		10,840,000		10,608,793
3.13%, 06/23/2021		19,375,000		19,413,869
3.55%, 06/26/2025		8,000,000		8,036,256
WestJet Airlines Ltd.
3.50%, 06/16/2021 ^(1)(14)		4,540,000		4,465,811
Wyndham Destinations, Inc.
6.35%, 10/01/2025		1,120,000		1,117,200
5.75%, 04/01/2027		6,035,000		5,687,988
Wynn Macau Ltd.
4.88%, 10/01/2024 ⁽¹⁾		200,000		188,278
5.50%, 10/01/2027 ⁽¹⁾		200,000		187,250
ZF North America Capital, Inc.
4.00%, 04/29/2020 ⁽¹⁾		1,710,000		1,716,712
4.50%, 04/29/2022 ⁽¹⁾		1,050,000		1,062,957
				501,706,704
Consumer, Non-cyclical - 5.79%
AA Bond Co. Ltd.
4.25%, 07/31/2020	GBP 10,080,000			13,520,591
2.88%, 01/31/2022		5,547,000		6,994,243
Abbott Laboratories
2.90%, 11/30/2021	$	8,535,000		8,428,635
AbbVie, Inc.
2.30%, 05/14/2021		4,732,000		4,605,490
2.90%, 11/06/2022		7,740,000		7,517,861
3.20%, 11/06/2022		758,000		744,909
2.85%, 05/14/2023		1,000,000		962,567
3.60%, 05/14/2025		5,738,000		5,551,832
4.50%, 05/14/2035		715,000		685,977
4.70%, 05/14/2045		750,000		719,394
4.88%, 11/14/2048		2,000,000		1,968,010
Aetna, Inc.
2.80%, 06/15/2023		3,388,000		3,245,833
Allergan Finance LLC
3.25%, 10/01/2022		7,250,000		7,116,879
Allergan Funding SCS
0.03% (3 Month EURIBOR + 0.35%), 06/01/2019 ⁽²⁾	EUR 100,000			116,207
3.45%, 03/15/2022	$	380,000		377,584
4.55%, 03/15/2035		1,649,000		1,601,154
Amgen, Inc.
5.70%, 02/01/2019		2,000,000		2,021,072
2.60%, 08/19/2026		3,200,000		2,895,612
4.40%, 05/01/2045		3,441,000		3,325,709
Anheuser-Busch InBev Finance, Inc.
2.65%, 02/01/2021		15,265,000		15,046,100
3.30%, 02/01/2023		1,000,000		987,239
3.65%, 02/01/2026		12,290,000		11,925,601
4.90%, 02/01/2046		3,035,000		3,041,496
Anheuser-Busch InBev Worldwide, Inc.
3.75%, 01/15/2022		695,000		700,387
4.00%, 04/13/2028		5,025,000		4,950,300
Anthem, Inc.
2.25%, 08/15/2019		3,000,000		2,983,735
2.50%, 11/21/2020		19,420,000		19,111,859
3.50%, 08/15/2024		8,055,000		7,874,953
3.65%, 12/01/2027		8,200,000		7,792,875
4.10%, 03/01/2028		102,000		100,414
4.65%, 01/15/2043		4,400,000		4,324,902
4.38%, 12/01/2047		1,000,000		946,760
Ascension Health
3.95%, 11/15/2046		825,000		799,057
Ashtead Capital, Inc.
5.25%, 08/01/2026 ⁽¹⁾		4,585,000		4,631,996
AstraZeneca Plc
3.38%, 11/16/2025		2,475,000		2,393,456
B&G Foods, Inc.
5.25%, 04/01/2025		1,590,000		1,522,123
Bacardi Ltd.
4.70%, 05/15/2028 ⁽¹⁾		1,422,000		1,410,899
5.30%, 05/15/2048 ⁽¹⁾		2,730,000		2,670,903
BAT Capital Corp.
2.30%, 08/14/2020 ⁽¹⁾		7,012,000		6,871,321
2.76%, 08/15/2022 ⁽¹⁾		11,478,000		11,058,502
BAT International Finance Plc
2.75%, 06/15/2020 ⁽¹⁾		3,619,000		3,581,128
3.25%, 06/07/2022 ⁽¹⁾		328,000		321,785
3.50%, 06/15/2022 ⁽¹⁾		326,000		322,591
Bausch Health Cos, Inc.
6.13%, 04/15/2025 ⁽¹⁾		3,213,000		3,055,724
5.50%, 11/01/2025 ⁽¹⁾		2,764,000		2,759,163
Baxalta, Inc.
2.88%, 06/23/2020		298,000		295,519
4.00%, 06/23/2025		2,331,000		2,305,339
Bayer U.S. Finance II LLC
3.00% (3 Month LIBOR USD + 0.63%), 06/25/2021 ⁽¹⁾⁽²⁾		1,500,000		1,505,825
3.50%, 06/25/2021 ⁽¹⁾		800,000		798,086
2.75%, 07/15/2021 ⁽¹⁾		5,312,000		5,176,435
3.88%, 12/15/2023 ⁽¹⁾		17,845,000		17,720,970
4.25%, 12/15/2025 ⁽¹⁾		2,200,000		2,183,444
4.38%, 12/15/2028 ⁽¹⁾		6,945,000		6,799,978
Bayer U.S. Finance LLC
2.38%, 10/08/2019 ⁽¹⁾		5,200,000		5,165,624
3.00%, 10/08/2021 ⁽¹⁾		500,000		490,935
Becton Dickinson and Co.
2.68%, 12/15/2019		3,780,000		3,758,595
3.25%, 11/12/2020		2,100,000		2,092,843
2.89%, 06/06/2022		2,000,000		1,944,199
3.36%, 06/06/2024		7,870,000		7,601,508
3.73%, 12/15/2024		1,560,000		1,527,388
3.70%, 06/06/2027		11,385,000		10,884,398
7.00%, 08/01/2027		361,000		416,688
4.67%, 06/06/2047		2,445,000		2,414,596
Biogen, Inc.
2.90%, 09/15/2020		4,000,000		3,979,123
5.20%, 09/15/2045		1,175,000		1,245,040
BioMarin Pharmaceutical, Inc.
1.50%, 10/15/2020		385,000		461,847
0.60%, 08/01/2024		1,475,000		1,571,984
Boston Scientific Corp.
6.00%, 01/15/2020		4,000,000		4,139,503
BRF GmbH
4.35%, 09/29/2026 ⁽¹⁾		9,295,000		7,900,750
BRF SA
3.95%, 05/22/2023 ⁽¹⁾		430,000		389,150
4.75%, 05/22/2024 ⁽¹⁾		2,560,000		2,329,600
Bunge Ltd. Finance Corp.
3.75%, 09/25/2027		3,370,000		3,097,416
Campbell Soup Co.
2.83% (3 Month LIBOR USD + 0.50%), 03/16/2020 ⁽²⁾		420,000		419,501
2.96% (3 Month LIBOR USD + 0.63%), 03/15/2021 ⁽²⁾		1,786,000		1,785,915
3.30%, 03/15/2021		4,280,000		4,238,976
3.95%, 03/15/2025		294,000		284,148
Cargill, Inc.
3.25%, 03/01/2023 ⁽¹⁾		575,000		567,093
Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026 ⁽¹⁾		1,600,000		1,540,000
Celgene Corp.
3.25%, 08/15/2022		350,000		345,123
3.55%, 08/15/2022		1,275,000		1,270,982
3.63%, 05/15/2024		2,260,000		2,228,026
3.88%, 08/15/2025		12,413,000		12,222,366
3.45%, 11/15/2027		1,600,000		1,493,018
3.90%, 02/20/2028		2,000,000		1,923,878
5.00%, 08/15/2045		2,850,000		2,828,194
Cencosud SA
5.15%, 02/12/2025		200,000		198,901
4.38%, 07/17/2027		4,300,000		3,902,250
Centene Corp.
5.63%, 02/15/2021		250,000		254,687
4.75%, 05/15/2022		2,060,000		2,079,570
4.75%, 01/15/2025		617,000		615,458
Central Garden & Pet Co.
6.13%, 11/15/2023		880,000		907,500
5.13%, 02/01/2028		732,000		695,400
Chobani LLC / Chobani Finance Corp., Inc.
7.50%, 04/15/2025 ⁽¹⁾		1,206,000		1,095,952
CHS/Community Health Systems, Inc.
5.13%, 08/01/2021		7,181,000		6,983,522
6.25%, 03/31/2023		11,494,000		10,933,668
8.63%, 01/15/2024 ⁽¹⁾		2,500,000		2,590,625
Cigna Corp.
3.05%, 10/15/2027		4,920,000		4,443,968
Coca-Cola Co./The
1.88%, 10/27/2020		3,345,000		3,271,114
3.15%, 11/15/2020		2,949,000		2,957,483
3.30%, 09/01/2021		15,247,000		15,365,012
Constellation Brands, Inc.
2.25%, 11/06/2020		224,000		218,870
2.65%, 11/07/2022		540,000		516,055
CVS Health Corp
4.75%, 12/01/2022		2,000,000		2,071,130
CVS Health Corp.
3.50%, 07/20/2022		1,427,000		1,415,904
2.75%, 12/01/2022		750,000		723,182
CVS Pass-Through Trust
6.04%, 12/10/2028		1,185,967		1,264,603
6.94%, 01/10/2030		1,105,520		1,233,382
4.70%, 01/10/2036 ⁽¹⁾		2,537,609		2,499,545
Danone SA
2.08%, 11/02/2021 ⁽¹⁾		1,715,000		1,641,331
3.00%, 06/15/2022 ⁽¹⁾		11,560,000		11,327,646
2.59%, 11/02/2023 ⁽¹⁾		700,000		658,296
Diageo Capital Plc
3.00%, 05/18/2020		1,915,000		1,911,841
DP World Ltd.
2.38%, 09/25/2026 ⁽¹⁾	EUR 800,000			923,842
4.25%, 09/25/2030 ⁽¹⁾	GBP 400,000			517,614
Elanco Animal Health, Inc.
4.90%, 08/28/2028 ⁽¹⁾	$	6,285,000		6,377,762
Envision Healthcare Corp.
5.13%, 07/01/2022 ⁽¹⁾		1,270,000		1,301,115
5.63%, 07/15/2022		1,040,000		1,069,328
Equifax, Inc.
3.60%, 08/15/2021		3,485,000		3,462,632
ERAC USA Finance LLC
2.60%, 12/01/2021 ⁽¹⁾		1,180,000		1,139,441
3.80%, 11/01/2025 ⁽¹⁾		4,605,000		4,513,553
Express Scripts Holding Co.
3.05%, 11/30/2022		800,000		776,249
3.50%, 06/15/2024		1,282,000		1,247,078
4.50%, 02/25/2026		11,123,000		11,217,884
3.40%, 03/01/2027		1,504,000		1,396,916
Financial & Risk U.S. Holdings, Inc.
4.50%, 05/15/2026 ⁽¹⁾	EUR 1,300,000			1,501,817
6.25%, 05/15/2026 ⁽¹⁾	$	2,400,000		2,398,500
6.88%, 11/15/2026 ⁽¹⁾	EUR 200,000			233,081
8.25%, 11/15/2026 ⁽¹⁾	$	300,000		298,182
First Quality Finance Co., Inc.
5.00%, 07/01/2025 ⁽¹⁾		1,694,000		1,583,890
Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 07/31/2019 ⁽¹⁾		5,620,000		5,731,225
4.13%, 10/15/2020 ⁽¹⁾		2,000		2,018
5.75%, 02/15/2021 ⁽¹⁾		270,000		281,502
General Mills, Inc.
3.20%, 04/16/2021		1,645,000		1,634,282
4.20%, 04/17/2028		5,700,000		5,621,797
George Washington University
3.55%, 09/15/2046		740,000		662,662
Gilead Sciences, Inc.
2.55%, 09/01/2020		10,810,000		10,701,034
3.70%, 04/01/2024		1,000,000		1,003,098
3.50%, 02/01/2025		1,251,000		1,228,480
4.60%, 09/01/2035		3,961,000		4,079,706
4.75%, 03/01/2046		375,000		385,972
4.15%, 03/01/2047		1,000,000		945,694
GlaxoSmithKline Capital Plc
3.13%, 05/14/2021		8,775,000		8,760,994
Greene King Finance Plc
1.75% (3 Month LIBOR GBP + 0.95%), 06/15/2031 ⁽²⁾	GBP 658,944			813,879
5.11%, 03/15/2034		450,000		664,243
4.06%, 03/15/2035		4,113,765		5,631,813
Grupo Bimbo SAB de CV
4.70%, 11/10/2047 ⁽¹⁾	$	8,380,000		7,724,516
Halfmoon Parent, Inc.
3.20%, 09/17/2020 ⁽¹⁾		11,060,000		11,018,083
4.13%, 11/15/2025 ⁽¹⁾		2,105,000		2,098,267
4.38%, 10/15/2028 ⁽¹⁾		24,585,000		24,499,615
4.90%, 12/15/2048 ⁽¹⁾		9,210,000		9,198,379
HCA, Inc.
6.50%, 02/15/2020		1,319,000		1,369,452
5.88%, 03/15/2022		2,700,000		2,862,000
5.88%, 05/01/2023		844,000		889,365
5.00%, 03/15/2024		3,281,000		3,363,025
5.25%, 04/15/2025		9,977,000		10,288,781
5.25%, 06/15/2026		810,000		833,287
4.50%, 02/15/2027		8,560,000		8,410,200
7.50%, 11/06/2033		1,035,000		1,121,816
Hill-Rom Holdings, Inc.
5.75%, 09/01/2023 ⁽¹⁾		480,000		492,000
Humana, Inc.
2.63%, 10/01/2019		4,000,000		3,983,824
3.85%, 10/01/2024		6,639,000		6,598,119
IHS Markit Ltd.
5.00%, 11/01/2022 ⁽¹⁾		4,806,000		4,948,258
4.00%, 03/01/2026 ⁽¹⁾		500,000		478,437
4.75%, 08/01/2028		3,425,000		3,433,220
Imperial Brands Finance Plc
2.95%, 07/21/2020 ⁽¹⁾		1,665,000		1,648,616
3.75%, 07/21/2022 ⁽¹⁾		1,650,000		1,642,304
Ionis Pharmaceuticals, Inc.
1.00%, 11/15/2021		10,000		10,500
Japan Tobacco, Inc.
2.00%, 04/13/2021		5,230,000		5,044,664
Johnson & Johnson
2.90%, 01/15/2028		3,865,000		3,663,434
3.40%, 01/15/2038		975,000		907,099
Kaiser Foundation Hospitals
3.50%, 04/01/2022		1,275,000		1,277,267
3.15%, 05/01/2027		7,000,000		6,709,589
Keurig Dr. Pepper, Inc.
2.53%, 11/15/2021		970,000		934,570
3.20%, 11/15/2021		500,000		492,716
Kraft Foods Group, Inc.
5.38%, 02/10/2020		1,000,000		1,028,397
3.50%, 06/06/2022		1,670,000		1,659,320
Kraft Heinz Foods Co.
2.80%, 07/02/2020		1,006,000		997,413
2.91% (3 Month LIBOR USD + 0.57%), 02/10/2021 ⁽²⁾		450,000		450,457
3.38%, 06/15/2021		10,130,000		10,075,818
3.50%, 07/15/2022		8,240,000		8,176,025
3.95%, 07/15/2025		3,750,000		3,693,935
3.00%, 06/01/2026		1,000,000		912,348
4.63%, 01/30/2029		4,095,000		4,085,706
5.20%, 07/15/2045		1,000,000		976,383
4.38%, 06/01/2046		2,110,000		1,860,573
Life Technologies Corp.
6.00%, 03/01/2020		2,209,000		2,288,391
Macquarie Infrastructure Corp.
2.00%, 10/01/2023		4,280,000		3,846,333
Maple Escrow Subsidiary, Inc.
3.55%, 05/25/2021 ⁽¹⁾		11,805,000		11,783,586
Matthews International Corp.
5.25%, 12/01/2025 ⁽¹⁾		764,000		739,170
McCormick & Co., Inc./MD
2.70%, 08/15/2022		8,785,000		8,508,438
Mead Johnson Nutrition Co.
4.13%, 11/15/2025		170,000		172,022
Molina Healthcare, Inc.
5.38%, 11/15/2022		613,000		622,961
Molson Coors Brewing Co.
2.25%, 03/15/2020		3,700,000		3,645,851
2.10%, 07/15/2021		470,000		451,904
Mondelez International Holdings Netherlands BV
1.63%, 10/28/2019 ⁽¹⁾		5,140,000		5,066,797
2.00%, 10/28/2021 ⁽¹⁾		3,120,000		2,980,273
Mylan NV
3.95%, 06/15/2026		4,485,000		4,242,717
New York and Presbyterian Hospital
3.56%, 08/01/2036		2,630,000		2,440,354
Novartis Securities Investment Ltd.
5.13%, 02/10/2019		3,000,000		3,025,817
NYU Langone Hospitals
4.43%, 07/01/2042		2,000,000		1,994,204
PepsiCo, Inc.
1.35%, 10/04/2019		7,250,000		7,146,881
Pernod Ricard SA
5.75%, 04/07/2021 ⁽¹⁾		2,080,000		2,188,525
4.45%, 01/15/2022 ⁽¹⁾		2,000,000		2,039,739
4.25%, 07/15/2022 ⁽¹⁾		1,400,000		1,422,405
Pfizer, Inc.
4.40%, 05/15/2044		430,000		441,441
Pilgrim's Pride Corp.
5.88%, 09/30/2027 ⁽¹⁾		1,448,000		1,368,360
Post Holdings, Inc.
5.00%, 08/15/2026 ⁽¹⁾		1,250,000		1,181,937
5.63%, 01/15/2028 ⁽¹⁾		2,700,000		2,598,750
Providence St Joseph Health Obligated Group
2.75%, 10/01/2026		1,968,000		1,800,939
Reckitt Benckiser Treasury Services Plc
2.38%, 06/24/2022 ⁽¹⁾		12,430,000		11,930,456
2.93% (3 Month LIBOR USD + 0.56%), 06/24/2022 ⁽¹⁾⁽²⁾		300,000		299,839
3.00%, 06/26/2027 ⁽¹⁾		4,085,000		3,790,740
Reynolds American, Inc.
6.88%, 05/01/2020		1,000,000		1,054,039
3.25%, 06/12/2020		750,000		748,443
4.00%, 06/12/2022		900,000		905,397
3.25%, 11/01/2022		1,215,000		1,186,652
4.45%, 06/12/2025		680,000		684,728
5.85%, 08/15/2045		1,020,000		1,107,760
Shire Acquisitions Investments Ireland DAC
1.90%, 09/23/2019		895,000		885,451
2.40%, 09/23/2021		7,182,000		6,938,889
2.88%, 09/23/2023		7,345,000		7,004,373
3.20%, 09/23/2026		3,275,000		3,022,418
Sigma Alimentos SA de CV
4.13%, 05/02/2026		3,300,000		3,143,250
Smithfield Foods, Inc.
4.25%, 02/01/2027 ⁽¹⁾		1,290,000		1,212,615
Spectrum Brands, Inc.
6.13%, 12/15/2024		500,000		510,000
5.75%, 07/15/2025		175,000		176,750
Suntory Holdings Ltd.
2.55%, 06/28/2022 ⁽¹⁾		510,000		487,235
Teleflex, Inc.
4.63%, 11/15/2027		2,272,000		2,158,400
Tenet Healthcare Corp.
4.50%, 04/01/2021		352,000		350,240
4.38%, 10/01/2021		300,000		298,701
7.50%, 01/01/2022 ⁽¹⁾		10,000		10,438
4.63%, 07/15/2024		1,929,000		1,874,988
Teva Pharmaceutical Finance Netherlands II BV
3.25%, 04/15/2022	EUR 1,200,000			1,450,196
Teva Pharmaceutical Finance Netherlands III BV
1.70%, 07/19/2019	$	80,000		78,714
2.20%, 07/21/2021		20,990,000		19,722,837
3.15%, 10/01/2026		5,355,000		4,456,196
6.75%, 03/01/2028		1,310,000		1,381,083
Teva Pharmaceutical Finance V BV
1.50%, 10/25/2018	CHF 7,665,000			7,814,801
Thermo Fisher Scientific, Inc.
4.50%, 03/01/2021	$	900,000		923,929
3.30%, 02/15/2022		1,728,000		1,711,827
Transurban Finance Co. Pty Ltd.
4.13%, 02/02/2026 ⁽¹⁾		155,000		152,201
3.38%, 03/22/2027 ⁽¹⁾		2,635,000		2,441,072
Tyson Foods, Inc.
2.25%, 08/23/2021		300,000		288,737
UBM Plc
5.75%, 11/03/2020 ^(1)(14)		2,925,000		2,966,520
Unilever Capital Corp.
3.00%, 03/07/2022		5,625,000		5,568,618
UnitedHealth Group, Inc.
1.95%, 10/15/2020		300,000		293,682
3.85%, 06/15/2028		5,000,000		5,009,674
4.75%, 07/15/2045		1,712,000		1,829,361
4.20%, 01/15/2047		1,288,000		1,279,074
Universal Health Services, Inc.
4.75%, 08/01/2022 ⁽¹⁾		7,595,000		7,632,975
5.00%, 06/01/2026 ⁽¹⁾		7,497,000		7,515,743
University of Southern California
3.03%, 10/01/2039		2,750,000		2,440,708
Verisk Analytics, Inc.
4.88%, 01/15/2019		540,000		542,828
VOC Escrow Ltd.
5.00%, 02/15/2028 ⁽¹⁾		179,000		172,026
WellCare Health Plans, Inc.
5.25%, 04/01/2025		1,607,000		1,633,114
5.38%, 08/15/2026 ⁽¹⁾		1,065,000		1,083,637
Wm Wrigley Jr Co.
2.40%, 10/21/2018 ⁽¹⁾		1,620,000		1,619,857
Zimmer Biomet Holdings, Inc.
2.70%, 04/01/2020		2,125,000		2,104,217
3.09% (3 Month LIBOR USD + 0.75%), 03/19/2021 ⁽²⁾		470,000		470,435
3.15%, 04/01/2022		640,000		626,782
3.70%, 03/19/2023		3,145,000		3,123,560
Zoetis, Inc.
3.45%, 11/13/2020		600,000		602,515
				861,387,303
Diversified - 0.05%
China Merchants Finance Co. Ltd.
3.50%, 08/03/2020		700,000		692,324
Hutchison Whampoa International 14 Ltd.
3.63%, 10/31/2024		4,700,000		4,593,005
RWT Holdings, Inc.
5.63%, 11/15/2019		1,460,000		1,473,490
				6,758,819
Energy - 2.93%
Aker BP ASA
5.88%, 03/31/2025 ⁽¹⁾		4,870,000		5,028,275
Andeavor
4.75%, 12/15/2023		1,580,000		1,630,649
5.13%, 12/15/2026		7,955,000		8,318,857
3.80%, 04/01/2028		2,245,000		2,133,656
Andeavor Logistics LP / Tesoro Logistics Finance Corp.
4.25%, 12/01/2027		5,655,000		5,522,373
APT Pipelines Ltd.
3.88%, 10/11/2022 ⁽¹⁾		1,360,000		1,349,852
4.25%, 07/15/2027 ⁽¹⁾		11,420,000		11,135,156
BG Energy Capital Plc
4.00%, 10/15/2021 ⁽¹⁾		1,100,000		1,115,288
Boardwalk Pipelines LP
3.38%, 02/01/2023		330,000		319,064
5.95%, 06/01/2026		1,610,000		1,703,103
4.45%, 07/15/2027		600,000		577,607
BP Capital Markets Plc
2.11%, 09/16/2021		5,210,000		5,034,549
BP Capital Markets PLC
4.74%, 03/11/2021		3,025,000		3,126,324
Canadian Natural Resources Ltd.
3.45%, 11/15/2021		1,320,000		1,312,900
3.85%, 06/01/2027		890,000		866,332
6.25%, 03/15/2038		1,345,000		1,585,721
Cenovus Energy, Inc.
5.70%, 10/15/2019		40,000		40,940
4.25%, 04/15/2027		380,000		367,183
Centennial Resource Production LLC
5.38%, 01/15/2026 ⁽¹⁾		538,000		535,310
Cheniere Energy Partners LP
5.25%, 10/01/2025		93,000		93,000
Chesapeake Energy Corp.
5.50%, 09/15/2026		4,090,000		4,039,885
Chevron Corp.
2.43%, 06/24/2020		1,545,000		1,531,676
2.42%, 11/17/2020		1,550,000		1,531,294
China Shenhua Overseas Capital Co. Ltd.
3.13%, 01/20/2020		200,000		197,971
Cimarex Energy Co.
4.38%, 06/01/2024		894,000		901,545
Concho Resources, Inc.
3.75%, 10/01/2027		3,830,000		3,653,936
Continental Resources, Inc./OK
4.50%, 04/15/2023		250,000		254,341
3.80%, 06/01/2024		15,210,000		14,911,325
CrownRock LP / CrownRock Finance, Inc.
5.63%, 10/15/2025 ⁽¹⁾		525,000		513,844
Diamondback Energy, Inc.
4.75%, 11/01/2024 ⁽¹⁾		3,850,000		3,854,812
4.75%, 11/01/2024		524,000		524,655
Enable Midstream Partners LP
2.40%, 05/15/2019		600,000		597,493
Enable Oklahoma Intrastate Transmission LLC
6.25%, 03/15/2020 ⁽¹⁾		3,235,000		3,327,918
Enbridge Energy Partners LP
5.88%, 10/15/2025		2,383,000		2,622,943
7.38%, 10/15/2045		1,245,000		1,643,234
Enbridge, Inc.
6.00% (3 Month LIBOR USD + 3.89%), 01/15/2077 ⁽²⁾		4,620,000		4,461,129
Energy Transfer Equity LP
5.88%, 01/15/2024		265,000		278,913
5.50%, 06/01/2027		1,884,000		1,955,215
Energy Transfer Partners LP
4.15%, 10/01/2020		1,504,000		1,523,499
4.65%, 06/01/2021		860,000		880,612
4.05%, 03/15/2025		4,555,000		4,457,411
4.75%, 01/15/2026		5,707,000		5,764,013
6.50%, 02/01/2042		1,000,000		1,096,833
5.15%, 03/15/2045		700,000		659,871
6.00%, 06/15/2048		4,000,000		4,258,561
Energy Transfer Partners LP / Regency Energy Finance Corp.
5.88%, 03/01/2022		1,521,000		1,609,270
5.00%, 10/01/2022		200,000		207,112
4.50%, 11/01/2023		349,000		353,950
Eni SpA
4.00%, 09/12/2023 ⁽¹⁾		870,000		860,447
4.75%, 09/12/2028 ⁽¹⁾		3,625,000		3,580,684
EnLink Midstream Partners LP
4.40%, 04/01/2024		35,000		33,975
4.15%, 06/01/2025		6,795,000		6,440,879
4.85%, 07/15/2026		2,215,000		2,146,709
Enterprise Products Operating LLC
5.20%, 09/01/2020		560,000		580,098
4.05%, 02/15/2022		400,000		405,748
EQT Midstream Partners LP
5.50%, 07/15/2028		10,390,000		10,653,158
Exxon Mobil Corp.
1.91%, 03/06/2020		2,515,000		2,484,775
Florida Gas Transmission Co. LLC
7.90%, 05/15/2019 ⁽¹⁾		4,000,000		4,119,136
Gazprom OAO Via Gaz Capital SA
3.38%, 11/30/2018	CHF 18,450,000			18,876,753
Gulfport Energy Corp.
6.38%, 05/15/2025	$	215,000		211,506
Helmerich & Payne International Drilling Co.
4.65%, 03/15/2025		1,894,000		1,936,297
Hess Corp.
4.30%, 04/01/2027		2,705,000		2,621,612
5.80%, 04/01/2047		6,100,000		6,414,912
Kinder Morgan, Inc.
4.30%, 06/01/2025		14,500,000		14,615,528
5.30%, 12/01/2034		2,450,000		2,529,613
Marathon Oil Co.
2.80%, 11/01/2022		1,918,000		1,843,131
Marathon Oil Corp
2.70%, 06/01/2020		1,744,000		1,721,309
Matador Resources Co.
5.88%, 09/15/2026 ⁽¹⁾		2,570,000		2,602,125
Nabors Industries, Inc.
0.75%, 01/15/2024		8,365,000		6,507,175
Newfield Exploration Co.
5.75%, 01/30/2022		225,000		235,407
5.63%, 07/01/2024		7,147,000		7,531,151
5.38%, 01/01/2026		412,000		426,935
Oceaneering International, Inc.
4.65%, 11/15/2024		2,605,000		2,493,813
Odebrecht Offshore Drilling Finance Ltd.
0.00%, 12/01/2021		202,500		199,209
6.72%, 12/01/2022		39,528		37,157
ONEOK Partners LP
3.38%, 10/01/2022		500,000		492,329
ONEOK, Inc.
4.25%, 02/01/2022		470,000		476,075
ONGC Videsh Ltd.
3.25%, 07/15/2019		500,000		498,966
Parsley Energy LLC / Parsley Finance Corp.
5.38%, 01/15/2025 ⁽¹⁾		300,000		300,750
5.25%, 08/15/2025 ⁽¹⁾		750,000		746,250
5.63%, 10/15/2027 ⁽¹⁾		250,000		250,625
Pertamina Persero PT
6.00%, 05/03/2042		280,000		287,113
6.00%, 05/03/2042		200,000		205,081
Peru LNG Srl
5.38%, 03/22/2030		4,000,000		3,986,000
Petrobras Global Finance BV
6.13%, 01/17/2022		7,341,000		7,578,481
6.25%, 12/14/2026	GBP 5,330,000			6,996,547
7.38%, 01/17/2027	$	5,322,000		5,387,461
6.00%, 01/27/2028		405,000		373,612
5.75%, 02/01/2029		10,050,000		8,982,188
5.63%, 05/20/2043		2,715,000		2,199,150
Petroleos de Venezuela SA
9.00%, 11/17/2021 ⁽¹²⁾		200,000		46,000
6.00%, 05/16/2024 ⁽¹²⁾		1,622,000		354,731
6.00%, 11/15/2026 ⁽¹²⁾		3,900,000		838,500
5.38%, 04/12/2027 ⁽¹²⁾		2,052,000		444,258
9.75%, 05/17/2035 ⁽¹²⁾		830,000		195,050
5.50%, 04/12/2037 ⁽¹²⁾		2,500,000		550,000
Petroleos Mexicanos
5.50%, 01/21/2021		8,295,000		8,559,693
6.38%, 02/04/2021		5,240,000		5,494,192
4.88%, 01/24/2022		7,370,000		7,454,755
5.38%, 03/13/2022		3,850,000		3,965,500
4.50%, 01/23/2026		1,105,000		1,033,175
6.50%, 03/13/2027		470,000		480,105
6.75%, 09/21/2047		150,000		143,129
Pioneer Natural Resources Co.
3.95%, 07/15/2022		220,000		221,767
Plains All American Pipeline LP / PAA Finance Corp.
2.85%, 01/31/2023		1,265,000		1,201,761
3.85%, 10/15/2023		1,780,000		1,752,509
4.65%, 10/15/2025		10,310,000		10,413,987
Raizen Fuels Finance SA
5.30%, 01/20/2027 ⁽¹⁾		560,000		526,400
Range Resources Corp.
4.88%, 05/15/2025		900,000		851,625
Reliance Holding USA, Inc.
5.40%, 02/14/2022		3,900,000		4,030,741
Rockies Express Pipeline LLC
5.63%, 04/15/2020 ⁽¹⁾		5,046,000		5,184,765
Sabine Pass Liquefaction LLC
5.63%, 02/01/2021		5,222,000		5,431,373
6.25%, 03/15/2022		2,600,000		2,794,277
5.75%, 05/15/2024		2,350,000		2,522,050
5.63%, 03/01/2025		9,199,000		9,807,347
5.88%, 06/30/2026		2,130,000		2,299,508
5.00%, 03/15/2027		9,654,000		9,911,370
4.20%, 03/15/2028		1,900,000		1,842,149
Schlumberger Holdings Corp.
3.00%, 12/21/2020 ⁽¹⁾		525,000		520,844
Seven Generations Energy Ltd.
5.38%, 09/30/2025 ⁽¹⁾		12,535,000		12,190,288
Shell International Finance BV
2.13%, 05/11/2020		1,620,000		1,598,494
4.38%, 05/11/2045		1,000,000		1,036,865
SM Energy Co.
1.50%, 07/01/2021		285,000		311,959
6.13%, 11/15/2022		8,000		8,240
5.00%, 01/15/2024		115,000		112,412
5.63%, 06/01/2025		75,000		74,719
Southern Natural Gas Co. LLC
4.80%, 03/15/2047 ⁽¹⁾		1,000,000		990,075
Sunoco Logistics Partners Operations LP
4.25%, 04/01/2024		1,500,000		1,495,986
4.00%, 10/01/2027		16,730,000		15,876,232
5.40%, 10/01/2047		5,919,000		5,846,111
Targa Resources Partners LP / Targa Resources Partners Finance Corp.
4.13%, 11/15/2019		380,000		378,575
TC PipeLines LP
3.90%, 05/25/2027		3,325,000		3,154,955
Tesoro Logistics LP / Tesoro Logistics Finance Corp.
5.25%, 01/15/2025		390,000		399,430
Texas Eastern Transmission LP
2.80%, 10/15/2022 ⁽¹⁾		6,320,000		6,057,310
Transcontinental Gas Pipe Line Co. LLC
4.00%, 03/15/2028		5,410,000		5,283,455
4.60%, 03/15/2048		1,025,000		995,859
TransMontaigne Partners LP / TLP Finance Corp.
6.13%, 02/15/2026		540,000		508,950
Transocean Guardian Ltd.
5.88%, 01/15/2024 ⁽¹⁾		811,000		818,096
Transocean Phoenix 2 Ltd.
7.75%, 10/15/2024 ⁽¹⁾		79,900		84,494
Transocean Pontus Ltd.
6.13%, 08/01/2025 ⁽¹⁾		1,094,000		1,111,767
Transocean Proteus Ltd.
6.25%, 12/01/2024 ⁽¹⁾		657,900		669,413
Valero Energy Partners LP
4.50%, 03/15/2028		5,370,000		5,272,319
Whiting Petroleum Corp.
1.25%, 04/01/2020		900,000		863,146
Williams Cos., Inc.
5.25%, 03/15/2020		1,000,000		1,026,213
3.35%, 08/15/2022		1,000,000		981,801
3.70%, 01/15/2023		1,728,000		1,708,364
4.50%, 11/15/2023		2,595,000		2,642,306
4.55%, 06/24/2024		945,000		959,827
Williams Partners LP
6.30%, 04/15/2040		1,323,000		1,493,824
4.85%, 03/01/2048		2,300,000		2,219,856
Woodside Finance Ltd.
3.65%, 03/05/2025 ⁽¹⁾		5,610,000		5,401,577
3.70%, 09/15/2026 ⁽¹⁾		2,885,000		2,741,847
3.70%, 03/15/2028 ⁽¹⁾		2,659,000		2,493,142
				435,958,738
Financials - 13.51%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.75%, 05/15/2019		2,000,000		2,007,908
4.63%, 10/30/2020		1,000,000		1,019,030
4.50%, 05/15/2021		8,325,000		8,453,618
5.00%, 10/01/2021		2,000,000		2,057,092
3.50%, 05/26/2022		1,640,000		1,608,728
4.13%, 07/03/2023		11,600,000		11,512,044
4.45%, 10/01/2025		9,000,000		8,901,488
3.65%, 07/21/2027		5,535,000		5,072,781
AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
3.95%, 02/01/2022		10,972,000		10,939,536
4.63%, 07/01/2022		450,000		459,051
Aflac Inc
3.63%, 11/15/2024		1,490,000		1,483,733
AIA Group Ltd.
3.90%, 04/06/2028 ⁽¹⁾		2,945,000		2,885,990
Air Lease Corp.
2.13%, 01/15/2020		1,850,000		1,820,819
2.50%, 03/01/2021		3,748,000		3,660,936
3.88%, 04/01/2021		2,540,000		2,553,970
3.50%, 01/15/2022		6,690,000		6,640,178
2.63%, 07/01/2022		910,000		870,866
2.75%, 01/15/2023		1,780,000		1,687,556
3.88%, 07/03/2023		4,000,000		3,962,863
Aircastle Ltd.
7.63%, 04/15/2020		470,000		497,449
5.13%, 03/15/2021		60,000		61,583
5.50%, 02/15/2022		2,302,000		2,392,359
5.00%, 04/01/2023		5,090,000		5,226,373
4.13%, 05/01/2024		5,365,000		5,260,910
Alexandria Real Estate Equities, Inc.
3.90%, 06/15/2023		3,460,000		3,472,194
4.00%, 01/15/2024		1,690,000		1,693,747
3.45%, 04/30/2025		2,115,000		2,021,618
4.30%, 01/15/2026		5,995,000		5,940,317
3.95%, 01/15/2028		490,000		469,913
Allied World Assurance Co. Holdings Ltd.
4.35%, 10/29/2025		2,490,000		2,422,416
Ally Financial, Inc.
3.25%, 11/05/2018		1,315,000		1,314,474
8.00%, 12/31/2018		893,000		901,930
3.75%, 11/18/2019		706,000		703,352
4.25%, 04/15/2021		168,000		169,176
4.63%, 03/30/2025		10,145,000		10,068,913
8.00%, 11/01/2031		12,704,000		15,387,720
8.00%, 11/01/2031		8,000		9,690
Ambac LSNI LLC
7.40% (3 Month LIBOR USD + 5.00%, 6.00% Floor), 02/12/2023 ⁽¹⁾⁽²⁾		2,270,763		2,293,470
American Campus Communities Operating Partnership LP
3.35%, 10/01/2020		10,990,000		10,955,487
3.75%, 04/15/2023		2,000,000		1,975,902
4.13%, 07/01/2024		2,230,000		2,212,183
3.63%, 11/15/2027		8,188,000		7,652,670
American Homes 4 Rent LP
4.25%, 02/15/2028		73,000		69,799
American Tower Corp
2.25%, 01/15/2022		722,000		689,089
American Tower Corp.
3.40%, 02/15/2019		2,915,000		2,920,069
2.80%, 06/01/2020		1,500,000		1,485,848
5.05%, 09/01/2020		1,100,000		1,134,272
3.30%, 02/15/2021		3,371,000		3,350,380
3.45%, 09/15/2021		1,847,000		1,839,128
5.90%, 11/01/2021		200,000		212,615
3.50%, 01/31/2023		717,000		706,030
3.00%, 06/15/2023		3,010,000		2,897,167
4.40%, 02/15/2026		1,863,000		1,864,342
3.38%, 10/15/2026		3,487,000		3,245,771
Ardonagh Midco 3 Plc
8.38%, 07/15/2023	GBP 1,310,000			1,656,581
8.38%, 07/15/2023 ⁽¹⁾		600,000		758,739
Athene Holding Ltd.
4.13%, 01/12/2028	$	11,794,000		11,013,309
AXA Equitable Holdings, Inc.
3.90%, 04/20/2023 ⁽¹⁾		6,474,000		6,425,553
4.35%, 04/20/2028 ⁽¹⁾		2,906,000		2,809,850
5.00%, 04/20/2048 ⁽¹⁾		260,000		241,860
Banco Bilbao Vizcaya Argentaria SA
6.75% (5 Year Swap Rate EUR + 6.60%), 05/18/2020 ⁽²⁾	EUR 1,600,000			1,931,689
8.88% (5 Year Swap Rate EUR + 9.18%), 07/14/2021 ⁽²⁾		1,000,000		1,297,472
7.00% (5 Year Swap Rate EUR + 6.16%), 12/29/2049 ⁽²⁾		3,800,000		4,492,902
Banco de Bogota SA
4.38%, 08/03/2027	$	4,700,000		4,481,450
Banco Santander SA
3.50%, 04/11/2022		3,800,000		3,723,249
3.85%, 04/12/2023		200,000		195,372
5.18%, 11/19/2025		2,400,000		2,410,384
3.80%, 02/23/2028		3,800,000		3,450,765
Bank of America Corp.
7.63%, 06/01/2019		9,000,000		9,277,944
2.37% (3 Month LIBOR USD + 0.66%), 07/21/2021 ⁽²⁾		5,055,000		4,966,209
2.74% (3 Month LIBOR USD + 0.37%), 01/23/2022 ⁽²⁾		8,835,000		8,687,793
3.50% (3 Month LIBOR USD + 0.63%), 05/17/2022 ⁽²⁾		7,500,000		7,495,362
3.02% (3 Month LIBOR USD + 0.65%), 06/25/2022 ⁽²⁾		2,400,000		2,406,308
3.30%, 01/11/2023		9,015,000		8,879,513
3.00% (3 Month LIBOR USD + 0.79%), 12/20/2023 ⁽²⁾		8,773,000		8,511,612
3.55% (3 Month LIBOR USD + 0.78%), 03/05/2024 ⁽²⁾		3,800,000		3,755,451
4.00%, 04/01/2024		3,955,000		3,989,269
3.86% (3 Month LIBOR USD + 0.94%), 07/23/2024 ⁽²⁾		11,280,000		11,276,972
3.09% (3 Month LIBOR USD + 1.09%), 10/01/2025 ⁽²⁾		4,865,000		4,633,196
4.25%, 10/22/2026		8,975,000		8,867,965
3.25%, 10/21/2027		16,030,000		14,905,778
3.82% (3 Month LIBOR USD + 1.58%), 01/20/2028 ⁽²⁾		2,630,000		2,559,526
3.71% (3 Month LIBOR USD + 1.51%), 04/24/2028 ⁽²⁾		8,100,000		7,792,465
3.59% (3 Month LIBOR USD + 1.37%), 07/21/2028 ⁽²⁾		670,000		638,383
5.88% (3 Month LIBOR USD + 2.93%), 09/15/2028 ⁽²⁾		8,140,000		8,068,775
3.42% (3 Month LIBOR USD + 1.04%), 12/20/2028 ⁽²⁾		4,632,000		4,344,720
4.27% (3 Month LIBOR USD + 1.31%), 07/23/2029 ⁽²⁾		6,390,000		6,376,469
Bank of East Asia Ltd.
5.63% (5 Year CMT Rate + 3.68%), 05/18/2167 ⁽²⁾		5,000,000		4,860,000
Bank of Montreal
1.50%, 07/18/2019		4,000,000		3,958,233
Bank of New York Mellon Corp
3.45%, 08/11/2023		5,345,000		5,317,816
Bank of New York Mellon Corp.
2.30%, 09/11/2019		2,000,000		1,990,318
2.66% (3 Month LIBOR USD + 0.63%), 05/16/2023 ⁽²⁾		6,000,000		5,809,192
Barclays Bank Plc
5.14%, 10/14/2020		765,000		783,866
7.63%, 11/21/2022		200,000		216,800
14.00% (3 Month LIBOR GBP + 13.40%), 12/15/2166 ⁽²⁾	GBP 4,000,000			5,630,719
Barclays Plc
3.68%, 01/10/2023	$	3,060,000		2,979,340
4.34% (3 Month LIBOR USD + 1.36%), 05/16/2024 ⁽²⁾		11,400,000		11,259,135
4.38%, 01/12/2026		2,670,000		2,589,996
3.25%, 01/17/2033	GBP 600,000			707,048
8.25% (5 Year Swap Rate USD + 6.71%), 12/15/2048 ⁽²⁾	$	19,765,000		19,937,944
6.50% (5 Year Swap Rate EUR + 5.88%), 06/15/2049 ⁽²⁾	EUR 6,300,000			7,534,048
8.00% (5 Year Swap Rate EUR + 6.75%), 12/15/2049 ⁽²⁾		4,500,000		5,755,991
7.25% (5 Year Swap Rate GBP + 6.46%), 03/15/2163 ⁽²⁾	GBP 14,083,000			18,954,321
BBVA Bancomer SA/Texas
4.38%, 04/10/2024 ⁽¹⁾	$	2,800,000		2,794,400
5.13% (5 Year CMT Rate + 2.65%), 01/18/2033 ⁽²⁾		5,400,000		4,907,250
Berkshire Hathaway Finance Corp.
1.30%, 08/15/2019		1,880,000		1,857,367
4.40%, 05/15/2042		1,000,000		1,017,805
4.20%, 08/15/2048		12,855,000		12,746,607
Berkshire Hathaway, Inc.
2.20%, 03/15/2021		10,840,000		10,626,089
BGC Partners, Inc.
5.38%, 07/24/2023		380,000		379,892
BNP Paribas SA
2.95%, 05/23/2022 ⁽¹⁾		1,920,000		1,858,309
3.80%, 01/10/2024 ⁽¹⁾		3,145,000		3,075,427
4.40%, 08/14/2028 ⁽¹⁾		1,400,000		1,373,114
7.00% (5 Year Swap Rate USD + 3.98%), 02/16/2164 ⁽¹⁾⁽²⁾		400,000		402,700
BOC Aviation Ltd.
3.00%, 03/30/2020 ⁽¹⁾		750,000		742,068
3.40% (3 Month LIBOR USD + 1.05%), 05/02/2021 ⁽¹⁾⁽²⁾		600,000		603,960
3.50% (3 Month LIBOR USD + 1.13%), 09/26/2023 ⁽¹⁾⁽²⁾		1,300,000		1,298,410
Boston Properties LP
5.63%, 11/15/2020		2,310,000		2,402,741
3.85%, 02/01/2023		3,245,000		3,258,191
3.20%, 01/15/2025		12,700,000		12,146,970
3.65%, 02/01/2026		415,000		401,844
2.75%, 10/01/2026		5,660,000		5,123,906
BPCE SA
3.00%, 05/22/2022 ⁽¹⁾		3,710,000		3,586,194
Brixmor Operating Partnership LP
3.36% (3 Month LIBOR USD + 1.05%), 02/01/2022 ⁽²⁾		4,860,000		4,860,615
3.88%, 08/15/2022		644,000		641,539
3.65%, 06/15/2024		3,624,000		3,491,510
3.85%, 02/01/2025		1,680,000		1,618,111
4.13%, 06/15/2026		2,980,000		2,887,805
3.90%, 03/15/2027		2,553,000		2,417,798
Brookfield Finance, Inc.
3.90%, 01/25/2028		276,000		262,194
4.70%, 09/20/2047		582,000		557,239
Capital One Bank USA NA
3.38%, 02/15/2023		7,443,000		7,240,097
Capital One Financial Corp.
3.30%, 10/30/2024		4,865,000		4,629,992
4.25%, 04/30/2025		2,880,000		2,866,975
3.80%, 01/31/2028		5,000,000		4,720,124
Carlyle Holdings Finance LLC
3.88%, 02/01/2023 ⁽¹⁾		428,000		426,832
CBL & Associates LP
5.95%, 12/15/2026		320,000		265,600
CBRE Services, Inc.
4.88%, 03/01/2026		445,000		453,597
CC Holdings GS V LLC / Crown Castle GS III Corp.
3.85%, 04/15/2023		5,630,000		5,591,404
CIT Group, Inc.
4.13%, 03/09/2021		198,000		198,643
5.25%, 03/07/2025		180,000		183,600
Citibank NA
3.05%, 05/01/2020		1,640,000		1,636,146
3.40%, 07/23/2021		5,520,000		5,518,504
Citigroup Inc
8.50%, 05/22/2019		7,000,000		7,248,713
Citigroup, Inc.
2.05%, 12/07/2018		3,000,000		2,997,270
2.55%, 04/08/2019		5,000,000		4,994,857
2.05%, 06/07/2019		2,200,000		2,189,198
2.50%, 07/29/2019		2,034,000		2,029,563
3.22% (90 Day Australian Bank Bill Swap Rate + 1.25%), 08/07/2019 ⁽²⁾	AUD 13,020,000			9,457,982
2.40%, 02/18/2020	$	2,260,000		2,237,897
3.14% (3 Month LIBOR USD + 0.72%), 01/24/2023 ⁽²⁾		4,000,000		3,923,124
2.88% (3 Month LIBOR USD + 0.95%), 07/24/2023 ⁽²⁾		4,525,000		4,376,628
3.75% (3 Month LIBOR USD + 1.43%), 09/01/2023 ⁽²⁾		3,473,000		3,555,073
3.20%, 10/21/2026		16,135,000		15,061,512
3.89% (3 Month LIBOR USD + 1.56%), 01/10/2028 ⁽²⁾		3,195,000		3,099,706
3.67% (3 Month LIBOR USD + 1.39%), 07/24/2028 ⁽²⁾		3,445,000		3,280,865
CNA Financial Corp.
5.88%, 08/15/2020		350,000		365,350
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands
4.38%, 08/04/2025		1,225,000		1,212,553
Cooperatieve Rabobank
6.63% (5 Year Swap Rate EUR + 6.70%), 06/29/2166 ⁽²⁾	EUR 5,200,000			6,698,134
Cooperatieve Rabobank UA
5.50% (5 Year Swap Rate EUR + 5.25%), 12/29/2167 ⁽²⁾		3,000,000		3,666,361
CPPIB Capital, Inc.
1.25%, 09/20/2019 ⁽¹⁾	$	7,400,000		7,290,317
Credit Agricole SA
3.25%, 10/04/2024 ⁽¹⁾		5,045,000		4,731,035
4.38%, 03/17/2025 ⁽¹⁾		1,717,000		1,679,212
4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033 ⁽¹⁾⁽²⁾		13,548,000		12,547,378
Credit Agricole SA/London
3.36% (3 Month LIBOR USD + 1.02%), 04/24/2023 ⁽¹⁾⁽²⁾		250,000		250,527
3.75%, 04/24/2023 ⁽¹⁾		250,000		245,191
Credit Suisse Group AG
3.00% (3 Month LIBOR USD + 1.20%), 12/14/2023 ⁽¹⁾⁽²⁾		2,490,000		2,375,377
7.25% (5 Year Swap Rate USD + 4.33%), 03/12/2166 ⁽¹⁾⁽²⁾		600,000		602,250
7.50% (5 Year Swap Rate USD + 4.60%), 07/17/2167 ⁽¹⁾⁽²⁾		1,400,000		1,440,250
Credit Suisse Group Funding Guernsey Ltd.
3.75%, 03/26/2025		5,500,000		5,302,510
Crown Castle International Corp
2.25%, 09/01/2021		670,000		643,537
Crown Castle International Corp.
3.40%, 02/15/2021		280,000		279,273
4.88%, 04/15/2022		5,721,000		5,901,944
5.25%, 01/15/2023		85,000		89,080
3.20%, 09/01/2024		3,639,000		3,460,881
4.45%, 02/15/2026		10,200,000		10,248,910
4.00%, 03/01/2027		1,461,000		1,414,682
3.65%, 09/01/2027		8,442,000		7,927,732
3.80%, 02/15/2028		3,220,000		3,051,970
CSCEC Finance Cayman II Ltd.
2.25%, 06/14/2019		1,900,000		1,881,348
CTR Partnership LP / CareTrust Capital Corp.
5.25%, 06/01/2025		194,000		189,150
DDR Corp.
3.63%, 02/01/2025		1,914,000		1,812,772
4.25%, 02/01/2026		2,500,000		2,440,385
4.70%, 06/01/2027		8,000,000		8,040,432
Deutsche Bank AG
0.18% (3 Month EURIBOR + 0.50%), 12/07/2020 ⁽²⁾	EUR 3,000,000			3,448,135
Deutsche Bank AG/New York NY
3.31% (3 Month LIBOR USD + 0.97%), 07/13/2020 ⁽²⁾	$	46,000		45,822
3.95%, 02/27/2023		100,000		97,083
Dexia Credit Local SA
2.25%, 02/18/2020 ⁽¹⁾		7,070,000		6,994,320
Digital Realty Trust LP
3.63%, 10/01/2022		4,000,000		3,970,882
4.75%, 10/01/2025		1,640,000		1,680,593
Discover Bank
2.60%, 11/13/2018		2,010,000		2,009,857
3.10%, 06/04/2020		2,000,000		1,987,336
Discover Financial Services
5.20%, 04/27/2022		3,670,000		3,798,259
3.95%, 11/06/2024		5,167,000		5,050,149
3.75%, 03/04/2025		11,762,000		11,206,763
4.10%, 02/09/2027		1,800,000		1,719,547
Doric Nimrod Air Finance Alpha Ltd. 2012-1 Class A Pass Through Trust
5.13%, 11/30/2022 ⁽¹⁾		4,114,046		4,174,717
EPR Properties
4.95%, 04/15/2028		414,000		406,577
Equinix, Inc.
2.88%, 02/01/2026	EUR 200,000			228,622
ERP Operating LP
3.50%, 03/01/2028	$	138,000		133,128
Essex Portfolio LP
3.88%, 05/01/2024		4,200,000		4,175,478
3.63%, 05/01/2027		2,785,000		2,653,903
Exela Intermediate LLC / Exela Finance, Inc.
10.00%, 07/15/2023 ⁽¹⁾		300,000		319,875
Fairfax Financial Holdings Ltd.
4.85%, 04/17/2028 ⁽¹⁾		196,000		193,685
Farmers Exchange Capital II
6.15% (3 Month LIBOR USD + 3.74%), 11/01/2053 ⁽¹⁾⁽²⁾		280,000		295,400
Farmers Exchange Capital III
5.45% (3 Month LIBOR USD + 3.45%), 10/15/2054 ⁽¹⁾⁽²⁾		4,000,000		3,944,651
Farmers Insurance Exchange
4.75% (3 Month LIBOR USD + 3.23%), 11/01/2057 ⁽¹⁾⁽²⁾		3,000,000		2,703,937
Fidelity National Financial, Inc.
4.50%, 08/15/2028 ⁽¹⁾		18,980,000		18,660,259
FirstRand Bank Ltd.
6.25% (5 Year Swap Rate USD + 3.56%), 04/23/2028 ⁽²⁾		5,000,000		4,988,300
Freedom Mortgage Corp.
8.25%, 04/15/2025 ⁽¹⁾		268,000		259,960
G4S International Finance Plc
1.50%, 01/09/2023	EUR 100,000			117,540
GE Capital International Funding Co.
2.34%, 11/15/2020	$	10,000,000		9,770,736
4.42%, 11/15/2035		3,300,000		3,092,980
Goldman Sachs Group, Inc.
2.55%, 10/23/2019		3,850,000		3,832,707
3.20%, 06/05/2020		5,640,000		5,654,928
2.63%, 04/25/2021		3,964,000		3,882,070
5.75%, 01/24/2022		2,190,000		2,329,542
3.00%, 04/26/2022		2,120,000		2,077,385
2.88% (3 Month LIBOR USD + 0.82%), 10/31/2022 ⁽²⁾		11,078,000		10,808,340
3.63%, 01/22/2023		5,055,000		5,034,962
2.91% (3 Month LIBOR USD + 1.05%), 06/05/2023 ⁽²⁾		1,920,000		1,857,221
3.85%, 07/08/2024		2,975,000		2,956,823
3.50%, 01/23/2025		2,622,000		2,538,740
3.75%, 05/22/2025		15,500,000		15,183,734
3.27% (3 Month LIBOR USD + 1.20%), 09/29/2025 ⁽²⁾		3,700,000		3,534,028
3.50%, 11/16/2026		5,660,000		5,368,512
3.69% (3 Month LIBOR USD + 1.51%), 06/05/2028 ⁽²⁾		6,585,000		6,264,153
3.81% (3 Month LIBOR USD + 1.16%), 04/23/2029 ⁽²⁾		4,100,000		3,908,470
4.22% (3 Month LIBOR USD + 1.30%), 05/01/2029 ⁽²⁾		2,500,000		2,462,321
Goodman U.S. Finance Three LLC
3.70%, 03/15/2028 ⁽¹⁾		463,000		432,516
Greystar Student Housing Growth & Income OP LP
4.60%, 12/01/2024		7,925,000		8,460,342
Growthpoint Properties International Pty Ltd.
5.87%, 05/02/2023 ⁽¹⁾		200,000		201,200
HCP, Inc.
3.75%, 02/01/2019		4,000,000		4,002,111
2.63%, 02/01/2020		5,635,000		5,586,539
4.00%, 12/01/2022		3,149,000		3,154,281
4.25%, 11/15/2023		678,000		679,761
4.20%, 03/01/2024		1,175,000		1,170,290
4.00%, 06/01/2025		4,375,000		4,293,313
Healthcare Realty Trust, Inc.
3.75%, 04/15/2023		1,356,000		1,326,031
3.63%, 01/15/2028		8,175,000		7,603,201
Healthcare Trust of America Holdings LP
2.95%, 07/01/2022		3,335,000		3,225,164
3.70%, 04/15/2023		3,425,000		3,357,372
Highwoods Realty LP
4.13%, 03/15/2028		4,875,000		4,740,466
Hospitality Properties Trust
3.95%, 01/15/2028		5,605,000		5,072,511
Host Hotels & Resorts LP
6.00%, 10/01/2021		2,963,000		3,121,665
5.25%, 03/15/2022		2,500,000		2,583,176
3.75%, 10/15/2023		2,175,000		2,121,982
4.50%, 02/01/2026		1,600,000		1,593,098
Howard Hughes Corp.
5.38%, 03/15/2025 ⁽¹⁾		2,182,000		2,154,812
HSBC Holdings Plc
2.92% (3 Month LIBOR USD + 0.60%), 05/18/2021 ⁽²⁾		1,200,000		1,202,324
2.95%, 05/25/2021		1,805,000		1,780,409
2.65%, 01/05/2022		1,340,000		1,300,200
3.26% (3 Month LIBOR USD + 1.06%), 03/13/2023 ⁽²⁾		1,585,000		1,552,686
3.32% (3 Month LIBOR USD + 1.00%), 05/18/2024 ⁽²⁾		600,000		598,935
3.95% (3 Month LIBOR USD + 0.99%), 05/18/2024 ⁽²⁾		8,015,000		7,960,621
4.29% (3 Month LIBOR USD + 1.35%), 09/12/2026 ⁽²⁾		10,000,000		9,888,317
4.58% (3 Month LIBOR USD + 1.53%), 06/19/2029 ⁽²⁾		3,200,000		3,203,576
6.38% (5 Year Mid Swap Rate USD + 4.37%), 03/29/2049 ⁽²⁾		1,500,000		1,486,875
5.88% (5 Year Swap Rate GBP + 4.28%), 03/28/2147 ⁽²⁾	GBP 1,800,000			2,351,998
6.25% (5 Year Mid Swap Rate USD + 3.45%), 09/23/2163 ⁽²⁾	$	1,000,000		996,250
6.50% (5 Year Mid Swap Rate USD + 3.61%), 09/23/2163 ⁽²⁾		1,620,000		1,563,300
ING Bank NV
5.80%, 09/25/2023 ⁽¹⁾		10,810,000		11,395,368
4.13% (5 Year Mid Swap Rate USD + 2.70%), 11/21/2023 ⁽²⁾		1,840,000		1,842,230
ING Groep NV
3.39% (3 Month LIBOR USD + 1.00%), 10/02/2023 ⁽²⁾		1,500,000		1,499,640
4.10%, 10/02/2023		2,200,000		2,198,184
4.55%, 10/02/2028		1,600,000		1,591,567
International Lease Finance Corp.
6.25%, 05/15/2019		1,500,000		1,529,198
8.25%, 12/15/2020		2,300,000		2,513,267
8.63%, 01/15/2022		2,150,000		2,443,180
Intesa Sanpaolo SpA
3.13%, 07/14/2022 ⁽¹⁾		4,955,000		4,607,525
5.02%, 06/26/2024 ⁽¹⁾		9,075,000		8,187,096
5.71%, 01/15/2026 ⁽¹⁾		555,000		506,091
3.88%, 01/12/2028 ⁽¹⁾		1,355,000		1,147,573
4.38%, 01/12/2048 ⁽¹⁾		1,645,000		1,241,852
7.00% (5 Year Swap Rate EUR + 6.88%), 01/19/2167 ⁽²⁾	EUR 200,000			238,465
Intrepid Aviation Group Holdings LLC / Intrepid Finance Co.
8.50%, 08/15/2021 ⁽¹⁾	$	200,000		201,000
iStar, Inc.
3.13%, 09/15/2022 ⁽¹⁾		5,160,000		5,016,222
5.25%, 09/15/2022		2,665,000		2,625,025
Jackson National Life Global Funding
1.88%, 10/15/2018 ⁽¹⁾		1,000,000		999,776
Jefferies Finance LLC / JFIN Co-Issuer Corp.
7.38%, 04/01/2020 ⁽¹⁾		16,495,000		16,763,044
7.25%, 08/15/2024 ⁽¹⁾		200,000		194,000
Jefferies Group LLC
4.85%, 01/15/2027		1,500,000		1,474,384
6.45%, 06/08/2027		3,660,000		3,962,948
6.25%, 01/15/2036		1,430,000		1,444,841
Jefferies Group LLC / Jefferies Group Capital Finance, Inc.
4.15%, 01/23/2030		7,180,000		6,447,499
JPMorgan Chase & Co.
2.75%, 06/23/2020		400,000		396,984
3.51% (3 Month LIBOR USD + 0.61%), 06/18/2022 ⁽²⁾		6,380,000		6,386,173
2.70%, 05/18/2023		1,850,000		1,779,068
3.57% (3 Month LIBOR USD + 1.23%), 10/24/2023 ⁽²⁾		5,580,000		5,691,174
3.80% (3 Month LIBOR USD + 0.89%), 07/23/2024 ⁽²⁾		545,000		544,571
3.22% (3 Month LIBOR USD + 1.16%), 03/01/2025 ⁽²⁾		3,000,000		2,906,216
3.90%, 07/15/2025		20,200,000		20,183,965
3.30%, 04/01/2026		5,825,000		5,582,353
2.95%, 10/01/2026		12,325,000		11,444,648
3.78% (3 Month LIBOR USD + 1.34%), 02/01/2028 ⁽²⁾		4,000,000		3,893,693
3.54% (3 Month LIBOR USD + 1.38%), 05/01/2028 ⁽²⁾		16,209,000		15,456,216
4.20% (3 Month LIBOR USD + 1.26%), 07/23/2029 ⁽²⁾		490,000		487,596
JPMorgan Chase Bank NA
2.59% (3 Month LIBOR USD + 0.25%), 02/13/2020 ⁽²⁾		10,500,000		10,505,678
2.60% (3 Month LIBOR USD + 0.28%), 02/01/2021 ⁽²⁾		11,055,000		10,964,601
3.09% (3 Month LIBOR USD + 0.35%), 04/26/2021 ⁽²⁾		9,000,000		8,975,412
Kasikornbank PCL/Cayman Islands
3.50%, 10/25/2019		1,000,000		999,319
Kennedy-Wilson, Inc.
5.88%, 04/01/2024		224,000		220,640
Kilroy Realty LP
3.80%, 01/15/2023		1,200,000		1,189,501
3.45%, 12/15/2024		1,845,000		1,763,990
4.38%, 10/01/2025		2,345,000		2,337,793
Kimco Realty Corp.
2.70%, 03/01/2024		5,600,000		5,214,133
3.30%, 02/01/2025		880,000		834,631
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
5.88%, 08/01/2021 ⁽¹⁾		1,025,000		1,039,094
5.25%, 10/01/2025 ⁽¹⁾		4,265,000		4,009,100
Lazard Group LLC
4.25%, 11/14/2020		1,030,000		1,045,672
Liberty Mutual Group, Inc.
4.85%, 08/01/2044 ⁽¹⁾		1,140,000		1,138,495
Liberty Property LP
4.13%, 06/15/2022		2,000,000		2,027,755
Lloyds Bank Plc
5.80%, 01/13/2020 ⁽¹⁾		2,000,000		2,062,167
2.83% (3 Month LIBOR USD + 0.49%), 05/07/2021 ⁽²⁾		800,000		802,787
3.30%, 05/07/2021		1,600,000		1,593,594
Lloyds Banking Group Plc
4.05%, 08/16/2023		2,000,000		1,984,835
2.91% (3 Month LIBOR USD + 0.81%), 11/07/2023 ⁽²⁾		4,140,000		3,948,963
4.50%, 11/04/2024		2,825,000		2,774,304
4.45%, 05/08/2025		4,265,000		4,268,423
4.58%, 12/10/2025		9,925,000		9,740,451
4.65%, 03/24/2026		8,450,000		8,299,136
4.38%, 03/22/2028		400,000		389,963
4.55%, 08/16/2028		1,800,000		1,774,308
3.57% (3 Month LIBOR USD + 1.21%), 11/07/2028 ⁽²⁾		420,000		384,556
7.00% (5 Year Swap Rate GBP + 5.06%), 06/27/2164 ⁽²⁾	GBP 23,420,000			30,990,214
7.63% (5 Year Swap Rate GBP + 5.01%), 06/27/2164 ⁽²⁾		1,900,000		2,677,687
7.88% (5 Year Swap Rate GBP + 4.83%), 06/27/2164 ⁽²⁾		900,000		1,335,198
6.38% (5 Year Swap Rate EUR + 5.29%), 09/27/2165 ⁽²⁾	EUR 4,881,000			5,992,938
Macquarie Bank Ltd.
2.60%, 06/24/2019 ⁽¹⁾	$	4,000,000		3,990,097
Marsh & McLennan Cos, Inc.
4.35%, 01/30/2047		515,000		491,433
Metropolitan Life Global Funding I
1.55%, 09/13/2019 ⁽¹⁾		6,965,000		6,878,559
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer, Inc.
5.63%, 05/01/2024		1,079,000		1,105,975
Mid-America Apartments LP
3.60%, 06/01/2027		1,400,000		1,333,212
Mitchells & Butlers Finance Plc
2.78% (3 Month LIBOR USD + 0.45%), 12/15/2030 ⁽²⁾		10,017,104		9,270,169
Mizuho Financial Group, Inc.
3.55%, 03/05/2023		4,915,000		4,859,441
3.33% (3 Month LIBOR USD + 1.00%), 09/11/2024 ⁽²⁾		12,100,000		12,154,293
3.92% (3 Month LIBOR USD + 1.00%), 09/11/2024 ⁽²⁾		13,400,000		13,314,212
Morgan Stanley
7.30%, 05/13/2019		9,000,000		9,239,758
5.63%, 09/23/2019		4,274,000		4,389,548
5.50%, 01/26/2020		4,000,000		4,119,437
3.12% (3 Month LIBOR USD + 0.80%), 02/14/2020 ⁽²⁾		3,825,000		3,834,024
3.28% (3 Month LIBOR USD + 0.93%), 07/22/2022 ⁽²⁾		1,000,000		1,008,596
4.88%, 11/01/2022		1,365,000		1,413,946
3.75%, 02/25/2023		6,845,000		6,842,057
3.88%, 04/29/2024		14,850,000		14,778,077
3.70%, 10/23/2024		12,765,000		12,564,415
5.00%, 11/24/2025		13,470,000		13,944,491
3.88%, 01/27/2026		15,660,000		15,385,546
3.13%, 07/27/2026		2,030,000		1,890,248
3.63%, 01/20/2027		5,690,000		5,460,541
3.95%, 04/23/2027		2,630,000		2,522,796
3.59% (3 Month LIBOR USD + 1.34%), 07/22/2028 ⁽²⁾		3,705,000		3,513,323
MPT Operating Partnership LP / MPT Finance Corp.
5.25%, 08/01/2026		40,000		39,800
5.00%, 10/15/2027		5,355,000		5,178,124
National Retail Properties, Inc.
4.30%, 10/15/2028		2,530,000		2,517,040
Nationwide Building Society
3.77% (3 Month LIBOR USD + 1.06%), 03/08/2024 ⁽¹⁾⁽²⁾		6,600,000		6,438,447
4.36% (3 Month LIBOR USD + 1.39%), 08/01/2024 ⁽¹⁾⁽²⁾		600,000		596,668
4.30% (3 Month LIBOR USD + 1.45%), 03/08/2029 ⁽¹⁾⁽²⁾		8,200,000		7,841,513
6.88% (5 Year Swap Rate GBP + 4.88%), 03/11/2049 ⁽²⁾	GBP 4,600,000			6,109,974
Nationwide Mutual Insurance Co.
4.62% (3 Month LIBOR USD + 2.29%), 12/15/2024 ⁽¹⁾⁽²⁾	$	1,790,000		1,790,025
Navient Corp.
5.50%, 01/15/2019		3,720,000		3,738,600
4.88%, 06/17/2019		8,250,000		8,307,750
8.00%, 03/25/2020		4,503,000		4,759,671
5.88%, 03/25/2021		9,593,000		9,816,037
6.63%, 07/26/2021		1,990,000		2,074,575
6.50%, 06/15/2022		242,000		251,378
New York Life Global Funding
1.55%, 11/02/2018 ⁽¹⁾		2,000,000		1,998,550
1.50%, 10/24/2019 ⁽¹⁾		7,230,000		7,129,023
1.70%, 09/14/2021 ⁽¹⁾		6,775,000		6,462,664
2.35%, 07/14/2026 ⁽¹⁾		1,000,000		906,079
3.00%, 01/10/2028 ⁽¹⁾		5,482,000		5,144,919
NTT Finance Corp.
1.90%, 07/21/2021		9,100,000		8,723,742
Nuveen Finance LLC
4.13%, 11/01/2024 ⁽¹⁾		4,775,000		4,720,554
Old Republic International Corp.
4.88%, 10/01/2024		335,000		344,565
3.88%, 08/26/2026		6,410,000		6,127,258
Omega Healthcare Investors, Inc.
4.50%, 01/15/2025		5,050,000		4,951,017
Oppenheimer Holdings, Inc.
6.75%, 07/01/2022		112,000		113,680
Physicians Realty LP
3.95%, 01/15/2028		177,000		165,128
PNC Bank NA
1.45%, 07/29/2019		2,000,000		1,978,667
PNC Financial Services Group, Inc./The
5.13%, 02/08/2020		2,000,000		2,051,288
Pricoa Global Funding I
3.45%, 09/01/2023 ⁽¹⁾		11,595,000		11,507,882
Principal Financial Group, Inc.
4.70% (3 Month LIBOR USD + 3.04%), 05/15/2055 ⁽²⁾		1,435,000		1,435,000
Prologis LP
3.75%, 11/01/2025		1,325,000		1,324,513
Protective Life Global Funding
2.70%, 11/25/2020 ⁽¹⁾		1,950,000		1,923,756
Provident Funding Associates LP / PFG Finance Corp.
6.38%, 06/15/2025 ⁽¹⁾		93,000		93,000
QNB Finance Ltd.
3.90% (3 Month LIBOR USD + 1.57%), 07/18/2021 ⁽²⁾		2,400,000		2,415,597
3.79% (3 Month LIBOR USD + 1.45%), 08/11/2021 ⁽²⁾		3,400,000		3,372,712
Quicken Loans, Inc.
5.75%, 05/01/2025 ⁽¹⁾		570,000		569,288
5.25%, 01/15/2028 ⁽¹⁾		2,815,000		2,614,431
Radiate Holdco LLC / Radiate Finance, Inc.
6.88%, 02/15/2023 ⁽¹⁾		220,000		211,750
Raymond James Financial, Inc.
5.63%, 04/01/2024		1,617,000		1,744,315
4.95%, 07/15/2046		6,830,000		6,929,772
Realty Income Corp.
3.25%, 10/15/2022		6,440,000		6,356,238
Reckson Operating Partnership LP
7.75%, 03/15/2020		1,398,000		1,476,385
Regency Centers LP
3.60%, 02/01/2027		4,271,000		4,052,561
4.13%, 03/15/2028		6,280,000		6,167,977
Reinsurance Group of America, Inc.
5.00%, 06/01/2021		500,000		518,710
4.70%, 09/15/2023		1,000,000		1,026,940
Retail Opportunity Investments Partnership LP
4.00%, 12/15/2024		895,000		839,838
Rio Oil Finance Trust Series 2014-1
9.25%, 07/06/2024		332,915		353,592
Rio Oil Finance Trust Series 2014-3
9.75%, 01/06/2027		264,204		283,121
Rio Oil Finance Trust Series 2018-1
8.20%, 04/06/2028 ⁽¹⁾		500,000		511,250
Royal Bank of Scotland Group Plc
6.13%, 12/15/2022		3,025,000		3,167,113
3.50% (3 Month LIBOR USD + 1.48%), 05/15/2023 ⁽²⁾		2,445,000		2,368,740
3.78% (3 Month LIBOR USD + 1.47%), 05/15/2023 ⁽²⁾		1,187,000		1,195,546
6.10%, 06/10/2023		4,035,000		4,201,085
3.88%, 09/12/2023		9,378,000		9,111,716
6.00%, 12/19/2023		10,255,000		10,684,369
5.13%, 05/28/2024		375,000		375,198
3.92% (3 Month LIBOR USD + 1.55%), 06/25/2024 ⁽²⁾		6,245,000		6,284,888
4.52% (3 Month LIBOR USD + 1.55%), 06/25/2024 ⁽²⁾		1,200,000		1,196,417
5.08% (3 Month LIBOR USD + 1.91%), 01/27/2030 ⁽²⁾		5,000,000		5,007,515
5.50%, 11/29/2049	EUR 3,410,000			3,999,165
7.50% (5 Year Swap Rate USD + 5.80%), 12/29/2049 ⁽²⁾	$	2,960,000		3,030,300
8.00% (5 Year Swap Rate USD + 5.72%), 12/29/2049 ⁽²⁾		5,451,000		5,774,680
8.63% (5 Year Swap Rate USD + 7.60%), 12/29/2049 ⁽²⁾		1,400,000		1,499,750
Santander Holdings USA, Inc.
3.70%, 03/28/2022		122,000		120,282
3.40%, 01/18/2023		184,000		177,406
4.40%, 07/13/2027		153,000		146,216
Santander UK Group Holdings Plc
2.88%, 10/16/2020		2,800,000		2,762,083
2.88%, 08/05/2021		11,450,000		11,142,968
3.57%, 01/10/2023		3,185,000		3,093,782
3.37% (3 Month LIBOR USD + 1.08%), 01/05/2024 ⁽²⁾		1,000,000		961,065
4.75%, 09/15/2025 ⁽¹⁾		1,025,000		999,085
3.82% (3 Month LIBOR USD + 1.40%), 11/03/2028 ⁽²⁾		4,690,000		4,294,521
7.38% (5 Year Swap Rate GBP + 5.54%), 09/24/2163 ⁽²⁾	GBP 5,047,000			6,902,277
6.75% (5 Year Swap Rate GBP + 5.79%), 06/24/2164 ⁽²⁾		5,500,000		7,378,210
Santander UK Plc

2.50%, 03/14/2019	$	3,000,000		2,998,140
2.35%, 09/10/2019		2,000,000		1,989,015
2.13%, 11/03/2020		370,000		359,977
2.94% (3 Month LIBOR USD + 0.62%), 06/01/2021 ⁽²⁾		400,000		402,497
3.40%, 06/01/2021		6,795,000		6,768,368
SBA Communications Corp.
4.00%, 10/01/2022		587,000		575,994
SBA Tower Trust
3.45%, 03/15/2023 ⁽¹⁾		600,000		591,339
Simon Property Group LP
2.50%, 09/01/2020		1,530,000		1,509,902
Sirius International Group Ltd.
4.60%, 11/01/2026 ⁽¹⁾		1,140,000		1,058,832
SL Green Operating Partnership LP
3.25%, 10/15/2022		6,000,000		5,818,020
SL Green Realty Corp.
4.50%, 12/01/2022		850,000		859,325
Societe Generale SA
4.25%, 04/14/2025 ⁽¹⁾		11,580,000		11,165,270
4.25%, 04/14/2025		5,550,000		5,351,231
4.75%, 11/24/2025 ⁽¹⁾		9,285,000		9,199,783
8.25% (5 Year Swap Rate USD + 6.39%), 09/29/2049 ⁽²⁾		2,300,000		2,314,490
6.75% (5 Year Swap Rate USD + 3.93%), 10/06/2163 ⁽¹⁾⁽²⁾		400,000		373,200
0.00%, 04/04/2164 ⁽¹⁴⁾		4,100,000		4,074,375
Springleaf Finance Corp.
5.25%, 12/15/2019		1,504,000		1,525,688
6.00%, 06/01/2020		290,000		297,975
8.25%, 12/15/2020		7,030,000		7,653,912
7.75%, 10/01/2021		4,360,000		4,712,070
6.13%, 05/15/2022		3,036,000		3,121,767
5.63%, 03/15/2023		3,700,000		3,686,125
6.88%, 03/15/2025		363,000		362,819
Standard Chartered Plc
0.00%, 01/20/2023		6,475,000		6,487,827
0.00%, 01/20/2023		7,295,000		7,287,574
Starwood Property Trust Inc
4.75%, 03/15/2025		222,000		212,589
Sunoco LP / Sunoco Finance Corp.
4.88%, 01/15/2023 ⁽¹⁾		204,000		201,960
Synchrony Financial
3.00%, 08/15/2019		1,335,000		1,332,307
4.50%, 07/23/2025		2,778,000		2,678,988
Teachers Insurance & Annuity Association of America
4.38% (3 Month LIBOR USD + 2.66%), 09/15/2054 ⁽¹⁾⁽²⁾		4,500,000		4,476,276
Thomson Reuters Corp.
3.35%, 05/15/2026		1,390,000		1,280,604
Trinity Acquisition Plc
3.50%, 09/15/2021		200,000		198,312
UBS AG/Stamford CT
2.38%, 08/14/2019		6,000,000		5,975,510
UBS Group Funding Jersey Ltd.
4.13%, 09/24/2025 ⁽¹⁾		875,000		869,125
UBS Group Funding Switzerland AG
3.49%, 05/23/2023 ⁽¹⁾		4,100,000		4,016,248
2.86% (3 Month LIBOR USD + 0.95%), 08/15/2023 ⁽¹⁾⁽²⁾		1,110,000		1,064,856
UDR, Inc.
3.70%, 10/01/2020		3,500,000		3,510,093
4.63%, 01/10/2022		21,000		21,494
UniCredit SpA
3.75%, 04/12/2022 ⁽¹⁾		2,920,000		2,791,438
4.63%, 04/12/2027 ⁽¹⁾		345,000		316,378
Unum Group
3.88%, 11/05/2025		4,925,000		4,746,384
Vanke Real Estate Hong Kong Co. Ltd.
3.95%, 12/23/2019		4,620,000		4,610,326
Ventas Realty LP
2.70%, 04/01/2020		6,000,000		5,947,536
3.25%, 10/15/2026		7,052,000		6,519,789
3.85%, 04/01/2027		1,485,000		1,430,508
4.40%, 01/15/2029		5,710,000		5,675,213
Vereit Operating Partnership LP
3.00%, 02/06/2019		800,000		799,916
4.60%, 02/06/2024		3,740,000		3,759,458
4.88%, 06/01/2026		4,800,000		4,841,459
3.95%, 08/15/2027		4,155,000		3,905,810
Voya Financial, Inc.
3.13%, 07/15/2024		2,680,000		2,527,691
WEA Finance LLC / Westfield UK & Europe Finance Plc
2.70%, 09/17/2019 ⁽¹⁾		7,709,000		7,689,677
Weingarten Realty Investors
3.25%, 08/15/2026		1,665,000		1,528,644
Wells Fargo & Co.
2.60%, 07/22/2020		310,000		306,680
2.63%, 07/22/2022		19,590,000		18,917,518
3.07%, 01/24/2023		8,345,000		8,142,653
3.55%, 09/29/2025		1,290,000		1,256,614
3.00%, 04/22/2026		10,757,000		10,005,101
3.00%, 10/23/2026		770,000		714,100
3.58% (3 Month LIBOR USD + 1.31%), 05/22/2028 ⁽²⁾		10,290,000		9,864,755
Wells Fargo Bank NA
2.15%, 12/06/2019		4,000,000		3,961,423
2.40%, 01/15/2020		15,000,000		14,881,255
2.85% (3 Month LIBOR USD + 0.50%), 07/23/2021 ⁽²⁾		1,200,000		1,202,892
3.33% (3 Month LIBOR USD + 0.49%), 07/23/2021 ⁽²⁾		11,800,000		11,785,784
Welltower, Inc.
4.13%, 04/01/2019		6,000,000		6,019,677
5.25%, 01/15/2022		950,000		990,502
3.95%, 09/01/2023		13,776,000		13,769,902
4.50%, 01/15/2024		650,000		660,539
4.00%, 06/01/2025		4,690,000		4,625,300
4.25%, 04/15/2028		321,000		317,810
WeWork Cos, Inc.
7.88%, 05/01/2025 ⁽¹⁾		264,000		256,740
Willis North America, Inc.
3.60%, 05/15/2024		12,215,000		11,866,468
WPC Eurobond BV
2.13%, 04/15/2027	EUR 400,000			459,197
Yanlord Land HK Co. Ltd.
6.75%, 04/23/2023	$	5,200,000		5,195,055
				2,008,590,419
Industrials - 2.22%
3M Co.
3.00%, 09/14/2021		4,260,000		4,252,431
Airbus Group Finance BV
2.70%, 04/17/2023 ⁽¹⁾		1,610,000		1,556,954
Amcor Finance USA, Inc.
3.63%, 04/28/2026 ⁽¹⁾		2,990,000		2,827,889
4.50%, 05/15/2028 ⁽¹⁾		4,100,000		4,065,880
AP Moller - Maersk A/S
2.88%, 09/28/2020 ⁽¹⁾		170,000		167,459
Arconic, Inc.
6.15%, 08/15/2020		2,730,000		2,832,375
5.87%, 02/23/2022		1,520,000		1,588,400
Ardagh Packaging Finance Plc / Ardagh Holdings USA, Inc.
4.25%, 09/15/2022 ⁽¹⁾		400,000		394,800
4.63%, 05/15/2023 ⁽¹⁾		1,315,000		1,303,494
7.25%, 05/15/2024 ⁽¹⁾		800,000		837,000
6.00%, 02/15/2025 ⁽¹⁾		1,200,000		1,178,400
Arrow Electronics, Inc.
3.50%, 04/01/2022		480,000		471,656
3.25%, 09/08/2024		131,000		123,788
4.00%, 04/01/2025		3,622,000		3,508,315
Associated Materials LLC / AMH New Finance Inc.
9.00%, 01/01/2024 ⁽¹⁾		1,400,000		1,456,000
Autoridad del Canal de Panama
4.95%, 07/29/2035 ⁽¹⁾		200,000		206,500
Aviation Capital Group Corp.
2.88%, 01/20/2022 ⁽¹⁾		7,943,000		7,692,655
4.88%, 10/01/2025 ⁽¹⁾		2,789,000		2,837,068
Avnet, Inc.
3.75%, 12/01/2021		2,210,000		2,203,398
4.88%, 12/01/2022		5,855,000		6,006,113
4.63%, 04/15/2026		12,420,000		12,332,436
Avolon Holdings Funding Ltd.
5.50%, 01/15/2023 ⁽¹⁾		1,830,000		1,857,450
5.13%, 10/01/2023 ⁽¹⁾		8,850,000		8,927,437
BAE Systems Holdings, Inc.
6.38%, 06/01/2019 ⁽¹⁾		9,333,000		9,536,470
Ball Corp.
4.38%, 12/15/2020		752,000		761,400
4.00%, 11/15/2023		750,000		732,187
Berry Global, Inc.
4.50%, 02/15/2026 ⁽¹⁾		1,992,000		1,892,400
Boral Finance Pty Ltd.
3.00%, 11/01/2022 ⁽¹⁾		2,444,000		2,351,280
3.75%, 05/01/2028 ⁽¹⁾		3,520,000		3,278,013
Brambles USA, Inc.
4.13%, 10/23/2025 ⁽¹⁾		280,000		276,762
Canadian Pacific Railway Co.
4.50%, 01/15/2022		110,000		113,252
Caterpillar Financial Services Corp.
2.95%, 05/15/2020		8,590,000		8,586,633
3.15%, 09/07/2021		3,615,000		3,608,818
Caterpillar, Inc.
3.90%, 05/27/2021		3,110,000		3,166,539
CCCI Treasure Ltd.
3.50% (5 Year CMT Rate + 7.19%), 12/29/2049 ⁽²⁾		200,000		197,531
Clean Harbors, Inc.
5.13%, 06/01/2021		930,000		932,325
CRCC Yupeng Ltd.
3.95% (5 Year CMT Rate + 7.25%), 02/28/2049 ⁽²⁾		200,000		199,646
Crown Americas LLC / Crown Americas Capital Corp. V
4.25%, 09/30/2026		845,000		773,175
DAE Funding LLC
4.00%, 08/01/2020 ⁽¹⁾		2,790,000		2,758,612
4.50%, 08/01/2022 ⁽¹⁾		230,000		224,250
5.00%, 08/01/2024 ⁽¹⁾		9,036,000		8,843,985
Eastern Creation Investment Holdings Ltd.
3.63%, 03/20/2019		200,000		199,662
Embraer Netherlands Finance BV
5.40%, 02/01/2027		7,085,000		7,226,700
Embraer Overseas Ltd.
5.70%, 09/16/2023 ⁽¹⁾		3,575,000		3,700,125
Flex Ltd.
4.63%, 02/15/2020		280,000		283,645
Fortress Transportation & Infrastructure Investors LLC
6.75%, 03/15/2022 ⁽¹⁾		3,400,000		3,485,000
6.50%, 10/01/2025 ⁽¹⁾		2,000,000		1,985,900
GATX Corp.
4.85%, 06/01/2021		220,000		226,628
General Dynamics Corp.
3.00%, 05/11/2021		10,865,000		10,804,917
General Electric Co.
5.00% (3 Month LIBOR USD + 3.33%), 12/29/2049 ⁽²⁾		3,814,000		3,718,173
Graphic Packaging International LLC
4.88%, 11/15/2022		400,000		402,000
4.13%, 08/15/2024		619,000		603,383
Greenbrier Cos, Inc.
2.88%, 02/01/2024		1,798,000		2,126,210
Harris Corp.
2.82% (3 Month LIBOR USD + 0.48%), 04/30/2020 ⁽²⁾		100,000		99,974
Heathrow Funding Ltd.
4.88%, 07/15/2021 ⁽¹⁾		6,620,000		6,864,841
ICTSI Treasury BV
5.88%, 09/17/2025		5,000,000		5,173,390
Itron, Inc.
5.00%, 01/15/2026 ⁽¹⁾		800,000		768,000
Jabil, Inc.
4.70%, 09/15/2022		3,685,000		3,746,539
John Deere Capital Corp.
2.55%, 01/08/2021		3,340,000		3,295,956
Keysight Technologies, Inc.
4.55%, 10/30/2024		2,564,000		2,590,344
4.60%, 04/06/2027		4,945,000		4,942,879
Komatsu Finance America, Inc.
2.44%, 09/11/2022		860,000		822,223
L3 Technologies, Inc.
4.40%, 06/15/2028		7,324,000		7,298,563
Lockheed Martin Corp.
2.90%, 03/01/2025		5,635,000		5,385,001
Martin Marietta Materials, Inc.
4.25%, 07/02/2024		265,000		266,513
Masco Corp.
3.50%, 04/01/2021		6,563,000		6,559,083
Multi-Color Corp.
4.88%, 11/01/2025 ⁽¹⁾		800,000		748,000
Norfolk Southern Co.
3.25%, 12/01/2021		160,000		159,511
Norfolk Southern Corp.
3.00%, 04/01/2022		480,000		472,216
Northrop Grumman Corp.
3.20%, 02/01/2027		2,000,000		1,885,191
3.25%, 01/15/2028		3,730,000		3,507,439
OI European Group BV
4.00%, 03/15/2023 ⁽¹⁾		577,000		548,150
Owens Corning
4.20%, 12/15/2022		35,000		35,072
4.20%, 12/01/2024		1,347,000		1,333,720
Park Aerospace Holdings Ltd.
3.63%, 03/15/2021 ⁽¹⁾		261,000		254,444
5.25%, 08/15/2022 ⁽¹⁾		5,514,000		5,569,140
4.50%, 03/15/2023 ⁽¹⁾		465,000		453,956
5.50%, 02/15/2024 ⁽¹⁾		3,667,000		3,754,091
Pelabuhan Indonesia III Persero PT
4.50%, 05/02/2023 ⁽¹⁾		400,000		398,964
Penske Truck Leasing Co. Lp / PTL Finance Corp.
3.20%, 07/15/2020 ⁽¹⁾		200,000		198,949
3.38%, 02/01/2022 ⁽¹⁾		2,995,000		2,952,628
4.88%, 07/11/2022 ⁽¹⁾		8,116,000		8,364,046
2.70%, 03/14/2023 ⁽¹⁾		594,000		561,531
Republic Services, Inc.
2.90%, 07/01/2026		3,000,000		2,789,548
Reynolds Group Issuer, Inc.
5.75%, 10/15/2020		2,078,736		2,083,933
5.84% (3 Month LIBOR USD + 3.50%), 07/15/2021 ⁽¹⁾⁽²⁾		1,200,000		1,216,500
Ryder System, Inc.
2.88%, 09/01/2020		110,000		109,213
3.45%, 11/15/2021		2,680,000		2,668,038
SBA Tower Trust
2.90%, 10/15/2019 ⁽¹⁾		1,650,000		1,646,721
2.88%, 07/09/2021 ⁽¹⁾		3,000,000		2,950,062
3.17%, 04/11/2022 ⁽¹⁾		2,825,000		2,770,416
3.87%, 10/08/2024 ⁽¹⁾		10,376,000		10,348,508
Sealed Air Corp.
5.25%, 04/01/2023 ⁽¹⁾		1,000,000		1,017,500
5.50%, 09/15/2025 ⁽¹⁾		1,545,000		1,577,831
SMBC Aviation Capital Finance DAC
4.13%, 07/15/2023 ⁽¹⁾		13,215,000		13,229,018
Spirit AeroSystems, Inc.
3.13% (3 Month LIBOR USD + 0.80%), 06/15/2021 ⁽²⁾		3,080,000		3,086,658
Textron, Inc.
2.89% (3 Month LIBOR USD + 0.55%), 11/10/2020 ⁽²⁾		830,000		829,231
Triumph Group, Inc.
4.88%, 04/01/2021		1,208,000		1,165,720
5.25%, 06/01/2022		482,000		454,285
Tutor Perini Corp.
2.88%, 06/15/2021		4,060,000		4,141,200
Union Pacific Corp.
3.95%, 09/10/2028		4,640,000		4,649,600
United Technologies Co.
3.10%, 06/01/2022		2,915,000		2,869,822
4.50%, 06/01/2042		2,250,000		2,224,096
United Technologies Corp.
1.90%, 05/04/2020		5,360,000		5,251,853
2.97% (3 Month LIBOR USD + 0.65%), 08/16/2021 ⁽²⁾		820,000		822,180
3.35%, 08/16/2021		11,052,000		11,036,102
3.65%, 08/16/2023		2,276,000		2,264,684
3.95%, 08/16/2025		358,000		355,728
4.13%, 11/16/2028		1,200,000		1,191,926
4.45%, 11/16/2038		196,000		194,390
4.63%, 11/16/2048		2,553,000		2,553,162
Votorantim Cimentos SA
7.25%, 04/05/2041 ⁽¹⁾		10,431,000		10,339,729
WestRock Co.
3.00%, 09/15/2024 ⁽¹⁾		4,000,000		3,780,283
				330,251,810
Real Estate - 0.11%
Alexandria Real Estate Equities, Inc.
2.75%, 01/15/2020		1,827,000		1,810,396
4.60%, 04/01/2022		4,407,000		4,522,626
3.95%, 01/15/2027		3,440,000		3,315,782
4.50%, 07/30/2029		636,000		632,967
Digital Realty Trust LP
5.88%, 02/01/2020		4,240,000		4,348,419
Jones Lang LaSalle, Inc.
4.40%, 11/15/2022		1,270,000		1,288,368
Store Capital Corp.
4.50%, 03/15/2028		128,000		124,835
				16,043,393
Technology - 1.80%
Activision Blizzard, Inc.
2.60%, 06/15/2022		4,300,000		4,163,953
Analog Devices, Inc.
2.85%, 03/12/2020		3,925,000		3,902,788
Apple, Inc.
1.55%, 02/08/2019		4,655,000		4,640,659
2.10%, 05/06/2019		2,030,000		2,024,870
1.10%, 08/02/2019		2,245,000		2,216,027
1.90%, 02/07/2020		10,195,000		10,074,527
1.55%, 08/04/2021		11,090,000		10,637,323
2.40%, 05/03/2023		2,780,000		2,672,047
3.00%, 02/09/2024		1,420,000		1,391,722
3.20%, 05/13/2025		1,980,000		1,941,153
4.65%, 02/23/2046		1,250,000		1,348,184
Baidu, Inc.
3.88%, 09/29/2023		11,855,000		11,724,595
4.38%, 03/29/2028		1,850,000		1,822,681
BMC Software Finance, Inc.
8.13%, 07/15/2021 ⁽¹⁾		5,068,000		5,180,003
Broadcom Corp. / Broadcom Cayman Finance Ltd.
2.38%, 01/15/2020		10,514,000		10,390,645
2.20%, 01/15/2021		115,000		111,420
3.00%, 01/15/2022		13,036,000		12,698,078
3.63%, 01/15/2024		19,646,000		19,052,577
3.13%, 01/15/2025		1,155,000		1,072,609
3.88%, 01/15/2027		11,610,000		10,949,518
Cadence Design Systems, Inc.
4.38%, 10/15/2024		3,153,000		3,174,235
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025 ⁽¹⁾		780,000		774,150
Dell International LLC / EMC Corp.
3.48%, 06/01/2019 ⁽¹⁾		10,545,000		10,571,810
4.42%, 06/15/2021 ⁽¹⁾		3,045,000		3,090,112
6.02%, 06/15/2026		4,100,000		4,366,280
Diamond 1 Finance Co. / Diamond 2 Finance Co.
6.02%, 06/15/2026 ⁽¹⁾		6,790,000		7,230,985
EMC Corp.
2.65%, 06/01/2020		6,718,000		6,595,542
First Data Corp.
5.00%, 01/15/2024 ⁽¹⁾		845,000		849,859
Intel Corp.
1.70%, 05/19/2021		2,215,000		2,139,606
3.30%, 10/01/2021		4,055,000		4,079,330
2.70%, 12/15/2022		8,055,000		7,879,004
International Business Machines Co.
2.25%, 02/19/2021		10,858,000		10,638,437
InterXion Holding NV
4.75%, 06/15/2025 ⁽¹⁾	EUR 100,000			121,713
IQVIA, Inc.
2.88%, 09/15/2025 ⁽¹⁾		100,000		114,375
5.00%, 10/15/2026 ⁽¹⁾	$	1,350,000		1,322,325
Microchip Technology, Inc.
3.92%, 06/01/2021 ⁽¹⁾		7,615,000		7,569,859
4.33%, 06/01/2023 ⁽¹⁾		15,130,000		15,032,761
Microsoft Corp.
1.10%, 08/08/2019		8,930,000		8,815,677
1.85%, 02/06/2020		400,000		395,137
1.85%, 02/12/2020		6,280,000		6,199,895
MSCI, Inc.
4.75%, 08/01/2026 ⁽¹⁾		180,000		178,650
NetApp, Inc.
3.38%, 06/15/2021		490,000		488,184
3.30%, 09/29/2024		152,000		145,101
Nuance Communications, Inc.
1.00%, 12/15/2035		5,850,000		5,504,318
NXP BV / NXP Funding LLC
4.13%, 06/15/2020 ⁽¹⁾		459,000		461,295
4.13%, 06/01/2021 ⁽¹⁾		2,828,000		2,837,191
3.88%, 09/01/2022 ⁽¹⁾		3,395,000		3,361,050
Oracle Co.
2.80%, 07/08/2021		10,685,000		10,603,222
Oracle Corp.
1.90%, 09/15/2021		15,010,000		14,485,446
3.25%, 11/15/2027		1,980,000		1,904,840
Rovi Corp.
0.50%, 03/01/2020		930,000		883,715
Seagate HDD Cayman
4.75%, 01/01/2025		3,297,000		3,159,929
4.88%, 06/01/2027		855,000		799,562
5.75%, 12/01/2034		1,022,000		924,319
VMware, Inc.
2.30%, 08/21/2020		1,430,000		1,401,787
2.95%, 08/21/2022		940,000		904,597
3.90%, 08/21/2027		160,000		151,280
Western Digital Corp.
4.75%, 02/15/2026		872,000		843,289
				268,014,246
Utilities - 1.97%
AEP Texas, Inc.
3.85%, 10/01/2025 ⁽¹⁾		1,500,000		1,489,664
AEP Transmission Co. LLC
3.10%, 12/01/2026		1,575,000		1,497,390
American Electric Power Co., Inc.
2.15%, 11/13/2020		330,000		322,951
2.95%, 12/15/2022		400,000		390,929
American Water Capital Corp.
4.20%, 09/01/2048		1,425,000		1,398,447
Ausgrid Finance Pty Ltd.
3.85%, 05/01/2023 ⁽¹⁾		9,410,000		9,348,460
4.35%, 08/01/2028 ⁽¹⁾		1,725,000		1,714,694
Baltimore Gas & Electric Co.
2.80%, 08/15/2022		170,000		165,412
Black Hills Corp.
2.50%, 01/11/2019		1,555,000		1,553,219
4.35%, 05/01/2033		6,250,000		6,117,291
British Transco International Finance BV
0.00%, 11/04/2021		400,000		355,034
Chugoku Electric Power Co., Inc.
2.70%, 03/16/2020		900,000		890,510
Cleco Power LLC
6.00%, 12/01/2040		1,000,000		1,145,422
Dominion Energy, Inc.
1.88%, 12/15/2018 ⁽¹⁾		4,500,000		4,492,528
Duke Energy Carolinas LLC
4.25%, 12/15/2041		1,650,000		1,650,141
3.88%, 03/15/2046		2,750,000		2,549,982
3.70%, 12/01/2047		2,500,000		2,271,125
Duke Energy Corp.
2.82% (3 Month LIBOR USD + 0.50%), 05/14/2021 ^(1)(2)(14)		546,000		547,431
3.55%, 09/15/2021		2,185,000		2,190,244
3.05%, 08/15/2022		2,060,000		2,017,909
2.65%, 09/01/2026		1,465,000		1,323,888
Duke Energy Progress LLC
3.25%, 08/15/2025		2,613,000		2,538,562
3.70%, 09/01/2028		4,050,000		4,014,847
4.10%, 03/15/2043		900,000		881,965
4.20%, 08/15/2045		1,000,000		988,776
Duquesne Light Holdings, Inc.
6.40%, 09/15/2020 ⁽¹⁾		400,000		418,766
5.90%, 12/01/2021 ⁽¹⁾		1,500,000		1,574,181
Emera US Finance LP
2.70%, 06/15/2021		170,000		165,017
Enel Americas SA
4.00%, 10/25/2026		2,600,000		2,468,700
Enel Chile SA
4.88%, 06/12/2028		3,820,000		3,853,998
Enel Finance International NV
2.75%, 04/06/2023 ⁽¹⁾		8,060,000		7,530,202
3.63%, 05/25/2027 ⁽¹⁾		3,175,000		2,874,189
Entergy Corp.
5.13%, 09/15/2020		2,852,000		2,926,906
4.00%, 07/15/2022		925,000		935,722
Entergy Texas, Inc.
7.13%, 02/01/2019		4,000,000		4,053,671
Eskom Holdings SOC Ltd.
6.35%, 08/10/2028 ⁽¹⁾		8,275,000		8,240,642
Eversource Energy
2.75%, 03/15/2022		2,634,000		2,577,592
Exelon Corp.
2.85%, 06/15/2020		2,975,000		2,948,728
FirstEnergy Corp.
2.85%, 07/15/2022		2,075,000		2,005,534
3.90%, 07/15/2027		14,910,000		14,496,407
FirstEnergy Transmission LLC
4.35%, 01/15/2025 ⁽¹⁾		7,535,000		7,620,586
Indiana Michigan Power Co.
3.20%, 03/15/2023		3,000,000		2,952,803
Infraestructura Energetica Nova SAB de CV
3.75%, 01/14/2028 ⁽¹⁾		1,685,000		1,518,607
4.88%, 01/14/2048 ⁽¹⁾		1,045,000		905,231
IPALCO Enterprises, Inc.
3.45%, 07/15/2020		280,000		278,673
ITC Holdings Corp.
2.70%, 11/15/2022		610,000		585,006
4.05%, 07/01/2023		3,812,000		3,808,129
3.25%, 06/30/2026		2,000,000		1,887,189
Jersey Central Power & Light Co.
4.70%, 04/01/2024 ⁽¹⁾		150,000		155,482
4.30%, 01/15/2026 ⁽¹⁾		1,000,000		1,001,974
Kansas City Power & Light Co.
3.65%, 08/15/2025		3,550,000		3,489,745
KazMunayGas National Co. JSC
4.75%, 04/19/2027		4,600,000		4,608,648
KeySpan Gas East Corp.
2.74%, 08/15/2026 ⁽¹⁾		4,500,000		4,139,138
LG&E & KU Energy LLC
4.38%, 10/01/2021		500,000		509,692
Metropolitan Edison Co.
4.00%, 04/15/2025 ⁽¹⁾		4,000,000		3,959,598
MidAmerican Energy Co.
4.25%, 05/01/2046		949,000		952,929
NextEra Energy Capital Holdings, Inc.
2.40%, 09/15/2019		793,000		788,679
3.34%, 09/01/2020		3,400,000		3,406,892
2.82% (3 Month LIBOR USD + 0.48%), 05/04/2021 ⁽²⁾		7,000,000		7,019,431
2.86% (3 Month LIBOR USD + 0.55%), 08/28/2021 ⁽²⁾		9,000,000		8,997,668
NextEra Energy Operating Partners LP
4.25%, 09/15/2024 ⁽¹⁾		700,000		686,000
4.50%, 09/15/2027 ⁽¹⁾		809,000		774,618
NiSource, Inc.
2.65%, 11/17/2022		750,000		715,619
Northern States Power Co./MN
4.00%, 08/15/2045		1,000,000		979,212
3.60%, 09/15/2047		1,800,000		1,631,127
NRG Energy, Inc.
7.25%, 05/15/2026		950,000		1,033,762
5.75%, 01/15/2028 ⁽¹⁾		230,000		232,300
Origin Energy Finance Ltd.
3.50%, 10/09/2018 ⁽¹⁾		1,160,000		1,159,977
Pennsylvania Electric Co.
5.20%, 04/01/2020		780,000		797,845
Perusahaan Gas Negara Persero Tbk
5.13%, 05/16/2024		3,000,000		3,019,338
Perusahaan Gas Negara Persero Tbk PT
5.13%, 05/16/2024		2,100,000		2,113,537
Perusahaan Listrik Negara PT
5.45%, 05/21/2028 ⁽¹⁾		4,400,000		4,517,590
PPL WEM Ltd. / Western Power Distribution Ltd.
5.38%, 05/01/2021 ⁽¹⁾		2,615,000		2,708,796
Progress Energy, Inc.
4.40%, 01/15/2021		700,000		713,478
Public Service Co. of New Mexico
3.85%, 08/01/2025		2,000,000		1,981,456
Public Service Enterprise Group, Inc.
2.00%, 11/15/2021		600,000		571,357
Puget Energy, Inc.
6.50%, 12/15/2020		2,903,000		3,075,693
Rockies Express Pipeline LLC
6.00%, 01/15/2019 ⁽¹⁾		1,249,000		1,256,806
Rockpoint Gas Storage Canada Ltd.
7.00%, 03/31/2023 ⁽¹⁾		30,000		30,450
Ruby Pipeline LLC
6.00%, 04/01/2022 ⁽¹⁾		4,469,697		4,591,967
Sempra Energy
3.25%, 06/15/2027		8,634,000		8,044,235
3.40%, 02/01/2028		4,707,000		4,403,308
3.80%, 02/01/2038		5,345,000		4,815,448
4.00%, 02/01/2048		760,000		676,525
SEMPRA ENERGY
2.40%, 03/15/2020		3,592,000		3,543,155
South Carolina Electric & Gas Co.
4.25%, 08/15/2028		5,000,000		4,976,897
Southern Co.
2.80% (3 Month LIBOR USD + 0.49%), 02/14/2020 ⁽¹⁾⁽²⁾		11,500,000		11,500,260
2.35%, 07/01/2021		1,425,000		1,381,676
3.25%, 07/01/2026		8,000,000		7,457,945
Southern Co. Gas Capital Corp.
3.50%, 09/15/2021		3,250,000		3,241,180
4.40%, 05/30/2047		1,915,000		1,820,946
Southern Power Co.
2.89% (3 Month LIBOR USD + 0.55%), 12/20/2020 ⁽¹⁾⁽²⁾		600,000		600,129
Southwestern Electric Power Co.
4.10%, 09/15/2028		10,000,000		9,995,504
Spire, Inc.
3.54%, 02/27/2024		5,000,000		4,859,823
State Grid Overseas Investment 2014 Ltd.
4.13%, 05/07/2024		4,300,000		4,350,173
State Grid Overseas Investment 2016 Ltd.
2.75%, 05/04/2022 ⁽¹⁾		3,700,000		3,576,473
3.75%, 05/02/2023 ⁽¹⁾		4,235,000		4,220,474
Tucson Electric Power Co.
5.15%, 11/15/2021		2,515,000		2,596,670
3.05%, 03/15/2025		3,000,000		2,850,769
Vistra Operations Co. LLC
5.50%, 09/01/2026 ⁽¹⁾		2,730,000		2,760,713
WEC Energy Group, Inc.
3.38%, 06/15/2021		5,175,000		5,176,397
				292,952,804
Total Corporate Bonds (Cost $5,588,870,489)			$	5,524,837,276

