SCHEDULE OF INVESTMENTS (Unaudited) June 30, 2020

	Moody’s/ Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (83.48%)
AUTOMOTIVE (2.54%)
Ford Holdings LLC, Co. Gty., 9.30%, 03/01/30	Ba2/BB+	$	1,000	$	1,124,700
Ford Motor Co., Sr. Unsec. Notes, 8.50%, 04/21/23	Ba2/BB+		904		955,980
Ford Motor Co., Sr. Unsec. Notes, 8.90%, 01/15/32	Ba2/BB+		500		552,500
Ford Motor Credit Co. LLC, Sr. Unsec. Notes, 4.542%, 08/01/26(b)	Ba2/BB+		1,356		1,284,810
General Motors Financial Co. Inc., Sr. Unsec. Notes, (3M LIBOR +1.10%), 1.601%, 11/06/21(e)	Baa3/BBB		925		915,332
General Motors Financial Co. Inc., Sr. Unsec. Notes, 3.60%, 06/21/30(b)	Baa3/BBB		1,027		999,542
					5,832,864
CHEMICALS (2.04%)
Axalta Coating Systems LLC, Co. Gty., 4.75%, 06/15/27, 144A(b)	B1/BB-		150		150,780
Braskem Netherlands Finance BV, Co. Gty., 4.50%, 01/31/30, 144A	NA/BBB-		1,249		1,142,835
Braskem Netherlands Finance BV, Co. Gty., 5.875%, 01/31/50, 144A	NA/BBB-		723		636,240
Union Carbide Corp., Sr. Unsec. Notes, 7.75%, 10/01/96	Baa2/BBB-		2,000		2,577,555
Westlake Chemical Corp., Sr. Unsec. Notes, 3.375%, 06/15/30(b)	Baa2/BBB-		186		189,827
					4,697,237
CONSUMER PRODUCTS (0.41%)
Hanesbrands Inc., Co. Gty., 5.375%, 05/15/25, 144A(b)	Ba3/BB		373		377,196
VF Corp., Sr. Unsec. Notes, 2.80%, 04/23/27(b)	A3/A		530		561,047
					938,243
DIVERSIFIED FINANCIAL SERVICES (10.10%)
AerCap Ireland Capital DAC, Co. Gty., 6.50%, 07/15/25(b)	Baa3/BBB		560		587,163
Bank of America Corp., Sr. Unsec. Notes, (3M LIBOR +0.81%), 3.366%, 01/23/26(b),(c)	A2/A-		559		610,536
Citigroup, Inc., Sr. Unsec. Notes, (3M LIBOR +1.563%), 3.887%, 01/10/28(b),(c)	A3/BBB+		1,100		1,239,923
Citigroup, Inc., Sr. Unsec. Notes, 8.125%, 07/15/39	A3/BBB+		70		121,227
Citigroup, Inc., Sub. Notes, 4.60%, 03/09/26	Baa2/BBB		988		1,128,342
Citigroup, Inc., Sub. Notes, 5.30%, 05/06/44	Baa2/BBB		926		1,228,413
Credit Agricole SA, Sub. Notes, (5Yr Swap +1.644%), 4.00%, 01/10/33, 144A(b),(c)	Baa1/BBB+		1,025		1,128,533
Credit Suisse Group AG, Sr. Unsec. Notes, (SOFRRATE +1.56%), 2.593%, 09/11/25, 144A(b),(c)	Baa2/BBB+		1,242		1,284,450
Danske Bank AS, Sr. Unsec. Notes, (H15T1Y +1.73%), 5.00%, 01/12/23, 144A(b),(c)	Baa3/BBB+		739		776,173
GE Capital International Funding, Co. Gty., 4.418%, 11/15/35	Baa1/BBB+		588		597,851
General Electric Co., Sr. Unsec. Notes, 3.625%, 05/01/30(b)	Baa1/BBB+		599		599,677
General Electric Co., Sr. Unsec. Notes, 6.875%, 01/10/39	Baa1/BBB+		287		352,573
General Electric Co., Sr. Unsec. Notes, 4.125%, 10/09/42	Baa1/BBB+		75		71,606