Government Related - 25.03%
Abu Dhabi Government International Bond
2.50%, 10/11/2022 ⁽¹⁾		2,400,000		2,309,040
3.13%, 10/11/2027 ⁽¹⁾		2,400,000		2,268,000
4.13%, 10/11/2047 ⁽¹⁾		1,900,000		1,814,500
Africa Finance Corp.
3.88%, 04/13/2024 ⁽¹⁾		1,085,000		1,032,594
Argentina Bocon
30.13% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 0.00%), 10/04/2022 ⁽²⁾	ARS 3,900,000			158,277
Argentina Bonar Bonds
45.24% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 2.50%), 03/11/2019 ⁽²⁾		1,300,000		31,724
45.38% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.25%), 03/01/2020 ⁽²⁾		3,000,000		73,457
37.72% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 2.00%), 04/03/2022 ⁽²⁾		163,749,000		3,771,363
Argentina POM Politica Monetaria
43.08% (Argentina Blended Historical Policy Rate), 06/21/2020 ⁽²⁾		141,745,000		4,066,348
Argentine Republic Government International Bond
6.25%, 04/22/2019	$	150,000		150,000
3.88%, 01/15/2022	EUR 16,200,000			16,978,504
5.63%, 01/26/2022	$	445,000		401,390
4.63%, 01/11/2023		9,507,000		8,024,003
3.38%, 01/15/2023	EUR 600,000			595,500
7.50%, 04/22/2026	$	150,000		133,500
5.00%, 01/15/2027	EUR 1,900,000			1,766,449
6.88%, 01/26/2027	$	300,000		255,000
5.88%, 01/11/2028		4,165,000		3,298,680
5.25%, 01/15/2028	EUR 500,000			461,889
7.82%, 12/31/2033		220,177		243,238
7.13%, 07/06/2036	$	200,000		159,500
2.26%, 12/31/2038 ⁽³⁾	EUR 179,000			122,362
2.50%, 12/31/2038 ⁽³⁾	$	8,856,000		5,207,328
6.25%, 11/09/2047	EUR 200,000			176,809
6.88%, 01/11/2048	$	1,600,000		1,232,000
Autonomous Community of Catalonia
4.95%, 02/11/2020	EUR 50,000			60,838
4.90%, 09/15/2021		50,000		62,294
Bahamas Government International Bond
6.00%, 11/21/2028 ⁽¹⁾	$	7,980,000		8,119,650
Bay Area Toll Authority
6.26%, 04/01/2049		650,000		886,795
Bermuda Government International Bond
5.60%, 07/20/2020 ⁽¹⁾		490,000		507,998
4.14%, 01/03/2023 ⁽¹⁾		3,244,000		3,287,470
4.85%, 02/06/2024 ⁽¹⁾		815,000		848,056
3.72%, 01/25/2027		2,310,000		2,196,325
City of Houston TX Combined Utility System Revenue
3.83%, 05/15/2028		2,540,000		2,547,976
City of New York NY
3.55%, 12/01/2028		3,645,000		3,548,918
6.27%, 12/01/2037		800,000		1,008,568
Colombia Government International Bond
4.00%, 02/26/2024		9,540,000		9,540,000
Colombian TES
10.00%, 07/24/2024	COP 21,346,100,000			8,480,414
7.50%, 08/26/2026		28,854,400,000		10,209,508
Commonwealth of Puerto Rico
5.00%, 07/01/2021 ⁽¹²⁾	$	240,000		138,600
4.13%, 07/01/2022 ⁽¹²⁾		100,000		57,750
5.70%, 07/01/2023 ⁽¹²⁾		170,000		100,300
5.25%, 07/01/2026 ⁽¹²⁾		200,000		118,000
5.00%, 07/01/2028 ⁽¹²⁾		20,000		11,800
5.13%, 07/01/2028 ⁽¹²⁾		30,000		17,700
5.38%, 07/01/2030 ⁽¹²⁾		165,000		95,288
5.13%, 07/01/2031 ⁽¹²⁾		2,590,000		1,528,100
5.50%, 07/01/2032 ⁽¹²⁾		1,610,000		949,900
8.00%, 07/01/2035 ⁽¹²⁾		800,000		463,000
5.13%, 07/01/2037 ⁽¹²⁾		190,000		109,725
5.25%, 07/01/2037 ⁽¹²⁾		100,000		59,000
5.75%, 07/01/2038 ⁽¹²⁾		80,000		47,200
6.00%, 07/01/2038 ⁽¹²⁾		610,000		359,900
5.50%, 07/01/2039 ⁽¹²⁾		520,000		300,300
6.00%, 07/01/2039 ⁽¹²⁾		55,000		32,450
6.50%, 07/01/2040 ⁽¹²⁾		30,000		17,325
5.00%, 07/01/2041 ⁽¹²⁾		395,000		228,112
5.75%, 07/01/2041 ⁽¹²⁾		100,000		57,750
East Bay Municipal Utility District Water System Revenue
5.87%, 06/01/2040		985,000		1,224,030
European Investment Bank
1.75%, 06/17/2019		2,850,000		2,832,785
2.38%, 05/13/2021		20,185,000		19,879,737
Hellenic Republic Government Bond
4.75%, 04/17/2019 ⁽¹⁾	EUR 9,230,000			10,907,912
Indonesia Government International Bond
3.70%, 01/08/2022 ⁽¹⁾	$	5,010,000		4,978,983
3.75%, 04/25/2022 ⁽¹⁾		4,495,000		4,458,321
2.95%, 01/11/2023		1,895,000		1,810,011
4.13%, 01/15/2025		5,495,000		5,404,717
Inter-American Development Bank
2.63%, 04/19/2021		20,000,000		19,816,940
International Bank for Reconstruction & Development
2.75%, 07/23/2021		20,000,000		19,875,040
Israel Government Bond - Fixed
3.75%, 03/31/2047	ILS 12,000,000			3,682,575
Los Angeles Department of Water
6.01%, 07/01/2039	$	675,000		814,988
Massachusetts Educational Financing Authority
3.85%, 04/25/2033		5,305,000		5,258,263
Metropolitan Transportation Authority
7.34%, 11/15/2039		475,000		677,398
Metropolitan Water District of Southern California
6.54%, 07/01/2039		935,000		959,778
Metropolitan Water Reclamation District of Greater Chicago
5.72%, 12/01/2038		1,000,000		1,207,220
Mexico Government International Bond
4.00%, 10/02/2023		3,516,000		3,539,381
3.60%, 01/30/2025		1,060,000		1,029,260
4.13%, 01/21/2026		8,200,000		8,123,986
3.75%, 01/11/2028		7,400,000		7,048,500
New York City Transitional Finance Authority Future Tax Secured Revenue
2.80%, 02/01/2026		1,850,000		1,742,312
5.27%, 05/01/2027		3,500,000		3,866,415
3.73%, 08/01/2029		2,015,000		1,988,422
New York City Water & Sewer System
5.75%, 06/15/2041		240,000		297,554
5.95%, 06/15/2042		810,000		1,029,583
New York State Dormitory Authority
5.05%, 09/15/2027		1,800,000		1,967,022
5.50%, 03/15/2030		2,000,000		2,240,920
Peru Government Bond
6.15%, 08/12/2032 ⁽¹⁾	PEN 36,960,000			11,387,776
Perusahaan Penerbit SBSN Indonesia III
4.35%, 09/10/2024	$	400,000		400,000
Peruvian Government International Bond
5.70%, 08/12/2024	PEN 8,000,000			2,525,347
8.20%, 08/12/2026 ⁽¹⁾		5,600,000		2,001,635
Province of Ontario Canada
2.00%, 01/30/2019	$	6,880,000		6,867,602
2.50%, 09/10/2021		945,000		926,164
Provincia de Buenos Aires/Argentina
41.14% (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.75%, 27.00% Floor), 04/12/2025 ⁽²⁾	ARS 246,115,000			5,121,360
Puerto Rico Electric Power Authority
6.05%, 07/01/2032 ⁽¹²⁾	$	100,000		63,250
Qatar Government International Bond
3.88%, 04/23/2023 ⁽¹⁾		10,475,000		10,548,325
4.50%, 04/23/2028 ⁽¹⁾		400,000		411,600
5.10%, 04/23/2048 ⁽¹⁾		1,000,000		1,040,000
Romania Government Bond
5.85%, 04/26/2023	RON 24,820,000			6,580,277
Saudi Government International Bond
2.88%, 03/04/2023 ⁽¹⁾	$	2,200,000		2,124,760
4.00%, 04/17/2025 ⁽¹⁾		10,400,000		10,405,200
4.50%, 04/17/2030 ⁽¹⁾		3,700,000		3,716,650
4.63%, 10/04/2047 ⁽¹⁾		1,800,000		1,733,940
5.00%, 04/17/2049 ⁽¹⁾		2,700,000		2,740,500
South Carolina Public Service Authority
2.39%, 12/01/2023		960,000		892,262
State Board of Administration Finance Corp.
2.16%, 07/01/2019		1,220,000		1,215,852
State of California
7.95%, 03/01/2036		4,085,000		4,354,202
State of Illinois
5.10%, 06/01/2033		640,000		614,240
6.73%, 04/01/2035		70,000		74,311
7.35%, 07/01/2035		55,000		60,570
State of Texas
4.68%, 04/01/2040		410,000		448,376
Svensk Exportkredit AB
1.13%, 08/28/2019		6,925,000		6,822,441
Texas Public Finance Authority
8.25%, 07/01/2024		5,260,000		5,410,331
Turkey Government International Bond
5.63%, 03/30/2021		800,000		783,600
U.S. Treasury Inflation Indexed Bonds
0.13%, 04/15/2022 ⁽⁹⁾		20,580,253		19,997,950
0.63%, 04/15/2023 ⁽⁹⁾		37,159,923		36,684,779
0.13%, 07/15/2026 ⁽⁹⁾		6,897,881		6,505,385
0.38%, 07/15/2027 ⁽⁹⁾		3,968,330		3,792,649
1.00%, 02/15/2048 ⁽⁹⁾		7,383,517		7,287,761
U.S. Treasury Note/Bond
2.50%, 06/30/2020		9,290,000		9,242,824
2.63%, 07/31/2020		24,480,000		24,400,631
2.63%, 08/31/2020		65,120,000		64,888,519
1.38%, 04/30/2021		9,300,000		8,957,426
1.38%, 05/31/2021		19,300,000		18,564,187
2.63%, 07/15/2021		104,785,000		104,076,883
2.75%, 07/31/2023		441,870,000		438,003,638
0.00%, 09/30/2023		33,275,000		33,163,217
2.00%, 05/31/2024		58,440,000		55,481,475
2.38%, 08/15/2024 ⁽¹¹⁾		39,200,000		37,909,156
2.88%, 05/31/2025 ⁽¹⁰⁾		467,200,000		463,422,249
2.75%, 06/30/2025 ⁽¹⁰⁾		720,000,000		708,637,500
2.88%, 07/31/2025		251,900,000		249,794,272
2.00%, 11/15/2026 ⁽¹¹⁾		44,737,000		41,400,948
2.25%, 02/15/2027 ⁽¹¹⁾		141,695,000		133,398,093
2.75%, 02/15/2028		40,500,000		39,498,574
2.88%, 08/15/2028		190,795,000		187,903,263
4.63%, 02/15/2040		18,930,000		23,206,997
2.50%, 02/15/2045		62,700,000		54,894,340
3.00%, 05/15/2045 ⁽¹¹⁾		36,855,000		35,547,799
2.50%, 02/15/2046		12,560,000		10,956,637
2.50%, 05/15/2046		11,105,000		9,679,569
2.88%, 11/15/2046		11,510,000		10,820,299
3.00%, 05/15/2047		8,820,000		8,490,628
2.75%, 08/15/2047		21,355,000		19,547,333
2.75%, 11/15/2047		47,780,000		43,713,101
3.00%, 02/15/2048		71,945,000		69,207,717
3.13%, 05/15/2048 ⁽¹⁰⁾		195,627,000		192,929,488
3.00%, 08/15/2048		212,115,000		204,019,830
University of California
4.60%, 05/15/2031		2,800,000		2,968,896
4.13%, 05/15/2045		190,000		189,403
Venezuela Government International Bond
7.75%, 10/13/2019 ⁽¹²⁾		100,000		26,170
6.00%, 12/09/2020 ⁽¹²⁾		30,000		7,911
9.00%, 05/07/2023 ⁽¹²⁾		7,515,000		2,026,795
8.25%, 10/13/2024 ⁽¹²⁾		7,194,000		1,918,640
7.65%, 04/21/2025 ⁽¹²⁾		534,000		142,418
11.75%, 10/21/2026 ⁽¹²⁾		120,000		32,964
9.25%, 09/15/2027 ⁽¹²⁾		1,049,000		285,013
9.25%, 05/07/2028 ⁽¹²⁾		420,000		110,754
11.95%, 08/05/2031		200,000		54,740
7.00%, 03/31/2038 ⁽¹²⁾		187,000		48,564
Total Government Related (Cost $3,769,750,726)			$	3,720,498,474
Mortgage-Backed Obligations - 21.32%
225 Liberty Street Trust 2016-225L
3.60%, 02/10/2036 ⁽¹⁾		3,010,000		2,973,441
280 Park Avenue 2017-280P Mortgage Trust
3.04% (1 Month LIBOR USD + 0.88%, 0.88% Floor), 09/15/2034 ⁽¹⁾⁽²⁾		2,670,000		2,671,656
Alternative Loan Trust 2003-22CB
5.75%, 12/25/2033		839,335		860,059
6.00%, 12/25/2033		234,917		235,558
Alternative Loan Trust 2004-16CB
5.50%, 07/25/2034		549,058		563,196
5.50%, 08/25/2034		647,582		663,215
Alternative Loan Trust 2005-56
2.95% (1 Month LIBOR USD + 0.73%, 0.73% Floor), 11/25/2035 ⁽²⁾		6,436,389		6,478,410
Alternative Loan Trust 2005-74T1
6.00%, 01/25/2036		15,330,789		12,904,201
Alternative Loan Trust 2006-HY12
3.85%, 08/25/2036 ⁽⁴⁾		370,525		379,666
Alternative Loan Trust 2006-OA17
2.36% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 12/20/2046 ⁽²⁾		21,077,145		18,007,023
Alternative Loan Trust 2006-OA3
2.42% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 05/25/2036 ⁽²⁾		7,459,156		6,722,495
Alternative Loan Trust 2006-OA7
2.78% (12 Month US Treasury Average + 0.94%, 0.94% Floor), 06/25/2046 ⁽²⁾		16,614,799		14,818,701
Alternative Loan Trust 2007-OA2
2.35% (1 Month LIBOR USD + 0.13%, 0.13% Floor), 03/25/2047 ⁽²⁾		15,133,824		12,546,423
Ashford Hospitality Trust 2018-ASHF
3.06% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 04/15/2035 ⁽¹⁾⁽²⁾		1,302,512		1,309,332
3.41% (1 Month LIBOR USD + 1.25%, 1.25% Floor), 04/15/2035 ⁽¹⁾⁽²⁾		1,530,000		1,528,620
3.56% (1 Month LIBOR USD + 1.40%, 1.40% Floor), 04/15/2035 ⁽¹⁾⁽²⁾		715,000		714,686
Ashford Hospitality Trust 2018-KEYS
3.16% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 05/15/2035 ⁽¹⁾⁽²⁾		6,850,000		6,858,580
Atrium Hotel Portfolio Trust
3.09% (1 Month LIBOR USD + 0.93%), 12/15/2036 ⁽¹⁾⁽²⁾		3,120,000		3,121,951
3.66% (1 Month LIBOR USD + 1.50%), 12/15/2036 ⁽¹⁾⁽²⁾		1,095,000		1,096,368
Aventura Mall Trust
4.11%, 07/05/2040 ⁽¹⁾⁽⁴⁾		10,180,000		10,371,144
BAMLL Commercial Mortgage Securities Trust 2012-PARK
2.96%, 12/10/2030 ⁽¹⁾		3,010,000		2,971,539
BAMLL Commercial Mortgage Securities Trust 2018-PARK
4.09%, 08/10/2038 ⁽¹⁾⁽⁴⁾		16,890,000		17,224,581
BAMLL Re-REMIC Trust 2016-RRLD11
6.18%, 06/17/2050 ⁽¹⁾⁽⁴⁾		9,240,810		9,190,578
6.18%, 06/17/2050 ⁽¹⁾⁽⁴⁾		100,000		52,690
Banc of America Commercial Mortgage Trust 2007-5
6.23%, 02/10/2051 ⁽⁴⁾		9,321,914		9,544,428
Banc of America Funding 2015-R7 Trust
2.51% (12 Month US Treasury Average + 0.92%), 09/26/2046 ⁽¹⁾⁽²⁾		1,699,972		1,708,743
Banc of America Funding 2015-R8 Trust
2.59%, 11/26/2046 ⁽¹⁾⁽⁴⁾		2,543,672		2,560,349
Bank 2017-BNK4
4.00%, 05/15/2050		960,000		947,716
Bank 2017-BNK5
3.39%, 06/15/2060		1,695,000		1,644,751
3.90%, 06/15/2060 ⁽⁴⁾		1,167,000		1,150,303
Bank 2017-BNK9
4.03%, 11/15/2054 ⁽⁴⁾		3,910,000		3,864,078
Bayview Opportunity Master Fund IVa Trust 2017-RT1
3.00%, 03/28/2057 ⁽¹⁾⁽⁴⁾		211,013		206,084
BBCCRE Trust 2015-GTP
4.70%, 08/10/2033 ⁽¹⁾⁽⁴⁾		2,715,000		2,695,160
BBCMS Trust 2018-CBM
3.06% (1 Month LIBOR USD + 1.00%, 1.00% Floor), 07/15/2037 ⁽¹⁾⁽²⁾		2,945,000		2,947,775
Bear Stearns ALT-A Trust 2005-1
3.34% (1 Month LIBOR USD + 1.13%, 0.75% Floor, 11.50% Cap), 01/25/2035 ⁽²⁾		6,750,000		5,956,723
Bear Stearns ARM Trust 2003-3
4.05%, 05/25/2033 ⁽⁴⁾		781,423		794,484
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP24
5.66%, 10/12/2041 ⁽¹⁾⁽⁴⁾		3,854,440		3,632,526
BX Trust 2017-IMC
4.41% (1 Month LIBOR USD + 2.25%, 2.25% Floor), 10/15/2032 ⁽¹⁾⁽²⁾		1,440,000		1,443,603
BX Trust 2018-GW
2.96% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 05/15/2035 ⁽¹⁾⁽²⁾		4,785,000		4,769,983
BXP Trust 2017-GM
3.38%, 06/13/2039 ⁽¹⁾		6,185,000		5,978,582
CD 2007-CD5 Mortgage Trust
6.43%, 11/15/2044 ^(1)(4)(14)		13,680,000		13,676,854
CD 2016-CD2 Mortgage Trust
2.91%, 11/10/2049 ⁽⁴⁾		885,000		725,685
CD 2017-CD6 Mortgage Trust
3.46%, 11/13/2050		1,695,000		1,651,748
CD 2018-CD7 Mortgage Trust
5.01%, 08/15/2051 ⁽⁴⁾		8,190,000		8,435,367
CGBAM Commercial Mortgage Trust 2015-SMRT
2.81%, 04/10/2028 ⁽¹⁾		1,500,000		1,491,294
CGGS Commercial Mortgage Trust 2018-WSS
3.06% (1 Month LIBOR USD + 0.90%, 0.90% Floor), 02/15/2037 ⁽¹⁾⁽²⁾		3,950,000		3,953,710
3.51% (1 Month LIBOR USD + 1.35%, 1.35% Floor), 02/15/2037 ⁽¹⁾⁽²⁾		1,580,000		1,586,913
4.46% (1 Month LIBOR USD + 2.30%, 2.30% Floor), 02/15/2037 ⁽¹⁾⁽²⁾		3,870,000		3,894,210
0.00%, 02/17/2037		1,715,000		1,717,146
CGRBS Commercial Mortgage Trust 2013-VN05
3.37%, 03/13/2035 ⁽¹⁾		2,880,000		2,857,178
CHL Mortgage Pass-Through Trust Resecuritization 2008-3R
6.00%, 08/25/2037 ⁽¹⁾		3,323,931		2,742,928
CIM Trust
2.30%, 05/25/2057 ⁽¹⁾⁽⁴⁾		3,776,161		3,733,279
4.10% (1 Month LIBOR USD + 2.00%, 2.00% Floor), 10/25/2057 ⁽¹⁾⁽²⁾		5,961,165		6,059,479
CIM Trust 2018-R4
4.07%, 12/26/2057 ⁽¹⁾⁽⁴⁾		16,289,760		16,240,259
CIM Trust 2018-R5
3.75%, 07/25/2058 ⁽¹⁾⁽⁴⁾		18,368,756		18,246,732
Citigroup Commercial Mortgage Trust 2015-GC27
2.69%, 02/10/2048		1,700,000		1,692,243
3.57%, 02/10/2048		430,000		421,611
Citigroup Commercial Mortgage Trust 2015-GC33
4.11%, 09/10/2058		1,350,000		1,357,602
Citigroup Commercial Mortgage Trust 2016-P3
3.06%, 04/15/2049		1,225,000		1,174,272
Citigroup Commercial Mortgage Trust 2018-B2
4.83%, 03/10/2051 ⁽⁴⁾		1,195,000		1,193,051
Citigroup Mortgage Loan Trust 2018-A
4.00%, 01/25/2068 ⁽¹⁾⁽⁴⁾		1,292,824		1,287,698
Clavis Securities Plc
0.97% (3 Month LIBOR GBP + 0.17%), 12/15/2032 ⁽²⁾	GBP 1,261,386			1,595,896
CLNS Trust 2017-IKPR
2.93% (1 Month LIBOR USD + 0.80%, 0.80% Floor), 06/11/2032 ⁽¹⁾⁽²⁾	$	315,000		315,099
COLT 2017-1 Mortgage Loan Trust
2.61%, 05/27/2047 ⁽¹⁾⁽⁴⁾		213,339		211,716
COLT 2017-2 Mortgage Loan Trust
2.77%, 10/25/2047 ⁽¹⁾⁽⁴⁾		459,421		456,522
COLT 2018-1 Mortgage Loan Trust
2.93%, 02/25/2048 ⁽¹⁾⁽⁴⁾		914,711		910,025
2.98%, 02/25/2048 ⁽¹⁾⁽⁴⁾		262,260		261,060
COLT 2018-2 Mortgage Loan Trust
3.47%, 07/27/2048 ⁽¹⁾⁽⁴⁾		5,035,523		5,017,851
4.19%, 07/27/2048 ⁽¹⁾⁽⁴⁾		1,095,000		1,094,086
COLT 2018-3 Mortgage Loan Trust
3.69%, 10/26/2048 ⁽¹⁾⁽⁴⁾		7,365,000		7,378,063
COMM 2013-300P Mortgage Trust
4.35%, 08/10/2030 ⁽¹⁾		720,000		746,097
COMM 2013-CCRE12 Mortgage Trust
4.05%, 10/10/2046		1,830,000		1,877,442
COMM 2013-SFS Mortgage Trust
3.09%, 04/12/2035 ⁽¹⁾⁽⁴⁾		1,445,000		1,411,310
COMM 2014-277P Mortgage Trust
3.73%, 08/10/2049 ⁽¹⁾⁽⁴⁾		735,000		738,280
COMM 2014-CCRE20 Mortgage Trust
3.94%, 11/10/2047		1,115,000		1,120,404
COMM 2014-LC15 Mortgage Trust
2.84%, 04/10/2047		1,060,000		1,059,743
COMM 2014-UBS2 Mortgage Trust
2.82%, 03/10/2047		5,911,558		5,909,654
5.15%, 03/10/2047 ⁽⁴⁾		800,000		800,540
COMM 2014-UBS4 Mortgage Trust
2.96%, 08/10/2047		2,669,423		2,670,226
3.69%, 08/10/2047		5,250,000		5,262,300
COMM 2014-UBS6 Mortgage Trust
4.61%, 12/10/2047 ⁽⁴⁾		1,013,000		979,156
COMM 2015-CCRE23 Mortgage Trust
2.85%, 05/10/2048		6,805,000		6,774,490
COMM 2015-CCRE24 Mortgage Trust
3.70%, 08/10/2048		2,020,000		2,026,292
COMM 2015-CCRE25 Mortgage Trust
4.70%, 08/10/2048 ⁽⁴⁾		5,470,000		5,614,197
4.70%, 08/10/2048 ⁽⁴⁾		964,000		945,810
COMM 2015-CCRE26 Mortgage Trust
3.63%, 10/10/2048		4,055,000		4,041,801
COMM 2015-DC1 Mortgage Trust
3.72%, 02/10/2048		2,495,000		2,468,178
COMM 2015-LC23 Mortgage Trust
4.16%, 10/10/2048 ⁽⁴⁾		1,135,000		1,154,819
COMM 2015-PC1 Mortgage Trust
3.90%, 07/10/2050		515,000		520,676
4.59%, 07/10/2050 ⁽⁴⁾		440,000		438,472
COMM 2016-787S Mortgage Trust
3.55%, 02/10/2036 ⁽¹⁾		760,000		746,337
COMM 2017-COR2 Mortgage Trust
3.51%, 09/10/2050		3,110,000		3,037,087
COMM 2017-PANW Mortgage Trust
3.53%, 10/10/2029 ⁽¹⁾⁽⁴⁾		1,285,000		1,247,873
Commercial Mortgage Asset Trust
6.25%, 01/17/2032 ^(1)(14)		370,713		369,786
Commercial Mortgage Pass Through Certificates
4.72%, 02/10/2047 ⁽⁴⁾		5,465,000		5,463,724
Core Industrial Trust 2015-CALW
3.04%, 02/10/2034 ⁽¹⁾		3,131,564		3,098,928
Core Industrial Trust 2015-TEXW
3.08%, 02/10/2034 ⁽¹⁾		2,734,328		2,709,024
Countrywide Asset-Backed Certificates
3.02% (1 Month LIBOR USD + 0.80%, 0.40% Floor), 11/25/2035 ⁽²⁾		473,299		473,294
Credit Suisse First Boston Mortgage Securities Co.
5.75%, 11/25/2033		123,537		127,188
Credit Suisse Mortgage Capital Certificates
3.94%, 11/15/2034 ⁽¹⁾⁽⁴⁾		560,000		558,967
CSAIL 2015-C2 Commercial Mortgage Trust
3.85%, 06/15/2057 ⁽⁴⁾		8,560,000		8,486,871
4.21%, 06/15/2057		1,630,000		1,625,625
CSAIL 2015-C3 Commercial Mortgage Trust
3.72%, 08/15/2048		3,013,000		3,012,389
4.25%, 08/15/2048 ⁽⁴⁾		10,000,000		9,919,843
CSAIL 2016-C6 Commercial Mortgage Trust
3.09%, 01/15/2049		840,000		802,749
CSAIL 2016-C7 Commercial Mortgage Trust
3.96%, 11/15/2049 ⁽⁴⁾		6,160,000		6,134,576
CSMC 2014-USA OA LLC
4.37%, 09/15/2037 ⁽¹⁾		1,265,000		1,200,381
CSMC 2018-RPL7 Trust
4.00%, 10/25/2048 ⁽¹⁾		1,825,000		1,824,965
CSMC Trust 2013-5R
2.47% (1 Month LIBOR USD + 0.25%, 0.25% Floor), 02/27/2036 ⁽¹⁾⁽²⁾		11,116,769		10,825,765
CWALT, Inc. 2007-OA4
0.00%, 05/25/2047		2,601,577		2,509,797
DBCG 2017-BBG Mortgage Trust
2.86% (1 Month LIBOR USD + 0.70%, 0.70% Floor), 06/15/2034 ⁽¹⁾⁽²⁾		2,645,000		2,646,431
DBJPM 17-C6 Mortgage Trust
3.79%, 06/10/2050 ⁽⁴⁾		2,750,000		2,675,773
Deephaven Residential Mortgage Trust 2018-2
3.48%, 04/25/2058 ⁽¹⁾⁽⁴⁾		3,569,382		3,551,553
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust Series 2005-2
2.62% (1 Month LIBOR USD + 0.40%, 0.40% Floor), 04/25/2035 ⁽²⁾		6,334,306		6,065,562
Eleven Madison Trust 2015-11MD Mortgage Trust
3.67%, 09/10/2035 ⁽¹⁾⁽⁴⁾		3,110,000		3,086,026
Eurosail-UK 2007-5np Plc
1.57% (3 Month LIBOR GBP + 0.77%), 09/13/2045 ⁽²⁾	GBP 11,923,841			15,036,346
Fannie Mae Connecticut Avenue Securities
6.77% (1 Month LIBOR USD + 4.55%), 02/25/2025 ⁽²⁾	$	1,325,962		1,434,993
3.57% (1 Month LIBOR USD + 1.35%, 1.35% Floor), 01/25/2029 ⁽²⁾		66,286		66,471
3.52% (1 Month LIBOR USD + 1.30%), 05/25/2029 ⁽²⁾		88,703		88,993
3.37% (1 Month LIBOR USD + 1.15%), 09/25/2029 ⁽²⁾		771,444		776,113
5.87% (1 Month LIBOR USD + 3.65%), 09/25/2029 ⁽²⁾		2,560,000		2,823,662
5.22% (1 Month LIBOR USD + 3.00%), 10/25/2029 ⁽²⁾		410,000		441,500
5.07% (1 Month LIBOR USD + 2.85%), 11/25/2029 ⁽²⁾		2,050,000		2,159,554
5.02% (1 Month LIBOR USD + 2.80%, 2.80% Floor), 02/25/2030 ⁽²⁾		985,000		1,028,490
4.72% (1 Month LIBOR USD + 2.50%, 2.50% Floor), 05/25/2030 ⁽²⁾		2,445,000		2,525,600
4.42% (1 Month LIBOR USD + 2.20%, 2.20% Floor), 08/25/2030 ⁽²⁾		1,210,000		1,225,608
4.37% (1 Month LIBOR USD + 2.15%, 2.15% Floor), 10/25/2030 ⁽²⁾		2,370,000		2,400,520
4.77% (1 Month LIBOR USD + 2.55%, 2.55% Floor), 12/25/2030 ⁽²⁾		7,075,000		7,238,717
2.94% (1 Month LIBOR USD + 0.72%, 0.72% Floor), 01/25/2031 ⁽²⁾		7,215,320		7,228,358
4.57% (1 Month LIBOR USD + 2.35%, 2.35% Floor), 01/25/2031 ⁽²⁾		3,915,000		3,978,634
Fannie Mae Pool
2.28%, 11/01/2022		1,565,022		1,511,338
2.54%, 03/01/2023		13,348,158		13,041,446
2.81%, 04/01/2025		980,000		947,561
3.89%, 08/01/2025		1,448,653		1,479,621
3.50%, 10/15/2025 ⁽⁵⁾		7,060,000		7,096,281
3.00%, 10/15/2026 ⁽⁵⁾		22,050,000		21,779,111
4.19%, 11/01/2026		1,149,332		1,194,418
3.47%, 12/01/2026		2,928,098		2,900,526
3.22%, 01/01/2027		3,565,000		3,478,457
3.22%, 01/01/2027		3,565,000		3,478,457
2.91%, 04/01/2028		1,975,368		1,888,282
2.82%, 05/01/2028		2,196,644		2,085,362
3.49%, 06/01/2028		8,500,000		8,418,700
2.68%, 08/01/2028		4,220,000		3,897,459
3.00%, 10/01/2028		460,961		456,977
2.50%, 10/15/2028 ⁽⁵⁾		12,465,000		12,027,022
3.24%, 06/01/2029		5,580,000		5,404,600
3.24%, 06/01/2029		5,420,000		5,249,630
3.25%, 06/01/2029		4,935,000		4,778,975
3.10%, 08/01/2029		6,355,000		6,041,465
4.24%, 12/01/2029		11,749,317		12,100,673
3.00%, 05/01/2030		239,550		237,478
2.50%, 07/01/2030		716,978		695,064
2.50%, 07/01/2030		944,061		915,226
2.50%, 08/01/2030		1,804,396		1,749,264
3.55%, 08/01/2030		1,517,855		1,499,716
3.00%, 09/01/2030		2,709,165		2,685,728
3.00%, 12/01/2030		1,050,683		1,041,599
3.00%, 09/01/2031		969,221		958,359
2.50%, 11/01/2031		2,304,489		2,225,528
3.50%, 11/01/2031		3,509,188		3,542,224
3.00%, 06/01/2032		2,217,383		2,192,531
3.00%, 07/01/2032		1,672,056		1,653,316
3.25%, 07/01/2032		4,212,462		4,009,667
3.50%, 07/01/2032		3,220,878		3,239,328
3.00%, 08/01/2032		810,201		801,121
3.00%, 09/01/2032		4,380,808		4,331,709
3.50%, 11/01/2032		2,342,646		2,360,224
3.00%, 04/01/2033		5,333		5,107
3.50%, 05/01/2033		3,699,931		3,721,125
3.00%, 06/01/2033		15,851		15,208
3.00%, 10/01/2033		2,511,099		2,468,426
6.00%, 03/01/2034		2,424,326		2,670,121
5.50%, 05/01/2034		2,034,350		2,198,670
5.50%, 07/01/2034		499,772		540,022
3.50%, 02/01/2035		185,319		185,462
5.00%, 07/01/2035		1,000,987		1,063,094
4.50%, 11/01/2035		429,337		445,291
3.50%, 01/01/2036		1,736,786		1,738,123
5.00%, 02/01/2036		1,602,057		1,701,623
6.00%, 06/01/2036		15,539		17,127
5.50%, 07/01/2036		192,192		208,045
3.00%, 11/01/2036		1,909,369		1,862,120
3.00%, 11/01/2036		269,589		262,918
3.00%, 11/01/2036		2,219,333		2,161,778
3.00%, 12/01/2036		2,434,244		2,374,008
3.00%, 12/01/2036		342,824		334,341
3.00%, 10/01/2037		55,500		53,867
3.50%, 01/01/2038		9,037,865		8,991,703
3.00%, 03/01/2038		3,930,235		3,814,661
6.00%, 07/01/2038		1,587,818		1,749,425
6.00%, 10/01/2038		94,369		103,934
5.50%, 12/01/2039		410,404		441,376
5.50%, 03/01/2040		2,320,343		2,507,703
5.00%, 05/01/2040		39,541		41,927
6.50%, 05/01/2040		574,223		644,944
5.00%, 06/01/2040		12,634		13,423
4.50%, 08/01/2040		122,362		127,343
4.50%, 09/01/2040		46,923		48,833
3.50%, 10/01/2040 ⁽⁵⁾		8,000,000		7,872,584
4.00%, 11/01/2040		426,937		434,359
4.00%, 11/01/2040		3,411,400		3,462,584
4.00%, 11/01/2040		114,916		116,914
4.50%, 11/01/2040		3,070,969		3,195,998
4.00%, 12/01/2040		287,157		292,149
4.00%, 01/01/2041		209,669		213,307
4.50%, 01/01/2041		30,779		32,029
4.00%, 02/01/2041		925,872		942,534
4.00%, 02/01/2041		693,912		705,935
4.00%, 02/01/2041		209,095		212,730
4.50%, 02/01/2041		418,849		435,900
5.00%, 02/01/2041		973,425		1,032,376
5.50%, 06/01/2041		435,320		473,950
5.00%, 07/01/2041		1,169,048		1,241,011
4.50%, 08/01/2041		51,873		53,983
5.00%, 08/01/2041		431,088		458,720
4.00%, 09/01/2041		420,215		427,522
4.50%, 10/15/2041 ⁽⁵⁾		8,380,000		8,644,821
4.50%, 11/01/2041		824,437		857,328
3.50%, 12/01/2041		84,290		83,611
4.00%, 01/01/2042		3,752,132		3,817,385
4.00%, 01/01/2042		59,558		60,593
4.00%, 02/01/2042		98,892		100,608
5.50%, 02/01/2042		1,715,733		1,841,928
5.50%, 02/01/2042		1,025,693		1,100,293
5.00%, 03/01/2042		673,322		716,180
3.50%, 06/01/2042		77,417		76,404
3.50%, 06/01/2042		117,795		116,246
3.48%, 07/01/2042		4,233,269		4,005,951
3.50%, 07/01/2042		752,140		742,280
3.50%, 07/01/2042		104,503		103,133
3.50%, 08/01/2042		208,842		206,102
3.50%, 09/01/2042		297,002		293,100
3.50%, 09/01/2042		231,520		228,485
3.50%, 10/01/2042		651,111		642,576
3.00%, 10/15/2042 ⁽⁵⁾		14,030,000		13,425,670
2.50%, 12/01/2042		299,986		278,939
3.50%, 12/01/2042		2,348,639		2,317,850
3.50%, 12/01/2042		1,420,628		1,402,005
2.50%, 01/01/2043		925,340		860,422
2.50%, 01/01/2043		691,574		643,144
3.00%, 01/01/2043		14,396		13,888
3.50%, 01/01/2043		325,823		321,551
2.50%, 02/01/2043		560,324		521,035
3.00%, 02/01/2043		832,698		803,326
3.00%, 02/01/2043		16,649		16,063
3.00%, 03/01/2043		144,259		139,183
3.00%, 03/01/2043		16,735		16,144
3.00%, 03/01/2043		31,852		30,729
3.50%, 03/01/2043		1,365,259		1,347,361
2.50%, 04/01/2043		404,104		375,773
3.00%, 04/01/2043		15,765		15,209
3.00%, 04/01/2043		937,283		905,084
3.50%, 04/01/2043		123,114		121,976
3.50%, 05/01/2043		537,809		530,758
3.00%, 06/01/2043		3,727,592		3,598,276
3.50%, 06/01/2043		168,689		167,330
3.50%, 06/01/2043		2,096,491		2,079,608
3.50%, 06/01/2043		1,043,248		1,034,537
3.50%, 07/01/2043		146,428		144,945
3.50%, 07/01/2043		208,246		206,571
3.00%, 08/01/2043		348,478		336,204
3.00%, 08/01/2043		191,667		184,722
3.00%, 08/01/2043		9,762,204		9,422,432
3.50%, 08/01/2043		148,413		147,218
3.50%, 08/01/2043		130,685		128,972
3.50%, 09/01/2043		589,689		584,946
4.00%, 09/01/2043		2,273,569		2,309,491
3.50%, 10/01/2043		398,567		393,342
5.50%, 10/01/2043		781,063		851,654
4.00%, 12/01/2043		4,325,833		4,387,337
3.50%, 01/01/2044		1,291,401		1,283,274
3.50%, 01/01/2044		210,282		207,525
3.00%, 02/01/2044		43,029		41,471
3.50%, 03/01/2044		273,264		270,929
5.50%, 05/01/2044		536,153		579,373
5.50%, 05/01/2044		8,368,900		9,033,998
4.50%, 06/01/2044		664,268		689,207
3.50%, 07/01/2044		959,667		951,573
4.50%, 08/01/2044		755,467		783,814
3.00%, 09/01/2044		71,953		69,426
5.00%, 11/01/2044		3,898,729		4,139,036
4.50%, 02/01/2045		722,977		750,156
5.00%, 02/01/2045		1,610,236		1,717,762
3.00%, 04/01/2045		38,997		37,582
3.50%, 04/01/2045		1,868,669		1,846,963
3.50%, 04/01/2045		76,157		75,273
3.00%, 05/01/2045		1,535,934		1,477,404
3.00%, 05/01/2045		731,578		706,417
3.50%, 05/01/2045		2,163,326		2,138,197
3.50%, 05/01/2045		2,542,221		2,512,691
3.50%, 06/01/2045		2,722,079		2,690,461
3.50%, 06/01/2045		3,300,360		3,262,025
4.00%, 06/01/2045		9,371,884		9,483,886
4.50%, 06/01/2045		450,543		467,995
3.00%, 07/01/2045		1,134,379		1,089,860
3.00%, 07/01/2045		7,132,522		6,838,037
3.50%, 07/01/2045		3,286,110		3,247,939
4.00%, 07/01/2045		1,275,812		1,290,361
5.00%, 07/01/2045		827,097		879,924
3.50%, 08/01/2045		72,197		71,358
4.00%, 09/01/2045		151,468		153,187
4.00%, 09/01/2045		197,975		200,229
3.50%, 10/01/2045		469,974		464,515
4.00%, 10/01/2045		3,955,854		4,000,968
3.50%, 11/01/2045		8,879,257		8,776,112
3.50%, 11/01/2045		488,605		482,929
3.50%, 12/01/2045		1,714,622		1,694,705
4.00%, 12/01/2045		6,515,321		6,599,209
4.00%, 12/01/2045		800,997		810,357
4.00%, 12/01/2045		1,361,919		1,380,969
4.00%, 12/01/2045		193,536		196,243
3.50%, 01/01/2046		119,809		118,418
3.50%, 01/01/2046		42,003		41,515
4.50%, 02/01/2046		3,455,694		3,583,922
3.00%, 03/01/2046		1,151,350		1,104,913
4.00%, 03/01/2046		2,050,309		2,074,220
4.50%, 03/01/2046		2,469,701		2,562,249
3.50%, 04/01/2046		773,263		764,041
3.00%, 06/01/2046		460,371		441,399
3.50%, 06/01/2046		2,147,437		2,120,759
3.50%, 06/01/2046		1,027,207		1,014,531
3.50%, 06/01/2046		3,135,204		3,114,821
3.50%, 06/01/2046		4,084,783		4,037,333
3.50%, 07/01/2046		2,059,899		2,034,374
3.00%, 08/01/2046		142,865		137,688
3.50%, 08/01/2046		936,188		925,023
3.00%, 09/01/2046		169,439		162,565
3.50%, 09/01/2046		8,451,109		8,352,941
4.00%, 09/01/2046		2,922,807		2,961,553
4.00%, 09/01/2046		116,095		117,418
3.00%, 10/01/2046		5,763,327		5,523,985
3.00%, 11/01/2046		1,334,153		1,278,258
3.00%, 11/01/2046		6,110,596		5,856,795
3.00%, 11/01/2046		746,225		714,855
3.00%, 11/01/2046		990,481		949,662
3.00%, 11/01/2046		2,394,361		2,295,645
3.00%, 11/01/2046		1,996,320		1,912,289
3.00%, 11/01/2046		2,288,569		2,193,485
3.00%, 11/01/2046		2,602,004		2,494,726
3.00%, 12/01/2046		5,146,589		4,934,364
3.00%, 12/01/2046		1,610,481		1,542,612
3.00%, 12/01/2046		3,044,847		2,916,531
3.50%, 12/01/2046		4,931,664		4,866,224
3.50%, 12/01/2046		2,653,759		2,619,641
4.00%, 12/01/2046		7,022,269		7,096,364
3.00%, 01/01/2047		3,294,952		3,160,977
3.00%, 01/01/2047		4,375,311		4,190,923
3.50%, 01/01/2047		1,258,329		1,241,632
3.50%, 01/01/2047		28,809,501		28,427,146
3.50%, 01/01/2047		1,958,022		1,932,036
3.00%, 02/01/2047		3,779,033		3,619,698
3.00%, 02/01/2047		6,828,724		6,540,807
3.50%, 02/01/2047		1,850,090		1,825,154
3.50%, 02/01/2047		1,423,404		1,404,514
4.00%, 02/01/2047		6,392,810		6,463,995
3.50%, 03/01/2047		270,334		266,690
4.00%, 03/01/2047		3,458,556		3,494,892
3.00%, 04/01/2047		2,565,115		2,459,330
3.50%, 04/01/2047		5,694,900		5,616,966
4.00%, 04/01/2047		3,933,102		3,974,222
4.00%, 05/01/2047		5,569,613		5,627,697
3.50%, 06/01/2047		2,047,193		2,018,331
4.00%, 06/01/2047		6,308,230		6,377,435
4.00%, 06/01/2047		6,314,660		6,380,354
4.00%, 06/01/2047		2,105,828		2,127,735
4.00%, 07/01/2047		1,660,468		1,677,700
4.00%, 07/01/2047		5,434,491		5,493,971
4.00%, 08/01/2047		3,597,029		3,634,172
4.00%, 08/01/2047		16,204,879		16,372,629
3.50%, 09/01/2047		11,107,617		10,939,650
3.50%, 09/01/2047		5,086,838		5,010,918
3.00%, 10/01/2047		4,904,279		4,697,474
3.00%, 11/01/2047		7,412,503		7,104,267
3.00%, 11/01/2047		2,186,041		2,093,859
3.50%, 11/01/2047		21,632,857		21,301,263
4.50%, 11/01/2047		3,980,545		4,143,464
3.50%, 12/01/2047		19,602,031		19,301,564
3.50%, 12/01/2047		5,667,999		5,591,592
3.00%, 01/01/2048		6,684,439		6,402,431
3.50%, 01/01/2048		4,188,741		4,135,519
3.50%, 01/01/2048		10,280,730		10,142,155
4.00%, 03/01/2048		1,916,826		1,936,500
3.50%, 04/01/2048		34,664,539		34,133,428
4.00%, 05/01/2048		4,108,573		4,150,744
4.50%, 05/01/2048		22,488,038		23,214,297
4.50%, 05/01/2048		27,726,207		28,613,351
4.50%, 05/01/2048		2,389,225		2,478,909
4.50%, 05/01/2048		12,055,405		12,558,074
4.00%, 06/01/2048		33,786,820		34,133,614
4.50%, 06/01/2048		1,183,934		1,221,817
4.00%, 07/01/2048		16,672,776		16,843,912
5.00%, 07/01/2048		1,645,569		1,742,584
4.50%, 08/01/2048		8,409,950		8,679,056
4.50%, 08/01/2048		21,469,929		22,157,251
3.50%, 08/01/2056		2,632,665		2,584,261
Fannie Mae REMICS
4.00%, 06/25/2044		2,176,631		2,204,455
3.50%, 01/25/2047		24,159,871		23,989,909
3.50%, 06/25/2047		22,369,654		22,192,942
Fannie Mae-Aces
3.06%, 05/25/2027 ⁽⁴⁾		7,700,000		7,403,542
3.50%, 07/25/2028 ⁽⁴⁾		5,305,000		5,210,689
Flagstar Mortgage Trust 2017-2
4.14%, 10/25/2047 ⁽¹⁾⁽⁴⁾		1,340,259		1,318,583
Freddie Mac Gold Pool
2.50%, 07/01/2030		1,522,583		1,473,034
3.00%, 03/01/2031		938,738		925,483
8.00%, 04/01/2032		243,028		279,059
3.00%, 12/01/2032		3,511,030		3,461,302
3.98%, 04/01/2034		9,422,950		9,439,518
3.00%, 02/01/2038		5,770,219		5,570,232
5.50%, 08/01/2041		7,937,755		8,671,692
4.00%, 10/15/2041 ⁽⁵⁾		595,000		600,782
4.50%, 10/15/2041 ⁽⁵⁾		21,520,000		22,211,834
5.00%, 11/01/2041		1,240,368		1,316,461
5.00%, 03/01/2042		449,295		479,413
4.50%, 07/01/2042		809,387		844,497
3.50%, 09/01/2042		498,560		493,350
3.50%, 11/01/2042		51,839		51,297
3.00%, 02/01/2043		97,559		94,004
3.00%, 02/01/2043		897,807		866,567
3.00%, 03/01/2043		34,732		33,462
3.00%, 03/01/2043		18,598		17,920
3.50%, 07/01/2043		450,669		445,959
3.50%, 10/01/2043		983,909		975,730
3.50%, 01/01/2044		1,179,062		1,169,245
4.50%, 05/01/2044		497,410		519,856
4.00%, 01/01/2045		2,360,625		2,402,500
4.50%, 06/01/2045		854,686		896,595
4.00%, 07/01/2045		760,531		769,657
3.50%, 10/01/2045		13,641,205		13,484,288
4.00%, 12/01/2045		4,983,039		5,066,357
4.50%, 02/01/2046		868,588		909,813
3.50%, 03/01/2046		1,241,593		1,227,310
3.00%, 04/01/2046		255,911		245,249
4.50%, 05/01/2046		930,664		974,829
3.00%, 06/01/2046		8,726,036		8,362,475
3.50%, 06/01/2046		9,197,752		9,067,276
4.50%, 06/01/2046		1,110,412		1,160,744
3.00%, 08/01/2046		10,463,889		10,027,919
3.50%, 08/01/2046		23,813,862		23,572,794
3.50%, 08/01/2046		14,198,874		13,995,633
3.00%, 09/01/2046		13,341,006		12,785,159
3.00%, 10/01/2046		6,928,208		6,639,547
3.00%, 11/01/2046		5,285,520		5,063,662
3.50%, 11/01/2046		3,129,724		3,083,712
3.00%, 12/01/2046		6,448,915		6,180,223
3.00%, 01/01/2047		12,455,682		11,925,873
3.00%, 02/01/2047		10,991,953		10,527,684
3.50%, 02/01/2047		1,619,135		1,594,922
4.50%, 02/01/2047		809,485		847,890
3.00%, 03/01/2047		6,689,701		6,409,805
3.50%, 04/01/2047		18,264,829		18,030,615
3.50%, 04/01/2047		7,827,674		7,710,314
3.00%, 08/01/2047		29,582,238		28,330,619
3.50%, 09/01/2047		27,287,204		26,871,725
3.50%, 10/01/2047		7,830,235		7,710,708
3.50%, 11/01/2047		4,029,207		3,967,547
3.50%, 11/01/2047		5,378,055		5,295,700
3.00%, 12/01/2047		7,532,062		7,211,070
3.50%, 12/01/2047		43,966,544		43,402,724
4.50%, 12/01/2047		6,191,662		6,397,175
3.00%, 01/01/2048		375,766		359,752
3.50%, 01/01/2048		25,923,213		25,626,882
3.50%, 03/01/2048		41,849,725		41,280,528
3.50%, 03/01/2048		43,854,397		43,291,901
3.50%, 03/01/2048		43,129,012		42,522,362
4.00%, 03/01/2048		11,771,253		11,961,135
4.00%, 06/01/2048		20,943,056		21,239,781
4.00%, 07/01/2048		9,810,911		9,966,787
4.00%, 07/01/2048		14,195,233		14,341,336
5.00%, 07/01/2048		3,608,665		3,789,637
4.00%, 08/01/2048		8,312,831		8,398,390
5.00%, 08/01/2048		2,191,025		2,303,023
5.00%, 09/01/2048		1,162,057		1,221,530
4.50%, 10/01/2048		20,600,000		21,276,639
Freddie Mac Multifamily Structured Pass Through Certificates
2.47% (1 Month LIBOR USD + 0.36%, 0.37% Floor), 08/25/2024 ⁽²⁾		4,056,171		4,068,818
3.00%, 03/25/2025		19,921,318		19,541,879
3.11%, 06/25/2025		14,585,000		14,465,254
3.75%, 04/25/2033		7,505,000		7,457,225
Freddie Mac Structured Agency Credit Risk Debt Notes
4.42% (1 Month LIBOR USD + 2.20%), 02/25/2024 ⁽²⁾		408,390		419,617
3.87% (1 Month LIBOR USD + 1.65%), 04/25/2024 ⁽²⁾		1,256,166		1,272,595
4.42% (1 Month LIBOR USD + 2.20%), 03/25/2025 ⁽²⁾		118,282		118,596
4.17% (1 Month LIBOR USD + 1.95%), 05/25/2025 ⁽²⁾		2,018,381		2,071,625
4.07% (1 Month LIBOR USD + 1.85%), 10/25/2027 ⁽²⁾		833,912		848,775
5.07% (1 Month LIBOR USD + 2.85%), 04/25/2028 ⁽²⁾		3,155,641		3,266,929
5.12% (1 Month LIBOR USD + 2.90%), 07/25/2028 ⁽²⁾		268,919		275,473
4.22% (1 Month LIBOR USD + 2.00%), 12/25/2028 ⁽²⁾		787,260		797,592
3.02% (1 Month LIBOR USD + 0.80%), 03/25/2029 ⁽²⁾		135,187		135,301
6.07% (1 Month LIBOR USD + 3.85%), 03/25/2029 ⁽²⁾		673,000		763,489
3.42% (1 Month LIBOR USD + 1.20%, 1.20% Floor), 07/25/2029 ⁽²⁾		311,081		313,796
5.47% (1 Month LIBOR USD + 3.25%, 3.25% Floor), 07/25/2029 ⁽²⁾		390,000		426,838
5.77% (1 Month LIBOR USD + 3.55%, 3.55% Floor), 08/25/2029 ⁽²⁾		2,190,000		2,410,051
5.67% (1 Month LIBOR USD + 3.45%), 10/25/2029 ⁽²⁾		720,000		793,564
3.02% (1 Month LIBOR USD + 0.80%), 12/25/2029 ⁽²⁾		308,221		308,941
4.87% (1 Month LIBOR USD + 2.65%), 12/25/2029 ⁽²⁾		250,000		262,343
2.97% (1 Month LIBOR USD + 0.75%), 03/25/2030 ⁽²⁾		1,457,836		1,463,478
2.67% (1 Month LIBOR USD + 0.45%), 07/25/2030 ⁽²⁾		1,741,360		1,738,747
4.52% (1 Month LIBOR USD + 2.30%), 09/25/2030 ⁽²⁾		3,655,000		3,700,363
3.75%, 02/25/2048 ⁽¹⁾⁽⁴⁾		545,000		496,276
3.82%, 05/25/2048 ⁽¹⁾⁽⁴⁾		445,000		413,852
4.17%, 08/25/2048 ⁽¹⁾⁽⁴⁾		4,290,000		4,020,229
Freddie Mac Whole Loan Securities Trust
3.60%, 12/25/2046 ⁽¹⁾⁽⁴⁾		4,485,564		4,426,929
FREMF 2018-K731 Mortgage Trust
3.91%, 02/25/2025 ⁽¹⁾		1,515,000		1,464,304
GAHR Commercial Mortgage Trust 2015-NRF
3.49%, 12/15/2034 ⁽¹⁾⁽⁴⁾		1,250,000		1,242,731
Galton Funding Mortgage Trust 2017-1
3.50%, 11/25/2057 ⁽¹⁾⁽⁴⁾		2,892,805		2,833,742
Ginnie Mae I Pool
7.50%, 08/15/2033		363,029		405,735
5.00%, 09/15/2039		49,626		52,711
5.00%, 10/15/2039		375,374		398,637
5.00%, 12/15/2039		591,855		628,697
5.00%, 02/15/2040		80,427		86,209
5.00%, 02/15/2040		80,427		86,209
5.00%, 06/15/2040		232,211		246,615
4.50%, 05/15/2041		612,824		644,639
5.00%, 09/15/2041		170,783		179,166
3.00%, 10/15/2042		217,474		211,529
3.00%, 12/15/2042		36,462		35,468
3.50%, 12/15/2042		12,749		12,734
3.50%, 01/15/2043		17,010		16,990
3.00%, 05/15/2043		122,368		119,447
3.00%, 06/15/2043		10,810		10,552
3.00%, 06/15/2043		11,004		10,742
3.50%, 10/15/2043		71,700		71,470
5.00%, 07/15/2044		220,667		234,728
4.50%, 09/15/2045		224,247		233,949
Ginnie Mae II Pool
5.50%, 07/20/2036		118,062		127,198
5.50%, 01/20/2040		248,390		266,476
5.00%, 05/20/2040		233,338		249,171
5.00%, 06/20/2040		123,644		133,391
5.00%, 08/20/2040		94,840		100,493
5.00%, 09/20/2040		81,162		86,441
4.00%, 10/15/2041 ⁽⁵⁾		75,000		76,267
4.50%, 10/15/2041 ⁽⁵⁾		350,000		361,758
3.00%, 07/20/2042		463,217		452,705
3.50%, 08/20/2042		22,557		22,558
3.50%, 09/20/2042		3,882,157		3,882,410
2.50%, 10/20/2042		659,035		625,363
2.50%, 12/20/2042		2,712,021		2,573,455
3.50%, 12/20/2042		9,354		9,354
3.00%, 01/20/2043		707,472		691,417
3.50%, 02/20/2043		25,559		25,560
3.50%, 05/20/2043		12,085		12,086
3.50%, 09/20/2043		169,773		169,784
3.00%, 10/15/2044 ⁽⁵⁾		9,440,000		9,142,603
3.50%, 10/20/2044		74,010		73,713
3.50%, 10/20/2044		576,312		575,017
3.00%, 12/20/2044		768,157		749,226
3.50%, 12/20/2044		13,476		13,439
5.00%, 12/20/2044		342,693		365,428
3.50%, 03/20/2045		556,000		554,323
3.50%, 05/20/2045		21,354		21,266
5.50%, 06/20/2045		328,654		353,352
3.50%, 07/20/2045		736,677		734,455
3.50%, 10/20/2045		138,935		138,403
3.50%, 10/20/2045		100,832		100,446
3.00%, 01/20/2046		988,399		961,528
3.50%, 01/20/2046		2,765,122		2,756,353
4.50%, 01/20/2046		904,078		947,172
3.50%, 02/20/2046		1,728,337		1,721,039
3.50%, 02/20/2046		814,747		813,101
3.50%, 03/20/2046		2,691,632		2,682,682
3.00%, 04/20/2046		747,498		725,904
3.50%, 04/20/2046		989,654		986,058
3.00%, 05/20/2046		99,473		96,710
3.00%, 05/20/2046		38,922		37,810
3.50%, 05/20/2046		13,600		13,531
3.50%, 05/20/2046		99,086		98,669
3.50%, 05/20/2046		22,968		22,871
4.00%, 05/20/2046		1,589,072		1,625,772
3.00%, 06/20/2046		209,359		203,235
3.50%, 06/20/2046		115,962		115,475
3.50%, 06/20/2046		696,213		693,361
3.00%, 07/20/2046		187,185		181,819
3.00%, 07/20/2046		179,653		174,515
3.00%, 07/20/2046		261,145		253,675
3.00%, 07/20/2046		62,289		60,503
3.00%, 07/20/2046		343,410		333,596
3.00%, 07/20/2046		99,180		96,422
3.00%, 08/20/2046		130,509		126,783
3.00%, 08/20/2046		84,077		81,621
3.00%, 08/20/2046		3,479,376		3,376,710
3.00%, 08/20/2046		145,753		141,704
2.50%, 09/20/2046		5,134,855		4,819,888
3.00%, 09/20/2046		79,563		77,246
3.00%, 09/20/2046		83,492		81,111
3.00%, 09/20/2046		3,128,944		3,038,054
3.50%, 09/20/2046		1,768,929		1,761,138
2.50%, 10/20/2046		309,015		290,060
3.00%, 10/20/2046		3,365,343		3,265,001
3.00%, 11/20/2046		1,178,194		1,142,882
3.00%, 12/20/2046		8,329,186		8,078,259
3.50%, 12/20/2046		6,550,233		6,518,353
3.50%, 01/20/2047		8,827,285		8,784,310
3.00%, 03/20/2047		2,018,580		1,958,809
3.50%, 03/20/2047		3,899,631		3,880,634
4.00%, 03/20/2047		4,427,819		4,515,908
3.00%, 04/20/2047		3,908,605		3,790,281
3.50%, 04/20/2047		4,485,614		4,463,758
4.00%, 04/20/2047		9,436,959		9,614,854
3.50%, 05/20/2047		597,626		594,713
4.00%, 05/20/2047		7,405,777		7,559,457
4.50%, 05/20/2047		11,488,720		11,937,286
3.50%, 06/20/2047		9,961,987		9,913,412
4.50%, 06/20/2047		15,572,140		16,111,838
5.00%, 06/20/2047		7,880,672		8,254,568
3.00%, 07/20/2047		1,435,671		1,391,895
4.00%, 07/20/2047		1,808,847		1,847,856
4.50%, 07/20/2047		1,833,366		1,896,907
5.00%, 07/20/2047		1,149,985		1,202,202
3.50%, 08/20/2047		9,192,534		9,147,660
4.00%, 08/20/2047		1,525,826		1,558,747
4.50%, 08/20/2047		8,054,517		8,333,670
5.00%, 08/20/2047		773,383		808,500
3.00%, 09/20/2047		25,126,734		24,357,393
3.50%, 09/20/2047		8,514,272		8,472,707
4.50%, 09/20/2047		9,906,969		10,250,324
5.00%, 09/20/2047		8,117,404		8,485,989
3.50%, 10/20/2047		1,952,866		1,943,327
5.00%, 10/20/2047		760,179		794,696
5.50%, 10/20/2047		1,384,480		1,462,742
3.00%, 11/20/2047		8,570,414		8,307,121
4.00%, 11/20/2047		5,627,503		5,727,004
4.50%, 11/20/2047		1,914,813		1,981,177
5.00%, 11/20/2047		1,531,219		1,600,747
4.00%, 12/20/2047		5,496,974		5,594,166
5.00%, 12/20/2047		3,084,499		3,224,556
3.00%, 01/20/2048		10,550,684		10,225,694
3.50%, 01/20/2048		34,126,434		33,959,610
4.00%, 01/20/2048		1,086,701		1,105,954
4.50%, 01/20/2048		1,648,075		1,705,194
5.00%, 01/20/2048		4,473,911		4,677,056
3.00%, 02/20/2048		2,249,836		2,180,534
3.50%, 02/20/2048		3,847,426		3,822,146
5.00%, 02/20/2048		4,488,953		4,692,782
3.00%, 05/20/2048		10,102,495		9,791,972
4.00%, 05/20/2048		720,368		725,118
4.50%, 05/20/2048		12,805,729		13,249,549
5.00%, 05/20/2048		6,959,713		7,281,340
5.50%, 05/20/2048		7,266,564		7,669,536
5.00%, 06/20/2048		2,643,115		2,804,300
5.00%, 06/20/2048		8,860,459		9,278,807
4.50%, 07/20/2048		6,185,358		6,399,730
5.00%, 07/20/2048		9,687,307		10,143,092
5.00%, 07/20/2048		1,555,214		1,641,145
3.50%, 08/20/2048		7,371,773		7,335,760
4.00%, 08/20/2048		10,202,215		10,382,981
4.50%, 08/20/2048		19,601,709		20,281,064
5.00%, 08/20/2048		12,699,095		13,278,974
5.00%, 09/20/2048		1,110,000		1,182,329
5.00%, 09/20/2048		4,440,000		4,642,744
5.00%, 10/15/2048 ⁽⁵⁾		4,290,000		4,479,699
Gosforth Funding 2018-1 Plc
2.71% (3 Month LIBOR USD + 0.45%), 08/25/2060 ⁽¹⁾⁽²⁾		2,385,000		2,384,554
Government National Mortgage Association
3.50%, 03/20/2039 IO		1,014,120		84,422
3.50%, 05/20/2043 IO		304,763		67,398
3.00%, 11/20/2047		1,517,974		1,504,381
3.00%, 12/20/2047		1,082,009		1,061,537
3.50%, 08/20/2048		10,045,422		9,934,010
3.50%, 09/20/2048 ⁽¹⁴⁾		5,835,000		5,780,326
Great Wolf Trust 2017-WOLF
3.16% (1 Month LIBOR USD + 0.85%, 1.00% Floor), 09/15/2034 ⁽¹⁾⁽²⁾		3,170,000		3,170,988
3.36% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 09/15/2034 ⁽¹⁾⁽²⁾		1,625,000		1,626,017
GS Mortgage Securities Co. Trust 2012-SHOP
2.93%, 06/05/2031 ⁽¹⁾		3,540,000		3,541,665
GS Mortgage Securities Trust 2011-GC3
5.83%, 03/10/2044 ⁽¹⁾⁽⁴⁾		340,000		348,802
GS Mortgage Securities Trust 2011-GC5
5.56%, 08/10/2044 ⁽¹⁾⁽⁴⁾		220,000		215,862
GS Mortgage Securities Trust 2013-GC16
5.16%, 11/10/2046 ⁽⁴⁾		7,561,000		7,966,982
GS Mortgage Securities Trust 2014-GC18
4.38%, 01/10/2047		905,000		926,832
GS Mortgage Securities Trust 2014-GC26
3.63%, 11/10/2047		930,000		929,953
GS Mortgage Securities Trust 2014-GSFL
5.48% (1 Month LIBOR USD + 5.95%, 5.95% Floor), 07/15/2031 ⁽¹⁾⁽²⁾		2,200,000		2,200,024
GS Mortgage Securities Trust 2015-GC34
3.51%, 10/10/2048		540,000		534,119
3.91%, 10/10/2048		170,000		168,157
HarborView Mortgage Loan Trust 2005-9
2.62% (1 Month LIBOR USD + 0.45%, 0.45% Floor, 11.00% Cap), 06/20/2035 ⁽²⁾		9,518,245		9,589,000
HarborView Mortgage Loan Trust 2006-10
2.37% (1 Month LIBOR USD + 0.20%, 0.20% Floor), 11/19/2036 ⁽²⁾		12,142,423		10,834,753
HarborView Mortgage Loan Trust 2007-6
2.37% (1 Month LIBOR USD + 0.20%, 10.50% Cap), 08/19/2037 ⁽²⁾		11,033,159		10,383,571
Hilton Orlando Trust 2018-ORL
2.93% (1 Month LIBOR USD + 0.77%), 12/15/2034 ⁽¹⁾⁽²⁾		2,085,000		2,083,703
3.21% (1 Month LIBOR USD + 1.05%), 12/15/2034 ⁽¹⁾⁽²⁾		350,000		350,001
Holmes Master Issuer Plc
2.56% (3 Month LIBOR USD + 0.42%), 10/15/2054 ⁽¹⁾⁽²⁾		6,275,000		6,276,387
2.70% (3 Month LIBOR USD + 0.36%), 10/15/2054 ⁽¹⁾⁽²⁾		3,445,000		3,443,977
Homeward Opportunities Fund I Trust 2018-1
3.77%, 06/25/2048 ⁽¹⁾⁽⁴⁾		8,519,901		8,520,003
4.00%, 06/25/2048 ⁽¹⁾⁽⁴⁾		7,436,500		7,436,575
Hospitality Mortgage Trust
2.98% (1 Month LIBOR USD + 0.85%), 05/08/2030 ⁽¹⁾⁽²⁾		510,000		510,315
3.31% (1 Month LIBOR USD + 1.18%), 05/08/2030 ⁽¹⁾⁽²⁾		405,000		405,252
Hudsons Bay Simon JV Trust 2015-HBS
4.15%, 08/05/2034 ⁽¹⁾		2,725,000		2,669,178
Impac CMB Trust Series 2004-7
2.86% (1 Month LIBOR USD + 0.64%, 11.25% Cap), 11/25/2034 ⁽²⁾		8,058,515		8,030,884
Independence Plaza Trust 2018-INDP
3.76%, 07/10/2035 ⁽¹⁾		3,265,000		3,238,265
3.91%, 07/10/2035 ⁽¹⁾		2,780,000		2,757,304
IndyMac INDX Mortgage Loan Trust 2006-AR19
3.95%, 08/25/2036 ⁽⁴⁾		14,126,956		13,243,369
IndyMac INDX Mortgage Loan Trust 2007-AR15
3.84%, 08/25/2037 ⁽⁴⁾		5,888,501		5,152,479
InTown Hotel Portfolio Trust 2018-STAY
3.21% (1 Month LIBOR USD + 1.05%, 1.05% Floor), 01/15/2033 ⁽¹⁾⁽²⁾		430,000		429,866
JP Morgan Chase Commercial Mortgage Securities Trust 2005-CIBC13
5.77%, 01/12/2043 ⁽⁴⁾		2,090,429		2,116,099
JP Morgan Chase Commercial Mortgage Securities Trust 2010-CNTR
4.31%, 08/05/2032 ⁽¹⁾		1,560,858		1,586,030
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
4.17%, 08/15/2046		8,679,309		8,848,156
JP Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC
3.09%, 07/05/2032 ⁽¹⁾		2,525,659		2,503,218
JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20
2.87%, 07/15/2047		1,790,000		1,788,928
3.47%, 07/15/2047 ⁽¹⁾		19,087,000		19,099,670
JP Morgan Chase Commercial Mortgage Securities Trust 2015-UES
3.74%, 09/05/2032 ⁽¹⁾⁽⁴⁾		590,000		581,711
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2
3.06%, 08/15/2049		1,993,000		1,875,788
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3
3.40%, 08/15/2049 ⁽⁴⁾		565,000		536,087
JP Morgan Chase Commercial Mortgage Securities Trust 2016-NINE
2.95%, 10/06/2038 ⁽¹⁾⁽⁴⁾		2,450,000		2,296,217
2.95%, 10/06/2038 ⁽¹⁾⁽⁴⁾		910,000		830,735
JP Morgan Chase Commercial Mortgage Securities Trust 2016-WIKI
3.55%, 10/05/2031 ⁽¹⁾		394,000		388,214
4.14%, 10/05/2031 ⁽¹⁾⁽⁴⁾		602,000		591,934
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
4.25%, 07/05/2033 ⁽¹⁾		965,000		988,716
JP Morgan Resecuritization Trust Series 2014-6
2.27% (1 Month LIBOR USD + 0.21%, 0.21% Floor), 07/27/2046 ⁽¹⁾⁽²⁾		1,430,442		1,422,181
JP Morgan Seasoned Mortgage Trust 2010-1
0.00%, 03/25/2050 ⁽¹⁾⁽⁴⁾		14,487,265		13,421,290
JPMBB Commercial Mortgage Securities Trust 2014-C22
3.80%, 09/15/2047		1,945,000		1,963,409
JPMBB Commercial Mortgage Securities Trust 2015-C28
3.99%, 10/15/2048		1,200,000		1,187,152
JPMBB Commercial Mortgage Securities Trust 2015-C30
3.82%, 07/15/2048		2,780,000		2,809,703
JPMBB Commercial Mortgage Securities Trust 2015-C31
3.80%, 08/15/2048		5,065,000		5,107,193
JPMCC Commercial Mortgage Securities Trust 2017-JP5
3.88%, 03/15/2050 ⁽⁴⁾		4,990,000		4,932,022
JPMDB Commercial Mortgage Securities Trust 2016-C4
3.38%, 12/15/2049		4,040,000		3,889,121
JPMDB Commercial Mortgage Securities Trust 2017-C5
4.51%, 03/15/2050 ⁽⁴⁾		2,365,000		2,364,523
JPMDB Commercial Mortgage Securities Trust 2018-C8
4.90%, 06/15/2051 ⁽⁴⁾		1,474,000		1,499,428
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-HB1
3.89%, 04/25/2029 ⁽⁴⁾		996,863		986,005
MetLife Securitization Trust 2018-1
3.75%, 03/25/2057 ⁽¹⁾⁽⁴⁾		20,073,454		19,977,614
Mill City Mortgage Loan Trust 2016-1
2.50%, 04/25/2057 ⁽¹⁾⁽⁴⁾		345,774		337,687
Mill City Mortgage Loan Trust 2017-2
2.75%, 07/25/2059 ⁽¹⁾⁽⁴⁾		655,502		641,297
Monarch Beach Resort Trust 2018-MBR MZ
3.08% (1 Month LIBOR USD + 0.92%, 0.92% Floor), 07/15/2035 ⁽¹⁾⁽²⁾		8,985,000		8,996,229
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8
2.70%, 12/15/2048		14,874,299		14,738,222
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
3.46%, 05/15/2046		3,750,000		3,688,015
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
2.92%, 02/15/2047		361,219		361,066
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
3.74%, 08/15/2047		974,000		982,056
4.46%, 08/15/2047 ⁽⁴⁾		1,655,000		1,664,350
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
4.00%, 08/15/2031		310,000		307,586
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
3.31%, 04/15/2048		965,000		943,799
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
4.04%, 05/15/2048 ⁽⁴⁾		190,000		190,298
4.50%, 05/15/2048 ⁽⁴⁾		85,000		86,154
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28
4.75%, 01/15/2049 ⁽⁴⁾		2,033,000		2,021,712
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
2.86%, 09/15/2049		3,220,000		3,011,185
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
4.33%, 11/15/2052 ⁽⁴⁾		845,000		825,289
Morgan Stanley Capital I Trust 2014-MP
3.47%, 08/11/2033 ⁽¹⁾		10,000,000		10,059,061
Morgan Stanley Capital I Trust 2017-H1
3.53%, 06/15/2050		2,750,000		2,683,418
4.28%, 06/15/2050 ⁽⁴⁾		2,805,000		2,723,168
Morgan Stanley Capital I Trust 2017-JWDR
3.01% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 11/15/2034 ⁽¹⁾⁽²⁾		4,090,000		4,089,998
3.36% (1 Month LIBOR USD + 1.20%, 1.20% Floor), 11/15/2034 ⁽¹⁾⁽²⁾		2,830,000		2,831,769
Morgan Stanley Resecuritization Trust 2013-R10
3.97%, 01/26/2051 ⁽¹⁾⁽⁴⁾		407,534		405,938
Motel 6 Trust 2017-MTL6
3.08% (1 Month LIBOR USD + 0.92%, 0.92% Floor), 08/15/2034 ⁽¹⁾⁽²⁾		8,425,108		8,427,729
3.35% (1 Month LIBOR USD + 1.19%, 1.19% Floor), 08/15/2034 ⁽¹⁾⁽²⁾		7,456,705		7,459,059
4.31% (1 Month LIBOR USD + 2.15%, 2.15% Floor), 08/15/2034 ⁽¹⁾⁽²⁾		774,723		776,657
Nomura Resecuritization Trust 2015-7R
3.63%, 08/26/2036 ⁽¹⁾⁽⁴⁾		940,285		928,388
OBX 2018-EXP1 Trust
3.07% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 04/25/2048 ⁽¹⁾⁽²⁾		4,202,046		4,203,249
4.00%, 04/25/2048 ⁽¹⁾⁽⁴⁾		2,513,579		2,505,647
One Market Plaza Trust 2017-1MKT
3.61%, 02/10/2032 ⁽¹⁾		1,980,000		1,968,263
Palisades Center Trust 2016-PLSD
2.71%, 04/13/2033 ⁽¹⁾		640,000		624,011
Queens Center Mortgage Trust 2013-QC
3.28%, 01/11/2037 ⁽¹⁾		3,915,000		3,794,108
RALI Series 2006-QS9 Trust
6.00%, 07/25/2036		5,926,785		5,363,608
RBS Commercial Funding, Inc. 2013-GSP Trust
3.96%, 01/13/2032 ⁽¹⁾⁽⁴⁾		1,565,000		1,580,442
RESIMAC Bastille Trust Series 2018-1NC
2.99% (1 Month LIBOR USD + 0.85%), 12/16/2059 ^(1)(2)(14)		5,600,000		5,600,000
Resource Capital Corp. 2017-CRE5 Ltd.
2.96% (1 Month LIBOR USD + 0.80%), 07/15/2034 ⁽¹⁾⁽²⁾		7,487,866		7,487,856
4.16% (1 Month LIBOR USD + 2.00%), 07/15/2034 ⁽¹⁾⁽²⁾		3,224,282		3,224,282
RETL 2018-RVP
3.91% (1 Month LIBOR USD + 1.75%, 1.75% Floor), 03/15/2033 ⁽¹⁾⁽²⁾		6,198,929		6,229,937
Rosslyn Portfolio Trust 2017-ROSS
3.11% (1 Month LIBOR USD + 0.95%, 1.94% Floor), 06/15/2033 ⁽¹⁾⁽²⁾		15,800,000		15,819,665
Seasoned Credit Risk Transfer Trust
3.00%, 09/25/2055 ⁽¹⁾⁽⁴⁾		375,000		360,755
Seasoned Credit Risk Transfer Trust Series 2017-2
4.00%, 08/25/2056 ⁽¹⁾⁽⁴⁾		910,000		880,413
Sequoia Mortgage Trust 2003-2
2.83% (1 Month LIBOR USD + 0.66%, 0.33% Floor, 11.50% Cap), 06/20/2033 ⁽²⁾		780,037		783,176
Sequoia Mortgage Trust 2004-9
3.29% (6 Month LIBOR USD + 0.72%, 0.36% Floor, 11.50% Cap), 10/20/2034 ⁽²⁾		1,757,505		1,703,331
Sequoia Mortgage Trust 2013-4
3.49%, 04/25/2043 ⁽⁴⁾		2,843,274		2,756,654
Sequoia Mortgage Trust 2017-CH2
4.00%, 12/25/2047 ⁽¹⁾⁽⁴⁾		2,428,270		2,421,745
Sequoia Mortgage Trust 2018-CH1
3.50%, 02/25/2048 ⁽¹⁾⁽⁴⁾		760,617		750,161
Sequoia Mortgage Trust 2018-CH2
4.00%, 06/25/2048 ⁽¹⁾⁽⁴⁾		2,396,588		2,387,494
Sequoia Mortgage Trust 2018-CH3
4.00%, 08/25/2048 ⁽¹⁾⁽⁴⁾		14,352,758		14,359,946
4.50%, 08/25/2048 ⁽¹⁾⁽⁴⁾		4,054,126		4,090,677
Sequoia Mortgage Trust 2018-CH4
4.00%, 10/25/2048 ^(1)(4)(14)		3,630,000		3,634,561
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
3.87%, 01/05/2043 ⁽¹⁾⁽⁴⁾		1,375,000		1,303,949
SLIDE 2018-FUN
4.37% (1 Month LIBOR USD + 2.30%, 2.30% Floor), 06/15/2031 ⁽¹⁾⁽²⁾		5,320,000		5,343,307
Southern Pacific Securities 06-1 Plc
1.10% (3 Month LIBOR GBP + 0.30%), 03/10/2044 ⁽²⁾	GBP 2,876,029			3,722,453
STACR Trust 2018-DNA2
3.02% (1 Month LIBOR USD + 0.80%), 12/25/2030 ⁽¹⁾⁽²⁾	$	5,600,000		5,617,203
4.37% (1 Month LIBOR USD + 2.15%), 12/25/2030 ⁽¹⁾⁽²⁾		2,760,000		2,784,960
Starwood Retail Property Trust 2014-STAR
4.66% (1 Month LIBOR USD + 2.50%, 2.50% Floor), 11/15/2027 ⁽¹⁾⁽²⁾		2,206,000		2,186,726
Structured Asset Mortgage Investments II Trust 2007-AR3
2.41% (1 Month LIBOR USD + 0.19%, 0.19% Floor, 10.50% Cap), 09/25/2047 ⁽²⁾		14,701,118		14,148,845
Sutherland Commercial Mortgage Loans 2017-SBC6
3.19%, 05/25/2037 ⁽¹⁾⁽⁴⁾		9,045,072		8,980,987
Towd Point Mortgage Trust 2015-3
3.00%, 03/25/2054 ⁽¹⁾⁽⁴⁾		230,411		228,630
Towd Point Mortgage Trust 2015-4
2.75%, 04/25/2055 ⁽¹⁾⁽⁴⁾		294,927		290,608
Towd Point Mortgage Trust 2015-5
2.75%, 05/25/2055 ⁽¹⁾⁽⁴⁾		281,620		277,066
Towd Point Mortgage Trust 2016-1
2.75%, 02/25/2055 ⁽¹⁾⁽⁴⁾		247,839		244,013
3.00%, 02/25/2055 ⁽¹⁾⁽⁴⁾		327,701		322,189
Towd Point Mortgage Trust 2016-2
2.75%, 08/25/2055 ⁽¹⁾⁽⁴⁾		220,881		216,457
Towd Point Mortgage Trust 2016-3
2.25%, 04/25/2056 ⁽¹⁾⁽⁴⁾		347,126		338,709
Towd Point Mortgage Trust 2016-4
2.25%, 07/25/2056 ⁽¹⁾⁽⁴⁾		720,857		700,481
Towd Point Mortgage Trust 2016-5
2.50%, 10/25/2056 ⁽¹⁾⁽⁴⁾		2,438,756		2,370,058
UBS Commercial Mortgage Trust 2018-C9
4.32%, 03/15/2051 ⁽⁴⁾		1,718,000		1,744,695
UBS-Barclays Commercial Mortgage Trust 2012-C2
5.05%, 05/10/2063 ^(1)(4)(14)		1,135,000		1,059,307
5.05%, 05/10/2063 ^(1)(4)(14)		2,750,000		2,300,807
Verus Securitization Trust 2018-1
2.93%, 02/25/2048 ⁽¹⁾⁽⁴⁾		938,793		926,168
Verus Securitization Trust 2018-2
3.68%, 06/01/2058 ⁽¹⁾⁽⁴⁾		2,842,863		2,842,622
3.78%, 06/01/2058 ⁽¹⁾⁽⁴⁾		1,515,232		1,515,099
Verus Securitization Trust 2018-INV1
3.63%, 03/25/2058 ⁽¹⁾⁽⁴⁾		1,199,214		1,197,177
VNDO 2012-6AVE Mortgage Trust
3.00%, 11/15/2030 ⁽¹⁾		2,755,000		2,711,635
Wachovia Bank Commercial Mortgage Trust Series 2006-C29
5.44%, 11/15/2048 ^(4)(14)		8,982,985		9,072,815
Wachovia Bank Commercial Mortgage Trust Series 2007-C32
6.06%, 06/15/2049 ^(4)(14)		4,624,424		4,670,668
Wachovia Bank Commercial Mortgage Trust Series 2007-C33
5.98%, 02/15/2051 ⁽⁴⁾		6,934,660		6,847,920
Wachovia Bank Commercial Mortgage Trust Series 2007-C34
6.34%, 05/15/2046 ^(4)(14)		246,070		250,216
WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
2.54% (1 Month LIBOR USD + 0.32%, 0.32% Floor, 10.50% Cap), 08/25/2045 ⁽²⁾		4,161,906		4,204,010
WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
2.51% (1 Month LIBOR USD + 0.29%, 0.29% Floor, 10.50% Cap), 10/25/2045 ⁽²⁾		2,527,080		2,551,914
WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust
2.48% (1 Month LIBOR USD + 0.26%, 0.26% Floor, 10.50% Cap), 11/25/2045 ⁽²⁾		7,574,521		7,620,923
WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust
2.55% (1 Month LIBOR USD + 0.33%, 0.33% Floor, 10.50% Cap), 01/25/2045 ⁽²⁾		6,560,057		6,585,809
WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust
3.53%, 02/25/2037 ⁽⁴⁾		12,671,366		12,166,990
WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust
2.59% (12 Month US Treasury Average + 0.75%, 0.75% Floor), 06/25/2047 ⁽²⁾		10,777,591		10,401,046
Wells Fargo Commercial Mortgage Trust 2015-C30
3.66%, 09/15/2058		1,280,000		1,274,828
Wells Fargo Commercial Mortgage Trust 2015-C31
3.70%, 11/15/2048		2,875,000		2,864,842
Wells Fargo Commercial Mortgage Trust 2016-C33
3.16%, 03/15/2059		1,225,000		1,178,705
4.51%, 03/15/2059 ⁽⁴⁾		4,317,000		4,408,451
Wells Fargo Commercial Mortgage Trust 2016-C34
3.10%, 06/15/2049		1,135,000		1,083,923
Wells Fargo Commercial Mortgage Trust 2016-C35
3.18%, 07/15/2048		3,155,000		3,024,013
Wells Fargo Commercial Mortgage Trust 2016-LC24
3.37%, 10/15/2049		7,433,705		7,104,210
Wells Fargo Commercial Mortgage Trust 2017-C38
3.45%, 07/15/2050		1,695,000		1,648,558
3.67%, 07/15/2050 ⁽⁴⁾		1,315,000		1,274,051
Wells Fargo Commercial Mortgage Trust 2017-HSDB
3.00% (1 Month LIBOR USD + 0.85%, 0.85% Floor), 12/13/2031 ⁽¹⁾⁽²⁾		8,100,000		8,105,151
3.25% (1 Month LIBOR USD + 1.10%, 1.10% Floor), 12/13/2031 ⁽¹⁾⁽²⁾		6,700,000		6,704,345
3.99% (1 Month LIBOR USD + 1.84%, 1.84% Floor), 12/13/2031 ⁽¹⁾⁽²⁾		100,000		99,849
WFRBS Commercial Mortgage Trust 2011-C2
5.84%, 02/15/2044 ⁽¹⁾⁽⁴⁾		2,130,000		2,152,841
WFRBS Commercial Mortgage Trust 2011-C5
5.86%, 11/15/2044 ⁽¹⁾⁽⁴⁾		115,000		116,703
WFRBS Commercial Mortgage Trust 2012-C7
4.98%, 06/15/2045 ⁽¹⁾⁽⁴⁾		690,000		568,592
WFRBS Commercial Mortgage Trust 2014-C19
4.72%, 03/15/2047 ⁽⁴⁾		329,000		336,945
WFRBS Commercial Mortgage Trust 2014-C22
4.07%, 09/15/2057 ⁽⁴⁾		4,250,000		4,279,656
Worldwide Plaza Trust 2017-WWP
3.53%, 11/10/2036 ⁽¹⁾		1,740,000		1,691,549
3.72%, 11/10/2036 ⁽¹⁾⁽⁴⁾		320,000		306,527
Total Mortgage-Backed Obligations (Cost $3,214,484,747)			$	3,170,176,904
Total Bonds & Notes (Cost $14,676,818,999)			$	14,513,914,494

BANK LOANS - 2.33%
1011778 BC ULC
4.56% (LIBOR USD), 02/17/2024 ⁽²⁾		400,000		400,100
ABG Intermediate Holdings 2 LLC
5.74% (1 Month LIBOR + 3.50%), 09/27/2024 ⁽²⁾		1,835,000		1,840,046
Air Medical Group Holdings, Inc.
6.42% (1 Month LIBOR + 4.25%), 03/14/2025 ⁽²⁾		199,000		198,089
Alliant Holdings Intermediate LLC
5.15% (1 Month LIBOR + 3.00%), 05/09/2025 ⁽²⁾		5,546,100		5,562,960
Altice Financing SA
4.91% (1 Month LIBOR + 2.75%), 07/15/2025 ⁽²⁾		2,419,916		2,370,913
Altice France SA/France
6.16% (1 Month LIBOR + 4.00%), 08/14/2026 ⁽²⁾		1,400,000		1,387,750
Altice U.S. Finance I Corp.
4.49% (1 Month LIBOR + 2.25%), 07/28/2025 ⁽²⁾		5,469,148		5,462,311
Altra Industrial Motion Corp.
4.33% (LIBOR USD), 09/26/2025 ⁽²⁾		750,000		751,170
American Axle & Manufacturing, Inc.
4.47% (1 Month LIBOR + 2.25%), 04/08/2024 ⁽²⁾		2,198,180		2,197,081
Amneal Pharmaceuticals LLC
5.75% (1 Month LIBOR + 3.50%), 05/05/2025 ⁽²⁾		2,548,322		2,569,830
Ancestry.com Operations, Inc.
5.50% (1 Month LIBOR + 3.25%), 10/19/2023 ⁽²⁾		5,495,890		5,513,092
Aramark Services, Inc.
4.08% (3 Month LIBOR + 1.75%), 03/28/2024 ⁽²⁾		2,763,213		2,766,667
4.08% (3 Month LIBOR + 1.75%), 03/11/2025 ⁽²⁾		199,500		199,999
Argon Medical Devices, Inc.
5.99% (1 Month LIBOR + 3.75%), 01/23/2025 ⁽²⁾		3,205,450		3,222,824
Asurion LLC
5.24% (1 Month LIBOR + 3.00%), 08/04/2022 ⁽²⁾		3,861,352		3,891,702
5.24% (1 Month LIBOR + 3.00%), 11/03/2023 ⁽²⁾		445,735		448,939
5.24% (1 Month LIBOR + 3.00%), 11/04/2024 ⁽²⁾		3,291,750		3,312,850
8.74% (1 Month LIBOR + 6.50%), 08/04/2025 ⁽²⁾		2,485,000		2,551,797
Auris Luxembourg III Sarl
6.07% (LIBOR USD), 07/24/2025 ⁽²⁾		4,230,000		4,280,252
Avantor, Inc.
6.24% (1 Month LIBOR + 4.00%), 11/21/2024 ⁽²⁾		208,676		211,121
Avolon TLB Borrower 1 U.S. LLC
4.17% (1 Month LIBOR + 2.00%), 01/15/2025 ⁽²⁾		4,196,046		4,208,341
Axalta Coating Systems U.S. Holdings, Inc.
4.14% (3 Month LIBOR + 1.75%), 05/31/2024 ⁽²⁾		79,800		79,927
Bausch Health Cos, Inc.
5.10% (1 Month LIBOR + 3.00%), 06/02/2025 ⁽²⁾		4,090,814		4,110,164
Beacon Roofing Supply, Inc.
4.38% (1 Month LIBOR + 2.25%), 01/02/2025 ⁽²⁾		119,700		119,350
Brand Energy & Infrastructure Services, Inc.
6.59% (3 Month LIBOR + 4.25%), 06/21/2024 ⁽²⁾		3,916,641		3,939,984
Brightview Landscapes LLC
4.69% (2 Month LIBOR + 2.50%), 08/15/2025 ⁽²⁾		740,000		743,004
Brookfield WEC Holdings, Inc.
5.99% (1 Month LIBOR + 3.75%), 08/01/2025 ⁽²⁾		2,275,000		2,302,300
BWAY Holding Co.
5.58% (3 Month LIBOR + 3.25%), 04/03/2024 ⁽²⁾		5,521,023		5,514,121
Caesars Resort Collection LLC
4.99% (1 Month LIBOR + 2.75%), 12/23/2024 ⁽²⁾		5,122,212		5,149,257
California Resources Corp.
6.96% (1 Month LIBOR + 4.75%), 12/30/2022 ⁽²⁾		100,000		101,458
CenturyLink, Inc.
4.99% (1 Month LIBOR + 2.75%), 01/31/2025 ⁽²⁾		3,304,434		3,280,477
CEOC LLC
4.24% (1 Month LIBOR + 2.00%), 10/04/2024 ⁽²⁾		619,500		619,116
Change Healthcare Holdings LLC
4.99% (1 Month LIBOR + 2.75%), 03/01/2024 ⁽²⁾		5,400,513		5,416,552
Charter Communications Operating LLC
4.25% (1 Month LIBOR + 2.00%), 04/30/2025 ⁽²⁾		7,103,402		7,112,281
CHI Doors Holdings Corp.
5.49% (1 Month LIBOR + 3.25%), 07/29/2022 ⁽²⁾		2,384,420		2,389,642
CHS/Community Health Systems, Inc.
5.31% (LIBOR USD), 12/31/2019 ⁽²⁾		110,000		109,519
5.56% (3 Month LIBOR + 3.25%), 01/27/2021 ⁽²⁾		3,964,336		3,910,223
Churchill Downs, Inc.
4.39% (LIBOR USD), 12/27/2024 ⁽²⁾		498,744		499,367
Clean Harbors, Inc.
4.09% (LIBOR USD), 06/30/2024 ⁽²⁾		498,737		499,830
Columbus McKinnon Corp./NY
4.89% (3 Month LIBOR + 2.50%), 01/31/2024 ⁽²⁾		173,262		173,479
CommScope, Inc.
4.24% (1 Month LIBOR + 2.00%), 12/29/2022 ⁽²⁾		1,952,083		1,959,403
Concordia International Corp.
7.83% (LIBOR USD), 09/06/2024 ⁽²⁾		1,200,000		1,170,936
Core & Main Gp, LLC
5.32% (3 Month LIBOR + 3.00%), 08/01/2024 ⁽²⁾		99,250		99,540
Crown Americas LLC
4.16% (1 Week LIBOR + 2.00%), 04/03/2025 ⁽²⁾		50,000		50,223
CSC Holdings LLC
4.41% (1 Month LIBOR + 2.25%), 07/17/2025 ⁽²⁾		4,001,123		3,999,442
4.66% (1 Month LIBOR + 2.50%), 01/26/2026 ⁽²⁾		299,250		300,124
Dell International LLC
4.25% (1 Month LIBOR + 2.00%), 09/07/2023 ⁽²⁾		99,250		99,448
Delos Finance Sarl
4.08% (LIBOR USD), 10/06/2023 ⁽²⁾		700,000		702,044
Diamond Resorts International, Inc.
6.09% (LIBOR USD), 09/02/2023 ⁽²⁾		1,390,000		1,352,929
Drillship Kithira Owners, Inc.
8.00% (Fixed), 09/20/2024		1,283,120		1,346,956
Dubai World Corp.
2.00% cash or 1.75% PIK, 09/30/2018		7,293,583		6,801,266
Duff & Phelps LLC
5.49% (1 Month LIBOR + 3.25%), 02/13/2025 ⁽²⁾		3,625,042		3,625,042
Edelman Financial Center LLC
5.59% (3 Month LIBOR + 3.25%), 07/21/2025 ⁽²⁾		905,000		911,978
Encapsys LLC
5.49% (1 Month LIBOR + 3.25%), 11/07/2024 ⁽²⁾		562,175		564,750
Energizer Holdings, Inc.
7.34% (LIBOR USD), 05/18/2019 ^(2)(14)		600,000		595,500
4.59% (LIBOR USD), 06/21/2025 ⁽²⁾		2,025,000		2,031,338
Enterprise Merger Sub, Inc.
0.00%, 09/19/2019 ⁽¹⁴⁾		1,900,000		1,885,750
Envision Healthcare Corp.
0.00%, 10/31/2025 ⁽¹⁴⁾		3,350,000		3,341,625
ExamWorks Group, Inc.
5.49% (1 Month LIBOR + 3.25%), 07/27/2023 ⁽²⁾		1,326,824		1,336,112
Exgen Renewables IV LLC
5.32% (3 Month LIBOR + 3.00%), 11/29/2024 ⁽²⁾		657,069		661,997
Filtration Group Corp.
5.24% (1 Month LIBOR + 3.00%), 03/31/2025 ⁽²⁾		3,937,320		3,962,637
FINANCIAL & RISK T/L (REFINITIV/THOMSON REUTERS) (EUR)
0.00%, 09/18/2025	EUR 6,000,000			7,003,773
Financial & Risk U.S. Holdings, Inc.
6.10% (LIBOR USD), 10/01/2025 ⁽²⁾	$	5,950,000		5,934,292
Financial + Risk U.S. Holdings I Bridge
0.00%, 02/06/2019 ⁽¹⁴⁾		1,400,000		1,389,500
First Data Corp.
4.21% (1 Month LIBOR + 2.00%), 07/08/2022 ⁽²⁾		2,201,247		2,204,505
4.21% (1 Month LIBOR + 2.00%), 04/26/2024 ⁽²⁾		3,570,000		3,572,535
Flex Acquisition Co., Inc.
5.34% (3 Month LIBOR + 3.00%), 12/29/2023 ⁽²⁾		2,063		–
Formula One Management Ltd.
4.74% (1 Month LIBOR + 2.50%), 02/01/2024 ⁽²⁾		5,595,000		5,548,394
Gentiva Health Services, Inc.
6.00% (1 Month LIBOR + 3.75%), 07/02/2025 ⁽²⁾		320,000		323,600
Genworth Holdings, Inc.
6.65% (1 Month LIBOR + 4.50%), 02/28/2023 ⁽²⁾		49,875		50,966
GGP Nimbus LP
4.74% (1 Month LIBOR + 2.50%), 08/27/2025 ⁽²⁾		2,350,000		2,338,744
Global Business Travel Holdings Ltd.
4.84% (3 Month LIBOR + 2.50%), 08/13/2025 ⁽²⁾		895,000		900,039
Go Daddy Operating Co. LLC
4.49% (1 Month LIBOR + 2.25%), 02/15/2024 ⁽²⁾		2,034,531		2,041,876
HB Fuller Co.
4.17% (1 Month LIBOR + 2.00%), 10/21/2024 ⁽²⁾		3,285,926		3,281,424
HCA, Inc.
4.24% (1 Month LIBOR + 2.00%), 03/13/2025 ⁽²⁾		3,252,494		3,275,066
Hilton Worldwide Finance LLC
3.97% (1 Month LIBOR + 1.75%), 10/25/2023 ⁽²⁾		8,365,730		8,402,706
HUB International Ltd.
5.34% (3 Month LIBOR + 3.00%), 04/25/2025 ⁽²⁾		2,114,700		2,118,401
Hyland Software, Inc.
5.49% (1 Month LIBOR + 3.25%), 07/01/2022 ⁽²⁾		3,258,897		3,277,896
iHeartCommunications, Inc.
9.09% (3 Month LIBOR + 6.75%), 01/30/2019 ^(2)(12)		21,140,000		15,831,957
9.58% (1 Month LIBOR + 7.50%), 07/30/2019 ^(2)(12)		2,000,000		1,493,340
Intelsat Jackson Holdings SA
5.98% (1 Month LIBOR + 3.75%), 11/30/2023 ⁽²⁾		295,000		296,024
6.73% (1 Month LIBOR + 4.50%), 01/02/2024 ⁽²⁾		1,490,000		1,563,576
IQVIA, Inc.
4.34% (LIBOR USD), 01/18/2025 ⁽²⁾		748,111		750,452
IRB Holding Corp.
5.46% (2 Month LIBOR + 3.25%), 02/05/2025 ⁽²⁾		99,750		99,813
Jaguar Holding Co. II
4.74% (1 Month LIBOR + 2.50%), 08/18/2022 ⁽²⁾		4,767,680		4,770,398
KFC Holding Co.
3.91% (1 Month LIBOR + 1.75%), 04/03/2025 ⁽²⁾		7,325,210		7,329,824
Kloeckner Pentaplast of America, Inc.
4.75% (3 Month EURIBOR + 4.75%), 06/30/2022 ⁽²⁾	EUR 100,000			109,538
Kronos, Inc./MA
5.34% (3 Month LIBOR + 3.00%), 11/01/2023 ⁽²⁾	$	6,568,538		6,598,951
Las Vegas Sands LLC
4.14% (LIBOR USD), 03/27/2025 ⁽²⁾		1,542,250		1,540,476
Level 3 Financing, Inc.
4.43% (1 Month LIBOR + 2.25%), 02/22/2024 ⁽²⁾		14,305,000		14,342,765
MacDonald Dettwiler & Associates Ltd.
5.14% (3 Month LIBOR + 2.75%), 10/04/2024 ⁽²⁾		2,489,850		2,445,232
Marriott Ownership Resorts, Inc.
4.49% (1 Month LIBOR + 2.25%), 08/29/2025 ⁽²⁾		300,000		302,250
McDermott Technology Americas, Inc.
7.08% (1 Month LIBOR + 5.00%), 05/12/2025 ⁽²⁾		3,676,300		3,726,077
MedPlast Holdings, Inc.
6.09% (3 Month LIBOR + 3.75%), 07/02/2025 ⁽²⁾		1,705,000		1,725,255
Meredith Corp.
5.24% (1 Month LIBOR + 3.00%), 01/31/2025 ⁽²⁾		94,194		94,705
Micro Holdings Corp.
5.92% (1 Month LIBOR + 3.75%), 09/13/2024 ⁽²⁾		1,495,675		1,505,023
Mission Broadcasting, Inc.
4.60% (1 Month LIBOR + 2.50%), 01/17/2024 ⁽²⁾		277,727		278,854
MPH Acquisition Holdings LLC
5.14% (3 Month LIBOR + 2.75%), 06/07/2023 ⁽²⁾		5,561,919		5,572,042
Multi-Color Corp.
4.49% (1 Month LIBOR + 2.25%), 10/31/2024 ⁽²⁾		46,765		46,960
Nature's Bounty Co.
5.74% (1 Month LIBOR + 3.50%), 09/26/2024 ⁽²⁾		99,250		95,553
Neiman Marcus Group LLC Ltd.
5.58% (LIBOR USD), 10/25/2020 ⁽²⁾		1,532,000		1,421,282
NEP/NCP Holdco, Inc.
5.49% (1 Month LIBOR + 3.25%), 07/21/2022 ⁽²⁾		2,666,935		2,665,815
Nexstar Media Group, Inc.
4.60% (1 Month LIBOR + 2.50%), 01/17/2024 ⁽²⁾		1,980,246		1,988,286
PAREXEL International
4.99% (1 Month LIBOR + 2.75%), 09/27/2024 ⁽²⁾		1,114,000		1,105,923
Penn National Gaming, Inc.
4.59% (LIBOR USD), 08/15/2025 ⁽²⁾		500,000		502,500
PetSmart, Inc.
5.12% (1 Month LIBOR + 3.00%), 03/11/2022 ⁽²⁾		777,990		677,645
PharMerica Corp.
5.65% (1 Month LIBOR + 3.50%), 12/06/2024 ⁽²⁾		3,666,115		3,689,028
Pisces Midco, Inc.
6.09% (3 Month LIBOR + 3.75%), 04/12/2025 ⁽²⁾		600,000		605,250
PODS LLC
5.08% (LIBOR USD), 11/21/2024 ⁽²⁾		763,074		764,745
Post Holdings, Inc.
4.07% (1 Month LIBOR + 2.00%), 05/24/2024 ⁽²⁾		4,585,741		4,584,915
PQ Corp.
4.74% (1 Month LIBOR + 2.50%), 02/08/2025 ⁽²⁾		4,242,058		4,244,731
Prime Security Services Borrower, LLC
4.99% (1 Month LIBOR + 2.75%), 05/02/2022 ⁽²⁾		2,229,356		2,238,875
Reynolds Group Holdings, Inc.
4.99% (1 Month LIBOR + 2.75%), 02/06/2023 ⁽²⁾		1,900,655		1,908,638
Sabre GLBL, Inc.
4.24% (1 Month LIBOR + 2.00%), 02/22/2024 ⁽²⁾		1,625,905		1,629,969
SBA Senior Finance II LLC
4.25% (1 Month LIBOR + 2.00%), 04/11/2025 ⁽²⁾		1,596,250		1,597,527
Scientific Games International, Inc.
5.04% (2 Month LIBOR + 2.75%), 08/14/2024 ⁽²⁾		2,156,823		2,152,790
Sequa Mezzanine Holdings LLC
7.19% (2 Month LIBOR + 5.00%), 11/26/2021 ⁽²⁾		8,697,500		8,545,294
11.20% (2 Month LIBOR + 9.00%), 04/28/2022 ⁽²⁾		660,000		648,450
Sigma Bidco BV
3.50% (1 Month EURIBOR + 3.50%), 07/02/2025 ⁽²⁾	EUR 1,000,000			1,156,277
Sprint Communications, Inc.
4.84% (LIBOR USD), 02/02/2024 ⁽²⁾	$	746,212		748,078
SS&C European Holdings Sarl
4.49% (1 Month LIBOR + 2.25%), 04/16/2025 ⁽²⁾		1,019,973		1,020,616
SS&C Technologies, Inc.
4.49% (1 Month LIBOR + 2.25%), 04/16/2025 ⁽²⁾		2,599,786		2,601,424
4.59% (LIBOR USD), 04/16/2025 ⁽²⁾		1,315,000		1,315,407
StandardAero Aviation Holdings, Inc.
5.99% (1 Month LIBOR + 3.75%), 07/07/2022 ⁽²⁾		4,720,767		4,742,152
Starfruit Finco BV
3.75% (EURIBOR), 09/20/2025 ⁽²⁾	EUR 1,400,000			1,638,277
Starfruit U.S. Holdco LLC
5.64% (LIBOR USD), 09/20/2025 ⁽²⁾	$	1,800,000		1,806,876
Station Casinos LLC
4.75% (1 Month LIBOR + 2.50%), 06/08/2023 ⁽²⁾		1,213,737		1,218,155
Syniverse Holdings, Inc.
7.15% (1 Month LIBOR + 5.00%), 03/09/2023 ⁽²⁾		99,750		100,040
Tanzania (REP OF) Term Loan
0.00%, 12/10/2019 ⁽¹⁴⁾		400,000		400,000
Telenet Financing USD LLC
4.57% (LIBOR USD), 08/15/2026 ⁽²⁾		1,250,000		1,244,338
Tenaska Co.
5.99% (1 Month LIBOR + 3.75%), 10/02/2023 ⁽²⁾		1,003,981		1,001,471
TEX Operations Company LLC
4.24% (1 Month LIBOR + 2.00%), 08/04/2023 ⁽²⁾		2,708,231		2,710,696
Trans Union LLC
4.24% (1 Month LIBOR + 2.00%), 06/19/2025 ⁽²⁾		2,463,825		2,470,502
Traverse Midstream Partners LLC
6.34% (3 Month LIBOR + 4.00%), 09/27/2024 ⁽²⁾		90,741		91,346
Tronox Ltd.
5.24% (1 Month LIBOR + 3.00%), 09/23/2024 ⁽²⁾		104,128		104,496
5.24% (1 Month LIBOR + 3.00%), 09/23/2024 ⁽²⁾		45,122		45,282
Uber Technologies, Inc.
5.65% (1 Month LIBOR + 3.50%), 07/13/2023 ⁽²⁾		3,966,945		3,977,854
6.12% (1 Month LIBOR + 4.00%), 04/04/2025 ⁽²⁾		1,032,413		1,037,894
UnityMedia Finance LLC
0.00%, 05/24/2023		1,500,000		1,501,125
4.41% (1 Month LIBOR + 2.25%), 01/15/2026 ⁽²⁾		200,000		200,138
Unitymedia Hessen GmbH & Co. KG
2.75% (6 Month EURIBOR + 2.75%), 01/15/2027 ⁽²⁾	EUR 700,000			815,953
Univision Communications, Inc.
5.09% (LIBOR USD), 03/15/2024 ⁽²⁾	$	2,000,000		1,943,500
Vantiv LLC
3.88% (1 Month LIBOR + 1.75%), 08/09/2024 ⁽²⁾		1,019,875		1,020,834
Virgin Media SFA Finance Ltd.
3.97% (1 Month LIBOR + 3.25%), 01/15/2027 ⁽²⁾	GBP 200,000			260,384
Vistra Operations Co. LLC
4.24% (1 Month LIBOR + 2.00%), 12/31/2025 ⁽²⁾	$	1,321,688		1,322,679
West Corp.
6.24% (1 Month LIBOR + 4.00%), 10/10/2024 ⁽²⁾		77,458		77,176
WideOpenWest Finance LLC
5.41% (1 Month LIBOR + 3.25%), 08/18/2023 ⁽²⁾		987,271		965,877
Wink Holdco, Inc.
5.24% (1 Month LIBOR + 3.00%), 12/02/2024 ⁽²⁾		3,321,943		3,308,456
WR Grace & Co.-Conn
4.14% (3 Month LIBOR + 1.75%), 04/03/2025 ⁽²⁾		152,895		153,373
4.14% (3 Month LIBOR + 1.75%), 04/03/2025 ⁽²⁾		262,105		262,926
Wrangler Co.
4.99% (1 Month LIBOR + 2.75%), 09/27/2024 ⁽²⁾		3,737,444		3,756,917
Wyndham Hotels & Resorts, Inc.
3.99% (1 Month LIBOR + 1.75%), 05/30/2025 ⁽²⁾		200,000		200,542
Zayo Group LLC
4.24% (1 Month LIBOR + 2.00%), 01/19/2021 ⁽²⁾		1,607,650		1,611,380
4.49% (1 Month LIBOR + 2.25%), 01/19/2024 ⁽²⁾		785,000		788,281
Total Bank Loans (Cost $347,682,857)			$	346,992,092


	Shares		Value
COMMON STOCKS - 0.02%
Communications - 0.00% ⁽¹³⁾
T-Mobile USA, Inc. Escrow ^(6)(14)		1,200,000		6,218
T-Mobile USA, Inc. Escrow ^(6)(14)		658,000		1,354
T-Mobile USA, Inc. Escrow ^(6)(14)		1,053,000		2,016
				9,588
Consumer, Cyclical - 0.02%
Caesars Entertainment Corp. ⁽⁶⁾		338,983		3,474,576
Total Common Stocks (Cost $4,048,657)			$	3,484,164

PREFERRED STOCKS - 0.10%
Consumer, Non-cyclical - 0.05%
Bunge Ltd., 4.88%		68,719		7,456,012
Financials - 0.05%
Wells Fargo & Co., 7.50%		5,106		6,591,233
Total Preferred Stocks (Cost $13,791,150)			$	14,047,245

SHORT-TERM INVESTMENTS - 4.41%
Money Market Funds - 2.04%
Fidelity Institutional Money Market Government Funds - Class I, 1.92% ^{(7) (8)}		151,302,498		151,302,498
Goldman Sachs Financial Square Government Fund - Class I, 1.93% ^{(7) (8)}		151,350,994		151,350,994
				302,653,492
	Principal
	Amount		Value

Banker's Acceptances - 1.46%
Bank N S Halifax, 1.62%, 10/09/2018	CAD 36,800,000		28,476,160
Bank N S Halifax, 1.62%, 10/10/2018		51,600,000	39,926,531
BMO Bank of Montreal, 1.59%, 10/04/2018		23,630,000	18,289,307
BMO Bank of Montreal, 1.62%, 10/15/2018		4,900,000	3,790,600
BMO Bank of Montreal, 1.63% 10/17/2018		13,100,000	10,133,141
Canadian Imperial Bank of Commerce, 1.62%, 10/16/2018		3,800,000	2,939,531
HSBC Bank, 1.67%, 10/09/2018		43,140,000	33,382,107
HSBC Bank, 1.66%, 10/15/2018		17,300,000	13,383,140
HSBC Bank, 1.67%, 10/17/2018		4,300,000	3,326,146
HSBC Bank, 1.65%, 10/19/2018		18,600,000	14,386,218
Royal Bank of Canada, 1.62%, 10/09/2018		10,800,000	8,357,134
Royal Bank of Canada, 1.63%, 10/10/2018		13,200,000	10,213,764
Royal Bank of Canada, 1.63%, 10/18/2018		5,790,000	4,478,470
Royal Bank of Canada, 1.50%, 10/22/2018		5,340,000	4,129,658
Royal Bank of Canada, 1.62%, 10/25/2018		4,910,000	3,796,588
Toronto-Dominion Bank, 1.60%, 10/12/2018		7,100,000	5,493,272
Toronto-Dominion Bank, 1.61%, 10/15/2018		5,800,000	4,486,833
Toronto-Dominion Bank, 1.60%, 10/22/2018		7,222,000	5,585,092
Toronto-Dominion Bank, 1.60%, 10/24/2018		3,502,000	2,708,007
			217,281,699
Commercial Paper - 0.86%
Boston Scientific Corp., 2.37%, 10/02/2018	$	4,150,000	4,148,902
Boston Scientific Corp., 2.49%, 10/16/2018		250,000	249,694
Campbell Soup Co., 2.54%, 11/07/2018		700,000	698,094
Campbell Soup Co., 2.70%, 12/12/2018		460,000	457,542
Campbell Soup Co., 2.79%, 01/15/2019		3,100,000	3,075,221
Catholic Health, 2.76%, 10/18/2018		3,600,000	3,595,594
Enbridge Energy Partners LP, 2.78%, 10/11/2018		3,100,000	3,097,271
Entergy Corp., 2.37%, 10/02/2018		1,050,000	1,049,710
Entergy Corp., 2.31%, 10/15/2018		6,890,000	6,881,752
Entergy Corp., 2.25%, 10/31/2018		2,350,000	2,344,393
Entergy Corp., 2.37%, 11/06/2018		1,550,000	1,545,585
Hyundai Capital America, Inc., 2.37%, 10/03/2018		5,200,000	5,198,275
Hyundai Capital America, Inc., 2.45%, 11/07/2018		24,800,000	24,732,213
Keurig Dr. Pepper, Inc., 2.28%, 10/02/2018		6,700,000	6,698,250
Keurig Dr. Pepper, Inc., 2.42%, 11/02/2018		500,000	498,814
Marriott International, Inc., 2.17%, 10/11/2018		700,000	699,384
Marriott International, Inc., 2.45%, 10/15/2018		1,900,000	1,897,804
Marriott International, Inc., 2.38%, 10/19/2018		1,700,000	1,697,576
Marriott International, Inc., 2.49%, 10/23/2018		2,900,000	2,895,072
Marriott International, Inc., 2.45%, 10/24/2018		3,050,000	3,044,610
Marriott International, Inc., 2.43%, 11/07/2018		300,000	299,180
Mondelez International, Inc., 2.21%, 10/04/2018		11,000,000	10,995,611
Royal Caribbean Cruises Ltd., 2.35%, 10/05/2018		1,450,000	1,449,332
Royal Caribbean Cruises Ltd., 2.58%, 10/10/2018		1,550,000	1,548,760
Schlumberger Holdings Corp., 2.23%, 10/01/2018		19,350,000	19,346,098
Schlumberger Holdings Corp., 2.36%, 10/05/2018		3,200,000	3,198,488
Spectra Energy Partners LP, 2.38%, 10/19/2018		250,000	249,644
SPIRE, Inc., 2.42%, 10/23/2018		250,000	249,575
Thomson Reuters Corp., 2.34%, 10/01/2018		7,080,000	7,078,572
Virginia Electric & Power Co., 2.23%, 10/02/2018		980,000	979,736
WEC Energy Group, Inc., 2.27%, 10/02/2018		4,150,000	4,148,902
WEC Energy Group, Inc., 2.27%, 10/03/2018		3,000,000	2,999,005
			127,048,659


U.S. Treasury Bills - 0.05%
U.S. Treasury Bill, 2.16%, 12/13/2018 ⁽¹¹⁾	7,785,000		7,751,494
Total Short-Term Investments (Cost $652,634,163)		$	654,735,344
TOTAL INVESTMENTS IN SECURITIES - 104.49%
(Cost $15,694,975,826)			15,533,173,339
LIABILITIES IN EXCESS OF OTHER ASSETS - (4.49)%			(667,302,297	)
TOTAL NET ASSETS - 100.00%		$	14,865,871,042


Percentages are stated as a percent of net assets.

Principal amounts are dominated in the currency in which the security was purchased.

ARS	Argentine Peso
AUD	Australian Dollar
CAD	Canadian Dollar
CHF	Swiss Franc
COP	Colombian Peso
EUR	Euro
GBP	British Pound
ILS	Israeli New Sheqel
PEN	Peruvian Sol
RON	Romanian Leu

PIK	Payment in Kind

(1)	Security was purchased exempt from registration in the U.S. Pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities total $2,993,203,010, which represents 20.13% of total net assets.
(2)	Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2018.
(3)	Step-up bond. The rate reported is the rate in effect as of September 30, 2018.
(4)	Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in effect as of September 30, 2018.
(5)	Delayed delivery purchase commitment security. The value of these securities total $107,718,432, which represents 0.72% of total net assets.
(6)	Non-income producing security.
(7)	Partially assigned as collateral for certain delayed delivery securities.
(8)	Represents annualized seven-day yield as of the close of the reporting period.
(9)	Inflation protected security. The value of these securities total $74,268,524, which represents 0.50% of total net assets.
(10)	A portion of these U.S. Treasuries were purchased in a sale-buyback transaction. The value of these securities total $449,919,548, which represents 3.03% of total net assets.
(11)	Partially assigned as collateral for certain future and swap contracts. The value of these pledged issues totals $40,771,026, which represents 0.27% of total net assets.
(12)	Security is in default as of September 30, 2018. The value of these securities total $61,149,303, which represents 0.41% of total net assets.
(13)	Amount calculated is less than 0.005%.
(14)	Security is categorized as Level 3 per the Trust's fair value hierarchy. These securities represent $146,393,553 or 0.98% of the Fund's net assets.



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

Open Futures Contracts


				Settlement	Notional						Unrealized Appreciation/
Number of Contracts Purchased		Reference Entity	Counterparty	Month	Amount			Value			(Depreciation)
	408	Australia Commonwealth Treasury Bond, 10 Year	Goldman Sachs	Dec. 2018	AUD 52,957,755			$	38,001,779		$	(278,818	)
	2,073	U.S. 2 Year Note Future	Citigroup Global Markets	Dec. 2018	$	438,273,262			436,852,362			(1,420,900	)
	2,029	U.S. 2 Year Note Future	Goldman Sachs	Dec. 2018		429,029,055			427,580,049			(1,449,006	)
	3,183	U.S. 5 Year Note Future	Citigroup Global Markets	Dec. 2018		360,438,457			358,012,900			(2,425,557	)
	6,375	U.S. 10 Year Note Future	Goldman Sachs	Dec. 2018		766,075,685			757,230,468			(8,845,217	)
	3	Ultra Long Term U.S. Treasury Bond	Citigroup Global Markets	Dec. 2018		476,561			462,844			(13,717	)
	2,000	Ultra Long Term U.S. Treasury Bond	Goldman Sachs	Dec. 2018		317,048,875			308,562,500			(8,486,375	)
												(22,919,590	)

				Settlement	Notional						Unrealized Appreciation/
Number of Contracts Sold		Reference Entity	Counterparty	Month	Amount			Value			(Depreciation)
	(283)	Euro-Bobl Future	Citigroup Global Markets	Dec. 2018	EUR (37,191,474)			$	(42,945,001	)	$	236,127
	(2,459)	U.S. 10 Year Note Future	Goldman Sachs	Dec. 2018	$	(293,117,837	)		(292,083,094	)		1,034,743
	(410)	U.S. Ultra 10 Year Note Future	Goldman Sachs	Dec. 2018		(52,617,152	)		(51,660,000	)		957,152
												2,228,022
											$	(20,691,568	)

Over-the-Counter Forward Foreign Currency Exchange Contracts

						Unrealized
				Settlement		Appreciation /
Currency Purchased		Currency Sold		Date	Counterparty	(Depreciation)
CAD	62,160,000	USD	47,960,288	11/15/18	J.P. Morgan	213,062
CAD	75,800,000	USD	58,105,436	11/15/18	Morgan Stanley	638,771
CLP*	2,623,942,000	USD	3,913,411	10/05/18	Goldman Sachs	76,283
COP*	2,601,669,767	USD	859,772	11/02/18	Goldman Sachs	18,387
COP*	30,667,610,000	USD	10,048,793	11/02/18	J.P. Morgan	302,645
MXN	153,875,000	USD	8,002,664	11/16/18	Bank of America	153,788
MXN	389,344,000	USD	20,667,573	10/26/18	J.P. Morgan	34,928
MXN	455,416,000	USD	23,557,177	11/14/18	J.P. Morgan	590,055
RUB*	1,101,545,364	USD	15,817,143	10/11/18	J.P. Morgan	974,002
RUB*	129,039,884	USD	1,900,000	11/15/18	J.P. Morgan	59,828
RUB*	1,421,772,262	USD	21,450,191	12/14/18	J.P. Morgan	74,835
TRY	189,139,363	USD	29,813,897	10/02/18	Deutsche Bank	1,434,685
TRY	194,435,265	USD	30,561,972	11/15/18	J.P. Morgan	637,275
TRY	13,604,778	USD	2,078,241	11/29/18	J.P. Morgan	84,490
USD	4,102,030	CHF	3,940,000	11/23/18	J.P. Morgan	66,577
USD	4,075,106	CLP	2,623,942,000	10/05/18	J.P. Morgan	85,412
USD	9,530,026	COP*	27,577,607,000	11/02/18	J.P. Morgan	221,577
USD	215,124,151	EUR	184,194,359	10/02/18	J.P. Morgan	1,198,035
USD	1,758,531	EUR	1,504,000	10/02/18	Morgan Stanley	11,762
USD	217,085,074	EUR	184,793,359	11/02/18	Morgan Stanley	1,925,323
USD	162,607,157	GBP	123,264,000	11/02/18	J.P. Morgan	1,688,447
USD	1,636,789	GBP	1,245,000	11/02/18	Morgan Stanley	11,466
USD	3,742,268	ILS	13,469,603	11/21/18	Citigroup Global Markets	22,883
USD	4,085,340	JPY	451,875,000	10/19/18	Goldman Sachs	102,052
USD	7,474,855	PEN*	24,545,928	10/24/18	Deutsche Bank	52,712
USD	1,543,679	PEN*	5,068,669	10/24/18	J.P. Morgan	11,026
					Total Unrealized Appreciation	10,690,306

ARS*	163,309,028	USD	4,459,725	10/04/18	Deutsche Bank	(537,799)
ARS*	58,184,012	USD	1,509,639	10/05/18	Deutsche Bank	(114,284)
ARS*	59,736,853	USD	1,476,837	10/09/18	Deutsche Bank	(52,214)
ARS*	28,066,958	USD	716,451	10/10/18	Deutsche Bank	(48,031)
ARS*	50,667,768	USD	1,290,429	10/16/18	Deutsche Bank	(93,742)
ARS*	340,379,586	USD	9,969,111	11/15/18	Deutsche Bank	(2,238,486)
ARS*	54,265,962	USD	1,276,846	12/20/18	Deutsche Bank	(90,056)
ARS*	58,326,622	USD	1,476,623	10/04/18	J.P. Morgan	(75,888)
ARS*	86,555,140	USD	2,276,868	01/15/19	J.P. Morgan	(431,146)
EUR	905,000	USD	1,058,659	10/02/18	J.P. Morgan	(7,579)
EUR	184,793,359	USD	216,559,337	10/02/18	Morgan Stanley	(1,937,533)
GBP	123,264,000	USD	162,386,181	10/02/18	J.P. Morgan	(1,695,481)
IDR*	1,475,948,000	USD	98,171	12/19/18	Morgan Stanley	(189)
RUB*	120,777,576	USD	1,906,389	10/15/18	Morgan Stanley	(66,104)
USD	4,077,860	AUD	5,660,000	01/25/19	Citigroup Global Markets	(18,169)
USD	65,711,408	AUD	91,087,925	10/02/18	J.P. Morgan	(131,771)
USD	4,080,409	CAD	5,350,000	01/25/19	Goldman Sachs	(72,090)
USD	320,081,900	CAD	417,720,000	11/15/18	J.P. Morgan	(3,646,730)
USD	27,089,609	CHF	26,731,000	11/15/18	J.P. Morgan	(268,745)
USD	10,061,414	COP*	30,449,700,661	11/02/18	Goldman Sachs	(216,471)
USD	2,962,789	EUR	2,582,000	11/16/18	Citigroup Global Markets	(46,927)
USD	441,675	EUR	380,000	11/02/18	J.P. Morgan	(768)
USD	5,464,871	EUR	4,690,000	11/16/18	Merrill Lynch	(2,042)
USD	747,989	EUR	650,000	11/16/18	Morgan Stanley	(9,686)
USD	746,632	EUR	650,000	11/16/18	State Street	(11,042)
USD	1,513,202	EUR	1,300,000	11/16/18	UBS Securities	(2,147)
USD	4,097,272	GBP	3,160,000	11/23/18	Citigroup Global Markets	(31,970)
USD	158,878,098	GBP	123,264,000	10/02/18	J.P. Morgan	(1,812,603)
USD	7,897,100	MXN	153,875,000	11/16/18	Bank of America	(259,352)
USD	4,066,333	NOK	34,145,000	11/16/18	Merrill Lynch	(137,478)
USD	21,909,684	NZD	33,217,000	11/15/18	J.P. Morgan	(114,452)
USD	4,095,356	NZD	6,215,000	11/16/18	J.P. Morgan	(25,450)
USD	4,076,243	SEK	36,890,000	11/16/18	Goldman Sachs	(91,625)
USD	30,592,699	TRY	189,139,363	10/02/18	J.P. Morgan	(655,883)
					Total Unrealized Depreciation	(14,943,933)
					Net Unrealized Depreciation	$ (4,253,627)


* Non-deliverable forward (See Note 3).

ARS	Argentine Peso	ILS	Israel Shekel
AUD	Australian Dollar	JPY	Japanese Yen
CAD	Canadian Dollar	MXN	Mexican Peso
CHF	Swiss Franc	NOK	Norwegian Krone
CLP	Chilean Peso	NZD	New Zealand Dollar
COP	Columbian Peso	PEN	Peruvian Sol
EUR	Euro	RUB	Russian Ruble
GBP	British Pound	SEK	Swedish Krona
IDR	Indonesian Rupiah	TRY	Turkish Lira

Centrally Cleared Credit Default Swaps - Sell Protection

	Reference Entity	Fixed Rate Received by Fund	Payment Frequency	Maturity Date	Implied Credit Spread at September 30, 2018	Notional Amount	Upfront Premium Paid/(Received)	Unrealized Appreciation/ (Depreciation)	Value
	Ally Financial, Inc.	5.00%	Quarterly	06/20/2022	0.80%	$ 2,750,000	$ 286,137	$ 113,090	$ 399,227
	CDX.EM.28	1.00%	Quarterly	12/20/2022	1.59%	9,894,000	(332,411)	124,216	(208,195)
	CDX.EM.29	1.00%	Quarterly	06/20/2023	1.81%	13,400,000	(243,566)	(202,559)	(446,125)
	Deutsche Bank	1.00%	Quarterly	12/20/2018	0.52%	EUR 10,700,000	11,521	3,214	14,735
	Deutsche Bank	1.00%	Quarterly	06/20/2019	0.52%	3,400,000	(7,269)	21,399	14,130
							$ 85,588)	$ 59,360	$ (226,228)

Over-the-Counter Credit Default Swaps - Sell Protection

Counterparty		Reference Entity	Fixed Rate Received by Fund	Payment Frequency	Maturity Date	Implied Credit Spread at September 30, 2018	Notional Amount	Upfront Premium Paid/(Received)	Unrealized Appreciation/ (Depreciation)	Value
J.P. Morgan		Argentine Republic	5.00%	Quarterly	06/20/2023	0.66%	$ 200,000	$ 1,379	$ (6,793)	$ (5,414)
Deutsche Bank		CMBX.NA.AAA.10	0.50%	Monthly	11/17/2059	0.56%	16,450,000	(277,375)	347,275	69,900
Goldman Sachs	Republic Federation of Brazil		1.00%	Quarterly	06/20/2023	2.43%	4,600,000	(239,667)	(40,344)	(280,011)
Merrill Lynch	Republic Federation of Brazil		1.00%	Quarterly	12/20/2023	2.63%	9,200,000	(795,457)	123,630	(671,827)
Morgan Stanley		Republic of Colombia	1.00%	Quarterly	12/20/2023	1.10%	11,315,000	(53,222)	(1,980)	(55,202)
Merrill Lynch		Republic of Colombia	1.00%	Quarterly	12/20/2023	1.10%	10,335,000	(73,330)	22,910	(50,420)
J.P. Morgan		Republic of Indonesia	1.00%	Quarterly	12/20/2023	1.29%	1,340,000	(27,384)	8,134	(19,250)
Morgan Stanley		Republic of Indonesia	1.00%	Quarterly	12/20/2023	0.76%	9,425,000	(130,668)	(4,730)	(135,398)
Merrill Lynch		Republic of Indonesia	1.00%	Quarterly	12/20/2023	0.76%	9,980,000	(180,891)	37,520	(143,371)
J.P. Morgan		Republic of South Africa	1.00%	Quarterly	06/20/2023	0.14%	9,400,000	(615,345)	258,820	(356,525)
J.P. Morgan		Republic of South Africa	1.00%	Quarterly	12/20/2023	2.02%	10,465,000	(611,346)	116,777	(494,569)
Goldman Sachs		Russia Federation	1.00%	Quarterly	12/20/2022	0.76%	1,500,000	(26,362)	12,589	(13,773)
J.P. Morgan		Russia Federation	1.00%	Quarterly	06/20/2023	0.66%	27,900,000	(763,962)	350,658	(413,304)
Goldman Sachs		Russia Federation	1.00%	Quarterly	06/20/2023	0.66%	12,100,000	(329,072)	149,826	(179,246)
Deutsche Bank		Russia Federation	1.00%	Quarterly	06/20/2023	0.66%	4,800,000	(131,277)	60,171	(71,106)
Morgan Stanley		United Mexican States	1.00%	Quarterly	12/20/2022	1.13%	3,800,000	3,725	15,754	19,479
Goldman Sachs		United Mexican States	1.00%	Quarterly	06/20/2023	0.98%	29,900,000	(220,315)	203,930	(16,385)
J.P. Morgan		United Mexican States	1.00%	Quarterly	12/20/2023	0.87%	1,100,000	(10,307)	3,621	(6,686)
Merrill Lynch		United Mexican States	1.00%	Quarterly	12/20/2023	1.12%	10,015,000	(82,287)	21,417	(60,870)
Morgan Stanley		United Mexican States	1.00%	Quarterly	12/20/2023	1.12%	11,215,000	(68,507)	344	(68,163)
								$ (4,631,670)	$ 1,679,529	$ 2,952,141

Centrally Cleared Interest Rate Swaps



Fixed Annual Rate	Floating Rate Index	Floating Rate Paid or Received	Payment Frequency	Maturity Date	Notional Amount		Upfront Premium Paid / (Received)	Unrealized Appreciation/ (Depreciation)	Value
3.00%	6 Month AUD BBSW	Paid	Semi-Annual	03/21/2027	AUD	109,400,000	$ 747,063	$ 674,952	$ 1,422,015
1.00%	6 Month EURIBOR	Received	Semi-Annual	03/20/2029	EUR	16,100,000	65,807	101,858	167,665
1.50%	6 Month GBP LIBOR	Received	Semi-Annual	03/20/2029	GBP	18,700,000	299,410	170,092	469,502
1.75%	6 Month GBP LIBOR	Received	Semi-Annual	03/20/2049	GBP	1,500,000	(9,201)	14,682	5,481
3.00%	3 Month LIBOR	Received	Quarterly	12/19/2048	$	73,800,000	(1,374,453)	3,325,455	1,951,002
2.50%	3 Month LIBOR	Paid	Quarterly	12/20/2024		84,500,000	1,325,736	(4,076,155)	(2,750,419)
2.50%	3 Month LIBOR	Paid	Quarterly	12/20/2027		94,300,000	2,074,612	(6,883,336)	(4,808,724)
2.50%	3 Month LIBOR	Paid	Quarterly	12/20/2027		107,900,000	(1,317,101)	(3,925,855)	(5,242,956)
7.88%	Mexico Interbank TIIE 28 Day	Paid	Lunar	12/16/2022	MXN	2,000,000	-	(61)	(61)
7.87%	Mexico Interbank TIIE 28 Day	Paid	Lunar	12/27/2022		3,400,000	–	(177)	(177)
7.88%	Mexico Interbank TIIE 28 Day	Paid	Lunar	12/27/2022		36,000,000	13,790	(14,601)	(811)
7.75%	Mexico Interbank TIIE 28 Day	Paid	Lunar	01/05/2023		1,400,000	–	(406)	(406)
7.61%	Mexico Interbank TIIE 28 Day	Received	Lunar	01/23/2023		222,400,000	189,393	(63,977)	125,416
7.81%	Mexico Interbank TIIE 28 Day	Paid	Lunar	02/06/2023		2,800,000	–	(504)	(504)
7.82%	Mexico Interbank TIIE 28 Day	Paid	Lunar	02/06/2023		2,800,000	(508)	89	(419)
7.15%	Mexico Interbank TIIE 28 Day	Paid	Lunar	06/11/2027		25,800,000	(21,033)	(68,422)	(89,455)
7.37%	Mexico Interbank TIIE 28 Day	Paid	Lunar	10/11/2027		40,300,000	(2,285)	(112,868)	(115,153)
7.98%	Mexico Interbank TIIE 28 Day	Received	Lunar	12/10/2027		3,300,000	(25)	2,429	2,404
7.99%	Mexico Interbank TIIE 28 Day	Received	Lunar	12/21/2027		100,000	–	71	71
8.01%	Mexico Interbank TIIE 28 Day	Received	Lunar	12/21/2027		20,200,000	(10,238)	23,582	13,344
7.91%	Mexico Interbank TIIE 28 Day	Received	Lunar	12/30/2027		800,000	–	808	808
8.03%	Mexico Interbank TIIE 28 Day	Received	Lunar	01/31/2028		1,600,000	15	945	960
8.05%	Mexico Interbank TIIE 28 Day	Received	Lunar	01/31/2028		2,400,000	700	566	1,266
7.38%	Mexico Interbank TIIE 28 Day	Received	Lunar	08/14/2037		1,300,000	4,963	2,606	7,569
7.36%	Mexico Interbank TIIE 28 Day	Received	Lunar	08/21/2037		900,000	3,513	1,827	5,340
							$ 1,990,158	$ (10,826,400)	$ (8,836,242)

Over-the-Counter Total Return Swap Contracts - Purchased



Counterparty	Reference Entity	Floating Rate Paid by Fund	Payment Fequency	Maturity Date		Notional Amount		Upfront Premium Received / (Paid)		Unrealized Appreciation / (Depreciation)		Value
J.P. Morgan	IBOXX USD Liquid High Yield Index Series 1	3-Month LIBOR Paid	Quarterly		03/20/2019	$	62,000,000	$	-	$	329,341	$	329,341
Goldman Sachs	IBOXX USD Liquid High Yield Index Series 1	3-Month LIBOR Paid	Quarterly		03/20/2019		40,000,000		-		902,435		902,435
J.P. Morgan	IBOXX USD Liquid High Yield Index Series 1	3-Month LIBOR Paid	Quarterly		03/20/2019		50,000,000		-		156,812		156,812
Goldman Sachs	IBOXX USD Liquid High Yield Index Series 1	3-Month LIBOR Paid	Quarterly		03/20/2019		50,000,000		-		258,419		258,419
								$	-	$	1,647,007	$	1,647,007

Sale-Buyback Transactions

Counterparty	Borrowing Date	Maturity Date	Borrowing Rate	Amount Borrowed
BNP Paribas	08/17/2018	11/16/2018	2.24%	$ 167,062,398
Goldman Sachs	09/10/2018	10/11/2018	2.15	25,424,508
Goldman Sachs	09/18/2018	10/02/2018	2.33	15,140,818
Goldman Sachs	09/18/2018	10/03/2018	2.35	18,928,950
Goldman Sachs	09/19/2018	10/04/2018	2.36	20,294,627
Goldman Sachs	09/21/2018	10/05/2018	2.36	13,788,806
Goldman Sachs	09/27/2018	10/01/2018	2.65	31,428,497
Morgan Stanley	09/11/2018	10/12/2018	2.26	13,228,079
Morgan Stanley	09/14/2018	10/05/2018	2.15	147,440,728
Morgan Stanley	09/27/2018	10/01/2018	2.05	2,993,697
				$ 455,731,108

Bridge Builder Municipal Bond Fund
Schedule of Investments
September 30, 2018 (Unaudited)