General Electric Co., Sr. Unsec. Notes, 4.35%, 05/01/50(b)	Baa1/BBB+		730		721,973
Goldman Sachs Group, Inc., Sr. Unsec. Notes, 3.50%, 11/16/26(b)	A3/BBB+		1,040		1,143,749
Goldman Sachs Group, Inc., Sr. Unsec. Notes, (3M LIBOR +1.75%), 2.637%, 10/28/27(b),(e)	A3/BBB+		550		557,428
HSBC Capital Funding LP, Co. Gty., (3M LIBOR +4.98%), 10.176%, 06/30/30, 144A(b),(c),(d)	Baa2/BB+		2,180		3,444,400
HSBC Holdings PLC, Sr. Unsec. Notes, 4.95%, 03/31/30	A2/A-		499		599,580
JPMorgan Chase & Co., Jr. Sub. Notes, (3M LIBOR +2.58%), 4.625%, 11/01/22(b),(c),(d)	Baa2/BBB-		1,159		1,088,533
Mastercard, Inc., Sr. Unsec. Notes, 3.85%, 03/26/50(b)	A1/A+		145		180,379
Morgan Stanley, Sub. Notes, 4.35%, 09/08/26	Baa2/BBB		1,500		1,729,621

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value        (Note 1)
CORPORATE DEBT SECURITIES (Continued)
DIVERSIFIED FINANCIAL SERVICES (Continued)
PNC Financial Services Group, Inc., Jr. Sub. Notes, (3M LIBOR +3.30%), 5.00%, 11/01/26(b),(c),(d)	Baa2/BBB-	$	757	$	767,977
Truist Financial Corp., Jr. Sub. Notes, (H15T5Y +3.003%), 4.80%, 09/01/24(b),(c),(d)	Baa2/BBB-		1,136		1,046,347
UBS AG, Sub. Notes, 7.625%, 08/17/22	NR/BBB+		2,000		2,230,206
					23,236,660
ENERGY (14.27%)
Antero Midstream Partners LP, Co. Gty., 5.75%, 03/01/27, 144A(b)	Caa1/B-		681		537,990
Baker Hughes a GE Co. LLC, Sr. Unsec. Notes, 4.486%, 05/01/30(b)	A3/A-		187		215,872
CITGO Petroleum Corp., Sr. Sec. Notes, 6.25%, 08/15/22, 144A(b)	B3/B+		2,254		2,239,958
CITGO Petroleum Corp., Sr. Sec. Notes, 7.00%, 06/15/25, 144A(b)	B3/B+		875		876,094
CVR Energy, Inc., Co. Gty., 5.75%, 02/15/28, 144A(b)	B1/BB-		1,710		1,496,250
Ecopetrol SA, Sr. Unsec. Notes, 6.875%, 04/29/30(b)	Baa3/BBB-		440		504,284
Enbridge, Inc., Sub. Notes, (3M LIBOR +3.89%), 6.00%, 01/15/77(b),(c)	Ba1/BBB-		750		738,750
Enterprise Products Operating LLC, Co. Gty., (3M LIBOR +2.57%), 5.375%, 02/15/78(b),(c)	Baa2/BBB-		342		306,090
Exxon Mobil Corp., Sr. Unsec. Notes, 4.227%, 03/19/40(b)	Aa1/AA		1,402		1,683,886
Exxon Mobil Corp., Sr. Unsec. Notes, 3.452%, 04/15/51(b)	Aa1/AA		1,291		1,429,693
Florida Gas Transmission Co. LLC, Sr. Unsec. Notes, 9.19%, 11/01/24, 144A	Baa2/BBB+		50		55,300
Global Partners LP, Co. Gty., 7.00%, 08/01/27(b)	B2/B+		1,076		995,300
Holly Energy Partners LP, Co. Gty., 5.00%, 02/01/28, 144A(b)	B1/BB		173		164,782
Kinder Morgan, Inc., Co. Gty., 8.05%, 10/15/30	Baa2/BBB		1,000		1,317,302
Kinder Morgan, Inc., Co. Gty., 5.55%, 06/01/45(b)	Baa2/BBB		1,755		2,142,323
Marathon Petroleum Corp., Sr. Unsec. Notes, 4.75%, 09/15/44(b)	Baa2/BBB		1,266		1,319,752
Marathon Petroleum Corp., Sr. Unsec. Notes, 4.70%, 05/01/25(b)	Baa2/BBB		1,753		1,962,412
Marathon Petroleum Corp., Sr. Unsec. Notes, 5.85%, 12/15/45(b)	Baa2/BBB		500		525,225
MPLX LP, Sr. Unsec. Notes, 4.25%, 12/01/27(b)	Baa2/BBB		901		976,834
MPLX LP, Sr. Unsec. Notes, 5.50%, 02/15/49(b)	Baa2/BBB		694		769,109
MPLX LP, Sr. Unsec. Notes, 4.90%, 04/15/58(b)	Baa2/BBB		561		563,548
NGPL PipeCo LLC, Sr. Unsec. Notes, 7.768%, 12/15/37, 144A	Baa3/BBB-		880		1,074,037
ONEOK, Inc., Co. Gty., 5.85%, 01/15/26(b)	Baa3/BBB		314		358,388
Panhandle Eastern Pipe Line Co. LP, Sr. Unsec. Notes, 7.00%, 07/15/29	Baa3/BBB-		1,000		1,174,940
Parkland Corp., Co. Gty., 5.875%, 07/15/27, 144A(b)	Ba3/BB		981		1,017,787
PBF Holding Co. LLC, Co. Gty., 6.00%, 02/15/28, 144A(b)	B1/BB		405		336,150
Petroleos Mexicanos, Co. Gty., 5.95%, 01/28/31, 144A(b)	Ba2/BBB		552		455,483
Petroleos Mexicanos, Co. Gty., 6.35%, 02/12/48	Ba2/BBB		702		521,340
Petroleos Mexicanos, Co. Gty., 6.95%, 01/28/60, 144A(b)	Ba2/BBB		195		149,904
Phillips 66, Co. Gty., 3.85%, 04/09/25(b)	A3/BBB+		416		461,100
Plains All American Pipeline LP, Sr. Unsec. Notes, 3.80%, 09/15/30(b)	Ba1/BBB-		396		387,992
Targa Resources Partners LP, Co. Gty., 5.50%, 03/01/30, 144A(b)	Ba3/BB		1,177		1,136,535
Total Capital International SA, Co. Gty., 3.127%, 05/29/50(b)	Aa3/A+		1,126		1,155,241
Transcontinental Gas Pipe Line Co. LLC, Sr. Unsec. Notes, 3.95%, 05/15/50, 144A(b)	Baa2/BBB		384		409,154
Valero Energy Corp., Co. Gty., 8.75%, 06/15/30	Baa2/BBB		1,000		1,390,200
Valero Energy Corp., Sr. Unsec. Notes, 10.50%, 03/15/39	Baa2/BBB		500		821,069
Williams Cos., Inc., Sr. Unsec. Notes, 7.50%, 01/15/31	Baa3/BBB		911		1,166,597
					32,836,671
FOOD AND BEVERAGE (0.69%)
Anheuser-Busch InBev Worldwide, Inc., Co. Gty., 4.70%, 02/01/36(b)	Baa1/BBB+		645		759,858
Anheuser-Busch InBev Worldwide, Inc., Co. Gty., 4.90%, 02/01/46(b)	Baa1/BBB+		256		313,263
Anheuser-Busch InBev Worldwide, Inc., Co. Gty., 8.20%, 01/15/39	Baa1/BBB+		27		42,578
Kroger Co., Sr. Unsec. Notes, 5.40%, 01/15/49(b)	Baa1/BBB		68		95,133

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (Continued)
FOOD AND BEVERAGE (Continued)
Sysco Corp., Co. Gty., 5.95%, 04/01/30(b)	Baa1/BBB-	$	305	$	383,112
					1,593,944
GAMING, LODGING & LEISURE (0.82%)
Las Vegas Sand Corp., Sr. Unsec. Notes, 3.90%, 08/08/29(b)	Baa3/BBB-		994		980,576
Marriott International, Inc., Sr. Unsec. Notes, 5.75%, 05/01/25(b)	Baa3/BBB-		489		531,229
Marriott International, Inc., Sr. Unsec. Notes, 4.625%, 06/15/30(b)	Baa3/BBB-		361		374,579
					1,886,384
HEALTHCARE (1.25%)