	Principal
	Amount		Value
MUNICIPAL BONDS - 99.04%
Alabama - 1.05%
County of Jefferson AL
5.00%, 04/01/2021	$	1,085,000	$	1,156,794
5.00%, 04/01/2023		1,550,000		1,715,246
County of Jefferson AL Sewer Revenue
5.00%, 10/01/2044		1,500,000		1,618,215
5.25%, 10/01/2048		1,650,000		1,796,355
5.50%, 10/01/2053		715,000		785,828
Industrial Development Board of the City of Mobile Alabama
1.85%, 06/01/2034 ⁽¹⁾		1,025,000		1,010,558
1.63%, 07/15/2034 ⁽¹⁾		11,900,000		11,900,000
Montgomery Medical Clinic Board
5.00%, 03/01/2019		1,500,000		1,513,305
5.00%, 03/01/2029		1,000,000		1,081,570
Selma Industrial Development Board
5.80%, 05/01/2034		2,900,000		3,063,096
5.38%, 12/01/2035		215,000		234,094
Southeast Alabama Gas Supply District
4.00%, 06/01/2049 ⁽¹⁾		10,940,000		11,499,800
Water Works Board of the City of Birmingham
5.00%, 01/01/2023		430,000		475,240
				37,850,101
Alaska - 0.21%
Borough of North Slope AK
5.00%, 06/30/2021		305,000		320,223
City of Valdez AK
5.00%, 01/01/2021		4,000,000		4,226,960
Municipality of Anchorage AK
5.00%, 09/01/2021		2,805,000		3,029,568
				7,576,751
Arizona - 1.85%
Arizona Health Facilities Authority
5.00%, 01/01/2020		2,000,000		2,071,480
5.00%, 02/01/2042		2,000,000		2,099,880
City of Glendale AZ
5.00%, 07/01/2030		1,780,000		2,054,992
City of Mesa AZ
4.00%, 07/01/2028		1,265,000		1,373,815
City of Phoenix AZ
4.00%, 07/01/2022		900,000		959,949
City of Phoenix Civic Improvement Corp.
5.00%, 07/01/2020		325,000		340,733
5.00%, 07/01/2021		100,000		106,952
5.00%, 07/01/2022		275,000		299,332
5.00%, 07/01/2032		800,000		898,680
5.00%, 07/01/2037		3,000,000		3,360,390
County of Pima AZ
4.00%, 07/01/2022		13,160,000		14,002,372
County of Pima AZ Sewer System Revenue
5.00%, 07/01/2022		10,000,000		10,997,700
Glendale Industrial Development Authority
4.00%, 07/01/2028		300,000		298,308
5.00%, 07/01/2033		435,000		456,328
5.00%, 07/01/2038		450,000		467,410
5.00%, 07/01/2048		915,000		943,713
Industrial Development Authority of the City of Phoenix
1.85%, 12/01/2035 ⁽¹⁾		6,500,000		6,498,830
5.00%, 07/01/2037		4,750,000		5,153,988
Maricopa County Industrial Development Authority
5.00%, 01/01/2020		375,000		388,402
5.00%, 01/01/2021		350,000		372,075
5.75%, 01/01/2036 ⁽²⁾⁽⁵⁾		100,000		100,185
5.00%, 01/01/2048 ⁽¹⁾		1,300,000		1,430,052
5.00%, 01/01/2048 ⁽¹⁾		1,000,000		1,130,440
6.00%, 01/01/2048 ⁽²⁾⁽⁵⁾		635,000		641,096
McAllister Academic Village LLC
5.00%, 07/01/2021		200,000		215,010
Peoria Industrial Development Authority
5.00%, 11/15/2019		115,000		116,538
Salt River Project Agricultural Improvement & Power District
5.00%, 01/01/2022		1,200,000		1,309,044
5.00%, 01/01/2024		1,600,000		1,814,032
5.00%, 01/01/2033		1,000,000		1,167,450
Salt Verde Financial Corp.
5.00%, 12/01/2037		3,500,000		4,052,230
Tempe Industrial Development Authority
4.00%, 10/01/2023 ⁽²⁾⁽⁵⁾		1,250,000		1,254,287
6.00%, 10/01/2037 ⁽²⁾⁽⁵⁾		40,000		43,322
6.13%, 10/01/2047 ⁽²⁾⁽⁵⁾		80,000		87,062
6.13%, 10/01/2052 ⁽²⁾⁽⁵⁾		80,000		86,759
				66,592,836
Arkansas - 0.03%
Arkansas State University
4.00%, 03/01/2019		500,000		504,050
4.00%, 03/01/2020		525,000		538,592
				1,042,642
California - 3.50%
ABAG Finance Authority for Nonprofit Corp.
5.00%, 08/01/2033		1,300,000		1,424,020
Alameda Corridor Transportation Authority
5.00%, 10/01/2036		2,500,000		2,728,625
5.00%, 10/01/2037		2,000,000		2,174,240
Alisal Union School District
5.25%, 08/01/2042		740,000		857,712
Bay Area Toll Authority
2.81% (SIFMA Municipal Swap Index + 1.25%), 04/01/2036 ⁽³⁾		1,000,000		1,038,870
2.10%, 04/01/2045 ⁽¹⁾		2,790,000		2,783,444
2.85%, 04/01/2047 ⁽¹⁾		1,000,000		1,019,940
2.95%, 04/01/2047 ⁽¹⁾		1,170,000		1,193,786
California Health Facilities Financing Authority
5.63%, 07/01/2025		2,130,000		2,183,527
5.00%, 11/01/2032 ⁽¹⁾		1,400,000		1,562,022
5.00%, 07/01/2034 ⁽¹⁾		1,710,000		1,899,194
1.25%, 10/01/2036 ⁽¹⁾		2,500,000		2,464,925
California Municipal Finance Authority
5.00%, 08/15/2029		1,000,000		1,175,130
5.00%, 12/31/2029		2,300,000		2,613,168
5.00%, 08/15/2034		1,065,000		1,223,504
4.00%, 08/15/2037		1,560,000		1,561,092
4.00%, 08/15/2042		1,000,000		986,330
5.00%, 12/31/2043		3,585,000		3,914,103
5.00%, 12/31/2047		555,000		604,067
California Pollution Control Financing Authority
1.85%, 08/01/2023 ⁽¹⁾⁽²⁾		4,500,000		4,498,245
California Public Finance Authority
5.00%, 10/15/2047		1,775,000		1,872,217
California State Public Works Board
5.00%, 03/01/2024		2,500,000		2,854,025
5.00%, 03/01/2025		3,280,000		3,803,127
5.00%, 11/01/2037		235,000		257,269
California Statewide Communities Development Authority
3.00%, 07/01/2025		1,000,000		1,011,710
5.00%, 10/01/2028		1,100,000		1,167,793
5.00%, 11/01/2032 ⁽²⁾		1,135,000		1,267,364
5.00%, 05/15/2040		400,000		436,732
5.00%, 11/01/2041 ⁽²⁾		875,000		955,675
5.25%, 12/01/2048 ⁽²⁾		800,000		867,440
5.38%, 11/01/2049 ⁽²⁾		100,000		105,585
5.50%, 12/01/2054		1,960,000		2,102,492
5.25%, 12/01/2056 ⁽²⁾		1,000,000		1,064,090
Centinela Valley Union High School District
4.00%, 08/01/2019		415,000		422,175
City of Los Angeles Department of Airports
5.25%, 05/15/2031		3,720,000		4,360,472
5.00%, 05/15/2033		1,250,000		1,426,100
County of Sacramento CA Airport System Revenue
5.00%, 07/01/2034		3,000,000		3,421,980
Foothill-De Anza Community College District
5.00%, 04/01/2035		250,000		278,127
5.00%, 04/01/2036		200,000		221,922
Golden State Tobacco Securitization Corp.
5.00%, 06/01/2021		285,000		306,757
5.00%, 06/01/2022		400,000		439,948
5.00%, 06/01/2023		455,000		509,664
0.00%, 06/01/2024		1,000,000		862,440
5.00%, 06/01/2024		255,000		283,338
5.30%, 06/01/2037		1,000,000		1,044,780
5.00%, 06/01/2040		2,000,000		2,200,560
5.00%, 06/01/2047		925,000		946,682
Irvine Unified School District
5.00%, 03/01/2057		800,000		868,832
Los Angeles County Public Works Financing Authority
5.00%, 12/01/2029		1,200,000		1,390,500
5.00%, 12/01/2030		2,520,000		2,905,787
Los Angeles NV Unified School District
5.00%, 07/01/2019		1,250,000		1,279,900
Mendocino-Lake Community College District
5.00%, 08/01/2027		1,700,000		1,950,342
5.00%, 08/01/2028		1,000,000		1,140,550
5.00%, 08/01/2029		775,000		878,245
5.00%, 08/01/2030		2,530,000		2,853,638
Norman Y Mineta San Jose International Airport SJC
5.00%, 03/01/2028		1,250,000		1,440,675
5.00%, 03/01/2030		1,700,000		1,942,981
Orange County Community Facilities District
5.25%, 08/15/2045		1,000,000		1,092,590
Orchard School District
0.00%, 08/01/2022		2,940,000		2,687,307
Sacramento City Financing Authority
5.00%, 12/01/2033		875,000		988,225
San Francisco City & County Airport Comm-San Francisco International Airport
5.00%, 05/01/2021		925,000		990,333
5.00%, 05/01/2021		305,000		326,542
5.00%, 05/01/2022		400,000		436,908
5.00%, 05/01/2022		310,000		338,604
5.00%, 05/01/2023		225,000		250,229
5.00%, 05/01/2023		225,000		250,229
5.00%, 05/01/2025		1,330,000		1,520,164
State of California
5.00%, 08/01/2022		1,535,000		1,705,753
5.00%, 09/01/2022		2,000,000		2,226,360
5.00%, 09/01/2022		3,140,000		3,495,385
5.00%, 08/01/2023		3,000,000		3,402,000
5.63%, 04/01/2026		1,625,000		1,655,144
5.00%, 09/01/2026		2,000,000		2,369,560
5.00%, 08/01/2027		620,000		719,287
5.00%, 08/01/2029		935,000		1,090,145
5.00%, 09/01/2029		370,000		431,986
5.00%, 08/01/2030		3,500,000		4,067,315
5.75%, 04/01/2031		1,530,000		1,558,703
2.24% (1 Month LIBOR USD + 0.76%), 12/01/2031 ⁽³⁾		750,000		756,607
6.00%, 04/01/2035		425,000		434,116
6.00%, 04/01/2035		575,000		586,523
4.00%, 09/01/2035		3,625,000		3,847,104
				126,274,977
Colorado - 1.97%
Adams 12 Five Star Schools
5.00%, 12/15/2028		2,050,000		2,394,769
Amber Creek Metropolitan District
5.00%, 12/01/2037		750,000		742,650
5.13%, 12/01/2047		1,075,000		1,059,713
Belleview Station Metropolitan District No 2
5.00%, 12/01/2036		500,000		508,720
Brighton Crossing Metropolitan District No 4
5.00%, 12/01/2037		525,000		535,411
Canyons Metropolitan District No 5
6.00%, 12/01/2037		500,000		505,745
Centerra Metropolitan District No 1
2.70%, 12/01/2019 ⁽²⁾		493,000		494,085
City & County of Denver CO
5.00%, 10/01/2032		2,725,000		2,899,345
City & County of Denver CO Airport System Revenue
5.00%, 11/15/2021		2,000,000		2,156,580
4.00%, 11/15/2023		4,465,000		4,736,293
5.00%, 12/01/2031		7,000,000		7,961,800
Colorado Health Facilities Authority
4.00%, 01/01/2019		225,000		225,810
4.00%, 01/01/2020		250,000		253,890
5.00%, 02/01/2020		1,210,000		1,247,050
5.00%, 12/01/2022		1,855,000		2,034,175
5.00%, 01/01/2024		125,000		134,159
5.00%, 01/01/2026		100,000		107,693
5.00%, 01/01/2031		100,000		104,630
5.25%, 02/01/2031		2,250,000		2,352,690
5.00%, 01/01/2037		250,000		259,205
5.25%, 05/15/2037		475,000		512,159
5.00%, 10/01/2038 ⁽¹⁾		630,000		673,722
2.69% (1 Month LIBOR USD + 1.25%), 10/01/2039 ⁽³⁾		2,000,000		2,008,140
5.25%, 01/01/2040		540,000		572,368
2.80%, 05/15/2042 ⁽¹⁾		3,105,000		3,103,603
5.25%, 01/01/2045		510,000		540,569
6.13%, 12/01/2045 ⁽²⁾		375,000		391,395
5.00%, 09/01/2046		1,000,000		1,074,950
6.25%, 12/01/2050 ⁽²⁾		205,000		214,848
Colorado High Performance Transportation Enterprise
5.00%, 12/31/2047		645,000		692,098
5.00%, 12/31/2051		550,000		588,891
5.00%, 12/31/2056		425,000		454,074
Colorado International Center Metropolitan District No 14
5.88%, 12/01/2046		635,000		665,315
Cornerstar Metropolitan District
5.13%, 12/01/2037		500,000		512,765
Denver Convention Center Hotel Authority
4.00%, 12/01/2020		500,000		516,435
5.00%, 12/01/2022		4,950,000		5,409,657
Denver Gateway Center Metropolitan District
5.50%, 12/01/2038		1,360,000		1,391,293
5.63%, 12/01/2048		2,130,000		2,182,313
Denver Health & Hospital Authority
5.00%, 12/01/2048		1,800,000		1,927,260
E-470 Public Highway Authority
0.00%, 09/01/2020		730,000		700,194
2.40% (1 Month LIBOR USD + 0.90%), 09/01/2039 ⁽³⁾		325,000		325,686
2.54% (1 Month LIBOR USD + 1.05%), 09/01/2039 ⁽³⁾		650,000		655,473
Mesa County Valley School District No 51 Grand Junction CO
5.25%, 12/01/2033		2,000,000		2,375,760
Painted Prairie Metropolitain District No 2
5.25%, 12/01/2048		500,000		500,850
Park Creek Metropolitan District
5.00%, 12/01/2045		1,775,000		1,923,603
Rampart Range Metropolitan District No 1
5.00%, 12/01/2047		650,000		715,137
Serenity Ridge Metropolitan District No 2
5.13%, 12/01/2037		1,290,000		1,312,730
Sierra Ridge Metropolitan District No 2
4.50%, 12/01/2031		750,000		725,340
5.50%, 12/01/2046		1,500,000		1,522,560
Solaris Metropolitan District No 3
5.00%, 12/01/2036		850,000		875,373
5.00%, 12/01/2046		1,880,000		1,920,852
Southglenn Metropolitan District
5.00%, 12/01/2046		500,000		503,915
Southlands Metropolitan District No 1
3.00%, 12/01/2022		275,000		272,335
3.50%, 12/01/2027		500,000		490,365
St Vrain Lakes Metropolitan District No 2
5.00%, 12/01/2037		500,000		488,515
University of Colorado
5.00%, 06/01/2047		500,000		558,915
University of Colorado Hospital Authority
5.00%, 11/15/2038 ⁽¹⁾		1,020,000		1,093,593
				71,107,464
Connecticut - 3.32%
City of Hartford CT
5.00%, 08/15/2019		1,700,000		1,740,273
5.00%, 07/15/2021		3,300,000		3,525,159
5.00%, 07/15/2022		2,250,000		2,445,120
5.00%, 07/15/2023		2,000,000		2,205,160
5.00%, 07/15/2026		2,430,000		2,726,290
City of New Britain CT
5.00%, 03/01/2027		1,260,000		1,448,143
5.00%, 03/01/2028		1,490,000		1,704,143
5.00%, 03/01/2033		1,900,000		2,125,207
City of New Haven CT
5.25%, 08/01/2023		1,115,000		1,252,045
5.00%, 08/15/2023		900,000		1,012,194
5.00%, 08/15/2029		2,000,000		2,247,140
5.00%, 08/15/2031		1,000,000		1,116,200
City of West Haven CT
5.00%, 08/01/2021		2,495,000		2,647,469
Connecticut Housing Finance Authority
2.25%, 11/15/2023		1,250,000		1,218,575
Connecticut State Health & Educational Facilities Authority
5.00%, 07/01/2029		1,000,000		1,152,370
2.05%, 07/01/2035 ⁽¹⁾		6,570,000		6,545,231
1.00%, 07/01/2042 ⁽¹⁾		10,000,000		9,923,200
1.00%, 07/01/2042 ⁽¹⁾		18,000,000		17,861,760
2.00%, 07/01/2042 ⁽¹⁾		1,870,000		1,756,435
5.00%, 07/01/2043		1,750,000		1,832,232
4.00%, 07/01/2046		880,000		838,790
1.80%, 07/01/2049 ⁽¹⁾		5,280,000		5,235,384
Harbor Point Infrastructure Improvement District
7.88%, 04/01/2039		2,153,000		2,334,993
Mohegan Tribe of Indians of Connecticut
5.25%, 02/01/2022 ⁽²⁾⁽⁵⁾		955,000		987,737
State of Connecticut
5.00%, 08/01/2019		20,380,000		20,841,403
5.00%, 09/01/2022		5,725,000		6,215,289
5.00%, 06/15/2027		1,680,000		1,849,344
5.00%, 09/15/2027		1,000,000		1,129,180
5.00%, 03/01/2029		1,500,000		1,622,340
5.00%, 11/15/2032		200,000		217,702
State of Connecticut Special Tax Revenue
5.00%, 09/01/2023		900,000		992,025
5.00%, 01/01/2038		4,400,000		4,797,452
Town of Hamden CT
5.00%, 08/15/2026		500,000		557,135
5.00%, 08/15/2026		1,335,000		1,494,052
University of Connecticut
5.25%, 11/15/2034		3,705,000		4,253,377
				119,850,549
Delaware - 0.23%
County of Kent DE
5.00%, 07/01/2040		645,000		682,139
5.00%, 07/01/2048		2,155,000		2,265,595
County of Sussex DE
5.00%, 01/01/2036		2,515,000		2,709,083
Delaware State Economic Development Authority
5.40%, 02/01/2031		500,000		526,255
5.00%, 09/01/2036		1,225,000		1,309,929
5.00%, 09/01/2046		700,000		738,311
				8,231,312
District of Columbia - 1.31%
District of Columbia
5.00%, 12/01/2021		2,300,000		2,503,067
5.00%, 06/01/2022		1,150,000		1,264,850
5.00%, 12/01/2022		2,000,000		2,222,440
5.00%, 06/01/2031		2,500,000		2,899,575
5.00%, 06/01/2033		3,795,000		4,333,397
5.00%, 06/01/2034		2,100,000		2,411,367
5.00%, 12/01/2036		670,000		720,203
5.00%, 07/01/2042		730,000		757,171
5.00%, 07/01/2052		815,000		839,385
District of Columbia Tobacco Settlement Financing Corp.
0.00%, 06/15/2046		2,000,000		217,120
Metropolitan Washington Airports Authority
5.00%, 10/01/2019		1,400,000		1,439,298
5.00%, 10/01/2021		2,000,000		2,148,920
5.00%, 10/01/2023		850,000		942,080
5.00%, 10/01/2024		1,325,000		1,484,901
5.00%, 10/01/2027		500,000		576,635
5.00%, 10/01/2029		1,000,000		1,142,280
5.00%, 10/01/2030		1,480,000		1,600,576
5.00%, 10/01/2031		5,335,000		6,136,317
5.00%, 10/01/2037		1,000,000		1,110,030
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
0.00%, 10/01/2037		1,000,000		441,530
6.50%, 10/01/2041		2,000,000		2,473,580
5.00%, 10/01/2053		1,890,000		1,985,105
Washington Convention & Sports Authority
5.00%, 10/01/2023		1,330,000		1,488,602
5.00%, 10/01/2024		1,030,000		1,168,288
Washington Metropolitan Area Transit Authority
5.00%, 07/01/2020		1,375,000		1,443,984
5.00%, 07/01/2032		2,965,000		3,420,602
				47,171,303
Florida - 6.15%
Alachua County Health Facilities Authority
5.00%, 12/01/2036		1,000,000		1,080,170
5.00%, 12/01/2044		1,350,000		1,438,978
6.38%, 11/15/2049		300,000		315,048
Brevard County Health Facilities Authority
5.00%, 04/01/2039		1,335,000		1,426,781
Celebration Pointe Community Development District
4.00%, 05/01/2022 ⁽²⁾		350,000		354,851
Citizens Property Insurance Corp.
5.00%, 06/01/2021		355,000		380,475
5.00%, 06/01/2022		2,150,000		2,353,583
City of Cape Coral FL Water & Sewer Revenue
1.65%, 09/01/2019		1,040,000		1,033,063
City of Jacksonville FL
5.00%, 10/01/2021		1,415,000		1,527,606
5.00%, 06/01/2053 ⁽²⁾		1,015,000		1,049,530
City of Miami Gardens FL
5.00%, 07/01/2034		1,725,000		1,901,968
City of Orlando FL
5.00%, 11/01/2029		2,000,000		2,286,780
City of Tallahassee FL
5.00%, 12/01/2026		1,380,000		1,538,783
City of Tampa FL
5.00%, 04/01/2040		1,115,000		1,200,699
County of Broward FL Airport System Revenue
5.00%, 10/01/2020		880,000		931,973
5.00%, 10/01/2021		150,000		161,890
5.00%, 10/01/2022		1,185,000		1,304,140
5.00%, 10/01/2022		1,500,000		1,662,900
5.00%, 10/01/2022		125,000		137,567
5.00%, 10/01/2023		125,000		139,533
5.00%, 10/01/2029		500,000		558,015
5.00%, 10/01/2030		405,000		461,263
5.00%, 10/01/2042		110,000		118,616
County of Hillsborough FL Community Investment Tax Revenue
5.00%, 11/01/2025		1,775,000		2,047,604
County of Miami-Dade FL
5.00%, 07/01/2023		1,000,000		1,121,690
5.00%, 10/01/2024		1,785,000		2,022,530
County of Miami-Dade FL Aviation Revenue
5.00%, 10/01/2020		1,000,000		1,051,810
5.75%, 10/01/2020		615,000		637,533
5.00%, 10/01/2022		485,000		510,807
5.00%, 10/01/2031		3,000,000		3,227,940
5.00%, 10/01/2035		1,000,000		1,098,660
County of Miami-Dade FL Water & Sewer System Revenue
5.00%, 10/01/2032		1,275,000		1,436,581
County of Miami-Dade Seaport Department
1.57%, 10/01/2050 ⁽¹⁾		4,000,000		4,000,000
County of Palm Beach FL
5.00%, 05/01/2029		1,915,000		2,207,976
Florida Department of Environmental Protection
5.00%, 07/01/2019		1,050,000		1,073,614
5.00%, 07/01/2022		5,000,000		5,496,950
Florida Development Finance Corp.
5.00%, 02/15/2031		750,000		803,242
5.00%, 02/15/2038		600,000		633,030
5.00%, 02/15/2048		1,600,000		1,675,488
Florida Higher Educational Facilities Financial Authority
5.00%, 06/01/2048 ⁽²⁾		1,110,000		1,156,564
Florida Municipal Power Agency
5.00%, 10/01/2025		3,475,000		4,012,617
Florida's Turnpike Enterprise
5.00%, 07/01/2019		2,380,000		2,434,240
5.00%, 07/01/2022		3,250,000		3,581,663
Greater Orlando Aviation Authority
5.00%, 10/01/2020		815,000		860,338
5.00%, 10/01/2022		1,000,000		1,095,740
5.00%, 10/01/2030		1,000,000		1,135,570
5.00%, 10/01/2031		2,000,000		2,210,900
5.00%, 10/01/2033		2,000,000		2,200,400
5.00%, 10/01/2046		1,000,000		1,089,280
Hernando County School District
5.00%, 07/01/2024		805,000		909,328
JEA Electric System Revenue
5.00%, 10/01/2020		4,400,000		4,651,856
5.00%, 10/01/2026		1,120,000		1,304,173
JEA Water & Sewer System Revenue
5.00%, 10/01/2022		250,000		276,343
Lakewood Ranch Stewardship District
4.00%, 05/01/2022		465,000		468,669
Lee County Industrial Development Authority/FL
5.63%, 12/01/2037 ⁽²⁾		250,000		253,463
5.75%, 12/01/2052 ⁽²⁾		750,000		758,985
Manatee County School District
5.00%, 10/01/2025		520,000		599,014
Marion County School Board
5.00%, 06/01/2026		1,435,000		1,605,291
Martin County Health Facilities Authority
5.00%, 11/15/2023		800,000		883,776
Miami-Dade County Educational Facilities Authority
5.25%, 04/01/2020		1,000,000		1,046,340
5.00%, 04/01/2040		2,855,000		3,114,091
Miami-Dade County Expressway Authority
5.00%, 07/01/2019		1,250,000		1,277,350
5.00%, 07/01/2030		1,225,000		1,394,099
Miami-Dade County Health Facilities Authority
5.00%, 08/01/2025		110,000		124,581
5.00%, 08/01/2026		155,000		176,833
5.00%, 08/01/2027		345,000		394,998
5.00%, 08/01/2028		400,000		455,980
5.00%, 08/01/2029		480,000		544,406
5.00%, 08/01/2030		680,000		768,454
5.00%, 08/01/2032		750,000		842,063
Miami-Dade County Industrial Development Authority
4.00%, 09/15/2019		140,000		141,159
Monroe County School District/FL
5.00%, 06/01/2033		500,000		568,825
5.00%, 06/01/2035		500,000		564,785
Orange County Convention Center/Orlando
5.00%, 10/01/2019		1,000,000		1,029,670
5.00%, 10/01/2023		1,510,000		1,699,143
Orange County Health Facilities Authority
5.00%, 01/01/2020		1,000,000		1,007,690
Orange County School Board
5.00%, 08/01/2029		1,000,000		1,131,890
Orlando-Orange County Expressway Authority
5.00%, 07/01/2040		2,750,000		2,886,510
Palm Beach County Health Facilities Authority
5.00%, 12/01/2023		50,000		54,950
5.00%, 12/01/2024		105,000		116,547
7.50%, 06/01/2049		100,000		113,798
7.50%, 06/01/2049		1,875,000		2,134,837
Palm Beach County School District
5.00%, 08/01/2023		500,000		559,915
5.00%, 08/01/2024		220,000		249,278
5.00%, 08/01/2026		3,750,000		4,346,362
5.00%, 08/01/2026		1,065,000		1,234,367
5.00%, 08/01/2029		8,000,000		9,390,320
5.00%, 08/01/2030		4,520,000		5,092,232
5.00%, 08/01/2032		3,000,000		3,360,090
Reedy Creek Improvement District
5.00%, 06/01/2021		1,855,000		1,993,605
5.00%, 06/01/2023		2,740,000		3,067,896
Sarasota County Health Facilities Authority
5.00%, 01/01/2042		750,000		789,810
5.00%, 01/01/2047		875,000		918,330
School Board of Miami-Dade County
5.00%, 05/01/2025		3,000,000		3,423,090
5.00%, 05/01/2026		1,000,000		1,131,360
5.00%, 02/01/2029		8,000,000		8,995,120
5.00%, 02/01/2030		500,000		560,455
5.00%, 05/01/2031 ⁽¹⁾		5,000,000		5,608,450
5.00%, 05/01/2031		5,000,000		5,596,200
School District of Broward County/FL
5.00%, 07/01/2022		1,000,000		1,096,370
5.00%, 07/01/2028		1,500,000		1,744,275
5.00%, 07/01/2029		2,545,000		2,933,952
South Broward Hospital District
5.00%, 05/01/2019		2,195,000		2,232,534
5.00%, 05/01/2021		2,035,000		2,176,616
South Miami Health Facilities Authority
5.00%, 08/15/2020		400,000		419,868
5.00%, 08/15/2023		250,000		279,088
5.00%, 08/15/2024		400,000		452,632
5.00%, 08/15/2025		700,000		802,200
State of Florida
5.00%, 06/01/2019		1,210,000		1,234,188
5.00%, 06/01/2019		1,000,000		1,019,990
5.00%, 06/01/2019		1,320,000		1,346,387
5.00%, 07/01/2019		3,500,000		3,579,485
5.00%, 06/01/2021		1,120,000		1,205,803
5.00%, 06/01/2021		1,175,000		1,265,017
5.00%, 06/01/2021		2,000,000		2,153,220
5.00%, 07/01/2021		1,125,000		1,213,807
5.00%, 06/01/2022		1,050,000		1,155,640
5.00%, 07/01/2022		1,175,000		1,298,481
5.00%, 06/01/2023		2,425,000		2,720,899
5.00%, 07/01/2023		2,630,000		2,958,881
5.00%, 06/01/2024		2,415,000		2,755,201
5.00%, 06/01/2024		4,500,000		5,133,915
5.00%, 07/01/2024		2,460,000		2,809,886
5.00%, 06/01/2025		1,500,000		1,737,810
State of Florida Lottery Revenue
5.00%, 07/01/2019		1,940,000		1,983,184
5.00%, 07/01/2019		600,000		613,356
5.00%, 07/01/2020		965,000		1,013,414
5.00%, 07/01/2020		2,000,000		2,100,340
5.00%, 07/01/2021		1,290,000		1,391,472
5.00%, 07/01/2024		1,400,000		1,599,122
5.00%, 07/01/2024		4,000,000		4,568,920
Tampa Bay Water
5.50%, 10/01/2022		1,000,000		1,125,610
				221,925,319
Georgia - 2.42%
Atlanta Development Authority
6.75%, 01/01/2035		1,500,000		1,446,840
Atlanta Urban Residential Finance Authority
1.40%, 05/01/2020 ⁽¹⁾		3,000,000		2,988,450
Burke County Development Authority
3.25%, 11/01/2045 ⁽¹⁾		3,000,000		2,966,010
City of Atlanta GA
5.00%, 01/01/2019		225,000		226,607
5.00%, 01/01/2020		275,000		284,446
City of Atlanta GA Water & Wastewater Revenue
5.00%, 11/01/2021		1,900,000		2,063,495
City of East Point GA
5.00%, 08/01/2019		955,000		978,694
5.00%, 08/01/2020		415,000		436,260
5.00%, 08/01/2021		250,000		269,030
Cobb County Kennestone Hospital Authority
5.00%, 04/01/2022		450,000		489,496
DeKalb County Hospital Authority/GA
6.13%, 09/01/2040		550,000		591,305
Forsyth County School District
5.00%, 02/01/2022		2,945,000		3,221,241
Fulton County Development Authority
5.00%, 04/01/2023		300,000		331,311
Gainesville & Hall County Hospital Authority
5.00%, 02/15/2022		515,000		560,521
5.00%, 02/15/2025		300,000		336,759
5.50%, 02/15/2042		650,000		752,778
Glynn-Brunswick Memorial Hospital Authority
5.00%, 08/01/2022		1,220,000		1,333,509
Griffin-Spalding County Hospital Authority
3.00%, 04/01/2027		635,000		635,946
Gwinnett County School District
5.00%, 08/01/2020		3,165,000		3,336,511
LaGrange-Troup County Hospital Authority
5.00%, 04/01/2021		150,000		159,887
5.00%, 04/01/2024		500,000		559,740
Macon-Bibb County Housing Authority
2.04%, 04/01/2021 ⁽¹⁾		15,000,000		14,947,350
Macon-Bibb County Urban Development Authority
5.75%, 06/15/2037 ⁽²⁾		1,000,000		1,020,480
Main Street Natural Gas, Inc.
5.00%, 03/15/2021		2,500,000		2,655,750
4.00%, 04/01/2048 ⁽¹⁾		10,000,000		10,514,300
2.25% (1 Month LIBOR USD + 0.83%), 08/01/2048 ⁽³⁾		1,700,000		1,691,721
4.00%, 08/01/2048 ⁽¹⁾		9,360,000		9,845,597
Marietta Development Authority
5.00%, 11/01/2037 ⁽²⁾		625,000		658,544
5.00%, 11/01/2047 ⁽²⁾		500,000		522,620
Monroe County Development Authority
2.00%, 07/01/2025 ⁽¹⁾		5,000,000		4,980,700
2.35%, 10/01/2048 ⁽¹⁾		500,000		497,345
Municipal Electric Authority of Georgia
5.00%, 01/01/2019		1,000,000		1,007,040
5.00%, 01/01/2020		2,095,000		2,165,916
4.00%, 01/01/2021		350,000		361,935
5.00%, 01/01/2022		250,000		269,287
Private Colleges & Universities Authority
5.00%, 04/01/2027		1,900,000		2,090,247
5.00%, 04/01/2044		1,000,000		1,063,620
Savannah Economic Development Authority
7.25%, 01/01/2049		120,000		133,954
State of Georgia
5.00%, 07/01/2020		1,000,000		1,052,290
5.00%, 02/01/2021		1,115,000		1,191,032
5.00%, 02/01/2022		5,000,000		5,469,000
5.00%, 07/01/2023		1,000,000		1,126,010
				87,233,574
Guam - 0.04%
Guam Government Waterworks Authority
5.00%, 07/01/2035		1,500,000		1,601,640
Hawaii - 0.44%
City & County of Honolulu HI
1.86% (SIFMA Municipal Swap Index + 0.30%), 09/01/2023 ⁽³⁾		1,000,000		999,650
5.00%, 09/01/2024		1,275,000		1,459,760
1.88% (SIFMA Municipal Swap Index + 0.32%), 09/01/2027 ⁽³⁾		5,000,000		4,998,250
5.00%, 10/01/2029		2,000,000		2,287,400
State of Hawaii
5.00%, 08/01/2023		1,925,000		2,166,915
State of Hawaii Airports System Revenue
5.00%, 07/01/2019		725,000		739,993
5.00%, 07/01/2031		1,275,000		1,456,624
5.00%, 07/01/2032		1,500,000		1,705,635
				15,814,227
Idaho - 0.18%
Idaho Health Facilities Authority
5.00%, 12/01/2020		2,900,000		3,073,130
5.00%, 03/01/2034		3,155,000		3,422,102
				6,495,232
Illinois - 10.12%
Chicago Board of Education
0.00%, 12/01/2025		265,000		197,446
5.00%, 12/01/2025		2,500,000		2,770,750
5.00%, 12/01/2026		145,000		151,411
5.00%, 12/01/2027		850,000		890,035
5.00%, 12/01/2028		1,270,000		1,331,836
6.75%, 12/01/2030 ⁽²⁾		1,500,000		1,803,555
5.00%, 12/01/2033		300,000		309,390
5.00%, 12/01/2034		250,000		274,643
5.00%, 12/01/2041		785,000		791,107
5.25%, 12/01/2041		3,000,000		3,045,150
5.00%, 12/01/2042		200,000		200,582
6.50%, 12/01/2046		100,000		113,312
7.00%, 12/01/2046 ⁽²⁾⁽⁵⁾		400,000		476,044
Chicago Midway International Airport
5.00%, 01/01/2021		5,000,000		5,266,850
5.00%, 01/01/2027		1,800,000		2,009,232
5.50%, 01/01/2028		5,000,000		5,511,550
5.00%, 01/01/2032		2,000,000		2,147,520
5.00%, 01/01/2034		1,000,000		1,070,790
5.00%, 01/01/2046		300,000		323,589
Chicago O'Hare International Airport
5.00%, 01/01/2021		500,000		529,725
5.00%, 01/01/2022		1,000,000		1,084,630
5.00%, 01/01/2022		520,000		559,608
5.00%, 01/01/2022		700,000		759,241
5.00%, 01/01/2022		500,000		542,315
5.00%, 01/01/2023		1,000,000		1,105,630
5.00%, 01/01/2024		865,000		960,349
5.00%, 01/01/2025		415,000		465,713
5.00%, 01/01/2027		385,000		439,362
5.00%, 01/01/2028		1,000,000		1,136,510
5.00%, 01/01/2030		2,000,000		2,197,540
5.00%, 01/01/2030		2,000,000		2,197,540
5.00%, 01/01/2031		660,000		733,352
5.00%, 01/01/2031		700,000		759,241
5.00%, 01/01/2032		1,300,000		1,414,595
5.00%, 01/01/2033		345,000		382,046
5.00%, 07/01/2033		550,000		607,085
5.00%, 01/01/2034		400,000		442,408
5.00%, 01/01/2036		430,000		472,394
5.00%, 01/01/2042		500,000		538,805
Chicago Park District
5.00%, 01/01/2025		500,000		523,665
5.00%, 01/01/2029		3,000,000		3,257,280
Chicago Transit Authority
4.00%, 06/01/2019		500,000		505,655
5.00%, 06/01/2020		250,000		260,907
5.00%, 06/01/2021		250,000		265,935
5.00%, 06/01/2022		265,000		287,178
5.00%, 06/01/2023		240,000		264,360
5.00%, 06/01/2024		200,000		221,784
5.25%, 06/01/2024		2,000,000		2,131,760
5.00%, 06/01/2025		200,000		223,094
5.00%, 06/01/2026		8,275,000		9,309,789
5.00%, 06/01/2026		160,000		180,008
City of Chicago IL
4.25%, 01/01/2020		465,000		477,578
5.00%, 01/01/2022		460,000		500,590
5.00%, 01/01/2023		1,535,000		1,590,628
5.00%, 01/01/2026		425,000		486,880
5.00%, 01/01/2027		500,000		572,800
5.25%, 01/01/2027		2,435,000		2,615,555
5.00%, 01/01/2028		865,000		896,348
5.75%, 01/01/2034		2,000,000		2,227,320
5.00%, 01/01/2035		750,000		783,773
5.50%, 01/01/2035		1,000,000		1,067,320
City of Chicago IL Motor Fuel Tax Revenue
5.00%, 01/01/2025		2,000,000		2,131,700
City of Chicago IL Wastewater Transmission Revenue
5.00%, 01/01/2019		200,000		201,368
5.00%, 01/01/2020		1,210,000		1,249,748
5.00%, 01/01/2020		200,000		206,570
5.00%, 01/01/2021		370,000		389,910
5.00%, 01/01/2022		250,000		268,640
5.00%, 01/01/2023		450,000		490,496
5.00%, 01/01/2024		500,000		552,540
5.00%, 01/01/2028		2,900,000		3,151,633
5.00%, 01/01/2029		1,300,000		1,408,225
5.00%, 01/01/2030		1,000,000		1,119,520
5.00%, 01/01/2033		2,000,000		2,142,580
5.00%, 01/01/2039		1,000,000		1,062,120
City of Chicago IL Waterworks Revenue
5.00%, 11/01/2020		980,000		1,030,578
5.00%, 11/01/2021		1,525,000		1,633,107
5.00%, 11/01/2022		1,000,000		1,089,490
4.00%, 11/01/2023		1,025,000		1,075,738
5.00%, 11/01/2023		650,000		716,943
5.00%, 11/01/2024		1,150,000		1,283,032
5.00%, 11/01/2024		250,000		278,920
5.00%, 11/01/2024		1,000,000		1,115,680
5.00%, 11/01/2025		1,000,000		1,105,700
5.00%, 11/01/2026		1,000,000		1,099,300
5.00%, 11/01/2033		500,000		538,755
City of Springfield IL
5.00%, 12/01/2024		340,000		374,775
5.00%, 12/01/2025		395,000		436,984
5.00%, 12/01/2026		160,000		175,426
City of Waukegan IL
4.00%, 12/30/2024		540,000		571,153
Cook County Community College District No 508
5.25%, 12/01/2028		1,150,000		1,213,112
Cook Kane Lake & McHenry Counties Community College District No 512
5.00%, 12/01/2024		850,000		968,056
County of Cook IL
5.25%, 11/15/2022		405,000		429,134
5.00%, 11/15/2023		2,500,000		2,771,875
5.00%, 11/15/2025		2,500,000		2,710,475
5.00%, 11/15/2026		1,000,000		1,045,570
5.00%, 11/15/2026		1,450,000		1,656,436
5.25%, 11/15/2028		1,035,000		1,105,732
5.00%, 11/15/2029		1,000,000		1,118,670
5.00%, 11/15/2029		1,085,000		1,177,225
5.00%, 11/15/2030		500,000		557,080
5.00%, 11/15/2033		2,795,000		3,161,760
5.00%, 11/15/2034		1,200,000		1,321,764
County of Cook IL Sales Tax Revenue
5.25%, 11/15/2035		1,000,000		1,138,930
Illinois Finance Authority
5.00%, 08/01/2021		445,000		473,698
5.00%, 02/15/2022		215,000		234,004
5.00%, 07/01/2022		1,000,000		1,098,640
5.00%, 12/01/2022		325,000		352,450
4.00%, 05/15/2023		500,000		516,170
5.00%, 11/15/2023		1,680,000		1,869,504
5.00%, 12/01/2023		1,880,000		2,068,959
5.00%, 01/01/2024		250,000		273,588
5.00%, 02/15/2024		215,000		242,075
5.00%, 05/15/2024		350,000		390,541
5.00%, 07/15/2025		230,000		263,513
5.00%, 08/01/2025		1,605,000		1,787,184
5.00%, 02/15/2026		360,000		415,246
5.00%, 03/01/2028		15,000		16,927
5.00%, 01/01/2029		1,650,000		1,906,394
5.00%, 02/15/2029		1,445,000		1,660,912
5.00%, 12/01/2029		340,000		377,386
5.00%, 02/15/2030		1,240,000		1,420,333
5.00%, 07/01/2030		275,000		304,733
5.00%, 07/15/2030		710,000		821,818
5.00%, 08/01/2030		870,000		970,459
5.00%, 11/15/2030		2,000,000		2,218,180
5.00%, 01/01/2031		3,545,000		3,854,018
5.00%, 02/15/2031		300,000		342,201
5.00%, 07/01/2031		1,420,000		1,626,070
5.25%, 08/15/2031		500,000		553,550
3.63%, 02/15/2032		355,000		349,256
1.57%, 07/01/2032 ⁽¹⁾		8,525,000		8,525,000
4.00%, 09/01/2032		40,000		40,578
4.75%, 05/15/2033		960,000		974,266
5.00%, 05/15/2033		795,000		789,260
5.00%, 08/15/2033		250,000		269,525
3.75%, 02/15/2034		200,000		194,742
5.00%, 02/15/2034		1,890,000		2,132,071
5.00%, 07/01/2034		300,000		327,735
5.00%, 08/15/2034		2,500,000		2,797,875
5.00%, 11/15/2034		300,000		328,599
5.00%, 11/15/2034		3,000,000		3,285,990
5.00%, 08/15/2035		100,000		107,441
5.00%, 08/15/2035		600,000		642,648
4.00%, 02/15/2036		800,000		815,376
5.00%, 02/15/2036		905,000		1,013,872
5.00%, 07/01/2036		830,000		900,890
5.00%, 08/15/2036		1,000,000		1,067,590
5.25%, 02/15/2037		380,000		401,029
5.00%, 05/15/2037		1,050,000		1,074,287
5.00%, 05/15/2037		395,000		412,344
4.13%, 08/15/2037		900,000		883,170
5.00%, 08/15/2037		1,000,000		1,063,420
5.13%, 05/15/2038		1,000,000		984,740
5.00%, 11/15/2038		3,795,000		4,116,930
8.00%, 05/15/2040		785,000		857,149
4.00%, 02/15/2041		2,895,000		2,921,576
5.00%, 02/15/2041		1,535,000		1,706,628
5.00%, 08/01/2042		120,000		128,018
1.75%, 11/15/2042 ⁽¹⁾		1,770,000		1,741,432
5.00%, 08/15/2044		200,000		211,530
5.00%, 11/15/2045		2,565,000		2,737,188
8.00%, 05/15/2046		1,595,000		1,741,597
5.00%, 12/01/2046		5,950,000		6,363,406
5.00%, 05/15/2047		100,000		103,667
5.25%, 05/15/2047		280,000		290,074
5.00%, 08/01/2049		140,000		148,502
5.25%, 05/15/2054		1,000,000		984,100
5.00%, 07/15/2057 ⁽¹⁾		10,905,000		12,022,544
Illinois Municipal Electric Agency
5.00%, 02/01/2023		275,000		303,042
5.00%, 02/01/2031		470,000		522,738
Illinois Sports Facilities Authority
5.25%, 06/15/2032		1,735,000		1,882,232
Illinois State Toll Highway Authority
5.00%, 01/01/2024		935,000		1,049,248
1.57%, 01/01/2031 ⁽¹⁾		3,470,000		3,470,000
5.00%, 12/01/2031		235,000		263,287
5.00%, 01/01/2034		1,300,000		1,471,509
5.00%, 01/01/2038		2,700,000		2,941,164
5.00%, 01/01/2041		7,000,000		7,676,900
Illinois State University
5.00%, 04/01/2032		1,370,000		1,509,219
Kendall Kane & Will Counties Community Unit School District No 308
5.00%, 02/01/2029		4,000,000		4,207,240
Lake County Community Unit School District No 60 Waukegan
5.00%, 01/01/2026		1,000,000		1,107,710
5.00%, 01/01/2027		100,000		114,872
5.00%, 01/01/2027		2,100,000		2,314,893
McHenry County Community Unit School District No 200 Woodstock
0.00%, 01/15/2024		1,000,000		853,910
0.00%, 01/15/2025		1,000,000		821,630
0.00%, 01/15/2026		1,000,000		788,960
Metropolitan Pier & Exposition Authority
5.00%, 12/15/2020		430,000		450,429
5.00%, 12/15/2026		2,000,000		2,099,680
0.00%, 06/15/2028		14,270,000		9,488,836
5.00%, 12/15/2028		2,500,000		2,613,125
5.00%, 12/15/2028		1,000,000		1,102,200
0.00%, 06/15/2029		2,500,000		1,574,000
0.00%, 12/15/2030		11,000,000		6,398,370
5.00%, 12/15/2032		550,000		597,262
0.00%, 12/15/2034		550,000		259,094
5.25%, 06/15/2050		3,275,000		3,329,660
5.00%, 06/15/2057		550,000		580,685
Northern Illinois Municipal Power Agency
5.00%, 12/01/2018		125,000		125,557
5.00%, 12/01/2019		150,000		154,515
5.00%, 12/01/2020		1,025,000		1,083,733
Peoria Metropolitan Airport Authority
5.00%, 12/01/2026		1,375,000		1,574,911
Peoria Public Building Commission
5.00%, 12/01/2022		1,500,000		1,625,115
Railsplitter Tobacco Settlement Authority
5.00%, 06/01/2023		2,265,000		2,495,939
5.50%, 06/01/2023		1,240,000		1,345,946
5.00%, 06/01/2024		5,275,000		5,878,724
6.00%, 06/01/2028		2,150,000		2,361,366
Regional Transportation Authority
5.00%, 07/01/2020		400,000		418,940
5.00%, 07/01/2021		400,000		427,584
State of Illinois
5.00%, 02/01/2019		425,000		428,341
4.00%, 06/15/2019		315,000		318,528
4.50%, 06/15/2019		1,710,000		1,735,069
5.00%, 06/15/2019		1,435,000		1,461,002
5.00%, 11/01/2019		2,625,000		2,689,391
5.00%, 02/01/2020		425,000		436,326
5.00%, 11/01/2020		610,000		633,790
5.00%, 02/01/2021		425,000		439,803
5.00%, 10/01/2021		2,000,000		2,085,240
5.00%, 11/01/2021		4,000,000		4,173,680
5.00%, 01/01/2022		700,000		716,030
5.00%, 08/01/2022		3,000,000		3,208,740
4.00%, 01/01/2023		330,000		331,683
5.00%, 02/01/2023		235,000		246,247
5.00%, 11/01/2023		1,000,000		1,052,110
5.00%, 06/15/2024		2,000,000		2,170,480
5.50%, 07/01/2024		1,000,000		1,081,720
5.00%, 02/01/2025		455,000		476,180
5.00%, 05/01/2025		3,050,000		3,196,431
5.00%, 06/01/2025		880,000		928,347
5.00%, 06/15/2025		4,090,000		4,416,300
5.50%, 07/01/2025		400,000		431,060
5.00%, 11/01/2025		2,040,000		2,153,057
5.00%, 06/01/2026		125,000		131,739
5.00%, 10/01/2026		2,270,000		2,393,851
5.00%, 11/01/2026		8,000,000		8,434,400
5.00%, 02/01/2028		1,000,000		1,052,100
5.00%, 05/01/2028		265,000		274,641
5.00%, 02/01/2029		1,000,000		1,047,090
5.25%, 02/01/2029		3,720,000		3,953,876
5.25%, 02/01/2030		100,000		105,696
5.25%, 02/01/2031		760,000		801,055
5.00%, 10/01/2031		800,000		837,168
5.00%, 05/01/2032		800,000		824,296
5.50%, 07/01/2038		1,500,000		1,580,400
Sugar Grove Public Library District
3.00%, 02/01/2020		390,000		394,625
University of Illinois
1.63%, 04/01/2038 ⁽¹⁾		5,200,000		5,200,000
Upper Illinois River Valley Development Authority
5.25%, 12/01/2037 ⁽²⁾		2,005,000		2,009,190
Village of Bedford Park IL
4.00%, 12/01/2020		1,180,000		1,206,998
Village of Bolingbrook IL
4.00%, 03/01/2023		500,000		526,230
4.00%, 03/01/2025		500,000		528,365
4.00%, 03/01/2027		1,000,000		1,051,790
Village of Mount Prospect IL
2.00%, 12/01/2018		820,000		819,852
Will County Community Unit School District No 365 Valley View
5.00%, 11/01/2023		420,000		467,040
5.00%, 11/01/2024		2,390,000		2,689,156
0.00%, 11/01/2025		520,000		413,587
0.00%, 11/01/2026		905,000		691,375
5.00%, 11/01/2026		1,800,000		2,064,924
				365,047,360
Indiana - 1.56%
Ball State University
5.00%, 07/01/2033		955,000		1,091,469
City of Whiting IN
5.25%, 01/01/2021		1,145,000		1,216,196
5.00%, 11/01/2045 ⁽¹⁾		2,600,000		2,845,336
Indiana Development Finance Authority
1.75%, 10/01/2031 ⁽¹⁾		3,600,000		3,600,000
Indiana Finance Authority
5.00%, 09/15/2019		700,000		714,168
5.00%, 12/01/2024		3,000,000		3,442,500
5.00%, 11/01/2026		1,200,000		1,397,256
6.00%, 12/01/2026		2,035,000		2,076,066
5.00%, 11/01/2029		2,350,000		2,692,959
5.00%, 09/01/2031		440,000		493,667
5.25%, 02/01/2033		2,500,000		2,861,575
5.00%, 03/01/2036		4,000,000		4,368,320
5.00%, 09/01/2036		1,000,000		1,096,360
1.90%, 12/01/2037 ⁽¹⁾		2,000,000		1,999,320
5.00%, 06/01/2039		1,000,000		993,510
5.00%, 07/01/2048		3,600,000		3,792,240
5.25%, 01/01/2051		3,450,000		3,665,211
Indiana Health & Educational Facilities Financing Authority
1.75%, 11/15/2031 ⁽¹⁾		3,000,000		2,935,350
Indiana Health Facility Financing Authority
2.00%, 10/01/2026 ⁽¹⁾		3,675,000		3,674,044
1.25%, 11/01/2027 ⁽¹⁾		1,120,000		1,102,013
1.35%, 11/01/2027 ⁽¹⁾		1,330,000		1,306,193
Indianapolis Local Public Improvement Bond Bank
5.00%, 01/01/2021		370,000		391,830
5.00%, 01/01/2022		755,000		815,694
5.00%, 01/01/2023		285,000		313,047
5.00%, 01/01/2029		1,000,000		1,133,600
5.00%, 01/01/2031		1,000,000		1,125,520
Lebanon Middle School Building Corp.
5.00%, 01/10/2023		1,065,000		1,179,040
5.00%, 07/10/2023		1,740,000		1,943,615
Westfield-Washington Multi-School Building Corp.
5.00%, 01/15/2028		390,000		440,692
5.00%, 01/15/2029		540,000		606,804
5.00%, 01/15/2030		700,000		784,175
				56,097,770
Iowa - 0.12%
Iowa Finance Authority
5.25%, 12/01/2025		1,500,000		1,595,970
4.75%, 08/01/2042		980,000		998,836
5.00%, 05/15/2043		270,000		281,110
5.00%, 05/15/2048		475,000		492,822
Iowa Student Loan Liquidity Corp.
5.00%, 12/01/2025		775,000		853,740
				4,222,478
Kansas - 0.10%
City of Lenexa KS
5.00%, 05/15/2021		500,000		525,510
5.00%, 05/15/2039		325,000		343,541
City of Wichita KS
5.25%, 11/15/2024		350,000		362,404
Johnson County Unified School District No 232 De Soto
5.00%, 09/01/2022		350,000		385,861
Kansas Development Finance Authority
5.00%, 11/15/2032		2,000,000		2,156,820
				3,774,136
Kentucky - 1.31%
City of Ashland KY
5.00%, 02/01/2030		555,000		601,670
City of Russell KY
5.00%, 11/01/2022		3,200,000		3,516,288
Kentucky Asset Liability Commission
5.00%, 09/01/2024		1,000,000		1,126,660
5.00%, 09/01/2025		1,250,000		1,425,963
Kentucky Economic Development Finance Authority
5.00%, 06/01/2019		375,000		379,901
5.00%, 06/01/2020		500,000		515,435
5.25%, 06/01/2020		500,000		517,445
5.00%, 06/01/2021		250,000		261,850
5.50%, 06/01/2021		685,000		722,634
5.00%, 06/01/2024		1,000,000		1,082,290
5.00%, 05/15/2031		100,000		105,566
5.00%, 06/01/2037		325,000		345,156
6.38%, 03/01/2040		2,400,000		2,566,008
6.38%, 06/01/2040		3,230,000		3,453,419
5.00%, 06/01/2041		225,000		237,112
5.25%, 06/01/2041		725,000		777,592
6.50%, 03/01/2045		1,000,000		1,071,200
5.00%, 06/01/2045		1,000,000		1,047,180
5.00%, 12/01/2045		300,000		328,842
5.00%, 05/15/2046		500,000		515,950
6.25%, 11/15/2046		750,000		736,305
5.00%, 12/01/2047		620,000		666,159
5.00%, 05/15/2051		325,000		334,311
Kentucky Higher Education Student Loan Corp.
5.00%, 06/01/2020		600,000		621,588
5.00%, 06/01/2021		610,000		642,428
Kentucky Public Energy Authority
4.00%, 01/01/2049 ⁽¹⁾		10,000,000		10,547,900
Kentucky Public Transportation Infrastructure Authority
5.75%, 07/01/2049		1,000,000		1,082,100
6.00%, 07/01/2053		530,000		579,815
Kentucky State Property & Building Commission
5.00%, 05/01/2021		500,000		532,330
5.00%, 05/01/2029		1,000,000		1,121,350
5.00%, 05/01/2029		1,025,000		1,161,694
5.00%, 05/01/2032		270,000		304,123
Louisville/Jefferson County Metropolitan Government
5.00%, 10/01/2020		1,140,000		1,198,608
5.00%, 10/01/2023		1,565,000		1,736,070
5.00%, 12/01/2028		120,000		127,364
5.00%, 10/01/2030		2,500,000		2,802,200
5.00%, 12/01/2030		130,000		137,287
5.00%, 10/01/2032		430,000		479,097
1.50%, 10/01/2033 ⁽¹⁾		1,705,000		1,698,879
				47,107,769
Louisiana - 1.21%
City of New Orleans LA
5.00%, 12/01/2019		2,450,000		2,528,033
East Baton Rouge Parish Industrial Development Board, Inc.
1.61%, 08/01/2035 ⁽¹⁾		8,000,000		8,000,000
Greater New Orleans Expressway Commission
5.00%, 11/01/2034		1,000,000		1,112,540
Jefferson Parish Hospital Service District No 1
5.50%, 01/01/2026		3,000,000		3,218,520
Louisiana Local Government Environmental Facilities & Community Development Authority
5.00%, 10/01/2028		1,045,000		1,225,357
6.50%, 08/01/2029		2,200,000		2,367,508
Louisiana Public Facilities Authority
5.00%, 06/01/2021		7,695,000		8,238,960
5.00%, 12/15/2022		230,000		253,860
5.00%, 12/15/2023		335,000		375,957
5.00%, 12/15/2024		330,000		372,666
5.00%, 12/15/2025		275,000		314,784
5.00%, 12/15/2026		300,000		346,158
0.00%, 10/01/2027		2,000,000		1,726,560
5.00%, 12/15/2028		250,000		286,905
5.00%, 12/15/2029		200,000		227,978
5.00%, 12/15/2030		150,000		170,344
5.00%, 05/15/2031		1,250,000		1,393,350
5.00%, 12/15/2031		390,000		441,242
5.00%, 05/15/2032		1,000,000		1,111,530
New Orleans Aviation Board
5.00%, 01/01/2020		135,000		139,520
5.00%, 01/01/2021		125,000		132,092
5.00%, 01/01/2022		75,000		80,737
5.00%, 01/01/2023		50,000		54,646
5.00%, 01/01/2024		1,400,000		1,549,268
5.00%, 01/01/2024		55,000		60,864
5.00%, 01/01/2025		50,000		55,898
5.00%, 01/01/2027		850,000		949,229
5.00%, 01/01/2028		155,000		175,076
5.00%, 01/01/2029		810,000		893,859
5.00%, 01/01/2030		275,000		307,868
5.00%, 01/01/2033		740,000		818,884
5.00%, 01/01/2034		750,000		827,123
5.00%, 01/01/2034		170,000		187,481
5.00%, 01/01/2036		500,000		547,670
5.00%, 01/01/2037		500,000		545,440
5.00%, 01/01/2040		1,000,000		1,074,170
5.00%, 01/01/2040		1,540,000		1,672,132
				43,784,209
Maine - 0.16%
Maine Health & Higher Educational Facilities Authority
4.00%, 07/01/2041		1,470,000		1,400,175
5.00%, 07/01/2041		1,135,000		1,187,562
5.00%, 07/01/2043		390,000		403,958
4.00%, 07/01/2046		330,000		310,461
5.00%, 07/01/2046		1,735,000		1,809,535
Maine Municipal Bond Bank
5.00%, 11/01/2033		650,000		750,412
				5,862,103
Maryland - 3.27%
City of Baltimore MD
5.00%, 09/01/2023		1,000,000		1,101,770
5.00%, 07/01/2026		720,000		838,318
5.00%, 07/01/2029		4,770,000		5,507,442
5.00%, 09/01/2030		3,000,000		3,339,510
5.00%, 09/01/2032		1,000,000		1,105,910
5.00%, 09/01/2036		1,000,000		1,089,980
5.00%, 09/01/2039		775,000		838,643
City of Gaithersburg MD
5.00%, 01/01/2027		1,335,000		1,494,679
5.00%, 01/01/2033		130,000		142,540
5.00%, 01/01/2036		85,000		92,554
City of Rockville MD
4.00%, 11/01/2021		200,000		206,972
2.50%, 11/01/2024		245,000		240,240
3.00%, 11/01/2025		580,000		571,607
5.00%, 11/01/2030		65,000		70,786
5.00%, 11/01/2042		750,000		801,308
5.00%, 11/01/2047		730,000		777,092
City of Westminster MD
6.25%, 07/01/2044		1,100,000		1,178,617
County of Anne Arundel MD
5.00%, 10/01/2019		3,580,000		3,689,118
County of Baltimore MD
5.00%, 10/01/2023		2,495,000		2,807,524
County of Montgomery MD
5.00%, 10/01/2024		1,210,000		1,388,391
5.38%, 07/01/2048		625,000		640,056
County of Prince George's MD
5.00%, 07/15/2021		2,500,000		2,698,650
4.00%, 08/01/2027		3,000,000		3,196,440
4.00%, 08/01/2029		4,035,000		4,272,823
Maryland Economic Development Corp.
5.00%, 06/01/2019		3,415,000		3,485,349
5.00%, 06/01/2022		200,000		215,720
5.00%, 06/01/2023		215,000		235,143
5.00%, 03/31/2024		2,500,000		2,672,225
5.00%, 09/30/2027		50,000		55,893
5.00%, 06/01/2028		2,000,000		2,273,960
5.00%, 09/30/2030		905,000		998,288
5.00%, 06/01/2035		915,000		1,008,522
5.00%, 03/31/2046		1,680,000		1,795,164
5.00%, 03/31/2051		1,365,000		1,453,766
5.00%, 06/01/2058		500,000		535,995
Maryland Health & Higher Educational Facilities Authority
5.00%, 07/01/2019		1,000,000		1,020,380
4.00%, 07/01/2022		1,000,000		1,058,460
5.00%, 07/01/2022		870,000		944,707
5.00%, 07/01/2024		535,000		595,257
5.00%, 07/01/2024		745,000		830,161
5.25%, 07/01/2026		500,000		557,005
5.50%, 01/01/2029		1,500,000		1,729,470
5.50%, 01/01/2030		1,750,000		2,009,560
5.00%, 07/01/2032		750,000		822,525
5.00%, 07/01/2035		75,000		81,143
5.75%, 07/01/2038		2,500,000		2,656,100
5.00%, 08/15/2038		1,945,000		2,103,284
5.00%, 05/15/2040		3,425,000		3,590,085
4.00%, 07/01/2042		120,000		114,843
5.00%, 07/01/2045		2,000,000		2,120,760
5.50%, 01/01/2046		1,290,000		1,413,324
Maryland Stadium Authority
5.00%, 06/15/2021		900,000		966,726
Maryland State Transportation Authority
5.00%, 03/01/2023		1,000,000		1,080,960
5.00%, 07/01/2030		4,655,000		5,432,664
Prince George's County Revenue Authority
5.00%, 05/01/2030		1,085,000		1,267,454
State of Maryland
5.00%, 03/01/2020		6,000,000		6,251,340
5.00%, 08/01/2020		655,000		671,362
4.00%, 03/15/2021		1,170,000		1,203,333
5.00%, 08/01/2022		3,000,000		3,311,520
5.00%, 08/01/2024		1,450,000		1,659,032
5.00%, 08/01/2025		5,670,000		6,581,850
State of Maryland Department of Transportation
5.00%, 02/15/2019		2,500,000		2,529,250
5.00%, 12/01/2019		1,625,000		1,680,949
4.00%, 09/01/2026		5,000,000		5,516,500
Washington Suburban Sanitary Commission
3.00%, 06/01/2026		5,000,000		5,148,600
				117,769,599
Massachusetts - 1.98%
City of Boston MA
5.00%, 04/01/2023		2,095,000		2,352,517
Commonwealth of Massachusetts
4.00%, 08/01/2019		1,000,000		1,017,290
5.00%, 07/01/2022		485,000		534,310
5.50%, 12/01/2022		1,195,000		1,351,043
5.00%, 09/01/2025		2,245,000		2,483,913
5.00%, 07/01/2027		2,620,000		2,891,354
5.00%, 09/01/2028		2,000,000		2,299,180
5.00%, 12/01/2030		1,500,000		1,733,370
1.05%, 08/01/2043 ⁽¹⁾		10,515,000		10,307,013
1.70%, 08/01/2043 ⁽¹⁾		1,500,000		1,462,845
5.00%, 03/01/2046		205,000		225,020
Commonwealth of Massachusetts Transportation Fund Revenue
5.00%, 06/01/2025		2,490,000		2,680,759
Massachusetts Bay Transportation Authority
4.00%, 12/01/2021		2,500,000		2,645,400
Massachusetts Development Finance Agency
5.00%, 07/01/2019		1,000,000		1,019,930
5.00%, 07/15/2022		355,000		392,680
5.00%, 07/01/2023		900,000		1,007,370
5.00%, 07/01/2025		1,090,000		1,231,449
5.00%, 10/01/2025		905,000		1,017,265
5.00%, 07/01/2026		1,140,000		1,299,053
5.00%, 10/01/2026		955,000		1,081,929
5.00%, 10/15/2028		1,750,000		1,853,863
5.00%, 07/01/2030		590,000		686,200
5.00%, 01/01/2031		475,000		522,776
5.00%, 01/01/2032		635,000		696,017
5.00%, 01/01/2033		540,000		589,874
5.00%, 01/01/2034		710,000		772,942
5.00%, 01/01/2035		745,000		808,295
5.00%, 01/01/2036		1,100,000		1,188,594
5.00%, 10/01/2037 ⁽²⁾		500,000		531,640
5.00%, 07/01/2038 ⁽¹⁾		1,875,000		2,104,837
5.00%, 10/01/2047 ⁽²⁾		375,000		395,846
2.04% (SIFMA Municipal Swap Index + 0.48%), 07/01/2050 ⁽³⁾		4,000,000		4,003,960
5.00%, 10/01/2057 ⁽²⁾		1,535,000		1,608,634
Massachusetts Educational Financing Authority
4.00%, 07/01/2019		2,000,000		2,027,220
5.00%, 07/01/2021		1,540,000		1,647,477
5.00%, 07/01/2026		5,000,000		5,693,900
Massachusetts Port Authority
5.00%, 07/01/2024		800,000		904,592
5.00%, 07/01/2025		295,000		337,170
Massachusetts School Building Authority
5.00%, 01/15/2028		1,500,000		1,704,675
Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue
5.00%, 01/01/2019		1,500,000		1,511,505
Massachusetts Water Resources Authority
5.00%, 08/01/2040		1,900,000		2,132,351
Town of Webster MA
2.25%, 10/12/2018		678,829		678,910
				71,434,968
Michigan - 3.39%
Avondale School District
5.00%, 11/01/2022		600,000		656,856
5.00%, 11/01/2023		680,000		756,507
5.00%, 11/01/2024		800,000		901,568
5.00%, 11/01/2025		785,000		895,206
5.00%, 11/01/2026		765,000		881,754
Calhoun County Hospital Finance Authority
5.00%, 02/15/2037		1,695,000		1,760,664
City of Detroit MI Sewage Disposal System Revenue
5.25%, 07/01/2039		4,050,000		4,352,656
City of Detroit MI Water Supply System Revenue
5.25%, 07/01/2041		1,000,000		1,063,760
City of Royal Oak MI
5.00%, 04/01/2029		500,000		578,085
5.00%, 04/01/2031		1,045,000		1,198,009
City of Wyandotte MI Electric System Revenue
5.00%, 10/01/2021		750,000		797,340
5.00%, 10/01/2022		800,000		864,544
5.00%, 10/01/2023		500,000		548,520
5.00%, 10/01/2024		765,000		847,964
Clarkston Community Schools
5.00%, 05/01/2022		445,000		486,381
County of Kent MI
5.00%, 06/01/2028		700,000		815,500
Grand Rapids Public Schools
5.00%, 05/01/2025		1,075,000		1,225,919
Great Lakes Water Authority Sewage Disposal System Revenue
5.00%, 07/01/2030		3,000,000		3,359,040
5.00%, 07/01/2036		1,000,000		1,105,970
Great Lakes Water Authority Water Supply System Revenue
5.00%, 07/01/2023		1,000,000		1,117,390
Karegnondi Water Authority
5.25%, 11/01/2040		130,000		141,892
Lake Orion Community School District
5.00%, 05/01/2020		1,390,000		1,452,759
5.00%, 05/01/2021		1,385,000		1,482,462
Michigan Finance Authority
5.00%, 11/15/2019		75,000		77,300
5.00%, 07/01/2020		2,700,000		2,832,597
5.00%, 11/15/2020		65,000		68,539
5.00%, 07/01/2021		1,500,000		1,605,105
5.00%, 11/15/2021		175,000		188,209
5.00%, 11/15/2022		275,000		301,067
5.00%, 10/01/2023		1,000,000		1,088,970
5.00%, 10/01/2024		3,000,000		3,447,720
5.00%, 11/01/2024		750,000		851,970
5.00%, 10/01/2025		5,000,000		5,832,800
5.00%, 11/01/2025		1,000,000		1,148,000
5.00%, 12/01/2026		1,190,000		1,387,397
5.00%, 12/01/2029		500,000		578,715
5.00%, 07/01/2030		600,000		662,748
5.00%, 07/01/2033		350,000		380,853
Michigan State Building Authority
5.00%, 10/15/2020		1,650,000		1,744,199
5.00%, 10/15/2021		1,750,000		1,894,200
Michigan State Hospital Finance Authority
5.00%, 12/01/2019		200,000		206,698
5.00%, 12/01/2020		225,000		238,579
5.00%, 12/01/2021		225,000		244,075
5.00%, 12/01/2022		125,000		138,324
5.00%, 12/01/2023		1,150,000		1,294,371
5.00%, 12/01/2024		275,000		313,701
5.00%, 12/01/2025		700,000		807,163
1.63%, 11/01/2027 ⁽¹⁾		3,000,000		2,986,110
5.00%, 12/01/2027		415,000		487,961
1.90%, 11/15/2047 ⁽¹⁾		3,000,000		2,962,410
2.40%, 11/15/2047 ⁽¹⁾		850,000		842,180
4.00%, 11/15/2047 ⁽¹⁾		9,750,000		10,367,662
4.00%, 11/15/2047 ⁽¹⁾		4,505,000		4,832,063
Michigan Strategic Fund
1.45%, 09/01/2030 ⁽¹⁾		1,260,000		1,208,264
4.13%, 07/01/2045 ⁽¹⁾		5,425,000		5,433,789
Michigan Tobacco Settlement Finance Authority
6.00%, 06/01/2048		5,625,000		5,653,631
0.00%, 06/01/2052		7,500,000		466,725
Portage Public Schools
5.00%, 11/01/2028		1,000,000		1,147,100
Royal Oak School District
5.00%, 05/01/2023		600,000		668,100
5.00%, 05/01/2024		600,000		676,002
State of Michigan
5.00%, 03/15/2020		1,670,000		1,739,171
5.00%, 03/15/2021		2,700,000		2,884,869
5.00%, 03/15/2022		4,050,000		4,425,030
5.00%, 03/15/2023		2,000,000		2,228,180
Wayne County Airport Authority
5.00%, 12/01/2018		250,000		251,290
5.00%, 12/01/2019		200,000		206,534
5.00%, 12/01/2019		550,000		566,879
5.00%, 12/01/2020		200,000		212,288
5.00%, 12/01/2021		300,000		323,808
5.00%, 12/01/2021		475,000		516,026
5.00%, 12/01/2022		300,000		327,486
5.00%, 12/01/2022		200,000		220,566
5.00%, 12/01/2023		250,000		279,450
5.00%, 12/01/2023		400,000		448,148
5.00%, 12/01/2023		550,000		608,614
5.00%, 12/01/2024		375,000		427,084
5.00%, 12/01/2024		500,000		560,655
5.00%, 12/01/2025		600,000		678,468
5.00%, 12/01/2027		4,055,000		4,540,870
5.00%, 12/01/2031		350,000		397,299
5.00%, 12/01/2033		300,000		339,021
5.00%, 12/01/2040		4,000,000		4,395,720
5.00%, 12/01/2042		1,000,000		1,077,700
5.00%, 12/01/2042		900,000		979,965
5.00%, 12/01/2047		1,000,000		1,084,830
				122,075,994
Minnesota - 1.09%
City of Deephaven MN
5.00%, 10/01/2037		1,250,000		1,239,400
5.00%, 10/01/2049		2,200,000		2,132,614
City of Minneapolis MN/St Paul Housing & Redevelopment Authority
5.00%, 11/15/2022		1,100,000		1,216,974
City of Moorhead MN
5.00%, 12/01/2025		775,000		859,460
City of North Oaks MN
5.00%, 10/01/2047		1,000,000		1,066,460
City of Rochester MN
5.00%, 12/01/2025		850,000		917,830
5.25%, 12/01/2038		1,000,000		1,050,430
City of St Paul Park MN
5.00%, 05/01/2053		400,000		414,496
Roseville Independent School District No 623
5.00%, 02/01/2025		3,895,000		4,429,939
5.00%, 02/01/2026		2,315,000		2,661,903
State of Minnesota
5.00%, 11/01/2018		1,830,000		1,834,666
5.00%, 08/01/2019		1,060,000		1,087,104
5.00%, 08/01/2019		35,000		35,872
5.00%, 08/01/2019		2,840,000		2,912,619
5.00%, 10/01/2019		2,685,000		2,766,839
5.00%, 03/01/2020		1,040,000		1,084,002
5.00%, 06/01/2020		2,345,000		2,460,679
5.00%, 08/01/2020		4,000,000		4,216,760
5.00%, 08/01/2021		1,000,000		1,080,410
5.00%, 10/01/2021		2,700,000		2,928,744
5.00%, 08/01/2023		1,465,000		1,649,824
5.00%, 08/01/2026		1,000,000		1,178,320
				39,225,345
Mississippi - 0.36%
State of Mississippi
4.00%, 10/15/2018		2,100,000		2,101,449
5.00%, 10/15/2019		4,545,000		4,675,078
5.00%, 10/15/2020		1,750,000		1,844,167
5.00%, 10/15/2021		1,300,000		1,400,763
5.00%, 10/15/2022		1,750,000		1,918,368
5.00%, 10/01/2030		1,000,000		1,165,260
				13,105,085
Missouri - 0.65%
Belton School District No 124
5.00%, 03/01/2028		250,000		297,055
5.50%, 03/01/2030		500,000		602,645
5.50%, 03/01/2033		500,000		595,195
5.50%, 03/01/2036		500,000		590,290
Cape Girardeau County Industrial Development Authority
5.00%, 03/01/2032		500,000		539,855
City of Kansas City MO Sanitary Sewer System Revenue
5.00%, 01/01/2026 ⁽⁵⁾		285,000		331,917
5.00%, 01/01/2031 ⁽⁵⁾		135,000		157,595
City of St Louis MO Airport Revenue
4.00%, 07/01/2020		2,425,000		2,494,719
5.00%, 07/01/2025		400,000		456,120
Hannibal Industrial Development Authority
5.00%, 10/01/2047		1,580,000		1,695,940
Health & Educational Facilities Authority of the State of Missouri
5.00%, 06/01/2022		2,335,000		2,553,509
5.00%, 02/01/2029		1,000,000		1,122,000
5.00%, 02/01/2035		1,000,000		1,068,840
5.00%, 02/01/2036		200,000		219,478
4.00%, 02/01/2040		100,000		100,352
5.00%, 08/01/2040		1,145,000		1,202,136
Industrial Development Authority of the City of St Louis Missouri
3.88%, 11/15/2029		100,000		100,586
4.38%, 11/15/2035		230,000		233,370
4.75%, 11/15/2047		250,000		254,370
Kirkwood Industrial Development Authority
5.00%, 05/15/2021		1,500,000		1,574,205
Missouri Highway & Transportation Commission
5.00%, 05/01/2020		850,000		890,418
Missouri State Health & Educational Facilities Authority
5.00%, 04/01/2027		1,500,000		1,688,790
St Louis County Industrial Development Authority
5.00%, 12/01/2025		1,085,000		1,144,154
5.13%, 08/15/2045		200,000		205,284
St Louis Land Clearance for Redevelopment Authority
5.00%, 06/01/2029		1,000,000		1,090,100
5.38%, 06/01/2043		2,000,000		2,136,640
University of Missouri
5.00%, 11/01/2019		175,000		180,715
				23,526,278
Montana - 0.04%
City of Kalispell MT
5.25%, 05/15/2037		765,000		794,498
5.25%, 05/15/2047		500,000		516,060
				1,310,558
Nebraska - 0.16%
Central Plains Energy Project
5.00%, 09/01/2019		915,000		937,536
5.00%, 09/01/2035		930,000		1,072,067
5.00%, 09/01/2042		1,175,000		1,269,717
City of Omaha NE
5.00%, 01/15/2026		1,700,000		1,977,746
Omaha Airport Authority
5.00%, 12/15/2031		515,000		579,020
				5,836,086
Nevada - 1.09%
City of Carson City NV
5.00%, 09/01/2026		550,000		621,175
City of Reno NV
5.00%, 06/01/2038		150,000		165,852
0.00%, 07/01/2058 ⁽²⁾		2,000,000		213,580
Clark County Nevada School District
5.00%, 06/15/2029		4,080,000		4,688,246
Clark County School District
5.00%, 06/15/2021		420,000		450,450
5.00%, 06/15/2023		370,000		410,267
5.00%, 06/15/2025		6,060,000		6,865,435
County of Clark Department of Aviation
5.00%, 07/01/2021		830,000		888,839
5.00%, 07/01/2021		1,000,000		1,069,520
5.00%, 07/01/2021		1,000,000		1,075,050
5.00%, 07/01/2022		400,000		436,144
5.00%, 07/01/2024		3,320,000		3,725,737
5.00%, 07/01/2024		1,250,000		1,402,762
5.00%, 07/01/2025		2,220,000		2,515,371
County of Clark NV
5.00%, 11/01/2028		3,000,000		3,486,030
5.00%, 11/01/2032		3,000,000		3,367,230
County of Washoe NV
1.50%, 08/01/2031 ⁽¹⁾		1,000,000		993,720
3.00%, 03/01/2036 ⁽¹⁾		700,000		708,974
Las Vegas Redevelopment Agency
5.00%, 06/15/2030		1,000,000		1,104,010
5.00%, 06/15/2040		685,000		732,799
Las Vegas Valley Water District
4.00%, 06/01/2028		1,000,000		1,073,720
5.00%, 06/01/2039		2,815,000		3,134,587
				39,129,498
New Hampshire - 0.64%
New Hampshire Business Finance Authority
4.00%, 01/01/2019		565,000		567,102
5.00%, 01/01/2024		720,000		783,561
New Hampshire Health and Education Facilities Authority Act
3.50%, 07/01/2022 ⁽²⁾⁽⁵⁾		100,000		100,113
5.00%, 07/01/2023		500,000		559,650
4.13%, 07/01/2024 ⁽²⁾⁽⁵⁾		255,000		255,928
5.25%, 07/01/2027 ⁽²⁾		1,250,000		1,259,487
5.00%, 08/01/2027		750,000		863,692
5.00%, 10/01/2028 ⁽⁵⁾		1,580,000		1,752,220
5.00%, 07/01/2030		390,000		452,564
5.00%, 10/01/2032 ⁽⁵⁾		2,825,000		3,081,312
4.00%, 10/01/2038 ⁽⁵⁾		115,000		110,852
5.00%, 10/01/2038 ⁽⁵⁾		425,000		452,944
6.25%, 07/01/2042 ⁽²⁾		700,000		741,475
5.00%, 07/01/2044		1,970,000		2,117,100
6.13%, 07/01/2052 ⁽²⁾		495,000		518,305
New Hampshire Solid Waste Disposal Authority
2.28% (SIFMA Municipal Swap Index + 0.75%), 10/01/2033 ⁽³⁾⁽⁵⁾		9,500,000		9,500,000
				23,116,305
New Jersey - 2.94%
Borough of Carteret NJ
2.50%, 10/25/2018		800,000		800,344
Burlington County Bridge Commission
5.63%, 01/01/2038		750,000		718,897
Camden County Improvement Authority
5.00%, 01/15/2028		500,000		583,640
5.00%, 01/15/2029		1,000,000		1,159,240
5.00%, 01/15/2033		500,000		570,890
City of Jersey City NJ
2.50%, 01/18/2019		3,000,000		3,007,020
County of Union NJ
3.00%, 03/01/2026		3,000,000		3,046,890
New Brunswick Parking Authority
5.00%, 09/01/2039		2,000,000		2,207,200
New Jersey Economic Development Authority
5.00%, 06/15/2019		4,500,000		4,584,060
4.00%, 01/01/2020		115,000		115,845
5.00%, 10/01/2022		810,000		870,912
5.00%, 01/01/2023		400,000		437,340
5.00%, 03/01/2023		4,045,000		4,368,317
5.00%, 03/01/2024		2,405,000		2,574,889
5.00%, 06/15/2024		2,000,000		2,185,120
5.00%, 06/15/2025		5,190,000		5,719,691
5.00%, 06/01/2026		900,000		1,015,812
5.50%, 01/01/2027		500,000		558,445
3.13%, 07/01/2029		1,000,000		966,620
5.63%, 11/15/2030		2,095,000		2,349,291
5.00%, 01/01/2031		500,000		544,900
5.13%, 01/01/2034		590,000		633,513
5.00%, 10/01/2037		3,225,000		3,429,078
5.25%, 01/01/2044		190,000		195,508
5.00%, 10/01/2047		1,450,000		1,530,606
5.63%, 01/01/2052		2,000,000		2,178,980
New Jersey Educational Facilities Authority
5.00%, 07/01/2020		375,000		394,676
5.00%, 07/01/2021		225,000		243,011
5.00%, 06/01/2023		930,000		1,007,404
5.00%, 07/01/2023		3,390,000		3,690,897
New Jersey Health Care Facilities Financing Authority
5.00%, 07/01/2019		1,225,000		1,246,842
5.00%, 07/01/2021		40,000		42,550
5.00%, 07/01/2022		540,000		585,166
5.00%, 07/01/2023		140,000		153,727
5.00%, 07/01/2023		530,000		592,217
5.00%, 07/01/2024		110,000		121,836
5.00%, 07/01/2024		2,500,000		2,726,825
5.00%, 07/01/2025		120,000		133,934
5.00%, 07/01/2025		1,580,000		1,719,798
5.00%, 07/01/2026		40,000		44,875
5.00%, 07/01/2027		60,000		67,050
5.00%, 07/01/2028		155,000		178,478
5.00%, 07/01/2030		165,000		181,541
5.00%, 07/01/2031		430,000		445,583
5.63%, 07/01/2032		380,000		415,777
5.00%, 07/01/2033		500,000		554,780
5.00%, 07/01/2046		2,375,000		2,569,512
New Jersey Higher Education Student Assistance Authority
5.00%, 12/01/2018		765,000		768,527
5.00%, 12/01/2019		500,000		515,050
5.50%, 12/01/2021		2,260,000		2,457,750
5.00%, 12/01/2044		1,000,000		1,039,560
New Jersey Housing & Mortgage Finance Agency
2.02%, 08/01/2021 ⁽¹⁾		3,000,000		2,985,000
3.55%, 04/01/2027		2,190,000		2,172,546
3.65%, 04/01/2028		1,580,000		1,568,719
New Jersey Transportation Trust Fund Authority
5.00%, 06/15/2020		1,325,000		1,383,684
5.25%, 12/15/2022		1,760,000		1,918,822
5.00%, 12/15/2023		2,700,000		2,952,774
5.25%, 12/15/2023		3,940,000		4,355,906
5.50%, 12/15/2023		190,000		212,327
5.00%, 06/15/2024		1,035,000		1,140,436
5.00%, 06/15/2025		450,000		484,065
0.00%, 12/15/2026		2,600,000		1,878,812
5.00%, 06/15/2027		235,000		261,797
5.00%, 06/15/2029		1,200,000		1,325,664
0.00%, 12/15/2030		2,000,000		1,198,600
5.00%, 06/15/2031		1,125,000		1,233,248
New Jersey Turnpike Authority
5.00%, 01/01/2020		1,220,000		1,266,055
5.00%, 01/01/2035		1,065,000		1,162,479
State of New Jersey Healthcare Facilities, Tender Option Bond Trust, Ser 2017-ZM0546
1.71%, 07/01/2025 ⁽¹⁾⁽²⁾		600,000		600,000
Tobacco Settlement Financing Corp./NJ
5.00%, 06/01/2023		570,000		629,172
5.00%, 06/01/2046		1,800,000		1,931,058
5.25%, 06/01/2046		2,300,000		2,522,640
Township of Holmdel NJ
2.50%, 10/26/2018		600,000		600,294
Township of Howell NJ
3.00%, 10/17/2018		2,100,000		2,101,134
Township of Montclair NJ
4.00%, 03/01/2023		800,000		860,592
4.00%, 03/01/2027		325,000		359,180
Township of South Brunswick NJ
2.25%, 10/02/2018		700,000		700,000
				106,055,418
New Mexico - 0.22%
Albuquerque Municipal School District No 12
5.00%, 08/01/2025		800,000		923,216
Farmington Municipal School District No 5/NM
5.00%, 09/01/2024		490,000		560,129
New Mexico Mortgage Finance Authority
1.35%, 06/01/2020 ⁽¹⁾		3,000,000		2,981,100
Town of Clayton NM
4.00%, 11/01/2020		3,545,000		3,645,536
				8,109,981
New York - 9.62%
Brooklyn Arena Local Development Corp.
5.00%, 07/15/2020		140,000		146,522
5.00%, 07/15/2021		300,000		320,637
5.00%, 07/15/2022		175,000		190,374
5.00%, 07/15/2023		250,000		275,645
5.00%, 07/15/2024		630,000		702,110
Build NYC Resource Corp.
5.00%, 08/01/2022		200,000		219,454
5.00%, 08/01/2023		230,000		256,892
4.88%, 05/01/2031 ⁽²⁾		750,000		759,427
5.00%, 01/01/2035 ⁽²⁾		3,900,000		4,140,045
5.50%, 05/01/2048 ⁽²⁾		1,350,000		1,390,460
Chautauqua County Capital Resource Corp.
1.30%, 11/01/2031 ⁽¹⁾		1,100,000		1,099,538
City of Ithaca NY
2.75%, 02/15/2019		2,800,000		2,808,624
City of New York NY
5.00%, 08/01/2020		1,025,000		1,080,350
5.00%, 08/01/2021		6,000,000		6,468,720
5.00%, 08/01/2022		1,065,000		1,172,704
5.00%, 08/01/2025		1,600,000		1,845,344
5.00%, 08/01/2027		2,975,000		3,423,124
5.00%, 08/01/2027		400,000		456,188
5.00%, 08/01/2028		400,000		462,816
5.00%, 08/01/2028		3,975,000		4,552,329
5.00%, 08/01/2028		700,000		816,690
5.00%, 08/01/2029		1,500,000		1,761,195
5.00%, 08/01/2029		1,305,000		1,532,240
5.00%, 08/01/2032		1,745,000		2,008,076
1.52%, 08/01/2034 ⁽¹⁾		5,000,000		5,000,000
1.62%, 03/01/2042 ⁽¹⁾		3,000,000		3,000,000
1.58%, 04/01/2042 ⁽¹⁾		2,500,000		2,500,000
City of Troy NY
2.75%, 02/08/2019		6,500,000		6,515,730
City of Yonkers NY
5.00%, 09/01/2022		2,350,000		2,588,924
5.00%, 09/01/2025		1,015,000		1,166,144
County of Broome NY
3.00%, 05/03/2019		8,000,000		8,046,960
County of Erie NY
5.00%, 06/01/2019		1,000,000		1,020,200
5.00%, 09/15/2019		500,000		514,320
5.00%, 06/01/2020		500,000		524,330
5.00%, 09/15/2020		350,000		369,869
5.00%, 06/01/2021		750,000		806,040
5.00%, 09/15/2021		225,000		243,383
5.00%, 06/01/2025		1,000,000		1,149,900
County of Nassau NY
5.00%, 10/01/2024		5,000,000		5,659,400
County of Rockland NY
4.00%, 01/01/2021		1,100,000		1,146,112
County of Schoharie NY
2.50%, 11/08/2018		1,700,000		1,701,258
County of Suffolk NY
4.00%, 02/01/2028		1,615,000		1,756,506
Erie County Fiscal Stability Authority
5.00%, 09/01/2033		525,000		608,806
Genesee Valley Central School District
4.00%, 08/28/2019		1,400,000		1,423,534
Glen Cove Local Economic Assistance Corp.
0.00%, 01/01/2045		530,000		140,916
0.00%, 01/01/2055		710,000		589,499
5.00%, 01/01/2056		485,000		498,158
Gloversville Enlarged School District
2.25%, 10/19/2018		1,000,000		1,000,220
Hempstead Town Local Development Corp.
5.89%, 02/01/2032		1,250,000		1,178,312
6.47%, 02/01/2033		1,000,000		988,860
6.24%, 02/01/2047		1,000,000		919,390
Hudson Yards Infrastructure Corp.
5.00%, 02/15/2035		1,700,000		1,924,400
Long Island Power Authority
5.00%, 09/01/2021		500,000		539,735
5.00%, 09/01/2022		1,000,000		1,101,670
5.00%, 09/01/2023		550,000		616,171
5.00%, 09/01/2024		2,735,000		2,988,370
Metropolitan Transportation Authority
4.00%, 02/15/2019		15,700,000		15,813,668
4.00%, 08/15/2019		600,000		610,050
4.00%, 08/15/2019		800,000		813,400
4.00%, 08/15/2019		1,580,000		1,606,465
5.00%, 11/15/2019		2,005,000		2,072,569
5.00%, 11/15/2019		1,290,000		1,333,473
5.00%, 05/15/2020		1,400,000		1,464,848
5.00%, 11/15/2020		2,000,000		2,115,720
5.00%, 11/15/2021		640,000		693,926
5.00%, 11/15/2021		500,000		542,130
5.00%, 11/15/2023		3,225,000		3,621,643
2.01% (SIFMA Municipal Swap Index + 0.45%), 11/01/2026 ⁽³⁾		2,955,000		2,953,345
0.00%, 11/15/2033		1,600,000		882,288
5.00%, 11/15/2045 ⁽¹⁾		4,470,000		4,714,330
MTA Hudson Rail Yards Trust Obligations
5.00%, 11/15/2051		1,500,000		1,586,820
Nassau County Industrial Development Agency
6.50%, 01/01/2034		672,500		701,572
6.70%, 01/01/2049		793,750		837,811
New York City Industrial Development Agency
5.00%, 07/01/2019		1,000,000		1,020,600
New York City Transitional Finance Authority Building Aid Revenue
5.00%, 07/15/2020		300,000		315,921
5.00%, 07/15/2020		350,000		368,575
5.00%, 07/15/2024		200,000		227,812
5.00%, 07/15/2032		2,000,000		2,290,220
New York City Transitional Finance Authority Future Tax Secured Revenue
5.00%, 02/01/2019		1,000,000		1,010,360
5.00%, 11/01/2021		1,000,000		1,086,370
1.70%, 11/01/2022 ⁽¹⁾		2,480,000		2,480,000
5.00%, 11/01/2028		1,500,000		1,719,930
5.00%, 11/01/2029		2,000,000		2,262,720
5.00%, 02/01/2030		4,480,000		5,119,341
5.00%, 08/01/2034		700,000		810,649
5.00%, 08/01/2035		1,600,000		1,841,200
5.00%, 02/01/2041		200,000		219,752
New York City Water & Sewer System
5.00%, 06/15/2031		6,075,000		6,866,573
5.00%, 06/15/2037		6,000,000		6,669,540
New York Convention Center Development Corp.
5.00%, 11/15/2033		3,000,000		3,359,520
New York Liberty Development Corp.
5.25%, 10/01/2035		2,285,000		2,774,287
5.38%, 11/15/2040 ⁽²⁾		1,500,000		1,630,110
5.00%, 11/15/2044 ⁽²⁾		1,500,000		1,558,350
5.75%, 11/15/2051		2,000,000		2,198,260
New York State Dormitory Authority
4.00%, 12/01/2018 ⁽²⁾		300,000		300,669
5.00%, 03/15/2019		3,500,000		3,549,595
4.00%, 12/01/2019 ⁽²⁾		500,000		507,210
5.00%, 03/15/2021		1,000,000		1,070,210
5.00%, 03/15/2021		1,000,000		1,070,700
4.00%, 12/01/2021 ⁽²⁾		500,000		517,265
5.00%, 12/01/2022 ⁽²⁾		900,000		975,798
5.00%, 07/01/2023		250,000		280,542
5.00%, 12/15/2023		1,000,000		1,111,780
5.00%, 03/15/2024		3,700,000		4,209,157
5.00%, 05/01/2024		4,870,000		5,516,687
5.00%, 07/01/2024		250,000		284,547
5.00%, 07/01/2025		250,000		288,073
5.00%, 03/15/2027		2,500,000		2,854,275
5.00%, 10/01/2028		1,735,000		2,036,734
5.00%, 10/01/2029		1,430,000		1,667,552
5.00%, 10/01/2030		1,910,000		2,217,434
5.00%, 02/15/2031		5,000,000		5,739,100
5.25%, 03/15/2033		5,000,000		5,748,550
5.00%, 03/15/2034		10,690,000		12,314,666
New York State Environmental Facilities Corp.
5.00%, 06/15/2021		2,550,000		2,753,031
New York State Thruway Authority
5.00%, 05/01/2019		18,800,000		19,125,804
New York State Urban Development Corp.
5.00%, 12/15/2019		625,000		647,613
5.00%, 03/15/2020		1,000,000		1,043,320
5.00%, 03/15/2020		3,215,000		3,354,274
5.00%, 03/15/2021		500,000		535,350
5.00%, 03/15/2022		360,000		394,214
5.00%, 03/15/2023		700,000		781,438
5.00%, 03/15/2024		400,000		454,168
5.00%, 03/15/2032		9,500,000		10,941,625
5.00%, 03/15/2035		2,800,000		3,102,008
New York Transportation Development Corp.
5.00%, 08/01/2019		2,000,000		2,036,620
5.00%, 01/01/2023		270,000		293,169
5.00%, 08/01/2026		1,000,000		1,045,810
5.00%, 08/01/2031		5,105,000		5,299,653
5.00%, 01/01/2034		5,500,000		6,032,730
5.00%, 07/01/2041		2,300,000		2,429,007
5.00%, 07/01/2046		800,000		842,768
Port Authority of New York & New Jersey
5.00%, 09/15/2024		5,115,000		5,781,894
5.00%, 09/15/2026		4,160,000		4,805,174
5.00%, 10/15/2028		4,000,000		4,498,600
5.00%, 10/15/2033		3,500,000		3,859,415
Ravena Coeymans Selkirk Central School District
4.00%, 08/16/2019		200,000		203,432
Suffolk County Economic Development Corp.
5.00%, 07/01/2028		300,000		323,598
5.00%, 07/01/2028		1,750,000		1,868,283
Tompkins County Development Corp.
5.00%, 07/01/2044		125,000		132,275
Town of Hempstead NY
4.00%, 06/15/2028		3,665,000		3,957,137
Triborough Bridge & Tunnel Authority
5.00%, 11/15/2031		3,000,000		3,635,790
1.96% (Secured Overnight Financing Rate + 0.50%), 11/15/2038 ⁽³⁾		20,000,000		20,000,000
Westchester County Local Development Corp.
5.50%, 05/01/2042		150,000		164,127
				346,913,640
North Carolina - 1.93%
Charlotte-Mecklenburg Hospital Authority
5.00%, 01/15/2031		1,500,000		1,626,435
City of Charlotte NC
5.00%, 07/01/2020		2,000,000		2,103,880
City of Charlotte NC Airport Revenue
5.00%, 07/01/2022		1,310,000		1,431,319
City of Charlotte NC Water & Sewer System Revenue
5.00%, 07/01/2020		1,070,000		1,125,576
5.00%, 07/01/2021		500,000		539,750
County of Forsyth NC
5.00%, 03/01/2021		860,000		920,699
County of Guilford NC
5.00%, 02/01/2019		1,585,000		1,601,484
County of Mecklenburg NC
5.00%, 12/01/2019		1,500,000		1,552,710
County of New Hanover NC
5.00%, 10/01/2021		1,000,000		1,077,160
5.00%, 10/01/2022		1,000,000		1,098,130
5.00%, 10/01/2023		1,125,000		1,255,793
5.00%, 10/01/2034		1,000,000		1,127,260
County of Wake NC
5.00%, 03/01/2020		1,515,000		1,579,978
5.00%, 09/01/2021		350,000		379,260
5.00%, 03/01/2023		1,900,000		2,125,131
Mecklenburg County Public Facilities Corp.
5.00%, 02/01/2023		2,160,000		2,411,294
5.00%, 03/01/2024		2,600,000		2,633,436
North Carolina Capital Facilities Finance Agency
5.00%, 06/01/2019		500,000		508,260
5.00%, 06/01/2021		500,000		533,070
1.95%, 06/01/2038 ⁽¹⁾		810,000		809,749
North Carolina Eastern Municipal Power Agency
5.00%, 01/01/2020		1,000,000		1,007,920
5.00%, 01/01/2021		1,420,000		1,431,246
5.00%, 01/01/2021		1,965,000		2,093,413
5.00%, 01/01/2026		5,000,000		5,039,600
North Carolina Medical Care Commission
4.00%, 10/01/2019		15,000		15,237
5.00%, 10/01/2020		20,000		20,932
5.00%, 10/01/2021		25,000		26,571
5.00%, 10/01/2022		40,000		42,992
5.00%, 10/01/2023		30,000		32,490
5.00%, 10/01/2023		110,000		122,297
5.00%, 10/01/2024		35,000		38,174
5.00%, 10/01/2024		300,000		336,030
5.00%, 10/01/2025		25,000		27,407
5.00%, 10/01/2025		250,000		272,125
5.00%, 10/01/2026		250,000		279,258
1.59%, 10/01/2028 ⁽¹⁾		2,000,000		2,000,000
5.00%, 10/01/2030		460,000		505,747
5.00%, 10/01/2030		2,100,000		2,208,738
5.00%, 10/01/2030		220,000		231,268
5.00%, 10/01/2031		245,000		268,473
5.00%, 10/01/2031		2,950,000		3,165,556
6.25%, 07/01/2035		1,000,000		1,106,810
5.00%, 10/01/2036		130,000		130,936
5.00%, 09/01/2037		2,000,000		2,097,900
5.00%, 10/01/2037		250,000		264,163
4.88%, 07/01/2040		550,000		569,948
5.00%, 09/01/2041		440,000		455,682
North Carolina Municipal Power Agency No 1
5.00%, 01/01/2020		1,100,000		1,141,250
5.00%, 01/01/2025		2,935,000		2,958,245
5.00%, 01/01/2026		2,515,000		2,534,919
North Carolina Turnpike Authority
5.00%, 01/01/2020		350,000		362,288
5.00%, 01/01/2027		530,000		609,421
5.00%, 01/01/2032		1,000,000		1,116,460
5.00%, 07/01/2051		1,700,000		1,825,069
State of North Carolina
5.00%, 06/01/2021		1,415,000		1,524,549
5.00%, 03/01/2022		1,000,000		1,091,580
5.00%, 06/01/2022		1,000,000		1,102,470
5.00%, 06/01/2022		2,150,000		2,370,311
5.00%, 03/01/2023		2,335,000		2,599,182
				69,467,031
Ohio - 1.90%
Akron Bath Copley Joint Township Hospital District
5.25%, 11/15/2031		530,000		587,924
5.25%, 11/15/2032		645,000		714,060
5.25%, 11/15/2033		1,770,000		1,952,982
American Municipal Power, Inc.
5.00%, 02/15/2034 ⁽¹⁾		4,770,000		4,824,187
Buckeye Tobacco Settlement Financing Authority
5.88%, 06/01/2047		3,600,000		3,599,964
6.50%, 06/01/2047		3,000,000		3,060,000
City of Columbus OH
5.00%, 02/15/2020		800,000		832,792
5.00%, 07/01/2020		1,040,000		1,093,831
5.00%, 02/15/2022		1,710,000		1,870,466
City of Trenton OH Water System Revenue
2.00%, 12/01/2018		265,000		264,666
Clermont County Port Authority
5.00%, 12/01/2029		750,000		846,540
5.00%, 12/01/2030		850,000		956,488
5.00%, 12/01/2031		650,000		731,432
Cleveland-Cuyahoga County Port Authority
5.50%, 12/01/2053		400,000		435,036
County of Allen OH Hospital Facilities Revenue
5.00%, 08/01/2047 ⁽¹⁾		500,000		546,095
County of Cuyahoga OH
5.00%, 12/01/2026		2,500,000		2,765,425
5.00%, 02/15/2042		525,000		549,822
5.50%, 02/15/2052		1,790,000		1,935,635
5.50%, 02/15/2057		1,245,000		1,341,761
County of Hamilton OH
4.00%, 01/01/2021		450,000		461,075
5.00%, 01/01/2022		465,000		493,402
County of Muskingum OH
4.00%, 02/15/2023		1,700,000		1,741,038
County of Wood OH
5.00%, 12/01/2032		115,000		119,141
5.00%, 12/01/2042		145,000		148,158
JobsOhio Beverage System
5.00%, 01/01/2022		2,300,000		2,493,913
Miami University/Oxford OH
5.00%, 09/01/2034		700,000		791,112
Ohio Air Quality Development Authority
4.25%, 01/15/2038 ⁽²⁾		250,000		251,897
4.50%, 01/15/2048 ⁽²⁾		275,000		280,426
Ohio Water Development Authority
5.00%, 06/01/2028		9,290,000		11,038,564
Southeastern Ohio Port Authority
5.75%, 12/01/2032		445,000		475,625
6.00%, 12/01/2042		550,000		586,124
5.50%, 12/01/2043		1,000,000		1,054,890
State of Ohio
4.00%, 09/01/2021		3,980,000		4,191,457
1.70%, 11/01/2022 ⁽¹⁾		3,000,000		2,999,070
5.00%, 08/01/2024		2,500,000		2,853,075
5.00%, 01/01/2030		1,170,000		1,355,644
University of Akron
5.00%, 01/01/2037		6,675,000		7,353,714
University of Cincinnati
5.00%, 06/01/2028		250,000		291,625
5.00%, 06/01/2029		400,000		463,600
				68,352,656
Oklahoma - 0.82%
Cache Educational Facilities Authority
5.00%, 09/01/2026		3,220,000		3,699,941
Canadian County Educational Facilities Authority
4.00%, 09/01/2025		1,500,000		1,622,205
5.00%, 09/01/2028		1,000,000		1,145,240
Canadian County Oklahoma Educational Facilities
5.00%, 09/01/2026		1,725,000		1,995,325
Cleveland County Educational Facilities Authority
5.00%, 09/01/2024		365,000		410,169
5.00%, 09/01/2025		300,000		340,614
5.00%, 09/01/2026		375,000		429,465
Dewey County Educational Facilities Authority
5.00%, 09/01/2030		2,470,000		2,754,840
Garvin County Educational Facilities Authority
5.00%, 12/01/2024		515,000		574,699
5.00%, 12/01/2025		545,000		614,400
5.00%, 12/01/2026		320,000		364,285
Grady County School Finance Authority
5.00%, 09/01/2028		375,000		426,142
5.00%, 09/01/2030		1,235,000		1,391,228
Grand River Dam Authority
5.00%, 06/01/2023		1,000,000		1,120,140
Norman Regional Hospital Authority
5.00%, 09/01/2020		350,000		366,646
5.00%, 09/01/2021		325,000		347,405
5.00%, 09/01/2022		325,000		353,464
Oklahoma County Finance Authority
5.70%, 04/01/2025		540,000		540,043
5.13%, 04/01/2042		1,900,000		1,729,779
Oklahoma Department of Transportation
5.00%, 09/01/2030		1,015,000		1,192,706
Oklahoma Development Finance Authority
3.00%, 06/01/2022		1,015,000		1,039,807
4.00%, 12/01/2022		530,000		564,264
4.00%, 06/01/2023		1,305,000		1,396,572
5.00%, 08/15/2026		1,600,000		1,795,344
5.00%, 08/15/2029		420,000		472,924
5.00%, 08/15/2033		200,000		221,850
5.50%, 08/15/2052		830,000		917,814
5.50%, 08/15/2057		1,000,000		1,101,550
Tulsa County Industrial Authority
5.00%, 11/15/2023		230,000		250,760
5.00%, 11/15/2029		400,000		436,848
				29,616,469
Oregon - 0.45%
Clackamas County Hospital Facility Authority
3.00%, 11/15/2022		120,000		120,090
County of Washington OR
5.00%, 03/01/2022		3,000,000		3,285,120
Klamath Falls Intercommunity Hospital Authority
5.00%, 09/01/2031		200,000		224,098
5.00%, 09/01/2032		270,000		301,334
5.00%, 09/01/2046		1,000,000		1,084,880
Oregon State Lottery
5.00%, 04/01/2036		3,000,000		3,410,940
Port of Portland OR Airport Revenue
5.00%, 07/01/2032		1,000,000		1,094,860
5.00%, 07/01/2033		3,485,000		3,809,837
Washington County School District No 1 West Union
5.00%, 06/15/2028		1,525,000		1,791,479
Yamhill County Hospital Authority
5.00%, 11/15/2051		1,005,000		1,050,637
				16,173,275
Pennsylvania - 5.41%
Allentown Neighborhood Improvement Zone Development Authority
5.00%, 05/01/2022 ⁽²⁾		2,000,000		2,110,420
5.00%, 05/01/2032 ⁽²⁾		2,025,000		2,181,451
Capital Region Water
5.00%, 07/15/2023		1,750,000		1,951,145
5.00%, 07/15/2025		1,000,000		1,139,050
Capital Region Water Sewer Revenue
5.00%, 07/15/2024		430,000		482,877
5.00%, 07/15/2028		350,000		400,498
Chester County Industrial Development Authority
4.38%, 03/01/2028 ⁽²⁾		175,000		173,463
5.00%, 03/01/2038 ⁽²⁾		525,000		531,667
5.13%, 03/01/2048 ⁽²⁾		1,050,000		1,064,438
City of Philadelphia PA
5.00%, 08/01/2023		4,000,000		4,427,280
5.00%, 07/15/2026		2,475,000		2,724,084
5.00%, 08/01/2027		1,500,000		1,708,680
5.00%, 08/01/2028		6,000,000		6,677,160
5.00%, 08/01/2033		2,000,000		2,230,940
City of Philadelphia PA Airport Revenue
5.00%, 07/01/2030		1,000,000		1,125,780
City of Philadelphia PA Water & Wastewater Revenue
5.00%, 11/01/2026		1,165,000		1,356,503
5.00%, 11/01/2027		1,540,000		1,804,572
5.00%, 11/01/2032		1,000,000		1,144,240
City of Reading PA
5.00%, 11/01/2027		2,330,000		2,644,410
Coatesville School District
5.00%, 08/01/2025		875,000		982,896
Commonwealth Financing Authority
5.00%, 06/01/2022		1,000,000		1,080,780
5.00%, 06/01/2023		750,000		825,090
5.00%, 06/01/2027		1,500,000		1,707,690
5.00%, 06/01/2028		2,500,000		2,866,950
5.00%, 06/01/2035		325,000		360,444
Commonwealth of Pennsylvania
5.00%, 02/01/2020		2,050,000		2,126,998
5.00%, 11/01/2020		2,800,000		2,950,920
5.00%, 08/15/2021		1,015,000		1,091,825
5.00%, 11/01/2021		2,000,000		2,151,020
5.00%, 09/15/2022		1,750,000		1,920,590
5.00%, 02/01/2023		895,000		987,427
5.00%, 03/15/2023		9,970,000		11,022,932
5.00%, 09/15/2026		1,000,000		1,150,480
5.00%, 03/15/2031		430,000		477,442
County of Luzerne PA
5.00%, 12/15/2029		750,000		836,573
Cumberland County Municipal Authority
5.25%, 01/01/2041		170,000		173,645
Dauphin County General Authority
5.00%, 06/01/2020		815,000		850,697
Delaware County Authority
5.00%, 08/01/2030		1,150,000		1,298,626
Delaware River Joint Toll Bridge Commission
5.00%, 07/01/2042		1,100,000		1,235,685
Doylestown Hospital Authority
5.00%, 07/01/2046		3,700,000		3,878,821
Easton Area School District
5.00%, 04/01/2029		1,000,000		1,140,590
5.00%, 04/01/2030		2,805,000		3,189,229
Franklin County Industrial Development Authority/PA
5.00%, 12/01/2053		500,000		507,935
Hospitals & Higher Education Facilities Authority of Philadelphia
5.00%, 07/01/2019		225,000		228,677
5.00%, 07/01/2020		695,000		720,020
5.00%, 07/01/2021		275,000		289,759
5.00%, 07/01/2022		325,000		347,266
5.00%, 07/01/2023		325,000		351,302
5.00%, 07/01/2030		780,000		852,095
5.00%, 07/01/2034		2,000,000		2,153,920
Lancaster County Hospital Authority/PA
5.00%, 07/01/2023		775,000		841,286
5.00%, 07/01/2031		450,000		486,018
5.00%, 12/01/2032		250,000		255,807
5.00%, 12/01/2037		820,000		829,143
5.00%, 07/01/2045		1,970,000		2,065,171
5.00%, 12/01/2047		2,010,000		2,019,688
Lehigh County Industrial Development Authority
1.80%, 02/15/2027 ⁽¹⁾		1,000,000		963,560
1.80%, 09/01/2029 ⁽¹⁾		670,000		645,317
Luzerne County Industrial Development Authority
5.00%, 12/15/2027		1,000,000		1,112,890
Montgomery County Higher Education & Health Authority
5.00%, 09/01/2022		525,000		574,455
5.00%, 09/01/2023		460,000		512,182
5.00%, 10/01/2023 ⁽⁵⁾		50,000		54,657
5.00%, 09/01/2024		410,000		461,931
5.00%, 10/01/2028 ⁽⁵⁾		1,000,000		1,111,950
5.00%, 10/01/2036 ⁽⁵⁾		1,320,000		1,417,060
Montgomery County Industrial Development Authority/PA
5.25%, 01/15/2036		2,500,000		2,656,325
5.25%, 01/01/2040		1,510,000		1,506,044
5.38%, 01/01/2050		500,000		501,400
Northampton County General Purpose Authority
5.00%, 08/15/2036		455,000		497,970
2.52% (1 Month LIBOR USD + 1.04%), 08/15/2048 ⁽³⁾		1,625,000		1,627,389
4.00%, 08/15/2048		470,000		457,188
Pennsylvania Economic Development Financing Authority
1.85%, 04/01/2019 ⁽¹⁾		1,500,000		1,500,000
4.00%, 03/15/2020		1,000,000		1,027,040
1.70%, 08/01/2037 ⁽¹⁾		1,000,000		983,950
1.80%, 08/01/2045 ⁽¹⁾		2,800,000		2,799,384
Pennsylvania Higher Educational Facilities Authority
5.00%, 06/15/2022		2,000,000		2,188,320
5.00%, 06/15/2024		3,005,000		3,391,653
5.00%, 06/15/2025		1,855,000		2,118,577
5.00%, 08/15/2029		1,600,000		1,854,272
Pennsylvania State University
5.00%, 09/01/2020		2,440,000		2,577,689
5.00%, 09/01/2021		1,400,000		1,514,982
5.00%, 09/01/2022		2,295,000		2,537,398
Pennsylvania Turnpike Commission
5.00%, 06/01/2028		2,000,000		2,242,880
5.00%, 06/01/2032		2,000,000		2,224,020
5.00%, 06/01/2033		3,155,000		3,495,961
5.00%, 12/01/2034		1,000,000		1,121,680
Philadelphia Authority for Industrial Development
5.00%, 07/01/2031		205,000		217,815
5.00%, 07/01/2032		600,000		635,250
5.00%, 07/01/2037		150,000		155,583
Philadelphia Gas Works Co.
5.00%, 08/01/2022		750,000		819,210
Pittsburgh Housing Authority
1.40%, 10/01/2021 ⁽¹⁾		1,500,000		1,486,470
Reading School District
5.00%, 02/01/2019		1,660,000		1,675,538
5.00%, 02/01/2020		1,000,000		1,035,820
5.00%, 02/01/2020		1,000,000		1,035,820
5.00%, 02/01/2021		1,000,000		1,058,320
5.00%, 02/01/2022		1,920,000		2,071,776
5.00%, 03/01/2035		1,100,000		1,227,820
5.00%, 03/01/2036		1,250,000		1,390,412
Redevelopment Authority of the City of Philadelphia
5.00%, 04/15/2023		1,335,000		1,440,959
School District of Philadelphia
5.25%, 09/01/2023		1,750,000		1,833,983
5.00%, 09/01/2026		1,580,000		1,785,653
5.00%, 09/01/2030		15,000		17,571
5.00%, 09/01/2030		3,985,000		4,429,885
5.00%, 09/01/2031		1,000,000		1,107,250
5.00%, 09/01/2031		1,200,000		1,346,448
5.00%, 09/01/2032		1,200,000		1,342,188
Scranton School District/PA
5.00%, 06/01/2033		530,000		586,435
5.00%, 06/01/2035		515,000		565,444
Southeastern Pennsylvania Transportation Authority
5.00%, 03/01/2026		875,000		1,013,836
St Mary Hospital Authority
5.00%, 11/15/2022		1,900,000		2,094,180
State Public School Building Authority
4.00%, 12/01/2020		1,590,000		1,641,596
5.00%, 12/01/2022		7,370,000		8,054,378
5.00%, 04/01/2023		2,500,000		2,680,300
5.00%, 06/15/2025		3,000,000		3,375,300
5.00%, 06/01/2026		180,000		200,097
5.00%, 06/01/2029		500,000		573,445
5.25%, 09/15/2030		1,000,000		1,116,390
5.00%, 12/01/2032		3,060,000		3,424,844
Susquehanna Area Regional Airport Authority
5.00%, 01/01/2035		1,000,000		1,090,330
5.00%, 01/01/2038		2,125,000		2,289,496
Upper Merion Area School District/PA
5.00%, 01/15/2030		600,000		687,282
York County School of Technology Authority
5.00%, 02/15/2023		1,200,000		1,324,980
5.00%, 02/15/2028		400,000		445,480
				195,089,803
Puerto Rico - 0.11%
Puerto Rico Commonwealth Aqueduct & Sewer Authority
5.00%, 07/01/2019		600,000		572,250
6.13%, 07/01/2024		330,000		318,863
5.13%, 07/01/2047		1,000,000		1,017,820
Puerto Rico Electric Power Authority
5.00%, 07/01/2019		1,500,000		1,513,965
5.50%, 07/01/2019		500,000		509,890
5.25%, 07/01/2027		145,000		161,640
				4,094,428
Rhode Island - 0.28%
Providence Redevelopment Agency
5.00%, 04/01/2028		1,200,000		1,292,952
Rhode Island Commerce Corp.
5.00%, 06/15/2019		1,040,000		1,062,006
5.00%, 06/15/2020		3,200,000		3,357,632
5.00%, 06/15/2021		625,000		670,313
Rhode Island Health & Educational Building Corp.
5.00%, 09/01/2031		710,000		750,825
5.00%, 09/01/2036		100,000		103,766
5.00%, 05/15/2039		700,000		751,737
Rhode Island Student Loan Authority
5.00%, 12/01/2024		600,000		661,014
5.00%, 12/01/2025		750,000		829,718
3.50%, 12/01/2034		685,000		674,156
				10,154,119
South Carolina - 1.45%
Lancaster County School District/SC
5.00%, 03/01/2023		445,000		496,335
Lexington County Health Services District, Inc.
5.00%, 11/01/2019		250,000		257,457
5.00%, 11/01/2020		250,000		261,760
5.00%, 11/01/2022		250,000		270,463
5.00%, 11/01/2023		300,000		328,665
5.00%, 11/01/2024		780,000		862,446
Patriots Energy Group Financing Agency
4.00%, 10/01/2048 ⁽¹⁾		19,000,000		20,044,050
Scago Educational Facilities Corp. for Sumter County School 17
4.00%, 12/01/2019		630,000		640,395
4.00%, 12/01/2021		1,895,000		1,968,583
Scago Educational Facilities Corp. for Union School District
5.00%, 12/01/2023		1,060,000		1,182,154
South Carolina Jobs-Economic Development Authority
2.25%, 05/01/2019 ⁽²⁾		2,000,000		1,990,840
6.00%, 02/01/2035 ⁽²⁾		525,000		527,678
5.00%, 05/01/2037		500,000		517,975
5.00%, 05/01/2042		500,000		515,460
6.25%, 02/01/2045 ⁽²⁾		995,000		1,009,069
5.00%, 04/01/2047		2,000,000		2,048,680
5.00%, 04/01/2052		1,750,000		1,783,967
South Carolina Ports Authority
5.00%, 07/01/2022		2,000,000		2,182,220
South Carolina Public Service Authority
5.00%, 12/01/2022		1,185,000		1,292,100
5.00%, 12/01/2032		1,500,000		1,634,250
5.00%, 12/01/2035		1,500,000		1,624,155
5.00%, 12/01/2041		3,000,000		3,213,510
5.75%, 12/01/2043		2,000,000		2,334,080
5.00%, 12/01/2049		1,900,000		1,986,526
5.00%, 12/01/2050		2,665,000		2,798,730
South Carolina Transportation Infrastructure Bank
5.00%, 10/01/2025		305,000		351,345
				52,122,893
South Dakota - 0.13%
City of Sioux Falls SD
5.00%, 11/01/2042		750,000		758,918
South Dakota Health & Educational Facilities Authority
5.00%, 09/01/2019		300,000		308,160
5.00%, 11/01/2029		800,000		897,568
5.00%, 11/01/2030		1,000,000		1,115,890
5.00%, 11/01/2042		145,000		156,114
5.00%, 11/01/2045		1,500,000		1,613,670
				4,850,320
Tennessee - 1.86%
Blount County Health & Educational Facilities Board
5.00%, 01/01/2037		1,240,000		1,283,102
Chattanooga Health Educational & Housing Facility Board
3.00%, 10/01/2018		500,000		500,000
3.00%, 10/01/2019		600,000		605,778
5.00%, 10/01/2020		205,000		215,498
5.00%, 10/01/2021		1,000,000		1,071,760
5.00%, 10/01/2022		325,000		353,915
5.00%, 10/01/2030		500,000		544,570
5.00%, 10/01/2032		1,215,000		1,311,593
5.00%, 10/01/2035		2,260,000		2,403,849
County of Monroe TN
1.20%, 06/15/2019		1,500,000		1,494,120
Greeneville Health & Educational Facilities Board
5.00%, 07/01/2021		500,000		534,480
5.00%, 07/01/2022		500,000		544,430
5.00%, 07/01/2025		1,850,000		2,039,181
5.00%, 07/01/2035		1,275,000		1,417,252
Johnson City Health & Educational Facilities Board
6.50%, 07/01/2038		735,000		790,294
5.00%, 08/15/2042		2,000,000		2,089,180
Knox County Health Educational & Housing Facility Board
5.00%, 04/01/2023		1,825,000		1,987,918
5.00%, 04/01/2024		1,000,000		1,102,260
5.00%, 04/01/2027		1,740,000		1,961,745
Lewisburg Industrial Development Board
1.80%, 07/02/2035 ⁽¹⁾		2,500,000		2,499,450
Memphis-Shelby County Industrial Development Board
4.75%, 07/01/2027		300,000		313,521
5.50%, 07/01/2037		600,000		638,040
Shelby County Health Educational & Housing Facilities Board
5.00%, 09/01/2037 ⁽²⁾		1,590,000		1,456,933
State of Tennessee
5.00%, 02/01/2020		3,500,000		3,639,930
5.00%, 08/01/2021		1,595,000		1,724,163
Tennessee Energy Acquisition Corp.
5.00%, 02/01/2019		1,100,000		1,110,219
5.25%, 09/01/2019		1,750,000		1,797,022
5.25%, 09/01/2021		2,040,000		2,196,080
5.00%, 02/01/2023		1,310,000		1,430,638
5.25%, 09/01/2023		600,000		667,326
5.00%, 02/01/2027		2,725,000		3,047,259
4.00%, 05/01/2048 ⁽¹⁾		13,860,000		14,509,341
4.00%, 11/01/2049 ⁽¹⁾		7,070,000		7,425,692
The Health and Educational Facilities Board of The Metropolitan Government of Nashville and Davidson County
1.88%, 07/01/2021 ⁽¹⁾		2,400,000		2,380,944
				67,087,483
Texas - 12.51%
Alamito Public Facility Corp.
2.25%, 06/01/2021 ⁽¹⁾		3,000,000		2,993,640
Alamo Community College District
4.00%, 02/15/2020		1,000,000		1,026,590
4.00%, 02/15/2021		715,000		747,075
3.00%, 08/15/2021		7,695,000		7,886,759
4.00%, 02/15/2022		665,000		704,993
4.00%, 02/15/2023		1,000,000		1,072,850
3.00%, 11/01/2046 ⁽¹⁾		2,100,000		2,119,614
Austin Community College District Public Facility Corp.
5.00%, 08/01/2024		430,000		483,995
5.00%, 08/01/2028		310,000		356,993
5.00%, 08/01/2031		565,000		643,603
5.00%, 08/01/2031		300,000		341,736
Austin Convention Enterprises, Inc.
5.00%, 01/01/2023		250,000		274,285
5.00%, 01/01/2025		150,000		167,781
5.00%, 01/01/2028		400,000		450,264
5.00%, 01/01/2029		425,000		476,030
5.00%, 01/01/2030		720,000		787,039
5.00%, 01/01/2034		730,000		787,728
Austin-Bergstrom Landhost Enterprises, Inc.
5.00%, 10/01/2023		1,425,000		1,576,549
5.00%, 10/01/2025		1,780,000		2,010,385
5.00%, 10/01/2026		1,400,000		1,596,714
5.00%, 10/01/2028		1,925,000		2,203,740
5.00%, 10/01/2030		2,175,000		2,468,060
5.00%, 10/01/2033		2,000,000		2,246,260
5.00%, 10/01/2034		2,000,000		2,238,020
5.00%, 10/01/2036		1,000,000		1,110,840
Baytown Area Water Authority
5.00%, 05/01/2023		1,000,000		1,113,500
5.00%, 05/01/2024		1,000,000		1,129,450
5.00%, 05/01/2025		1,000,000		1,143,630
Board of Managers Joint Guadalupe County-City of Seguin Hospital
5.25%, 12/01/2035		525,000		552,132
Central Texas Regional Mobility Authority
5.00%, 01/01/2022		990,000		1,069,586
5.00%, 01/01/2022		500,000		540,195
5.00%, 01/01/2024		175,000		194,019
5.00%, 01/01/2025		225,000		252,086
5.00%, 01/01/2026		350,000		394,790
5.00%, 01/01/2028		300,000		336,111
5.00%, 01/01/2034		1,475,000		1,623,621
6.00%, 01/01/2041		3,125,000		3,383,125
5.00%, 01/01/2042		1,335,000		1,416,034
5.00%, 01/01/2046		1,600,000		1,740,624
Central Texas Turnpike System
5.00%, 08/15/2037		2,500,000		2,669,950
City of Arlington TX
5.00%, 02/15/2045		530,000		555,790
City of Austin TX
5.00%, 09/01/2033		2,920,000		3,293,789
City of Austin TX Airport System Revenue
5.00%, 11/15/2044		255,000		275,313
City of Austin TX Water & Wastewater System Revenue
5.00%, 11/15/2020		1,350,000		1,431,864
City of Dallas TX
5.00%, 02/15/2023		1,000,000		1,085,680
5.00%, 02/15/2024		1,055,000		1,187,286
City of Dallas TX Waterworks & Sewer System Revenue
5.00%, 10/01/2027		530,000		608,345
5.00%, 10/01/2031		800,000		919,144
City of El Paso TX
5.00%, 08/15/2025		2,245,000		2,575,801
City of Fort Worth TX
5.00%, 03/01/2023		1,000,000		1,112,250
City of Garland TX Water & Sewer System Revenue
5.00%, 03/01/2028		700,000		813,575
City of Houston TX
5.00%, 03/01/2020		180,000		187,385
5.00%, 03/01/2021		500,000		533,580
5.00%, 03/01/2022		200,000		218,178
5.00%, 03/01/2023		1,975,000		2,195,805
5.00%, 03/01/2025		750,000		859,028
5.00%, 03/01/2029		1,000,000		1,153,350
City of Houston TX Airport System Revenue
4.75%, 07/01/2024		1,000,000		1,067,070
5.00%, 07/01/2027		3,000,000		3,531,720
5.00%, 07/01/2029		1,000,000		1,155,090
5.00%, 07/01/2031		1,750,000		2,004,012
5.00%, 07/01/2032		1,750,000		1,996,155
City of Houston TX Combined Utility System Revenue
4.00%, 11/15/2021		200,000		210,730
5.00%, 11/15/2022		200,000		221,186
5.00%, 11/15/2023		225,000		253,249
5.00%, 05/15/2028		410,000		460,213
5.00%, 11/15/2030		2,005,000		2,352,687
5.00%, 11/15/2033		400,000		454,480
City of San Antonio TX
5.00%, 02/01/2019		1,000,000		1,010,060
City of San Antonio TX Electric & Gas Systems Revenue
5.00%, 02/01/2020		1,000,000		1,039,980
5.00%, 02/01/2020		600,000		623,988
5.00%, 02/01/2023		4,000,000		4,451,360
5.00%, 02/01/2030		1,000,000		1,162,530
2.00%, 02/01/2033 ⁽¹⁾		1,115,000		1,099,134
3.00%, 12/01/2045 ⁽¹⁾		5,100,000		5,175,939
City of Waco TX
5.00%, 02/01/2025		1,710,000		1,921,151
Coppell Independent School District
4.00%, 08/15/2021		3,250,000		3,418,220
County of Comal TX
4.00%, 02/01/2023		1,000,000		1,069,670
County of Dallas TX
5.00%, 08/15/2024		1,400,000		1,598,954
County of El Paso TX
5.00%, 02/15/2029		1,500,000		1,735,845
5.00%, 02/15/2031		1,280,000		1,453,530
County of Williamson TX
5.00%, 02/15/2021		1,000,000		1,067,860
1.85%, 08/15/2034 ⁽¹⁾		5,000,000		4,982,400
Cypress-Fairbanks Independent School District
5.00%, 02/15/2021		4,720,000		5,036,948
5.00%, 02/15/2027		470,000		541,788
1.40%, 02/15/2040 ⁽¹⁾		1,000,000		985,010
2.13%, 02/15/2040 ⁽¹⁾		10,000,000		9,951,600
1.40%, 02/15/2044 ⁽¹⁾		1,000,000		985,010
5.00%, 02/15/2044		900,000		985,347
Dallas Area Rapid Transit
5.00%, 12/01/2028		1,660,000		1,668,682
Dallas County Community College District
5.00%, 02/15/2021		7,610,000		8,124,588
5.00%, 02/15/2022		7,665,000		8,368,571
Dallas County Utility & Reclamation District
5.00%, 02/15/2024		1,125,000		1,260,664
Dallas Independent School District
5.00%, 02/15/2023		3,855,000		4,293,738
5.00%, 02/15/2036 ⁽¹⁾		85,000		93,063
5.00%, 02/15/2036 ⁽¹⁾		5,400,000		5,869,962
Dallas Love Field
5.00%, 11/01/2035		1,000,000		1,104,760
Dallas Performing Arts Cultural Facilities Corp.
1.59%, 09/01/2041 ⁽¹⁾		2,125,000		2,125,000
Dallas/Fort Worth International Airport
5.00%, 11/01/2018		1,275,000		1,278,162
5.00%, 11/01/2037		10,100,000		10,644,188
5.00%, 11/01/2038		3,110,000		3,272,902
Del Rio Housing Facility Corp.
1.35%, 06/01/2021 ⁽¹⁾		3,000,000		2,985,990
Denton Independent School District
0.00%, 08/15/2025		500,000		416,240
El Paso County Hospital District
5.00%, 08/15/2027		1,260,000		1,347,973
Fort Bend Independent School District
1.35%, 08/01/2042 ⁽¹⁾		495,000		487,313
1.50%, 08/01/2042 ⁽¹⁾		980,000		956,519
Fort Worth Independent School District
5.00%, 02/15/2022		450,000		490,693
5.00%, 02/15/2024		3,140,000		3,547,227
5.00%, 02/15/2026		1,365,000		1,583,373
Garland Independent School District
5.00%, 02/15/2021		1,000,000		1,066,670
Grand Parkway Transportation Corp.
5.00%, 02/01/2023		1,580,000		1,737,020
5.00%, 10/01/2031		2,630,000		3,057,165
5.00%, 10/01/2033		1,205,000		1,391,040
5.00%, 10/01/2034		1,500,000		1,724,925
5.00%, 10/01/2052 ⁽¹⁾		7,610,000		8,479,595
Harlandale Independent School District
5.00%, 08/01/2030		1,305,000		1,483,328
Harris County Cultural Education Facilities Finance Corp.
5.00%, 01/01/2043		180,000		184,903
7.00%, 01/01/2048		1,550,000		1,841,710
Harris County Health Facilities Development Corp.
7.25%, 12/01/2035		4,500,000		4,539,960
Houston Independent School District
5.00%, 02/15/2025		1,000,000		1,146,970
2.40%, 06/01/2030 ⁽¹⁾		7,000,000		7,007,070
1.38%, 06/01/2037 ⁽¹⁾		1,325,000		1,318,772
Love Field Airport Modernization Corp.
5.00%, 11/01/2028		850,000		911,098
5.25%, 11/01/2040		3,015,000		3,171,358
Lower Colorado River Authority
5.00%, 05/15/2020		2,070,000		2,165,717
5.00%, 05/15/2020		340,000		355,721
5.00%, 05/15/2021		3,000,000		3,214,200
5.00%, 05/15/2021		800,000		857,120
5.00%, 05/15/2022		1,025,000		1,121,309
Metropolitan Transit Authority of Harris County
5.00%, 11/01/2022		3,000,000		3,314,940
Midlothian Independent School District
2.50%, 08/01/2052 ⁽¹⁾		8,280,000		8,321,234
Mission Economic Development Corp.
2.50%, 08/01/2020		3,000,000		2,991,420
1.85%, 01/01/2026 ⁽¹⁾		2,500,000		2,499,550
5.75%, 10/01/2031 ⁽²⁾		2,250,000		2,319,368
Montgomery County Toll Road Authority
5.00%, 09/15/2032		50,000		54,367
5.00%, 09/15/2033		55,000		59,628
5.00%, 09/15/2034		55,000		59,417
5.00%, 09/15/2035		55,000		59,277
5.00%, 09/15/2036		75,000		80,833
5.00%, 09/15/2038		125,000		134,562
5.00%, 09/15/2043		380,000		407,626
5.00%, 09/15/2048		1,070,000		1,144,419
New Hope Cultural Education Facilities Finance Corp.
5.00%, 08/15/2024		730,000		829,462
5.00%, 08/15/2026		200,000		233,180
5.00%, 08/15/2027		375,000		440,996
5.00%, 08/15/2030		3,500,000		4,026,750
5.00%, 04/01/2031		335,000		347,284
5.00%, 10/01/2031		160,000		163,013
5.00%, 11/01/2031		1,000,000		1,083,900
5.00%, 10/01/2034		185,000		186,584
5.00%, 07/01/2035		2,100,000		1,844,703
5.00%, 04/01/2036		355,000		363,467
5.00%, 10/01/2039		250,000		247,115
5.00%, 11/01/2040		1,100,000		1,180,443
5.00%, 07/01/2047		1,075,000		940,399
5.00%, 04/01/2048		1,250,000		1,262,450
5.25%, 10/01/2049		500,000		502,295
5.50%, 11/15/2052		250,000		250,470
5.00%, 07/01/2058		275,000		291,363
Newark Higher Education Finance Corp.
5.00%, 04/01/2029		505,000		559,484
North East Independent School District/TX
1.42%, 08/01/2040 ⁽¹⁾		475,000		462,584
North Texas Municipal Water District
5.00%, 06/01/2027		1,025,000		1,204,272
5.00%, 06/01/2028		1,050,000		1,229,225
5.00%, 06/01/2029		600,000		698,394
North Texas Tollway Authority
5.00%, 01/01/2020		500,000		518,180
5.00%, 09/01/2020		1,445,000		1,523,189
5.00%, 01/01/2022		550,000		596,728
5.00%, 01/01/2023		235,000		259,624
5.00%, 01/01/2030		75,000		84,545
5.00%, 01/01/2031		1,900,000		2,087,017
5.00%, 01/01/2031		500,000		563,290
5.00%, 01/01/2031		105,000		117,855
5.00%, 01/01/2033		3,150,000		3,483,648
5.00%, 01/01/2033		500,000		560,525
5.00%, 01/01/2036		550,000		609,059
5.00%, 01/01/2039		170,000		186,760
6.25%, 01/01/2039		275,000		277,901
6.25%, 01/01/2039		65,000		65,632
5.00%, 01/01/2040		2,000,000		2,145,920
Northside Independent School District
2.75%, 08/01/2048 ⁽¹⁾		4,325,000		4,365,958
Permanent University Fund - University of Texas System
5.00%, 07/01/2029		235,000		271,303
Plano Independent School District
5.00%, 02/15/2021		550,000		586,932
5.00%, 02/15/2022		1,225,000		1,336,610
Rockwall Independent School District
0.00%, 02/15/2024		1,005,000		876,229
State of Texas
5.00%, 04/01/2019		2,000,000		2,030,740
5.00%, 08/01/2019		2,815,000		2,886,023
4.00%, 08/29/2019		37,400,000		38,088,534
5.00%, 10/01/2019		1,950,000		2,008,656
5.00%, 04/01/2020		2,000,000		2,088,360
2.00%, 08/01/2025 ⁽¹⁾		415,000		414,315
5.00%, 08/01/2025		2,035,000		2,269,981
5.00%, 08/01/2026		1,000,000		1,128,450
5.00%, 04/01/2027		5,000,000		5,808,950
5.00%, 10/01/2030		10,000,000		11,295,200
5.50%, 08/01/2032		1,000,000		1,167,950
5.00%, 10/01/2036		800,000		913,824
1.94% (SIFMA Municipal Swap Index + 0.38%), 10/01/2041 ⁽³⁾		10,000,000		10,000,000
Tarrant County Cultural Education Facilities Finance Corp.
5.00%, 11/15/2021		300,000		319,020
5.00%, 11/15/2022		300,000		323,319
5.00%, 11/15/2035		1,015,000		1,051,205
5.00%, 11/15/2035		1,750,000		1,808,100
5.00%, 11/15/2040		1,800,000		1,856,430
8.25%, 11/15/2044		500,000		489,135
5.00%, 11/15/2046		1,615,000		1,689,468
Texas A&M University
5.00%, 05/15/2023		1,005,000		1,125,590
3.00%, 05/15/2028		2,300,000		2,304,623
Texas Municipal Gas Acquisition & Supply Corp. I
5.25%, 12/15/2022		450,000		496,224
5.25%, 12/15/2025		3,000,000		3,421,680
6.25%, 12/15/2026		8,685,000		9,984,363
Texas Municipal Gas Acquisition & Supply Corp. III
5.00%, 12/15/2019		3,000,000		3,095,820
5.00%, 12/15/2032		3,000,000		3,210,630
Texas Municipal Power Agency
5.00%, 09/01/2033		920,000		964,639
5.00%, 09/01/2034		945,000		990,492
5.00%, 09/01/2035		1,200,000		1,257,072
Texas State University System
5.00%, 03/15/2026		800,000		926,960
5.00%, 03/15/2029		610,000		706,899
5.00%, 03/15/2032		1,325,000		1,516,224
Texas Transportation Commission State Highway Fund
5.00%, 10/01/2023		5,020,000		5,643,785
Texas Water Development Board
5.00%, 04/15/2030		7,000,000		8,309,490
5.00%, 10/15/2031		2,000,000		2,335,200
4.00%, 10/15/2032		2,000,000		2,118,760
The University of Texas System
5.00%, 08/15/2021		505,000		545,562
5.00%, 08/15/2021		3,000,000		3,240,960
5.00%, 08/15/2022		1,000,000		1,104,070
5.00%, 08/15/2022		490,000		540,994
Travis County Health Facilities Development Corp.
7.00%, 11/01/2030		150,000		157,848
Tyler Independent School District
5.00%, 02/15/2022		2,200,000		2,401,938
University of Houston
5.00%, 02/15/2030		860,000		980,864
University of Texas System
5.00%, 08/15/2022		1,000,000		1,104,070
Uptown Development Authority
5.00%, 09/01/2033		715,000		789,596
				451,258,126
U.S. Virgin Islands - 0.09%
Virgin Islands Public Finance Authority
5.00%, 10/01/2032		3,000,000		3,203,430
Utah - 0.22%
Salt Lake City Corp. Airport Revenue
5.00%, 07/01/2022		1,500,000		1,632,720
5.00%, 07/01/2025		1,000,000		1,128,460
5.00%, 07/01/2026		1,700,000		1,937,184
State of Utah
5.00%, 07/01/2019		2,335,000		2,388,565
Utah Charter School Finance Authority
4.50%, 06/15/2027 ⁽²⁾		1,000,000		983,680
				8,070,609
Vermont - 0.12%
Vermont Educational & Health Buildings Financing Agency
5.00%, 10/15/2027		1,000,000		1,113,160
5.00%, 10/15/2029		890,000		981,492
Vermont Student Assistance Corp.
5.00%, 06/15/2025		800,000		871,600
5.00%, 06/15/2026		500,000		545,995
5.00%, 06/15/2027		700,000		759,003
				4,271,250
Virginia - 3.51%
Chesapeake Bay Bridge & Tunnel District
5.00%, 07/01/2051		1,095,000		1,183,936
Chesterfield County Economic Development Authority
5.00%, 05/01/2023		200,000		203,244
City of Alexandria VA
4.50%, 06/15/2019		2,250,000		2,291,062
City of Norfolk VA Water Revenue
5.00%, 11/01/2022		1,645,000		1,828,549
City of Richmond VA Public Utility Revenue
5.00%, 01/15/2020		3,400,000		3,530,968
5.00%, 01/15/2022		1,500,000		1,638,375
Commonwealth of Virginia
5.00%, 06/01/2020		5,000,000		5,103,300
County of Arlington VA
5.00%, 08/15/2020		1,630,000		1,720,172
5.00%, 08/15/2023		1,850,000		2,086,078
County of Botetourt VA
4.75%, 07/01/2023		100,000		102,504
6.00%, 07/01/2034		1,500,000		1,625,340
County of Fairfax VA
4.00%, 10/01/2019		450,000		459,112
County of Henrico VA Water & Sewer Revenue
5.00%, 05/01/2022		2,240,000		2,467,786
County of Isle Wight VA
4.00%, 04/01/2020		700,000		720,860
County of Loudoun VA
5.00%, 12/01/2023		825,000		934,997
Fairfax County Economic Development Authority
5.00%, 05/15/2020		1,510,000		1,582,782
Fairfax County Industrial Development Authority
5.00%, 05/15/2035		1,175,000		1,273,053
5.00%, 05/15/2044		975,000		1,059,874
Franklin County Industrial Development Authority/VA
3.00%, 10/15/2023		2,000,000		2,018,860
Fredericksburg Economic Development Authority
5.00%, 06/15/2031		500,000		545,735
Greater Richmond Convention Center Authority
5.00%, 06/15/2020		1,000,000		1,048,060
Hanover County Economic Development Authority
5.00%, 07/01/2042		1,000,000		1,023,580
5.00%, 07/01/2047		2,000,000		2,043,680
Henrico County Economic Development Authority
5.00%, 12/01/2047		1,250,000		1,300,250
Newport News Economic Development Authority
5.00%, 12/01/2038		1,000,000		1,043,340
Norfolk Economic Development Authority
5.00%, 11/01/2020		645,000		682,062
Norfolk Redevelopment & Housing Authority
5.00%, 01/01/2046		240,000		243,451
Prince William County Industrial Development Authority
1.35%, 07/01/2019 ⁽¹⁾		2,000,000		1,994,800
Roanoke Economic Development Authority
5.00%, 07/01/2020		495,000		519,399
Stafford County Economic Development Authority
5.00%, 06/15/2025		375,000		419,010
5.00%, 06/15/2030		150,000		166,458
5.00%, 06/15/2033		150,000		164,856
5.00%, 06/15/2034		500,000		547,755
4.00%, 06/15/2037		50,000		48,838
Tobacco Settlement Financing Corp./VA
0.00%, 06/01/2047		3,000,000		331,530
Virginia College Building Authority
5.00%, 02/01/2020		1,360,000		1,413,815
5.00%, 02/01/2020		2,000,000		2,079,140
5.00%, 02/01/2023		700,000		780,213
5.00%, 09/01/2023		1,000,000		1,126,240
5.00%, 02/01/2024		2,475,000		2,807,046
5.00%, 02/01/2026		1,000,000		1,167,200
5.00%, 02/01/2030		1,500,000		1,767,915
5.00%, 07/01/2030 ⁽²⁾		500,000		528,375
5.00%, 07/01/2045 ⁽²⁾		500,000		514,960
5.00%, 07/01/2045 ⁽²⁾		1,000,000		1,029,920
Virginia Commonwealth Transportation Board
5.00%, 03/15/2020		750,000		781,830
5.00%, 05/15/2020		1,365,000		1,429,237
5.00%, 05/15/2021		1,000,000		1,075,370
5.00%, 05/15/2021		2,280,000		2,451,843
5.00%, 05/15/2022		225,000		247,210
5.00%, 09/15/2022		1,000,000		1,097,140
5.00%, 09/15/2023		2,500,000		2,819,225
5.00%, 05/15/2026		3,000,000		3,510,510
5.00%, 05/15/2029		2,955,000		3,477,533
Virginia Port Authority
5.00%, 07/01/2023		1,000,000		1,108,850
Virginia Public Building Authority
5.00%, 08/01/2022		1,490,000		1,645,303
5.00%, 08/01/2022		1,050,000		1,159,441
Virginia Public School Authority
5.00%, 04/15/2019		4,950,000		5,032,764
5.00%, 07/15/2020		3,000,000		3,158,130
5.00%, 08/01/2021		6,000,000		6,478,980
5.00%, 08/01/2022		2,505,000		2,770,956
5.00%, 08/01/2022		3,275,000		3,612,554
5.00%, 08/01/2022		1,000,000		1,103,070
Virginia Resources Authority
5.00%, 11/01/2021		1,800,000		1,957,140
Virginia Small Business Financing Authority
5.00%, 11/01/2019		1,100,000		1,134,848
5.00%, 01/01/2040		2,500,000		2,621,875
5.00%, 01/01/2040		4,135,000		4,336,581
5.50%, 01/01/2042		4,590,000		4,932,552
5.00%, 01/01/2048 ⁽¹⁾⁽²⁾		500,000		511,405
5.00%, 12/31/2049		500,000		534,275
5.00%, 12/31/2052		700,000		745,864
5.00%, 12/31/2056		4,455,000		4,740,120
Wise County Industrial Development Authority
1.88%, 11/01/2040 ⁽¹⁾		5,000,000		4,961,400
				126,604,486
Washington - 3.15%
Adams County Public Hospital District No 2
5.13%, 12/01/2044		1,000,000		1,048,060
Auburn School District No 408 of King & Pierce Counties
5.00%, 12/01/2033		2,000,000		2,309,660
City of Kent WA
5.00%, 12/01/2027		695,000		808,104
City of Seattle WA Municipal Light & Power Revenue
4.00%, 01/01/2032		3,385,000		3,605,736
2.05% (SIFMA Municipal Swap Index + 0.49%), 11/01/2046 ⁽³⁾		5,000,000		5,000,000
City of Tacoma WA Electric System Revenue
5.00%, 01/01/2039		675,000		754,130
City of Tacoma WA Solid Waste Utility Revenue
5.00%, 12/01/2031		460,000		520,200
Clark County Public Utility District No 1
5.00%, 01/01/2022		425,000		462,642
5.00%, 01/01/2023		750,000		831,465
County of King WA Sewer Revenue
1.63%, 01/01/2032 ⁽¹⁾		8,250,000		8,250,000
Energy Northwest
5.00%, 07/01/2020		1,180,000		1,240,239
King County Public Hospital District No 1
5.00%, 12/01/2032		4,500,000		5,043,375
Pierce County School District No 10 Tacoma
5.00%, 12/01/2034		2,800,000		3,136,308
Pierce County School District No 3 Puyallup
5.00%, 12/01/2032		1,000,000		1,151,560
Port of Seattle WA
5.00%, 02/01/2020		3,250,000		3,368,593
5.00%, 12/01/2020		2,165,000		2,298,494
5.00%, 03/01/2021		900,000		960,228
5.00%, 08/01/2023		1,855,000		2,031,874
Skagit County Public Hospital District No 1
5.00%, 12/01/2020		1,750,000		1,834,735
State of Washington
5.00%, 01/01/2019		2,000,000		2,015,440
5.00%, 07/01/2019		3,150,000		3,221,788
5.00%, 08/01/2019		730,000		748,418
5.00%, 02/01/2020		2,420,000		2,515,106
5.00%, 08/01/2020		1,665,000		1,753,678
5.00%, 07/01/2021		1,200,000		1,292,388
5.00%, 08/01/2027		550,000		630,993
5.00%, 08/01/2027		235,000		274,174
5.00%, 08/01/2028		235,000		273,451
5.00%, 08/01/2030		235,000		270,584
5.00%, 07/01/2031		5,000,000		5,604,900
5.00%, 08/01/2032		1,505,000		1,759,556
5.00%, 08/01/2033		4,335,000		5,048,151
5.00%, 08/01/2033		9,360,000		10,778,882
5.00%, 06/01/2034		660,000		764,003
5.00%, 02/01/2036		1,800,000		2,035,206
Tobacco Settlement Authority
5.00%, 06/01/2023		500,000		555,620
5.00%, 06/01/2024		1,000,000		1,105,660
Washington Health Care Facilities Authority
5.00%, 10/01/2021		1,510,000		1,629,245
5.00%, 08/15/2022		1,200,000		1,321,608
5.00%, 08/15/2023		650,000		728,163
5.00%, 07/01/2025		360,000		404,838
5.00%, 07/01/2029		115,000		131,550
5.00%, 07/01/2030		410,000		467,244
5.00%, 08/15/2030		1,000,000		1,111,070
5.00%, 07/01/2034		105,000		117,433
2.61% (SIFMA Municipal Swap Index + 1.05%), 01/01/2042 ⁽³⁾		5,000,000		5,092,550
5.00%, 07/01/2042		1,160,000		1,261,952
Washington Higher Education Facilities Authority
5.00%, 10/01/2029		1,855,000		2,035,436
Washington State Housing Finance Commission
4.00%, 07/01/2026 ⁽²⁾		1,230,000		1,231,501
5.00%, 07/01/2031 ⁽²⁾		1,000,000		1,042,300
2.11% (SIFMA Municipal Swap Index + 0.55%), 12/01/2048 ⁽³⁾		10,000,000		10,000,000
5.00%, 07/01/2053 ⁽²⁾		400,000		405,208
Washington State University
5.00%, 04/01/2029		1,285,000		1,427,417
				113,710,916
West Virginia - 0.37%
Monongalia County Commission Special District
5.50%, 06/01/2037 ⁽²⁾		200,000		204,828
5.75%, 06/01/2043 ⁽²⁾		200,000		206,874
State of West Virginia
5.00%, 12/01/2036		5,910,000		6,777,470
West Virginia Economic Development Authority
5.38%, 12/01/2038		885,000		937,082
1.70%, 01/01/2041 ⁽¹⁾		1,515,000		1,482,488
West Virginia Hospital Finance Authority
5.00%, 01/01/2031		620,000		694,369
West Virginia State School Building Authority Lottery Revenue
5.00%, 07/01/2020		500,000		525,970
5.00%, 07/01/2022		695,000		763,291
5.00%, 07/01/2024		500,000		567,660
5.00%, 07/01/2032		940,000		1,062,125
				13,222,157
Wisconsin - 2.00%
Milwaukee Redevelopment Authority
5.00%, 11/15/2031		570,000		640,230
5.00%, 11/15/2032		500,000		560,470
Public Finance Authority
5.00%, 05/15/2021 ⁽²⁾⁽⁵⁾		185,000		194,966
3.00%, 11/15/2022 ⁽²⁾⁽⁵⁾		90,000		90,045
3.50%, 11/15/2023 ⁽²⁾⁽⁵⁾		65,000		65,216
3.95%, 11/15/2024 ⁽²⁾⁽⁵⁾		50,000		50,479
1.80%, 10/01/2025 ⁽¹⁾		3,900,000		3,899,142
5.00%, 12/01/2025 ⁽²⁾		1,000,000		1,117,070
4.13%, 05/01/2026 ⁽²⁾		800,000		778,880
6.25%, 08/01/2027 ⁽²⁾		1,000,000		1,053,960
5.00%, 05/15/2028 ⁽²⁾⁽⁵⁾		200,000		217,408
5.00%, 07/01/2035		5,000,000		5,553,500
4.00%, 08/01/2035		2,750,000		2,623,198
5.25%, 05/15/2037 ⁽²⁾		500,000		540,660
5.20%, 06/01/2037		500,000		484,865
5.00%, 06/15/2037 ⁽²⁾		1,130,000		1,125,842
5.00%, 07/01/2037		825,000		851,573
6.25%, 01/01/2038 ⁽²⁾		700,000		713,692
5.00%, 01/01/2042		600,000		616,632
5.25%, 05/15/2042 ⁽²⁾⁽⁵⁾		60,000		64,661
5.25%, 05/15/2047 ⁽²⁾⁽⁵⁾		60,000		64,469
5.30%, 06/01/2047		500,000		481,435
5.25%, 05/15/2052 ⁽²⁾⁽⁵⁾		115,000		123,136
Public Finance Authority Wisconsin Retirement Facility
5.00%, 10/01/2043 ⁽²⁾⁽⁵⁾		170,000		177,898
5.00%, 10/01/2048 ⁽²⁾		705,000		737,176
5.00%, 10/01/2053 ⁽²⁾		875,000		910,630
State of Wisconsin
5.00%, 05/01/2020		1,600,000		1,675,056
5.00%, 11/01/2020		2,005,000		2,127,365
5.00%, 11/01/2021		600,000		652,380
5.00%, 11/01/2022		2,545,000		2,826,859
5.00%, 05/01/2023		2,000,000		2,243,640
4.00%, 05/01/2030		5,000,000		5,232,550
4.00%, 05/01/2032		2,000,000		2,079,800
5.00%, 05/01/2034		2,400,000		2,716,296
Village of Mukwonago WI Waterworks System & Sewer System Revenue
3.38%, 06/01/2021		3,190,000		3,244,039
Wisconsin Health & Educational Facilities Authority
5.00%, 05/01/2022		550,000		589,385
5.00%, 12/01/2022		560,000		618,050
4.00%, 02/15/2025		270,000		292,545
4.00%, 02/15/2026		510,000		554,304
5.00%, 02/15/2027		300,000		344,814
4.00%, 02/15/2031		460,000		499,960
4.00%, 02/15/2033		550,000		597,778
1.57%, 08/15/2034 ⁽¹⁾		9,000,000		9,000,000
5.00%, 09/01/2036		335,000		359,120
5.00%, 09/15/2037		650,000		673,777
4.00%, 11/15/2043 ⁽¹⁾		7,275,000		7,368,993
5.00%, 09/15/2050		645,000		667,846
2.21% (SIFMA Municipal Swap Index + 0.65%), 08/15/2054 ⁽³⁾		4,000,000		4,000,000
				72,101,790
Total Municipal Bonds (Cost $3,593,629,653)			$	3,571,723,748

SHORT-TERM INVESTMENTS - 1.72%
Money Market Funds - 1.72%
Fidelity Institutional Money Market Government Funds - Class I, 1.92% ⁽⁴⁾		30,939,837	$	30,939,837
Goldman Sachs Financial Square Government Fund - Class I, 1.93% ⁽⁴⁾		30,939,836		30,939,836
Total Short-Term Investments (Cost $61,879,673)			$	61,879,673
TOTAL INVESTMENTS IN SECURITIES - 100.76%
(Cost $3,655,509,326)			$	3,633,603,421
LIABILITIES IN EXCESS OF OTHER ASSETS - (0.76)%				(27,445,514	)
TOTAL NET ASSETS - 100.00%			$	3,606,157,907
Percentages are stated as a percent of net assets.

⁽¹⁾		Adjustable rate security. The rate reported is the rate in effect as of September 30, 2018. The rate is determined by the Remarketing Agent.
⁽²⁾		Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities total $69,710,232, which represents 1.93% of total net assets.
⁽³⁾		Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of September 30, 2018.
⁽⁴⁾		Represents annualized seven-day yield as of the close of the reporting period.
⁽⁵⁾		Security is categorized as Level 3 per the Trust's fair value hierarchy. These securities represent $23,051,318 or 0.64% of total net assets.


MUNICIPAL BONDS
Education	10.13	%
General Obligation	24.67	%
General Revenue	24.72	%
Healthcare	14.62	%
Housing	1.96	%
Transportation	15.02	%
Utilities	7.92	%
Total Municipal Bonds	99.04	%
SHORT-TERM INVESTMENTS	1.72	%
TOTAL INVESTMENTS	100.76	%
Liabilities in Excess of Other Assets	-0.76	%
TOTAL NET ASSETS	100.00	%

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

Bridge Builder Large Cap Growth Fund
Schedule of Investments
September 30, 2018 (Unaudited)


	Shares		Value
COMMON STOCKS - 96.86%
Communication Services - 9.53%
Activision Blizzard, Inc.		351,835	$	29,269,154
Alphabet, Inc. - Class A ⁽¹⁾		150,050		181,122,354
Alphabet, Inc. - Class C ⁽¹⁾		121,620		145,149,821
AMC Networks, Inc. ⁽¹⁾		2,077		137,788
Cable One, Inc.		198		174,955
CBS Corp.		15,840		910,008
Charter Communications, Inc. ⁽¹⁾		5,902		1,923,344
Electronic Arts, Inc. ⁽¹⁾		133,979		16,143,130
Facebook, Inc. ⁽¹⁾		362,354		59,592,739
InterActiveCorp ⁽¹⁾		3,547		768,706
Interpublic Group of Companies, Inc.		1,838		42,035
Lions Gate Entertainment Corp. - Class A		136		3,305
Lions Gate Entertainment Corp. - Class B		376		8,749
Live Nation Entertainment, Inc. ⁽¹⁾		6,524		355,362
Match Group, Inc. ⁽¹⁾		2,427		140,548
Morningstar, Inc.		851		107,141
Netflix, Inc. ⁽¹⁾		175,126		65,519,890
Omnicom Group, Inc.		7,079		481,514
Sirius XM Holdings, Inc.		61,583		389,204
Take-Two Interactive Software, Inc. ⁽¹⁾		3,254		449,019
Tencent Holdings Ltd. - ADR		944,126		38,558,106
The Madison Square Garden Co. ⁽¹⁾		111		35,000
T-Mobile U.S., Inc. ⁽¹⁾		9,554		670,500
TripAdvisor, Inc. ⁽¹⁾		4,894		249,937
Twitter, Inc. ⁽¹⁾		33,880		964,225
Walt Disney Co.		777,165		90,881,675
Zayo Group Holdings, Inc. ⁽¹⁾		9,698		336,714
Zillow Group, Inc. - Class A ⁽¹⁾		1,887		83,405
Zillow Group, Inc. - Class C ⁽¹⁾		4,207		186,160
				634,654,488
Consumer Discretionary - 16.36%
Advance Auto Parts, Inc.		1,057		177,925
Alibaba Group Holding Ltd. - ADR ⁽¹⁾		277,151		45,663,399
Amazon.com, Inc. ⁽¹⁾		107,845		216,013,535
Aptiv Plc		174,889		14,673,187
AutoZone, Inc. ⁽¹⁾		1,095		849,392
Best Buy, Inc.		2,893		229,589
Booking Holdings, Inc. ⁽¹⁾		32,164		63,813,376
Bright Horizons Family Solutions, Inc. ⁽¹⁾		2,279		268,557
Brunswick Corp.		405		27,143
Burlington Stores, Inc. ⁽¹⁾		3,211		523,136
CarMax, Inc. ⁽¹⁾		5,220		389,777
Carter's, Inc.		2,240		220,864
Chipotle Mexican Grill, Inc. ⁽¹⁾		1,184		538,152
Choice Hotels International, Inc.		1,628		135,612
Columbia Sportswear Co.		200		18,614
D. R. Horton, Inc.		9,833		414,756
Darden Restaurants, Inc.		2,989		332,347
Dollar General Corp.		12,900		1,409,970
Dollar Tree, Inc. ⁽¹⁾		192,218		15,675,378
Domino's Pizza, Inc.		2,001		589,895
Dunkin' Brands Group, Inc.		4,091		301,589
eBay, Inc. ⁽¹⁾		1,047,062		34,573,987
Expedia Group, Inc.		5,828		760,437
Extended Stay America, Inc.		5,379		108,817
Floor & Decor Holdings, Inc. ⁽¹⁾		1,776		53,582
Gap, Inc.		888		25,619
Gentex Corp.		9,019		193,548
Grand Canyon Education, Inc. ⁽¹⁾		2,254		254,251
GrubHub, Inc. ⁽¹⁾		4,299		595,927
H&R Block, Inc.		1,669		42,977
Hanesbrands, Inc.		16,830		310,177
Hasbro, Inc.		4,356		457,903
Hilton Grand Vacations, Inc. ⁽¹⁾		4,532		150,009
Hilton Worldwide Holdings, Inc.		13,462		1,087,460
Home Depot, Inc.		184,855		38,292,713
Kering SA		35,523		19,052,922
L Brands, Inc.		1,986		60,176
Las Vegas Sands Corp.		10,327		612,701
Lear Corp.		323		46,835
Lennar Corp. - Class A		7,237		337,896
Lennar Corp. - Class B		440		16,940
LKQ Corp. ⁽¹⁾		2,508		79,428
Lowes Companies, Inc.		1,165,876		133,865,882
Lululemon Athletica, Inc. ⁽¹⁾		4,664		757,853
Marriott International, Inc.		194,662		25,701,224
Mattel, Inc. ⁽¹⁾		3,570		56,049
McDonald's Corp.		378,190		63,267,405
MGM Resorts International		2,196		61,290
Michael Kors Holdings Ltd. ⁽¹⁾		3,612		247,639
Nike, Inc.		1,069,976		90,648,367
Nordstrom, Inc.		5,656		338,285
NVR, Inc. ⁽¹⁾		151		373,091
O'Reilly Automotive, Inc. ⁽¹⁾		3,768		1,308,702
Polaris Industries, Inc.		2,808		283,468
Pool Corp.		1,894		316,071
Pulte Group, Inc.		3,774		93,482
Ross Stores, Inc.		17,754		1,759,421
Service Corp. International		3,942		174,236
ServiceMaster Global Holdings, Inc. ⁽¹⁾		6,504		403,443
Six Flags Entertainment Corp.		3,350		233,897
Skechers USA, Inc. ⁽¹⁾		2,954		82,505
Starbucks Corp.		685,986		38,991,444
Tapestry, Inc.		2,668		134,120
Tempur Sealy International, Inc. ⁽¹⁾		2,174		115,005
Tesla, Inc. ⁽¹⁾		99,016		26,216,466
The Michaels Companies, Inc. ⁽¹⁾		810		13,146
Thor Industries, Inc.		1,909		159,783
Tiffany & Co.		1,013		130,647
TJX Companies, Inc.		776,780		87,014,896
Toll Brothers, Inc.		3,465		114,449
Tractor Supply Co.		5,864		532,920
Ulta Beauty, Inc. ⁽¹⁾		177,340		50,031,161
Under Armour, Inc. - Class A ⁽¹⁾		6,906		146,545
Under Armour, Inc. - Class C ⁽¹⁾		7,485		145,658
Urban Outfitters, Inc. ⁽¹⁾		3,448		141,023
Vail Resorts, Inc.		1,930		529,631
VF Corp.		11,972		1,118,783
Visteon Corp. ⁽¹⁾		869		80,730
Wayfair, Inc. ⁽¹⁾		2,735		403,878
Wendy's Co.		8,860		151,860
Williams-Sonoma, Inc.		898		59,017
Wyndham Destinations, Inc.		4,732		205,180
Wyndham Hotels & Resorts, Inc.		4,636		257,623
Wynn Resorts Ltd.		4,970		631,488
Yum China Holdings, Inc.		1,469		51,577
Yum! Brands, Inc.		1,133,753		103,069,485
				1,089,799,323
Consumer Staples - 5.78%
Altria Group, Inc.		90,734		5,472,168
Brown Forman Corp. - Class A		2,454		124,663
Brown Forman Corp. - Class B		13,616		688,289
Campbell Soup Co.		5,789		212,051
Church & Dwight Co., Inc.		9,978		592,394
Clorox Co.		5,346		804,092
Coca Cola Co.		1,748,189		80,748,850
Colgate Palmolive Co.		7,639		511,431
Constellation Brands, Inc.		7,540		1,625,775
Costco Wholesale Corp.		175,217		41,154,969
CVS Health Corp.		328,590		25,866,605
Energizer Holdings, Inc.		1,600		93,840
General Mills, Inc.		1,451		62,277
Herbalife Ltd. ⁽¹⁾		978		53,350
Kellogg Co.		5,855		409,967
Keurig Dr. Pepper, Inc.		8,432		195,369
Kimberly-Clark Corp.		14,517		1,649,712
Lauder Estee Companies, Inc.		635,608		92,366,555
McCormick & Co., Inc.		349		45,981
Mondelez International, Inc.		1,586,959		68,175,759
Monster Beverage Corp. ⁽¹⁾		19,133		1,115,071
Nu Skin Enterprises, Inc.		786		64,782
PepsiCo, Inc.		60,218		6,732,372
Post Holdings, Inc. ⁽¹⁾		1,775		174,021
Procter & Gamble Co.		641,511		53,392,960
Spectrum Brands Holdings, Inc.		897		67,024
Sprouts Farmers Market, Inc. ⁽¹⁾		5,989		164,158
Sysco Corp.		22,846		1,673,469
The Hershey Co.		6,227		635,154
U.S. Foods Holding Corp. ⁽¹⁾		552		17,013
				384,890,121
Energy - 4.43%
Anadarko Petroleum Corp.		8,227		554,582
Antero Resources Corp. ⁽¹⁾		6,293		111,449
Apache Corp.		1,127		53,724
Cabot Oil & Gas Corp.		15,389		346,560
Cheniere Energy, Inc. ⁽¹⁾		7,678		533,544
Chevron Corp.		380,375		46,512,255
Cimarex Energy Co.		551		51,210
Concho Resources, Inc. ⁽¹⁾		1,191		181,925
ConocoPhillips		647,820		50,141,268
Continental Resources, Inc. ⁽¹⁾		2,075		141,681
Diamondback Energy, Inc.		1,205		162,904
EOG Resources, Inc.		373,219		47,611,548
Halliburton Co.		404,904		16,410,759
Kosmos Energy Ltd. ⁽¹⁾		2,287		21,384
Newfield Exploration Co. ⁽¹⁾		3,423		98,685
ONEOK, Inc.		8,018		543,540
Parsley Energy, Inc. ⁽¹⁾		8,426		246,461
Pioneer Natural Resources Co.		115,160		20,059,720
RPC, Inc.		1,002		15,511
Schlumberger Ltd.		1,825,565		111,213,420
				295,012,130
Financials - 7.00%
Alleghany Corp.		77		50,245
American Express Co.		23,163		2,466,628
American International Group, Inc.		6,087		324,072
Ameriprise Financial, Inc.		1,110		163,903
Aon Plc		249,813		38,416,243
Arch Capital Group Ltd. ⁽¹⁾		2,962		88,297
Axis Capital Holdings Ltd.		404		23,315
Bank of America Corp.		1,685,160		49,644,814
Berkshire Hathaway, Inc. ⁽¹⁾		11,698		2,504,659
Brown & Brown, Inc.		660		19,516
Capital One Financial Corp.		1,766		167,646
CBOE Holdings, Inc.		4,915		471,643
Charles Schwab Corp.		57,624		2,832,220
Citizens Financial Group, Inc.		1,145,615		44,186,371
CME Group, Inc.		1,433		243,911
Comerica, Inc.		298,958		26,966,012
Commerce Bancshares, Inc.		477,481		31,523,296
Credit Acceptance Corp. ⁽¹⁾		505		221,225
Discover Financial Services		7,501		573,451
E*TRADE Financial Corp. ⁽¹⁾		2,798		146,587
East West Bancorp, Inc.		585		35,316
Eaton Vance Corp.		5,664		297,700
Erie Indemnity Co.		914		116,562
Evercore Partners, Inc.		1,883		189,336
Everest Re Group Ltd.		748		170,896
Interactive Brokers Group, Inc.		3,233		178,817
Intercontinental Exchange, Inc.		827,198		61,948,858
JPMorgan Chase & Co.		146,939		16,580,597
Lazard Ltd.		5,261		253,212
LPL Financial Holdings, Inc.		4,284		276,361
Markel Corp. ⁽¹⁾		55		65,367
MarketAxess Holdings, Inc.		1,733		309,323
Marsh & McLennan Companies, Inc.		11,428		945,324
Moody's Corp.		7,968		1,332,250
Morgan Stanley		387,001		18,022,637
MSCI, Inc.		4,187		742,816
Northern Trust Corp.		2,858		291,887
OneMain Holdings, Inc. ⁽¹⁾		523		17,578
Pinnacle Financial Partners, Inc.		1,525		91,729
Raymond James Financial, Inc.		1,819		167,439
RenaissanceRe Holdings Ltd.		263		35,131
S&P Global, Inc.		73,127		14,288,284
Santander Consumer USA Holdings, Inc.		974		19,519
SEI Investments Co.		6,282		383,830
Signature Bank		1,596		183,285
State Street Corp.		1,073		89,896
Sterling Bancorp		941,575		20,714,650
SunTrust Banks, Inc.		886,825		59,231,042
SVB Financial Group ⁽¹⁾		1,973		613,268
Synchrony Financial		12,381		384,801
Synovus Financial Corp.		362		16,576
T. Rowe Price Group, Inc.		10,485		1,144,752
TD Ameritrade Holding Corp.		13,492		712,782
Texas Capital Bancshares, Inc. ⁽¹⁾		1,477		122,074
The Goldman Sachs Group, Inc.		72,035		16,153,128
The Progressive Corp.		27,768		1,972,639
Travelers Companies, Inc.		2,533		328,555
Virtu Financial, Inc.		1,835		37,526
Voya Financial, Inc.		752		37,352
Wells Fargo & Co.		891,330		46,848,305
Western Alliance Bancorp ⁽¹⁾		2,981		169,589
				466,555,043
Healthcare - 14.57%
Abbott Laboratories		690,321		50,641,949
AbbVie, Inc.		72,620		6,868,400
ABIOMED, Inc. ⁽¹⁾		2,036		915,691
Aetna, Inc.		5,524		1,120,543
Agios Pharmaceuticals, Inc. ⁽¹⁾		2,318		178,764
Alexion Pharmaceuticals, Inc. ⁽¹⁾		171,559		23,848,417
Align Technology, Inc. ⁽¹⁾		3,807		1,489,374
Alkermes Plc ⁽¹⁾		7,219		306,374
Alnylam Pharmaceuticals, Inc. ⁽¹⁾		3,715		325,137
AmerisourceBergen Corp.		7,542		695,523
Amgen, Inc.		29,199		6,052,661
AstraZeneca Plc - ADR		567,405		22,452,216
Athenahealth, Inc. ⁽¹⁾		1,888		252,237
Baxter International, Inc.		2,677		206,370
Becton Dickinson and Co.		283,312		73,944,432
Biogen, Inc. ⁽¹⁾		49,307		17,420,656
BioMarin Pharmaceutical, Inc. ⁽¹⁾		261,810		25,387,716
Bio-Techne Corp.		1,773		361,887
Bluebird Bio, Inc. ⁽¹⁾		1,742		254,332
Boston Scientific Corp. ⁽¹⁾		50,720		1,952,720
Bristol Myers Squibb Co.		333,680		20,714,854
Bruker Corp.		2,015		67,402
Cantel Medical Corp.		1,727		158,988
Catalent, Inc. ⁽¹⁾		1,447		65,911
Celgene Corp. ⁽¹⁾		33,623		3,008,922
Centene Corp. ⁽¹⁾		96,259		13,936,378
Cerner Corp. ⁽¹⁾		6,878		443,012
Charles River Laboratories International, Inc. ⁽¹⁾		1,579		212,439
Chemed Corp.		729		232,974
Cigna Corp.		4,547		946,913
Danaher Corp.		311,901		33,891,163
DaVita, Inc. ⁽¹⁾		3,321		237,883
DexCom, Inc. ⁽¹⁾		4,202		601,054
Edwards Lifesciences Corp. ⁽¹⁾		10,068		1,752,839
Eli Lilly & Co.		28,085		3,013,801
Encompass Health Corp.		4,608		359,194
Envision Healthcare Corp. ⁽¹⁾		1,114		50,943
Exact Sciences Corp. ⁽¹⁾		5,726		451,896
Exelixis, Inc. ⁽¹⁾		13,984		247,796
Express Scripts Holding Co. ⁽¹⁾		2,181		207,217
Gilead Sciences, Inc.		46,221		3,568,723
HCA Healthcare, Inc.		9,421		1,310,649
Henry Schein, Inc. ⁽¹⁾		1,066		90,642
Hill-Rom Holdings, Inc.		2,024		191,066
Humana, Inc.		88,347		29,907,226
ICU Medical, Inc. ⁽¹⁾		791		223,655
IDEXX Laboratories, Inc. ⁽¹⁾		4,130		1,031,096
Illumina, Inc. ⁽¹⁾		97,376		35,742,835
Incyte Corp. ⁽¹⁾		8,249		569,841
Insulet Corp. ⁽¹⁾		2,743		290,621
Integra LifeSciences Holdings Corp. ⁽¹⁾		2,623		172,777
Intuitive Surgical, Inc. ⁽¹⁾		28,394		16,298,156
Ionis Pharmaceuticals, Inc. ⁽¹⁾		5,859		302,207
Jazz Pharmaceuticals Plc ⁽¹⁾		2,576		433,103
Johnson & Johnson		623,485		86,146,922
Laboratory Corp. of America Holdings ⁽¹⁾		296		51,409
Masimo Corp. ⁽¹⁾		2,107		262,406
McKesson Corp.		1,198		158,915
Medtronic Plc		808,725		79,554,278
Merck & Co., Inc.		8,547		606,324
Mettler-Toledo International, Inc. ⁽¹⁾		1,181		719,205
Molina Healthcare, Inc. ⁽¹⁾		2,443		363,274
Nektar Therapeutics ⁽¹⁾		7,418		452,201
Neurocrine Biosciences, Inc. ⁽¹⁾		4,297		528,316
Novo Nordisk A/S - ADR		1,401,552		66,069,161
Penumbra, Inc. ⁽¹⁾		1,438		215,269
Pfizer, Inc.		1,466,930		64,647,605
PRA Health Sciences, Inc. ⁽¹⁾		2,680		295,309
Premier, Inc. ⁽¹⁾		553		25,316
Regeneron Pharmaceuticals, Inc. ⁽¹⁾		211,922		85,624,965
ResMed, Inc.		6,794		783,620
SAGE Therapeutics, Inc. ⁽¹⁾		2,135		301,569
Sarepta Therapeutics, Inc. ⁽¹⁾		3,002		484,853
Seattle Genetics, Inc. ⁽¹⁾		5,296		408,427
Stryker Corp.		16,396		2,913,241
Teleflex, Inc.		406		108,033
TESARO, Inc. ⁽¹⁾		1,931		75,328
The Cooper Companies, Inc.		364		100,883
Thermo Fisher Scientific, Inc.		56,252		13,729,988
UnitedHealth Group, Inc.		393,329		104,641,247
Varian Medical Systems, Inc. ⁽¹⁾		4,359		487,903
Veeva Systems, Inc. ⁽¹⁾		5,645		614,571
Vertex Pharmaceuticals, Inc. ⁽¹⁾		120,026		23,133,811
Waters Corp. ⁽¹⁾		3,442		670,089
WellCare Health Plans, Inc. ⁽¹⁾		2,226		713,411
West Pharmaceutical Services, Inc.		795		98,159
Zoetis, Inc.		331,094		30,314,967
				970,710,550
Industrials - 7.16%
3M Co.		22,805		4,805,242
A.O. Smith Corp.		6,926		369,641
Air Lease Corp.		401		18,398
Allegion Plc		3,699		335,018
Allison Transmission Holdings, Inc.		5,484		285,223
AMETEK, Inc.		2,127		168,288
Armstrong World Industries, Inc. ⁽¹⁾		2,099		146,090
Boeing Co.		137,731		51,222,159
BWX Technologies, Inc.		4,750		297,065
C.H. Robinson Worldwide, Inc.		6,498		636,284
Caterpillar, Inc.		120,468		18,370,165
Cintas Corp.		4,206		831,989
Copart, Inc. ⁽¹⁾		9,633		496,388
CoStar Group, Inc. ⁽¹⁾		1,732		728,895
CSX Corp.		18,536		1,372,591
Cummins, Inc.		2,682		391,760
Curtiss-Wright Corp.		154		21,163
Deere & Co.		103,779		15,601,097
Delta Air Lines, Inc.		7,602		439,624
Donaldson Co., Inc.		5,876		342,336
Dun & Bradstreet Corp.		792		112,868
Eaton Corp. Plc		556,555		48,270,015
Emerson Electric Co.		21,265		1,628,474
Equifax, Inc.		1,527		199,380
Expeditors International of Washington, Inc.		8,434		620,152
Fastenal Co.		13,875		805,027
FedEx Corp.		11,869		2,857,937
Fortive Corp.		13,519		1,138,300
Fortune Brands Home & Security, Inc.		2,863		149,907
Gardner Denver Holdings, Inc. ⁽¹⁾		1,658		46,988
Gates Industrial Corp. Plc ⁽¹⁾		619,095		12,072,353
General Dynamics Corp.		5,595		1,145,408
Genesee & Wyoming, Inc. ⁽¹⁾		572		52,046
Graco, Inc.		7,926		367,291
Harris Corp.		5,694		963,482
HD Supply Holdings, Inc. ⁽¹⁾		2,627		112,409
Heico Corp.		1,868		172,995
Heico Corp. - Class A		3,611		272,630
Hexcel Corp.		896		60,077
Honeywell International, Inc.		311,685		51,864,384
Hubbell, Inc.		1,745		233,080
Huntington Ingalls Industries, Inc.		1,737		444,811
IDEX Corp.		3,448		519,476
Illinois Tool Works, Inc.		16,008		2,259,049
Ingersoll-Rand Plc		6,289		643,365
J.B. Hunt Transportation Services, Inc.		346,151		41,171,200
KAR Auction Services, Inc.		6,060		361,721
Landstar System, Inc.		1,951		238,022
Lennox International, Inc.		1,620		353,808
Lincoln Electric Holdings, Inc.		2,966		277,143
Lockheed Martin Corp.		10,853		3,754,704
Masco Corp.		9,904		362,486
MSC Industrial Direct Co., Inc.		1,008		88,815
Nordson Corp.		2,572		357,251
Norfolk Southern Corp.		151,425		27,332,212
Northrop Grumman Corp.		7,749		2,459,300
Old Dominion Freight Line, Inc.		3,130		504,744
Parker-Hannifin Corp.		96,224		17,698,480
Quanta Services, Inc. ⁽¹⁾		2,112		70,499
Raytheon Co.		189,149		39,089,532
Republic Services, Inc.		617		44,831
Robert Half International, Inc.		5,697		400,955
Rockwell Automation, Inc.		131,391		24,638,440
Rockwell Collins, Inc.		1,047		147,072
Rollins, Inc.		4,692		284,757
Roper Technologies, Inc.		889		263,331
Schneider National, Inc.		637		15,912
Sensata Technologies Holding Plc ⁽¹⁾		4,308		213,461
Southwest Airlines Co.		17,986		1,123,226
Spirit AeroSystems Holdings, Inc.		5,068		464,584
Textron, Inc.		1,996		142,654
The Middleby Corp. ⁽¹⁾		1,516		196,095
The Toro Co.		4,904		294,093
TransDigm Group, Inc. ⁽¹⁾		2,334		868,948
TransUnion		8,817		648,755
Union Pacific Corp.		32,580		5,305,001
United Parcel Service, Inc.		33,092		3,863,491
United Rentals, Inc. ⁽¹⁾		3,929		642,784
United Technologies Corp.		428,465		59,903,692
Univar, Inc. ⁽¹⁾		886		27,165
Verisk Analytics, Inc. ⁽¹⁾		7,722		930,887
W.W. Grainger, Inc.		2,185		780,941
WABCO Holdings, Inc. ⁽¹⁾		2,507		295,676
Wabtec Corp.		137,376		14,407,995
Waste Management, Inc.		17,484		1,579,854
Watsco, Inc.		1,202		214,076
Welbilt, Inc. ⁽¹⁾		6,353		132,651
XPO Logistics, Inc. ⁽¹⁾		5,988		683,650
Xylem, Inc.		4,783		382,018
				476,908,232
Information Technology - 27.35%
2U, Inc. ⁽¹⁾		2,699		202,938
Accenture Plc		30,812		5,244,202
Adobe Systems, Inc. ⁽¹⁾		194,056		52,385,417
Advanced Micro Devices, Inc. ⁽¹⁾		43,132		1,332,347
Adyen NV ⁽¹⁾⁽⁵⁾		9,182		7,511,513
Akamai Technologies, Inc. ⁽¹⁾		7,398		541,164
Alliance Data Systems Corp.		277,533		65,542,193
Amphenol Corp.		14,211		1,336,118
Analog Devices, Inc.		399,615		36,948,403
ANSYS, Inc. ⁽¹⁾		3,940		735,519
Apple, Inc.		1,066,094		240,660,060
Applied Materials, Inc.		48,264		1,865,404
Arista Networks, Inc. ⁽¹⁾		2,704		718,885
Aspen Technology, Inc. ⁽¹⁾		3,268		372,258
Atlassian Corp. Plc ⁽¹⁾		4,356		418,786
Autodesk, Inc. ⁽¹⁾		591,931		92,406,348
Automatic Data Processing, Inc.		522,702		78,750,283
Black Knight, Inc. ⁽¹⁾		6,718		349,000
Booz Allen Hamilton Holding Corp.		6,451		320,163
Broadcom, Inc.		73,684		18,180,053
Broadridge Financial Solutions, Inc.		5,541		731,135
Cadence Design Systems, Inc. ⁽¹⁾		13,553		614,222
CDK Global, Inc.		6,184		386,871
CDW Corp.		6,965		619,328
Ceridian HCM Holding, Inc. ⁽¹⁾		1,103		46,359
Cisco Systems, Inc.		1,329,068		64,659,158
Citrix Systems, Inc. ⁽¹⁾		6,543		727,320
Cognex Corp.		7,950		443,769
Cognizant Technology Solutions - Class A		25,151		1,940,400
Coherent, Inc. ⁽¹⁾		837		144,123
CoreLogic, Inc. ⁽¹⁾		2,418		119,473
Cypress Semiconductor Corp.		11,574		167,707
Dell Technologies, Inc. - VMware, Inc. ⁽¹⁾		690		67,013
DocuSign, Inc. ⁽¹⁾		1,173		61,665
DXC Technology Co.		320,225		29,947,442
EPAM Systems, Inc. ⁽¹⁾		2,471		340,257
Euronet Worldwide, Inc. ⁽¹⁾		1,170		117,257
F5 Networks, Inc. ⁽¹⁾		2,941		586,494
FactSet Research Systems, Inc.		1,783		398,875
Fair Isaac Corp. ⁽¹⁾		1,370		313,114
Fidelity National Information Services, Inc.		1,324		144,409
FireEye, Inc. ⁽¹⁾		5,870		99,790
First Data Corp. ⁽¹⁾		25,882		633,333
Fiserv, Inc. ⁽¹⁾		19,482		1,604,927
FleetCor Technologies, Inc. ⁽¹⁾		431,786		98,378,122
FLIR Systems, Inc.		566		34,792
Fortinet, Inc. ⁽¹⁾		6,800		627,436
Gartner, Inc. ⁽¹⁾		4,253		674,101
Genpact Ltd.		2,453		75,086
Global Payments, Inc.		7,651		974,737
GoDaddy, Inc. ⁽¹⁾		7,663		639,018
Guidewire Software, Inc. ⁽¹⁾		3,881		392,020
International Business Machines Corp.		31,655		4,786,553
Intuit, Inc.		11,681		2,656,259
IPG Photonics Corp. ⁽¹⁾		1,725		269,221
Jack Henry & Associates, Inc.		3,648		583,972
KLA-Tencor Corp.		7,467		759,469
Lam Research Corp.		7,542		1,144,121
Littelfuse, Inc.		941		186,214
LogMeIn, Inc.		1,595		142,115
Manhattan Associates, Inc. ⁽¹⁾		3,239		176,849
Marvell Technology Group Ltd.		7,105		137,127
Mastercard, Inc.		256,247		57,043,145
Maxim Integrated Products, Inc.		13,418		756,641
Microchip Technology, Inc.		11,060		872,745
Micron Technology, Inc. ⁽¹⁾		43,411		1,963,480
Microsoft Corp.		2,660,452		304,275,895
MKS Instruments, Inc.		2,538		203,421
Monolithic Power Systems, Inc.		1,993		250,181
Motorola Solutions, Inc.		185,566		24,149,559
National Instruments Corp.		4,277		206,707
NCR Corp. ⁽¹⁾		4,995		141,908
NetApp, Inc.		12,544		1,077,404
Nutanix, Inc. ⁽¹⁾		5,007		213,899
NVIDIA Corp.		155,735		43,764,650
NXP Semiconductors NV		862		73,701
Okta, Inc. ⁽¹⁾		4,029		283,480
ON Semiconductor Corp. ⁽¹⁾		19,918		367,089
Oracle Corp.		13,136		677,292
Palo Alto Networks, Inc. ⁽¹⁾		72,184		16,260,168
Paychex, Inc.		15,337		1,129,570
Paycom Software, Inc. ⁽¹⁾		2,334		362,727
PayPal Holdings, Inc. ⁽¹⁾		307,014		26,968,110
Pegasystems, Inc.		1,765		110,489
Pluralsight, Inc. - Class A ⁽¹⁾		923		29,536
Proofpoint, Inc. ⁽¹⁾		2,358		250,726
PTC, Inc. ⁽¹⁾		5,578		592,328
Pure Storage, Inc. ⁽¹⁾		7,746		201,009
RealPage, Inc. ⁽¹⁾		3,296		217,206
Red Hat, Inc. ⁽¹⁾		748,115		101,953,112
RingCentral, Inc. ⁽¹⁾		3,268		304,088
Sabre Corp.		9,838		256,575
Salesforce.com, Inc. ⁽¹⁾		815,445		129,680,218
ServiceNow, Inc. ⁽¹⁾		8,368		1,637,032
Skyworks Solutions, Inc.		5,980		542,446
Splunk, Inc. ⁽¹⁾		6,999		846,249
Square, Inc. ⁽¹⁾		191,880		18,998,039
SS&C Technologies Holdings, Inc.		9,030		513,175
Switch, Inc.		1,727		18,652
Synopsys, Inc. ⁽¹⁾		666		65,674
Tableau Software, Inc. ⁽¹⁾		3,343		373,547
Teradata Corp. ⁽¹⁾		4,006		151,066
Teradyne, Inc.		1,452		53,695
Texas Instruments, Inc.		46,943		5,036,514
The Western Union Co.		6,036		115,046
Total System Services, Inc.		8,669		855,977
Twilio, Inc. ⁽¹⁾		3,367		290,505
Tyler Technologies, Inc. ⁽¹⁾		1,823		446,744
Ubiquiti Networks, Inc.		904		89,369
Ultimate Software Group, Inc. ⁽¹⁾		1,454		468,464
Universal Display Corp.		2,000		235,800
VeriSign, Inc. ⁽¹⁾		5,086		814,370
Versum Materials, Inc.		5,077		182,823
Visa, Inc.		1,306,630		196,112,097
VMware, Inc. ⁽¹⁾		3,359		524,206
WEX, Inc. ⁽¹⁾		2,004		402,323
Workday, Inc. ⁽¹⁾		223,617		32,643,610
Worldpay, Inc. ⁽¹⁾		207,572		21,020,816
Xilinx, Inc.		12,235		980,880
Zebra Technologies Corp. ⁽¹⁾		2,555		451,801
Zendesk, Inc. ⁽¹⁾		4,828		342,788
				1,822,223,474
Materials - 2.66%
Avery Dennison Corp.		4,203		455,395
Axalta Coating Systems Ltd. ⁽¹⁾		4,073		118,769
Berry Global Group, Inc. ⁽¹⁾		3,118		150,880
Celanese Corp.		4,091		466,374
Chemours Co.		8,623		340,091
Crown Holdings, Inc. ⁽¹⁾		6,060		290,880
Eagle Materials, Inc.		1,934		164,854
Ecolab, Inc.		624,140		97,852,669
FMC Corp.		2,577		224,663
Graphic Packaging Holding Co.		2,552		35,754
International Flavors & Fragrances, Inc.		1,575		219,114
International Paper Co.		2,222		109,211
Lyondellbasell Industries NV		7,356		754,064
Martin Marietta Materials, Inc.		2,776		505,093
NewMarket Corp.		350		141,929
Packaging Corp. of America		4,441		487,133
Platform Specialty Products Corp. ⁽¹⁾		5,220		65,093
PPG Industries, Inc.		776		84,685
Praxair, Inc.		374,474		60,189,206
Royal Gold, Inc.		1,263		97,327
RPM International, Inc.		1,304		84,682
Scotts Miracle-Gro Co.		935		73,613
Sealed Air Corp.		4,295		172,444
Silgan Holdings, Inc.		1,258		34,972
Southern Copper Corp.		3,880		167,383
Steel Dynamics, Inc.		1,637		73,976
The Sherwin-Williams Co.		3,992		1,817,198
Vulcan Materials Co.		108,571		12,073,095
W.R. Grace & Co.		2,326		166,216
Westlake Chemical Corp.		1,583		131,563
				177,548,326
Real Estate - 2.02%
Alexandria Real Estate Equities, Inc.		352		44,278
American Tower Corp.		21,013		3,053,189
CBRE Group, Inc. ⁽¹⁾		7,464		329,162
Colony Capital, Inc.		3,149		19,177
CoreSite Realty Corp.		1,761		195,718
Crown Castle International Corp.		14,956		1,665,051
Equinix, Inc.		210,374		91,068,801
Equity Lifestyle Properties, Inc.		4,057		391,298
Extra Space Storage, Inc.		5,012		434,240
Gaming and Leisure Properties, Inc.		3,354		118,229
Hudson Pacific Properties, Inc.		1,076		35,207
Lamar Advertising Co.		3,634		282,725
Life Storage, Inc.		196		18,651
Omega Healthcare Investors, Inc.		738		24,184
Prologis, Inc.		475,670		32,245,669
Public Storage		7,095		1,430,565
SBA Communications Corp. ⁽¹⁾		5,489		881,698
Simon Property Group, Inc.		13,549		2,394,786
Taubman Centers, Inc.		2,772		165,849
The Howard Hughes Corp. ⁽¹⁾		728		90,432
				134,888,909
Total Common Stocks (Cost $4,890,048,582)			$	6,453,190,596

RIGHTS - 0.00% ⁽²⁾
Consumer Staples - 0.00% ⁽²⁾
Herbalife Ltd., expires 8/21/2019 - CVR ⁽¹⁾⁽⁴⁾		93,853	$	–
Total Rights (Cost $0)			$	–

SHORT-TERM INVESTMENTS - 2.98%
Money Market Funds - 2.98%
Goldman Sachs Financial Square Government Fund - Class I, 1.93% ⁽³⁾		99,336,984	$	99,336,984
JPMorgan U.S. Government Money Market Fund - Class I, 1.94% ⁽³⁾		99,336,984		99,336,984
Total Short-Term Investments (Cost $198,673,968)			$	198,673,968
TOTAL INVESTMENTS IN SECURITIES - 99.84%
(Cost $5,088,722,550)			$	6,651,864,564
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.16%				10,586,347
TOTAL NET ASSETS - 100.00%			$	6,662,450,911

Percentages are stated as a percent of net assets.

ADR	American Depositary Receipt
CVR	Contingent Value Right

⁽¹⁾	Non-income producing security.
⁽²⁾	Amount calculated is less than 0.005%.
⁽³⁾	Represents annualized seven-day yield as of the close of the reporting period.
⁽⁴⁾	Security is categorized as Level 3 per the Trust's fair value hierarchy. The value of this security totals $0, which represents 0.00% of total net assets.
⁽⁵⁾	Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities total $7,511,513, which represents 0.11% of total net assets.

	For presentation purposes, the Fund has grouped some of the industry categories. For purposes of categorizing securities for compliance with section 8(b)(1) of the Investment Company Act of 1940, as amended, the Fund uses more specific industry classifications.

	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 this Schedule of Investments.

Bridge Builder Large Cap Value Fund
Schedule of Investments
September 30, 2018 (Unaudited)


	Shares		Value
COMMON STOCKS - 95.83%
Communication Services - 4.57%
Alphabet, Inc. - Class C ⁽¹⁾		79,246	$	94,577,724
AT&T, Inc.		429,180		14,411,864
CBS Corp.		1,000,412		57,473,669
CenturyLink, Inc.		56,260		1,192,712
Charter Communications, Inc. ⁽¹⁾		3,023		985,135
Cinemark Holdings, Inc.		6,579		264,476
Comcast Corp. - Class A		3,082,515		109,151,856
Discovery Communications, Inc. - Class A ⁽¹⁾		9,295		297,440
Discovery Communications, Inc. - Class C ⁽¹⁾		20,324		601,184
DISH Network Corp. ⁽¹⁾		13,070		467,383
Facebook, Inc. ⁽¹⁾		307,417		50,557,800
GCI Liberty, Inc. ⁽¹⁾		350,663		17,883,813
Interpublic Group of Companies, Inc.		20,544		469,841
John Wiley & Sons, Inc.		2,751		166,711
Liberty Broadband Corp. - Class A ⁽¹⁾		1,502		126,664
Liberty Broadband Corp. - Class C ⁽¹⁾		6,130		516,759
Liberty Media Group LLC - Class A ⁽¹⁾		1,332		47,393
Liberty Media Group LLC - Class C ⁽¹⁾		11,869		441,408
Liberty SiriusXM Group - Class A ⁽¹⁾		5,056		219,633
Liberty SiriusXM Group - Class C ⁽¹⁾		9,859		428,373
Lions Gate Entertainment Corp. - Class A		2,447		59,670
Lions Gate Entertainment Corp. - Class B		5,778		134,616
News Corp. - Class A		22,489		296,630
News Corp. - Class B		6,506		88,482
Omnicom Group, Inc.		4,463		303,573
Sprint Corp. ⁽¹⁾		38,418		251,254
Take-Two Interactive Software, Inc. ⁽¹⁾		2,660		367,053
Telephone & Data Systems, Inc.		6,100		185,623
The Madison Square Garden Co. ⁽¹⁾		965		304,284
T-Mobile U.S., Inc. ⁽¹⁾		6,279		440,660
Tribune Media Co.		5,157		198,183
Twenty-First Century Fox, Inc. - Class A		61,596		2,853,743
Twenty-First Century Fox, Inc. - Class B		28,831		1,321,036
United States Cellular Corp. ⁽¹⁾		756		33,854
Verizon Communications, Inc.		244,242		13,040,080
Viacom, Inc. - Class A		447		16,338
Viacom, Inc. - Class B		20,805		702,377
Walt Disney Co.		24,957		2,918,472
Zillow Group, Inc. - Class A ⁽¹⁾		823		36,377
Zillow Group, Inc. - Class C ⁽¹⁾		2,230		98,677
Zynga, Inc. ⁽¹⁾		47,755		191,497
				374,124,317
Consumer Discretionary - 11.60%
Adient Plc		5,568		218,878
Advance Auto Parts, Inc.		297,190		50,025,993
Aptiv Plc		2,126		178,371
Aramark		14,395		619,273
AutoNation, Inc. ⁽¹⁾		1,208,835		50,227,094
AutoZone, Inc. ⁽¹⁾		195		151,261
Best Buy, Inc.		10,675		847,168
Borgwarner, Inc.		12,476		533,723
Bright Horizons Family Solutions, Inc. ⁽¹⁾		475		55,974
Brunswick Corp.		4,646		311,375
Caesars Entertainment Corp. ⁽¹⁾		34,825		356,956
CarMax, Inc. ⁽¹⁾		4,077		304,430
Carnival Corp.		435,288		27,758,316
Columbia Sportswear Co.		1,578		146,864
D. R. Horton, Inc.		8,495		358,319
Darden Restaurants, Inc.		3,707		412,181
Dick's Sporting Goods, Inc.		4,449		157,851
Dollar General Corp.		484,590		52,965,687
Dollar Tree, Inc. ⁽¹⁾		11,569		943,452
eBay, Inc. ⁽¹⁾		43,478		1,435,644
Expedia Group, Inc.		265,971		34,703,896
Extended Stay America, Inc.		4,059		82,114
Foot Locker, Inc.		6,828		348,091
Ford Motor Co.		230,143		2,128,823
Gap, Inc.		11,857		342,074
Garmin Ltd.		6,705		469,685
General Motors Co.		76,977		2,591,816
Gentex Corp.		4,723		101,356
Genuine Parts Co.		8,420		836,948
Goodyear Tire & Rubber Co.		14,262		333,588
Graham Holdings Co.		264		152,935
H&R Block, Inc.		10,112		260,384
Hanesbrands, Inc.		935,212		17,235,957
Harley-Davidson, Inc.		9,708		439,772
Hasbro, Inc.		1,564		164,408
Hyatt Hotels Corp.		2,501		199,055
International Game Technology Plc		5,479		108,210
Kohl's Corp.		9,840		733,572
L Brands, Inc.		10,920		330,876
Las Vegas Sands Corp.		8,104		480,810
Lear Corp.		3,498		507,210
Leggett & Platt, Inc.		7,562		331,140
Lennar Corp. - Class A		511,200		23,867,928
Lennar Corp. - Class B		389		14,977
Liberty Expedia Holdings, Inc. ⁽¹⁾		510,323		24,005,594
LKQ Corp. ⁽¹⁾		15,556		492,659
Lowes Companies, Inc.		474,635		54,497,591
Macy's, Inc.		18,021		625,869
Mattel, Inc. ⁽¹⁾		15,985		250,965
McDonald's Corp.		479,120		80,151,985
MGM Resorts International		26,942		751,951
Michael Kors Holdings Ltd. ⁽¹⁾		3,918		268,618
Michelin		522,736		62,391,513
Mohawk Industries, Inc. ⁽¹⁾		3,667		643,008
Newell Brands, Inc.		26,273		533,342
Nike, Inc.		1,082,642		91,721,430
Norwegian Cruise Line Holdings Ltd. ⁽¹⁾		749,917		43,067,733
O'Reilly Automotive, Inc. ⁽¹⁾		140,555		48,817,563
Penske Automotive Group, Inc.		2,086		98,856
Pulte Group, Inc.		10,290		254,883
PVH Corp.		4,512		651,533
Qurate Retail, Inc. ⁽¹⁾		2,219,750		49,300,648
Ralph Lauren Corp.		3,330		458,042
Royal Caribbean Cruises Ltd.		362,755		47,136,385
Service Corp. International		5,653		249,863
Skechers USA, Inc. ⁽¹⁾		4,128		115,295
Starbucks Corp.		661,100		37,576,924
Tapestry, Inc.		13,638		685,582
Target Corp.		31,644		2,791,317
The Michaels Companies, Inc. ⁽¹⁾		4,919		79,835
Thor Industries, Inc.		468		39,172
Tiffany & Co.		6,021		776,528
TJX Companies, Inc.		765,148		85,711,879
Toll Brothers, Inc.		4,082		134,828
Under Armour, Inc. - Class A ⁽¹⁾		2,637		55,957
Under Armour, Inc. - Class C ⁽¹⁾		2,455		47,774
VF Corp.		405,963		37,937,242
Visteon Corp. ⁽¹⁾		583		54,161
Whirlpool Corp.		3,723		442,106
Williams-Sonoma, Inc.		3,837		252,168
Yum China Holdings, Inc.		20,154		707,607
Yum! Brands, Inc.		13,293		1,208,467
				949,761,308
Consumer Staples - 7.08%
Altria Group, Inc.		472,900		28,520,599
Archer-Daniels-Midland Co.		32,755		1,646,594
Bunge Ltd.		8,226		565,208
Campbell Soup Co.		3,237		118,571
Casey's General Stores, Inc.		2,227		287,528
Church & Dwight Co., Inc.		2,189		129,961
Clorox Co.		984		148,003
Coca Cola Co.		1,641,417		75,817,051
Coca-Cola European Partners Plc		1,039,180		47,251,515
Colgate Palmolive Co.		1,037,050		69,430,497
Conagra Brands, Inc.		23,027		782,227
Costco Wholesale Corp.		298,653		70,147,617
Coty, Inc.		27,432		344,546
CVS Health Corp.		642,268		50,559,337
Diageo Plc - ADR		391,056		55,400,904
Energizer Holdings, Inc.		1,344		78,826
Flowers Foods, Inc.		10,825		201,994
General Mills, Inc.		33,128		1,421,854
Herbalife Ltd. ⁽¹⁾		5,239		285,787
Hormel Foods Corp.		15,832		623,781
Ingredion, Inc.		4,125		432,960
Kellogg Co.		7,339		513,877
Kimberly-Clark Corp.		2,666		302,964
Kraft Heinz Co.		35,541		1,958,664
Kroger Co.		46,735		1,360,456
Lamb Weston Holdings, Inc.		8,583		571,628
McCormick & Co., Inc.		6,748		889,049
Molson Coors Brewing Co.		10,218		628,407
Mondelez International, Inc.		85,429		3,670,030
Nu Skin Enterprises, Inc.		2,328		191,874
PepsiCo, Inc.		653,357		73,045,313
Philip Morris International, Inc.		426,157		34,748,842
Pilgrim's Pride Corp. ⁽¹⁾		2,838		51,339
Pinnacle Foods, Inc.		6,978		452,244
Post Holdings, Inc. ⁽¹⁾		1,734		170,001
Procter & Gamble Co.		516,611		42,997,534
Seaboard Corp.		15		55,651
Spectrum Brands Holdings, Inc.		1,309		97,808
The Hain Celestial Group, Inc. ⁽¹⁾		5,930		160,822
The Hershey Co.		744		75,888
The J. M. Smucker Co.		6,485		665,426
TreeHouse Foods, Inc. ⁽¹⁾		3,427		163,982
Tyson Foods, Inc.		17,218		1,024,988
U.S. Foods Holding Corp. ⁽¹⁾		11,938		367,929
Walgreens Boots Alliance, Inc.		49,897		3,637,491
Walmart, Inc.		84,250		7,911,917
				579,909,484
Energy - 9.67%
Anadarko Petroleum Corp.		20,159		1,358,918
Andeavor		8,265		1,268,677
Antero Resources Corp. ⁽¹⁾		6,639		117,577
Apache Corp.		884,006		42,140,566
Apergy Corp. ⁽¹⁾		4,765		207,563
Baker Hughes a GE Co.		24,264		820,851
BP Plc - ADR		989,166		45,600,553
Cabot Oil & Gas Corp.		6,776		152,596
Centennial Resource Development, Inc. ⁽¹⁾		10,660		232,921
Cheniere Energy, Inc. ⁽¹⁾		4,149		288,314
Chesapeake Energy Corp. ⁽¹⁾		53,935		242,168
Chevron Corp.		461,881		56,478,809
Cimarex Energy Co.		4,902		455,592
CNX Resources Corp. ⁽¹⁾		13,074		187,089
Concho Resources, Inc. ⁽¹⁾		9,999		1,527,347
ConocoPhillips		753,157		58,294,352
Continental Resources, Inc. ⁽¹⁾		2,794		190,774
Devon Energy Corp.		1,180,488		47,148,691
Diamondback Energy, Inc.		4,280		578,613
Energen Corp. ⁽¹⁾		5,146		443,431
EOG Resources, Inc.		344,554		43,954,754
EQT Corp.		15,564		688,396
Extraction Oil & Gas, Inc. ⁽¹⁾		5,932		66,972
Exxon Mobil Corp.		687,759		58,473,270
Helmerich & Payne, Inc.		6,246		429,537
Hess Corp.		1,411,343		101,023,932
HollyFrontier Corp.		9,408		657,619
Kinder Morgan, Inc.		111,843		1,982,976
Kosmos Energy Ltd. ⁽¹⁾		4,670,636		43,670,447
Marathon Oil Corp.		50,120		1,166,794
Marathon Petroleum Corp.		26,345		2,106,810
Murphy Oil Corp.		9,722		324,131
Nabors Industries Ltd.		21,414		131,910
National Oilwell Varco, Inc.		22,501		969,343
Newfield Exploration Co. ⁽¹⁾		7,700		221,991
Noble Energy, Inc.		28,087		876,034
Occidental Petroleum Corp.		1,165,742		95,789,020
ONEOK, Inc.		14,297		969,194
Parsley Energy, Inc. ⁽¹⁾		1,337,180		39,112,515
Patterson-UTI Energy, Inc.		12,871		220,223
PBF Energy, Inc.		6,993		349,021
Phillips 66		443,835		50,029,081
Pioneer Natural Resources Co.		4,461		777,062
QEP Resources, Inc. ⁽¹⁾		13,903		157,382
Range Resources Corp.		12,990		220,700
RPC, Inc.		1,929		29,861
Schlumberger Ltd.		702,471		42,794,533
SM Energy Co.		6,915		218,030
Targa Resources Corp.		13,094		737,323
The Williams Companies, Inc.		71,641		1,947,919
Transocean Ltd. ⁽¹⁾		24,939		347,899
Valero Energy Corp.		25,383		2,887,316
Vermilion Energy, Inc.		1,217,526		40,105,306
Weatherford International Plc ⁽¹⁾		61,299		166,120
Whiting Petroleum Corp. ⁽¹⁾		5,304		281,324
WPX Energy, Inc. ⁽¹⁾		22,957		461,895
				792,082,042
Financials - 18.31%
Affiliated Managers Group, Inc.		3,096		423,285
Aflac, Inc.		45,015		2,118,856
AGNC Investment Corp.		28,088		523,279
Alleghany Corp.		743		484,830
Allstate Corp.		20,392		2,012,690
Ally Financial, Inc.		24,905		658,737
American Express Co.		995,897		106,053,072
American Financial Group, Inc.		4,175		463,300
American International Group, Inc.		748,332		39,841,196
American National Insurance Co.		397		51,328
Ameriprise Financial, Inc.		7,072		1,044,252
Annaly Capital Management, Inc.		74,958		766,820
Arch Capital Group Ltd. ⁽¹⁾		19,430		579,208
Arthur J. Gallagher & Co.		10,686		795,466
Aspen Insurance Holdings Ltd.		3,478		145,380
Associated Banc Corp.		9,993		259,818
Assurant, Inc.		3,043		328,492
Assured Guaranty Ltd.		6,518		275,255
Athene Holding Ltd. ⁽¹⁾		9,356		483,331
AXA Equitable Holdings, Inc.		8,584		184,127
Axis Capital Holdings Ltd.		4,351		251,096
Bank of America Corp.		2,540,648		74,847,490
Bank of Hawaii Corp.		2,600		205,166
Bank of New York Mellon Corp.		767,916		39,156,037
Bank OZK		7,259		275,552
BankUnited, Inc.		6,175		218,595
BB&T Corp.		45,860		2,226,044
Berkshire Hathaway, Inc. ⁽¹⁾		701,936		150,291,517
BGC Partners, Inc.		16,315		192,843
BlackRock, Inc.		97,111		45,771,328
BOK Financial Corp.		1,526		148,449
Brighthouse Financial, Inc. ⁽¹⁾		7,033		311,140
Brown & Brown, Inc.		12,717		376,042
Capital One Financial Corp.		25,933		2,461,820
CBOE Holdings, Inc.		438		42,030
Chimera Investment Corp.		11,246		203,890
Chubb Ltd.		833,632		111,406,580
Cincinnati Financial Corp.		9,099		698,894
CIT Group, Inc.		6,664		343,929
Citigroup, Inc.		1,243,200		89,187,168
Citizens Financial Group, Inc.		28,266		1,090,220
CME Group, Inc.		18,232		3,103,269
CNA Financial Corp.		1,515		69,160
Comerica, Inc.		9,504		857,261
Commerce Bancshares, Inc.		5,589		368,986
Credit Acceptance Corp. ⁽¹⁾		44		19,275
Cullen/Frost Bankers, Inc.		3,342		349,038
Discover Financial Services		10,916		834,528
E*TRADE Financial Corp. ⁽¹⁾		660,298		34,593,012
East West Bancorp, Inc.		8,051		486,039
Erie Indemnity Co.		313		39,917
Everest Re Group Ltd.		1,428		326,255
F.N.B. Corp.		19,020		241,934
Fifth Third Bancorp		39,621		1,106,218
First American Financial Corp.		6,233		321,560
First Citizens Bancshares, Inc.		477		215,738
First Hawaiian, Inc.		6,000		162,960
First Horizon National Corp.		18,998		327,905
First Republic Bank		9,459		908,064
FNF Group		566,563		22,294,254
Franklin Resources, Inc.		18,569		564,683
Hanover Insurance Group, Inc.		2,548		314,347
Harford Financial Services Group, Inc.		21,063		1,052,307
Huntington Bancshares, Inc.		64,553		963,131
Interactive Brokers Group, Inc.		339		18,750
Intercontinental Exchange, Inc.		16,339		1,223,628
Invesco Ltd.		24,050		550,264
Jefferies Financial Group, Inc.		1,535,859		33,727,464
JPMorgan Chase & Co.		670,689		75,680,547
KeyCorp		1,918,141		38,151,825
Lazard Ltd.		494		23,776
Legg Mason, Inc.		5,227		163,239
Lincoln National Corp.		12,772		864,154
Loews Corp.		16,537		830,654
M&T Bank Corp.		8,563		1,408,956
Markel Corp. ⁽¹⁾		728		865,221
Marsh & McLennan Companies, Inc.		648,364		53,632,670
Mercury General Corp.		1,465		73,484
MetLife, Inc.		49,795		2,326,422
MFA Financial, Inc.		26,783		196,855
Morgan Stanley		72,679		3,384,661
Nasdaq OMX Group, Inc.		6,848		587,558
Navient Corp.		2,066,713		27,859,291
New Residential Investment Corp.		19,891		354,458
New York Community Bancorp, Inc.		2,793,466		28,968,242
Northern Trust Corp.		8,926		911,612
Oaktree Capital Group LLC		1,090,709		45,155,353
Old Republic International Corp.		16,292		364,615
OneMain Holdings, Inc. ⁽¹⁾		4,535		152,421
PacWest Bancorp		7,220		344,033
People's United Financial, Inc.		20,378		348,871
Pinnacle Financial Partners, Inc.		2,507		150,796
PNC Financial Services Group, Inc.		645,077		87,853,037
Popular, Inc.		5,868		300,735
Principal Financial Group, Inc.		16,545		969,372
Prosperity Bancshares, Inc.		3,959		274,557
Prudential Financial, Inc.		24,788		2,511,520
Raymond James Financial, Inc.		5,507		506,919
Regions Financial Corp.		64,932		1,191,502
Reinsurance Group of America, Inc.		3,744		541,233
RenaissanceRe Holdings Ltd.		2,144		286,396
Santander Consumer USA Holdings, Inc.		5,925		118,737
Signature Bank		1,290		148,144
SLM Corp. ⁽¹⁾		4,134,311		46,097,568
Starwood Property Trust, Inc.		15,318		329,643
State Street Corp.		426,218		35,708,544
Sterling Bancorp		13,152		289,344
SunTrust Banks, Inc.		27,515		1,837,727
SVB Financial Group ⁽¹⁾		733		227,838
Synchrony Financial		1,792,654		55,715,686
Synovus Financial Corp.		6,497		297,498
T. Rowe Price Group, Inc.		974		106,341
TCF Financial Corp.		10,053		239,362
Texas Capital Bancshares, Inc. ⁽¹⁾		971		80,253
TFS Financial Corp.		2,652		39,807
The Goldman Sachs Group, Inc.		214,504		48,100,377
Torchmark Corp.		6,210		538,345
Travelers Companies, Inc.		12,756		1,654,581
Two Harbors Investment Corp.		14,198		211,976
U.S. Bancorp		90,767		4,793,405
Umpqua Holdings Corp.		12,919		268,715
Unum Group		12,512		488,844
Voya Financial, Inc.		9,033		448,669
W.R. Berkley Corp.		5,573		445,450
Webster Financial Corp.		5,279		311,250
Wells Fargo & Co.		1,943,067		102,127,602
Western Alliance Bancorp ⁽¹⁾		2,463		140,120
White Mountains Insurance Group Ltd.		192		179,687
Willis Towers Watson Plc		268,027		37,775,725
Wintrust Financial Corp.		3,256		276,565
Zions Bancorp		11,464		574,920
				1,499,046,207
Healthcare - 11.77%
Abbott Laboratories		101,013		7,410,314
Acadia Healthcare Co., Inc. ⁽¹⁾		5,305		186,736
Aetna, Inc.		12,007		2,435,620
Agilent Technologies, Inc.		18,987		1,339,343
Agios Pharmaceuticals, Inc. ⁽¹⁾		176		13,573
Alexion Pharmaceuticals, Inc. ⁽¹⁾		2,153		299,288
Allergan Plc		315,472		60,091,107
Alnylam Pharmaceuticals, Inc. ⁽¹⁾		551		48,223
Amgen, Inc.		186,341		38,626,626
Anthem, Inc.		229,577		62,915,577
Baxter International, Inc.		444,426		34,260,800
Becton Dickinson and Co.		14,206		3,707,766
Biogen, Inc. ⁽¹⁾		617		217,992
Bio-Rad Laboratories, Inc. ⁽¹⁾		1,216		380,596
Bluebird Bio, Inc. ⁽¹⁾		999		145,854
Boston Scientific Corp. ⁽¹⁾		18,760		722,260
Bristol Myers Squibb Co.		45,140		2,802,291
Bruker Corp.		3,526		117,945
Cardinal Health, Inc.		1,196,949		64,635,246
Catalent, Inc. ⁽¹⁾		6,636		302,270
Centene Corp. ⁽¹⁾		1,433		207,470
Cerner Corp. ⁽¹⁾		10,322		664,840
Charles River Laboratories International, Inc. ⁽¹⁾		788		106,017
Cigna Corp.		197,008		41,026,916
Danaher Corp.		613,042		66,613,144
DaVita, Inc. ⁽¹⁾		3,664		262,452
Dentsply Sirona, Inc.		13,061		492,922
Eli Lilly & Co.		21,584		2,316,179
Envision Healthcare Corp. ⁽¹⁾		5,739		262,444
Express Scripts Holding Co. ⁽¹⁾		412,023		39,146,305
Gilead Sciences, Inc.		19,474		1,503,587
HCA Healthcare, Inc.		4,669		649,551
Henry Schein, Inc. ⁽¹⁾		7,614		647,418
Hill-Rom Holdings, Inc.		1,367		129,045
Hologic, Inc. ⁽¹⁾		15,951		653,672
Humana, Inc.		414		140,147
Integra LifeSciences Holdings Corp. ⁽¹⁾		878		57,834
IQVIA Holdings, Inc. ⁽¹⁾		9,632		1,249,656
Jazz Pharmaceuticals Plc ⁽¹⁾		255		42,873
Johnson & Johnson		616,051		85,119,767
Laboratory Corp. of America Holdings ⁽¹⁾		5,653		981,813
McKesson Corp.		10,305		1,366,958
MEDNAX, Inc. ⁽¹⁾		5,515		257,330
Medtronic Plc		1,684,780		165,731,809
Merck & Co., Inc.		979,722		69,501,479
Molina Healthcare, Inc. ⁽¹⁾		561		83,421
Mylan ⁽¹⁾		30,271		1,107,919
PerkinElmer, Inc.		6,573		639,356
Perrigo Co. Plc		7,678		543,602
Pfizer, Inc.		1,375,583		60,621,943
Premier, Inc. ⁽¹⁾		1,928		88,264
QIAGEN NV ⁽¹⁾		13,251		501,948
Quest Diagnostics, Inc.		8,023		865,762
STERIS Plc		4,932		564,221
Teleflex, Inc.		2,157		573,956
Teva Pharmaceutical Industries Ltd. - ADR		899,046		19,365,451
The Cooper Companies, Inc.		2,398		664,606
Thermo Fisher Scientific, Inc.		22,275		5,436,882
United Therapeutics Corp. ⁽¹⁾		2,479		317,014
UnitedHealth Group, Inc.		413,330		109,962,313
Universal Health Services, Inc.		4,970		635,365
Waters Corp. ⁽¹⁾		301		58,599
WellCare Health Plans, Inc. ⁽¹⁾		200		64,098
West Pharmaceutical Services, Inc.		3,262		402,759
Zimmer Holdings, Inc.		11,946		1,570,541
				963,859,075
Industrials - 11.94%
3M Co.		177,480		37,396,811
Acuity Brands, Inc.		2,370		372,564
ADT, Inc.		5,960		55,964
AECOM ⁽¹⁾		9,386		306,547
AGCO Corp.		3,975		241,640
Air Lease Corp.		1,550,795		71,150,475
Alaska Air Group, Inc.		7,204		496,067
Allegion Plc		876		79,339
AMERCO		78,924		28,148,245
American Airlines Group, Inc.		24,324		1,005,311
AMETEK, Inc.		10,868		859,876
Arconic, Inc.		25,689		565,415
Canadian National Railway Co.		767,494		68,920,961
Carlisle Companies, Inc.		3,436		418,505
Caterpillar, Inc.		2,755		420,110
Clean Harbors, Inc. ⁽¹⁾		3,174		227,195
Colfax Corp. ⁽¹⁾		5,052		182,175
Copa Holdings SA		1,943		155,129
Crane Co.		2,982		293,280
CSX Corp.		25,586		1,894,643
Cummins, Inc.		5,761		841,509
Curtiss-Wright Corp.		2,392		328,709
Delta Air Lines, Inc.		28,241		1,633,177
Donaldson Co., Inc.		388		22,605
Dover Corp.		8,532		755,338
Dun & Bradstreet Corp.		1,233		175,715
Eaton Corp. Plc		25,752		2,233,471
Emerson Electric Co.		10,656		816,036
Equifax, Inc.		5,216		681,053
Flowserve Corp.		7,600		415,644
Fluor Corp.		8,475		492,397
Fortive Corp.		1,486		125,121
Fortune Brands Home & Security, Inc.		4,889		255,988
Gardner Denver Holdings, Inc. ⁽¹⁾		4,200		119,028
Gates Industrial Corp. Plc ⁽¹⁾		2,382		46,449
General Dynamics Corp.		318,470		65,197,178
General Electric Co.		3,660,376		41,325,645
Genesee & Wyoming, Inc. ⁽¹⁾		2,837		258,139
GrafTech International Ltd.		3,363		65,612
HD Supply Holdings, Inc. ⁽¹⁾		7,548		322,979
Hexcel Corp.		4,150		278,257
Honeywell International, Inc.		351,352		58,464,973
Hubbell, Inc.		1,038		138,646
Huntington Ingalls Industries, Inc.		337		86,299
IDEX Corp.		269		40,528
IHS Markit Ltd. ⁽¹⁾		22,599		1,219,442
Ingersoll-Rand Plc		6,699		685,308
ITT, Inc.		5,345		327,435
Jacobs Engineering Group, Inc.		535,498		40,965,597
JetBlue Airways Corp. ⁽¹⁾		18,352		355,295
Johnson Controls International Plc		941,515		32,953,013
Kansas City Southern		6,005		680,246
KAR Auction Services, Inc.		462		27,577
Kirby Corp. ⁽¹⁾		3,444		283,269
Knight-Swift Transportation Holdings, Inc.		7,669		264,427
L3 Technologies, Inc.		4,613		980,816
Lennox International, Inc.		121		26,426
Lockheed Martin Corp.		184,272		63,750,741
Macquarie Infrastructure Corp.		4,805		221,655
ManpowerGroup, Inc.		3,820		328,367
Masco Corp.		5,781		211,585
MSC Industrial Direct Co., Inc.		1,445		127,319
Nielsen Holdings Plc		1,072,538		29,666,401
Nordson Corp.		205		28,475
Norfolk Southern Corp.		16,688		3,012,184
Northrop Grumman Corp.		180,776		57,372,879
nVent Electric Plc		9,455		256,798
Oshkosh Corp.		4,279		304,836
Owens Corning		638,690		34,661,706
PACCAR, Inc.		20,244		1,380,438
Parker-Hannifin Corp.		6,408		1,178,623
Pentair Plc		9,153		396,783
Quanta Services, Inc. ⁽¹⁾		6,468		215,902
Regal-Beloit Corp.		2,543		209,670
Republic Services, Inc.		12,010		872,647
Rockwell Collins, Inc.		8,398		1,179,667
Roper Technologies, Inc.		4,859		1,439,284
Ryder System, Inc.		3,127		228,490
Schneider National, Inc.		2,128		53,157
Sensata Technologies Holding Plc ⁽¹⁾		4,646		230,209
Snap-on, Inc.		3,355		615,978
Southwest Airlines Co.		8,952		559,052
Spirit AeroSystems Holdings, Inc.		471,352		43,208,838
Stanley Black & Decker, Inc.		313,675		45,934,567
Stericycle, Inc. ⁽¹⁾		4,804		281,899
Teledyne Technologies, Inc. ⁽¹⁾		2,045		504,461
Terex Corp.		3,881		154,891
Textron, Inc.		12,201		872,005
The Middleby Corp. ⁽¹⁾		1,332		172,294
The Timken Co.		4,209		209,819
Trinity Industries, Inc.		8,547		313,162
Union Pacific Corp.		467,404		76,107,393
United Continental Holdings, Inc. ⁽¹⁾		14,407		1,283,087
United Parcel Service, Inc.		437,640		51,094,470
United Technologies Corp.		643,899		90,023,519
Univar, Inc. ⁽¹⁾		5,769		176,878
USG Corp. ⁽¹⁾		4,955		214,601
Valmont Industries, Inc.		1,355		187,668
Wabtec Corp.		3,180		333,518
Waste Management, Inc.		3,810		344,272
Watsco, Inc.		337		60,020
WESCO International, Inc. ⁽¹⁾		2,965		182,199
Xylem, Inc.		4,657		371,955
				977,613,961
Information Technology - 10.66%
Accenture Plc		360,966		61,436,413
Akamai Technologies, Inc. ⁽¹⁾		561		41,037
Amdocs Ltd.		8,419		555,486
Analog Devices, Inc.		18,270		1,689,244
Apple, Inc.		358,348		80,893,478
ARRIS International Plc ⁽¹⁾		10,421		270,842
Arrow Electronics, Inc. ⁽¹⁾		5,121		377,520
Aspen Technology, Inc. ⁽¹⁾		207		23,579
Autodesk, Inc. ⁽¹⁾		2,074		323,772
Automatic Data Processing, Inc.		204,874		30,866,317
Avnet, Inc.		6,854		306,854
Booz Allen Hamilton Holding Corp.		388		19,256
Broadcom, Inc.		208,889		51,539,183
CA, Inc.		18,761		828,298
Cisco Systems, Inc.		1,453,339		70,704,942
Cognizant Technology Solutions - Class A		3,378		260,613
Coherent, Inc. ⁽¹⁾		376		64,743
CommScope Holding Co., Inc. ⁽¹⁾		10,997		338,268
Conduent, Inc. ⁽¹⁾		11,394		256,593
CoreLogic, Inc. ⁽¹⁾		1,633		80,687
Corning, Inc.		46,995		1,658,924
Cypress Semiconductor Corp.		6,539		94,750
Dell Technologies, Inc. - VMware, Inc. ⁽¹⁾		10,972		1,065,601
Dolby Laboratories, Inc.		3,668		256,650
DXC Technology Co.		16,559		1,548,598
EchoStar Corp. ⁽¹⁾		2,927		135,725
Euronet Worldwide, Inc. ⁽¹⁾		1,561		156,443
Fidelity National Information Services, Inc.		17,750		1,935,993
FireEye, Inc. ⁽¹⁾		3,395		57,715
First Solar, Inc. ⁽¹⁾		4,865		235,563
FLIR Systems, Inc.		7,124		437,912
Genpact Ltd.		5,972		182,803
Hewlett Packard Enterprise Co.		1,456,675		23,758,369
HP, Inc.		95,049		2,449,413
Intel Corp.		272,560		12,889,362
International Business Machines Corp.		15,224		2,302,021
Jabil, Inc.		9,871		267,307
Juniper Networks, Inc.		20,291		608,121
Keysight Technologies, Inc. ⁽¹⁾		10,978		727,622
Leidos Holdings, Inc.		8,499		587,791
Littelfuse, Inc.		218		43,140
LogMeIn, Inc.		935		83,309
Marvell Technology Group Ltd.		23,594		455,364
Microchip Technology, Inc.		389,711		30,752,095
Micron Technology, Inc. ⁽¹⁾		14,827		670,625
Microsoft Corp.		1,108,563		126,786,350
Motorola Solutions, Inc.		8,467		1,101,895
National Instruments Corp.		1,114		53,840
NCR Corp. ⁽¹⁾		1,126		31,990
Nuance Communications, Inc. ⁽¹⁾		17,363		300,727
NXP Semiconductors NV		277,860		23,757,030
Oracle Corp.		2,167,841		111,773,882
Pluralsight, Inc. - Class A ⁽¹⁾		270		8,640
Qorvo, Inc. ⁽¹⁾		7,327		563,373
QUALCOMM, Inc.		593,897		42,778,401
Sabre Corp.		2,887		75,293
Samsung Electronic Co. Ltd.		1,273,972		53,316,842
Skyworks Solutions, Inc.		3,110		282,108
SS&C Technologies Holdings, Inc.		763		43,361
Symantec Corp.		36,840		783,955
Synopsys, Inc. ⁽¹⁾		7,887		777,737
Teradata Corp. ⁽¹⁾		1,886		71,121
Teradyne, Inc.		9,179		339,439
Texas Instruments, Inc.		323,881		34,749,192
The Western Union Co.		18,911		360,444
Trimble, Inc. ⁽¹⁾		14,829		644,468
Versum Materials, Inc.		661,873		23,834,047
Visa, Inc.		418,605		62,828,424
Western Digital Corp.		17,664		1,034,051
Worldpay, Inc. ⁽¹⁾		16,073		1,627,713
Xerox Corp.		12,950		349,391
				872,512,055
Materials - 6.02%
Air Products & Chemicals, Inc.		283,723		47,395,927
Albemarle Corp.		6,411		639,690
Alcoa Corp. ⁽¹⁾		11,074		447,390
AptarGroup, Inc.		3,661		394,436
Ardagh Group SA		991		16,540
Ashland Global Holdings, Inc.		3,639		305,167
Axalta Coating Systems Ltd. ⁽¹⁾		7,772		226,632
Ball Corp.		20,001		879,844
Bemis, Inc.		5,325		258,795
Berry Global Group, Inc. ⁽¹⁾		3,867		187,124
Cabot Corp.		3,655		229,242
Celanese Corp.		301,439		34,364,046
CF Industries Holdings, Inc.		13,734		747,679
Domtar Corp.		3,852		200,959
DowDuPont, Inc.		1,417,993		91,191,130
Eagle Materials, Inc.		306		26,083
Eastman Chemical Co.		8,271		791,700
Ecolab, Inc.		362,849		56,887,466
FMC Corp.		4,685		408,438
Freeport-McMoRan, Inc.		85,702		1,192,972
Graphic Packaging Holding Co.		15,584		218,332
Huntsman Corp.		12,649		344,432
International Flavors & Fragrances, Inc.		2,635		366,581
International Paper Co.		21,543		1,058,838
Lyondellbasell Industries NV		772,336		79,172,163
Martin Marietta Materials, Inc.		277		50,400
NewMarket Corp.		13		5,272
Newmont Mining Corp.		31,408		948,522
Nucor Corp.		18,737		1,188,863
Nutrien Ltd.		1,279,010		73,798,877
Olin Corp.		9,814		252,023
Owens-Illinois, Inc. ⁽¹⁾		9,377		176,194
Platform Specialty Products Corp. ⁽¹⁾		6,261		78,075
PPG Industries, Inc.		13,336		1,455,358
Praxair, Inc.		575,805		92,549,138
Reliance Steel & Aluminum Co.		4,054		345,766
Royal Gold, Inc.		2,366		182,324
RPM International, Inc.		6,164		400,290
Scotts Miracle-Gro Co.		1,095		86,209
Sealed Air Corp.		4,470		179,470
Silgan Holdings, Inc.		2,751		76,478
Sonoco Products Co.		5,743		318,736
Steel Dynamics, Inc.		11,162		504,411
The Mosaic Co.		20,767		674,512
United States Steel Corp.		10,157		309,585
Valvoline, Inc.		11,620		249,946
Vulcan Materials Co.		450		50,040
W.R. Grace & Co.		912		65,171
Westlake Chemical Corp.		150		12,466
WestRock Co.		15,011		802,188
				492,711,920
Real Estate - 2.81%
Alexandria Real Estate Equities, Inc.		5,673		713,607
American Campus Communities, Inc.		7,999		329,239
American Homes 4 Rent		15,585		341,156
American Tower Corp.		457,180		66,428,254
Apartment Investment & Management Co.		9,062		399,906
Apple Hospitality REIT, Inc.		12,756		223,102
AvalonBay Communities, Inc.		8,169		1,479,814
Boston Properties, Inc.		9,172		1,128,981
Brandywine Realty Trust		10,338		162,513
Brixmor Property Group, Inc.		17,560		307,476
Brookfield Property REIT, Inc. - Class A		9,104		190,547
Camden Property Trust		5,226		488,997
CBRE Group, Inc. ⁽¹⁾		9,852		434,473
Colony Capital, Inc.		28,895		175,971
Columbia Property Trust, Inc.		7,444		175,976
Corporate Office Properties Trust		6,076		181,247
Crown Castle International Corp.		6,007		668,759
CubeSmart		10,922		311,605
CyrusOne, Inc.		5,657		358,654
DDR Corp.		9,893		132,467
Digital Realty Trust, Inc.		12,102		1,361,233
Douglas Emmett, Inc.		9,223		347,892
Duke Realty Corp.		21,004		595,883
Empire State Realty Trust, Inc.		8,056		133,810
EPR Properties		4,407		301,483
Equity Commonwealth ⁽¹⁾		6,910		221,742
Equity Residential		21,118		1,399,279
Essex Property Trust, Inc.		3,870		954,768
Extra Space Storage, Inc.		871		75,463
Federal Realty Investment Trust		4,268		539,774
Forest City Realty Trust, Inc.		12,427		311,793
Gaming and Leisure Properties, Inc.		7,634		269,099
HCP, Inc.		27,717		729,511
Healthcare Trust of America, Inc.		12,109		322,947
Highwoods Properties, Inc.		6,167		291,452
Hospitality Properties Trust		9,333		269,164
Host Hotels & Resorts, Inc.		42,791		902,890
Hudson Pacific Properties, Inc.		8,054		263,527
Invitation Homes, Inc.		17,582		402,804
Iron Mountain, Inc.		16,687		576,035
JBG SMITH Properties		6,136		225,989
Jones Lang LaSalle, Inc.		2,671		385,479
Kilroy Realty Corp.		5,706		409,063
Kimco Realty Corp.		23,952		400,956
Lamar Advertising Co.		416		32,365
Liberty Property Trust		8,612		363,857
Life Storage, Inc.		2,563		243,895
Medical Properties Trust, Inc.		21,356		318,418
MGM Growth Properties LLC - Class A		926,194		27,313,461
Mid-America Apartment Communities, Inc.		6,668		668,000
National Retail Properties, Inc.		9,202		412,434
Omega Healthcare Investors, Inc.		10,482		343,495
Outfront Media, Inc.		8,162		162,832
Paramount Group, Inc.		12,208		184,219
Park Hotels & Resorts, Inc.		11,625		381,533
Prologis, Inc.		36,917		2,502,603
Public Storage		288,294		58,128,719
Rayonier, Inc.		7,634		258,106
Realogy Holdings Corp.		7,266		149,970
Realty Income Corp.		17,093		972,421
Regency Centers Corp.		8,949		578,732
Retail Properties of America, Inc.		12,899		157,239
Retail Value, Inc. ⁽¹⁾		818		26,740
Senior Housing Properties Trust		13,847		243,153
Simon Property Group, Inc.		231,745		40,960,929
SL Green Realty Corp.		4,890		476,922
Spirit Realty Capital, Inc.		26,093		210,310
STORE Capital Corp.		10,903		302,994
Sun Communities, Inc.		4,902		497,749
The Howard Hughes Corp. ⁽¹⁾		1,442		179,125
The Macerich Co.		8,007		442,707
UDR, Inc.		15,529		627,837
Uniti Group, Inc.		10,054		202,588
Ventas, Inc.		20,963		1,139,968
VEREIT, Inc.		56,498		410,175
VICI Properties, Inc.		21,840		472,181
Vornado Realty Trust		10,219		745,987
W.P. Carey, Inc.		6,128		394,092
Weingarten Realty Investors		7,031		209,243
Welltower, Inc.		21,890		1,407,965
Weyerhaeuser Co.		44,394		1,432,594
				229,880,338
Utilities - 1.40%
AES Corp.		39,039		546,546
Alliant Energy Corp.		13,539		576,355
Ameren Corp.		14,423		911,822
American Electric Power Co., Inc.		29,082		2,061,332
American Water Works Co., Inc.		10,603		932,746
Aqua America, Inc.		10,403		383,871
Atmos Energy Corp.		6,407		601,681
Avangrid, Inc.		3,542		169,768
CenterPoint Energy, Inc.		29,021		802,431
CMS Energy Corp.		16,581		812,469
Consolidated Edison, Inc.		18,306		1,394,734
Dominion Energy, Inc.		632,000		44,416,960
DTE Energy Co.		10,744		1,172,493
Duke Energy Corp.		42,068		3,366,281
Edison International		18,702		1,265,751
Entergy Corp.		10,572		857,706
Evergy, Inc.		16,045		881,191
Eversource Energy		18,734		1,151,017
Exelon Corp.		708,645		30,939,441
FirstEnergy Corp.		28,642		1,064,623
Hawaiian Electric Industries, Inc.		6,370		226,708
MDU Resources Group, Inc.		11,314		290,657
National Fuel Gas Co.		4,837		271,162
NextEra Energy, Inc.		27,801		4,659,448
NiSource, Inc.		21,349		532,017
NRG Energy, Inc.		17,859		667,927
OGE Energy Corp.		11,598		421,239
PG&E Corp.		30,369		1,397,278
Pinnacle West Capital Corp.		6,480		513,086
PPL Corp.		41,322		1,209,082
Public Service Enterprise Group, Inc.		29,719		1,568,866
SCANA Corp.		8,392		326,365
Sempra Energy		16,120		1,833,650
The Southern Co.		59,926		2,612,774
UGI Corp.		10,175		564,509
Vectren Corp.		4,807		343,653
Vistra Energy Corp. ⁽¹⁾		23,950		595,876
WEC Energy Group, Inc.		18,459		1,232,323
Xcel Energy, Inc.		29,966		1,414,695
				114,990,533
Total Common Stocks (Cost $6,656,742,269)			$	7,846,491,240

SHORT-TERM INVESTMENTS - 3.94%
Money Market Funds - 3.94%
Goldman Sachs Financial Square Government Fund - Class I, 1.93% ⁽²⁾		161,334,680	$	161,334,680
JPMorgan U.S. Government Money Market Fund - Class I, 1.94% ⁽²⁾		161,334,680		161,334,680
Total Short-Term Investments (Cost $322,669,360)			$	322,669,360
TOTAL INVESTMENTS IN SECURITIES - 99.77%
(Cost $6,979,411,629)			$	8,169,160,600
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.23%				18,672,657
TOTAL NET ASSETS - 100.00%			$	8,187,833,257

Percentages are stated as a percent of net assets.

ADR	American Depositary Receipt

⁽¹⁾	Non-income producing security.
⁽²⁾	Represents annualized seven-day yield as of the close of the reporting period.

	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’s Financial Services LLC (“S&P”).

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

Bridge Builder Small/Mid Cap Growth Fund
Schedule of Investments
September 30, 2018 (Unaudited)