AbbVie, Inc., Sr. Unsec. Notes, 4.05%, 11/21/39, 144A(b)	Baa2/BBB+		615		719,218
Bausch Health Cos, Inc., Co. Gty., 6.25%, 02/15/29, 144A(b)	B3/B		73		73,365
Bausch Health Cos., Inc., Co. Gty., 5.25%, 01/30/30, 144A(b)	B3/B		87		82,541
Takeda Pharmaceutical Co. Ltd., Sr. Unsec. Notes, 3.175%, 07/09/50(b)	Baa2/NA		684		681,781
Takeda Pharmaceutical Co., Ltd, Sr. Unsec. Notes, 5.00%, 11/26/28(b)	Baa2/BBB+		500		619,422
Tenet Healthcare Corp., Sr. Sec. Notes, 4.625%, 06/15/28, 144A(b)	B1/BB-		99		96,446
Teva Pharmaceutical Finance Netherlands III BV, Co. Gty., 7.125%, 01/31/25, 144A(b)	Ba2/BB		577		614,211
					2,886,984
HOME BUILDERS (0.04%)
Newell Brands, Inc., Sr. Unsec. Notes, 4.875%, 06/01/25(b)	Ba1/BB+		94		98,445
INDUSTRIAL (4.86%)
3M Co., Sr. Unsec. Notes, 4.00%, 09/14/48(b)	A1/A+		1,019		1,262,976
Altria Group, Inc., Co. Gty., 4.80%, 02/14/29(b)	A3/BBB		527		615,293
Altria Group, Inc., Co. Gty., 5.95%, 02/14/49(b)	A3/BBB		329		431,514
Boeing Co., Sr. Unsec. Notes, 4.875%, 05/01/25(b)	Baa2/BBB-		1,657		1,805,805
Boeing Co., Sr. Unsec. Notes, 5.805%, 05/01/50(b)	Baa2/BBB-		1,859		2,195,452
Carrier Global Corp., Co. Gty, 2.722%, 02/15/30, 144A(b)	Baa3/BBB		852		855,700
Caterpillar, Inc., Sr. Unsec. Notes, 3.25%, 04/09/50(b)	A3/A		532		593,041
Cemex SAB de CV, Sr. Sec. Notes, 7.375%, 06/05/27, 144A(b)	NA/BB		200		203,200
Heathrow Funding, Ltd., Sr. Sec. Notes, 4.875%, 07/15/21, 144A	NA/BBB+		200		204,016
Northrop Grumman Space & Mission Systems Corp., Co. Gty., 7.75%, 06/01/29	Baa1/BBB		500		706,816
Raytheon Technologies Corp., Sr. Unsec. Notes, 3.75%, 11/01/46(b)	Baa1/A-		700		799,452
Steel Dynamics Inc., Sr. Unsec. Notes, 3.25%, 01/15/31(b)	Baa3/BBB-		339		345,762
Steel Dynamics, Inc., Sr. Unsec. Notes, 2.80%, 12/15/24(b)	Baa3/BBB-		373		388,186
Steel Dynamics, Inc., Sr. Unsec. Notes, 3.45%, 04/15/30(b)	Baa3/BBB-		341		356,472
Sydney Airport Finance Co. Property, Ltd., Sr. Sec. Notes, 3.375%, 04/30/25, 144A(b)	Baa1/BBB+		400		412,766
					11,176,451
INSURANCE (9.46%)
Allstate Corp., Jr. Sub. Notes, (3M LIBOR +2.12%), 6.50%, 05/15/57(b),(c)	Baa1/BBB		2,200		2,667,214
American International Group, Inc., Jr. Sub. Notes, (3M LIBOR +4.195%), 8.175%, 05/15/58(b),(c)	Baa2/BBB-		2,500		3,187,500
Brighthouse Financial, Inc., Sr. Unsec. Notes, 5.625%, 05/15/30(b)	Baa3/BBB+		383		425,129
Farmers Exchange Capital, Sub. Notes, 7.20%, 07/15/48, 144A	Baa2/BBB+		2,250		2,754,353
Guardian Life Insurance Co. of America, Sub. Notes, 4.85%, 01/24/77, 144A	A1/AA-		148		189,191
Liberty Mutual Group, Inc., Co. Gty., 3.951%, 10/15/50, 144A(b)	Baa2/BBB		250		264,162