	Shares		Value
COMMON STOCKS - 97.47%
Communication Services - 2.76%
AMC Networks, Inc. ⁽¹⁾		2,675	$	177,459
ANGI Homeservices, Inc. ⁽¹⁾		214,464		5,035,615
Boingo Wireless, Inc. ⁽¹⁾		13,285		463,646
Cable One, Inc.		258		227,971
Cardlytics, Inc. ⁽¹⁾		1,910		47,826
Care.com, Inc. ⁽¹⁾		6,261		138,431
Cargurus, Inc. ⁽¹⁾		16,004		891,263
CBS Corp.		20,089		1,154,113
Central European Media Enterprises Ltd. ⁽¹⁾		27,069		101,509
Cogent Communications Holdings, Inc.		13,547		755,923
Electronic Arts, Inc. ⁽¹⁾		20,421		2,460,526
Entravision Communications Corp.		4,280		20,972
Eros International Plc ⁽¹⁾		5,186		62,491
Glu Mobile, Inc. ⁽¹⁾		36,299		270,428
Gogo, Inc. ⁽¹⁾		18,286		94,904
Hemisphere Media Group, Inc. ⁽¹⁾		2,468		34,429
IMAX Corp. ⁽¹⁾		201,467		5,197,849
InterActiveCorp ⁽¹⁾		4,528		981,308
Interpublic Group of Companies, Inc.		2,334		53,379
John Wiley & Sons, Inc.		443,527		26,877,736
Liberty Braves Group - Class A ⁽¹⁾		3,184		86,859
Liberty Braves Group - Class C ⁽¹⁾		11,563		315,092
Liberty TripAdvisor Holdings, Inc. ⁽¹⁾		23,610		350,608
Lions Gate Entertainment Corp. - Class A		191		4,646
Lions Gate Entertainment Corp. - Class B		448		10,427
Live Nation Entertainment, Inc. ⁽¹⁾		652,979		35,567,766
LiveXLive Media, Inc. ⁽¹⁾		1,850		7,252
Loral Space and Communications, Inc. ⁽¹⁾		4,210		191,134
Match Group, Inc. ⁽¹⁾		3,149		182,359
MDC Partners, Inc. ⁽¹⁾		18,368		76,227
Morningstar, Inc.		47,116		5,931,904
New York Times Co.		34,618		801,407
Nexstar Media Group, Inc.		14,496		1,179,974
Omnicom Group, Inc.		8,939		608,031
Ooma, Inc. ⁽¹⁾		5,899		97,923
ORBCOMM, Inc. ⁽¹⁾		23,538		255,623
Pandora Media, Inc. ⁽¹⁾		83,464		793,743
QuinStreet, Inc. ⁽¹⁾		12,020		163,111
Rosetta Stone, Inc. ⁽¹⁾		801		15,932
Shenandoah Telecommunications Co.		15,194		588,767
Sinclair Broadcast Group, Inc.		10,917		309,497
Sirius XM Holdings, Inc.		78,415		495,583
Take-Two Interactive Software, Inc. ⁽¹⁾		44,058		6,079,563
TechTarget, Inc. ⁽¹⁾		6,501		126,249
The Madison Square Garden Co. ⁽¹⁾		108		34,055
Travelzoo, Inc. ⁽¹⁾		1,515		17,953
TripAdvisor, Inc. ⁽¹⁾		6,376		325,622
tronc, Inc. ⁽¹⁾		5,455		89,080
TrueCar, Inc. ⁽¹⁾		29,831		420,617
Twitter, Inc. ⁽¹⁾		43,117		1,227,110
Vonage Holdings Corp. ⁽¹⁾		71,755		1,016,051
World Wrestling Entertainment, Inc.		13,819		1,336,712
XO Group, Inc. ⁽¹⁾		7,987		275,392
Yelp, Inc. ⁽¹⁾		26,219		1,289,975
Zayo Group Holdings, Inc. ⁽¹⁾		12,041		418,064
Zillow Group, Inc. - Class A ⁽¹⁾		2,438		107,760
Zillow Group, Inc. - Class C ⁽¹⁾		5,365		237,401
				106,083,247
Consumer Discretionary - 13.12%
1-800-Flowers.com, Inc. ⁽¹⁾		2,456		28,981
Aaron's, Inc.		97,963		5,335,065
Advance Auto Parts, Inc.		224,459		37,783,183
American Eagle Outfitters, Inc.		47,024		1,167,606
American Public Education, Inc. ⁽¹⁾		284		9,386
America's Car-Mart, Inc. ⁽¹⁾		652		50,986
Aptiv Plc		260,950		21,893,705
Asbury Automotive Group, Inc. ⁽¹⁾		6,541		449,694
At Home Group, Inc. ⁽¹⁾		14,306		451,068
AutoZone, Inc. ⁽¹⁾		1,404		1,089,083
AV Homes, Inc. ⁽¹⁾		970		19,400
Belmond Ltd. ⁽¹⁾		3,749		68,419
Best Buy, Inc.		3,737		296,568
Big Lots, Inc.		3,047		127,334
BJ's Restaurants, Inc.		6,663		481,069
Bloomin Brands, Inc.		27,345		541,158
Bluegreen Vacations Corp.		2,355		42,131
Boot Barn Holdings, Inc. ⁽¹⁾		8,943		254,071
Boyd Gaming Corp.		24,382		825,331
Bright Horizons Family Solutions, Inc. ⁽¹⁾		103,662		12,215,530
Brinker International, Inc.		10,767		503,142
Brunswick Corp.		496		33,242
Buckle, Inc.		1,886		43,472
Burlington Stores, Inc. ⁽¹⁾		41,116		6,698,619
Callaway Golf Co.		20,368		494,739
Cambium Learning Group, Inc. ⁽¹⁾		1,012		11,982
Camping World Holdings, Inc.		10,484		223,519
Career Education Corp. ⁽¹⁾		22,132		330,431
CarMax, Inc. ⁽¹⁾		6,568		490,433
Carriage Services, Inc.		2,036		43,876
Carrols Restaurant Group, Inc. ⁽¹⁾		9,519		138,977
Carter's, Inc.		2,800		276,080
Carvana Co. ⁽¹⁾		10,471		618,731
Cavco Industries, Inc. ⁽¹⁾		2,762		698,786
Century Communities, Inc. ⁽¹⁾		760		19,950
Cheesecake Factory, Inc.		13,834		740,672
Chegg, Inc. ⁽¹⁾		35,078		997,268
Children's Place, Inc.		5,220		667,116
Chipotle Mexican Grill, Inc. ⁽¹⁾		1,484		674,508
Choice Hotels International, Inc.		2,145		178,678
Churchill Downs, Inc.		3,847		1,068,312
Chuy's Holdings, Inc. ⁽¹⁾		4,379		114,949
Columbia Sportswear Co.		279		25,967
Conn's, Inc. ⁽¹⁾		3,026		106,969
Core Mark Holding Company, Inc.		1,257		42,688
Cracker Barrel Old Country Store, Inc.		6,236		917,503
Crocs, Inc. ⁽¹⁾		21,874		465,697
D. R. Horton, Inc.		12,325		519,868
Dana, Inc.		43,865		818,960
Darden Restaurants, Inc.		3,824		425,191
Dave & Buster's Entertainment, Inc.		12,896		853,973
Deckers Outdoor Corp. ⁽¹⁾		9,756		1,156,866
Denny's Corp. ⁽¹⁾		15,108		222,390
Dine Brands Global, Inc.		3,229		262,550
Dollar General Corp.		16,390		1,791,427
Dollar Tree, Inc. ⁽¹⁾		2,403		195,965
Domino's Pizza, Inc.		14,613		4,307,912
Dorman Products, Inc. ⁽¹⁾		8,705		669,589
Drive Shack, Inc. ⁽¹⁾		16,813		100,205
Duluth Holdings, Inc. ⁽¹⁾		2,650		83,369
Dunkin' Brands Group, Inc.		5,040		371,549
Eldorado Resorts, Inc. ⁽¹⁾		21,334		1,036,832
Empire Resorts, Inc. ⁽¹⁾		598		5,560
Etsy, Inc. ⁽¹⁾		38,632		1,984,912
Expedia Group, Inc.		250,788		32,722,818
Extended Stay America, Inc.		6,961		140,821
Fiesta Restaurant Group, Inc. ⁽¹⁾		6,126		163,870
Five Below, Inc. ⁽¹⁾		17,665		2,297,510
Floor & Decor Holdings, Inc. ⁽¹⁾		2,938		88,639
Fossil Group, Inc. ⁽¹⁾		3,251		75,683
Fox Factory Holding Corp. ⁽¹⁾		11,671		817,554
Funko, Inc. ⁽¹⁾		3,262		77,277
Gaia, Inc. ⁽¹⁾		2,192		33,757
Gap, Inc.		800		23,080
Gentex Corp.		11,166		239,622
Gentherm, Inc. ⁽¹⁾		159,964		7,270,364
G-III Apparel Group Ltd. ⁽¹⁾		3,984		191,989
Golden Entertainment, Inc. ⁽¹⁾		5,823		139,810
GoPro, Inc. ⁽¹⁾		36,467		262,562
Grand Canyon Education, Inc. ⁽¹⁾		11,686		1,318,181
Green Brick Partners, Inc. ⁽¹⁾		729		7,363
Groupon, Inc. ⁽¹⁾		142,003		535,351
GrubHub, Inc. ⁽¹⁾		324,085		44,924,663
H&R Block, Inc.		2,251		57,963
Hamilton Beach Brands Holding Co.		2,011		44,121
Hanesbrands, Inc.		21,895		403,525
Hasbro, Inc.		5,534		581,734
Helen of Troy Ltd. ⁽¹⁾		64,200		8,403,780
Hilton Grand Vacations, Inc. ⁽¹⁾		5,823		192,741
Hilton Worldwide Holdings, Inc.		16,950		1,369,221
Hooker Furniture Corp.		1,658		56,040
Houghton Mifflin Harcourt Co. ⁽¹⁾		3,088		21,616
Hovnanian Enterprises, Inc. ⁽¹⁾		7,071		11,314
Hudson Ltd. ⁽¹⁾		13,201		297,815
Installed Building Products, Inc. ⁽¹⁾		7,138		278,382
International Game Technology Plc		319		6,300
iRobot Corp. ⁽¹⁾		8,631		948,720
Jack in the Box, Inc.		1,477		123,817
Johnson Outdoors, Inc.		952		88,526
KB Home		5,872		140,400
Kirkland's, Inc. ⁽¹⁾		1,260		12,713
L Brands, Inc.		2,667		80,810
La-Z-Boy, Inc.		6,425		203,030
LCI Industries		7,899		654,037
Leaf Group Ltd. ⁽¹⁾		3,724		37,240
Lear Corp.		410		59,450
Lennar Corp. - Class A		9,348		436,458
Lennar Corp. - Class B		467		17,979
LGI Homes, Inc. ⁽¹⁾		6,040		286,538
Liberty Expedia Holdings, Inc. ⁽¹⁾		1,130		53,155
Lindblad Expeditions Holdings, Inc. ⁽¹⁾		6,633		98,633
Lithia Motors, Inc.		4,588		374,656
LKQ Corp. ⁽¹⁾		85,200		2,698,284
Lovesac Co. ⁽¹⁾		567		14,164
Lululemon Athletica, Inc. ⁽¹⁾		45,220		7,347,798
Lumber Liquidators Holdings, Inc. ⁽¹⁾		7,336		113,635
M/I Homes, Inc. ⁽¹⁾		1,526		36,517
Malibu Boats, Inc. ⁽¹⁾		6,621		362,301
Marine Products Corp.		2,338		53,517
MarineMax, Inc. ⁽¹⁾		4,854		103,147
Marriott International, Inc.		210,902		27,845,391
Marriott Vacations Worldwide Corp.		10,457		1,168,571
Mattel, Inc. ⁽¹⁾		4,675		73,397
MCBC Holdings, Inc. ⁽¹⁾		5,950		213,486
MercadoLibre, Inc.		98,176		33,425,983
Meritage Homes Corp. ⁽¹⁾		915		36,508
MGM Resorts International		2,673		74,603
Michael Kors Holdings Ltd. ⁽¹⁾		4,587		314,485
Modine Manufacturing Co. ⁽¹⁾		2,339		34,851
Mohawk Industries, Inc. ⁽¹⁾		94,600		16,588,110
Monarch Casino & Resort, Inc. ⁽¹⁾		2,858		129,896
Monro, Inc.		10,425		725,580
Movado Group, Inc.		290		12,151
Murphy USA, Inc. ⁽¹⁾		1,823		155,794
Nathan's Famous, Inc.		906		74,654
National Vision Holdings, Inc. ⁽¹⁾		15,688		708,156
Nautilus, Inc. ⁽¹⁾		8,664		120,863
New York & Company, Inc. ⁽¹⁾		5,546		21,408
Noodles & Co. ⁽¹⁾		4,026		48,715
Nordstrom, Inc.		7,133		426,625
Nutrisystem, Inc.		9,535		353,272
NVR, Inc. ⁽¹⁾		193		476,864
Ollie's Bargain Outlet Holdings, Inc. ⁽¹⁾		144,985		13,933,058
O'Reilly Automotive, Inc. ⁽¹⁾		4,816		1,672,693
Overstock.com, Inc. ⁽¹⁾		6,711		185,895
Oxford Industries, Inc.		5,377		485,005
Papa John's International, Inc.		3,222		165,224
Party City Holdings, Inc. ⁽¹⁾		715		9,688
Penn National Gaming, Inc. ⁽¹⁾		2,781		91,551
PetMed Express, Inc.		6,634		218,988
Pinnacle Entertainment, Inc. ⁽¹⁾		17,261		581,523
Planet Fitness, Inc. ⁽¹⁾		28,605		1,545,528
PlayAGS, Inc. ⁽¹⁾		7,127		210,033
Polaris Industries, Inc.		3,593		362,713
Pool Corp.		80,339		13,406,972
Potbelly Corp. ⁽¹⁾		7,341		90,294
Pulte Group, Inc.		5,039		124,816
Purple Innovation, Inc. ⁽¹⁾		1,352		7,842
Quotient Technology, Inc. ⁽¹⁾		25,929		401,899
RCI Hospitality Holdings, Inc.		2,121		62,803
Red Rock Resorts, Inc.		22,738		605,968
Remark Holdings, Inc. ⁽¹⁾		8,745		27,897
RH ⁽¹⁾		6,234		816,716
Roku, Inc. ⁽¹⁾		14,016		1,023,588
Ross Stores, Inc.		432,713		42,881,858
Ruth's Hospitality Group, Inc.		9,413		296,980
Sally Beauty Holdings, Inc. ⁽¹⁾		712,909		13,110,397
Scientific Games Corp. ⁽¹⁾		17,791		451,891
Sears Holdings Corp. ⁽¹⁾		1,627		1,575
SeaWorld Entertainment, Inc. ⁽¹⁾		17,794		559,265
Service Corp. International		4,975		219,895
ServiceMaster Global Holdings, Inc. ⁽¹⁾		8,223		510,073
Shake Shack, Inc. ⁽¹⁾		8,038		506,474
Shiloh Industries, Inc. ⁽¹⁾		789		8,679
Shutterfly, Inc. ⁽¹⁾		10,685		704,035
Shutterstock, Inc.		6,104		333,156
Six Flags Entertainment Corp.		4,321		301,692
Skechers USA, Inc. ⁽¹⁾		3,831		107,000
Skyline Champion Corp.		9,326		266,444
Sleep Number Corp. ⁽¹⁾		11,135		409,545
Sonic Corp.		6,257		271,178
Sonos, Inc. ⁽¹⁾		2,527		40,533
Sotheby's ⁽¹⁾		12,008		590,674
Sportsman's Warehouse Holdings, Inc. ⁽¹⁾		12,383		72,441
Stamps.com, Inc. ⁽¹⁾		19,408		4,390,090
Steven Madden Ltd.		170,653		9,027,544
Stoneridge, Inc. ⁽¹⁾		7,949		236,244
Strategic Education, Inc.		6,759		926,186
Sturm, Ruger & Company, Inc.		5,444		375,908
Superior Group of Cos, Inc.		3,031		57,650
Tailored Brands, Inc.		16,110		405,811
Tapestry, Inc.		3,486		175,241
Taylor Morrison Home Corp. ⁽¹⁾		5,288		95,396
Tempur Sealy International, Inc. ⁽¹⁾		2,835		149,971
Tenneco, Inc.		13,426		565,772
Texas Roadhouse, Inc.		118,952		8,242,184
The Michaels Companies, Inc. ⁽¹⁾		1,026		16,652
Thor Industries, Inc.		2,499		209,166
Tiffany & Co.		1,337		172,433
Tile Shop Holdings, Inc.		6,792		48,563
Tilly's, Inc.		741		14,042
Toll Brothers, Inc.		4,441		146,686
TopBuild Corp. ⁽¹⁾		11,466		651,498
Town Sports International Holdings, Inc. ⁽¹⁾		243		2,102
Tractor Supply Co.		268,434		24,395,282
Travelport Worldwide Ltd.		7,713		130,118
TRI Pointe Group, Inc. ⁽¹⁾		2,470		30,628
Turtle Beach Corp. ⁽¹⁾		2,488		49,611
Ulta Beauty, Inc. ⁽¹⁾		96,383		27,191,572
Under Armour, Inc. - Class A ⁽¹⁾		8,448		179,267
Under Armour, Inc. - Class C ⁽¹⁾		8,773		170,723
Urban Outfitters, Inc. ⁽¹⁾		4,445		181,801
Vail Resorts, Inc.		2,443		670,408
VF Corp.		15,191		1,419,599
Visteon Corp. ⁽¹⁾		1,146		106,463
Vuzix Corp. ⁽¹⁾		6,649		43,551
Wayfair, Inc. ⁽¹⁾		3,479		513,744
Weight Watchers International, Inc. ⁽¹⁾		11,750		845,883
Wendy's Co.		11,513		197,333
William Lyon Homes ⁽¹⁾		1,735		27,569
Williams-Sonoma, Inc.		1,179		77,484
Wingstop, Inc.		95,471		6,517,805
Winmark Corp.		839		139,274
Winnebago Industries, Inc.		10,048		333,091
Wolverine World Wide, Inc.		30,121		1,176,225
Wyndham Destinations, Inc.		5,942		257,645
Wyndham Hotels & Resorts, Inc.		5,997		333,253
Wynn Resorts Ltd.		6,277		797,556
Yum China Holdings, Inc.		1,944		68,254
ZAGG, Inc. ⁽¹⁾		8,745		128,989
Zumiez, Inc. ⁽¹⁾		1,749		46,086
				504,606,378
Consumer Staples - 5.15%
22nd Century Group, Inc. ⁽¹⁾		36,677		103,062
B&G Foods, Inc.		2,302		63,190
BJ's Wholesale Club Holdings, Inc. ⁽¹⁾		8,108		217,132
Boston Beer, Inc. ⁽¹⁾		2,716		780,850
Brown Forman Corp. - Class A		3,111		158,039
Brown Forman Corp. - Class B		17,250		871,987
Calavo Growers, Inc.		107,008		10,336,973
Cal-Maine Foods, Inc.		4,190		202,377
Campbell Soup Co.		318,499		11,666,618
Casey's General Stores, Inc.		101,670		13,126,614
Castle Brands, Inc. ⁽¹⁾		31,608		33,821
Celsius Holdings, Inc. ⁽¹⁾		7,068		28,484
Central Garden & Pet Co. ⁽¹⁾		2,560		92,262
Central Garden & Pet Co. - Class A ⁽¹⁾		9,932		329,146
Church & Dwight Co., Inc.		12,613		748,834
Clorox Co.		6,820		1,025,796
Coca-Cola Bottling Co. Consolidated		1,516		276,336
Craft Brew Alliance, Inc. ⁽¹⁾		3,995		65,318
Diplomat Pharmacy, Inc. ⁽¹⁾		14,761		286,511
elf Beauty, Inc. ⁽¹⁾		6,994		89,034
Energizer Holdings, Inc.		2,076		121,757
Flowers Foods, Inc.		1,189,000		22,186,740
Freshpet, Inc. ⁽¹⁾		8,513		312,427
Herbalife Ltd. ⁽¹⁾		1,224		66,769
Hormel Foods Corp.		784,000		30,889,600
Inter Parfums, Inc.		5,230		337,074
J & J Snack Foods Corp.		4,849		731,666
John B. Sanfilippo & Son, Inc.		2,752		196,438
Kellogg Co.		7,565		529,701
Keurig Dr. Pepper, Inc.		10,956		253,851
Lancaster Colony Corp.		4,458		665,178
Limoneira Co.		1,483		38,721
McCormick & Co., Inc.		152,427		20,082,257
Medifast, Inc.		3,778		837,016
MGP Ingredients, Inc.		38,568		3,046,101
Molson Coors Brewing Co.		280,000		17,220,000
Monster Beverage Corp. ⁽¹⁾		75,377		4,392,972
National Beverage Corp. ⁽¹⁾		3,810		444,322
Natural Health Trends Corp.		2,193		51,053
Nu Skin Enterprises, Inc.		1,042		85,882
Performance Food Group Co. ⁽¹⁾		32,953		1,097,335
Post Holdings, Inc. ⁽¹⁾		2,294		224,904
PriceSmart, Inc.		7,216		584,135
Primo Water Corp. ⁽¹⁾		10,603		191,384
Revlon, Inc. ⁽¹⁾		2,204		49,149
Spectrum Brands Holdings, Inc.		1,141		85,256
Sprouts Farmers Market, Inc. ⁽¹⁾		7,628		209,083
The Chefs' Warehouse, Inc. ⁽¹⁾		6,982		253,796
The Hershey Co.		7,776		793,152
The J. M. Smucker Co.		147,000		15,083,670
Tootsie Roll Industries, Inc.		1,165		34,076
TreeHouse Foods, Inc. ⁽¹⁾		314,000		15,024,900
Turning Point Brands, Inc.		2,454		101,743
U.S. Foods Holding Corp. ⁽¹⁾		373,220		11,502,640
USANA Health Sciences, Inc. ⁽¹⁾		4,122		496,907
Vector Group Ltd.		14,902		205,349
WD-40 Co.		53,315		9,175,512
				198,104,900
Energy - 1.51%
Abraxas Petroleum Corp. ⁽¹⁾		47,890		111,584
Amyris, Inc. ⁽¹⁾		869		6,900
Antero Resources Corp. ⁽¹⁾		7,909		140,068
Apache Corp.		1,426		67,977
Apergy Corp. ⁽¹⁾		115,624		5,036,581
Berry Petroleum Corp.		1,759		30,994
Cabot Oil & Gas Corp.		152,060		3,424,391
Cactus, Inc. ⁽¹⁾		12,347		472,643
Callon Petroleum Co. ⁽¹⁾		170,448		2,043,672
Carrizo Oil & Gas, Inc. ⁽¹⁾		99,384		2,504,477
Cheniere Energy, Inc. ⁽¹⁾		9,777		679,404
Cimarex Energy Co.		746		69,333
Concho Resources, Inc. ⁽¹⁾		1,537		234,777
CONSOL Energy, Inc. ⁽¹⁾		3,804		155,241
Continental Resources, Inc. ⁽¹⁾		2,577		175,958
Core Laboratories NV		210,931		24,432,138
Covia Holdings Corp. ⁽¹⁾		10,342		92,768
CVR Energy, Inc.		4,854		195,228
Delek U.S. Holdings, Inc.		24,944		1,058,374
Denbury Resources, Inc. ⁽¹⁾		69,465		430,683
Diamondback Energy, Inc.		1,555		210,220
Eclipse Resources Corp. ⁽¹⁾		13,585		16,166
Energy XXI Gulf Coast, Inc. ⁽¹⁾		3,769		31,509
Evolution Petroleum Corp.		8,242		91,074
Forum Energy Technologies, Inc. ⁽¹⁾		451,351		4,671,483
Goodrich Petroleum Corp. ⁽¹⁾		1,800		25,272
Independence Contract Drilling, Inc. ⁽¹⁾		3,690		18,229
ION Geophysical Corp. ⁽¹⁾		3,360		52,248
Isramco, Inc. ⁽¹⁾		70		8,543
Jagged Peak Energy, Inc. ⁽¹⁾		20,953		289,780
Keane Group, Inc. ⁽¹⁾		16,315		201,817
Key Energy Services, Inc. ⁽¹⁾		3,183		36,414
Kosmos Energy Ltd. ⁽¹⁾		2,664		24,908
Laredo Petroleum, Inc. ⁽¹⁾		15,611		127,542
Liberty Oilfield Services, Inc.		14,353		309,594
Lilis Energy, Inc. ⁽¹⁾		14,109		69,134
Mammoth Energy Services, Inc.		4,042		117,622
Matador Resources Co. ⁽¹⁾		31,425		1,038,596
Newfield Exploration Co. ⁽¹⁾		4,440		128,005
NextDecade Corp. ⁽¹⁾		2,377		13,430
Northern Oil & Gas, Inc. ⁽¹⁾		15,856		63,424
ONEOK, Inc.		10,323		699,796
Panhandle Oil and Gas, Inc.		2,931		54,077
Par Petroleum Corp. ⁽¹⁾		434		8,854
Parsley Energy, Inc. ⁽¹⁾		11,156		326,313
Penn Virginia Corp. ⁽¹⁾		4,023		324,012
Pioneer Energy Services Corp. ⁽¹⁾		2,286		6,744
Profire Energy, Inc. ⁽¹⁾		7,366		23,498
ProPetro Holding Corp. ⁽¹⁾		23,100		380,919
Range Resources Corp.		59,014		1,002,648
Renewable Energy Group, Inc. ⁽¹⁾		998		28,742
Resolute Energy Corp. ⁽¹⁾		339		12,818
RigNet, Inc. ⁽¹⁾		136		2,768
Ring Energy, Inc. ⁽¹⁾		17,499		173,415
RPC, Inc.		1,184		18,328
Sanchez Energy Corp. ⁽¹⁾		25,899		59,568
Select Energy Services, Inc. ⁽¹⁾		3,349		39,652
Solaris Oilfield Infrastructure, Inc. ⁽¹⁾		8,381		158,317
SRC Energy, Inc. ⁽¹⁾		556,055		4,943,329
Tellurian, Inc. ⁽¹⁾		27,674		248,236
TETRA Technologies, Inc. ⁽¹⁾		33,871		152,758
Uranium Energy Corp. ⁽¹⁾		49,578		85,274
U.S. Silica Holdings, Inc.		15,369		289,398
WildHorse Resource Development Corp. ⁽¹⁾		8,407		198,741
Zion Oil & Gas, Inc. ⁽¹⁾		16,796		21,499
				58,167,905
Financials - 9.40%
Affiliated Managers Group, Inc.		140,410		19,196,855
Alleghany Corp.		102		66,558
Allegiance Bancshares, Inc. ⁽¹⁾		772		32,192
Ameriprise Financial, Inc.		1,401		206,872
Ameris Bancorp		13,700		626,090
AmTrust Financial Services, Inc.		5,071		73,631
Arch Capital Group Ltd. ⁽¹⁾		3,696		110,178
Argo Group International Holdings Ltd.		206,370		13,011,629
Arthur J. Gallagher & Co.		363,000		27,021,720
Artisan Partners Asset Management, Inc.		15,586		504,986
Ashford, Inc. ⁽¹⁾		259		19,650
Atlantic Capital Bancshares, Inc. ⁽¹⁾		6,002		100,534
Axis Capital Holdings Ltd.		506		29,201
Axos Financial, Inc. ⁽¹⁾		19,767		679,787
BancFirst Corp.		1,454		87,167
Bank of NT Butterfield & Son Ltd.		17,648		915,225
Bankwell Financial Group, Inc.		275		8,624
Blucora, Inc. ⁽¹⁾		11,011		443,193
Blue Hills Bancorp, Inc.		3,377		81,386
BOK Financial Corp.		377		36,675
BrightSphere Investment Group Plc		22,763		282,261
Brown & Brown, Inc.		769		22,739
Bryn Mawr Bank Corp.		70,688		3,315,267
BSB Bancorp, Inc. ⁽¹⁾		552		17,995
Cadence Bancorp		7,858		205,251
Cambridge Bancorp		327		29,427
Camden National Corp.		57,050		2,478,252
Capstar Financial Holdings, Inc.		619		10,337
Carolina Financial Corp.		4,690		176,907
CBOE Holdings, Inc.		6,305		605,028
Central Pacific Financial Corp.		156,511		4,136,586
City Holding Co.		476		36,557
Civista Bancshares, Inc.		1,033		24,885
CNB Financial Corporation, Inc.		342		9,870
Cohen & Steers, Inc.		162,684		6,606,597
Columbia Banking System, Inc.		342,136		13,264,613
Comerica, Inc.		622		56,104
Commerce Bancshares, Inc.		188,000		12,411,760
Community Bank System, Inc.		140,119		8,557,067
ConnectOne Bancorp, Inc.		2,630		62,463
Cowen, Inc. ⁽¹⁾		4,430		72,209
Credit Acceptance Corp. ⁽¹⁾		627		274,670
Cullen/Frost Bankers, Inc.		153,000		15,979,320
Curo Group Holdings Corp. ⁽¹⁾		3,803		114,965
Customers Bancorp, Inc. ⁽¹⁾		3,069		72,214
Diamond Hill Investment Group, Inc.		1,086		179,614
Discover Financial Services		9,570		731,627
Donnelley Financial Solutions, Inc. ⁽¹⁾		5,234		93,793
E*TRADE Financial Corp. ⁽¹⁾		3,592		188,185
Eagle Bancorp, Inc. ⁽¹⁾		8,252		417,551
East West Bancorp, Inc.		632		38,154
Eaton Vance Corp.		7,071		371,652
Elevate Credit, Inc. ⁽¹⁾		6,539		52,704
Enova International, Inc. ⁽¹⁾		10,847		312,394
Enterprise Bancorp, Inc.		265		9,113
Enterprise Financial Services Corp.		2,545		135,012
Equity Bancshares, Inc. ⁽¹⁾		1,359		53,354
Erie Indemnity Co.		1,133		144,492
Esquire Financial Holdings, Inc. ⁽¹⁾		626		15,625
Essent Group Ltd. ⁽¹⁾		15,784		698,442
Evercore Partners, Inc.		98,686		9,922,877
Everest Re Group Ltd.		141,481		32,324,164
Farmers & Merchants Bancorp, Inc.		2,618		111,501
FB Financial Corp.		2,510		98,342
FCB Financial Holdings, Inc. ⁽¹⁾		11,960		566,904
Federal Agricultural Mortgage Corp.		901		65,034
Federated Investors, Inc.		23,015		555,122
FedNat Holding Co.		1,993		50,782
First Connecticut Bancorp, Inc.		877		25,915
First Financial Bankshares, Inc.		21,049		1,243,996
First Financial Northwest, Inc.		301		4,988
First Foundation, Inc. ⁽¹⁾		4,018		62,761
First Republic Bank		176,720		16,965,120
FirstCash, Inc.		49,148		4,030,136
Focus Financial Partners, Inc. ⁽¹⁾		3,635		172,517
FS Bancorp, Inc.		562		31,315
GAMCO Investors, Inc.		482		11,288
German American Bancorp, Inc.		1,619		57,118
Glacier Bancorp, Inc.		4,287		184,727
Global Indemnity Ltd.		576		21,715
Granite Point Mortgage Trust, Inc.		2,556		49,280
Great Western Bancorp, Inc.		241,821		10,202,428
Green Bancorp, Inc.		1,607		35,515
Green Dot Corp. ⁽¹⁾		60,793		5,399,634
Greene County Bancorp, Inc.		938		30,110
Greenhill & Co, Inc.		5,635		148,482
Guaranty Bancorp		6,699		198,960
Hamilton Lane, Inc.		4,816		213,253
Hanmi Financial Corp.		1,216		30,278
HarborOne Bancorp, Inc. ⁽¹⁾		2,411		46,098
Health Insurance Innovations, Inc. ⁽¹⁾		4,154		256,094
Heritage Commerce Corp.		11,543		172,222
Heritage Insurance Holdings, Inc.		823		12,197
Hingham Institution for Savings		217		47,699
Home Bancshares, Inc.		11,869		259,931
HomeTrust Bancshares, Inc. ⁽¹⁾		1,559		45,445
Houlihan Lokey, Inc.		10,805		485,469
Howard Bancorp, Inc. ⁽¹⁾		1,010		17,877
Independent Bank Corp. MA		950		78,470
Independent Bank Corp. MI		2,030		48,010
Independent Bank Group, Inc.		1,776		117,749
Interactive Brokers Group, Inc.		4,095		226,494
Investar Holding Corp.		661		17,748
Investment Technology Group, Inc.		1,446		31,320
Investors Title Co.		86		14,439
James River Group Holdings Ltd.		4,087		174,188
Kearny Financial Corp.		10,481		145,162
Kemper Corp.		9,849		792,352
Kingstone Cos, Inc.		827		15,713
Kinsale Capital Group, Inc.		6,476		413,557
Ladenburg Thalmann Financial Services, Inc.		29,994		80,984
Lakeland Financial Corp.		5,870		272,838
Lazard Ltd.		245,588		11,820,150
LegacyTexas Financial Group, Inc.		6,182		263,353
LendingTree, Inc. ⁽¹⁾		2,591		596,189
Live Oak Bancshares, Inc.		4,395		117,786
LPL Financial Holdings, Inc.		5,334		344,096
Macatawa Bank Corp.		873		10,223
Malvern Bancorp, Inc. ⁽¹⁾		416		9,963
Markel Corp. ⁽¹⁾		74		87,948
MarketAxess Holdings, Inc.		25,459		4,544,177
Marlin Business Services Corp.		843		24,321
MB Financial, Inc.		2,208		101,811
MBIA, Inc. ⁽¹⁾		2,873		30,712
Merchants Bancorp		1,518		38,588
Meridian Bancorp, Inc.		2,615		44,455
Meta Financial Group, Inc.		3,013		249,024
Midland States Bancorp, Inc.		3,622		116,266
Moelis & Co.		14,453		792,024
Moody's Corp.		10,161		1,698,919
MSCI, Inc.		5,310		942,047
National Bank Holdings Corp.		3,097		116,602
National Commerce Corp. ⁽¹⁾		2,526		104,324
National General Holdings Corp.		12,465		334,561
Navigators Group, Inc.		689		47,610
NMI Holdings, Inc. ⁽¹⁾		16,788		380,248
Northern Trust Corp.		278,615		28,454,950
Old Line Bancshares, Inc.		583		18,446
On Deck Capital, Inc. ⁽¹⁾		14,404		109,038
OneMain Holdings, Inc. ⁽¹⁾		320		10,755
Origin Bancorp, Inc.		2,048		77,107
Pacific City Financial Corp.		466		9,012
Pacific Premier Bancorp, Inc. ⁽¹⁾		4,934		183,545
PCSB Financial Corp.		580		11,797
People's Utah Bancorp		5,048		171,380
Pinnacle Financial Partners, Inc.		1,988		119,578
Piper Jaffray Cos.		265		20,233
PJT Partners, Inc.		6,056		317,032
PRA Group, Inc. ⁽¹⁾		223,309		8,039,124
Preferred Bank Los Angeles		4,507		263,660
Primerica, Inc.		12,733		1,534,963
Prosperity Bancshares, Inc.		188,000		13,037,800
Pzena Investment Management, Inc.		5,781		55,151
Raymond James Financial, Inc.		2,334		214,845
Regional Management Corp. ⁽¹⁾		1,549		44,658
Reliant Bancorp, Inc.		377		9,640
RenaissanceRe Holdings Ltd.		204		27,250
Republic First Bancorp, Inc. ⁽¹⁾		2,760		19,734
RLI Corp.		10,835		851,414
Santander Consumer USA Holdings, Inc.		886		17,755
Seacoast Banking Corp. of Florida ⁽¹⁾		2,583		75,424
SEI Investments Co.		8,116		495,888
ServisFirst Bancshares, Inc.		15,092		590,852
Siebert Financial Corp. ⁽¹⁾		2,140		31,351
Signature Bank		2,045		234,848
Silvercrest Asset Management Group, Inc.		2,844		39,389
South State Corp.		139,509		11,439,738
Southern First Bancshares, Inc. ⁽¹⁾		244		9,589
Southern Missouri Bancorp, Inc.		156		5,814
State Bank Financial Corp.		4,440		133,999
Sterling Bancorp Inc.		4,574		51,732
Stewart Information Services Corp.		401		18,049
Stock Yards Bancorp, Inc.		1,599		58,044
SVB Financial Group ⁽¹⁾		47,188		14,667,446
Synchrony Financial		15,767		490,038
Synovus Financial Corp.		582		26,650
T. Rowe Price Group, Inc.		13,386		1,461,483
Texas Capital Bancshares, Inc. ⁽¹⁾		1,924		159,019
The Progressive Corp.		334,730		23,779,219
Tompkins Financial Corp.		306		24,844
TriCo Bancshares		506		19,542
TriState Capital Holdings, Inc. ⁽¹⁾		1,996		55,090
Triumph Bancorp, Inc. ⁽¹⁾		7,767		296,699
Trupanion, Inc. ⁽¹⁾		8,302		296,630
UMB Financial Corp.		93,647		6,639,572
Union Bankshares, Inc.		1,214		64,524
United Community Banks, Inc.		2,341		65,291
United Insurance Holdings Corp.		5,258		117,674
Universal Insurance Holdings, Inc.		10,257		497,977
Value Line, Inc.		389		9,686
Veritex Holdings, Inc. ⁽¹⁾		2,199		62,144
Virtu Financial, Inc.		2,426		49,612
Virtus Investment Partners, Inc.		384		43,680
Voya Financial, Inc.		693		34,421
Walker & Dunlop, Inc.		1,167		61,711
Washington Trust Bancorp, Inc.		1,466		81,070
Waterstone Financial, Inc.		821		14,080
West Bancorporation, Inc.		1,299		30,527
Western Alliance Bancorp ⁽¹⁾		3,562		202,642
Westwood Holdings Group, Inc.		2,726		141,043
WisdomTree Investments, Inc.		37,977		322,045
WSFS Financial Corp.		2,576		121,458
				361,558,325
Healthcare - 20.15%
AAC Holdings, Inc. ⁽¹⁾		77,960		594,835
Abeona Therapeutics, Inc. ⁽¹⁾		8,945		114,496
ABIOMED, Inc. ⁽¹⁾		17,126		7,702,418
Acadia Healthcare Co., Inc. ⁽¹⁾		82,815		2,915,088
ACADIA Pharmaceuticals, Inc. ⁽¹⁾		31,742		658,964
Accelerate Diagnostics, Inc. ⁽¹⁾		8,351		191,655
Acceleron Pharma, Inc. ⁽¹⁾		10,478		599,656
Accuray, Inc. ⁽¹⁾		27,232		122,544
Achaogen, Inc. ⁽¹⁾		8,882		35,439
Aclaris Therapeutics, Inc. ⁽¹⁾		7,089		102,932
Acorda Therapeutics, Inc. ⁽¹⁾		1,893		37,197
Adamas Pharmaceuticals, Inc. ⁽¹⁾		3,560		71,271
Addus HomeCare Corp. ⁽¹⁾		3,062		214,799
ADMA Biologics, Inc. ⁽¹⁾		5,890		36,577
Aduro Biotech, Inc. ⁽¹⁾		20,389		149,859
Adverum Biotechnologies, Inc. ⁽¹⁾		1,829		11,065
Aeglea BioTherapeutics, Inc. ⁽¹⁾		5,136		49,152
Aerie Pharmaceuticals, Inc. ⁽¹⁾		11,461		705,425
Agenus, Inc. ⁽¹⁾		25,443		54,448
Agios Pharmaceuticals, Inc. ⁽¹⁾		2,851		219,869
Aimmune Therapeutics, Inc. ⁽¹⁾		14,097		384,566
Akcea Therapeutics, Inc. ⁽¹⁾		4,044		141,621
Akebia Therapeutics, Inc. ⁽¹⁾		13,734		121,271
Akorn, Inc. ⁽¹⁾		3,874		50,285
Albireo Pharma, Inc. ⁽¹⁾		651		21,457
Alder Biopharmaceuticals, Inc. ⁽¹⁾		15,281		254,429
Aldeyra Therapeutics, Inc. ⁽¹⁾		4,992		68,890
Alexion Pharmaceuticals, Inc. ⁽¹⁾		154,987		21,544,743
Align Technology, Inc. ⁽¹⁾		10,796		4,223,611
Alkermes Plc ⁽¹⁾		9,392		398,596
Allakos, Inc. ⁽¹⁾		2,255		101,452
Allena Pharmaceuticals, Inc. ⁽¹⁾		3,656		39,265
Allscripts Healthcare Solutions, Inc. ⁽¹⁾		6,944		98,952
Alnylam Pharmaceuticals, Inc. ⁽¹⁾		4,826		422,372
Amedisys, Inc. ⁽¹⁾		8,647		1,080,529
American Renal Associates Holdings, Inc. ⁽¹⁾		3,689		79,867
AmerisourceBergen Corp.		215,779		19,899,139
Amicus Therapeutics, Inc. ⁽¹⁾		61,350		741,721
AMN Healthcare Services, Inc. ⁽¹⁾		15,266		835,050
Amneal Pharmaceuticals, Inc. ⁽¹⁾		27,974		620,743
Amphastar Pharmaceuticals, Inc. ⁽¹⁾		4,509		86,753
Ampio Pharmaceuticals, Inc. ⁽¹⁾		24,837		12,617
AnaptysBio, Inc. ⁽¹⁾		6,036		602,212
ANI Pharmaceuticals, Inc. ⁽¹⁾		2,588		146,326
Antares Pharma, Inc. ⁽¹⁾		46,527		156,331
Apellis Pharmaceuticals, Inc. ⁽¹⁾		11,717		208,328
Apollo Medical Holdings, Inc. ⁽¹⁾		1,095		24,167
Aptinyx, Inc. ⁽¹⁾		3,617		104,748
Aquestive Therapeutics, Inc. ⁽¹⁾		1,359		23,796
Aratana Therapeutics, Inc. ⁽¹⁾		7,201		42,054
Arbutus Biopharma Corp. ⁽¹⁾		2,966		28,029
Arcus Biosciences, Inc. ⁽¹⁾		2,187		30,487
Arena Pharmaceuticals, Inc. ⁽¹⁾		12,986		597,616
ArQule, Inc. ⁽¹⁾		31,885		180,469
Array BioPharma, Inc. ⁽¹⁾		66,013		1,003,398
Arrowhead Pharmaceuticals, Inc. ⁽¹⁾		28,333		543,144
Arsanis, Inc. ⁽¹⁾		1,627		2,636
Assembly Biosciences, Inc. ⁽¹⁾		6,820		253,295
Assertio Therapeutics, Inc. ⁽¹⁾		16,508		97,067
Atara Biotherapeutics, Inc. ⁽¹⁾		13,574		561,285
Athenahealth, Inc. ⁽¹⁾		23,217		3,101,791
Athenex, Inc. ⁽¹⁾		14,298		222,191
Athersys, Inc. ⁽¹⁾		34,177		71,772
AtriCure, Inc. ⁽¹⁾		10,870		380,776
Atrion Corp.		461		320,303
Audentes Therapeutics, Inc. ⁽¹⁾		9,569		378,837
AVEO Pharmaceuticals, Inc. ⁽¹⁾		18,887		62,516
Avid Bioservices, Inc. ⁽¹⁾		15,914		109,170
Avrobio, Inc. ⁽¹⁾		1,656		85,897
AxoGen, Inc. ⁽¹⁾		10,859		400,154
Bellicum Pharmaceuticals, Inc. ⁽¹⁾		8,687		53,512
BioCryst Pharmaceuticals, Inc. ⁽¹⁾		30,144		229,999
Biohaven Pharmaceutical Holding Co. Ltd. ⁽¹⁾		9,214		345,986
BioMarin Pharmaceutical, Inc. ⁽¹⁾		235,331		22,820,047
BioScrip, Inc. ⁽¹⁾		3,639		11,281
BioSpecifics Technologies Corp. ⁽¹⁾		1,858		108,674
Bio-Techne Corp.		152,016		31,027,986
BioTelemetry, Inc. ⁽¹⁾		47,676		3,072,718
BioTime, Inc. ⁽¹⁾		7,638		17,949
Bluebird Bio, Inc. ⁽¹⁾		2,268		331,128
Blueprint Medicines Corp. ⁽¹⁾		13,383		1,044,677
Bruker Corp.		2,537		84,863
Calyxt, Inc. ⁽¹⁾		1,627		24,844
Cambrex Corp. ⁽¹⁾		4,570		312,588
Cantel Medical Corp.		84,327		7,763,144
Capital Senior Living Corp. ⁽¹⁾		7,886		74,444
Cara Therapeutics, Inc. ⁽¹⁾		9,162		219,430
Cardiovascular Systems, Inc. ⁽¹⁾		10,594		414,649
CareDx, Inc. ⁽¹⁾		10,172		293,462
CASI Pharmaceuticals, Inc. ⁽¹⁾		14,249		66,543
Castlight Health, Inc. ⁽¹⁾		23,072		62,294
Catalent, Inc. ⁽¹⁾		652,609		29,726,340
Catalyst Pharmaceuticals, Inc. ⁽¹⁾		30,566		115,539
Celcuity, Inc. ⁽¹⁾		1,823		52,429
Cellular Biomedicine Group, Inc. ⁽¹⁾		2,819		51,165
Centene Corp. ⁽¹⁾		10,912		1,579,839
Cerner Corp. ⁽¹⁾		63,564		4,094,157
Cerus Corp. ⁽¹⁾		36,900		266,049
Charles River Laboratories International, Inc. ⁽¹⁾		2,064		277,691
Chemed Corp.		938		299,766
ChemoCentryx, Inc. ⁽¹⁾		7,032		88,884
ChromaDex Corp. ⁽¹⁾		12,044		51,669
Civitas Solutions, Inc. ⁽¹⁾		3,753		55,357
Clearside Biomedical, Inc. ⁽¹⁾		8,852		54,440
Clovis Oncology, Inc. ⁽¹⁾		15,293		449,155
Codexis, Inc. ⁽¹⁾		16,428		281,740
Cohbar, Inc. ⁽¹⁾		7,030		30,299
Coherus Biosciences, Inc. ⁽¹⁾		16,308		269,082
Collegium Pharmaceutical, Inc. ⁽¹⁾		9,722		143,302
Computer Programs & Systems, Inc.		1,994		53,539
CONMED Corp.		3,053		241,859
Corbus Pharmaceuticals Holdings, Inc. ⁽¹⁾		15,874		119,849
Corcept Therapeutics, Inc. ⁽¹⁾		31,830		446,257
Corium International, Inc. ⁽¹⁾		7,613		72,400
CorVel Corp. ⁽¹⁾		2,959		178,280
Corvus Pharmaceuticals, Inc. ⁽¹⁾		3,941		33,814
Crinetics Pharmaceuticals, Inc. ⁽¹⁾		1,904		54,550
CryoLife, Inc. ⁽¹⁾		7,741		272,483
CryoPort, Inc. ⁽¹⁾		7,887		101,032
CTI BioPharma Corp. ⁽¹⁾		16,045		34,657
Cue Biopharma, Inc. ⁽¹⁾		5,579		50,490
Cutera, Inc. ⁽¹⁾		4,308		140,225
Cymabay Therapeutics, Inc. ⁽¹⁾		14,435		159,940
Cytokinetics, Inc. ⁽¹⁾		13,509		133,064
CytomX Therapeutics, Inc. ⁽¹⁾		14,439		267,121
CytoSorbents Corp. ⁽¹⁾		9,680		124,872
DaVita, Inc. ⁽¹⁾		4,139		296,477
Deciphera Pharmaceuticals, Inc. ⁽¹⁾		2,857		110,623
Denali Therapeutics, Inc. ⁽¹⁾		14,769		321,078
Dentsply Sirona, Inc.		414,000		15,624,360
Dermira, Inc. ⁽¹⁾		11,049		120,434
DexCom, Inc. ⁽¹⁾		41,847		5,985,795
Dicerna Pharmaceuticals, Inc. ⁽¹⁾		14,745		225,009
Dova Pharmaceuticals, Inc. ⁽¹⁾		3,699		77,568
Durect Corp. ⁽¹⁾		49,629		54,592
Dynavax Technologies Corp. ⁽¹⁾		17,901		221,972
Eagle Pharmaceuticals, Inc. ⁽¹⁾		3,365		233,295
Editas Medicine, Inc. ⁽¹⁾		14,913		474,532
Edwards Lifesciences Corp. ⁽¹⁾		122,796		21,378,784
Eidos Therapeutics, Inc. ⁽¹⁾		1,994		19,900
ElectroCore LLC ⁽¹⁾		1,852		25,928
Eloxx Pharmaceuticals, Inc. ⁽¹⁾		6,909		117,729
Emergent BioSolutions, Inc. ⁽¹⁾		14,423		949,466
Enanta Pharmaceuticals, Inc. ⁽¹⁾		5,381		459,860
Encompass Health Corp.		5,939		462,945
Endo International Plc ⁽¹⁾		4,509		75,886
Endocyte, Inc. ⁽¹⁾		19,273		342,288
Endologix, Inc. ⁽¹⁾		26,589		50,785
Ensign Group, Inc.		15,960		605,203
Envision Healthcare Corp. ⁽¹⁾		1,389		63,519
Enzo Biochem, Inc. ⁽¹⁾		14,800		60,976
Epizyme, Inc. ⁽¹⁾		12,053		127,762
Esperion Therapeutics, Inc. ⁽¹⁾		7,421		329,270
Evelo Biosciences, Inc. ⁽¹⁾		1,690		20,584
Evolent Health, Inc. ⁽¹⁾		4,974		141,262
Evolus, Inc. ⁽¹⁾		2,975		55,394
Exact Sciences Corp. ⁽¹⁾		7,298		575,958
Exelixis, Inc. ⁽¹⁾		100,841		1,786,903
Fate Therapeutics, Inc. ⁽¹⁾		16,468		268,264
Fennec Pharmaceuticals, Inc. ⁽¹⁾		3,523		28,889
FibroGen, Inc. ⁽¹⁾		24,199		1,470,089
Flexion Therapeutics, Inc. ⁽¹⁾		10,879		203,546
Fluidigm Corp. ⁽¹⁾		8,505		63,702
FONAR Corp. ⁽¹⁾		402		10,010
Fortress Biotech, Inc. ⁽¹⁾		10,002		16,003
Forty Seven, Inc. ⁽¹⁾		2,243		33,466
G1 Therapeutics, Inc. ⁽¹⁾		6,748		352,853
Genesis Healthcare, Inc. ⁽¹⁾		18,382		24,816
GenMark Diagnostics, Inc. ⁽¹⁾		16,735		123,002
Genomic Health, Inc. ⁽¹⁾		6,721		471,949
Geron Corp. ⁽¹⁾		54,745		96,351
Glaukos Corp. ⁽¹⁾		10,759		698,259
Global Blood Therapeutics, Inc. ⁽¹⁾		16,174		614,612
Globus Medical, Inc. ⁽¹⁾		151,003		8,570,930
GlycoMimetics, Inc. ⁽¹⁾		10,853		156,283
GTx, Inc. ⁽¹⁾		1,452		2,280
Haemonetics Corp. ⁽¹⁾		16,818		1,927,006
Halozyme Therapeutics, Inc. ⁽¹⁾		40,437		734,740
HealthEquity, Inc. ⁽¹⁾		74,268		7,011,642
HealthStream, Inc.		8,420		261,104
Helius Medical Technologies, Inc. ⁽¹⁾		5,383		52,700
Henry Schein, Inc. ⁽¹⁾		124,396		10,577,392
Heron Therapeutics, Inc. ⁽¹⁾		22,294		705,605
Heska Corp. ⁽¹⁾		2,140		242,483
Hill-Rom Holdings, Inc.		2,620		247,328
HMS Holdings Corp. ⁽¹⁾		129,575		4,251,356
Hologic, Inc. ⁽¹⁾		82,505		3,381,055
Homology Medicines, Inc. ⁽¹⁾		3,278		74,935
Horizon Pharma Plc ⁽¹⁾		53,557		1,048,646
ICON Plc ⁽¹⁾		39,102		6,011,933
ICU Medical, Inc. ⁽¹⁾		28,739		8,125,952
Idera Pharmaceuticals, Inc. ⁽¹⁾		6,060		53,995
IDEXX Laboratories, Inc. ⁽¹⁾		100,984		25,211,665
Illumina, Inc. ⁽¹⁾		67,468		24,764,804
Immune Design Corp. ⁽¹⁾		546		1,884
ImmunoGen, Inc. ⁽¹⁾		46,498		440,336
Immunomedics, Inc. ⁽¹⁾		41,698		868,569
Incyte Corp. ⁽¹⁾		105,291		7,273,502
Innovate Biopharmaceuticals, Inc. ⁽¹⁾		5,815		39,716
Innoviva, Inc. ⁽¹⁾		22,435		341,909
Inogen, Inc. ⁽¹⁾		5,703		1,392,216
Inovalon Holdings, Inc. ⁽¹⁾		22,458		225,703
Inovio Pharmaceuticals, Inc. ⁽¹⁾		26,849		149,280
Insmed, Inc. ⁽¹⁾		24,596		497,331
Inspire Medical Systems, Inc. ⁽¹⁾		2,456		103,348
Insulet Corp. ⁽¹⁾		3,540		375,063
Insys Therapeutics, Inc. ⁽¹⁾		8,551		86,194
Integer Holdings Corp. ⁽¹⁾		7,464		619,139
Integra LifeSciences Holdings Corp. ⁽¹⁾		680,337		44,813,798
Intellia Therapeutics, Inc. ⁽¹⁾		10,767		308,152
Intercept Pharmaceuticals, Inc. ⁽¹⁾		7,147		903,095
Intersect ENT, Inc. ⁽¹⁾		9,600		276,000
Intra-Cellular Therapies, Inc. ⁽¹⁾		7,189		156,001
Intrexon Corp. ⁽¹⁾		23,918		411,868
IntriCon Corp. ⁽¹⁾		2,331		131,002
Intuitive Surgical, Inc. ⁽¹⁾		9,485		5,444,390
InVitae Corp. ⁽¹⁾		21,256		355,613
Ionis Pharmaceuticals, Inc. ⁽¹⁾		7,643		394,226
Iovance Biotherapeutics, Inc. ⁽¹⁾		26,686		300,217
iRadimed Corp. ⁽¹⁾		1,095		40,679
iRhythm Technologies, Inc. ⁽¹⁾		7,756		734,183
Ironwood Pharmaceuticals, Inc. ⁽¹⁾		44,793		826,879
Jazz Pharmaceuticals Plc ⁽¹⁾		3,298		554,493
Jounce Therapeutics, Inc. ⁽¹⁾		5,493		35,704
K2M Group Holdings, Inc. ⁽¹⁾		13,460		368,400
Kadmon Holdings, Inc. ⁽¹⁾		32,493		108,527
Kala Pharmaceuticals, Inc. ⁽¹⁾		3,838		37,881
Karyopharm Therapeutics, Inc. ⁽¹⁾		14,137		240,753
Keryx Biopharmaceuticals, Inc. ⁽¹⁾		31,931		108,565
Kezar Life Sciences, Inc. ⁽¹⁾		1,421		30,424
Kindred Biosciences, Inc. ⁽¹⁾		10,128		141,286
Kiniksa Pharmaceuticals Ltd. ⁽¹⁾		1,833		46,742
Kura Oncology, Inc. ⁽¹⁾		9,173		160,527
La Jolla Pharmaceutical Co. ⁽¹⁾		6,982		140,548
Laboratory Corp. of America Holdings ⁽¹⁾		118,366		20,557,807
Lantheus Holdings, Inc. ⁽¹⁾		10,988		164,271
LeMaitre Vascular, Inc.		5,072		196,489
Lexicon Pharmaceuticals, Inc. ⁽¹⁾		13,797		147,214
LHC Group, Inc. ⁽¹⁾		9,534		981,907
Ligand Pharmaceuticals, Inc. ⁽¹⁾		37,799		10,375,448
Liquidia Technologies, Inc. ⁽¹⁾		1,247		34,205
LivaNova Plc ⁽¹⁾		12,457		1,544,294
Loxo Oncology, Inc. ⁽¹⁾		8,699		1,486,050
Luminex Corp.		5,688		172,403
MacroGenics, Inc. ⁽¹⁾		12,720		272,717
Madrigal Pharmaceuticals, Inc. ⁽¹⁾		2,245		480,722
Magenta Therapeutics, Inc. ⁽¹⁾		1,130		13,571
MannKind Corp. ⁽¹⁾		44,391		81,236
Marinus Pharmaceuticals, Inc. ⁽¹⁾		11,490		114,900
Masimo Corp. ⁽¹⁾		110,184		13,722,315
Medicines Co. ⁽¹⁾		20,700		619,137
MediciNova, Inc. ⁽¹⁾		12,384		154,676
Medidata Solutions, Inc. ⁽¹⁾		328,199		24,060,269
Medpace Holdings, Inc. ⁽¹⁾		7,036		421,527
MeiraGTx Holdings Plc ⁽¹⁾		1,070		14,552
Meridian Bioscience, Inc.		11,715		174,553
Merit Medical Systems, Inc. ⁽¹⁾		166,642		10,240,151
Mersana Therapeutics, Inc. ⁽¹⁾		3,940		39,400
Mettler-Toledo International, Inc. ⁽¹⁾		46,179		28,122,087
MiMedx Group, Inc. ⁽¹⁾		33,208		205,225
Minerva Neurosciences, Inc. ⁽¹⁾		8,259		103,650
Miragen Therapeutics, Inc. ⁽¹⁾		6,763		37,738
Mirati Therapeutics, Inc. ⁽¹⁾		6,526		307,375
Molina Healthcare, Inc. ⁽¹⁾		3,165		470,635
Momenta Pharmaceuticals, Inc. ⁽¹⁾		24,775		651,582
Mustang Bio, Inc. ⁽¹⁾		4,998		29,738
MyoKardia, Inc. ⁽¹⁾		11,005		717,526
Myriad Genetics, Inc. ⁽¹⁾		18,872		868,112
NanoString Technologies, Inc. ⁽¹⁾		7,411		132,138
NantHealth, Inc. ⁽¹⁾		3,540		5,558
Natera, Inc. ⁽¹⁾		10,450		250,173
National Research Corp.		3,222		124,369
Natus Medical, Inc. ⁽¹⁾		88,779		3,164,971
Nektar Therapeutics ⁽¹⁾		9,533		581,132
Neogen Corp. ⁽¹⁾		87,020		6,224,541
NeoGenomics, Inc. ⁽¹⁾		20,606		316,302
Neon Therapeutics, Inc. ⁽¹⁾		1,761		15,039
Neos Therapeutics, Inc. ⁽¹⁾		8,306		40,284
Neurocrine Biosciences, Inc. ⁽¹⁾		5,426		667,127
Neuronetics, Inc. ⁽¹⁾		1,903		61,010
Nevro Corp. ⁽¹⁾		9,486		540,702
NewLink Genetics Corp. ⁽¹⁾		713		1,704
NextGen Healthcare, Inc. ⁽¹⁾		10,781		216,482
Novavax, Inc. ⁽¹⁾		44,848		84,314
Novocure Ltd. ⁽¹⁾		23,814		1,247,854
NuVasive, Inc. ⁽¹⁾		433,704		30,784,310
Nuvectra Corp. ⁽¹⁾		4,393		96,558
NxStage Medical, Inc. ⁽¹⁾		21,055		587,224
Nymox Pharmaceutical Corp. ⁽¹⁾		2,679		6,590
Ocular Therapeutix, Inc. ⁽¹⁾		10,229		70,376
Odonate Therapeutics, Inc. ⁽¹⁾		2,139		41,518
Omeros Corp. ⁽¹⁾		14,857		362,659
Omnicell, Inc. ⁽¹⁾		166,545		11,974,585
Optinose, Inc. ⁽¹⁾		6,246		77,638
OraSure Technologies, Inc. ⁽¹⁾		18,493		285,717
Organovo Holdings, Inc. ⁽¹⁾		36,884		42,417
Orthofix Medical, Inc. ⁽¹⁾		4,270		246,849
OrthoPediatrics Corp. ⁽¹⁾		2,173		79,619
Ovid therapeutics, Inc. ⁽¹⁾		3,545		20,100
Oxford Immunotec Global Plc ⁽¹⁾		8,013		130,051
Pacific Biosciences of California, Inc. ⁽¹⁾		39,083		211,439
Pacira Pharmaceuticals, Inc. ⁽¹⁾		110,101		5,411,464
Palatin Technologies, Inc. ⁽¹⁾		64,954		64,792
Paratek Pharmaceuticals, Inc. ⁽¹⁾		10,008		97,078
Penumbra, Inc. ⁽¹⁾		22,497		3,367,801
PetIQ, Inc. ⁽¹⁾		3,425		134,637
Pfenex, Inc. ⁽¹⁾		8,687		44,391
Phibro Animal Health Corp.		6,139		263,363
Pieris Pharmaceuticals, Inc. ⁽¹⁾		16,441		92,070
PolarityTE, Inc. ⁽¹⁾		2,746		52,449
Portola Pharmaceuticals, Inc. ⁽¹⁾		19,595		521,815
PRA Health Sciences, Inc. ⁽¹⁾		33,086		3,645,746
Premier, Inc. ⁽¹⁾		993		45,460
Prestige Consumer Healthcare, Inc. ⁽¹⁾		168,805		6,396,021
Progenics Pharmaceuticals, Inc. ⁽¹⁾		27,552		172,751
Proteostasis Therapeutics, Inc. ⁽¹⁾		6,584		15,867
PTC Therapeutics, Inc. ⁽¹⁾		14,613		686,811
Pulse Biosciences, Inc. ⁽¹⁾		3,359		47,664
Puma Biotechnology, Inc. ⁽¹⁾		9,342		428,331
Quanterix Corp. ⁽¹⁾		2,795		59,869
Quidel Corp. ⁽¹⁾		11,057		720,585
Quorum Health Corp. ⁽¹⁾		8,921		52,277
R1 RCM, Inc. ⁽¹⁾		30,591		310,805
Ra Pharmaceuticals, Inc. ⁽¹⁾		365		6,603
Radius Health, Inc. ⁽¹⁾		13,217		235,263
RadNet, Inc. ⁽¹⁾		12,710		191,285
Reata Pharmaceuticals, Inc. ⁽¹⁾		6,051		494,730
Recro Pharma, Inc. ⁽¹⁾		5,482		38,977
REGENXBIO, Inc. ⁽¹⁾		10,240		773,120
Repligen Corp. ⁽¹⁾		78,338		4,344,625
Replimune Group, Inc. ⁽¹⁾		2,052		33,037
ResMed, Inc.		49,324		5,689,030
resTORbio, Inc. ⁽¹⁾		252		3,815
Retrophin, Inc. ⁽¹⁾		13,049		374,898
Revance Therapeutics, Inc. ⁽¹⁾		10,674		265,249
Rhythm Pharmaceuticals, Inc. ⁽¹⁾		4,948		144,333
Rigel Pharmaceuticals, Inc. ⁽¹⁾		47,844		153,579
Rocket Pharmaceuticals, Inc. ⁽¹⁾		6,705		165,077
Rockwell Medical, Inc. ⁽¹⁾		14,481		61,110
RTI Surgical, Inc. ⁽¹⁾		2,499		11,245
Rubius Therapeutics, Inc. ⁽¹⁾		3,314		79,536
SAGE Therapeutics, Inc. ⁽¹⁾		2,776		392,110
Sangamo Therapeutics, Inc. ⁽¹⁾		32,589		552,384
Sarepta Therapeutics, Inc. ⁽¹⁾		3,820		616,968
Savara, Inc. ⁽¹⁾		9,331		104,134
Scholar Rock Holding Corp. ⁽¹⁾		1,734		44,650
Seattle Genetics, Inc. ⁽¹⁾		6,536		504,056
Select Medical Holdings Corp. ⁽¹⁾		34,908		642,307
Selecta Biosciences, Inc. ⁽¹⁾		5,693		88,526
Senseonics Holdings, Inc. ⁽¹⁾		27,720		132,224
Seres Therapeutics, Inc. ⁽¹⁾		6,650		50,474
Sienna Biopharmaceuticals, Inc. ⁽¹⁾		4,875		72,248
Sientra, Inc. ⁽¹⁾		7,450		177,906
SIGA Technologies, Inc. ⁽¹⁾		16,570		114,167
Simulations Plus, Inc.		3,648		73,690
Solid Biosciences, Inc. ⁽¹⁾		3,952		186,455
Sorrento Therapeutics, Inc. ⁽¹⁾		35,450		155,980
Spark Therapeutics, Inc. ⁽¹⁾		10,187		555,701
Spectrum Pharmaceuticals, Inc. ⁽¹⁾		30,018		504,302
Spero Therapeutics, Inc. ⁽¹⁾		178		1,871
Spring Bank Pharmaceuticals, Inc. ⁽¹⁾		4,541		54,719
STAAR Surgical Co. ⁽¹⁾		14,218		682,464
Stemline Therapeutics, Inc. ⁽¹⁾		8,873		147,292
Supernus Pharmaceuticals, Inc. ⁽¹⁾		15,790		795,027
Surface Oncology, Inc. ⁽¹⁾		2,305		25,217
Surgery Partners, Inc. ⁽¹⁾		626		10,329
SurModics, Inc. ⁽¹⁾		4,176		311,738
Syndax Pharmaceuticals, Inc. ⁽¹⁾		1,685		13,615
Syneos Health, Inc. ⁽¹⁾		358,801		18,496,192
Synergy Pharmaceuticals, Inc. ⁽¹⁾		80,121		136,206
Syros Pharmaceuticals, Inc. ⁽¹⁾		7,754		92,350
T2 Biosystems, Inc. ⁽¹⁾		10,125		75,431
Tabula Rasa HealthCare, Inc. ⁽¹⁾		5,596		454,339
Tactile Systems Technology, Inc. ⁽¹⁾		5,694		404,559
Tandem Diabetes Care, Inc. ⁽¹⁾		16,490		706,432
Teladoc Health, Inc. ⁽¹⁾		21,678		1,871,895
Teleflex, Inc.		527		140,229
Teligent, Inc. ⁽¹⁾		14,020		55,379
Tenet Healthcare Corp. ⁽¹⁾		27,069		770,384
TESARO, Inc. ⁽¹⁾		2,351		91,713
TG Therapeutics, Inc. ⁽¹⁾		20,441		114,470
The Cooper Companies, Inc.		75,469		20,916,233
The Providence Service Corp. ⁽¹⁾		3,626		243,957
TherapeuticsMD, Inc. ⁽¹⁾		59,260		388,746
Theravance Biopharma, Inc. ⁽¹⁾		14,060		459,340
Tivity Health, Inc. ⁽¹⁾		12,972		417,050
Tocagen, Inc. ⁽¹⁾		4,995		77,872
TransEnterix, Inc. ⁽¹⁾		51,468		298,514
Translate Bio, Inc. ⁽¹⁾		2,740		27,400
Tricida, Inc. ⁽¹⁾		3,180		97,149
Tyme Technologies, Inc. ⁽¹⁾		13,144		36,540
Ultragenyx Pharmaceutical, Inc. ⁽¹⁾		15,230		1,162,658
UNITY Biotechnology, Inc. ⁽¹⁾		1,580		25,738
Universal Health Services, Inc.		111,887		14,303,634
Unum Therapeutics, Inc. ⁽¹⁾		1,125		11,588
U.S. Physical Therapy, Inc.		4,045		479,737
Utah Medical Products, Inc.		978		92,128
Vanda Pharmaceuticals, Inc. ⁽¹⁾		16,694		383,127
Varex Imaging Corp. ⁽¹⁾		12,321		353,120
Varian Medical Systems, Inc. ⁽¹⁾		102,049		11,422,345
Veeva Systems, Inc. ⁽¹⁾		227,311		24,747,349
Veracyte, Inc. ⁽¹⁾		9,303		88,844
Verastem, Inc. ⁽¹⁾		22,288		161,588
Vericel Corp. ⁽¹⁾		13,923		197,010
Verrica Pharmaceuticals, Inc. ⁽¹⁾		1,630		26,487
ViewRay, Inc. ⁽¹⁾		19,539		182,885
Viking Therapeutics, Inc. ⁽¹⁾		16,785		292,395
Vital Therapies, Inc. ⁽¹⁾		9,598		2,643
Vocera Communications, Inc. ⁽¹⁾		9,477		346,669
Voyager Therapeutics, Inc. ⁽¹⁾		6,791		128,486
Waters Corp. ⁽¹⁾		143,327		27,902,900
WaVe Life Sciences Ltd. ⁽¹⁾		5,675		283,750
WellCare Health Plans, Inc. ⁽¹⁾		2,830		906,987
West Pharmaceutical Services, Inc.		84,046		10,377,160
Wright Medical Group NV ⁽¹⁾		40,294		1,169,332
Xencor, Inc. ⁽¹⁾		14,940		582,212
Xeris Pharmaceuticals, Inc. ⁽¹⁾		1,815		31,908
XOMA Corp. ⁽¹⁾		882		15,497
Zafgen, Inc. ⁽¹⁾		9,227		107,864
ZIOPHARM Oncology, Inc. ⁽¹⁾		42,438		135,802
Zogenix, Inc. ⁽¹⁾		10,185		505,176
Zomedica Pharmaceuticals Corp. ⁽¹⁾		11,599		21,690
				774,879,925
Industrials - 14.96%
A.O. Smith Corp.		214,049		11,423,795
AAON, Inc.		182,917		6,914,263
Actuant Corp.		9,757		272,220
Advanced Disposal Services, Inc. ⁽¹⁾		172,836		4,680,399
Advanced Drainage Systems, Inc.		11,731		362,488
Aerojet Rocketdyne Holdings, Inc. ⁽¹⁾		22,561		766,848
AeroVironment, Inc. ⁽¹⁾		6,833		766,458
Air Lease Corp.		446		20,463
Air Transport Services Group, Inc. ⁽¹⁾		18,974		407,372
Alamo Group, Inc.		2,686		246,064
Alaska Air Group, Inc.		199,003		13,703,347
Albany International Corp.		9,296		739,032
Allegiant Travel Co.		4,174		529,263
Allegion Plc		4,765		431,566
Allied Motion Technologies, Inc.		2,218		120,726
Allison Transmission Holdings, Inc.		6,983		363,186
Altra Industrial Motion Corp.		13,940		575,722
American Woodmark Corp. ⁽¹⁾		4,594		360,399
AMETEK, Inc.		253,690		20,071,953
Apogee Enterprises, Inc.		7,677		317,214
Applied Industrial Technologies, Inc.		12,341		965,683
ArcBest Corp.		968		46,996
Armstrong Flooring, Inc. ⁽¹⁾		757		13,702
Armstrong World Industries, Inc. ⁽¹⁾		2,712		188,755
ASGN, Inc. ⁽¹⁾		16,410		1,295,241
Astec Industries, Inc.		3,576		180,266
Astronics Corp. ⁽¹⁾		6,881		299,324
Atkore International Group, Inc. ⁽¹⁾		12,706		337,090
Avis Budget Group, Inc. ⁽¹⁾		21,595		694,063
Axon Enterprise, Inc. ⁽¹⁾		68,718		4,702,373
AZZ, Inc.		2,682		135,441
Barnes Group, Inc.		2,044		145,185
Barrett Business Services, Inc.		2,298		153,460
Beacon Roofing Supply, Inc. ⁽¹⁾		276,995		10,024,449
BG Staffing, Inc.		2,363		64,274
Blue Bird Corp. ⁽¹⁾		2,308		56,546
BlueLinx Holdings, Inc. ⁽¹⁾		2,818		88,739
BMC Stock Holdings, Inc. ⁽¹⁾		913		17,027
BrightView Holdings, Inc. ⁽¹⁾		4,488		72,032
Builders FirstSource, Inc. ⁽¹⁾		36,971		542,734
BWX Technologies, Inc.		6,045		378,054
C.H. Robinson Worldwide, Inc.		8,416		824,095
CAI International, Inc. ⁽¹⁾		2,622		59,965
Casella Waste Systems, Inc. ⁽¹⁾		2,534		78,706
Chart Industries, Inc. ⁽¹⁾		4,347		340,501
Cimpress ⁽¹⁾		7,131		974,166
Cintas Corp.		5,321		1,052,547
Columbus Mckinnon Corp.		4,481		177,179
Comfort Systems USA, Inc.		11,851		668,396
Commercial Vehicle Group, Inc. ⁽¹⁾		9,573		87,689
Continental Building Products, Inc. ⁽¹⁾		12,087		453,867
Copart, Inc. ⁽¹⁾		209,424		10,791,619
CoStar Group, Inc. ⁽¹⁾		48,521		20,419,578
Covanta Holding Corp.		38,174		620,328
CRA International, Inc.		686		34,451
CSW Industrials, Inc. ⁽¹⁾		5,039		270,594
Cubic Corp.		6,012		439,177
Cummins, Inc.		3,360		490,795
Curtiss-Wright Corp.		201		27,621
Deluxe Corp.		15,478		881,317
DMC Global, Inc.		4,619		188,455
Donaldson Co., Inc.		7,396		430,891
Douglas Dynamics, Inc.		7,203		316,212
Dun & Bradstreet Corp.		991		141,227
DXP Enterprises, Inc. ⁽¹⁾		3,947		158,156
Dycom Industries, Inc. ⁽¹⁾		9,776		827,050
Echo Global Logistics, Inc. ⁽¹⁾		8,527		263,911
EMCOR Group, Inc.		14,131		1,061,379
Energous Corp. ⁽¹⁾		7,485		75,748
Energy Recovery, Inc. ⁽¹⁾		11,558		103,444
EnerSys, Inc.		8,881		773,802
EnPro Industries, Inc.		630		45,946
EnviroStar, Inc.		1,274		49,622
Equifax, Inc.		1,958		255,656
Evoqua Water Technologies Corp. ⁽¹⁾		24,709		439,326
Expeditors International of Washington, Inc.		10,596		779,124
Exponent, Inc.		16,725		896,460
Fastenal Co.		17,498		1,015,234
Federal Signal Corp.		18,221		487,958
Forrester Research, Inc.		3,291		151,057
Fortive Corp.		224,413		18,895,575
Fortune Brands Home & Security, Inc.		3,607		188,863
Forward Air Corp.		9,493		680,648
Foundation Building Materials, Inc. ⁽¹⁾		1,276		15,912
Franklin Covey Co. ⁽¹⁾		3,082		72,889
Franklin Electric Company, Inc.		14,294		675,392
Gardner Denver Holdings, Inc. ⁽¹⁾		2,057		58,295
Gates Industrial Corp. Plc ⁽¹⁾		875,000		17,062,500
Gencor Industries, Inc. ⁽¹⁾		565		6,808
Generac Holdings, Inc. ⁽¹⁾		19,631		1,107,385
General Finance Corp. ⁽¹⁾		1,274		20,320
Genesee & Wyoming, Inc. ⁽¹⁾		75,627		6,881,301
Global Brass and Copper Holdings, Inc.		6,427		237,156
GMS, Inc. ⁽¹⁾		9,799		227,337
Gorman Rupp Co.		1,195		43,618
Graco, Inc.		10,066		466,458
Granite Construction, Inc.		11,392		520,614
Griffon Corp.		612		9,884
H&E Equipment Services, Inc.		8,050		304,129
Harris Corp.		32,580		5,512,862
Harsco Corp. ⁽¹⁾		26,037		743,356
HC2 Holdings, Inc. ⁽¹⁾		13,523		82,761
HD Supply Holdings, Inc. ⁽¹⁾		3,399		145,443
Healthcare Services Group, Inc.		166,457		6,761,483
Heartland Express, Inc.		15,151		298,929
Heico Corp.		2,368		219,300
Heico Corp. - Class A		77,670		5,864,085
Heidrick & Struggles International, Inc.		5,973		202,186
Herc Holdings, Inc. ⁽¹⁾		7,789		398,797
Heritage Crystal Clean, Inc. ⁽¹⁾		386		8,241
Herman Miller, Inc.		16,484		632,986
Hexcel Corp.		1,130		75,767
Hillenbrand, Inc.		20,314		1,062,422
HNI Corp.		14,083		623,032
Hub Group, Inc. ⁽¹⁾		6,739		307,298
Hubbell, Inc.		2,261		302,002
Huntington Ingalls Industries, Inc.		2,217		567,729
ICF International, Inc.		656		49,495
IDEX Corp.		300,572		45,284,178
IHS Markit Ltd. ⁽¹⁾		45,338		2,446,438
Ingersoll-Rand Plc		8,073		825,868
InnerWorkings, Inc. ⁽¹⁾		661		5,235
Insperity, Inc.		12,391		1,461,518
Insteel Industries, Inc.		5,234		187,796
Interface, Inc.		17,355		405,239
J.B. Hunt Transportation Services, Inc.		24,033		2,858,485
JELD-WEN Holding, Inc. ⁽¹⁾		22,423		552,951
John Bean Technologies Corp.		10,124		1,207,793
Kadant, Inc.		3,532		380,926
Kaman Corp.		8,936		596,746
KAR Auction Services, Inc.		7,703		459,792
Kennametal, Inc.		16,236		707,240
Kforce, Inc.		7,457		280,383
Kimball International, Inc.		10,693		179,108
Knoll, Inc.		14,972		351,093
Korn/Ferry International		18,542		913,008
Kornit Digital Ltd. ⁽¹⁾		79,951		1,750,927
Kratos Defense & Security Solutions, Inc. ⁽¹⁾		10,424		154,067
Landstar System, Inc.		44,290		5,403,380
Lawson Products, Inc. ⁽¹⁾		633		21,459
Lennox International, Inc.		2,045		446,628
Lincoln Electric Holdings, Inc.		3,794		354,511
Lindsay Corp.		3,501		350,940
Lydall, Inc. ⁽¹⁾		907		39,092
Manitex International, Inc. ⁽¹⁾		3,491		36,760
Marten Transport Ltd.		5,702		120,027
Masco Corp.		12,882		471,481
Masonite International Corp. ⁽¹⁾		8,412		539,209
MasTec, Inc. ⁽¹⁾		20,981		936,802
Matson, Inc.		6,217		246,442
McGrath RentCorp		7,793		424,485
Mercury Systems, Inc. ⁽¹⁾		75,071		4,152,928
Meritor, Inc. ⁽¹⁾		26,824		519,313
Mesa Air Group, Inc. ⁽¹⁾		790		10,949
Milacron Holdings Corp. ⁽¹⁾		2,534		51,314
Miller Industries, Inc.		188		5,057
Mistras Group, Inc. ⁽¹⁾		4,230		91,664
Mobile Mini, Inc.		12,896		565,490
Moog, Inc.		906		77,889
MRC Global, Inc. ⁽¹⁾		14,815		278,078
MSA Safety, Inc.		11,060		1,177,226
MSC Industrial Direct Co., Inc.		26,471		2,332,360
Mueller Industries, Inc.		18,336		531,377
Mueller Water Products, Inc.		30,081		346,232
MYR Group, Inc. ⁽¹⁾		5,162		168,488
National Presto Industries, Inc.		162		21,003
Navistar International Corp. ⁽¹⁾		845		32,533
NCI Building Systems, Inc. ⁽¹⁾		13,762		208,494
Nordson Corp.		214,299		29,766,131
NV5 Global, Inc. ⁽¹⁾		3,031		262,788
Old Dominion Freight Line, Inc.		4,020		648,265
Omega Flex, Inc.		963		68,527
Orion Group Holdings, Inc. ⁽¹⁾		3,691		27,867
P.A.M. Transportation Services, Inc. ⁽¹⁾		475		30,918
Parker-Hannifin Corp.		1,453		267,250
Patrick Industries, Inc. ⁽¹⁾		7,764		459,629
Paylocity Holding Corp. ⁽¹⁾		9,456		759,506
PGT Innovations, Inc. ⁽¹⁾		15,763		340,481
Pitney Bowes, Inc.		30,572		216,450
Plug Power, Inc. ⁽¹⁾		70,450		135,264
Primoris Services Corp.		298,840		7,417,209
Proto Labs, Inc. ⁽¹⁾		54,476		8,811,493
Quanta Services, Inc. ⁽¹⁾		2,685		89,625
Raven Industries, Inc.		11,574		529,511
RBC Bearings, Inc. ⁽¹⁾		62,363		9,376,901
Reis, Inc.		2,964		68,172
Republic Services, Inc.		908		65,975
Resources Connection, Inc.		3,027		50,248
REV Group, Inc.		1,792		28,134
Rexnord Corp. ⁽¹⁾		3,819		117,625
Ritchie Bros Auctioneers, Inc.		568,000		20,521,840
Robert Half International, Inc.		7,324		515,463
Rockwell Automation, Inc.		274,252		51,427,735
Rockwell Collins, Inc.		1,329		186,685
Rollins, Inc.		5,912		358,799
Roper Technologies, Inc.		1,144		338,864
Rush Enterprises, Inc. - Class A		4,565		179,450
Rush Enterprises, Inc. - Class B		606		24,173
Saia, Inc. ⁽¹⁾		8,298		634,382
Schneider National, Inc.		487		12,165
Sensata Technologies Holding Plc ⁽¹⁾		5,601		277,530
Simpson Manufacturing Company, Inc.		13,396		970,674
SiteOne Landscape Supply, Inc. ⁽¹⁾		56,012		4,219,944
SP Plus Corp. ⁽¹⁾		2,117		77,271
Spartan Motors, Inc.		10,956		161,601
Sparton Corp. ⁽¹⁾		1,430		20,635
Spirit AeroSystems Holdings, Inc.		6,455		591,730
SPX Corp. ⁽¹⁾		11,323		377,169
Standex International Corp.		3,241		337,874
Stericycle, Inc. ⁽¹⁾		243,000		14,259,240
Sterling Construction Company, Inc. ⁽¹⁾		2,002		28,669
Sun Hydraulics Corp.		9,200		503,976
Systemax, Inc.		3,016		99,347
Team, Inc. ⁽¹⁾		563		12,668
Tennant Co.		5,812		441,421
Tetra Tech, Inc.		16,800		1,147,440
Textron, Inc.		2,542		181,677
The Brink's Co.		16,277		1,135,321
The Middleby Corp. ⁽¹⁾		14,612		1,890,062
The Toro Co.		94,528		5,668,844
Thermon Group Holdings, Inc. ⁽¹⁾		2,844		73,318
TPI Composites, Inc. ⁽¹⁾		4,689		133,871
TransDigm Group, Inc. ⁽¹⁾		2,952		1,099,030
TransUnion		11,199		824,022
Trex Company, Inc. ⁽¹⁾		19,108		1,470,934
TriNet Group, Inc. ⁽¹⁾		14,105		794,394
TrueBlue, Inc. ⁽¹⁾		770		20,059
Twin Disc, Inc. ⁽¹⁾		369		8,502
UniFirst Corp.		42,366		7,356,856
United Rentals, Inc. ⁽¹⁾		139,673		22,850,503
Univar, Inc. ⁽¹⁾		1,017		31,181
Universal Forest Products, Inc.		17,206		607,888
Universal Logistics Holdings, Inc.		2,620		96,416
U.S. Ecology, Inc.		7,191		530,336
U.S. Xpress Enterprises, Inc. ⁽¹⁾		3,919		54,082
USA Truck, Inc. ⁽¹⁾		2,322		46,974
Verisk Analytics, Inc. ⁽¹⁾		239,529		28,875,221
Viad Corp.		3,917		232,082
Vicor Corp. ⁽¹⁾		5,078		233,588
Vivint Solar, Inc. ⁽¹⁾		2,584		13,437
VSE Corp.		222		7,355
W.W. Grainger, Inc.		2,767		988,953
Wabash National Corp.		5,110		93,155
WABCO Holdings, Inc. ⁽¹⁾		160,077		18,879,481
Wabtec Corp.		1,901		199,377
WageWorks, Inc. ⁽¹⁾		207,886		8,887,127
Watsco, Inc.		41,347		7,363,901
Watts Water Technologies, Inc.		5,064		420,312
Welbilt, Inc. ⁽¹⁾		411,437		8,590,805
Werner Enterprises, Inc.		6,884		243,349
Wesco Aircraft Holdings, Inc. ⁽¹⁾		4,676		52,605
Willdan Group, Inc. ⁽¹⁾		2,537		86,157
Willis Lease Finance Corp. ⁽¹⁾		68		2,347
Willscot Corp. ⁽¹⁾		7,347		126,001
Woodward, Inc.		17,337		1,401,870
XPO Logistics, Inc. ⁽¹⁾		114,489		13,071,209
Xylem, Inc.		6,106		487,686
YRC Worldwide, Inc. ⁽¹⁾		2,020		18,140
				575,344,263
Information Technology - 23.16%
2U, Inc. ⁽¹⁾		31,988		2,405,178
3D Systems Corp. ⁽¹⁾		1,799		34,001
8x8, Inc. ⁽¹⁾		122,786		2,609,203
A10 Networks, Inc. ⁽¹⁾		16,727		101,700
Acacia Communications, Inc. ⁽¹⁾		1,227		50,761
ACI Worldwide, Inc. ⁽¹⁾		35,255		992,076
ACM Research, Inc. ⁽¹⁾		2,512		27,808
Acxiom Holdings, Inc. ⁽¹⁾		12,435		614,413
Adesto Technologies Corp. ⁽¹⁾		8,047		47,880
Advanced Energy Industries, Inc. ⁽¹⁾		12,664		654,096
Advanced Micro Devices, Inc. ⁽¹⁾		55,336		1,709,329
Aerohive Networks, Inc. ⁽¹⁾		11,236		46,292
Agilysys, Inc. ⁽¹⁾		2,180		35,534
Akamai Technologies, Inc. ⁽¹⁾		78,465		5,739,715
Alarm.com Holdings, Inc. ⁽¹⁾		9,905		568,547
Alliance Data Systems Corp.		77,388		18,275,950
Altair Engineering, Inc. ⁽¹⁾		9,796		425,636
Alteryx, Inc. ⁽¹⁾		9,455		540,921
Ambarella, Inc. ⁽¹⁾		4,266		165,009
Amber Road, Inc. ⁽¹⁾		7,399		71,178
American Software, Inc.		5,180		62,833
Amphenol Corp.		17,950		1,687,659
Analog Devices, Inc.		3,527		326,106
ANSYS, Inc. ⁽¹⁾		83,133		15,519,268
Appfolio, Inc. ⁽¹⁾		4,883		382,827
Applied Optoelectronics, Inc. ⁽¹⁾		4,617		113,855
Apptio, Inc. ⁽¹⁾		11,161		412,511
Aquantia Corp. ⁽¹⁾		6,665		85,245
Arista Networks, Inc. ⁽¹⁾		50,221		13,351,755
Arlo Technologies, Inc. ⁽¹⁾		1,807		26,220
Aspen Technology, Inc. ⁽¹⁾		357,898		40,768,161
Asure Software, Inc. ⁽¹⁾		3,093		38,415
Atlassian Corp. Plc ⁽¹⁾		475,690		45,732,837
Autodesk, Inc. ⁽¹⁾		11,224		1,752,179
Avalara, Inc. ⁽¹⁾		2,368		82,714
Avid Technology, Inc. ⁽¹⁾		6,485		38,456
Badger Meter, Inc.		9,294		492,117
Benefitfocus, Inc. ⁽¹⁾		7,292		294,961
Black Knight, Inc. ⁽¹⁾		8,597		446,614
Blackbaud, Inc.		211,614		21,474,589
Blackline, Inc. ⁽¹⁾		11,640		657,311
Booz Allen Hamilton Holding Corp.		8,048		399,422
Bottomline Technologies, Inc. ⁽¹⁾		13,135		955,046
Box, Inc. ⁽¹⁾		39,959		955,420
Brightcove, Inc. ⁽¹⁾		11,413		95,869
Broadridge Financial Solutions, Inc.		7,057		931,171
Brooks Automation, Inc.		22,416		785,233
Cabot Microelectronics Corp.		73,429		7,575,670
Cadence Design Systems, Inc. ⁽¹⁾		106,040		4,805,733
CalAmp Corp. ⁽¹⁾		10,926		261,787
Calix, Inc. ⁽¹⁾		6,990		56,619
Carbon Black, Inc. ⁽¹⁾		2,572		54,475
Carbonite, Inc. ⁽¹⁾		10,169		362,525
Cardtronics Plc ⁽¹⁾		10,353		327,569
Casa Systems, Inc. ⁽¹⁾		7,934		117,027
Cass Information Systems, Inc.		3,858		251,233
CDK Global, Inc.		7,954		497,602
CDW Corp.		9,020		802,058
Ceridian HCM Holding, Inc. ⁽¹⁾		1,413		59,388
CEVA, Inc. ⁽¹⁾		6,788		195,155
ChannelAdvisor Corp. ⁽¹⁾		7,764		96,662
Cirrus Logic, Inc. ⁽¹⁾		1,013		39,102
Cision Ltd. ⁽¹⁾		17,466		293,429
Citrix Systems, Inc. ⁽¹⁾		126,303		14,039,842
Clearfield, Inc. ⁽¹⁾		2,216		29,805
Cloudera, Inc. ⁽¹⁾		33,754		595,758
Cognex Corp.		83,017		4,634,009
Coherent, Inc. ⁽¹⁾		1,063		183,038
Cohu, Inc.		1,368		34,337
CommVault Systems, Inc. ⁽¹⁾		12,747		892,290
Control4 Corp. ⁽¹⁾		3,507		120,395
ConvergeOne Holdings, Inc.		6,126		57,033
CoreLogic, Inc. ⁽¹⁾		3,148		155,543
Cornerstone OnDemand, Inc. ⁽¹⁾		17,650		1,001,638
Coupa Software, Inc. ⁽¹⁾		17,207		1,361,074
Cray, Inc. ⁽¹⁾		2,185		46,978
CSG Systems International, Inc.		8,889		356,804
CyberArk Software Ltd. ⁽¹⁾		28,205		2,251,887
Cypress Semiconductor Corp.		15,161		219,683
Dell Technologies, Inc. - VMware, Inc. ⁽¹⁾		889		86,340
Digimarc Corp. ⁽¹⁾		3,363		105,766
Diodes, Inc. ⁽¹⁾		3,235		107,693
DocuSign, Inc. ⁽¹⁾		25,952		1,364,297
Dolby Laboratories, Inc.		76,207		5,332,204
Domo, Inc. ⁽¹⁾		2,129		45,667
Eastman Kodak Co. ⁽¹⁾		5,915		18,337
Ebix, Inc.		7,798		617,212
eGain Corp. ⁽¹⁾		4,765		38,597
Ellie Mae, Inc. ⁽¹⁾		86,223		8,171,354
Endurance International Group Holdings, Inc. ⁽¹⁾		22,895		201,476
Entegris, Inc.		45,900		1,328,805
Envestnet, Inc. ⁽¹⁾		91,015		5,547,364
EPAM Systems, Inc. ⁽¹⁾		3,099		426,732
ePlus, Inc. ⁽¹⁾		4,337		402,040
Euronet Worldwide, Inc. ⁽¹⁾		40,539		4,062,819
Everbridge, Inc. ⁽¹⁾		8,699		501,410
Everi Holdings, Inc. ⁽¹⁾		21,001		192,579
EVERTEC, Inc.		16,605		400,181
Evo Payments, Inc. ⁽¹⁾		4,206		100,523
Exela Technologies, Inc. ⁽¹⁾		11,627		82,901
ExlService Holdings, Inc. ⁽¹⁾		203,552		13,475,142
Extreme Networks, Inc. ⁽¹⁾		37,229		204,015
F5 Networks, Inc. ⁽¹⁾		3,716		741,045
FactSet Research Systems, Inc.		2,288		511,848
Fair Isaac Corp. ⁽¹⁾		1,745		398,820
FARO Technologies, Inc. ⁽¹⁾		5,135		330,437
Fidelity National Information Services, Inc.		1,680		183,238
FireEye, Inc. ⁽¹⁾		7,615		129,455
First Data Corp. ⁽¹⁾		33,181		811,939
Fiserv, Inc. ⁽¹⁾		24,685		2,033,550
Fitbit, Inc. ⁽¹⁾		14,432		77,211
Five9, Inc. ⁽¹⁾		18,551		810,493
FleetCor Technologies, Inc. ⁽¹⁾		5,347		1,218,260
FLIR Systems, Inc.		177,404		10,905,024
ForeScout Technologies, Inc. ⁽¹⁾		9,737		367,669
FormFactor, Inc. ⁽¹⁾		2,032		27,940
Fortinet, Inc. ⁽¹⁾		525,831		48,518,426
Gartner, Inc. ⁽¹⁾		5,392		854,632
Genpact Ltd.		3,108		95,136
Global Payments, Inc.		9,663		1,231,066
GoDaddy, Inc. ⁽¹⁾		9,716		810,217
GTT Communications, Inc. ⁽¹⁾		13,731		595,925
Guidewire Software, Inc. ⁽¹⁾		206,343		20,842,706
Hackett Group, Inc.		7,295		146,994
Hortonworks, Inc. ⁽¹⁾		22,872		521,710
HubSpot, Inc. ⁽¹⁾		11,733		1,771,096
I3 Verticals, Inc. ⁽¹⁾		2,029		46,626
Ichor Holdings Ltd. ⁽¹⁾		8,105		165,504
II-VI, Inc. ⁽¹⁾		19,993		945,669
Immersion Corp. ⁽¹⁾		8,409		88,883
Imperva, Inc. ⁽¹⁾		11,467		532,642
Impinj, Inc. ⁽¹⁾		5,308		131,745
Information Services Group, Inc. ⁽¹⁾		5,558		26,567
Inphi Corp. ⁽¹⁾		14,156		537,645
Insight Enterprises, Inc. ⁽¹⁾		4,303		232,749
Instructure, Inc. ⁽¹⁾		10,299		364,585
Integrated Device Technology, Inc. ⁽¹⁾		99,344		4,670,161
Interdigital, Inc.		4,927		394,160
Internap Corp. ⁽¹⁾		6,650		83,990
IPG Photonics Corp. ⁽¹⁾		91,535		14,285,867
Iteris, Inc. ⁽¹⁾		9,034		48,603
Itron, Inc. ⁽¹⁾		10,991		705,622
J2 Global, Inc.		83,162		6,889,972
Jack Henry & Associates, Inc.		76,092		12,180,807
KLA-Tencor Corp.		9,481		964,313
Kopin Corp. ⁽¹⁾		19,225		46,525
Lam Research Corp.		9,599		1,456,168
Lattice Semiconductor Corp. ⁽¹⁾		37,823		302,584
Limelight Networks, Inc. ⁽¹⁾		34,329		172,332
Littelfuse, Inc.		44,619		8,829,654
LivePerson, Inc. ⁽¹⁾		18,786		487,497
LogMeIn, Inc.		258,630		23,043,933
Lumentum Holdings, Inc. ⁽¹⁾		20,266		1,214,947
Majesco, Inc. ⁽¹⁾		1,055		7,965
Manhattan Associates, Inc. ⁽¹⁾		53,840		2,939,664
Marvell Technology Group Ltd.		9,046		174,588
Maxim Integrated Products, Inc.		16,926		954,457
MAXIMUS, Inc.		20,679		1,345,376
MaxLinear, Inc. ⁽¹⁾		20,288		403,325
Mesa Laboratories, Inc.		1,061		196,943
Methode Electronics, Inc.		5,509		199,426
Microchip Technology, Inc.		63,871		5,040,061
MINDBODY, Inc. ⁽¹⁾		14,125		574,181
Mitek Systems, Inc. ⁽¹⁾		10,557		74,427
MKS Instruments, Inc.		3,271		262,171
MobileIron, Inc. ⁽¹⁾		22,471		119,096
Model N, Inc. ⁽¹⁾		8,131		128,876
MoneyGram International, Inc. ⁽¹⁾		723		3,868
Monolithic Power Systems, Inc.		53,649		6,734,559
Monotype Imaging Holdings, Inc.		6,342		128,108
Motorola Solutions, Inc.		1,120		145,757
Nanometrics, Inc. ⁽¹⁾		7,357		276,035
Napco Security Technologies, Inc. ⁽¹⁾		3,969		59,337
National Instruments Corp.		53,967		2,608,225
NCR Corp. ⁽¹⁾		5,812		165,119
NetApp, Inc.		15,964		1,371,148
NETGEAR, Inc. ⁽¹⁾		2,305		144,869
New Relic, Inc. ⁽¹⁾		14,336		1,350,881
NIC, Inc.		20,989		310,637
Nice Ltd. - ADR ⁽¹⁾		137,832		15,777,629
nLight, Inc. ⁽¹⁾		2,195		48,751
Novanta, Inc. ⁽¹⁾		10,575		723,330
Nutanix, Inc. ⁽¹⁾		6,508		278,022
NVE Corp.		1,439		152,361
Okta, Inc. ⁽¹⁾		240,238		16,903,146
ON Semiconductor Corp. ⁽¹⁾		83,251		1,534,316
OneSpan, Inc. ⁽¹⁾		10,139		193,148
OSI Systems, Inc. ⁽¹⁾		2,010		153,383
Palo Alto Networks, Inc. ⁽¹⁾		243,180		54,778,727
PAR Technology Corp. ⁽¹⁾		2,917		64,816
Park City Group, Inc. ⁽¹⁾		4,729		47,763
Park Electrochemical Corp.		3,557		69,326
Paychex, Inc.		19,546		1,439,563
Paycom Software, Inc. ⁽¹⁾		39,260		6,101,397
PDF Solutions, Inc. ⁽¹⁾		919		8,299
Pegasystems, Inc.		2,292		143,479
Perficient, Inc. ⁽¹⁾		4,271		113,822
PFSweb, Inc. ⁽¹⁾		4,693		34,728
Plantronics, Inc.		10,719		646,356
Pluralsight, Inc. ⁽¹⁾		1,153		36,896
Power Integrations, Inc.		98,056		6,197,139
PRGX Global, Inc. ⁽¹⁾		6,336		55,123
Progress Software Corp.		14,686		518,269
Proofpoint, Inc. ⁽¹⁾		52,854		5,619,966
PROS Holdings, Inc. ⁽¹⁾		57,574		2,016,241
PTC, Inc. ⁽¹⁾		45,461		4,827,504
Pure Storage, Inc. ⁽¹⁾		445,073		11,549,644
Q2 Holdings, Inc. ⁽¹⁾		61,676		3,734,482
QAD, Inc.		3,421		193,800
Qualys, Inc. ⁽¹⁾		153,516		13,678,276
Quantenna Communications, Inc. ⁽¹⁾		10,714		197,673
Rapid7, Inc. ⁽¹⁾		11,726		432,924
RealPage, Inc. ⁽¹⁾		4,336		285,742
Red Hat, Inc. ⁽¹⁾		246,583		33,604,331
Rimini Street, Inc. ⁽¹⁾		2,671		16,854
RingCentral, Inc. ⁽¹⁾		4,103		381,784
Rogers Corp. ⁽¹⁾		3,141		462,732
Rudolph Technologies, Inc. ⁽¹⁾		10,208		249,586
Sabre Corp.		12,469		325,192
SailPoint Technologies Holding, Inc. ⁽¹⁾		16,971		577,353
Science Applications International Corp.		13,704		1,104,542
Semtech Corp. ⁽¹⁾		114,061		6,341,792
SendGrid, Inc. ⁽¹⁾		9,356		344,207
ServiceNow, Inc. ⁽¹⁾		104,107		20,366,452
ServiceSource International, Inc. ⁽¹⁾		26,678		76,032
Shopify, Inc. ⁽¹⁾		20,967		3,448,233
ShotSpotter, Inc. ⁽¹⁾		2,283		139,925
Silicon Laboratories, Inc. ⁽¹⁾		44,092		4,047,646
Skyworks Solutions, Inc.		7,710		699,374
SMART Global Holdings, Inc. ⁽¹⁾		3,157		90,732
Splunk, Inc. ⁽¹⁾		552,829		66,842,554
SPS Commerce, Inc. ⁽¹⁾		5,485		544,331
Square, Inc. ⁽¹⁾		78,419		7,764,265
SS&C Technologies Holdings, Inc.		11,691		664,400
SunPower Corp. ⁽¹⁾		6,665		48,655
Switch, Inc.		2,049		22,129
Synaptics, Inc. ⁽¹⁾		1,054		48,083
Synopsys, Inc. ⁽¹⁾		144,823		14,280,996
Syntel, Inc. ⁽¹⁾		10,558		432,667
Tableau Software, Inc. ⁽¹⁾		182,000		20,336,680
Telaria, Inc. ⁽¹⁾		4,608		17,464
Telenav, Inc. ⁽¹⁾		5,639		28,477
Tenable Holdings, Inc. ⁽¹⁾		3,407		132,464
Teradata Corp. ⁽¹⁾		5,151		194,244
Teradyne, Inc.		1,808		66,860
The Western Union Co.		7,479		142,550
Total System Services, Inc.		10,957		1,081,894
Trade Desk, Inc. ⁽¹⁾		10,515		1,586,819
TTEC Holdings, Inc.		4,797		124,242
Tucows, Inc. ⁽¹⁾		3,036		169,257
Twilio, Inc. ⁽¹⁾		4,379		377,820
Tyler Technologies, Inc. ⁽¹⁾		17,519		4,293,206
Ubiquiti Networks, Inc.		1,174		116,062
Ultimate Software Group, Inc. ⁽¹⁾		18,485		5,955,682
Unisys Corp. ⁽¹⁾		11,267		229,847
Universal Display Corp.		2,598		306,304
Upland Software, Inc. ⁽¹⁾		5,029		162,487
USA Technologies, Inc. ⁽¹⁾		17,767		127,922
Varonis Systems, Inc. ⁽¹⁾		9,077		664,890
VeriSign, Inc. ⁽¹⁾		6,405		1,025,569
Veritone, Inc. ⁽¹⁾		2,256		23,530
Versum Materials, Inc.		6,545		235,685
Viavi Solutions, Inc. ⁽¹⁾		26,491		300,408
VirnetX Holding Corp. ⁽¹⁾		18,050		83,933
Virtusa Corp. ⁽¹⁾		9,189		493,541
Vishay Precision Group, Inc. ⁽¹⁾		2,434		91,032
Web.com Group, Inc. ⁽¹⁾		11,987		334,437
WEX, Inc. ⁽¹⁾		31,051		6,233,799
Workday, Inc. ⁽¹⁾		440,176		64,256,892
Workiva, Inc. ⁽¹⁾		9,182		362,689
Worldpay, Inc. ⁽¹⁾		1,597		161,728
Xcerra Corp. ⁽¹⁾		15,130		215,905
Xilinx, Inc.		15,481		1,241,112
Xperi Corp.		3,387		50,297
Yext, Inc. ⁽¹⁾		26,123		619,115
Zebra Technologies Corp. ⁽¹⁾		3,218		569,039
Zendesk, Inc. ⁽¹⁾		6,328		449,288
Zix Corp. ⁽¹⁾		17,166		95,271
Zscaler, Inc. ⁽¹⁾		4,469		182,246
				890,698,884
Materials - 4.80%
Advanced Emissions Solutions, Inc.		176		2,105
AdvanSix, Inc. ⁽¹⁾		3,474		117,942
Albemarle Corp.		7,089		707,340
AptarGroup, Inc.		366,271		39,462,038
Avery Dennison Corp.		5,358		580,539
Axalta Coating Systems Ltd. ⁽¹⁾		5,142		149,941
Balchem Corp.		102,950		11,539,666
Berry Global Group, Inc. ⁽¹⁾		557,860		26,994,845
Boise Cascade Co.		11,768		433,062
Celanese Corp.		5,244		597,816
Century Aluminum Co. ⁽¹⁾		765		9,157
Chase Corp.		2,381		286,077
Chemours Co.		10,856		428,161
Cleveland-Cliffs, Inc. ⁽¹⁾		15,070		190,786
Coeur Mining, Inc. ⁽¹⁾		8,866		47,256
Compass Minerals International, Inc.		10,110		679,392
Crown Holdings, Inc. ⁽¹⁾		7,862		377,376
Eagle Materials, Inc.		2,513		214,208
Ferro Corp. ⁽¹⁾		27,563		640,013
FMC Corp.		3,295		287,258
Forterra, Inc. ⁽¹⁾		6,374		47,550
GCP Applied Technologies, Inc. ⁽¹⁾		23,400		621,270
Gold Resource Corp.		14,404		74,037
Graphic Packaging Holding Co.		693,485		9,715,725
Greif, Inc. - Class A		697		37,401
Greif, Inc. - Class B		217		12,510
HB Fuller Co.		12,311		636,109
Hecla Mining Co.		11,546		32,213
Ingevity Corp. ⁽¹⁾		96,867		9,868,810
Innophos Holdings, Inc.		900		39,960
Innospec, Inc.		71,027		5,451,322
International Flavors & Fragrances, Inc.		138,980		19,334,898
International Paper Co.		2,791		137,178
Kaiser Aluminum Corp.		2,749		299,806
KapStone Paper and Packaging Corp.		28,414		963,519
KMG Chemicals, Inc.		4,276		323,095
Koppers Holdings, Inc. ⁽¹⁾		4,790		149,209
Kraton Corp. ⁽¹⁾		9,261		436,656
Kronos Worldwide, Inc.		7,405		120,331
Louisiana-Pacific Corp.		6,812		180,450
Marrone Bio Innovations, Inc. ⁽¹⁾		15,840		28,987
Martin Marietta Materials, Inc.		127,274		23,157,504
Myers Industries, Inc.		11,409		265,259
Neenah, Inc.		4,489		387,401
NewMarket Corp.		448		181,668
OMNOVA Solutions, Inc. ⁽¹⁾		13,890		136,817
Packaging Corp. of America		5,698		625,014
Platform Specialty Products Corp. ⁽¹⁾		6,547		81,641
PolyOne Corp.		24,464		1,069,566
Quaker Chemical Corp.		4,240		857,370
Ramaco Resources, Inc. ⁽¹⁾		1,718		12,816
Reliance Steel & Aluminum Co.		73,817		6,295,852
Royal Gold, Inc.		1,632		125,762
RPM International, Inc.		1,601		103,969
Ryerson Holding Corp. ⁽¹⁾		4,974		56,206
Schweitzer-Mauduit International, Inc.		1,936		74,168
Scotts Miracle-Gro Co.		1,212		95,421
Sealed Air Corp.		5,318		213,518
Sensient Technologies Corp.		7,258		555,310
Silgan Holdings, Inc.		1,646		45,759
Steel Dynamics, Inc.		2,127		96,119
Summit Materials, Inc. ⁽¹⁾		36,374		661,279
Tahoe Resources, Inc. ⁽¹⁾		47,046		131,258
Trinseo SA		9,582		750,271
Tronox Ltd.		13,986		167,133
United States Lime & Minerals, Inc.		34		2,684
U.S. Concrete, Inc. ⁽¹⁾		5,206		238,695
Valhi, Inc.		368		839
Valvoline, Inc.		653,000		14,046,030
Verso Corp. ⁽¹⁾		706		23,771
Vulcan Materials Co.		7,506		834,667
W.R. Grace & Co.		2,984		213,237
Westlake Chemical Corp.		2,030		168,713
Worthington Industries, Inc.		12,481		541,176
				184,472,907
Real Estate - 2.42%
Alexander's, Inc.		700		240,310
Alexandria Real Estate Equities, Inc.		505		63,524
Altisource Portfolio Solutions SA ⁽¹⁾		222		7,155
Americold Realty Trust		27,882		697,608
Armada Hoffler Properties, Inc.		4,902		74,069
CBRE Group, Inc. ⁽¹⁾		9,332		411,541
City Office REIT, Inc.		1,697		21,416
Clipper Realty, Inc.		4,492		60,777
Colony Capital, Inc.		1,456		8,867
Consolidated-Tomoka Land Co.		418		26,033
CoreSite Realty Corp.		55,730		6,193,832
Corporate Office Properties Trust		144,101		4,298,533
Cushman & Wakefield Plc ⁽¹⁾		11,043		187,621
Easterly Government Properties, Inc.		4,537		87,882
EastGroup Properties, Inc.		11,366		1,086,817
Equity Lifestyle Properties, Inc.		5,133		495,078
Essential Properties Realty Trust, Inc.		1,516		21,512
Extra Space Storage, Inc.		6,446		558,481
First Industrial Realty Trust, Inc.		8,568		269,035
Four Corners Property Trust, Inc.		14,956		384,220
FRP Holdings, Inc. ⁽¹⁾		339		21,052
Gaming and Leisure Properties, Inc.		4,419		155,770
HFF, Inc.		12,140		515,707
Hudson Pacific Properties, Inc.		134,254		4,392,791
Jones Lang LaSalle, Inc.		153,994		22,224,414
Kennedy-Wilson Holdings, Inc.		20,906		449,479
Lamar Advertising Co.		4,619		359,358
Life Storage, Inc.		148		14,084
Marcus & Millichap, Inc. ⁽¹⁾		6,290		218,326
Maui Land & Pineapple Co, Inc. ⁽¹⁾		2,263		28,966
Monmouth Real Estate Investment Corp.		4,136		69,154
National Health Investors, Inc.		5,793		437,893
National Storage Affiliates Trust Co.		1,578		40,144
Newmark Group, Inc.		7,400		82,806
NexPoint Residential Trust, Inc.		277		9,196
Omega Healthcare Investors, Inc.		935		30,640
Pennsylvania Real Estate Investment Trust		10,478		99,122
PS Business Parks, Inc.		4,441		564,407
QTS Realty Trust, Inc.		7,646		326,255
Redfin Corp. ⁽¹⁾		25,625		479,188
RMR Group, Inc.		2,278		211,398
Ryman Hospitality Properties, Inc.		14,460		1,246,018
Saul Centers, Inc.		3,666		205,296
SBA Communications Corp. ⁽¹⁾		211,206		33,926,020
Tanger Factory Outlet Centers, Inc.		29,734		680,314
Taubman Centers, Inc.		3,633		217,362
Terreno Realty Corp.		263,928		9,950,086
The GEO Group, Inc.		8,292		208,627
The Howard Hughes Corp. ⁽¹⁾		961		119,375
Trinity Place Holdings, Inc. ⁽¹⁾		4,671		28,446
UMH Properties, Inc.		8,586		134,285
Universal Health Realty Income Trust		3,796		282,460
Urban Edge Properties		6,103		134,754
				93,057,504
Utilities - 0.04%
American States Water Co.		8,121		496,518
California Water Service Group		1,257		53,925
Chesapeake Utilities Corp.		624		52,354
Global Water Resources, Inc.		2,767		29,302
Middlesex Water Co.		4,406		213,338
New Jersey Resources Corp.		2,188		100,867
Pure Cycle Corp. ⁽¹⁾		3,048		35,204
SJW Group		3,692		225,766
South Jersey Industries, Inc.		4,061		143,231
Spark Energy, Inc.		3,947		32,563
TerraForm Power, Inc.		4,141		47,829
York Water Co.		3,719		113,058
				1,543,955
Total Common Stocks (Cost $2,827,029,495)			$	3,748,518,193

RIGHTS - 0.00% ⁽²⁾
Materials - 0.00% ⁽²⁾
A. Schulman, Inc. - CVR ⁽¹⁾⁽⁴⁾		9,002	$	15,475
Total Rights (Cost $0.00)			$	15,475

SHORT-TERM INVESTMENTS - 2.29%
Money Market Funds - 2.29%
Goldman Sachs Financial Square Government Fund - Class I, 1.93% ⁽³⁾		44,007,644	$	44,007,644
JPMorgan U.S. Government Money Market Fund - Class I, 1.94% ⁽³⁾		44,007,645		44,007,645
Total Short-Term Investments (Cost $88,015,289)			$	88,015,289
TOTAL INVESTMENTS IN SECURITIES - 99.76%
(Cost $2,915,044,784)			$	3,836,548,957
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.24%				9,045,852
TOTAL NET ASSETS - 100.00%			$	3,845,594,809
Percentages are stated as a percent of net assets.

ADR		American Depositary Receipt
CVR		Contingent Value Right
⁽¹⁾		Non-income producing security.
⁽²⁾		Amount calculated is less than 0.005%.
⁽³⁾		Represents annualized seven-day yield as of the close of the reporting period.
⁽⁴⁾		Security is categorized as Level 3 per the Trust's fair value hierarchy. The value of this security totals $15,475, which represents 0.00% of total net assets.

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's Financial Services LLC ("S&P").