Liberty Mutual Group, Inc., Co. Gty., (3M LIBOR +7.12%), 10.75%, 06/15/58, 144A(b),(c)	Baa3/BB+		1,000		1,440,000
Lincoln National Corp., Sr. Unsec. Notes, 3.80%, 03/01/28(b)	Baa1/A-		250		277,194
Massachusetts Mutual Life Insurance Co., Sub. Notes, 4.90%, 04/01/77, 144A	A2/AA-		980		1,266,529
Massachusetts Mutual Life Insurance Co., Sub. Notes, 3.729%, 10/15/70, 144A	A2/AA-		243		249,735

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (Continued)
INSURANCE (Continued)
MetLife, Inc., Jr. Sub. Notes, 9.25%, 04/08/38, 144A(b)	Baa2/BBB	$	750	$	1,048,125
MetLife, Inc., Jr. Sub. Notes, 6.40%, 12/15/36(b)	Baa2/BBB		637		751,870
MetLife, Inc., Jr. Sub. Notes, 10.75%, 08/01/39(b)	Baa2/BBB		1,000		1,542,300
Nationwide Mutual Insurance Co., Sub. Notes, 8.25%, 12/01/31, 144A	A3/A-		500		730,847
Nationwide Mutual Insurance Co., Sub. Notes, 9.375%, 08/15/39, 144A	A3/A-		215		345,934
New York Life Insurance Co., Sub. Notes, 6.75%, 11/15/39, 144A	Aa2/AA-		103		156,536
Principal Financial Group, Inc., Co. Gty., (3M LIBOR +3.044%), 3.436%, 05/15/55(b),(c)	Baa2/BBB		1,135		1,017,187
Prudential Financial, Inc., Jr. Sub. Notes, (3M LIBOR +2.665%), 5.70%, 09/15/48(b),(c)	Baa1/BBB+		1,241		1,390,857
SAFG Retirement Services, Inc., Sr. Unsec. Notes, 8.125%, 04/28/23	Baa1/BBB+		1,800		2,065,255
					21,769,918
MEDIA (9.58%)
Charter Communications Operating LLC, Sr. Sec. Notes, 5.75%, 04/01/48(b)	Ba1/BBB-		774		963,513
Comcast Corp., Co. Gty., 4.15%, 10/15/28(b)	A3/A-		255		305,688
Comcast Corp., Co. Gty., 4.70%, 10/15/48(b)	A3/A-		297		399,442
Comcast Corp., Co. Gty., 7.05%, 03/15/33	A3/A-		2,000		3,049,877
Cox Communications, Inc., Sr. Unsec. Notes, 6.80%, 08/01/28	Baa2/BBB		1,500		1,890,352
Cox Enterprises, Inc., Sr. Unsec. Notes, 7.375%, 07/15/27, 144A	Baa2/BBB		500		648,252
CSC Holdings LLC, Co. Gty., 4.125%, 12/01/30, 144A(b)	Ba3/BB		448		444,080
CSC Holdings LLC, Co. Gty., 6.50%, 02/01/29, 144A(b)	Ba3/BB		954		1,043,437
Grupo Televisa SAB, Sr. Unsec. Notes, 5.00%, 05/13/45(b)	Baa1/BBB+		557		619,764
Grupo Televisa SAB, Sr. Unsec. Notes, 6.625%, 01/15/40	Baa1/BBB+		159		205,809
RELX, Inc., Sr. Unsec. Notes, 8.875%, 06/01/22	WR/BBB+		2,000		2,226,708
Time Warner Entertainment Co. LP, Sr. Sec. Notes, 8.375%, 07/15/33	Ba1/BBB-		1,360		2,048,122
ViacomCBS Inc., Sr. Unsec. Notes, 4.20%, 05/19/32(b)	Baa2/BBB		641		720,736
ViacomCBS, Inc., Sr. Unsec. Notes, 6.875%, 04/30/36	Baa2/BBB		179		242,579
Virgin Media Finance PLC, Sr. Unsec. Notes, 5.00%, 07/15/30, 144A(b)	B2/B		200		195,542