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

Bridge Builder Small/Mid Cap Value Fund
Schedule of Investments
September 30, 2018 (Unaudited)


	Shares		Value
COMMON STOCKS - 97.55%
Communication Services - 1.92%
Activision Blizzard, Inc.		95,825	$	7,971,682
AMC Entertainment Holdings, Inc.		14,508		297,414
AMC Networks, Inc. ⁽¹⁾		65,900		4,371,806
ATN International, Inc.		2,920		215,730
Beasley Broadcast Group, Inc.		1,865		12,868
Boston Omaha Corp. ⁽¹⁾		1,501		44,880
Cable One, Inc.		16,710		14,765,123
Cars.com, Inc. ⁽¹⁾		19,597		541,073
CBS Corp.		63,500		3,648,075
CenturyLink, Inc.		32,502		689,042
Cincinnati Bell, Inc. ⁽¹⁾		12,706		202,661
Cinemark Holdings, Inc.		3,650		146,730
Clear Channel Outdoor Holdings, Inc.		10,046		59,774
Consolidated Communications Holdings, Inc.		19,637		256,066
Daily Journal Corp. ⁽¹⁾		320		77,120
Discovery Communications, Inc. - Class A ⁽¹⁾		5,163		165,216
Discovery Communications, Inc. - Class C ⁽¹⁾		11,804		349,162
DISH Network Corp. ⁽¹⁾		7,532		269,344
E.W. Scripps Co.		12,687		209,336
Emerald Expositions Events, Inc.		586,235		9,661,153
Entercom Communications Corp.		35,431		279,905
Entravision Communications Corp.		14,792		72,481
Eros International Plc ⁽¹⁾		5,131		61,829
Fluent, Inc. ⁽¹⁾		8,417		18,097
Frontier Communications Corp.		28,931		187,762
Gannett Co., Inc.		31,334		313,653
GCI Liberty, Inc. ⁽¹⁾		3,375		172,125
Gray Television, Inc. ⁽¹⁾		22,365		391,387
Hemisphere Media Group, Inc. ⁽¹⁾		2,564		35,768
Intelsat S.A. ⁽¹⁾		12,666		379,980
InterActiveCorp ⁽¹⁾		19,308		4,184,430
Interpublic Group of Companies, Inc.		11,639		266,184
Iridium Communications, Inc. ⁽¹⁾		26,771		602,348
John Wiley & Sons, Inc.		1,502		91,021
Liberty Broadband Corp. - Class A ⁽¹⁾		865		72,945
Liberty Broadband Corp. - Class C ⁽¹⁾		3,510		295,893
Liberty Latin America Ltd. - Class A ⁽¹⁾		11,998		250,038
Liberty Latin America Ltd. - Class C ⁽¹⁾		31,603		651,970
Liberty Media Group LLC - Class A ⁽¹⁾		892		31,737
Liberty Media Group LLC - Class C ⁽¹⁾		6,641		246,979
Liberty SiriusXM Group - Class A ⁽¹⁾		2,873		124,803
Liberty SiriusXM Group - Class C ⁽¹⁾		5,663		246,057
Lions Gate Entertainment Corp. - Class A		1,640		39,987
Lions Gate Entertainment Corp. - Class B		3,093		72,055
Marcus Corp.		5,375		226,019
Meet Group, Inc. ⁽¹⁾		18,867		93,392
Meredith Corp.		10,914		557,160
MSG Networks, Inc. ⁽¹⁾		16,432		423,946
National CineMedia, Inc.		21,807		230,936
NetEase, Inc. - ADR		21,691		4,950,971
New Media Investment Group, Inc.		16,582		260,172
New York Times Co.		6,784		157,050
News Corp. - Class A		12,857		169,584
News Corp. - Class B		3,747		50,959
Nexstar Media Group, Inc.		275,200		22,401,280
NII Holdings, Inc. ⁽¹⁾		24,073		141,068
Omnicom Group, Inc.		42,365		2,881,667
pdvWireless, Inc. ⁽¹⁾		2,517		85,326
Reading International, Inc. ⁽¹⁾		4,766		75,303
Rosetta Stone, Inc. ⁽¹⁾		4,523		89,962
Saga Communications, Inc.		1,068		38,608
Scholastic Corp.		7,812		364,742
Sinclair Broadcast Group, Inc.		10,671		302,523
Spok Holdings, Inc.		4,958		76,353
Sprint Corp. ⁽¹⁾		22,168		144,979
Take-Two Interactive Software, Inc. ⁽¹⁾		1,565		215,954
TEGNA, Inc.		60,199		719,980
Telephone & Data Systems, Inc.		3,296		100,297
The Madison Square Garden Co. ⁽¹⁾		566		178,471
Tribune Media Co.		2,961		113,791
United States Cellular Corp. ⁽¹⁾		449		20,106
Viacom, Inc. - Class A		329		12,025
Viacom, Inc. - Class B		12,029		406,099
WideOpenWest, Inc. ⁽¹⁾		8,261		92,606
Windstream Holdings, Inc. ⁽¹⁾		11,862		58,124
Zillow Group, Inc. - Class A ⁽¹⁾		574		25,371
Zillow Group, Inc. - Class C ⁽¹⁾		1,123		49,693
Zynga, Inc. ⁽¹⁾		25,594		102,632
				88,860,838
Consumer Discretionary - 10.19%
1-800-Flowers.com, Inc. ⁽¹⁾		5,471		64,558
Aaron's, Inc.		70,112		3,818,300
Abercrombie & Fitch Co.		18,752		396,042
Acushnet Holdings Corp.		542,234		14,873,479
Adient Plc		462,841		18,194,280
Adtalem Global Education, Inc. ⁽¹⁾		16,591		799,686
Advance Auto Parts, Inc.		1,671		281,279
American Axle & Manufacturing Holdings, Inc. ⁽¹⁾		30,881		538,565
American Eagle Outfitters, Inc.		118,204		2,935,005
American Outdoor Brands Corp. ⁽¹⁾		14,923		231,754
American Public Education, Inc. ⁽¹⁾		4,254		140,595
America's Car-Mart, Inc. ⁽¹⁾		1,112		86,958
Aptiv Plc		1,168		97,995
Aramark		317,316		13,650,934
Ascena Retail Group, Inc. ⁽¹⁾		49,010		223,976
AutoNation, Inc. ⁽¹⁾		1,873		77,823
AutoZone, Inc. ⁽¹⁾		116		89,981
AV Homes, Inc. ⁽¹⁾		2,325		46,500
Barnes & Noble Education, Inc. ⁽¹⁾		10,374		59,754
Barnes & Noble, Inc.		16,226		94,111
Bassett Furniture Industries, Inc.		2,804		59,585
BBX Capital Corp.		16,974		125,947
Beazer Homes USA, Inc. ⁽¹⁾		8,566		89,943
Bed Bath & Beyond, Inc.		117,931		1,768,965
Belmond Ltd. ⁽¹⁾		21,714		396,281
Best Buy, Inc.		61,218		4,858,260
Big 5 Sporting Goods Corp.		5,332		27,193
Big Lots, Inc.		52,764		2,205,008
Biglari Holdings, Inc. - Class A ⁽¹⁾		26		23,972
Biglari Holdings, Inc. - Class B ⁽¹⁾		266		48,239
Bojangles, Inc. ⁽¹⁾		489,719		7,688,588
Borgwarner, Inc.		216,305		9,253,528
Boyd Gaming Corp.		2,515		85,133
Bright Horizons Family Solutions, Inc. ⁽¹⁾		308		36,295
Brinker International, Inc.		2,916		136,265
Brunswick Corp.		168,744		11,309,223
Buckle, Inc.		6,291		145,008
Caesars Entertainment Corp. ⁽¹⁾		20,161		206,650
Caleres, Inc.		11,730		420,638
Callaway Golf Co.		8,675		210,716
Cambium Learning Group, Inc. ⁽¹⁾		3,252		38,504
CarMax, Inc. ⁽¹⁾		2,398		179,059
Carriage Services, Inc.		3,099		66,783
Carrols Restaurant Group, Inc. ⁽¹⁾		1,470		21,462
Carter's, Inc.		59,370		5,853,882
Cato Corp.		6,371		133,918
Century Casinos, Inc. ⁽¹⁾		9,560		71,318
Century Communities, Inc. ⁽¹⁾		6,756		177,345
Chicos FAS, Inc.		35,278		305,860
Children's Place, Inc.		14,000		1,789,200
Chuy's Holdings, Inc. ⁽¹⁾		846		22,207
Citi Trends, Inc.		3,469		99,803
Clarus Corp.		5,801		64,101
Columbia Sportswear Co.		931		86,648
Conn's, Inc. ⁽¹⁾		2,891		102,197
Container Store Group, Inc. ⁽¹⁾		4,654		51,659
Cooper Tire & Rubber Co.		14,034		397,162
Cooper-Standard Holdings, Inc. ⁽¹⁾		22,854		2,742,023
Core Mark Holding Company, Inc.		745,246		25,308,554
Culp, Inc.		3,207		77,609
D. R. Horton, Inc.		4,857		204,868
Dana, Inc.		483,365		9,024,425
Darden Restaurants, Inc.		2,102		233,721
Del Frisco's Restaurant Group, Inc. ⁽¹⁾		9,233		76,634
Del Taco Restaurants, Inc. ⁽¹⁾		8,819		104,152
Denny's Corp. ⁽¹⁾		4,403		64,812
Dick's Sporting Goods, Inc.		113,804		4,037,766
Dillard's, Inc.		3,268		249,479
Dine Brands Global, Inc.		1,902		154,652
Dollar Tree, Inc. ⁽¹⁾		55,957		4,563,293
Drive Shack, Inc. ⁽¹⁾		1,917		11,425
DSW, Inc.		19,134		648,260
eBay, Inc. ⁽¹⁾		274,954		9,078,981
El Pollo Loco Holdings, Inc. ⁽¹⁾		5,954		74,723
Empire Resorts, Inc. ⁽¹⁾		918		8,539
Escalade, Inc.		2,814		36,160
Ethan Allen Interiors, Inc.		6,745		139,959
Expedia Group, Inc.		47,818		6,239,293
Express, Inc. ⁽¹⁾		20,054		221,797
Extended Stay America, Inc.		731,048		14,789,101
Fiesta Restaurant Group, Inc. ⁽¹⁾		1,283		34,320
Flexsteel Industries, Inc.		2,003		59,569
Foot Locker, Inc.		70,700		3,604,286
Fossil Group, Inc. ⁽¹⁾		9,761		227,236
Francesca's Holdings Corp. ⁽¹⁾		8,993		33,364
Gaia, Inc. ⁽¹⁾		1,060		16,324
GameStop Corp.		27,687		422,780
Gap, Inc.		6,941		200,248
Garmin Ltd.		3,880		271,794
Genesco, Inc. ⁽¹⁾		5,365		252,691
Gentex Corp.		2,885		61,912
Gentherm, Inc. ⁽¹⁾		10,169		462,181
Genuine Parts Co.		4,830		480,102
G-III Apparel Group Ltd. ⁽¹⁾		8,653		416,988
Gildan Activewear, Inc.		307,350		9,352,660
GNC Holdings, Inc. ⁽¹⁾		22,882		94,731
Goodyear Tire & Rubber Co.		153,270		3,584,985
Graham Holdings Co.		21,093		12,219,175
Green Brick Partners, Inc. ⁽¹⁾		6,398		64,620
Group 1 Automotive, Inc.		33,429		2,169,542
Guess, Inc.		15,882		358,933
H&R Block, Inc.		5,771		148,603
Harley-Davidson, Inc.		72,342		3,277,093
Hasbro, Inc.		54,044		5,681,105
Haverty Furniture, Inc.		5,283		116,754
Helen of Troy Ltd. ⁽¹⁾		6,802		890,382
Hibbett Sports, Inc. ⁽¹⁾		5,119		96,237
Hooker Furniture Corp.		1,775		59,995
Houghton Mifflin Harcourt Co. ⁽¹⁾		26,400		184,800
Hovnanian Enterprises, Inc. ⁽¹⁾		25,645		41,032
Hyatt Hotels Corp.		1,453		115,644
International Game Technology Plc		3,230		63,793
International Speedway Corp.		6,746		295,475
J. Alexander's Holdings, Inc. ⁽¹⁾		3,296		39,222
J. Jill, Inc. ⁽¹⁾		4,243		26,222
J.C. Penney Co., Inc. ⁽¹⁾		87,912		145,934
Jack in the Box, Inc.		149,237		12,510,538
Johnson Outdoors, Inc.		547		50,866
K12, Inc. ⁽¹⁾		10,113		179,000
KB Home		18,816		449,891
Kirkland's, Inc. ⁽¹⁾		3,057		30,845
Kohl's Corp.		76,085		5,672,137
L Brands, Inc.		6,392		193,678
Lands End, Inc. ⁽¹⁾		3,087		54,177
Laureate Education, Inc. ⁽¹⁾		880,252		13,591,091
La-Z-Boy, Inc.		322,255		10,183,258
Leaf Group Ltd. ⁽¹⁾		1,149		11,490
Lear Corp.		78,738		11,417,010
Leggett & Platt, Inc.		4,476		196,004
Lennar Corp. - Class A		4,529		211,459
Lennar Corp. - Class B		236		9,086
Liberty Expedia Holdings, Inc. ⁽¹⁾		14,206		668,250
Lifetime Brands, Inc.		3,279		35,741
Liquidity Services, Inc. ⁽¹⁾		7,016		44,552
Lithia Motors, Inc.		33,538		2,738,713
LKQ Corp. ⁽¹⁾		8,916		282,370
Lovesac Co. ⁽¹⁾		533		13,314
Lumber Liquidators Holdings, Inc. ⁽¹⁾		1,461		22,631
M.D.C. Holdings, Inc.		117,468		3,474,703
M/I Homes, Inc. ⁽¹⁾		6,289		150,496
Macy's, Inc.		79,317		2,754,679
MarineMax, Inc. ⁽¹⁾		3,062		65,067
Marriott Vacations Worldwide Corp.		1,876		209,643
Mattel, Inc. ⁽¹⁾		9,082		142,587
Meritage Homes Corp. ⁽¹⁾		10,053		401,115
MGM Resorts International		15,470		431,768
Michael Kors Holdings Ltd. ⁽¹⁾		2,216		151,929
Modine Manufacturing Co. ⁽¹⁾		11,530		171,797
Mohawk Industries, Inc. ⁽¹⁾		73,818		12,943,986
Monarch Casino & Resort, Inc. ⁽¹⁾		904		41,087
Motorcar Parts of America, Inc. ⁽¹⁾		5,318		124,707
Movado Group, Inc.		4,196		175,812
Murphy USA, Inc. ⁽¹⁾		106,780		9,125,419
Nautilus, Inc. ⁽¹⁾		728		10,156
New Home Company, Inc. ⁽¹⁾		3,717		29,959
New York & Company, Inc. ⁽¹⁾		2,674		10,322
Newell Brands, Inc.		347,648		7,057,254
Nordstrom, Inc.		153,518		9,181,912
Norwegian Cruise Line Holdings Ltd. ⁽¹⁾		6,870		394,544
Office Depot, Inc.		659,406		2,116,693
Oxford Industries, Inc.		80,450		7,256,590
Papa John's International, Inc.		3,338		171,173
Party City Holdings, Inc. ⁽¹⁾		14,837		201,041
Penn National Gaming, Inc. ⁽¹⁾		16,712		550,159
Penske Automotive Group, Inc.		44,354		2,101,936
Perry Ellis International, Inc. ⁽¹⁾		3,525		96,338
Pier 1 Imports, Inc.		23,305		34,958
Pulte Group, Inc.		6,035		149,487
PVH Corp.		84,030		12,133,932
Qurate Retail, Inc. ⁽¹⁾		14,409		320,024
Ralph Lauren Corp.		1,864		256,393
RCI Hospitality Holdings, Inc.		642		19,010
Red Lion Hotels Corp. ⁽¹⁾		4,448		55,600
Red Robin Gourmet Burgers, Inc. ⁽¹⁾		3,649		146,507
Regis Corp. ⁽¹⁾		9,829		200,806
Rent-A-Center, Inc. ⁽¹⁾		12,460		179,175
Rocky Brands, Inc.		1,957		55,383
Royal Caribbean Cruises Ltd.		5,652		734,421
Sally Beauty Holdings, Inc. ⁽¹⁾		24,608		452,541
Sears Holdings Corp. ⁽¹⁾		8,579		8,303
Service Corp. International		3,089		136,534
ServiceMaster Global Holdings, Inc. ⁽¹⁾		174,825		10,844,395
Shiloh Industries, Inc. ⁽¹⁾		3,241		35,651
Shoe Carnival, Inc.		2,892		111,342
Signet Jewelers Ltd.		121,261		7,994,738
Six Flags Entertainment Corp.		249,625		17,428,818
Skechers USA, Inc. ⁽¹⁾		2,298		64,183
Sonic Automotive, Inc.		6,796		131,503
Sonic Corp.		4,266		184,888
Sonos, Inc. ⁽¹⁾		2,393		38,384
Speedway Motorsports, Inc.		2,914		52,015
Standard Motor Products, Inc.		5,912		290,989
Stoneridge, Inc. ⁽¹⁾		187,116		5,561,088
Sturm, Ruger & Company, Inc.		22,500		1,553,625
Superior Industries International, Inc.		6,933		118,208
Tapestry, Inc.		7,808		392,508
Taylor Morrison Home Corp. ⁽¹⁾		26,508		478,204
Tenneco, Inc.		50,501		2,128,112
The Habit Restaurants, Inc. ⁽¹⁾		5,496		87,661
The Michaels Companies, Inc. ⁽¹⁾		3,003		48,739
Thor Industries, Inc.		46,820		3,918,834
Tiffany & Co.		3,468		447,268
Tile Shop Holdings, Inc.		4,937		35,300
Tilly's, Inc.		3,515		66,609
Toll Brothers, Inc.		61,569		2,033,624
Tower International, Inc.		5,571		168,523
Town Sports International Holdings, Inc. ⁽¹⁾		3,372		29,168
Tractor Supply Co.		32,400		2,944,512
Travelport Worldwide Ltd.		162,769		2,745,913
TRI Pointe Group, Inc. ⁽¹⁾		40,016		496,198
Tupperware Brands Corp.		13,983		467,731
Under Armour, Inc. - Class A ⁽¹⁾		1,404		29,793
Under Armour, Inc. - Class C ⁽¹⁾		1,663		32,362
Unifi, Inc. ⁽¹⁾		4,268		120,912
Universal Electronics, Inc. ⁽¹⁾		3,732		146,854
Vera Bradley, Inc. ⁽¹⁾		6,506		99,282
VF Corp.		2,509		234,466
Vista Outdoor, Inc. ⁽¹⁾		15,969		285,685
Visteon Corp. ⁽¹⁾		64,671		6,007,936
Vuzix Corp. ⁽¹⁾		207		1,356
Weight Watchers International, Inc. ⁽¹⁾		662		47,657
Weyco Group, Inc.		1,663		58,504
Whirlpool Corp.		44,238		5,253,263
William Lyon Homes ⁽¹⁾		7,094		112,724
Williams-Sonoma, Inc.		55,385		3,639,902
Wingstop, Inc.		633		43,215
Wolverine World Wide, Inc.		415,710		16,233,476
Wyndham Destinations, Inc.		134,416		5,828,278
Wyndham Hotels & Resorts, Inc.		177,796		9,880,124
Yum China Holdings, Inc.		11,532		404,889
Zoe's Kitchen, Inc. ⁽¹⁾		5,383		68,472
Zumiez, Inc. ⁽¹⁾		3,518		92,699
				471,431,705
Consumer Staples - 2.07%
Alico, Inc.		881		29,778
Archer-Daniels-Midland Co.		18,985		954,376
B&G Foods, Inc.		16,362		449,137
BJ's Wholesale Club Holdings, Inc. ⁽¹⁾		5,174		138,560
Bunge Ltd.		4,747		326,166
Cal-Maine Foods, Inc.		5,118		247,199
Campbell Soup Co.		1,895		69,414
Casey's General Stores, Inc.		126,464		16,327,767
Central Garden & Pet Co. ⁽¹⁾		610		21,984
Central Garden & Pet Co. - Class A ⁽¹⁾		2,811		93,157
Church & Dwight Co., Inc.		1,287		76,409
Clorox Co.		551		82,876
Coca-Cola European Partners Plc		170,184		7,738,267
Conagra Brands, Inc.		13,219		449,049
Coty, Inc.		15,802		198,473
Darling Ingredients, Inc. ⁽¹⁾		45,557		880,161
Dean Foods Co.		96,868		687,763
Diplomat Pharmacy, Inc. ⁽¹⁾		3,293		63,917
Edgewell Personal Care Co. ⁽¹⁾		14,933		690,353
Energizer Holdings, Inc.		827		48,504
Farmer Brothers Co. ⁽¹⁾		2,717		71,729
Flowers Foods, Inc.		5,977		111,531
Fresh Del Monte Produce, Inc.		55,842		1,892,485
General Mills, Inc.		64,600		2,772,632
Herbalife Ltd. ⁽¹⁾		3,009		164,141
Hormel Foods Corp.		9,236		363,898
Hostess Brands, Inc. ⁽¹⁾		27,455		303,927
Ingles Markets, Inc.		3,855		132,034
Ingredion, Inc.		24,805		2,603,533
Inter Parfums, Inc.		340		21,913
J & J Snack Foods Corp.		60,890		9,187,692
Kellogg Co.		4,236		296,605
Kroger Co.		353,742		10,297,430
Lamb Weston Holdings, Inc.		4,974		331,268
Lancaster Colony Corp.		44,392		6,623,730
Landec Corp. ⁽¹⁾		7,278		104,803
Limoneira Co.		2,885		75,327
McCormick & Co., Inc.		3,895		513,166
MGP Ingredients, Inc.		428		33,804
Molson Coors Brewing Co.		59,184		3,639,816
Natural Grocers by Vitamin Cottage, Inc. ⁽¹⁾		2,406		40,637
Nature's Sunshine Products, Inc. ⁽¹⁾		2,679		23,441
Nomad Foods Ltd. ⁽¹⁾		346,178		7,013,566
Nu Skin Enterprises, Inc.		1,281		105,580
Oil-Dri Corp. of America		1,348		51,979
Pilgrim's Pride Corp. ⁽¹⁾		113,481		2,052,871
Pinnacle Foods, Inc.		4,003		259,434
Post Holdings, Inc. ⁽¹⁾		946		92,746
Pyxus International, Inc. ⁽¹⁾		2,466		56,718
Revlon, Inc. ⁽¹⁾		347		7,738
Rite Aid Corp. ⁽¹⁾		293,416		375,573
Sanderson Farms, Inc.		20,859		2,156,195
Seaboard Corp.		9		33,390
Seneca Foods Corp. ⁽¹⁾		1,986		66,928
Smart & Final Stores, Inc. ⁽¹⁾		6,674		38,042
SpartanNash Co.		9,879		198,173
Spectrum Brands Holdings, Inc.		726		54,247
SUPERVALU, Inc. ⁽¹⁾		10,665		343,626
The Andersons, Inc.		7,528		283,429
The Hain Celestial Group, Inc. ⁽¹⁾		3,208		87,001
The Hershey Co.		466		47,532
The J. M. Smucker Co.		35,526		3,645,323
The Simply Good Foods Co. ⁽¹⁾		16,782		326,410
Tootsie Roll Industries, Inc.		3,834		112,145
TreeHouse Foods, Inc. ⁽¹⁾		1,832		87,661
Tyson Foods, Inc.		62,886		3,743,604
U.S. Foods Holding Corp. ⁽¹⁾		6,892		212,411
United Natural Foods, Inc. ⁽¹⁾		42,466		1,271,857
Universal Corp.		51,154		3,325,010
Vector Group Ltd.		16,041		221,043
Village Super Market, Inc.		2,289		62,261
Weis Markets, Inc.		2,658		115,357
				95,626,702
Energy - 6.56%
Abraxas Petroleum Corp. ⁽¹⁾		2,676		6,235
Adams Resources & Energy, Inc.		603		25,603
Alta Mesa Resources, Inc. ⁽¹⁾		28,061		117,295
Amyris, Inc. ⁽¹⁾		7,471		59,320
Anadarko Petroleum Corp.		131,681		8,876,616
Andeavor		74,709		11,467,831
Antero Resources Corp. ⁽¹⁾		3,895		68,980
Apache Corp.		12,178		580,525
Apergy Corp. ⁽¹⁾		137,511		5,989,979
Approach Resources, Inc. ⁽¹⁾		11,164		24,896
Arch Coal, Inc.		5,047		451,202
Archrock, Inc.		35,572		433,978
Ardmore Shipping Corp. ⁽¹⁾		9,255		60,158
Baker Hughes a GE Co.		203,275		6,876,793
Basic Energy Services, Inc. ⁽¹⁾		5,332		53,267
Berry Petroleum Corp.		2,254		39,715
Bonanza Creek Energy, Inc. ⁽¹⁾		5,309		158,102
Bristow Group, Inc. ⁽¹⁾		8,860		107,472
C&J Energy Services, Inc. ⁽¹⁾		17,915		372,632
Cabot Oil & Gas Corp.		3,956		89,089
California Resources Corp. ⁽¹⁾		12,575		610,265
Callon Petroleum Co. ⁽¹⁾		833,374		9,992,154
CARBO Ceramics, Inc. ⁽¹⁾		5,668		41,093
Carrizo Oil & Gas, Inc. ⁽¹⁾		151,000		3,805,200
Centennial Resource Development, Inc. ⁽¹⁾		6,120		133,722
Cheniere Energy, Inc. ⁽¹⁾		2,385		165,734
Chesapeake Energy Corp. ⁽¹⁾		30,544		137,143
Cimarex Energy Co.		129,721		12,056,270
Clean Energy Fuels Corp. ⁽¹⁾		39,062		101,561
Cloud Peak Energy, Inc. ⁽¹⁾		20,226		46,520
CNX Resources Corp. ⁽¹⁾		7,145		102,245
Concho Resources, Inc. ⁽¹⁾		5,750		878,312
CONSOL Energy, Inc. ⁽¹⁾		4,575		186,706
Continental Resources, Inc. ⁽¹⁾		284,494		19,425,250
CVR Energy, Inc.		260		10,457
Dawson Geophysical Co. ⁽¹⁾		6,335		39,214
Delek U.S. Holdings, Inc.		1,905		80,829
Denbury Resources, Inc. ⁽¹⁾		68,003		421,619
Devon Energy Corp.		17,276		690,003
DHT Holdings, Inc.		25,108		118,008
Diamond Offshore Drilling, Inc. ⁽¹⁾		17,999		359,980
Diamondback Energy, Inc.		45,395		6,136,950
Dorian LPG Ltd. ⁽¹⁾		7,583		60,437
Dril-Quip, Inc. ⁽¹⁾		10,401		543,452
Earthstone Energy, Inc. ⁽¹⁾		5,425		50,886
Eclipse Resources Corp. ⁽¹⁾		12,754		15,177
Energen Corp. ⁽¹⁾		116,489		10,037,857
Energy Fuels, Inc. ⁽¹⁾		23,436		76,870
Energy XXI Gulf Coast, Inc. ⁽¹⁾		7,286		60,911
Enerplus Corp.		294,232		3,630,823
EP Energy Corp. ⁽¹⁾		11,834		27,692
EQT Corp.		339,844		15,031,300
Era Group, Inc. ⁽¹⁾		5,585		68,975
Exterran Corp. ⁽¹⁾		9,097		241,343
Extraction Oil & Gas, Inc. ⁽¹⁾		3,694		41,705
Forum Energy Technologies, Inc. ⁽¹⁾		1,118,543		11,576,920
Franks International ⁽¹⁾		20,056		174,086
Frontline Ltd./Bermuda ⁽¹⁾		21,078		122,463
FTS International, Inc. ⁽¹⁾		9,028		106,440
GasLog Ltd.		11,255		222,286
Golar LNG Ltd.		26,164		727,359
Goodrich Petroleum Corp. ⁽¹⁾		761		10,684
Green Plains, Inc.		11,163		192,004
Gulfmark Offshore, Inc. ⁽¹⁾		1,117		41,664
Gulfport Energy Corp. ⁽¹⁾		433,497		4,512,704
Halcon Resources Corp. ⁽¹⁾		37,289		166,682
Hallador Energy Co.		4,975		30,945
Helix Energy Solutions Group, Inc. ⁽¹⁾		39,060		385,913
Helmerich & Payne, Inc.		3,574		245,784
Hess Corp.		9,006		644,649
HighPoint Resources Corp. ⁽¹⁾		30,289		147,810
HollyFrontier Corp.		5,516		385,568
Independence Contract Drilling, Inc. ⁽¹⁾		6,085		30,060
International Seaways, Inc. ⁽¹⁾		5,948		119,079
Isramco, Inc. ⁽¹⁾		152		18,552
Keane Group, Inc. ⁽¹⁾		1,090		13,483
KLX Energy Services Holdings, Inc. ⁽¹⁾		5,615		179,743
Kosmos Energy Ltd. ⁽¹⁾		6,552		61,261
Laredo Petroleum, Inc. ⁽¹⁾		190,437		1,555,870
Marathon Oil Corp.		28,959		674,166
Marathon Petroleum Corp.		197,883		15,824,704
Matador Resources Co. ⁽¹⁾		472,823		15,626,800
Matrix Service Co. ⁽¹⁾		7,268		179,156
McDermott International, Inc. ⁽¹⁾		201,800		3,719,174
Midstates Petroleum Co, Inc. ⁽¹⁾		4,012		35,747
Murphy Oil Corp.		5,597		186,604
Nabors Industries Ltd.		11,901		73,310
NACCO Industries, Inc.		1,033		33,831
National Oilwell Varco, Inc.		12,982		559,265
Natural Gas Services Group, Inc. ⁽¹⁾		3,480		73,428
NCS Multistage Holdings, Inc. ⁽¹⁾		2,522		41,638
Newfield Exploration Co. ⁽¹⁾		117,061		3,374,869
Newpark Resources, Inc. ⁽¹⁾		24,893		257,643
Nine Energy Service, Inc. ⁽¹⁾		4,105		125,531
Noble Corp. Plc ⁽¹⁾		68,165		479,200
Noble Energy, Inc.		331,244		10,331,500
Nordic American Tankers Ltd.		37,275		77,905
Northern Oil & Gas, Inc. ⁽¹⁾		40,493		161,972
Nuverra Environmental Solutions, Inc. ⁽¹⁾		566		6,294
Oasis Petroleum, Inc. ⁽¹⁾		74,943		1,062,692
Ocean Rig UDW, Inc. ⁽¹⁾		15,167		525,082
Oceaneering International, Inc. ⁽¹⁾		27,514		759,386
Oil States International, Inc. ⁽¹⁾		16,562		549,858
ONEOK, Inc.		8,173		554,048
Overseas Shipholding Group, Inc. ⁽¹⁾		15,928		50,173
Panhandle Oil and Gas, Inc.		2,038		37,601
Par Petroleum Corp. ⁽¹⁾		8,138		166,015
Parsley Energy, Inc. ⁽¹⁾		2,741		80,174
Patterson-UTI Energy, Inc.		7,473		127,863
PBF Energy, Inc.		95,022		4,742,548
PDC Energy, Inc. ⁽¹⁾		18,366		899,199
Peabody Energy Corp.		21,719		774,065
PHI, Inc. ⁽¹⁾		2,985		27,880
Pioneer Energy Services Corp. ⁽¹⁾		20,233		59,687
Pioneer Natural Resources Co.		73,082		12,730,154
QEP Resources, Inc. ⁽¹⁾		1,238,254		14,017,035
Quintana Energy Services, Inc. ⁽¹⁾		1,552		11,392
Range Resources Corp.		7,044		119,678
Renewable Energy Group, Inc. ⁽¹⁾		9,374		269,971
Resolute Energy Corp. ⁽¹⁾		5,708		215,819
REX American Resources Corp. ⁽¹⁾		1,626		122,844
RigNet, Inc. ⁽¹⁾		3,642		74,115
Ring Energy, Inc. ⁽¹⁾		601		5,956
Rowan Co. Plc ⁽¹⁾		35,256		663,870
RPC, Inc.		1,111		17,198
SandRidge Energy, Inc. ⁽¹⁾		8,700		94,569
Scorpio Tankers, Inc.		80,304		161,411
SEACOR Holdings, Inc. ⁽¹⁾		4,805		237,415
SEACOR Marine Holdings, Inc. ⁽¹⁾		4,577		103,578
Select Energy Services, Inc. ⁽¹⁾		418,878		4,959,516
SemGroup Corp.		21,938		483,733
Ship Finance International Ltd.		23,358		324,676
SilverBow Resources, Inc. ⁽¹⁾		2,052		54,727
SM Energy Co.		3,711		117,008
Smart Sand, Inc. ⁽¹⁾		5,753		23,645
Southwestern Energy Co. ⁽¹⁾		163,580		835,894
SRC Energy, Inc. ⁽¹⁾		366,900		3,261,741
Superior Energy Services, Inc. ⁽¹⁾		42,419		413,161
Talos Energy, Inc. ⁽¹⁾		5,645		185,269
Targa Resources Corp.		7,517		423,282
TechnipFMC Plc		160,714		5,022,313
Teekay Corp.		18,735		126,274
Teekay Tankers Ltd.		51,576		50,947
TETRA Technologies, Inc. ⁽¹⁾		4,488		20,241
The Williams Companies, Inc.		41,360		1,124,578
Tidewater, Inc. ⁽¹⁾		6,723		209,690
Transocean Ltd. ⁽¹⁾		14,584		203,447
Ultra Petroleum Corp. ⁽¹⁾		46,468		52,044
Unit Corp. ⁽¹⁾		14,626		381,154
U.S. Silica Holdings, Inc.		8,693		163,689
Valero Energy Corp.		60,900		6,927,375
W&T Offshore, Inc. ⁽¹⁾		26,282		253,358
Weatherford International Plc ⁽¹⁾		34,331		93,037
Whiting Petroleum Corp. ⁽¹⁾		3,014		159,863
WildHorse Resource Development Corp. ⁽¹⁾		579		13,688
World Fuel Services Corp.		18,547		513,381
WPX Energy, Inc. ⁽¹⁾		2,146,049		43,178,506
				303,638,610
Financials - 23.91%
1st Constitution Bancorp		2,141		44,319
1st Source Corp.		4,342		228,476
Access National Corp.		4,184		113,428
ACNB Corp.		1,896		70,531
Affiliated Managers Group, Inc.		1,797		245,686
AG Mortgage Investment Trust, Inc.		7,563		137,495
AGNC Investment Corp.		16,282		303,334
Alleghany Corp.		37,802		24,666,939
Allegiance Bancshares, Inc. ⁽¹⁾		134,145		5,593,846
Allstate Corp.		215,971		21,316,338
Ally Financial, Inc.		195,656		5,175,101
Amalgamated Bank ⁽¹⁾		2,349		45,312
Ambac Financial Group, Inc. ⁽¹⁾		5,504		112,392
American Equity Investment Life Holding Co.		24,957		882,480
American Financial Group, Inc.		28,344		3,145,334
American National Bankshares, Inc.		2,222		86,658
American National Insurance Co.		259		33,486
Ameriprise Financial, Inc.		47,243		6,975,901
AMERISAFE, Inc.		4,913		304,360
Ames National Corp.		2,339		63,738
AmTrust Financial Services, Inc.		26,397		383,284
Annaly Capital Management, Inc.		343,132		3,510,235
Anworth Mortgage Asset Corp.		26,237		121,477
Aon Plc		101,035		15,537,162
Apollo Commercial Real Estate Finance, Inc.		34,543		651,826
Arbor Realty Trust, Inc.		10,326		118,542
Arch Capital Group Ltd. ⁽¹⁾		11,016		328,387
Ares Capital Corp.		1,289,625		22,168,654
Ares Commercial Real Estate Corp.		7,584		105,948
Argo Group International Holdings Ltd.		9,099		573,692
Arlington Asset Investment Corp.		7,991		74,636
ARMOUR Residential REIT, Inc.		11,611		260,667
Arrow Financial Corp.		3,285		121,533
Arthur J. Gallagher & Co.		197,973		14,737,110
Aspen Insurance Holdings Ltd.		2,023		84,561
Associated Banc Corp.		5,653		146,978
Associated Capital Group, Inc.		870		37,018
Assurant, Inc.		1,788		193,015
Assured Guaranty Ltd.		77,319		3,265,181
Athene Holding Ltd. ⁽¹⁾		271,274		14,014,015
Atlantic Capital Bancshares, Inc. ⁽¹⁾		486,716		8,152,493
Auburn National Bancorporation, Inc.		682		26,134
AXA Equitable Holdings, Inc.		4,621		99,120
Axis Capital Holdings Ltd.		2,482		143,236
B. Riley Financial, Inc.		5,716		129,467
Banc of California, Inc.		444,513		8,401,296
BancFirst Corp.		3,903		233,985
Banco Latinoamericano De Comerico		46,658		976,085
BancorpSouth Bank		593,120		19,395,024
Bank of Commerce Holdings		4,111		50,154
Bank of Hawaii Corp.		1,388		109,527
Bank of Marin Bancorp		1,878		157,564
Bank of NT Butterfield & Son Ltd.		577,325		29,940,075
Bank OZK		4,061		154,156
BankFinancial Corp.		3,674		58,564
BankUnited, Inc.		358,124		12,677,590
Bankwell Financial Group, Inc.		1,492		46,789
Banner Corp.		8,610		535,284
Bar Harbor Bankshares		4,292		123,266
Baycom Corp. ⁽¹⁾		2,929		78,146
BCB Bancorp, Inc.		3,905		54,084
Beneficial Bancorp, Inc.		19,018		321,404
Berkshire Hills Bancorp, Inc.		11,356		462,189
BGC Partners, Inc.		9,138		108,011
Blackstone Mortgage Trust, Inc.		31,155		1,044,004
Blucora, Inc. ⁽¹⁾		3,739		150,495
Blue Hills Bancorp, Inc.		3,369		81,193
BOK Financial Corp.		877		85,315
Boston Private Financial Holdings, Inc.		23,214		316,871
Bridge Bancorp, Inc.		4,684		155,509
Bridgewater Bancshares, Inc. ⁽¹⁾		1,227		15,976
Brighthouse Financial, Inc. ⁽¹⁾		4,023		177,978
BrightSphere Investment Group Plc		3,607		44,727
Brookline Bancorp, Inc.		21,926		366,164
Brown & Brown, Inc.		7,424		219,528
Bryn Mawr Bank Corp.		5,544		260,014
BSB Bancorp, Inc. ⁽¹⁾		1,673		54,540
Business First Bancshares, Inc.		2,871		76,225
Byline Bancorp, Inc. ⁽¹⁾		4,395		99,766
C&F Financial Corp.		905		53,169
Cadence Bancorp		13,314		347,762
Cambridge Bancorp		718		64,613
Camden National Corp.		4,269		185,445
Cannae Holdings, Inc. ⁽¹⁾		1,109,540		23,244,863
Capital City Bank Group, Inc.		3,106		72,494
Capitol Federal Financial, Inc.		36,041		459,162
Capstar Financial Holdings, Inc.		1,325		22,127
Capstead Mortgage Corp.		25,560		202,180
Carolina Financial Corp.		1,785		67,330
Cathay General Bancorp		109,480		4,536,851
CB Financial Services, Inc.		1,278		39,426
CBOE Holdings, Inc.		297		28,500
CBTX, Inc.		5,114		181,752
CenterState Bank Corp.		314,625		8,825,240
Central Pacific Financial Corp.		5,987		158,236
Central Valley Community Bancorp		3,066		66,256
Century Bancorp, Inc.		817		59,028
Chemical Financial Corp.		275,215		14,696,481
Chemung Financial Corp.		924		39,205
Cherry Hill Mortgage Investment Corp.		4,358		78,880
Chimera Investment Corp.		118,481		2,148,061
Cincinnati Financial Corp.		5,201		399,489
CIT Group, Inc.		66,179		3,415,498
Citizens & Northern Corp.		3,297		86,217
Citizens Financial Group, Inc.		214,452		8,271,414
Citizens, Inc. ⁽¹⁾		14,096		118,406
City Holding Company		3,762		288,922
Civista Bancshares, Inc.		2,707		65,212
CNA Financial Corp.		106,104		4,843,648
CNB Financial Corporation, Inc.		3,925		113,275
CNO Financial Group, Inc.		45,637		968,417
Coastal Financial Corp/WA ⁽¹⁾		1,536		26,112
Codorus Valley Bancorp, Inc.		2,319		72,446
Colony Credit Real Estate, Inc.		23,425		515,116
Columbia Banking System, Inc.		20,374		789,900
Columbia Financial, Inc. ⁽¹⁾		14,005		233,883
Comerica, Inc.		5,462		492,672
Commerce Bancshares, Inc.		3,197		211,066
Community Bank System, Inc.		13,993		854,553
Community Bankers Trust Corp. ⁽¹⁾		5,657		49,782
Community Financial Corp.		1,261		42,155
Community Trust Bancorp, Inc.		4,278		198,285
ConnectOne Bancorp, Inc.		6,220		147,725
County Bancorp, Inc.		1,353		33,960
Cowen, Inc. ⁽¹⁾		4,191		68,313
Crawford & Co.		3,541		32,613
Credit Acceptance Corp. ⁽¹⁾		27		11,828
Cullen/Frost Bankers, Inc.		1,932		201,778
Customers Bancorp, Inc. ⁽¹⁾		5,432		127,815
CVB Financial Corp.		642,201		14,333,926
Dime Community Bancshares, Inc.		9,104		162,506
Discover Financial Services		421,298		32,208,232
Donegal Group, Inc.		2,862		40,669
Donnelley Financial Solutions, Inc. ⁽¹⁾		4,814		86,267
Dynex Capital, Inc.		15,436		98,482
E*TRADE Financial Corp. ⁽¹⁾		208,917		10,945,162
Eagle Bancorp, Inc. ⁽¹⁾		1,690		85,514
East West Bancorp, Inc.		342,572		20,681,072
eHealth, Inc. ⁽¹⁾		5,323		150,428
EMC Insurance Group, Inc.		2,688		66,447
Employers Holdings, Inc.		8,980		406,794
Encore Capital Group, Inc. ⁽¹⁾		7,236		259,411
Enstar Group Ltd. ⁽¹⁾		91,848		19,150,308
Entegra Financial Corp. ⁽¹⁾		1,732		45,985
Enterprise Bancorp, Inc.		2,575		88,554
Enterprise Financial Services Corp.		4,251		225,516
Equity Bancshares, Inc. ⁽¹⁾		2,428		95,323
Erie Indemnity Co.		183		23,338
Esquire Financial Holdings, Inc. ⁽¹⁾		995		24,835
ESSA Bancorp, Inc.		2,643		42,975
Essent Group Ltd. ⁽¹⁾		118,056		5,223,978
Evans Bancorp, Inc.		1,241		58,265
Everest Re Group Ltd.		70,047		16,003,638
Exantas Capital Corp.		8,618		94,626
EZCORP, Inc. ⁽¹⁾		14,307		153,085
F.N.B. Corp.		827,307		10,523,345
Farmers & Merchants Bancorp, Inc.		249		10,605
Farmers National Banc Corp.		6,874		105,172
FB Financial Corp.		2,391		93,679
FBL Financial Group, Inc.		2,768		208,292
FCB Financial Holdings, Inc. ⁽¹⁾		363,158		17,213,689
Federal Agricultural Mortgage Corp.		1,763		127,253
Federated Investors, Inc.		7,178		173,133
FedNat Holding Co.		1,481		37,736
Ferroglobe Representation & Warranty Insurance Trust ⁽¹⁾⁽³⁾		11,189		–
FGL Holdings ⁽¹⁾		39,375		352,406
Fidelity D&D Bancorp, Inc.		716		49,390
Fidelity Southern Corp.		6,008		148,878
Fifth Third Bancorp		810,047		22,616,512
Financial Institutions, Inc.		4,280		134,392
First American Financial Corp.		313,492		16,173,052
First Bancorp NC		8,129		329,306
First Bancorp PR ⁽¹⁾		59,127		538,056
First Bancorp, Inc.		2,843		82,362
First Bancshares, Inc.		3,491		136,324
First Bank/Hamilton NJ		4,350		57,202
First Busey Corp.		12,248		380,300
First Business Financial Services, Inc.		2,342		54,288
First Choice Bancorp		2,558		69,296
First Citizens Bancshares, Inc.		272		123,020
First Commonwealth Financial Corp.		27,814		448,918
First Community Bancshares, Inc.		4,455		150,935
First Community Corp/SC		1,963		47,505
First Connecticut Bancorp, Inc.		3,015		89,093
First Defiance Financial Corp.		5,517		166,117
First Financial Bancorp		26,607		790,228
First Financial Corp.		3,442		172,788
First Financial Northwest, Inc.		1,987		32,925
First Foundation, Inc. ⁽¹⁾		7,136		111,464
First Guaranty Bancshares, Inc.		1,327		34,091
First Hawaiian, Inc.		3,586		97,396
First Horizon National Corp.		10,977		189,463
First Internet Bancorp		2,723		82,915
First Interstate BancSystem, Inc.		9,199		412,115
First Merchants Corp.		13,773		619,647
First Mid-Illinois Bancshares, Inc.		3,508		141,478
First Midwest Bancorp, Inc.		28,544		758,985
First Northwest Bancorp ⁽¹⁾		2,672		41,149
First of Long Island Corp.		6,795		147,780
First Republic Bank		5,466		524,736
First Savings Financial Group, Inc.		488		33,321
First United Corp.		2,004		37,675
Flagstar Bancorp, Inc. ⁽¹⁾		8,232		259,061
Flushing Financial Corp.		7,611		185,708
FNF Group		8,920		351,002
Focus Financial Partners, Inc. ⁽¹⁾		2,228		105,741
Franklin Financial Network, Inc. ⁽¹⁾		3,617		141,425
Franklin Resources, Inc.		10,471		318,423
FS Bancorp, Inc.		382		21,285
Fulton Financial Corp.		47,919		797,851
GAIN Capital Holdings, Inc.		7,305		47,482
GAMCO Investors, Inc.		1,235		28,924
Genworth Financial, Inc. ⁽¹⁾		140,400		585,468
German American Bancorp, Inc.		4,469		157,666
Glacier Bancorp, Inc.		348,283		15,007,514
Global Indemnity Ltd.		1,879		70,838
Goosehead Insurance, Inc. ⁽¹⁾		2,777		94,057
Granite Point Mortgage Trust, Inc.		9,910		191,065
Great Ajax Corp.		4,673		63,600
Great Southern Bancorp, Inc.		3,074		170,146
Great Western Bancorp, Inc.		16,504		696,304
Green Bancorp, Inc.		5,995		132,489
Greene County Bancorp, Inc.		160		5,136
Greenhill & Co, Inc.		692		18,234
Greenlight Capital Re Ltd. ⁽¹⁾		8,256		102,374
Guaranty Bancorp		1,263		37,511
Guaranty Bancshares, Inc.		2,046		61,851
Hallmark Financial Services, Inc. ⁽¹⁾		3,452		37,972
Hancock Whitney Corp.		23,686		1,126,269
Hanmi Financial Corp.		7,825		194,843
Hannon Armstrong Sustainable Infrastructure Capital, Inc.		14,423		309,662
Hanover Insurance Group, Inc.		1,444		178,146
HarborOne Bancorp, Inc. ⁽¹⁾		2,044		39,081
Harford Financial Services Group, Inc.		70,540		3,524,178
HCI Group, Inc.		2,070		90,563
Heartland Financial USA, Inc.		8,250		478,913
Heritage Commerce Corp.		1,066		15,905
Heritage Financial Corp.		233,435		8,205,240
Heritage Insurance Holdings, Inc.		5,166		76,560
Hilltop Holdings, Inc.		20,256		408,564
Hingham Institution for Savings		183		40,225
Home Bancorp, Inc.		2,208		96,004
Home Bancshares, Inc.		34,134		747,535
HomeStreet, Inc. ⁽¹⁾		6,943		183,990
HomeTrust Bancshares, Inc. ⁽¹⁾		3,370		98,236
Hope Bancorp, Inc.		34,850		563,525
Horace Mann Educators Corp.		218,584		9,814,422
Horizon Bancorp		919,183		18,153,864
Howard Bancorp, Inc. ⁽¹⁾		2,995		53,012
Huntington Bancshares, Inc.		1,440,162		21,487,217
IBERIABANK Corp.		233,920		19,029,392
Impac Mortgage Holdings, Inc. ⁽¹⁾		2,960		22,170
Independence Holding Co.		1,268		45,521
Independent Bank Corp.		214,418		17,710,927
Independent Bank Corp. MI		4,247		100,442
Independent Bank Group, Inc.		4,456		295,433
Interactive Brokers Group, Inc.		200		11,062
International Bancshares Corp.		15,452		695,340
INTL FCStone, Inc. ⁽¹⁾		4,403		212,753
Invesco Ltd.		13,786		315,424
Invesco Mortgage Capital, Inc.		31,200		493,584
Investar Holding Corp.		1,673		44,920
Investment Technology Group, Inc.		7,618		165,006
Investors Bancorp, Inc.		68,669		842,569
Investors Title Co.		328		55,071
James River Group Holdings Ltd.		3,743		159,527
Jefferies Financial Group, Inc.		10,119		222,213
Kearny Financial Corp.		18,345		254,078
Kemper Corp.		6,032		485,274
KeyCorp		789,576		15,704,667
Kingstone Cos, Inc.		1,887		35,853
KKR Real Estate Finance Trust, Inc.		4,929		99,418
Ladder Capital Corp.		24,230		410,456
Ladenburg Thalmann Financial Services, Inc.		3,838		10,363
Lakeland Bancorp, Inc.		12,542		226,383
Lakeland Financial Corp.		1,839		85,477
Lazard Ltd.		71,818		3,456,600
LCNB Corp.		2,559		47,725
LegacyTexas Financial Group, Inc.		129,915		5,534,379
Legg Mason, Inc.		107,321		3,351,635
LendingClub Corp. ⁽¹⁾		87,630		340,004
Level One Bancorp, Inc.		352		9,786
Lincoln National Corp.		88,705		6,001,780
Live Oak Bancshares, Inc.		3,424		91,763
Loews Corp.		180,808		9,081,986
Luther Burbank Corp.		5,917		64,377
M&T Bank Corp.		4,938		812,499
Macatawa Bank Corp.		6,596		77,239
Maiden Holdings Ltd.		15,685		44,702
Malvern Bancorp, Inc. ⁽¹⁾		1,427		34,177
Markel Corp. ⁽¹⁾		422		501,543
Marlin Business Services Corp.		1,617		46,650
Marsh & McLennan Companies, Inc.		71,129		5,883,791
MB Financial, Inc.		21,199		977,486
MBIA, Inc. ⁽¹⁾		22,438		239,862
MBT Financial Corp.		5,006		56,568
Mercantile Bank Corp.		4,529		151,133
Merchants Bancorp		3,117		79,234
Mercury General Corp.		924		46,348
Meridian Bancorp, Inc.		11,292		191,964
Metropolitan Bank Holding Corp. ⁽¹⁾		1,755		72,166
MFA Financial, Inc.		14,532		106,810
MGIC Investment Corp. ⁽¹⁾		585,868		7,797,903
Mid Penn Bancorp, Inc.		1,243		36,233
Middlefield Banc Corp.		824		38,810
Midland States Bancorp, Inc.		2,761		88,628
MidSouth Bancorp, Inc.		4,298		66,189
MidWestOne Financial Group, Inc.		3,008		100,196
Moody's Corp.		46,974		7,854,053
MutualFirst Financial, Inc.		1,657		61,060
MVB Financial Corp.		2,290		41,266
Nasdaq OMX Group, Inc.		154,338		13,242,200
National Bank Holdings Corp.		5,287		199,056
National Bankshares, Inc.		1,913		86,946
National Commerce Corp. ⁽¹⁾		2,773		114,525
National General Holdings Corp.		79,902		2,144,570
National Western Life Group, Inc. - Class A		630		201,096
Navient Corp.		559,390		7,540,577
Navigators Group, Inc.		292,648		20,221,977
NBT Bancorp, Inc.		11,836		454,266
Nelnet, Inc.		5,231		299,056
New Residential Investment Corp.		1,292,088		23,025,008
New York Community Bancorp, Inc.		16,314		169,176
New York Mortgage Trust, Inc.		164,109		997,783
NI Holdings, Inc. ⁽¹⁾		3,104		52,364
Nicolet Bankshares, Inc. ⁽¹⁾		2,348		127,989
NMI Holdings, Inc. ⁽¹⁾		3,064		69,400
Northeast Bancorp		1,590		34,503
Northern Trust Corp.		5,168		527,808
Northfield Bancorp, Inc.		11,935		190,005
Northrim BanCorp, Inc.		1,841		76,494
Northwest Bancshares, Inc.		26,460		458,287
Norwood Financial Corp.		1,572		61,560
Oak Valley Bancorp		1,737		34,132
OceanFirst Financial Corp.		13,255		360,801
Oconee Federal Financial Corp.		152		4,093
Ocwen Financial Corp. ⁽¹⁾		31,971		125,966
OFG Bancorp		12,067		194,882
Ohio Valley Banc Corp.		1,130		41,415
Old Line Bancshares, Inc.		3,878		122,700
Old National Bancorp		41,988		810,368
Old Republic International Corp.		142,646		3,192,417
Old Second Bancorp, Inc.		8,043		124,264
On Deck Capital, Inc. ⁽¹⁾		2,025		15,329
OneMain Holdings, Inc. ⁽¹⁾		2,428		81,605
OP Bancorp ⁽¹⁾		3,317		38,477
Oppenheimer Holdings, Inc.		2,715		85,794
Opus Bank		5,542		151,851
Orchid Island Capital, Inc.		13,995		101,464
Origin Bancorp, Inc.		3,185		119,915
Oritani Financial Corp.		10,879		169,168
Orrstown Financial Services, Inc.		2,001		47,624
Pacific City Financial Corp.		2,827		54,674
Pacific Mercantile Bancorp ⁽¹⁾		4,189		39,167
Pacific Premier Bancorp, Inc. ⁽¹⁾		8,527		317,204
PacWest Bancorp		266,895		12,717,547
Park National Corp.		3,824		403,661
Parke Bancorp, Inc.		1,883		42,273
PCSB Financial Corp.		3,870		78,716
PDL Community Bancorp ⁽¹⁾		2,458		37,140
Peapack Gladstone Financial Corp.		5,057		156,211
PennantPark Investment Corp.		163,500		1,219,710
Penns Woods Bancorp, Inc.		1,228		53,357
PennyMac Mortgage Investment Trust		16,696		337,927
Peoples Bancorp of North Carolina, Inc.		1,204		34,723
Peoples Bancorp, Inc.		4,953		173,504
Peoples Financial Services Corp.		1,883		79,839
People's United Financial, Inc.		11,522		197,257
PHH Corp. ⁽¹⁾		8,872		97,503
Pinnacle Financial Partners, Inc.		1,444		86,857
Piper Jaffray Cos.		3,930		300,056
PJT Partners, Inc.		422		22,092
Popular, Inc.		43,936		2,251,720
PRA Group, Inc. ⁽¹⁾		12,472		448,992
Premier Financial Bancorp, Inc.		3,121		57,707
Principal Financial Group, Inc.		82,434		4,829,808
ProAssurance Corp.		14,791		694,437
Prospect Capital Corp.		136,400		999,812
Prosperity Bancshares, Inc.		2,222		154,096
Protective Insurance Corp.		2,796		64,168
Provident Bancorp, Inc. ⁽¹⁾		1,087		31,469
Provident Financial Services, Inc.		17,270		423,979
Prudential Bancorp, Inc.		2,311		40,003
QCR Holdings, Inc.		3,607		147,346
Radian Group, Inc.		302,357		6,249,719
Raymond James Financial, Inc.		155,721		14,334,118
RBB Bancorp		3,773		92,439
Redwood Trust, Inc.		23,200		376,768
Regional Management Corp. ⁽¹⁾		1,445		41,659
Regions Financial Corp.		1,107,306		20,319,065
Reinsurance Group of America, Inc.		282,281		40,806,541
Reliant Bancorp, Inc.		2,551		65,229
RenaissanceRe Holdings Ltd.		1,233		164,704
Renasant Corp.		13,467		554,975
Republic Bancorp, Inc.		2,697		124,332
Republic First Bancorp, Inc. ⁽¹⁾		9,781		69,934
Riverview Bancorp, Inc.		6,079		53,738
RLI Corp.		1,838		144,430
S & T Bancorp, Inc.		9,553		414,218
Safety Insurance Group, Inc.		4,222		378,291
Sandy Spring Bancorp, Inc.		9,588		376,904
Santander Consumer USA Holdings, Inc.		3,496		70,060
SB One Bancorp		1,936		48,787
Seacoast Banking Corp. of Florida ⁽¹⁾		10,542		307,826
SEI Investments Co.		194,325		11,873,258
Select Bancorp, Inc. ⁽¹⁾		2,873		35,625
Selective Insurance Group, Inc.		247,991		15,747,429
Shore Bancshares, Inc.		3,267		58,218
SI Financial Group, Inc.		3,119		43,666
Sierra Bancorp		3,959		114,415
Signature Bank		694		79,699
Simmons First National Corp.		25,170		741,257
SLM Corp. ⁽¹⁾		635,090		7,081,254
SmartFinancial, Inc. ⁽¹⁾		3,074		72,393
South State Corp.		94,817		7,774,994
Southern First Bancshares, Inc. ⁽¹⁾		1,720		67,596
Southern Missouri Bancorp, Inc.		1,905		70,999
Southern National Bancorp of Virginia, Inc.		5,225		84,645
Southside Bancshares, Inc.		9,251		321,943
Spirit of Texas Bancshares, Inc. ⁽¹⁾		572		12,349
Starwood Property Trust, Inc.		89,246		1,920,574
State Auto Financial Corp.		4,761		145,401
State Bank Financial Corp.		7,000		211,260
State Street Corp.		67,978		5,695,197
Sterling Bancorp		7,654		168,388
Sterling Bancorp Inc.		2,358		26,669
Stewart Information Services Corp.		6,123		275,596
Stifel Financial Corp.		19,372		993,009
Stock Yards Bancorp, Inc.		4,829		175,293
Summit Financial Group, Inc.		2,931		68,029
SunTrust Banks, Inc.		378,409		25,273,937
Sutherland Asset Management Corp.		5,026		83,683
SVB Financial Group ⁽¹⁾		420		130,549
Synchrony Financial		482,674		15,001,508
Synovus Financial Corp.		3,582		164,020
T. Rowe Price Group, Inc.		544		59,394
TCF Financial Corp.		174,699		4,159,583
TD Ameritrade Holding Corp.		299,530		15,824,170
Territorial Bancorp, Inc.		2,179		64,389
Texas Capital Bancshares, Inc. ⁽¹⁾		235,209		19,440,024
TFS Financial Corp.		1,688		25,337
The Bancorp, Inc. ⁽¹⁾		14,029		134,538
The Bank of Princeton ⁽¹⁾		1,558		47,581
Third Point Reinsurance Ltd. ⁽¹⁾		22,118		287,534
Timberland Bancorp, Inc.		1,807		56,451
Tiptree, Inc.		8,024		52,557
Tompkins Financial Corp.		3,952		320,863
Torchmark Corp.		57,701		5,002,100
Towne Bank		18,331		565,511
TPG RE Finance Trust, Inc.		9,783		195,856
Travelers Companies, Inc.		68,988		8,948,433
TriCo Bancshares		6,689		258,329
TriState Capital Holdings, Inc. ⁽¹⁾		5,049		139,352
TrustCo Bank Corp.		26,428		224,638
Trustmark Corp.		18,706		629,457
Two Harbors Investment Corp.		8,198		122,396
UMB Financial Corp.		12,598		893,198
Umpqua Holdings Corp.		7,480		155,584
Union Bankshares Corp.		18,317		705,754
Union Bankshares, Inc.		117		6,219
United Bankshares, Inc.		27,779		1,009,767
United Community Banks, Inc.		18,594		518,587
United Community Financial Corp.		13,491		130,458
United Financial Bancorp, Inc.		14,212		239,188
United Fire Group, Inc.		184,578		9,371,025
United Insurance Holdings Corp.		1,626		36,390
United Security Bancshares		3,715		41,237
Unity Bancorp, Inc.		1,812		41,495
Universal Insurance Holdings, Inc.		63,100		3,063,505
Univest Corp. of Pennsylvania		8,050		212,923
Unum Group		104,577		4,085,823
Valley National Bancorp		89,716		1,009,305
Value Line, Inc.		83		2,067
Veritex Holdings, Inc. ⁽¹⁾		4,619		130,533
Virtus Investment Partners, Inc.		1,720		195,650
Voya Financial, Inc.		75,253		3,737,817
W.R. Berkley Corp.		174,226		13,925,884
Waddell & Reed Financial, Inc.		21,778		461,258
Walker & Dunlop, Inc.		6,763		357,627
Washington Federal, Inc.		23,269		744,608
Washington Trust Bancorp, Inc.		3,090		170,877
Waterstone Financial, Inc.		6,414		110,000
Webster Financial Corp.		3,094		182,422
WesBanco, Inc.		14,482		645,608
West Bancorporation, Inc.		3,284		77,174
Westamerica Bancorporation		7,179		431,889
Western Alliance Bancorp ⁽¹⁾		1,371		77,996
Western Asset Mortgage Capital Corp.		11,822		118,456
Western New England Bancorp, Inc.		7,273		78,548
White Mountains Insurance Group Ltd.		103		96,395
Willis Towers Watson Plc		4,480		631,411
Wintrust Financial Corp.		1,869		158,753
WMIH Corp. ⁽¹⁾		11,300,750		15,708,043
World Acceptance Corp. ⁽¹⁾		1,718		196,470
WSFS Financial Corp.		6,267		295,489
Zions Bancorp		102,336		5,132,150
				1,106,099,813
Healthcare - 4.30%
AAC Holdings, Inc. ⁽¹⁾		1,613		12,307
Abeona Therapeutics, Inc. ⁽¹⁾		786		10,061
Acadia Healthcare Co., Inc. ⁽¹⁾		2,965		104,368
Acceleron Pharma, Inc. ⁽¹⁾		1,851		105,933
Achaogen, Inc. ⁽¹⁾		959		3,826
Achillion Pharmaceuticals, Inc. ⁽¹⁾		37,740		138,883
Aclaris Therapeutics, Inc. ⁽¹⁾		1,189		17,264
Acorda Therapeutics, Inc. ⁽¹⁾		10,527		206,856
Adamas Pharmaceuticals, Inc. ⁽¹⁾		3,130		62,663
Adverum Biotechnologies, Inc. ⁽¹⁾		13,873		83,932
Agilent Technologies, Inc.		10,948		772,272
Agios Pharmaceuticals, Inc. ⁽¹⁾		130		10,026
Akebia Therapeutics, Inc. ⁽¹⁾		1,801		15,903
Akorn, Inc. ⁽¹⁾		39,730		515,695
Albireo Pharma, Inc. ⁽¹⁾		2,005		66,085
Alder Biopharmaceuticals, Inc. ⁽¹⁾		2,908		48,418
Allakos, Inc. ⁽¹⁾		394		17,726
Allscripts Healthcare Solutions, Inc. ⁽¹⁾		729,934		10,401,559
Alnylam Pharmaceuticals, Inc. ⁽¹⁾		360		31,507
AMAG Pharmaceuticals, Inc. ⁽¹⁾		9,618		192,360
American Renal Associates Holdings, Inc. ⁽¹⁾		522		11,301
AMN Healthcare Services, Inc. ⁽¹⁾		158,830		8,688,001
Amphastar Pharmaceuticals, Inc. ⁽¹⁾		6,048		116,364
AngioDynamics, Inc. ⁽¹⁾		10,146		220,574
Anika Therapeutics, Inc. ⁽¹⁾		3,923		165,472
Aptinyx, Inc. ⁽¹⁾		624		18,071
Aquestive Therapeutics, Inc. ⁽¹⁾		385		6,741
Aratana Therapeutics, Inc. ⁽¹⁾		5,904		34,479
Arbutus Biopharma Corp. ⁽¹⁾		7,233		68,352
Arcus Biosciences, Inc. ⁽¹⁾		592		8,252
Ardelyx, Inc. ⁽¹⁾		12,248		53,279
Arena Pharmaceuticals, Inc. ⁽¹⁾		2,739		126,049
ArQule, Inc. ⁽¹⁾		3,301		18,684
Assertio Therapeutics, Inc. ⁽¹⁾		2,090		12,289
Audentes Therapeutics, Inc. ⁽¹⁾		648		25,654
Avanos Medical, Inc. ⁽¹⁾		13,036		892,966
AVEO Pharmaceuticals, Inc. ⁽¹⁾		12,968		42,924
Avrobio, Inc. ⁽¹⁾		294		15,250
Bellicum Pharmaceuticals, Inc. ⁽¹⁾		3,254		20,045
BioCryst Pharmaceuticals, Inc. ⁽¹⁾		5,054		38,562
Bio-Rad Laboratories, Inc. ⁽¹⁾		712		222,849
BioScrip, Inc. ⁽¹⁾		31,218		96,776
BioTime, Inc. ⁽¹⁾		18,332		43,080
Bluebird Bio, Inc. ⁽¹⁾		571		83,366
Boston Scientific Corp. ⁽¹⁾		128,378		4,942,553
Brookdale Senior Living, Inc. ⁽¹⁾		51,875		509,931
Bruker Corp.		1,968		65,830
Calithera Biosciences, Inc. ⁽¹⁾		8,057		42,299
Cambrex Corp. ⁽¹⁾		5,176		354,038
Cara Therapeutics, Inc. ⁽¹⁾		1,231		29,482
Cardinal Health, Inc.		38,660		2,087,640
CareDx, Inc. ⁽¹⁾		653		18,839
CASI Pharmaceuticals, Inc. ⁽¹⁾		1,689		7,888
Castlight Health, Inc. ⁽¹⁾		1,900		5,130
Catalent, Inc. ⁽¹⁾		3,771		171,769
Catalyst Biosciences, Inc. ⁽¹⁾		3,077		33,170
Cellular Biomedicine Group, Inc. ⁽¹⁾		1,009		18,313
Centene Corp. ⁽¹⁾		173,179		25,072,856
Cerner Corp. ⁽¹⁾		5,919		381,243
Cerus Corp. ⁽¹⁾		4,138		29,835
Charles River Laboratories International, Inc. ⁽¹⁾		440		59,198
Chimerix, Inc. ⁽¹⁾		12,021		46,762
Civitas Solutions, Inc. ⁽¹⁾		1,283		18,924
Community Health Systems, Inc. ⁽¹⁾		24,263		83,950
Computer Programs & Systems, Inc.		1,566		42,047
Concert Pharmaceuticals, Inc. ⁽¹⁾		5,897		87,511
CONMED Corp.		4,421		350,232
Corium International, Inc. ⁽¹⁾		1,051		9,995
Corvus Pharmaceuticals, Inc. ⁽¹⁾		394		3,381
Crinetics Pharmaceuticals, Inc. ⁽¹⁾		330		9,454
Cross Country Healthcare, Inc. ⁽¹⁾		9,675		84,463
CryoLife, Inc. ⁽¹⁾		3,301		116,195
Cymabay Therapeutics, Inc. ⁽¹⁾		4,045		44,819
Cytokinetics, Inc. ⁽¹⁾		1,146		11,288
DaVita, Inc. ⁽¹⁾		105,172		7,533,470
Dentsply Sirona, Inc.		7,386		278,748
Dynavax Technologies Corp. ⁽¹⁾		1,810		22,444
Eidos Therapeutics, Inc. ⁽¹⁾		497		4,960
Endo International Plc ⁽¹⁾		58,232		980,045
Endocyte, Inc. ⁽¹⁾		1,445		25,663
Envision Healthcare Corp. ⁽¹⁾		3,261		149,126
Epizyme, Inc. ⁽¹⁾		3,661		38,807
Evolent Health, Inc. ⁽¹⁾		14,639		415,748
Five Prime Therapeutics, Inc. ⁽¹⁾		9,277		129,136
FONAR Corp. ⁽¹⁾		1,318		32,818
Forty Seven, Inc. ⁽¹⁾		459		6,848
Harvard Bioscience, Inc. ⁽¹⁾		9,382		49,255
HCA Healthcare, Inc.		48,800		6,789,056
Henry Schein, Inc. ⁽¹⁾		4,442		377,703
Hill-Rom Holdings, Inc.		804		75,898
HMS Holdings Corp. ⁽¹⁾		2,872		94,230
Hologic, Inc. ⁽¹⁾		9,211		377,467
ICON Plc ⁽¹⁾		69,509		10,687,009
ICU Medical, Inc. ⁽¹⁾		20,806		5,882,896
Immune Design Corp. ⁽¹⁾		8,395		28,963
Immunomedics, Inc. ⁽¹⁾		3,739		77,883
Integer Holdings Corp. ⁽¹⁾		101,827		8,446,550
Integra LifeSciences Holdings Corp. ⁽¹⁾		570		37,546
Intra-Cellular Therapies, Inc. ⁽¹⁾		6,212		134,800
Invacare Corp.		9,263		134,777
IQVIA Holdings, Inc. ⁽¹⁾		139,081		18,044,369
Jazz Pharmaceuticals Plc ⁽¹⁾		48,135		8,092,938
Karyopharm Therapeutics, Inc. ⁽¹⁾		1,250		21,288
Kezar Life Sciences, Inc. ⁽¹⁾		308		6,594
Kiniksa Pharmaceuticals Ltd. ⁽¹⁾		269		6,860
Laboratory Corp. of America Holdings ⁽¹⁾		83,885		14,569,147
Lannet, Inc. ⁽¹⁾		66,007		313,533
Lantheus Holdings, Inc. ⁽¹⁾		775		11,586
LifePoint Health, Inc. ⁽¹⁾		23,682		1,525,121
Liquidia Technologies, Inc. ⁽¹⁾		321		8,805
LivaNova Plc ⁽¹⁾		2,859		354,430
Luminex Corp.		6,586		199,622
Magellan Health, Inc. ⁽¹⁾		41,858		3,015,869
Mallinckrodt Plc ⁽¹⁾		136,537		4,001,899
McKesson Corp.		122,224		16,213,014
Medicines Co. ⁽¹⁾		1,364		40,797
MEDNAX, Inc. ⁽¹⁾		3,134		146,232
Melinta Therapeutics, Inc. ⁽¹⁾		9,771		38,595
Menlo Therapeutics, Inc. ⁽¹⁾		2,698		26,575
Meridian Bioscience, Inc.		1,250		18,625
Minerva Neurosciences, Inc. ⁽¹⁾		1,354		16,993
Miragen Therapeutics, Inc. ⁽¹⁾		1,376		7,678
Molecular Templates, Inc. ⁽¹⁾		2,301		12,402
Molina Healthcare, Inc. ⁽¹⁾		332		49,368
Mylan ⁽¹⁾		17,383		636,218
Myriad Genetics, Inc. ⁽¹⁾		2,195		100,970
NanoString Technologies, Inc. ⁽¹⁾		587		10,466
NantHealth, Inc. ⁽¹⁾		3,740		5,872
NantKwest, Inc. ⁽¹⁾		6,755		24,994
National HealthCare Corp.		3,394		255,806
National Research Corp.		243		9,380
Natus Medical, Inc. ⁽¹⁾		240,010		8,556,357
Neos Therapeutics, Inc. ⁽¹⁾		538		2,609
Neuronetics, Inc. ⁽¹⁾		199		6,380
NewLink Genetics Corp. ⁽¹⁾		7,117		17,010
NextGen Healthcare, Inc. ⁽¹⁾		5,527		110,982
Novavax, Inc. ⁽¹⁾		66,257		124,563
Nymox Pharmaceutical Corp. ⁽¹⁾		4,590		11,291
OPKO Health, Inc. ⁽¹⁾		89,960		311,262
OraSure Technologies, Inc. ⁽¹⁾		716		11,062
Orthofix Medical, Inc. ⁽¹⁾		1,188		68,678
Ovid Therapeutics, Inc. ⁽¹⁾		1,107		6,277
Owens & Minor, Inc.		16,875		278,775
Patterson Companies, Inc.		22,769		556,702
PDL BioPharma, Inc. ⁽¹⁾		40,186		105,689
PerkinElmer, Inc.		3,732		363,012
Perrigo Co. Plc		4,348		307,838
PetIQ, Inc. ⁽¹⁾		208		8,176
Phibro Animal Health Corp.		377		16,173
Portola Pharmaceuticals, Inc. ⁽¹⁾		1,251		33,314
Premier, Inc. ⁽¹⁾		1,209		55,348
Prestige Consumer Healthcare, Inc. ⁽¹⁾		14,413		546,109
Prothena Corporation Plc ⁽¹⁾		11,051		144,547
QIAGEN NV ⁽¹⁾		7,490		283,721
Quest Diagnostics, Inc.		4,617		498,220
R1 RCM, Inc. ⁽¹⁾		2,404		24,425
Ra Pharmaceuticals, Inc. ⁽¹⁾		3,962		71,673
Replimune Group, Inc. ⁽¹⁾		364		5,860
resTORbio, Inc. ⁽¹⁾		2,001		30,295
Rigel Pharmaceuticals, Inc. ⁽¹⁾		4,089		13,126
Rockwell Medical, Inc. ⁽¹⁾		854		3,604
RTI Surgical, Inc. ⁽¹⁾		13,214		59,463
Rubius Therapeutics, Inc. ⁽¹⁾		598		14,352
Scholar Rock Holding Corp. ⁽¹⁾		264		6,798
scPharmaceuticals, Inc. ⁽¹⁾		2,254		13,231
SeaSpine Holdings Corp. ⁽¹⁾		3,293		51,239
Spectrum Pharmaceuticals, Inc. ⁽¹⁾		2,382		40,018
Spero Therapeutics, Inc. ⁽¹⁾		2,252		23,669
STERIS Plc		2,844		325,354
Surgery Partners, Inc. ⁽¹⁾		4,504		74,316
Syndax Pharmaceuticals, Inc. ⁽¹⁾		2,317		18,721
Syneos Health, Inc. ⁽¹⁾		15,826		815,830
Synlogic, Inc. ⁽¹⁾		4,444		63,149
Teleflex, Inc.		1,256		334,209
Tetraphase Pharmaceuticals, Inc. ⁽¹⁾		15,411		42,534
The Cooper Companies, Inc.		1,378		381,913
Tocagen, Inc. ⁽¹⁾		282		4,396
Translate Bio, Inc. ⁽¹⁾		597		5,970
Tricida, Inc. ⁽¹⁾		552		16,864
Triple-S Management Corp. ⁽¹⁾		6,264		118,327
United Therapeutics Corp. ⁽¹⁾		1,464		187,216
Universal Health Services, Inc.		60,626		7,750,428
Utah Medical Products, Inc.		158		14,884
Verrica Pharmaceuticals, Inc. ⁽¹⁾		375		6,094
Waters Corp. ⁽¹⁾		201		39,131
WellCare Health Plans, Inc. ⁽¹⁾		112		35,895
West Pharmaceutical Services, Inc.		1,902		234,840
Xeris Pharmaceuticals, Inc. ⁽¹⁾		316		5,555
XOMA Corp. ⁽¹⁾		785		13,792
Zafgen, Inc. ⁽¹⁾		644		7,528
Zimmer Holdings, Inc.		46,586		6,124,661
Zogenix, Inc. ⁽¹⁾		2,982		147,907
				198,735,313
Industrials - 16.21%
AAR Corp.		9,001		431,058
ABM Industries, Inc.		18,363		592,207
Acacia Research Corp. ⁽¹⁾		2,169		6,941
ACCO Brands Corp.		28,785		325,270
Actuant Corp.		8,636		240,944
Acuity Brands, Inc.		19,350		3,041,820
ADT, Inc.		3,816		35,832
Advanced Disposal Services, Inc. ⁽¹⁾		412,832		11,179,491
AECOM ⁽¹⁾		5,501		179,663
Aegion Corp. ⁽¹⁾		8,900		225,882
AGCO Corp.		2,266		137,750
Air Lease Corp.		178,891		8,207,519
Aircastle Ltd.		15,388		337,151
Alamo Group, Inc.		385		35,270
Alaska Air Group, Inc.		4,076		280,673
Allegion Plc		110,340		9,993,494
Allison Transmission Holdings, Inc.		544,800		28,335,048
Altra Industrial Motion Corp.		227,130		9,380,469
AMERCO		236		84,169
Ameresco, Inc. ⁽¹⁾		5,081		69,356
American Airlines Group, Inc.		106,146		4,387,014
American Railcar Industries, Inc.		2,010		92,661
AMETEK, Inc.		263,407		20,840,762
Apogee Enterprises, Inc.		1,234		50,989
ArcBest Corp.		6,188		300,427
Arconic, Inc.		207,837		4,574,492
Argan, Inc.		4,079		175,397
Armstrong Flooring, Inc. ⁽¹⁾		5,387		97,505
Armstrong World Industries, Inc. ⁽¹⁾		196,455		13,673,268
Astec Industries, Inc.		3,272		164,942
Atlas Air Worldwide Holdings, Inc. ⁽¹⁾		50,340		3,209,175
AZZ, Inc.		4,924		248,662
Babcock & Wilcox Enterprises, Inc. ⁽¹⁾		8,525		8,781
Barnes Group, Inc.		11,539		819,615
Beacon Roofing Supply, Inc. ⁽¹⁾		4,947		179,032
Blue Bird Corp. ⁽¹⁾		2,104		51,548
BMC Stock Holdings, Inc. ⁽¹⁾		372,093		6,939,534
Brady Corp.		13,106		573,387
Briggs & Stratton Corp.		11,612		223,299
BrightView Holdings, Inc. ⁽¹⁾		3,129		50,220
Caesarstone Ltd.		6,483		120,260
CAI International, Inc. ⁽¹⁾		2,650		60,605
Carlisle Companies, Inc.		1,972		240,190
Casella Waste Systems, Inc. ⁽¹⁾		9,100		282,646
CBIZ, Inc. ⁽¹⁾		14,426		341,896
CECO Environmental Corp. ⁽¹⁾		8,681		68,406
Charah Solutions, Inc. ⁽¹⁾		1,003		7,924
Chart Industries, Inc. ⁽¹⁾		4,809		376,689
CIRCOR International, Inc.		106,355		5,051,862
Clean Harbors, Inc. ⁽¹⁾		1,732		123,977
Colfax Corp. ⁽¹⁾		2,876		103,709
Columbus Mckinnon Corp.		2,478		97,980
CompX International, Inc.		351		4,774
Copa Holdings SA		1,064		84,950
Costamare, Inc.		13,942		90,484
Covenant Transportation Group, Inc. - Class A ⁽¹⁾		3,333		96,857
CRA International, Inc.		1,602		80,452
Crane Co.		23,390		2,300,406
Cubic Corp.		1,862		136,019
Cummins, Inc.		114,204		16,681,778
Curtiss-Wright Corp.		84,516		11,614,189
Daseke, Inc. ⁽¹⁾		11,252		90,241
Delta Air Lines, Inc.		236,129		13,655,340
Deluxe Corp.		50,290		2,863,513
Donaldson Co., Inc.		261		15,206
Dover Corp.		145,251		12,859,071
Ducommun, Inc. ⁽¹⁾		2,900		118,436
Dun & Bradstreet Corp.		59,576		8,490,176
DXP Enterprises, Inc. ⁽¹⁾		1,076		43,115
Eagle Bulk Shipping, Inc. ⁽¹⁾		13,643		76,674
Eastern Co.		1,563		44,389
Eaton Corp. Plc		161,470		14,004,293
Echo Global Logistics, Inc. ⁽¹⁾		427		13,216
EMCOR Group, Inc.		63,821		4,793,595
Encore Wire Corp.		5,631		282,113
EnerSys, Inc.		106,879		9,312,367
Engility Holdings, Inc. ⁽¹⁾		5,067		182,361
Ennis, Inc.		7,102		145,236
Enphase Energy, Inc. ⁽¹⁾		24,659		119,596
EnPro Industries, Inc.		5,231		381,497
Equifax, Inc.		2,941		384,006
ESCO Technologies, Inc.		164,623		11,202,595
Essendant, Inc.		10,387		133,161
Esterline Technologies Corp. ⁽¹⁾		226,318		20,583,622
Federal Signal Corp.		972		26,030
Flowserve Corp.		4,417		241,566
Fluor Corp.		74,941		4,354,072
Fortive Corp.		827		69,633
Fortune Brands Home & Security, Inc.		2,854		149,435
Forward Air Corp.		76,500		5,485,050
Foundation Building Materials, Inc. ⁽¹⁾		2,954		36,836
Franklin Electric Company, Inc.		736		34,776
FreightCar America, Inc. ⁽¹⁾		3,312		53,224
FTI Consulting, Inc. ⁽¹⁾		10,537		771,203
FuelCell Energy, Inc. ⁽¹⁾		20,864		22,324
Gardner Denver Holdings, Inc. ⁽¹⁾		2,476		70,170
Gates Industrial Corp. Plc ⁽¹⁾		1,625		31,688
GATX Corp.		10,422		902,441
Genco Shipping & Trading Ltd. ⁽¹⁾		2,748		38,472
Gencor Industries, Inc. ⁽¹⁾		1,980		23,859
General Finance Corp. ⁽¹⁾		1,743		27,801
Genesee & Wyoming, Inc. ⁽¹⁾		1,592		144,856
Gibraltar Industries, Inc. ⁽¹⁾		217,682		9,926,299
Global Brass and Copper Holdings, Inc.		59,597		2,199,129
GMS, Inc. ⁽¹⁾		503		11,670
Gorman Rupp Co.		3,843		140,269
GP Strategies Corp. ⁽¹⁾		3,512		59,177
GrafTech International Ltd.		2,020		39,410
Graham Corp.		2,566		72,284
Granite Construction, Inc.		2,577		117,769
Great Lakes Dredge & Dock Corp. ⁽¹⁾		16,145		100,099
Greenbrier Companies, Inc.		49,902		2,999,110
Griffon Corp.		9,064		146,384
H&E Equipment Services, Inc.		1,971		74,464
Harris Corp.		84,769		14,343,762
Hawaiian Holdings, Inc.		13,935		558,793
HD Supply Holdings, Inc. ⁽¹⁾		4,424		189,303
Heritage Crystal Clean, Inc. ⁽¹⁾		3,972		84,802
Herman Miller, Inc.		71,133		2,731,507
Hertz Global Holdings, Inc. ⁽¹⁾		15,137		247,187
Hexcel Corp.		2,358		158,104
Hub Group, Inc. ⁽¹⁾		3,261		148,702
Hubbell, Inc.		112,686		15,051,469
Huntington Ingalls Industries, Inc.		39,830		10,199,666
Hurco Companies, Inc.		1,769		79,782
Huron Consulting Group, Inc. ⁽¹⁾		6,139		303,267
Hyster-Yale Materials Handling, Inc.		2,865		176,283
ICF International, Inc.		4,468		337,111
IDEX Corp.		175		26,366
IES Holdings, Inc. ⁽¹⁾		2,353		45,884
IHS Markit Ltd. ⁽¹⁾		12,930		697,703
Infrastructure and Energy Alternatives, Inc. ⁽¹⁾		5,008		52,584
Ingersoll-Rand Plc		56,071		5,736,063
InnerWorkings, Inc. ⁽¹⁾		11,125		88,110
Insteel Industries, Inc.		535		19,196
Interface, Inc.		1,643		38,364
ITT, Inc.		150,422		9,214,852
Jacobs Engineering Group, Inc.		4,297		328,721
JetBlue Airways Corp. ⁽¹⁾		255,160		4,939,898
Kansas City Southern		3,452		391,043
KAR Auction Services, Inc.		372,623		22,241,867
KBR, Inc.		39,078		825,718
Kelly Services, Inc.		8,724		209,638
Kennametal, Inc.		8,712		379,495
KeyW Holding Corp. ⁽¹⁾		13,626		118,001
Kimball International, Inc.		1,347		22,562
Kirby Corp. ⁽¹⁾		2,010		165,323
KLX, Inc. ⁽¹⁾		14,038		881,306
Knight-Swift Transportation Holdings, Inc.		279,260		9,628,885
Knoll, Inc.		327,969		7,690,873
Kratos Defense & Security Solutions, Inc. ⁽¹⁾		15,482		228,824
L.B. Foster Co. ⁽¹⁾		2,862		58,814
L3 Technologies, Inc.		22,718		4,830,301
Lawson Products, Inc. ⁽¹⁾		1,342		45,494
Lennox International, Inc.		74		16,162
LSC Communications, Inc.		9,140		101,088
Lydall, Inc. ⁽¹⁾		3,960		170,676
Macquarie Infrastructure Corp.		2,723		125,612
Manitex International, Inc. ⁽¹⁾		826		8,698
ManpowerGroup, Inc.		120,931		10,395,229
Marten Transport Ltd.		5,946		125,163
Masco Corp.		356,134		13,034,504
Masonite International Corp. ⁽¹⁾		349,636		22,411,668
Matson, Inc.		6,428		254,806
Matthews International Corp.		8,606		431,591
Maxar Technologies Ltd.		15,738		520,456
Mercury Systems, Inc. ⁽¹⁾		6,422		355,265
Mesa Air Group, Inc. ⁽¹⁾		2,130		29,522
Milacron Holdings Corp. ⁽¹⁾		345,826		7,002,977
Miller Industries, Inc.		2,792		75,105
Mistras Group, Inc. ⁽¹⁾		1,244		26,957
Mobile Mini, Inc.		1,324		58,057
Moog, Inc.		8,163		701,773
MRC Global, Inc. ⁽¹⁾		10,770		202,153
MSC Industrial Direct Co., Inc.		857		75,510
Mueller Water Products, Inc.		648,947		7,469,380
Multi-Color Corp.		3,818		237,671
National Presto Industries, Inc.		1,263		163,748
Navigant Consulting, Inc.		12,476		287,697
Navistar International Corp. ⁽¹⁾		12,923		497,536
Nexeo Solutions, Inc. ⁽¹⁾		9,079		111,218
Nielsen Holdings Plc		12,038		332,971
NL Industries, Inc. ⁽¹⁾		2,045		12,270
NN, Inc.		7,545		117,702
Nordson Corp.		119		16,529
Northwest Pipe Co. ⁽¹⁾		2,582		50,995
NOW, Inc. ⁽¹⁾		30,037		497,112
nVent Electric Plc		191,658		5,205,431
Orion Group Holdings, Inc. ⁽¹⁾		4,025		30,389
Oshkosh Corp.		180,372		12,849,701
Owens Corning		221,281		12,008,920
P.A.M. Transportation Services, Inc. ⁽¹⁾		227		14,775
PACCAR, Inc.		144,097		9,825,974
Parker-Hannifin Corp.		89,332		16,430,835
Park-Ohio Holdings Corp.		2,543		97,524
Pentair Plc		5,375		233,006
PICO Holdings, Inc.		4,448		55,822
Pitney Bowes, Inc.		144,946		1,026,218
Powell Industries, Inc.		2,441		88,511
Preformed Line Products Co.		821		57,700
Primoris Services Corp.		3,679		91,313
Quad/Graphics, Inc.		8,686		181,016
Quanex Building Products Corp.		9,664		175,885
Quanta Services, Inc. ⁽¹⁾		3,543		118,265
Radiant Logistics, Inc. ⁽¹⁾		10,853		64,141
Regal-Beloit Corp.		57,046		4,703,443
Republic Services, Inc.		6,957		505,496
Resources Connection, Inc.		5,435		90,221
REV Group, Inc.		6,938		108,927
Rexnord Corp. ⁽¹⁾		25,651		790,051
Robert Half International, Inc.		230,713		16,237,581
Rockwell Collins, Inc.		4,827		678,049
Roper Technologies, Inc.		2,809		832,054
RR Donnelley & Sons Co.		19,434		104,944
Rush Enterprises, Inc. - Class A		4,488		176,423
Rush Enterprises, Inc. - Class B		624		24,891
Ryder System, Inc.		40,869		2,986,298
Safe Bulkers, Inc. ⁽¹⁾		14,417		41,521
Schneider National, Inc.		1,361		33,998
Scorpio Bulkers, Inc.		15,963		115,732
Sensata Technologies Holding Plc ⁽¹⁾		2,547		126,204
SkyWest, Inc.		14,167		834,436
Snap-on, Inc.		1,892		347,371
Southwest Airlines Co.		217,207		13,564,577
SP Plus Corp. ⁽¹⁾		4,400		160,600
Sparton Corp. ⁽¹⁾		1,312		18,932
Spirit AeroSystems Holdings, Inc.		127,517		11,689,483
Spirit Airlines, Inc. ⁽¹⁾		19,052		894,872
SPX Corp. ⁽¹⁾		2,303		76,713
SPX FLOW, Inc. ⁽¹⁾		11,709		608,868
Standex International Corp.		73,100		7,620,675
Stanley Black & Decker, Inc.		5,258		769,982
Steelcase, Inc.		202,179		3,740,312
Stericycle, Inc. ⁽¹⁾		2,830		166,064
Sterling Construction Company, Inc. ⁽¹⁾		5,598		80,163
Sunrun, Inc. ⁽¹⁾		26,973		335,544
Systemax, Inc.		812		26,747
Team, Inc. ⁽¹⁾		7,830		176,175
Teledyne Technologies, Inc. ⁽¹⁾		1,200		296,016
Terex Corp.		2,289		91,354
Tetra Tech, Inc.		980		66,934
Textainer Group Holdings Ltd. ⁽¹⁾		7,458		95,462
Textron, Inc.		235,358		16,821,036
The Brink's Co.		421,993		29,434,012
The Manitowoc Co., Inc. ⁽¹⁾		9,860		236,541
The Middleby Corp. ⁽¹⁾		103,223		13,351,895
The Timken Co.		388,010		19,342,299
Thermon Group Holdings, Inc. ⁽¹⁾		6,451		166,307
Titan International, Inc.		13,564		100,645
Titan Machinery, Inc. ⁽¹⁾		5,371		83,170
TriMas Corp. ⁽¹⁾		745,840		22,673,536
Trinity Industries, Inc.		4,882		178,876
Triton International Ltd.		14,565		484,578
Triumph Group, Inc.		13,629		317,556
TrueBlue, Inc. ⁽¹⁾		10,514		273,890
Tutor Perini Corp. ⁽¹⁾		10,344		194,467
Twin Disc, Inc. ⁽¹⁾		2,101		48,407
UniFirst Corp.		3,691		640,942
United Continental Holdings, Inc. ⁽¹⁾		86,800		7,730,408
United Rentals, Inc. ⁽¹⁾		25,100		4,106,360
Univar, Inc. ⁽¹⁾		3,311		101,515
Universal Forest Products, Inc.		1,831		64,689
U.S. Ecology, Inc.		177,160		13,065,550
U.S. Xpress Enterprises, Inc. ⁽¹⁾		2,470		34,086
USA Truck, Inc. ⁽¹⁾		277		5,604
USG Corp. ⁽¹⁾		2,716		117,630
Valmont Industries, Inc.		743		102,906
Vectrus, Inc. ⁽¹⁾		3,076		95,940
Veritiv Corp. ⁽¹⁾		3,157		114,915
Viad Corp.		2,371		140,482
Vicor Corp. ⁽¹⁾		388		17,848
Vivint Solar, Inc. ⁽¹⁾		6,137		31,912
VSE Corp.		2,301		76,232
Wabash National Corp.		78,610		1,433,060
WABCO Holdings, Inc. ⁽¹⁾		67,798		7,996,096
Wabtec Corp.		1,864		195,496
Watsco, Inc.		217		38,648
Watts Water Technologies, Inc.		3,336		276,888
Werner Enterprises, Inc.		7,452		263,428
Wesco Aircraft Holdings, Inc. ⁽¹⁾		10,771		121,174
WESCO International, Inc. ⁽¹⁾		100,289		6,162,759
Willis Lease Finance Corp. ⁽¹⁾		888		30,645
Willscot Corp. ⁽¹⁾		3,314		56,835
Xylem, Inc.		2,679		213,972
YRC Worldwide, Inc. ⁽¹⁾		7,184		64,512
				750,123,799
Information Technology - 12.69%
3D Systems Corp. ⁽¹⁾		28,876		545,756
Acacia Communications, Inc. ⁽¹⁾		6,472		267,747
ACI Worldwide, Inc. ⁽¹⁾		339,246		9,546,382
Acxiom Holdings, Inc. ⁽¹⁾		10,675		527,452
ADTRAN, Inc.		13,191		232,821
Advanced Energy Industries, Inc. ⁽¹⁾		28,100		1,451,365
Agilysys, Inc. ⁽¹⁾		2,171		35,387
Akamai Technologies, Inc. ⁽¹⁾		389		28,455
Alliance Data Systems Corp.		86,226		20,363,132
Alpha & Omega Semiconductor Ltd. ⁽¹⁾		5,290		61,523
Ambarella, Inc. ⁽¹⁾		5,281		204,269
Amdocs Ltd.		199,773		13,181,023
American Software, Inc.		3,176		38,525
Amkor Technology, Inc. ⁽¹⁾		234,054		1,729,659
Analog Devices, Inc.		136,618		12,631,700
Anixter International, Inc. ⁽¹⁾		8,150		572,945
Applied Materials, Inc.		80,700		3,119,055
Applied Optoelectronics, Inc. ⁽¹⁾		1,154		28,458
Arlo Technologies, Inc. ⁽¹⁾		1,856		26,931
ARRIS International Plc ⁽¹⁾		5,726		148,819
Arrow Electronics, Inc. ⁽¹⁾		145,002		10,689,547
Aspen Technology, Inc. ⁽¹⁾		119		13,555
Autodesk, Inc. ⁽¹⁾		1,178		183,898
Avalara, Inc. ⁽¹⁾		448		15,649
Avaya Holdings Corp. ⁽¹⁾		29,103		644,340
Avid Technology, Inc. ⁽¹⁾		2,842		16,853
Avnet, Inc.		533,644		23,891,242
AVX Corp.		12,799		231,022
Axcelis Technologies, Inc. ⁽¹⁾		9,045		177,734
AXT, Inc. ⁽¹⁾		10,275		73,466
Bel Fuse, Inc.		2,626		69,589
Belden, Inc.		97,778		6,982,327
Benchmark Electronics, Inc.		13,030		304,902
Booz Allen Hamilton Holding Corp.		223		11,067
Brooks Automation, Inc.		391,260		13,705,838
CA, Inc.		10,665		470,860
CACI International, Inc. ⁽¹⁾		116,600		21,471,890
Calix, Inc. ⁽¹⁾		6,356		51,484
Cardtronics Plc ⁽¹⁾		2,196		69,481
Casa Systems, Inc. ⁽¹⁾		801		11,815
CDK Global, Inc.		140,000		8,758,400
CEVA, Inc. ⁽¹⁾		446		12,822
ChannelAdvisor Corp. ⁽¹⁾		216		2,689
Check Point Software Technologies Ltd. ⁽¹⁾		121,175		14,258,662
Ciena Corp. ⁽¹⁾		39,845		1,244,758
Cirrus Logic, Inc. ⁽¹⁾		70,722		2,729,869
Clearfield, Inc. ⁽¹⁾		964		12,966
Cognizant Technology Solutions - Class A		37,203		2,870,211
Coherent, Inc. ⁽¹⁾		12,940		2,228,139
Cohu, Inc.		6,446		161,795
CommScope Holding Co., Inc. ⁽¹⁾		6,437		198,002
Comtech Telecommunications Corp.		6,313		228,973
Conduent, Inc. ⁽¹⁾		6,518		146,785
Control4 Corp. ⁽¹⁾		4,198		144,117
ConvergeOne Holdings, Inc.		1,325		12,336
Convergys Corp.		94,189		2,236,047
CoreLogic, Inc. ⁽¹⁾		1,044		51,584
Corning, Inc.		158,206		5,584,672
Cray, Inc. ⁽¹⁾		9,266		199,219
Cree, Inc. ⁽¹⁾		28,006		1,060,587
CSG Systems International, Inc.		1,646		66,070
CTS Corp.		9,138		313,433
Cypress Semiconductor Corp.		3,648		52,860
Daktronics, Inc.		9,521		74,645
DASAN Zhone Solutions, Inc. ⁽¹⁾		1,408		19,980
Dell Technologies, Inc. - VMware, Inc. ⁽¹⁾		6,302		612,050
Diebold Nixdorf, Inc.		21,647		97,411
Digi International, Inc. ⁽¹⁾		7,390		99,396
Digimarc Corp. ⁽¹⁾		109		3,428
Diodes, Inc. ⁽¹⁾		8,473		282,066
Dolby Laboratories, Inc.		2,123		148,546
DXC Technology Co.		289,187		27,044,768
EchoStar Corp. ⁽¹⁾		1,676		77,716
eGain Corp. ⁽¹⁾		746		6,043
Electro Scientific Industries, Inc. ⁽¹⁾		8,904		155,375
Electronics For Imaging, Inc. ⁽¹⁾		12,346		420,752
Entegris, Inc.		142,690		4,130,876
Euronet Worldwide, Inc. ⁽¹⁾		842		84,385
EVERTEC, Inc.		2,794		67,335
Evo Payments, Inc. ⁽¹⁾		1,002		23,948
Exela Technologies, Inc. ⁽¹⁾		2,530		18,039
F5 Networks, Inc. ⁽¹⁾		20,800		4,147,936
Fabrinet ⁽¹⁾		10,033		464,127
FARO Technologies, Inc. ⁽¹⁾		244		15,701
Fidelity National Information Services, Inc.		391,577		42,709,303
Finisar Corp. ⁽¹⁾		32,644		621,868
FireEye, Inc. ⁽¹⁾		2,265		38,505
First Solar, Inc. ⁽¹⁾		2,756		133,446
Fiserv, Inc. ⁽¹⁾		110,575		9,109,169
Fitbit, Inc. ⁽¹⁾		45,694		244,463
Flex Ltd. ⁽¹⁾		342,369		4,491,881
FLIR Systems, Inc.		4,127		253,687
FormFactor, Inc. ⁽¹⁾		18,882		259,628
Fusion Connect, Inc. ⁽¹⁾		4,674		12,012
Genpact Ltd.		3,197		97,860
Global Payments, Inc.		154,500		19,683,300
Hackett Group, Inc.		586		11,808
Harmonic, Inc. ⁽¹⁾		23,305		128,178
Hewlett Packard Enterprise Co.		432,700		7,057,337
HP, Inc.		834,651		21,508,956
I3 Verticals, Inc. ⁽¹⁾		522		11,996
Infinera Corp. ⁽¹⁾		41,971		306,388
Information Services Group, Inc. ⁽¹⁾		3,306		15,803
Insight Enterprises, Inc. ⁽¹⁾		6,163		333,357
Interdigital, Inc.		5,389		431,120
Jabil, Inc.		99,304		2,689,152
Juniper Networks, Inc.		261,003		7,822,260
KEMET Corp. ⁽¹⁾		127,069		2,357,130
Keysight Technologies, Inc. ⁽¹⁾		242,805		16,093,115
Kimball Electronics, Inc. ⁽¹⁾		7,179		141,067
KLA-Tencor Corp.		54,736		5,567,199
Knowles Corp. ⁽¹⁾		24,111		400,725
Kopin Corp. ⁽¹⁾		1,173		2,839
KVH Industries, Inc. ⁽¹⁾		4,584		60,050
Lam Research Corp.		46,900		7,114,730
Leidos Holdings, Inc.		172,459		11,927,264
Littelfuse, Inc.		31,062		6,146,859
LogMeIn, Inc.		572		50,965
MACOM Technology Solutions Holdings, Inc. ⁽¹⁾		253,013		5,212,068
Mantech International Corp.		7,370		466,521
Marvell Technology Group Ltd.		518,946		10,015,658
Maxwell Technologies, Inc. ⁽¹⁾		11,500		40,135
Methode Electronics, Inc.		255,848		9,261,698
MicroStrategy, Inc. ⁽¹⁾		2,647		372,221
MKS Instruments, Inc.		63,700		5,105,555
MoneyGram International, Inc. ⁽¹⁾		7,894		42,233
Monotype Imaging Holdings, Inc.		6,134		123,907
Motorola Solutions, Inc.		4,888		636,124
MTS Systems Corp.		4,932		270,027
National Instruments Corp.		734		35,474
NCR Corp. ⁽¹⁾		50,628		1,438,341
NeoPhotonics Corp. ⁽¹⁾		9,500		78,850
NetApp, Inc.		98,661		8,473,993
NETGEAR, Inc. ⁽¹⁾		6,665		418,895
NetScout Systems, Inc. ⁽¹⁾		21,660		546,915
Nuance Communications, Inc. ⁽¹⁾		9,573		165,804
NVE Corp.		59		6,247
Oclaro, Inc. ⁽¹⁾		46,887		419,170
ON Semiconductor Corp. ⁽¹⁾		157,500		2,902,725
OSI Systems, Inc. ⁽¹⁾		2,940		224,351
PAR Technology Corp. ⁽¹⁾		579		12,865
Park Electrochemical Corp.		2,087		40,676
PC Connection, Inc.		3,260		126,781
PDF Solutions, Inc. ⁽¹⁾		7,147		64,537
Perficient, Inc. ⁽¹⁾		5,851		155,929
Perspecta, Inc.		40,029		1,029,546
Photronics, Inc. ⁽¹⁾		18,747		184,658
Plexus Corp. ⁽¹⁾		159,437		9,328,659
Pluralsight, Inc. ⁽¹⁾		155		4,960
Presidio, Inc.		566,447		8,638,317
Qorvo, Inc. ⁽¹⁾		106,275		8,171,485
Rambus, Inc. ⁽¹⁾		29,438		321,169
Ribbon Communications, Inc. ⁽¹⁾		14,323		97,826
RingCentral, Inc. ⁽¹⁾		69,200		6,439,060
Rogers Corp. ⁽¹⁾		70,691		10,414,198
Sabre Corp.		1,639		42,745
Sanmina Corp. ⁽¹⁾		74,282		2,050,183
ScanSource, Inc. ⁽¹⁾		6,938		276,826
Seagate Technology Plc		55,900		2,646,865
SecureWorks Corp. ⁽¹⁾		2,277		33,358
Semtech Corp. ⁽¹⁾		186,409		10,364,340
Skyworks Solutions, Inc.		41,636		3,776,802
SS&C Technologies Holdings, Inc.		445		25,289
Stratasys Ltd. ⁽¹⁾		14,060		324,927
SunPower Corp. ⁽¹⁾		11,393		83,169
Sykes Enterprises, Inc. ⁽¹⁾		11,083		337,921
Symantec Corp.		21,079		448,561
Synaptics, Inc. ⁽¹⁾		8,838		403,190
SYNNEX Corp.		98,105		8,309,494
Synopsys, Inc. ⁽¹⁾		4,535		447,196
Syntel, Inc. ⁽¹⁾		940		38,521
TE Connectivity Ltd.		187,081		16,450,032
Tech Data Corp. ⁽¹⁾		258,698		18,515,016
Telaria, Inc. ⁽¹⁾		7,307		27,694
Telenav, Inc. ⁽¹⁾		3,679		18,579
Tenable Holdings, Inc. ⁽¹⁾		646		25,116
Teradata Corp. ⁽¹⁾		1,210		45,629
Teradyne, Inc.		5,281		195,291
The Western Union Co.		412,890		7,869,683
TiVo Corp.		33,572		417,971
Trimble, Inc. ⁽¹⁾		8,421		365,977
TTM Technologies, Inc. ⁽¹⁾		131,525		2,092,563
Ultra Clean Holdings, Inc. ⁽¹⁾		10,786		135,364
Unisys Corp. ⁽¹⁾		4,224		86,170
Veeco Instruments, Inc. ⁽¹⁾		13,135		134,634
Verint Systems, Inc. ⁽¹⁾		17,757		889,626
Versum Materials, Inc.		157,036		5,654,866
ViaSat, Inc. ⁽¹⁾		15,408		985,342
Viavi Solutions, Inc. ⁽¹⁾		40,720		461,765
Vishay Intertechnology, Inc.		110,956		2,257,955
Vishay Precision Group, Inc. ⁽¹⁾		687		25,694
Web.com Group, Inc. ⁽¹⁾		902		25,166
Western Digital Corp.		58,723		3,437,644
Worldpay, Inc. ⁽¹⁾		9,266		938,368
Xcerra Corp. ⁽¹⁾		2,146		30,623
Xerox Corp.		464,188		12,523,792
Xperi Corp.		10,580		157,113
				586,895,540
Materials - 5.83%
Advanced Emissions Solutions, Inc.		684		8,181
AdvanSix, Inc. ⁽¹⁾		5,552		188,490
AgroFresh Solutions, Inc. ⁽¹⁾		9,044		56,344
AK Steel Holding Corp. ⁽¹⁾		88,113		431,754
Albemarle Corp.		3,672		366,392
Alcoa Corp. ⁽¹⁾		6,295		254,318
Allegheny Technologies, Inc. ⁽¹⁾		34,796		1,028,222
American Vanguard Corp.		8,144		146,592
AptarGroup, Inc.		2,097		225,931
Ardagh Group SA		559		9,330
Ashland Global Holdings, Inc.		2,135		179,041
Avery Dennison Corp.		85,375		9,250,381
Axalta Coating Systems Ltd. ⁽¹⁾		4,257		124,134
Ball Corp.		11,531		507,249
Bemis, Inc.		3,074		149,396
Berry Global Group, Inc. ⁽¹⁾		119,272		5,771,572
Boise Cascade Co.		720		26,496
Cabot Corp.		45,170		2,833,062
Carpenter Technology Corp.		12,952		763,520
Celanese Corp.		56,990		6,496,860
Cemex SAB de CV - ADR ⁽¹⁾		622,680		4,383,667
Century Aluminum Co. ⁽¹⁾		13,111		156,939
CF Industries Holdings, Inc.		7,932		431,818
Chemours Co.		75,100		2,961,944
Clearwater Paper Corp. ⁽¹⁾		4,426		131,452
Cleveland-Cliffs, Inc. ⁽¹⁾		69,590		881,009
Coeur Mining, Inc. ⁽¹⁾		43,149		229,984
Commercial Metals Co.		32,436		665,587
Compass Minerals International, Inc.		783		52,618
Constellium ⁽¹⁾		1,106,700		13,667,745
Crown Holdings, Inc. ⁽¹⁾		597,197		28,665,456
Domtar Corp.		45,600		2,378,952
Eagle Materials, Inc.		177		15,088
Eastman Chemical Co.		74,662		7,146,647
Flotek Industries, Inc. ⁽¹⁾		14,751		35,402
FMC Corp.		251,168		21,896,826
Freeport-McMoRan, Inc.		49,250		685,560
FutureFuel Corp.		7,059		130,874
Gold Resource Corp.		1,691		8,692
Graphic Packaging Holding Co.		692,233		9,698,184
Greif, Inc. - Class A		6,570		352,546
Greif, Inc. - Class B		1,406		81,056
Hawkins, Inc.		2,634		109,179
Haynes International, Inc.		3,342		118,641
HB Fuller Co.		224,575		11,603,790
Hecla Mining Co.		115,890		323,333
Huntsman Corp.		161,087		4,386,399
Ingevity Corp. ⁽¹⁾		79,110		8,059,727
Innophos Holdings, Inc.		4,637		205,883
Innospec, Inc.		6,741		517,372
International Flavors & Fragrances, Inc.		1,761		244,990
International Paper Co.		91,945		4,519,097
Intrepid Potash, Inc. ⁽¹⁾		25,632		92,019
Kaiser Aluminum Corp.		2,220		242,113
KMG Chemicals, Inc.		365		27,579
Koppers Holdings, Inc. ⁽¹⁾		1,638		51,024
Kraton Corp. ⁽¹⁾		696		32,816
Kronos Worldwide, Inc.		145,893		2,370,761
Louisiana-Pacific Corp.		33,882		897,534
LSB Industries, Inc. ⁽¹⁾		5,982		58,504
Martin Marietta Materials, Inc.		182		33,115
Materion Corp.		5,586		337,953
Minerals Technologies, Inc.		148,005		10,005,138
Neenah, Inc.		784		67,659
NewMarket Corp.		20		8,110
Newmont Mining Corp.		18,034		544,627
Nucor Corp.		10,826		686,910
Nutrien Ltd.		170,973		9,865,142
Olin Corp.		5,720		146,890
Olympic Steel, Inc.		2,621		54,700
Owens-Illinois, Inc. ⁽¹⁾		156,527		2,941,142
Packaging Corp. of America		71,600		7,853,804
PH Glatfelter Co.		357,673		6,835,131
Platform Specialty Products Corp. ⁽¹⁾		3,783		47,174
PolyOne Corp.		208,649		9,122,134
PQ Group Holdings, Inc. ⁽¹⁾		10,197		178,142
Ramaco Resources, Inc. ⁽¹⁾		206		1,537
Rayonier Advanced Materials, Inc.		14,173		261,208
Reliance Steel & Aluminum Co.		94,435		8,054,361
Royal Gold, Inc.		1,283		98,868
RPM International, Inc.		3,556		230,927
Schnitzer Steel Industries, Inc.		7,263		196,464
Schweitzer-Mauduit International, Inc.		35,252		1,350,504
Scotts Miracle-Gro Co.		672		52,907
Sealed Air Corp.		2,425		97,364
Sensient Technologies Corp.		5,538		423,712
Silgan Holdings, Inc.		1,742		48,428
Sonoco Products Co.		3,365		186,758
Steel Dynamics, Inc.		357,431		16,152,307
Stepan Co.		5,634		490,214
SunCoke Energy, Inc. ⁽¹⁾		18,000		209,160
Synalloy Corp.		2,311		52,806
Tahoe Resources, Inc. ⁽¹⁾		45,949		128,198
The Mosaic Co.		279,664		9,083,487
TimkenSteel Corp. ⁽¹⁾		11,093		164,953
Trecora Resources ⁽¹⁾		5,861		82,054
Tredegar Corp.		7,125		154,256
Trinseo SA		43,166		3,379,898
Tronox Ltd.		13,991		167,193
UFP Technologies, Inc. ⁽¹⁾		1,872		68,796
United States Lime & Minerals, Inc.		461		36,396
United States Steel Corp.		6,007		183,093
Universal Stainless & Alloy Products, Inc. ⁽¹⁾		2,307		58,852
Valhi, Inc.		5,911		13,477
Valvoline, Inc.		968,899		20,841,018
Verso Corp. ⁽¹⁾		8,908		299,932
Vulcan Materials Co.		247		27,466
W.R. Grace & Co.		590		42,161
Warrior Met Coal, Inc.		11,949		323,101
Westlake Chemical Corp.		88		7,314
WestRock Co.		8,617		460,493
Worthington Industries, Inc.		922		39,978
				269,533,484
Real Estate - 7.51%
Acadia Realty Trust		22,365		626,891
Agree Realty Corp.		8,362		444,189
Alexander & Baldwin, Inc.		348,534		7,908,236
Alexandria Real Estate Equities, Inc.		3,266		410,830
Altisource Portfolio Solutions SA ⁽¹⁾		2,603		83,895
American Assets Trust, Inc.		10,887		405,976
American Campus Communities, Inc.		4,637		190,859
American Homes 4 Rent		263,179		5,760,988
American Realty Investors, Inc. ⁽¹⁾		613		10,372
Apartment Investment & Management Co.		5,373		237,110
Apple Hospitality REIT, Inc.		7,399		129,409
Armada Hoffler Properties, Inc.		9,408		142,155
Ashford Hospitality Trust, Inc.		23,832		152,286
AvalonBay Communities, Inc.		4,695		850,499
Bluerock Resident Growth REIT, Inc. - Class A		6,808		66,718
Boston Properties, Inc.		149,004		18,340,902
Braemar Hotels & Resorts, Inc.		7,894		92,912
Brandywine Realty Trust		5,889		92,575
Brixmor Property Group, Inc.		134,182		2,349,527
Brookfield Property REIT, Inc.		5,248		109,841
BRT Apartments Corp.		2,621		31,557
Camden Property Trust		3,056		285,950
CareTrust REIT, Inc.		20,937		370,794
CatchMark Timber Trust, Inc.		13,937		159,300
CBL & Associates Properties, Inc.		139,150		555,208
CBRE Group, Inc. ⁽¹⁾		5,573		245,769
Cedar Realty Trust, Inc.		24,371		113,569
Chatham Lodging Trust		117,863		2,462,158
Chesapeake Lodging Trust		16,638		533,581
City Office REIT, Inc.		8,138		102,702
Colony Capital, Inc.		15,482		94,285
Columbia Property Trust, Inc.		4,147		98,035
Community Healthcare Trust, Inc.		4,921		152,453
Consolidated-Tomoka Land Co.		791		49,263
CoreCivic, Inc.		32,923		801,017
CorEnergy Infrastructure Trust, Inc.		3,512		131,981
CorePoint Lodging, Inc.		11,343		220,621
Corporate Office Properties Trust		3,389		101,094
Cousins Properties, Inc.		117,130		1,041,286
CubeSmart		6,299		179,710
Cushman & Wakefield Plc ⁽¹⁾		3,348		56,883
CyrusOne, Inc.		277,540		17,596,036
DDR Corp.		131,351		1,758,790
DiamondRock Hospitality Co.		447,337		5,220,423
Digital Realty Trust, Inc.		6,985		785,673
Douglas Emmett, Inc.		313,583		11,828,351
Duke Realty Corp.		466,896		13,245,840
Easterly Government Properties, Inc.		12,890		249,679
EastGroup Properties, Inc.		78,010		7,459,316
Empire State Realty Trust, Inc.		4,493		74,629
EPR Properties		2,537		173,556
Equity Commonwealth ⁽¹⁾		497,281		15,957,747
Equity Residential		207,006		13,716,218
Essential Properties Realty Trust, Inc.		8,670		123,027
Essex Property Trust, Inc.		2,226		549,176
Extra Space Storage, Inc.		538		46,612
Farmland Partners, Inc.		8,997		60,280
Federal Realty Investment Trust		2,489		314,784
First Industrial Realty Trust, Inc.		27,329		858,131
Forest City Realty Trust, Inc.		7,252		181,953
Forestar Group, Inc. ⁽¹⁾		2,914		61,777
Four Corners Property Trust, Inc.		6,003		154,217
Franklin Street Properties Corp.		190,669		1,523,445
Front Yard Residential Corp.		13,764		149,339
FRP Holdings, Inc. ⁽¹⁾		1,620		100,602
Gaming and Leisure Properties, Inc.		4,327		152,527
Getty Realty Corp.		28,506		814,131
Gladstone Commercial Corp.		8,072		154,579
Gladstone Land Corp.		3,832		47,287
Global Medical REIT, Inc.		5,119		48,221
Global Net Lease, Inc.		20,080		418,668
Government Properties Income Trust		159,165		1,796,973
Gramercy Property Trust		44,557		1,222,644
Griffin Industrial Realty, Inc.		134		5,226
HCP, Inc.		15,917		418,935
Healthcare Realty Trust, Inc.		34,529		1,010,319
Healthcare Trust of America, Inc.		6,980		186,157
Hersha Hospitality Trust		9,833		222,914
Highwoods Properties, Inc.		3,393		160,353
Hospitality Properties Trust		122,046		3,519,807
Host Hotels & Resorts, Inc.		252,676		5,331,464
Hudson Pacific Properties, Inc.		4,563		149,301
Independence Realty Trust, Inc.		24,946		262,681
Industrial Logistics Properties Trust		5,533		127,314
InfraREIT, Inc.		12,251		259,109
Innovative Industrial Properties, Inc.		1,791		86,398
Investors Real Estate Trust		33,414		199,816
Invitation Homes, Inc.		10,138		232,262
Iron Mountain, Inc.		9,641		332,807
iStar, Inc.		18,267		204,042
JBG SMITH Properties		3,551		130,783
Jernigan Capital, Inc.		5,017		96,778
Jones Lang LaSalle, Inc.		1,538		221,964
Kennedy-Wilson Holdings, Inc.		17,082		367,263
Kilroy Realty Corp.		74,459		5,337,966
Kimco Realty Corp.		13,705		229,422
Kite Realty Group Trust		23,060		383,949
Lamar Advertising Co.		237		18,439
LaSalle Hotel Properties		30,790		1,065,026
Lexington Realty Trust		307,973		2,556,176
Liberty Property Trust		4,984		210,574
Life Storage, Inc.		1,471		139,980
LTC Properties, Inc.		10,925		481,902
Mack Cali Realty Corp.		153,035		3,253,524
MedEquities Realty Trust, Inc.		7,847		76,273
Medical Properties Trust, Inc.		281,404		4,195,734
Mid-America Apartment Communities, Inc.		3,843		384,992
Monmouth Real Estate Investment Corp.		18,140		303,301
National Health Investors, Inc.		34,019		2,571,496
National Retail Properties, Inc.		5,307		237,860
National Storage Affiliates Trust Co.		14,258		362,724
New Senior Investment Group, Inc.		21,063		124,272
NexPoint Residential Trust, Inc.		4,462		148,138
NorthStar Realty Europe Corp.		12,276		173,828
Omega Healthcare Investors, Inc.		166,008		5,440,082
One Liberty Properties, Inc.		4,364		121,232
Outfront Media, Inc.		86,401		1,723,700
Paramount Group, Inc.		7,131		107,607
Park Hotels & Resorts, Inc.		6,843		224,587
Pebblebrook Hotel Trust		416,032		15,131,084
Pennsylvania Real Estate Investment Trust		9,815		92,850
Physicians Realty Trust		567,832		9,573,648
Piedmont Office Realty Trust, Inc.		181,117		3,428,545
PotlatchDeltic Corp.		17,124		701,228
Preferred Apartment Communities, Inc.		11,103		195,191
Prologis, Inc.		124,611		8,447,380
PS Business Parks, Inc.		1,795		228,127
QTS Realty Trust, Inc.		265,969		11,348,897
Ramco-Gershenson Properties Trust		21,914		298,030
Rayonier, Inc.		4,422		149,508
Re/Max Holdings, Inc.		4,937		218,956
Realogy Holdings Corp.		4,275		88,236
Realty Income Corp.		9,814		558,318
Regency Centers Corp.		172,999		11,187,845
Retail Opportunity Investments Corp.		31,145		581,477
Retail Properties of America, Inc.		338,342		4,124,389
Retail Value, Inc. ⁽¹⁾		13,081		427,618
Rexford Industrial Realty, Inc.		25,296		808,460
RLJ Lodging Trust		48,333		1,064,776
Sabra Health Care REIT, Inc.		176,978		4,091,731
Safety Income & Growth, Inc.		2,201		41,225
Saul Centers, Inc.		388		21,728
Select Income REIT		158,391		3,475,099
Senior Housing Properties Trust		236,610		4,154,872
Seritage Growth Properties		9,070		430,734
SL Green Realty Corp.		174,177		16,987,483
Spirit MTA REIT		63,714		733,985
Spirit Realty Capital, Inc.		529,054		4,264,175
STAG Industrial, Inc.		29,478		810,645
STORE Capital Corp.		544,587		15,134,073
Stratus Properties, Inc. ⁽¹⁾		1,579		48,317
Summit Hotel Properties, Inc.		141,755		1,917,945
Sun Communities, Inc.		2,847		289,084
Sunstone Hotel Investors, Inc.		63,374		1,036,799
Tejon Ranch Co. ⁽¹⁾		5,954		129,266
Terreno Realty Corp.		16,013		603,690
The GEO Group, Inc.		26,436		665,130
The Howard Hughes Corp. ⁽¹⁾		159,884		19,860,790
The Macerich Co.		4,594		254,002
The St. Joe Co. ⁽¹⁾		9,650		162,120
Tier REIT, Inc.		14,112		340,099
Transcontinental Realty Investors, Inc. ⁽¹⁾		515		16,423
UDR, Inc.		9,051		365,932
UMH Properties, Inc.		1,353		21,161
Uniti Group, Inc.		5,527		111,369
Universal Health Realty Income Trust		380		28,276
Urban Edge Properties		25,696		567,368
Urstadt Biddle Properties, Inc.		8,151		173,535
Ventas, Inc.		12,103		658,161
VEREIT, Inc.		624,234		4,531,939
VICI Properties, Inc.		12,543		271,180
Vornado Realty Trust		5,835		425,955
W.P. Carey, Inc.		3,514		225,985
Washington Prime Group, Inc.		330,593		2,413,329
Washington Real Estate Investment Trust		22,109		677,641
Weingarten Realty Investors		4,117		122,522
Welltower, Inc.		12,651		813,712
Weyerhaeuser Co.		25,724		830,113
Whitestone REIT		10,636		147,628
Xenia Hotels & Resorts, Inc.		200,052		4,741,232
				347,687,510
Utilities - 6.36%
AES Corp.		146,889		2,056,446
ALLETE, Inc.		14,298		1,072,493
Alliant Energy Corp.		225,526		9,600,642
Ameren Corp.		268,456		16,971,788
American Electric Power Co., Inc.		46,570		3,300,882
American States Water Co.		3,210		196,259
American Water Works Co., Inc.		6,155		541,455
Aqua America, Inc.		6,006		221,621
AquaVenture Holdings Ltd. ⁽¹⁾		3,086		55,764
Artesian Resources Corp.		2,140		78,709
Atlantic Power Corp. ⁽¹⁾		29,805		65,571
Atlantica Yield Plc		914,775		18,826,070
Atmos Energy Corp.		3,709		348,312
Avangrid, Inc.		1,893		90,731
Avista Corp.		18,150		917,664
Black Hills Corp.		14,882		864,495
Cadiz, Inc. ⁽¹⁾		6,395		71,304
California Water Service Group		12,274		526,555
CenterPoint Energy, Inc.		134,189		3,710,326
Chesapeake Utilities Corp.		3,920		328,888
Clearway Energy, Inc. - Class A		9,483		180,556
Clearway Energy, Inc. - Class C		19,530		375,953
CMS Energy Corp.		345,390		16,924,110
Connecticut Water Services, Inc.		3,315		229,962
Consolidated Edison, Inc.		10,577		805,862
Consolidated Water Co., Inc.		4,071		56,383
DTE Energy Co.		116,046		12,664,100
Edison International		114,190		7,728,379
El Paso Electric Co.		11,223		641,956
Entergy Corp.		299,928		24,333,159
Evergy, Inc.		133,208		7,315,783
Eversource Energy		282,290		17,343,898
Exelon Corp.		88,500		3,863,910
FirstEnergy Corp.		297,735		11,066,810
Hawaiian Electric Industries, Inc.		3,614		128,622
IDACORP, Inc.		14,003		1,389,518
MDU Resources Group, Inc.		6,652		170,890
MGE Energy, Inc.		94,924		6,060,897
Middlesex Water Co.		661		32,006
National Fuel Gas Co.		71,753		4,022,473
New Jersey Resources Corp.		22,422		1,033,654
NiSource, Inc.		12,351		307,787
Northwest Natural Gas Co.		7,974		533,461
NorthWestern Corp.		13,959		818,835
NRG Energy, Inc.		10,235		382,789
OGE Energy Corp.		6,839		248,392
ONE Gas, Inc.		127,257		10,470,706
Ormat Technologies, Inc.		11,086		599,863
Otter Tail Corp.		11,036		528,624
Pattern Energy Group, Inc.		22,351		444,114
PG&E Corp.		96,735		4,450,777
Pinnacle West Capital Corp.		251,573		19,919,550
PNM Resources, Inc.		22,087		871,332
Portland General Electric Co.		107,143		4,886,792
PPL Corp.		23,813		696,768
Public Service Enterprise Group, Inc.		205,526		10,849,718
Pure Cycle Corp. ⁽¹⁾		2,456		28,367
RGC Resources, Inc.		2,024		54,061
SCANA Corp.		101,363		3,942,007
Sempra Energy		9,294		1,057,193
SJW Group		1,690		103,344
South Jersey Industries, Inc.		20,289		715,593
Southwest Gas Holdings, Inc.		13,605		1,075,203
Spire, Inc.		13,678		1,006,017
TerraForm Power, Inc.		16,734		193,278
UGI Corp.		5,864		325,335
Unitil Corp.		4,103		208,843
Vectren Corp.		2,822		201,745
Vistra Energy Corp. ⁽¹⁾		666,081		16,572,095
WEC Energy Group, Inc.		255,426		17,052,240
Xcel Energy, Inc.		413,194		19,506,889
York Water Co.		393		11,947
				294,278,521
Total Common Stocks (Cost $3,951,131,021)			$	4,512,911,835