VTR Finance BV, Sr. Sec. Notes, 6.875%, 01/15/24, 144A(b)	B1/B+		2,176		2,225,874
VTR Finance NV, Sr. Unsec. Notes, 6.375%, 07/15/28, 144A(b)	B1/B		443		454,638
Walt Disney Co., Co. Gty., 7.90%, 12/01/95	A2/A-		1,400		2,667,591
Walt Disney, Co. Gty., 2.20%, 01/13/28	A2/A-		1,030		1,075,351
Walt Disney, Co. Gty., 3.60%, 01/13/51(b)	A2/A-		546		608,212
					22,035,567
MINING (2.42%)
BHP Billiton Finance USA, Ltd. Co. Gty., (5Yr Swap +5.093%), 6.75%, 10/19/75, 144A(b),(c)	Baa1/BBB+		3,899		4,502,175
Newcrest Finance Pty Ltd., Co. Gty., 3.25%, 05/13/30, 144A(b)	Baa2/BBB		137		147,153
Newmont Corp., Co. Gty., 2.25%, 10/01/30(b)	Baa2/BBB		912		924,278
					5,573,606
PAPER (0.80%)
Celulosa Arauco y Constitucion SA, Sr. Unsec. Notes, 4.20%, 01/29/30, 144A(b)	Baa3/BBB-		579		589,856
Celulosa Arauco y Constitucion SA, Sr. Unsec. Notes, 5.50%, 04/30/49, 144A(b)	Baa3/BBB-		647		661,558
Inversiones CMPC SA, Co. Gty., 3.85%, 01/13/30, 144A(b)	Baa3/BBB-		580		591,890
					1,843,304
REAL ESTATE INVESTMENT TRUST (REIT),(0.77%)
Iron Mountain Inc., Co. Gty., 5.00%, 07/15/28, 144A(b)	Ba3/BB-		59		57,802
Iron Mountain Inc., Co. Gty., 5.25%, 07/15/30, 144A(b)	Ba3/BB-		578		569,330
Iron Mountain, Inc., Co. Gty., 4.875%, 09/15/29, 144A(b)	Ba3/BB-		398		387,055

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (Continued)
REAL ESTATE INVESTMENT TRUST (REIT),(Continued)
Scentre Group Trust 1, Co. Gty., 4.375%, 05/28/30, 144A(b)	A2/A	$	699	$	768,695
					1,782,882
RETAIL & RESTAURANT (1.67%)
Starbucks Corp., Sr. Unsec. Notes, 4.45%, 08/15/49(b)	Baa1/BBB+		1,781		2,152,201
Walgreens Boots Alliance Inc., Sr. Unsec. Notes, 3.20%, 04/15/30(b)	Baa2/BBB		302		311,997
Walgreens Boots Alliance Inc., Sr. Unsec. Notes, 4.10%, 04/15/50(b)	Baa2/BBB		1,355		1,366,463
					3,830,661
TECHNOLOGY (4.26%)
Broadcom, Inc., Co. Gty., 4.25%, 04/15/26, 144A(b)	Baa3/BBB-		1,655		1,841,858
Broadcom, Inc., Co. Gty., 4.75%, 04/15/29, 144A(b)	Baa3/BBB-		1,109		1,258,865
Dell International LLC, Sr. Sec. Notes, 5.85%, 07/15/25, 144A(b)	Baa3/BBB-		342		393,026
Dell International LLC, Sr. Sec. Notes, 8.35%, 07/15/46, 144A(b)	Baa3/BBB-		845		1,127,051
Fiserv, Inc., Sr. Unsec. Notes, 3.50%, 07/01/29(b)	Baa2/BBB		1,087		1,221,919
NXP Funding LLC, Co. Gty., 3.875%, 09/01/22, 144A	Baa3/BBB		1,213		1,282,305
Oracle Corp., Sr. Unsec. Notes, 3.60%, 04/01/40(b)	A3/A		2,331		2,645,896
Presidio Holdings, Inc., Sr. Sec. Notes, 4.875%, 02/01/27, 144A(b)	B1/B		32		31,280
					9,802,200
TELECOMMUNICATIONS (3.61%)
AT&T, Inc., Sr. Unsec. Notes, 4.50%, 05/15/35(b)	Baa2/BBB		515		611,150