SHORT-TERM INVESTMENTS - 2.17%
Money Market Funds - 2.17%
Goldman Sachs Financial Square Government Fund - Class I, 1.93% ⁽²⁾		50,254,063	$	50,254,063
JPMorgan U.S. Government Money Market Fund - Class I, 1.94% ⁽²⁾		50,254,064		50,254,064
Total Short-Term Investments (Cost $100,508,127)			$	100,508,127
TOTAL INVESTMENTS IN SECURITIES - 99.72%
(Cost $4,051,639,148)			$	4,613,419,962
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.28%				13,069,540
TOTAL NET ASSETS - 100.00%			$	4,626,489,502
Percentages are stated as a percent of net assets.

ADR		American Depositary Receipt
⁽¹⁾		Non-income producing security.
⁽²⁾		Represents annualized seven-day yield as of the close of the reporting period.
⁽³⁾		Security is categorized as Level 3 per the Trust's fair value hierarchy. The value of this security totals $0, which represents 0.00% of total net assets.

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's Financial Services LLC ("S&P").

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

Bridge Builder International Equity Fund
Schedule of Investments
September 30, 2018 (Unaudited)
	Shares		Value
COMMON STOCKS - 96.09%
Australia - 2.22%
AGL Energy Ltd.		19,020	$	268,303
Alumina Ltd.		76,286		152,712
Amcor Ltd.		33,255		328,667
AMP Ltd.		88,462		203,927
APA Group		32,992		237,918
Aristocrat Leisure Ltd.		16,504		338,943
ASX Ltd.		5,632		259,055
Aurizon Holdings Ltd.		59,404		176,368
AusNet Services		65,524		76,966
Australia & New Zealand Banking Group Ltd.		88,806		1,807,799
Bank of Queensland Ltd.		11,165		88,887
Bendigo & Adelaide Bank Ltd.		14,268		110,809
BHP Billiton Ltd.		99,419		2,476,622
BHP Billiton Plc		64,177		1,400,452
BlueScope Steel Ltd.		15,660		192,066
Boral Ltd.		34,705		173,239
Brambles Ltd.		45,042		354,734
Caltex Australia Ltd.		7,658		165,442
Challenger Ltd.		15,500		125,417
CIMIC Group Ltd.		2,770		102,809
Coca-Cola Amatil Ltd.		13,775		97,107
Cochlear Ltd.		285,966		41,464,017
Commonwealth Bank of Australia		54,099		2,792,252
Computershare Ltd.		14,174		204,123
Crown Resorts Ltd.		11,682		115,532
CSL Ltd.		404,660		58,796,990
Dexus Property Group		29,780		227,506
Domino's Pizza Enterprises Ltd.		1,586		60,959
Flight Centre Travel Group Ltd.		1,617		62,096
Fortescue Metals Group Ltd.		45,960		130,238
Goodman Group		47,536		356,596
GPT Group		57,097		215,045
Harvey Norman Holdings Ltd.		13,455		34,227
Healthscope Ltd.		52,101		79,036
Incitec Pivot Ltd.		47,309		136,026
Insurance Australia Group Ltd.		71,372		377,324
LendLease Group		17,070		242,531
Macquarie Group Ltd.		9,479		862,291
Medibank Pvt Ltd.		78,017		164,048
Mirvac Group		110,703		192,956
National Australia Bank Ltd.		83,918		1,684,744
Newcrest Mining Ltd.		21,686		304,522
Oil Search Ltd.		39,192		255,999
Orica Ltd.		11,694		143,846
Origin Energy Ltd. ⁽¹⁾		52,884		315,224
QBE Insurance Group Ltd.		2,929,133		23,527,905
Ramsay Health Care Ltd.		4,238		168,143
REA Group Ltd.		1,339		83,075
Santos Ltd.		53,859		282,771
Scentre Group		162,800		467,849
Seek Ltd.		1,354,818		20,285,873
Sonic Healthcare Ltd.		11,703		210,568
South32 Ltd.		155,139		435,989
Stockland		73,274		220,112
Suncorp Group Ltd.		36,734		383,813
Sydney Airport		31,287		155,731
Tabcorp Holdings Ltd.		54,111		190,378
Telstra Corp. Ltd.		125,814		289,863
TPG Telecom Ltd.		12,516		77,205
Transurban Group		75,080		608,472
Treasury Wine Estates Ltd.		1,749,710		22,084,746
Vicinity Centres		107,926		204,762
Wesfarmers Ltd.		32,998		1,188,235
Westpac Banking Corp.		105,697		2,125,642
Woodside Petroleum Ltd.		27,578		769,341
Woolworths Group Ltd.		38,333		777,464
				192,894,307
Austria - 0.01%
Andritz AG		2,206		128,666
Erste Group Bank AG		8,701		361,237
OMV AG		4,202		235,728
Raiffeisen Bank International AG		4,158		119,673
voestalpine AG		3,697		168,879
				1,014,183
Belgium - 0.82%
Ageas		5,798		311,692
Anheuser-Busch InBev SA/NV		463,084		40,536,293
Colruyt SA		1,637		92,642
Groupe Bruxelles Lambert SA		2,547		266,985
KBC Groep NV		77,540		5,765,748
Proximus		4,578		109,359
Solvay SA		178,775		23,965,439
Telenet Group Holding NV		1,719		94,715
UCB SA		3,560		319,915
Umicore SA		6,251		349,171
				71,811,959
Bermuda - 0.10%
Bank of N.T. Butterfield & Son Ltd.		169,850		8,808,421
Brazil - 0.64%
Ambev SA - ADR		3,819,790		17,456,441
Raia Drogasil SA		2,145,974		38,497,930
				55,954,371
Canada - 2.56%
Cameco Corp.		883,087		10,067,192
Canadian Pacific Railway Ltd.		253,361		53,697,330
Dollarama, Inc.		599,117		18,873,589
Fairfax Financial Holdings Ltd.		35,397		19,230,822
First Quantum Minerals Ltd.		365,490		4,162,395
Lululemon Athletica, Inc. ⁽¹⁾		120,480		19,576,795
Lundin Mining Corp.		848,929		4,495,548
Quebecor, Inc.		543,340		10,894,984
Shaw Communications, Inc. - Class B		560,740		10,926,974
Shopify, Inc. ⁽¹⁾		433,128		71,232,231
				223,157,860
Chile - 0.06%
Antofagasta Plc		438,230		4,869,794
China - 4.00%
Alibaba Group Holding Ltd. - ADR ⁽¹⁾		402,001		66,233,685
Baidu, Inc. - ADR ⁽¹⁾		124,847		28,550,012
Ctrip.com International Ltd. - ADR ⁽¹⁾		436,258		16,215,710
JD.com, Inc. - ADR ⁽¹⁾		780,334		20,358,914
Lenovo Group Ltd.		111,928,000		81,550,057
Minth Group Ltd.		22,000		90,510
NetEase, Inc. - ADR		63,810		14,564,632
Shandong Weigao Group Medical Polymer Co. Ltd. - Class H		5,580,000		5,506,414
Shanghai Fosun Pharmaceutical Group Ltd.		10,227,000		40,188,100
Tencent Holdings Ltd.		1,291,816		52,745,917
Tsingtao Brewery Co. Ltd.		4,747,000		22,267,902
Yangzijiang Shipbuilding Holdings Ltd.		85,300		77,332
				348,349,185
Denmark - 1.55%
A.P. Moller-Maersk A/S - Class A		106		138,961
A.P. Moller-Maersk A/S - Class B		15,818		22,222,249
Carlsberg A/S		3,055		366,371
CHR Hansen Holding A/S		387,313		39,267,980
Coloplast A/S		3,433		350,700
Danske Bank A/S		292,168		7,658,461
DSV A/S		5,518		501,424
FLSmidth & Co. A/S		103,090		6,410,412
Genmab A/S ⁽¹⁾		1,753		275,347
H Lundbeck A/S		1,955		120,679
ISS A/S		4,744		166,672
Novo Nordisk A/S - Class B		404,352		19,030,856
Novozymes A/S		686,759		37,667,705
Orsted A/S ⁽²⁾		5,515		374,760
Pandora A/S		3,215		200,772
Tryg A/S		3,994		99,454
Vestas Wind Systems A/S		5,924		400,203
William Demant Holding A/S ⁽¹⁾		2,853		107,097
				135,360,103
Finland - 0.93%
Elisa OYJ		4,347		184,288
Fortum OYJ		13,391		335,596
Kone OYJ		397,375		21,211,368
Metso OYJ		186,320		6,594,264
Neste OYJ		3,736		307,941
Nokia OYJ		8,982,023		49,937,895
Nokian Renkaat OYJ		3,350		137,122
Orion OYJ - Class B		3,127		118,349
Sampo OYJ		13,503		698,766
Stora Enso OYJ		16,500		315,086
UPM-Kymmene OYJ		15,397		603,854
Wartsila OYJ Abp		12,243		238,245
				80,682,774
France - 6.53%
Accor SA		300,598		15,442,272
Aeroports de Paris		864		194,530
Air Liquide SA		12,418		1,630,758
Airbus SE		16,951		2,128,073
Alstom		4,360		195,016
Amundi ⁽²⁾		1,857		139,067
Arkema SA		1,953		242,033
Atos SE		2,670		317,695
AXA SA		59,859		1,603,963
BioMerieux		1,185		98,912
BNP Paribas SA		34,676		2,123,439
Bollore SA		32,208		139,120
Bouygues SA		165,809		7,172,962
Bureau Veritas SA		7,467		192,815
Capgemini SE		4,682		589,453
Carrefour SA		17,503		335,480
Casino Guichard Perrachon SA		1,532		64,476
Cie de Saint-Gobain		719,188		30,997,688
CNP Assurances		4,838		116,623
Covivio		1,205		125,823
Credit Agricole SA		728,358		10,470,132
Danone SA		292,906		22,763,232
Dassault Aviation SA		71		131,399
Dassault Systemes		3,726		557,548
Edenred		6,714		255,854
Eiffage SA		2,384		266,316
Electricite de France SA		17,823		313,451
Engie		57,704		849,532
Essilor International Cie Generale d'Optique SA		212,615		31,471,197
Eurazeo SA		1,378		108,505
Eutelsat Communications SA		5,591		132,090
Faurecia SA		2,042		122,805
Gecina SA		1,366		228,066
Getlink		14,311		182,822
Hermes International		909		602,234
ICADE		988		91,323
Iliad SA		707		92,351
Imerys SA		1,112		82,115
Ingenico Group		1,690		128,493
Ipsen SA		1,072		180,474
JCDecaux SA		1,960		71,723
Kering SA		2,207		1,183,734
Klepierre		5,952		211,502
Legrand SA		359,904		26,242,821
L'Oreal SA		7,293		1,758,247
LVMH Moet Hennessy Louis Vuitton SE		149,392		52,790,760
Michelin		4,987		595,227
Natixis SA		30,076		204,242
Orange SA		60,699		965,819
Pernod Ricard SA		234,560		38,469,611
Peugeot SA		17,902		482,919
Publicis Groupe SA		329,688		19,689,030
Remy Cointreau SA		654		85,295
Renault SA		5,930		512,956
Rexel SA		1,376,057		20,669,139
Safran SA		9,692		1,357,112
Sanofi SA		1,374,762		122,831,083
Schneider Electric SE		272,437		21,875,852
SCOR SE		215,347		9,983,813
SEB SA		718		122,123
Societe BIC SA		754		69,028
Societe Generale SA		23,286		999,909
Sodexo SA		2,673		283,462
Suez Environnement Co.		11,619		165,279
Teleperformance		1,632		307,885
Thales SA		3,115		442,581
TOTAL SA		1,126,782		73,264,163
Ubisoft Entertainment SA ⁽¹⁾		2,291		247,384
Unibail-Rodamco-Westfield - Stapled Security ⁽¹⁾		64,476		12,988,464
Valeo SA		6,751		292,324
Vallourec SA ⁽¹⁾		1,236,240		7,263,929
Veolia Environnement SA		15,516		309,616
Vinci SA		191,138		18,184,820
Vivendi SA		30,466		783,495
Wendel SA		793		118,159
				568,703,643
Germany - 5.29%
1&1 Drillisch AG		1,642		79,821
Adidas AG		319,929		78,241,644
Allianz SE		166,957		37,159,053
Axel Springer SE		1,401		94,188
BASF SE		26,720		2,370,949
Bayer AG		479,455		42,527,947
Bayer Motoren Werke AG		10,344		931,898
Beiersdorf AG		135,078		15,226,433
Brenntag AG		142,929		8,814,636
Commerzbank AG ⁽¹⁾		6,463,611		67,156,347
Continental AG		3,159		548,859
Covestro AG ⁽²⁾		5,627		455,490
Daimler AG		609,301		38,399,507
Delivery Hero SE ⁽¹⁾⁽²⁾		2,598		124,753
Deutsche Bank AG		59,492		677,595
Deutsche Boerse AG		59,313		7,930,540
Deutsche Lufthansa AG		7,359		180,619
Deutsche Post AG		28,683		1,019,804
Deutsche Telekom AG		1,503,036		24,196,810
Deutsche Wohnen SE		10,497		504,188
E.ON SE		4,004,979		40,753,611
Evonik Industries AG		5,052		180,684
Fraport AG Frankfurt Airport Services Worldwide		1,196		105,585
Fresenius Medical Care AG & Co. KGaA		6,325		649,853
Fresenius SE & Co. KGaA		12,218		895,949
GEA Group AG		4,946		176,048
Hannover Rueck SE		1,900		268,182
HeidelbergCement AG		4,445		347,189
Henkel AG & Co. KGaA		3,081		326,856
HOCHTIEF AG		610		101,123
HUGO BOSS AG		1,882		144,792
Infineon Technologies AG		1,111,754		25,298,905
Innogy SE ⁽²⁾		736		32,872
Innogy SE - Tender Offer ⁽¹⁾		3,719		157,652
K&S AG		5,473		114,774
KION Group AG		2,130		130,784
LANXESS AG		2,598		190,039
Linde AG		5,565		1,314,213
MAN SE		1,142		124,145
Merck KGaA		66,507		6,871,544
METRO AG		5,112		80,069
MTU Aero Engines AG		1,491		335,891
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		4,699		1,037,945
OSRAM Licht AG		2,796		111,021
ProSiebenSat.1 Media SE		6,999		181,330
Puma SE		242		119,404
RWE AG		15,472		381,994
SAP SE		28,447		3,497,942
Siemens AG		118,822		15,193,001
Siemens Healthineers AG ⁽¹⁾⁽²⁾		4,449		195,644
Symrise AG		3,721		339,276
Telefonica Deutschland Holding AG		25,335		107,023
ThyssenKrupp AG		12,316		310,689
TUI AG		12,772		245,002
Uniper SE		6,436		198,129
United Internet AG		3,468		163,967
Volkswagen AG		30,380		5,282,367
Vonovia SE		14,700		718,950
Wirecard AG		3,417		739,264
Zalando SE ⁽¹⁾⁽²⁾		683,399		26,555,709
				460,620,498
Hong Kong - 4.94%
AIA Group Ltd.		9,210,185		82,126,488
ASM Pacific Technology Ltd.		8,600		87,882
Bank Of East Asia Ltd.		37,400		139,184
BOC Hong Kong Holdings Ltd.		113,000		536,334
China Mobile Ltd.		11,707,000		115,101,386
China Resources Power Holdings Co. Ltd.		6,054,000		10,681,051
CK Asset Holdings Ltd.		77,500		580,955
CK Hutchison Holdings Ltd.		8,200,500		94,393,829
CK Infrastructure Holdings Ltd.		19,500		154,322
CLP Holdings Ltd.		50,000		585,537
Dairy Farm International Holdings Ltd.		9,900		89,074
Galaxy Entertainment Group Ltd.		6,836,000		43,183,581
Hang Lung Group Ltd.		28,000		74,573
Hang Lung Properties Ltd.		59,000		115,096
Hang Seng Bank Ltd.		23,400		634,936
Henderson Land Development Co. Ltd.		41,780		209,822
HK Electric Investments & HK Electric Investments Ltd.		90,000		90,874
HKT Trust & HKT Ltd.		111,000		152,631
Hong Kong & China Gas Co. Ltd.		265,811		526,851
Hong Kong Exchanges & Clearing Ltd.		33,599		960,078
Hongkong Land Holdings Ltd.		35,700		236,454
Hysan Development Co. Ltd.		22,000		111,101
Jardine Matheson Holdings Ltd.		283,300		17,773,443
Jardine Strategic Holdings Ltd.		259,200		9,407,440
Kerry Properties Ltd.		20,000		67,911
Li & Fung Ltd.		200,000		44,800
Link Real Estate Investment Trust		62,000		610,449
Melco Crown Entertainment Ltd. - ADR		6,801		143,841
MTR Corp. Ltd.		46,250		243,225
New World Development Co. Ltd.		186,413		253,191
NWS Holdings Ltd.		45,613		90,160
PCCW Ltd.		120,000		69,916
Power Assets Holdings Ltd.		41,500		288,464
Shangri-La Asia Ltd.		32,000		47,364
Sino Land Co. Ltd.		104,490		179,013
SJM Holdings Ltd.		62,000		57,124
Sun Hung Kai Properties Ltd.		48,500		703,842
Swire Pacific Ltd. - Class A		3,594,500		39,365,327
Swire Properties Ltd.		35,000		132,718
Techtronic Industries Co. Ltd.		39,000		248,769
WH Group Ltd. ⁽²⁾		12,372,500		8,686,185
Wharf Holdings Ltd.		39,000		106,184
Wharf Real Estate Investment Co. Ltd.		40,000		257,702
Wheelock & Co. Ltd.		30,000		180,364
Yue Yuen Industrial Holdings Ltd.		20,500		56,990
				429,786,461
India - 1.26%
Asian Paints Ltd.		1,377,550		24,593,434
HDFC Bank Ltd. - ADR		424,736		39,967,658
Housing Development Finance Corp. Ltd.		765,005		18,517,676
Mahindra & Mahindra Ltd. - GDR		1,682,740		19,688,058
MakeMyTrip Ltd. ⁽¹⁾		241,900		6,640,155
				109,406,981
Indonesia - 0.38%
Bank Negara Indonesia Persero Tbk PT		66,565,800		33,056,058
Ireland - 2.24%
Accenture Plc		317,294		54,003,439
AerCap Holdings NV ⁽¹⁾		4,435		255,101
AIB Group Plc		24,885		127,189
Bank of Ireland Group Plc		29,387		224,724
CRH Plc		23,983		784,588
DCC Plc		2,643		239,726
ICON Plc ⁽¹⁾		255,833		39,334,324
James Hardie Industries Plc		13,480		204,188
Kerry Group Plc		4,725		522,537
Kingspan Group Plc		377,281		17,565,879
Medtronic Plc		270,875		26,645,974
Paddy Power Plc		2,488		212,319
Perrigo Co. Plc		353,540		25,030,632
Ryanair Holdings Plc - ADR ⁽¹⁾		306,068		29,394,771
Smurfit Kappa Group Plc		6,494		257,013
				194,802,404
Isle Of Man - 0.00% ⁽⁴⁾
GVC Holdings Plc		16,660		199,364
Israel - 0.03%
Azrieli Group Ltd.		1,044		53,326
Bank Hapoalim BM		33,430		244,794
Bank Leumi Le-Israel BM		44,968		296,355
Bezeq The Israeli telecommunication Corp. Ltd.		68,678		79,039
Check Point Software Technologies Ltd. ⁽¹⁾		3,733		439,262
Elbit Systems Ltd.		654		83,101
Frutarom Industries Ltd.		1,093		113,404
Israel Chemicals Ltd.		20,469		124,149
Mizrahi Tefahot Bank Ltd.		4,391		76,894
Nice Ltd. ⁽¹⁾		1,873		213,342
Teva Pharmaceutical Industries Ltd. - ADR		30,141		649,237
				2,372,903
Italy - 2.70%
Assicurazioni Generali SpA		35,509		611,459
Atlantia SpA		14,760		306,221
Davide Campari-Milano SpA		15,961		135,919
Enel SpA		12,179,500		62,255,785
Eni SpA		5,848,437		110,240,474
Ferrari NV		3,512		482,395
FinecoBank Banca Fineco SpA		891,925		11,893,725
Intesa Sanpaolo SpA		458,750		1,168,863
Leonardo SpA		9,734		116,995
Luxottica Group SpA		371,208		25,157,822
Mediobanca Banca di Credito Finanziario SpA		18,243		181,550
Moncler SpA		4,959		213,373
Pirelli & C SpA ⁽¹⁾⁽²⁾		12,328		103,293
Poste Italiane SpA ⁽²⁾		16,832		134,258
Prysmian SpA		6,822		158,392
Recordati SpA		3,224		109,016
Saipem SpA ⁽¹⁾		1,501,868		9,227,600
Snam SpA		72,693		302,292
Telecom Italia SpA ⁽¹⁾		7,814,905		4,723,976
Telecom Italia SpA - Savings Share		180,714		96,944
Terna Rete Elettrica Nazionale SpA		43,387		231,768
UniCredit SpA		458,378		6,877,822
				234,729,942
Japan - 16.05%
ABC-Mart, Inc.		900		50,066
Acom Co. Ltd.		10,200		41,122
Advantest Corp.		750,400		15,859,440
Aeon Co. Ltd.		18,200		438,535
Aeon Financial Service Co. Ltd.		3,600		74,559
Aeon Mall Co. Ltd.		2,600		44,636
Air Water, Inc.		3,800		69,738
Aisin Seiki Co.		5,100		248,469
Ajinomoto Co., Inc.		12,965		222,711
Alfresa Holdings Corp.		6,400		171,429
Alps Electric Co.		1,760,700		44,761,633
Amada Holdings Co.		9,700		103,564
ANA Holdings, Inc.		3,400		118,778
Aozora Bank Ltd.		3,900		139,292
Asahi Glass Co. Ltd.		6,100		253,165
Asahi Group Holdings Ltd.		10,700		464,244
Asahi Kasei Corp.		35,800		542,803
Asics Corp.		4,500		67,112
Astellas Pharma, Inc.		55,100		962,210
Bandai Namco Holdings		5,900		229,220
Bank of Kyoto Ltd.		1,500		78,295
Benesse Holdings, Inc.		1,900		54,103
Bridgestone Corp.		18,600		702,959
Brother Industries Ltd.		6,300		124,395
Calbee, Inc.		2,300		75,730
Canon, Inc.		57,100		1,810,616
Casio Computer Co. Ltd.		6,100		99,706
Central Japan Railway Co.		4,400		916,071
Century Tokyo Leasing Corp.		1,200		74,533
Chiba Bank Ltd.		20,000		136,591
Chubu Electric Power Co., Inc.		19,100		289,326
Chugai Pharmaceutical Co. Ltd.		6,500		417,842
Chugoku Electric Power Co., Inc.		8,900		114,373
Coca-Cola Bottlers Japan Holdings, Inc.		4,300		115,086
Concordia Financial Group Ltd.		32,700		160,281
Credit Saison Co. Ltd.		4,300		70,131
CyberAgent, Inc.		3,100		164,972
CYBERDYNE, Inc. ⁽¹⁾		4,700		37,107
Dai Nippon Printing Co. Ltd.		8,100		188,453
Daicel Corp.		7,200		83,636
Daifuku Co. Ltd.		3,100		157,990
Dai-ichi Life Holdings, Inc.		479,200		9,989,072
Daiichi Sankyo Co. Ltd.		16,900		732,580
Daikin Industries Ltd.		7,200		958,346
Daito Trust Construction Co. Ltd.		2,200		283,505
Daiwa House Industry Co. Ltd.		16,600		491,921
Daiwa House REIT Investment Corp.		53		121,194
Daiwa Securities Group, Inc.		49,700		302,263
DeNA Co. Ltd.		2,800		49,443
Denso Corp.		307,600		16,249,888
Dentsu, Inc.		6,700		311,163
Disco Corp.		900		150,717
Don Quijote Holdings Co. Ltd.		3,200		161,932
East Japan Railway Co.		594,000		55,176,159
Eisai Co. Ltd.		7,300		711,146
Electric Power Development Co. Ltd.		4,400		121,791
FamilyMart UNY Holdings Co. Ltd.		1,850		192,775
FANUC Corp.		159,100		29,931,921
Fast Retailing Co. Ltd.		1,700		861,218
Fuji Electric Co. Ltd.		3,800		152,216
FUJIFILM Holdings Corp.		442,500		19,907,696
Fujitsu Ltd.		361,700		25,767,396
Fukuoka Financial Group, Inc.		4,800		132,003
Hakuhodo DY Holdings, Inc.		6,600		115,918
Hamamatsu Photonics KK		4,000		159,306
Hankyu Hanshin Holdings, Inc.		7,000		248,245
Hikari Tsushin, Inc.		600		118,580
Hino Motors Ltd.		6,900		75,554
Hirose Electric Co. Ltd.		1,045		114,146
Hisamitsu Pharmaceutical Co., Inc.		1,900		145,715
Hitachi Chemical Co. Ltd.		2,915		59,319
Hitachi Construction Machinery Co. Ltd.		3,400		113,669
Hitachi High-Technologies Corp.		1,680		58,008
Hitachi Ltd.		27,600		938,169
Hitachi Metals Ltd.		888,500		11,002,259
Honda Motor Co. Ltd.		2,178,600		65,611,284
Hoshizaki Corp.		1,700		175,958
Hoya Corp.		10,900		647,362
Hulic Co. Ltd.		9,600		94,204
Idemitsu Kosan Co. Ltd.		4,000		211,778
IHI Corp.		4,000		151,545
Iida Group Holdings Co. Ltd.		272,800		4,848,316
Inpex Corp.		2,021,000		25,251,494
Isetan Mitsukoshi Holdings Ltd.		9,600		117,859
Isuzu Motors Ltd.		1,722,100		27,148,107
ITOCHU Corp.		224,900		4,116,367
J Front Retailing Co. Ltd.		7,400		114,769
Japan Airlines Co. Ltd.		3,300		118,609
Japan Airport Terminal Co. Ltd.		1,200		54,588
Japan Exchange Group, Inc.		15,300		266,515
Japan Post Bank Co.		12,300		145,342
Japan Post Holdings Co.		48,300		574,828
Japan Prime Realty Investment Corp.		27		96,266
Japan Real Estate Investment Corp.		41		214,996
Japan Retail Fund Investment Corp.		85		154,256
Japan Tobacco, Inc.		1,451,500		37,903,461
JFE Holdings, Inc.		15,100		346,393
JGC Corp.		6,200		142,173
JSR Corp.		5,400		100,811
JTEKT Corp.		6,700		98,085
JXTG Holdings, Inc.		98,650		746,169
Kajima Corp.		13,500		196,298
Kakaku.com, Inc.		935,100		18,269,943
Kamigumi Co. Ltd.		3,000		66,128
Kaneka Corp.		1,800		83,155
Kansai Electric Power Co., Inc.		21,900		330,559
Kansai Paint Co. Ltd.		4,800		88,465
Kao Corp.		258,500		20,881,058
Kawasaki Heavy Industries Ltd.		4,375		123,388
KDDI Corp.		55,000		1,517,271
Keihan Holdings Co. Ltd.		2,500		95,474
Keikyu Corp.		6,300		114,823
Keio Corp.		3,200		175,148
Keisei Electric Railway Co. Ltd.		3,600		126,712
Keyence Corp.		118,554		68,866,464
Kikkoman Corp.		4,100		244,182
Kintetsu Group Holdings Co. Ltd.		4,700		189,020
Kirin Holdings Co. Ltd.		24,700		633,504
Kobayashi Pharmaceutical Co. Ltd.		1,400		103,069
Kobe Steel Ltd.		10,400		92,424
Koito Manufacturing Co. Ltd.		2,900		190,434
Komatsu Ltd.		26,600		809,462
Konami Holdings Corp.		2,700		105,722
Konica Minolta, Inc.		13,300		141,538
Kose Corp.		1,000		190,545
Kubota Corp.		29,200		496,084
Kuraray Co. Ltd.		8,900		133,798
Kurita Water Industries Ltd.		3,200		93,223
Kyocera Corp.		9,800		588,212
Kyowa Hakko Kirin Co. Ltd.		7,900		148,240
Kyushu Electric Power Co., Inc.		10,600		128,122
Kyushu Railway Co.		4,700		143,096
Lawson, Inc.		1,445		88,004
LINE Corp. ⁽¹⁾		2,100		88,473
Lion Corp.		6,900		153,246
LIXIL Group Corp.		8,000		154,037
M3, Inc.		12,400		281,212
Mabuchi Motor Co. Ltd.		1,200		48,407
Makita Corp.		6,300		315,480
Marubeni Corp.		46,700		427,100
Marui Group Co. Ltd.		6,100		150,511
Maruichi Steel Tube Ltd.		1,500		48,919
Mazda Motor Corp.		18,300		219,966
McDonald's Holdings Co. Japan Ltd.		1,750		76,852
Mebuki Financial Group, Inc.		25,240		87,332
Medipal Holdings Corp.		5,440		113,651
MEIJI Holdings Co. Ltd.		3,500		235,242
Minebea Co. Ltd.		11,700		212,071
MISUMI Group, Inc.		7,900		204,409
Mitsubishi Chemical Holdings Corp.		38,450		367,989
Mitsubishi Corp.		1,679,700		51,739,345
Mitsubishi Electric Corp.		2,351,200		32,209,849
Mitsubishi Estate Co. Ltd.		34,900		592,604
Mitsubishi Gas Chemical Co., Inc.		5,700		121,342
Mitsubishi Heavy Industries Ltd.		9,440		364,549
Mitsubishi Materials Corp.		3,000		89,632
Mitsubishi Motors Corp.		19,700		139,171
Mitsubishi Tanabe Pharma Corp.		8,690		145,442
Mitsubishi UFJ Financial Group, Inc.		2,278,900		14,158,105
Mitsubishi UFJ Lease & Finance Co. Ltd.		11,400		67,095
Mitsui & Co. Ltd.		51,300		911,635
Mitsui Chemicals, Inc.		5,900		147,530
Mitsui Fudosan Co. Ltd.		26,400		624,383
Mitsui OSK Lines Ltd.		3,800		110,886
Mizuho Financial Group, Inc.		747,500		1,302,745
MS&AD Insurance Group Holdings, Inc.		1,278,740		42,714,996
Murata Manufacturing Co. Ltd.		5,300		814,378
Nabtesco Corp.		3,100		82,423
Nagoya Railroad Co. Ltd.		5,900		146,109
NEC Corp.		9,185		253,816
Nexon Co. Ltd. ⁽¹⁾		1,795,600		23,471,202
NGK Insulators Ltd.		7,900		130,228
NGK Spark Plug Co. Ltd.		4,600		134,088
NH Foods Ltd.		2,450		90,509
Nidec Corp.		122,800		17,658,120
Nikon Corp.		9,800		184,155
Nintendo Co. Ltd.		3,300		1,200,650
Nippon Building Fund, Inc.		39		225,507
Nippon Electric Glass Co. Ltd.		2,900		91,164
Nippon Express Co. Ltd.		2,400		157,617
Nippon Paint Holdings Co. Ltd.		4,000		149,304
Nippon Prologis Real Estate Investment Trust, Inc.		49		97,066
Nippon Steel & Sumitomo Metal Corp.		23,300		492,857
Nippon Telegraph & Telephone Corp.		21,200		956,763
Nippon Yusen KK		4,500		84,624
Nissan Chemical Corp.		3,500		184,872
Nissan Motor Co. Ltd.		70,700		661,578
Nisshin Seifun Group, Inc.		5,800		127,198
Nissin Foods Holdings Co. Ltd.		1,700		116,938
Nitori Holdings Co. Ltd.		2,300		329,604
Nitto Denko Corp.		4,700		352,382
NOK Corp.		2,400		41,197
Nomura Holdings, Inc.		8,391,200		40,021,456
Nomura Real Estate Holdings, Inc.		3,500		70,605
Nomura Real Estate Master Fund, Inc.		113		154,353
Nomura Research Institute Ltd.		3,248		164,018
NSK Ltd.		9,000		103,161
NTT Data Corp.		18,500		256,099
NTT DOCOMO, Inc.		41,200		1,107,356
Obayashi Corp.		19,800		187,532
Obic Co. Ltd.		1,900		179,705
Odakyu Electric Railway Co. Ltd.		8,600		203,449
Oji Holdings Corp.		24,850		180,459
Olympus Corp.		531,900		20,755,215
Omron Corp.		746,700		31,553,847
Ono Pharmaceutical Co. Ltd.		11,300		319,863
Oracle Corp.		1,000		80,572
Oriental Land Co. Ltd.		5,800		606,419
ORIX Corp.		40,500		655,761
Osaka Gas Co. Ltd.		11,000		214,793
Otsuka Corp.		2,700		100,710
Otsuka Holdings Co. Ltd.		11,730		591,651
Panasonic Corp.		5,396,465		62,551,659
Park24 Co. Ltd.		3,200		96,718
Persol Holdings Co. Ltd.		4,800		112,659
Pigeon Corp.		598,900		33,750,714
Pola Orbis Holdings, Inc.		2,500		91,308
Rakuten, Inc.		23,700		181,566
Recruit Holdings Co. Ltd.		32,200		1,075,527
Renesas Electronics Corp. ⁽¹⁾		23,300		145,883
Resona Holdings, Inc.		62,300		349,781
Ricoh Co. Ltd.		18,400		197,700
Rinnai Corp.		1,000		76,236
Rohm Co. Ltd.		2,600		190,216
Ryohin Keikaku Co. Ltd.		700		208,067
Sankyo Co. Ltd.		1,600		62,591
Santen Pharmaceutical Co. Ltd.		10,100		160,144
SBI Holdings, Inc.		6,925		214,949
Secom Co. Ltd.		6,200		505,249
Sega Sammy Holdings, Inc.		4,400		64,879
Seibu Holdings, Inc.		6,800		122,259
Seiko Epson Corp.		8,700		148,418
Sekisui Chemical Co. Ltd.		10,900		201,007
Sekisui House Ltd.		18,500		282,111
Seven & i Holdings Co. Ltd.		22,000		980,868
Seven Bank Ltd.		16,900		53,376
SG Holdings Co. Ltd.		3,400		89,074
Sharp Corp.		4,905		99,667
Shimadzu Corp.		6,400		200,561
Shimamura Co. Ltd.		600		56,915
Shimano, Inc.		143,500		23,139,196
Shimizu Corp.		15,600		142,431
Shin-Etsu Chemical Co. Ltd.		10,495		927,844
Shinsei Bank Ltd.		4,600		75,151
Shionogi & Co. Ltd.		8,000		522,957
Shiseido Co. Ltd.		567,600		43,959,452
Shizuoka Bank Ltd.		14,700		131,915
Showa Denko KK		3,900		215,122
Showa Shell Sekiyu KK		6,000		127,278
SMC Corp.		76,000		24,325,416
SoftBank Group Corp.		219,800		21,957,928
Sohgo Security Services Co. Ltd.		2,100		92,277
Sompo Holdings, Inc.		10,050		428,220
Sony Corp.		306,200		18,613,188
Sony Financial Holdings, Inc.		5,600		123,492
Stanley Electric Co. Ltd.		3,800		129,913
Start Today Co. Ltd.		6,100		184,523
Subaru Corp.		18,600		570,170
Sugi Holdings Co. Ltd.		178,100		8,747,053
Sumco Corp.		7,200		104,887
Sumitomo Chemical Co. Ltd.		44,000		257,503
Sumitomo Corp.		34,300		571,618
Sumitomo Dainippon Pharma Co. Ltd.		4,700		107,943
Sumitomo Electric Industries Ltd.		2,725,500		42,767,648
Sumitomo Heavy Industries Ltd.		3,200		114,213
Sumitomo Metal Mining Co. Ltd.		7,400		259,476
Sumitomo Mitsui Financial Group, Inc.		1,835,000		73,847,493
Sumitomo Mitsui Trust Holdings, Inc.		1,400,900		57,642,091
Sumitomo Realty & Development Co. Ltd.		10,000		358,745
Sumitomo Rubber Industries Ltd.		5,400		81,088
Sundrug Co. Ltd.		2,300		82,070
Suntory Beverage & Food Ltd.		4,110		174,124
Suzuken Co. Ltd.		1,955		92,763
Suzuki Motor Corp.		10,100		578,843
Sysmex Corp.		331,650		28,599,318
T&D Holdings, Inc.		17,500		289,005
Taiheiyo Cement Corp.		3,500		109,770
Taisei Corp.		6,600		300,850
Taisho Pharmaceutical Holdings Co. Ltd.		960		117,441
Taiyo Nippon Sanso Corp.		3,500		52,382
Takashimaya Co. Ltd.		392,000		6,620,779
Takeda Pharmaceutical Co. Ltd.		995,300		42,557,085
TDK Corp.		3,900		424,941
Teijin Ltd.		5,800		111,237
Terumo Corp.		8,900		526,738
THK Co. Ltd.		3,200		81,428
Tobu Railway Co. Ltd.		6,000		177,386
Toho Co. Ltd.		3,300		103,646
Toho Gas Co. Ltd.		2,400		91,313
Tohoku Electric Power Co., Inc.		12,400		168,660
Tokio Marine Holdings, Inc.		937,600		46,545,829
Tokyo Electric Power Co., Inc. ⁽¹⁾		42,700		209,831
Tokyo Electron Ltd.		4,500		620,192
Tokyo Gas Co. Ltd.		12,500		307,475
Tokyo Tatemono Co. Ltd.		5,300		64,639
Tokyu Corp.		14,900		272,464
Tokyu Fudosan Holdings Corp.		15,800		110,078
Toppan Printing Co. Ltd.		8,000		128,439
Toray Industries, Inc.		41,000		307,625
Toshiba Corp. ⁽¹⁾		19,900		575,075
Tosoh Corp.		7,300		112,434
TOTO Ltd.		4,000		165,897
Toyo Seikan Group Holdings Ltd.		4,900		101,680
Toyo Suisan Kaisha Ltd.		2,650		102,879
Toyoda Gosei Co. Ltd.		1,700		41,984
Toyota Industries Corp.		4,700		278,180
Toyota Motor Corp.		138,194		8,609,873
Toyota Tsusho Corp.		6,635		250,516
Trend Micro, Inc.		3,300		212,268
Tsuruha Holdings, Inc.		1,000		123,090
Unicharm Corp.		12,100		400,336
United Urban Investment Corp.		100		157,150
USS Co. Ltd.		6,500		120,665
West Japan Railway Co.		80,300		5,597,680
Yahoo Japan Corp.		80,500		289,087
Yakult Honsha Co. Ltd.		3,400		278,836
Yamada Denki Co. Ltd.		19,940		100,881
Yamaguchi Financial Group, Inc.		6,000		65,376
Yamaha Corp.		3,900		206,653
Yamaha Motor Co. Ltd.		7,750		217,332
Yamato Holdings Co. Ltd.		8,900		273,266
Yamazaki Baking Co. Ltd.		4,100		82,131
Yaskawa Electric Corp.		7,000		207,908
Yokogawa Electric Corp.		6,500		137,494
Yokohama Rubber Co. Ltd.		3,000		64,662
				1,397,306,851
Jersey - 0.00% ⁽⁴⁾
Randgold Resources Ltd.		2,616		185,027
Luxembourg - 0.02%
ArcelorMittal		20,229		628,034
Eurofins Scientific SE		334		190,023
Millicom International Cellular SA		1,896		108,737
RTL Group SA		1,210		86,305
SES SA		10,776		236,376
Tenaris SA		14,007		234,581
				1,484,056
Macau - 0.01%
MGM China Holdings Ltd.		34,000		53,678
Sands China Ltd.		74,000		333,260
Wynn Macau Ltd.		44,800		102,887
				489,825
Malaysia - 0.21%
Public Bank Bhd		3,069,200		18,537,210
Mexico - 0.88%
Fresnillo Plc		6,303		67,325
Grupo Aeroportuario del Centro Norte SAB de CV		1,065,300		7,613,758
Grupo Aeroportuario del Pacifico SAB de CV - ADR		66,035		7,209,701
Grupo Mexico SAB de CV		1,518,900		4,371,484
Mexichem SAB de CV		2,601,100		8,905,230
Wal-Mart de Mexico SAB de CV		15,841,712		48,056,749
				76,224,247
Netherlands - 5.09%
ABN AMRO Group NV ⁽²⁾		12,542		341,570
Aegon NV		54,240		352,047
Akzo Nobel NV		277,943		25,999,692
ASML Holding NV		150,328		28,224,751
Core Laboratories NV		258,217		29,909,275
EXOR NV		3,279		218,777
Heineken Holding NV		3,320		301,046
Heineken NV		7,410		695,433
ING Groep NV		5,491,889		71,279,725
InterXion Holding NV ⁽¹⁾		127,490		8,580,077
Koninklijke Ahold Delhaize NV		3,680,866		84,448,307
Koninklijke DSM NV		5,332		564,729
Koninklijke KPN NV		4,208,031		11,100,844
Koninklijke Philips NV		28,122		1,281,842
Koninklijke Vopak NV		1,949		96,020
NN Group NV		9,170		409,279
NXP Semiconductors NV		10,062		860,301
OCI NV ⁽¹⁾		345,927		11,059,203
PostNL NV		8,475,022		30,326,722
QIAGEN NV ⁽¹⁾		206,928		7,838,433
QIAGEN NV - Aquis Listed ⁽¹⁾		300,267		11,371,863
Randstad Holding NV		3,423		182,701
Royal Dutch Shell Plc		265,708		9,110,769
Royal Dutch Shell Plc - Class A		1,676,695		57,445,624
Royal Dutch Shell Plc - Class B		1,452,855		50,859,749
Wolters Kluwer NV		8,611		536,809
				443,395,588
New Zealand - 0.01%
a2 Milk Co Ltd. ⁽¹⁾		20,797		155,133
Auckland International Airport Ltd.		31,058		150,267
Fisher & Paykel Healthcare Corp. Ltd.		16,477		164,296
Fletcher Building Ltd. ⁽¹⁾		24,148		104,733
Meridian Energy Ltd.		40,599		88,390
Ryman Healthcare Ltd.		12,663		117,412
Spark New Zealand Ltd.		56,656		152,068
				932,299
Norway - 0.60%
Aker BP ASA		2,900		122,795
DNB ASA		2,332,592		49,088,238
Equinor ASA		36,412		1,023,770
Gjensidige Forsikring ASA		6,300		106,180
Marine Harvest ASA		12,419		287,773
Norsk Hydro ASA		40,149		240,768
Orkla ASA		24,544		207,373
Schibsted ASA - Class B		2,655		92,273
Telenor ASA		21,516		420,759
Yara International ASA		5,396		264,826
				51,854,755
Philippines - 0.08%
Puregold Price Club, Inc.		8,341,420		6,953,690
Portugal - 0.24%
EDP - Energias de Portugal SA		77,775		287,258
Galp Energia SGPS SA		15,548		308,283
Jeronimo Martins SGPS SA		1,402,636		20,674,359
				21,269,900
Republic of Korea - 1.15%
Hana Financial Group, Inc.		201,151		8,076,775
NAVER Corp.		14,787		9,544,412
POSCO		37,632		9,989,294
Samsung Electronic Co. Ltd.		257,362		10,770,825
Samsung Fire & Marine Insurance Co. Ltd.		93,476		23,932,553
Samsung SDI Co. Ltd.		162,096		37,750,784
				100,064,643
Singapore - 2.57%
Ascendas Real Estate Investment Trust		82,100		158,585
CapitaLand Commercial Trust		85,351		111,199
CapitaLand Ltd.		81,300		200,256
CapitaLand Mall Trust		77,900		126,609
City Developments Ltd.		14,000		93,340
ComfortDelGro Corp. Ltd.		70,600		125,473
DBS Group Holdings Ltd.		3,095,200		59,047,624
Genting Singapore Ltd.		164,100		127,200
Golden Agri-Resources Ltd.		237,000		43,290
Jardine Cycle & Carriage Ltd.		3,100		72,559
Keppel Corp. Ltd.		44,600		227,071
Oversea-Chinese Banking Corp. Ltd.		91,800		768,155
SATS Ltd.		17,700		67,573
Sembcorp Industries Ltd.		34,000		76,793
Singapore Airlines Ltd.		14,700		104,712
Singapore Exchange Ltd.		25,000		134,739
Singapore Press Holdings Ltd.		29,865		62,708
Singapore Technologies Engineering Ltd.		54,900		142,894
Singapore Telecommunications Ltd.		30,946,800		73,334,465
Suntec Real Estate Investment Trust		65,700		92,774
United Overseas Bank Ltd.		3,767,725		74,482,068
UOL Group Ltd.		16,419		82,803
Venture Corp. Ltd.		8,300		107,026
Wilmar International Ltd.		5,932,300		13,967,821
				223,757,737
South Africa - 0.77%
Clicks Group Ltd.		1,772,219		21,903,570
Investec Plc		20,685		145,108
Mediclinic International Plc		10,009		55,902
Naspers Ltd.		210,259		45,279,045
				67,383,625
Spain - 3.74%
ACS Actividades Co.		7,885		334,898
Aena SA ⁽²⁾		1,937		335,599
Amadeus IT Group SA		332,449		30,814,315
Banco Bilbao Vizcaya Argentaria SA		5,415,661		34,336,601
Banco de Sabadell SA		176,723		273,196
Banco Santander		5,695,341		28,514,615
Bankia SA		6,052,605		23,627,624
Bankinter SA		1,685,189		15,479,841
CaixaBank SA		3,481,081		15,831,674
Distribuidora Internacional de Alimentacion SA		707,768		1,640,411
Enagas SA		3,223		86,870
Endesa SA		9,915		213,863
Ferrovial SA		14,701		304,210
Grifols SA		9,073		255,112
Iberdrola SA		5,490,900		40,329,836
Industria de Diseno Textil SA		1,785,381		53,939,109
Mapfre SA		32,077		100,332
Naturgy Energy Group SA		10,962		298,823
Red Electrica Corp. SA		12,731		266,148
Repsol SA		41,889		833,897
Siemens Gamesa Renewable Energy SA ⁽¹⁾		8,280		104,478
Telefonica SA		9,846,555		77,672,855
				325,594,307
Sweden - 3.06%
Alfa Laval AB		8,172		221,121
Assa Abloy AB		29,386		589,010
Atlas Copco AB - Class A		1,856,356		53,385,453
Atlas Copco AB - Class B		11,125		296,406
Boliden AB		8,372		232,832
Electrolux AB		7,127		157,002
Epiroc AB - Class A ⁽¹⁾		2,268,060		25,341,310
Epiroc AB - Class B ⁽¹⁾		11,036		113,342
Essity AB		17,927		449,991
Hennes & Mauritz AB		28,222		521,545
Hexagon AB		665,668		38,972,697
Husqvarna AB - Class B		11,444		97,291
ICA Gruppen AB		2,239		71,017
Industrivarden AB		5,089		112,844
Investor AB		544,093		25,072,691
Kinnevik AB		6,441		194,496
L E Lundbergforetagen AB		1,994		67,193
Lundin Petroleum AB		5,243		199,849
Modern Times Group MTG AB - Class B		1		26
Nordea Bank AB		92,457		1,005,987
Sandvik AB		32,414		573,866
Securitas AB		9,409		163,581
Skandinaviska Enskilda Banken AB		49,964		557,002
Skanska AB		10,656		208,937
SKF AB		10,569		207,966
Spotify Technology SA ⁽¹⁾		144,588		26,145,848
Svenska Handelsbanken AB		2,031,420		25,619,540
Swedbank AB		27,664		684,191
Swedish Match AB		5,252		268,458
Tele2 AB		10,356		124,462
Telefonaktiebolaget LM Ericsson - Class B		2,219,816		19,647,132
TeliaSonera AB		9,610,597		44,070,312
Volvo AB		45,963		810,647
				266,184,045
Switzerland - 7.25%
ABB Ltd.		1,810,908		42,836,619
Adecco SA		673,715		35,415,419
Baloise Holding AG		1,522		231,937
Barry Callebaut AG		63		119,299
Chocoladefabriken Lindt & Spruengli AG		30		209,955
Chocoladefabriken Lindt & Spruengli AG - REG		3		245,733
Chubb Ltd.		322,663		43,120,683
Cie Financiere Richemont SA		395,372		32,234,806
Clariant AG		5,582		145,206
Coca-Cola HBC AG		5,659		192,798
Credit Suisse Group AG		879,538		13,197,874
Dufry AG		965		109,029
EMS-Chemie Holding AG		234		139,555
Ferguson Plc		6,662		565,087
Geberit AG		1,052		488,277
Givaudan SA		271		666,818
Glencore Plc		357,079		1,539,262
Julius Baer Group Ltd.		333,579		16,670,986
Kuehne & Nagel International AG		1,544		244,995
LafargeHolcim Ltd.		14,877		736,514
Lonza Group AG		2,140		732,088
Nestle SA		963,346		80,185,671
Novartis AG		1,323,029		113,884,302
Novartis AG - ADR		397,810		34,275,310
Pargesa Holding SA		1,257		100,992
Partners Group Holding AG		514		407,457
Roche Holding AG		392,284		94,860,329
Schindler Holding AG		628		151,529
Schindler Holding AG - Participation Certificate		120,203		29,997,446
SGS SA		158		416,003
Sika AG		195,603		28,464,052
Sonova Holding AG		1,553		308,221
STMicroelectronics NV		19,942		364,990
Straumann Holding AG		290		218,475
Swatch Group AG - BR		884		351,332
Swatch Group AG - REG		1,654		128,826
Swiss Life Holding AG		1,056		400,405
Swiss Prime Site		2,240		191,106
Swiss Re AG		9,723		895,842
Swisscom AG		775		351,508
Temenos AG		1,727		281,281
u-blox Holding AG		44,366		6,353,995
UBS Group AG		839,908		13,261,001
Vifor Pharma AG		1,368		237,171
Zurich Insurance Group AG		110,433		34,820,104
				630,750,288
Taiwan - 1.97%
Hon Hai Precision Industry Co. Ltd.		4,403,000		11,417,767
Hon Hai Precision Industry Co. Ltd. - GDR		2,663,908		14,022,612
Taiwan Semiconductor Manufacturing Co. Ltd.		4,327,000		36,924,610
Taiwan Semiconductor Manufacturing Co. Ltd. - ADR		2,473,598		109,234,088
				171,599,077
Thailand - 0.09%
Thai Beverage Plc		16,151,900		8,030,863
United Arab Emirates - 0.00% ⁽⁴⁾
NMC Health Plc		3,084		136,329
United Kingdom - 14.22%
3I Group Plc		30,930		378,736
Admiral Group Plc		5,979		162,075
Anglo American Plc		32,105		718,224
Ashtead Group Plc		14,498		459,999
ASOS Plc ⁽¹⁾		237,011		17,772,688
Associated British Foods Plc		10,328		308,245
AstraZeneca Plc		830,947		64,767,760
Auto Trader Group Plc ⁽²⁾		4,356,902		25,345,316
Aviva Plc		1,631,345		10,408,803
Babcock International Group Plc		6,703		63,129
BAE Systems Plc		2,216,598		18,176,138
Barclays Plc		4,810,309		10,669,441
Barratt Developments Plc		31,715		234,215
Berkeley Group Holdings Plc		3,571		171,076
BP Plc		15,520,982		118,965,003
British American Tobacco Plc		70,567		3,289,886
British American Tobacco Plc - ADR		358,635		16,723,150
British Land Co. Plc		27,989		225,121
BT Group Plc		263,474		773,391
Bunzl Plc		9,503		298,759
Burberry Group Plc		737,118		19,356,299
Centrica Plc		172,560		348,725
CNH Industrial NV		29,367		352,416
Coca-Cola European Partners Plc		6,540		297,374
Compass Group Plc		1,991,666		44,281,589
ConvaTec Group Plc ⁽²⁾		42,818		129,554
Croda International Plc		3,919		265,646
Diageo Plc		894,543		31,692,123
Direct Line Insurance Group Plc		41,656		175,822
easyJet Plc		4,910		84,021
Experian Plc		1,950,827		50,058,622
Fiat Chrysler Automobiles NV ⁽¹⁾		31,857		557,147
G4S Plc		44,299		139,724
GlaxoSmithKline Plc		1,993,383		39,976,948
Hammerson Plc		25,618		152,432
Hargreaves Lansdown Plc		1,733,396		50,460,479
HomeServe Plc		1,166,272		15,557,981
HSBC Holdings Plc		5,782,816		50,457,583
Imperial Tobacco Group Plc		275,434		9,584,594
Informa Plc		38,726		384,649
InterContinental Hotels Group Plc		5,248		326,675
International Consolidated Airlines Group SA		19,282		165,412
Intertek Group Plc		329,243		21,418,139
ITV Plc		113,254		232,440
J Sainsbury Plc		4,076,146		17,077,098
John Wood Group Plc		3,774,755		37,871,442
Johnson Matthey Plc		513,811		23,842,618
Jupiter Fund Management Plc		2,500,264		13,170,426
Kingfisher Plc		10,138,484		34,280,701
Land Securities Group Plc		22,204		255,659
Legal & General Group Plc		181,226		618,671
Lloyds Banking Group Plc		57,334,782		44,095,740
London Stock Exchange Group Plc		9,052		540,921
Marks & Spencer Group Plc		49,845		187,540
Meggitt Plc		25,159		185,748
Melrose Industries Plc		141,760		369,001
Merlin Entertainments Plc ⁽²⁾		19,513		101,764
Micro Focus International Plc		12,699		236,163
Mondi Plc		10,465		286,530
National Grid Plc		1,585,773		16,379,176
Next Plc		3,977		284,620
Pearson Plc		24,686		285,776
Persimmon Plc		9,561		294,359
Prudential Plc		74,912		1,717,595
Reckitt Benckiser Group Plc		19,360		1,768,546
RELX Plc		30,464		640,864
RELX Plc		27,402		575,694
Rightmove Plc		5,265,983		32,317,309
Rio Tinto Ltd.		11,790		670,528
Rio Tinto Plc		36,514		1,841,833
Rolls-Royce Holdings Plc ⁽¹⁾		48,572		624,902
Royal Bank of Scotland Group Plc		4,667,909		15,124,574
Royal Mail Plc		26,389		164,045
RSA Insurance Group Plc		30,838		231,045
Sage Group Plc		31,736		242,386
Schroders Plc		3,812		153,542
Segro Plc		30,360		252,636
Severn Trent Plc		6,968		167,964
Sky Plc		29,419		662,916
Smith & Nephew Plc		25,833		471,317
Smiths Group Plc		12,298		239,446
SSE Plc		1,584,104		23,656,911
St James's Place Plc		14,858		221,469
Standard Chartered Plc		1,652,489		13,691,292
Standard Life Aberdeen Plc		81,663		325,400
Taylor Wimpey Plc		101,536		226,954
Tesco Plc		39,863,693		124,635,066
Travis Perkins Plc		1,476,686		20,492,160
Unilever NV		44,490		2,474,747
Unilever Plc		35,606		1,955,996
Unilever Plc - ADR		624,520		34,329,864
United Utilities Group Plc		19,932		182,976
Vodafone Group Plc		32,620,553		69,893,920
Weir Group Plc		1,165,810		26,745,962
Whitbread Plc		5,315		326,672
Willis Towers Watson Plc		48,335		6,812,335
WM Morrison Supermarkets Plc		69,903		236,342
WPP Plc		2,539,371		37,188,202
				1,237,994,912
United States - 1.82%
Amdocs Ltd.		443,337		29,251,375
Carnival Plc		5,156		319,908
Mettler-Toledo International, Inc. ⁽¹⁾		111,485		67,892,135
Mylan ⁽¹⁾		540,345		19,776,627
News Corp. - Class A		489,567		6,457,389
Schlumberger Ltd.		542,380		33,041,790
Shire Plc		26,390		1,594,384
				158,333,608
Total Common Stocks (Cost $7,802,991,615)			$	8,365,044,093

PREFERRED STOCKS - 0.23%
Germany - 0.23%
Bayerische Motoren Werke AG		1,461	$	114,587
Fuchs Petrolub SE		1,794		100,110
Henkel AG & Co. KGaA		4,838		567,259
Porsche Automobil Holding SE		4,303		289,667
Sartorius AG		933		151,231
Schaeffler AG		6,069		77,413
Volkswagen AG		108,816		19,109,460
				20,409,727
Total Preferred Stocks (Cost $17,685,309)			$	20,409,727

RIGHTS - 0.00% ⁽⁴⁾
Australia - 0.00% ⁽⁴⁾
Harvey Norman Holdings Ltd., 2.50% ⁽¹⁾		791	$	457
Total Rights (Cost $736)			$	457

SHORT-TERM INVESTMENTS - 3.17%
Money Market Funds - 3.17%
Goldman Sachs Financial Square Government Fund - Class I, 1.93% ⁽³⁾		137,977,639	$	137,977,639
JPMorgan U.S. Government Money Market Fund - Class I, 1.94% ⁽³⁾		137,977,639		137,977,639
Total Short-Term Investments (Cost $275,955,278)			$	275,955,278
TOTAL INVESTMENTS IN SECURITIES - 99.49%
(Cost $8,096,632,938)			$	8,661,409,555
OTHER ASSETS IN EXCESS OF LIABILITIES - 0.51%				44,034,566
TOTAL NET ASSETS - 100.00%			$	8,705,444,121
Percentages are stated as a percent of net assets.

ADR		American Depositary Receipt
GDR		Global Depositary Receipt

⁽¹⁾		Non-income producing security.
⁽²⁾		Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of 1933. The value of these securities total $63,055,834, which represents 0.72% of total net assets.
⁽³⁾		Represents annualized seven-day yield as of the close of the reporting period.
⁽⁴⁾		Amount calculated is less than 0.005%.


COMMON STOCKS
Communication Services	7.44	%
Consumer Discretionary	12.33	%
Consumer Staples	10.53	%
Energy	6.64	%
Financials	17.57	%
Healthcare	11.25	%
Industrials	12.57	%
Information Technology	11.26	%
Materials	3.42	%
Real Estate	0.74	%
Utilities	2.34	%
Total Common Stocks	96.09	%
PREFERRED STOCKS
Consumer Discretionary	0.22	%
Consumer Staples	0.01	%
Healthcare	0.00	%	⁽¹⁾
Materials	0.00	%	⁽¹⁾
Total Preferred Stocks	0.23	%
RIGHTS
Consumer Discretionary	0.00	%	⁽¹⁾
Total Rights	0.00	%	⁽¹⁾
SHORT-TERM INVESTMENTS	3.17	%
TOTAL INVESTMENTS	99.49	%
OTHER ASSETS IN EXCESS OF LIABILITIES	0.51	%
TOTAL NET ASSETS	100.00	%

⁽¹⁾Amount calculated is less than 0.005%.

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's Financial Services LLC ("S&P").

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

Bridge Builder Mutual Funds

Notes to Schedule of Investments

September 30, 2018 (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 September 30, 2018, the Trust consisted of nine series, of which the eight active series identified below 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”)	To provide total return (capital appreciation plus income)
Bridge Builder Core Plus Bond Fund ("Core Plus Bond Fund”)	To provide total return (capital appreciation plus income)
Bridge Builder Municipal Bond Fund (“Municipal 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 offer 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 Schedules of Investments. These policies are in conformity with generally accepted accounting principles ("GAAP") in the United States of America.

The Funds are investment companies and, accordingly, follow the investment company accounting and reporting guidance of the Financial Accounting Standards Board Accounting Standards Codification Topic 946 – Investment Companies, which is part of U.S. GAAP.

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 appreciation/(depreciation) 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 contract is recorded as unrealized appreciation/(depreciation) 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 unrealized appreciation/ (depreciation). When the contract is closed in its foreign currency, 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. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in U.S. dollars without the delivery of foreign currency. 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. Forward foreign currency exchange contracts outstanding at period end, if any, are listed within each Fund’s Schedule of Investments.

Repurchase Agreements –In a repurchase agreement, a Fund buys a security from another party (the counterparty), usually a financial institution, with the agreement that it be sold back in the future. Repurchase agreements subject a Fund to counterparty risk, meaning that the Fund could lose money if the other party fails to perform under the terms of the agreement. A Fund mitigates this risk by ensuring that the Fund’s repurchase agreements are collateralized by cash and/or U.S. government securities. All collateral is held by a Fund’s custodian (or, with multi-party agreements, the agent’s bank) and is monitored daily to ensure that its market value is at least equal to the repurchase price under the agreement. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed or limited and the value of the collateral may decline. Investments in repurchase agreements are also based on a review of the credit quality of the repurchase agreement counterparty. Certain Funds may enter into repurchase agreements in which eligible securities are transferred into joint trading accounts maintained by the custodian or sub-custodian under a tri-party agreement for investment companies and other clients advised by the Sub-adviser (as defined below) and its affiliates. A Fund may participate with the other investment companies and clients in its share of the securities transferred under such repurchase agreements and in its share of proceeds from any repurchase or other disposition of such securities. Repurchase agreements are subject to master netting agreements, which are agreements between a Fund and its counterparties that provide for the net settlement of all transactions and collateral with the Fund through a single payment, in the event of default or termination. Amounts presented on the Schedule of Investments are gross settlement amounts.

Swap Contracts – Certain Funds may invest in swap contracts. Swap contracts are bilaterally negotiated agreements between a Fund and a counterparty to exchange or swap investment cash flows, assets, or market- linked returns at specified, future intervals. Swap contracts may be privately negotiated in the over-the-counter market (“OTC Swaps”) or may be cleared through a third-party, known as a central counterparty or derivatives clearing organization (“Centrally Cleared Swaps”). A Fund may enter into credit default, interest rate and/or total return swap contracts to manage the Fund’s exposure to credit, interest rate and equity risk. Securities or cash may be used as collateral or margin in accordance with the terms of the swap contract in order to provide assets in the event of a default or bankruptcy.

Centrally Cleared Swaps and OTC Swaps are marked to market daily. Swap variation margin is accounted for as unrealized appreciation/(depreciation) until the contract is closed, at which time the gains or losses are realized. Upfront premiums received/(paid) represent cash payments made upon the opening of the swap contract to compensate for differences between the stated terms of the contract and the current market value contract. These upfront payments are recorded as assets/(liabilities) and are included within the market value of the swap contract. Upon liquidation or termination of the swap contract, these payments are recorded as realized gain/(loss). Net periodic payments received/ (paid) by the Fund are also included in the realized gain/(loss) on swap contracts. Swap contracts outstanding, including their respective notional amounts at period end, if any, are listed within each Fund’s Schedule of Investments.

Interest Rate Swaps – Certain Funds may enter into interest rate swap contracts to manage fund exposure to interest rates or to either preserve or generate a return on a particular investment or portion of its portfolio. These are agreements between counterparties to exchange periodic interest payments based on interest rates. One cash flow stream will typically be a floating rate payment based upon a specified interest rate while the other is typically a fixed interest rate.

Credit Default Swap Contracts – Certain Funds may 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 swap contract, the protection buyer typically makes an upfront payment and a periodic stream of payments to 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 other equally ranked obligations of the reference entity. As a seller of protection on a credit default swap contract, the Fund will generally receive from the protection buyer a fixed rate of income throughout the term of the swap provided there is no credit event. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration. 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 upfront payment, is recorded as a realized gain or loss.

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 upfront 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.

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.

Total Return Swap Contracts – Certain Funds may invest in total return swaps to obtain exposure to the underlying referenced instruments, obtain leverage or attain the returns from ownership without actually owning the underlying position. Total return swaps are two-party contracts that generally obligate one party to pay the positive return and the other party to pay the negative return on a specified reference security, security index or index component during the period of the swap. Total return swap contracts are marked to market daily. Total return swaps normally do not involve the delivery of securities or other underlying assets. If the counterparty to a total return swap contract defaults, a Fund’s risk of loss consists of the net amount of payments the Fund is contractually entitled to receive, if any. The use of long total return swap contracts subject the Funds to risk of loss in excess of amounts reported. The use of short total return swaps subject the Funds to unlimited loss. Periodic payments received (paid) by the Funds are recorded as net realized gain/(loss) on swap contracts. Total return swap contracts outstanding at period end, if any, are listed after 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 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 participations, 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 participation 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. As of September 30, 2018, the Funds did not hold any unfunded commitments.

d) Restricted Securities – The Funds may own investment securities that are unregistered or have other legal or contractual limitations, and thus are 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 unregistered securities held at September 30, 2018 met the definition of Rule 144A of the Securities Act of 1933 and can be traded with an institutional investor without registration. As of September 30, 2018, the Core Bond Fund held a restricted security. The value of the restricted security totals $4,338,311, which respresents 0.03% of total net assets.

e) Defaulted Securities – Certain Funds may hold defaulted securities or other securities which were placed in non- accrual status as the collection of a portion or all of the interest has been deemed to be uncollectible. Debt obligations may be placed on non-accrual status and the related interest income, amortization or accretion may be reduced or stopped entirely. Additionally, current income accruals and interest receivables may be written off when the collection of the interest income has become doubtful. A debt obligation is removed from non-accrual status when the issuer resumes interest payments or when collectability of interest is probable.

f) Sale-buyback and Buy-saleback Transactions – A sale-buyback financing transaction consists of a sale of a security by a Fund to a counterparty, with a simultaneous agreement to repurchase the same or substantially the same security at an agreed-upon price and date. The Fund will segregate assets determined to be liquid by the Sub-adviser or will otherwise cover its obligations under sale-buyback transactions.

As of September 30, 2018, the Core Plus Bond Fund participated in sale-buyback transactions with an average amount borrowed of $34,115,052 and incurred interest expense of $2,077,168 with a weighted average interest rate of 1.91%.

A buy-saleback lending transaction consists of a purchase of a security by a Fund from a counterparty, with a simultaneous agreement to sell the same or substantially the same security at an agreed-upon price and date. The party who sold the security is not entitled to receive principal and interest payments, if any, made on the security during the term of the agreement. The Fund will segregate assets determined to be liquid by the Sub-adviser or will otherwise cover its obligations under buy-saleback transactions.

As of September 30, 2018, the Core Plus Bond Fund participated in buy-saleback transactions with an average amount loaned of $44,998,983 and received interest income of $1,750 with a weighted average interest rate of 1.40%.

Sale-buyback and buy-saleback transactions are governed by Master Securities Forward Transaction Agreements ("Master Forward Agreements"), which are agreements between the Fund and select counterparties. The Master Forward Agreements maintain provisions for, among other things, transaction initiation and confirmation, payment and transfer, events of default, termination and maintenance of collateral. The market value of any pending sale-buyback and buy-saleback transactions as of period end is disclosed in each Fund's Schedule of Investments.

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 Trust’s Board of Trustees (the “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 whose function is to monitor the valuation of portfolio securities and derivative instruments and determine in good faith the fair value of the Funds’ holdings after considering all relevant factors. The Valuation Committee 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, 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 in accordance with procedures adopted by the Board. 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 – Inputs using unadjusted quoted prices in active markets or exchanges for identical assets and liabilities.

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 the majority of 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 the majority of significant inputs or significant value drivers are unobservable. Unobservable inputs are those inputs that reflect the Fund’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 generally 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 without a vendor price and 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 depending on the observability of inputs.

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

Foreign securities, currencies and other assets denominated in currencies other than U.S. dollars are translated to U.S. dollars using exchange rates obtained from independent pricing services. All assets denominated in foreign currencies are 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.

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.

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 categorized as Level 2.

OTC derivatives, including forward foreign currency exchange contracts and swap contracts, are valued by the Funds on a daily basis using observable inputs, such as quotations provided by an independent pricing service, the counterparty, dealers or brokers, whenever available and considered reliable. These securities are typically categorized as Level 2 of the fair value hierarchy.

The U.S. dollar value of forward foreign currency exchange contracts is determined using current forward currency exchange rates supplied by an independent pricing service.

Centrally cleared credit default and interest rate swap contracts are valued daily based on quotations as provided by an independent pricing service. The independent pricing services aggregate valuation information from various market participants to create a single reference value for each credit default swap contract and interest rate swap contract. These securities are typically categorized as Level 2 of the fair value hierarchy.

The Funds value the repurchase agreements they have entered based on the respective contract amounts, which approximate fair value. As such, repurchase agreements are carried at the amount of cash paid plus accrued interest receivable (or interest payable in periods of increased demand for collateral). These securities are typically categorized as Level 2 of the fair value hierarchy.

Quantitative Information

The following tables represent each Fund’s valuation inputs as presented in the Schedule of Investments.

Core Bond Fund
	Level 1		Level 2		Level 3		Total
Assets
Asset-Backed Obligations	$	-	$	1,827,512,732	$	108,037,080	$	1,935,549,812
Corporate Bonds
Basic Materials		-		200,624,036		-		200,624,036
Communications		-		298,834,559		-		298,834,559
Consumer Cyclical		-		333,380,040		4,619,220		337,999,260
Consumer Non-cyclical		-		593,697,572		-		593,697,572
Diversified		-		12,217,948		-		12,217,948
Energy		-		526,187,209		-		526,187,209
Financials		-		1,968,228,898		80,176		1,968,309,074
Industrials		-		245,616,189		-		245,616,189
Real Estate		-		2,568,598		-		2,568,598
Technology		-		183,810,561		-		183,810,561
Utilities		-		468,209,995		-		468,209,995
Government Related		-		3,404,452,302		-		3,404,452,302
Mortgage-Backed Obligations		-		5,583,610,662		20,094,886		5,603,705,548
Preferred Stocks
Financials		2,442,450		-		-		2,442,450
Short-Term Investments
Money Market Funds		799,189,310		-		-		799,189,310
U.S. Treasury Bills		-		988,603		-		988,603
Futures Contracts ⁽¹⁾		41,602		-		-		41,602
Total Assets	$	801,673,362	$	15,649,939,904	$	132,831,362	$	16,584,444,628
Liabilities
TBA Sales Commitments	$	-	$	13,640,514	$	-	$	13,640,514
Futures Contracts⁽¹⁾		8,982,534		-		-		8,982,534
Total Liabilities	$	8,982,534	$	13,640,514	$	-	$	22,623,048


Core Plus Bond Fund
	Level 1		Level 2		Level 3		Total
Assets
Asset-Backed Obligations	$	-	$	2,021,400,583	$	77,001,257	$	2,098,401,840
Bank Loans		-		339,379,717		7,612,375		346,992,092
Corporate Bonds
Basic Materials		-		115,139,396		402,483		115,541,879
Communications		-		687,631,161		-		687,631,161
Consumer, Cyclical		-		494,342,520		7,364,184		501,706,704
Consumer, Non-cyclical		-		858,420,783		2,966,520		861,387,303
Diversified		-		6,758,819		-		6,758,819
Energy		-		435,958,738		-		435,958,738
Financials		-		2,004,516,044		4,074,375		2,008,590,419
Industrials		-		330,251,810		-		330,251,810
Real Estate		-		16,043,393		-		16,043,393
Technology		-		268,014,246		-		268,014,246
Utilities		-		292,405,373		547,431		292,952,804
Government Related		-		3,720,498,474		-		3,720,498,474
Mortgage-Backed Obligations		-		3,123,761,564		46,415,340		3,170,176,904
Common Stocks
Communications		-		-		9,588		9,588
Consumer, Cyclical		3,474,576		-		-		3,474,576
Preferred Stocks
Consumer, Non-cyclical		7,456,012		-		-		7,456,012
Financials		6,591,233		-		-		6,591,233
Short-Term Investments
Banker's Acceptance		-		217,281,699		-		217,281,699
Commercial Paper		-		127,048,659		-		127,048,659
Money Market Funds		302,653,492		-		-		302,653,492
U.S. Treasury Bills		-		7,751,494		-		7,751,494
Futures Contracts ⁽¹⁾		2,228,022		-		-		2,228,022
Forward Foreign Currency Exchange Contracts⁽¹⁾		-		10,690,306		-		10,690,306
Swap Contracts⁽¹⁾		-		6,337,321		-		6,337,321
Total Assets	$	322,403,335	$	15,083,632,100	$	146,393,553	$	15,552,428,988
Liabilities
Futures Contracts ⁽¹⁾	$	22,919,590	$	-	$	-	$	22,919,590
Forward Foreign Currency Exchange Contracts ⁽¹⁾		-		14,943,933		-		14,943,933
Swap Contracts⁽¹⁾		-		16,704,925		-		16,704,925
Total Liabilities	$	22,919,590	$	31,648,858	$	-	$	54,568,448


Municipal Bond Fund
	Level 1		Level 2		Level 3			Total
Assets
Municipal Bonds
Education	$	-	$	365,209,934	$	-		$	365,209,934
General Obligation		-		889,325,368		476,044			889,801,412
General Revenue		-		890,490,650		987,737			891,478,387
Healthcare		-		515,469,807		11,598,025			527,067,832
Housing		-		70,749,242		-			70,749,242
Transportation		-		541,693,618		-			541,693,618
Utilities		-		275,733,811		9,989,512			285,723,323
Short-Term Investments		61,879,673		-		-			61,879,673
Total Assets	$	61,879,673	$	3,548,672,430	$	23,051,318		$	3,633,603,421

Large Cap Growth Fund
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	634,654,488	$	-	$	-		$	634,654,488
Consumer Discretionary		1,070,746,401		19,052,922		-			1,089,799,323
Consumer Staples		384,890,121		-		-			384,890,121
Energy		295,012,130		-		-			295,012,130
Financials		466,555,043		-		-			466,555,043
Healthcare		970,710,550		-		-			970,710,550
Industrials		476,908,232		-		-			476,908,232
Information Technology		1,814,711,961		7,511,513		-			1,822,223,474
Materials		177,548,326		-		-			177,548,326
Real Estate		134,888,909		-		-			134,888,909
Rights
Consumer Staples		-		-		-	⁽²⁾		-
Short-Term Investments		198,673,968		-		-			198,673,968
Total Assets	$	6,625,300,129	$	26,564,435	$	-		$	6,651,864,564

Large Cap Value Fund
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	374,124,317	$	-	$	-		$	374,124,317
Consumer Discretionary		887,369,795		62,391,513		-			949,761,308
Consumer Staples		579,909,484		-		-			579,909,484
Energy		792,082,042		-		-			792,082,042
Financials		1,499,046,207		-		-			1,499,046,207
Healthcare		963,859,075		-		-			963,859,075
Industrials		977,613,961		-		-			977,613,961
Information Technology		819,195,213		53,316,842		-			872,512,055
Materials		492,711,920		-		-			492,711,920
Real Estate		229,880,338		-		-			229,880,338
Utilities		114,990,533		-		-			114,990,533
Short-Term Investments		322,669,360		-		-			322,669,360
Total Assets	$	8,053,452,245	$	115,708,355	$	-		$	8,169,160,600


Small/Mid Cap Growth Fund
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	106,083,247	$	-	$	-		$	106,083,247
Consumer Discretionary		504,606,378		-		-			504,606,378
Consumer Staples		198,104,900		-		-			198,104,900
Energy		58,167,905		-		-			58,167,905
Financials		361,558,325		-		-			361,558,325
Healthcare		774,879,925		-		-			774,879,925
Industrials		575,344,263		-		-			575,344,263
Information Technology		890,698,884		-		-			890,698,884
Materials		184,472,907		-		-			184,472,907
Real Estate		93,057,504		-		-			93,057,504
Utilities		1,543,955		-		-			1,543,955
Rights
Materials		-		-		15,475			15,475
Short-Term Investments		88,015,289		-		-			88,015,289
Total Assets	$	3,836,533,482	$	-	$	15,475		$	3,836,548,957

Small/Mid Cap Value Fund
	Level 1		Level 2		Level 3			Total
Assets
Common Stocks
Communication Services	$	88,860,838	$	-	$	-		$	88,860,838
Consumer Discretionary		471,431,705		-		-			471,431,705
Consumer Staples		95,626,702		-		-			95,626,702
Energy		303,638,610		-		-			303,638,610
Financials		1,106,099,813		-		-	⁽²⁾		1,106,099,813
Healthcare		198,735,313		-		-			198,735,313
Industrials		750,123,799		-		-			750,123,799
Information Technology		586,895,540		-		-			586,895,540
Materials		269,533,484		-		-			269,533,484
Real Estate		347,687,510							347,687,510
Utilities		294,278,521		-		-			294,278,521
Short-Term Investments		100,508,127		-		-			100,508,127
Total Assets	$	4,613,419,962	$	-	$	-		$	4,613,419,962


International Equity Fund
	Level 1		Level 2		Level 3		Total
Assets
Common Stocks
Communication Services	$	58,094,843	$	589,910,600	$	-	$	648,005,443
Consumer Discretionary		179,560,366		894,147,658		-		1,073,708,024
Consumer Staples		155,884,045		760,364,627		-		916,248,672
Energy		73,018,257		504,800,213		-		577,818,470
Financials		141,872,471		1,387,151,902		-		1,529,024,373
Healthcare		221,638,315		757,533,415		-		979,171,730
Industrials		124,156,693		970,366,785		-		1,094,523,478
Information Technology		302,150,785		678,149,082		-		980,299,867
Materials		21,934,657		275,843,648		-		297,778,305
Real Estate		382,419		64,314,374		-		64,696,793
Utilities		-		203,768,938		-		203,768,938
Preferred Stocks
Consumer Discretionary		-		19,591,127		-		19,591,127
Consumer Staples		-		567,259		-		567,259
Healthcare		-		151,231		-		151,231
Materials		-		100,110		-		100,110
Rights
Consumer Discretionary		457		-		-		457
Short-Term Investments		275,955,278		-		-		275,955,278
Total Assets	$	1,554,648,586	$	7,106,760,969	$	-	$	8,661,409,555

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

⁽²⁾Includes a security valued at $0.

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

Below is a roll forward which details the activity of securities in Level 3 during the period ended September 30, 2018:

	Core Bond Fund			Core Plus Bond Fund			Municipal Bond
Beginning Balance - June 30, 2018	$	137,635,565		$	52,011,620		$	14,237,694
Purchases		63,546,509			93,005,589			9,500,000
Sales proceeds and paydowns		(73,033,133	)		(6,627,626	)		(548,730	)
Transfers into Level 3		15,432,156			37,030,296			-
Transfer out of Level 3		(10,773,425	)		(29,954,326	)		-
Realized gains/(losses), net		2,471			(58,156	)		10,223
Change in unrealized gains/(losses), net		21,219			986,156			(147,869	)
Ending Balance - September 30, 2018	$	132,831,362		$	146,393,553		$	23,051,318

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 higher/lower 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 September 30, 2018:

Quantitative Information about Level 3 Fair Value Measurements*

Core Bond Fund

Investment Type	Fair Value at 9/30/18		Valuation Methodology	Unobservable Inputs	Input Value/Range		Weighted Average
Corporate Bonds	$	80,176	Cost Basis less illiquidity discount	Discount for lack of marketability		10%		10%
Asset-Backed Obligations	$	3,958,784	Market activity	Recent transaction	$	100.00	$	100.00
Mortgage-Backed Obligations	$	13,579,836	Market activity	Recent transaction	$	100.00	$	100.00


Core Plus Bond Fund

Investment Type	Fair Value at 9/30/18		Valuation Methodology	Unobservable Inputs	Input Value/Range		Weighted Average
Bank Loans	$	7,612,375	Market activity	Recent transaction	$	99.25-$100.00	$	99.51
Common Stocks	$	9,588	Probability-weighted value of payment	Probability of merger		50%		50%


Municipal Bond Fund

Investment Type	Fair Value at 9/30/18		Valuation Methodology	Unobservable Inputs	Input Value/Range		Weighted Average
Municipal Bonds	$	9,500,000	Market activity	Recent transaction	$	100.00	$	100.00


* The table above does not include Level 3 securities that are valued by pricing vendors or brokers. At September 30, 2018, the value of these securities was $115,212,566, $138,771,590, and 13,551,318, respectively for the Core Bond, Core Plus Bond, and Municipal Bond Funds, respectively. The inputs for these securities are not readily available or cannot be reasonably estimated and are generally those inputs described in Note 4. The appropriateness of fair values for these securities is monitored on an ongoing basis which may include results of back testing, results of pricing vendor and/or broker due diligence, unchanged price review and consideration of macro or security specific events.

5. DERIVATIVE INSTRUMENTS

The Funds’ average monthly notional amount of derivatives during the period ended September 30, 2018 were as follows:

	Average Monthly Notional Amount of:*
	Purchased Futures		Sold Futures			Credit Default Swaps		Interest Rate Swaps		Total Return Swaps		Forward Foreign Currency Exchange Contracts
Core Bond Fund	$	880,919,272	$	(97,002,658	)	$	-	$	-	$	-	$	-
Core Plus Bond Fund		2,175,986,847		(328,606,298	)		186,024,000		728,333,333		509,716		1,474,561,459

* Notional amounts shown have been converted to USD.

6. 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. Alternatively, if rates fall, the value of these investments generally increases. Current market conditions may pose heightened risks for the Funds. Recent changes in government policy, including the Federal Reserve ending its quantitative easing program and raising the federal funds rate, have increased the risk that interest rates will continue to rise in the near future. A rise in interest rates may, in turn, increase volatility and reduce liquidity in the fixed-income markets and result in a decline in the value of the fixed-income investments held by the Funds. The value of a fixed-income security with greater duration will be more sensitive to changes in interest rates than a similar security with shorter 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 shorter 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 an 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. In certain interest rate environments, such as when real interest rates are rising faster than nominal interest rates, inflation-indexed bonds may experience greater losses than other fixed-income securities with similar durations.

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) Redemption Risk – A Fund may experience losses when selling securities to meet redemption requests. This risk is greater for larger redemption requests or redemption requests during adverse market conditions. Because the Funds currently are available only to participants in a single asset allocation program, a reduction in the allocation of program assets to the Funds could result in one or more large redemption requests. Moreover, as a result of the requirement that a Fund satisfy redemption requests even during times of significant market or economic turmoil, a Fund may be forced to sell portfolio securities during periods of reduced liquidity when prices are rapidly declining. This may require a Fund to realize investment losses at times that a Sub-adviser believes that it would have been advisable to hold a particular investment until a more orderly sale could occur or the market recovers.

d) 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.

e) 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.

f) 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).

g) 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.

h) 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.

i) 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, 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.

j) 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.

k) 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.

l) High Yield Securities Risk – High yield, or “junk,” securities involve greater risks of default or downgrade and are more volatile than investment grade securities. Junk bonds involve greater risk of price declines than investment grade securities due to actual or perceived changes in the issuer’s credit worthiness.

m) Cybersecurity Risk – The Funds and their service providers may be susceptible to operational, information, security and related risks. While the Funds’ service providers have established business continuity plans in the event of such cyber incidents, there are inherent limitations in such plans and systems. Additionally, the Funds cannot control the cybersecurity plans and systems put in place by their service providers or any other third parties whose operations may affect the Funds or their shareholders.

Item 2. Controls and Procedures.

(a)

The Registrant’s Principal Executive Officer and Principal Financial Officer 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/ Ryan Robson

Ryan Robson, Principal Executive Officer

Date November 27, 2018

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/ Ryan Robson

Ryan Robson, Principal Executive Officer

Date November 27, 2018

By (Signature and Title) /s/ Aaron Masek

Aaron Masek, Principal Financial Officer

Date November 27, 2018