AT&T, Inc., Sr. Unsec. Notes, 4.75%, 05/15/46(b)	Baa2/BBB		425		509,507
Deutsche Telekom International Finance BV, Co. Gty., 8.75%, 06/15/30(f)	Baa1/BBB		2,000		3,128,715
T-Mobile USA Inc., Sr. Sec. Notes, 3.50%, 04/15/25, 144A(b)	Baa3/BBB-		1,039		1,130,837
Verizon Communications, Inc., Sr. Unsec. Notes, 4.812%, 03/15/39	Baa1/BBB+		1,898		2,479,314
VTR Comunicaciones SpA, Sr. Sec. Notes, 5.125%, 01/15/28, 144A(b)	Ba3/B+		442		451,061
					8,310,584
TRANSPORTATION (4.21%)
American Airlines, Pass Through Certs., Series 2013-2, Class B, 5.60%, 07/15/20, 144A	NA/BB-		892		892,494
American Airlines, Pass Through Certs., Series 2017-1, Class AA, 3.65%, 02/15/29	Baa1/NA		939		899,597
American Airlines, Pass Through Certs., Series 2017-2, Class AA, 3.35%, 10/15/29	Baa1/NA		1,415		1,326,696
American Airlines, Pass Through Certs., Series 2019-1, Class AA, 3.15%, 02/15/32	Baa1/A		801		737,463
Ashtead Capital, Inc., Sec. Notes, 4.00%, 05/01/28, 144A(b)	Baa3/BBB-		555		552,225
Ashtead Capital, Inc., Sec. Notes, 4.25%, 11/01/29, 144A(b)	Baa3/BBB-		200		200,000
BNSF Funding Trust I, Co. Gty., (3M LIBOR +2.35%), 6.613%, 12/15/55(b),(c)	Baa2/A-		250		274,014
Continental Airlines, Pass Through Certs., Series 2000-1, Class A1, 8.048%, 11/01/20(h)	Baa1/A-		—		40
Continental Airlines, Pass Through Certs., Series 2000-2, Class A1, 7.707%, 04/02/21	Baa1/BBB		80		76,441
ERAC USA Finance LLC, Co. Gty., 7.00%, 10/15/37, 144A	Baa1/A-		1,500		1,921,568
Union Pacific Corp., Sr. Unsec. Notes, 3.839%, 03/20/60(b)	Baa1/A-		503		581,282
United Airlines, Pass Through Certs., Series 2013-1, Class B, 5.375%, 08/15/21	NA/BBB-		247		235,208
United Airlines, Pass Through Certs., Series 2018-1, Class B, 4.60%, 03/01/26	Baa2/NA		785		588,051
United Airlines, Pass Through Certs., Series 2019-1, Class AA, 4.15%, 08/25/31	A1/NA		419		411,487

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)	Principal   Amount (000’s)		Value       (Note 1)
CORPORATE DEBT SECURITIES (Continued)
TRANSPORTATION (Continued)
United Airlines, Pass Through Certs., Series 2019-2, Class AA, 2.70%, 05/01/32	A1/NA	$	1,093	$	986,963
					9,683,529
UTILITIES (9.68%)
AES Gener SA., Jr. Sub. Notes, (H15T5Y +4.917%), 6.35%, 10/07/79, 144A(b),(c)	Ba2/BB		878		876,902
Black Hills Corp., Sr. Unsec. Notes, 3.95%, 01/15/26(b)	Baa2/BBB+		1,082		1,189,482
Black Hills Corp., Sr. Unsec. Notes, 3.875%, 10/15/49(b)	Baa2/BBB+		1,175		1,255,254
Cleveland Electric Illuminating Co., Sr. Unsec. Notes, 3.50%, 04/01/28, 144A(b)	Baa2/BBB		800		876,329
Consolidated Edison Co. of New York, Inc., Sr. Unsec. Notes, 3.95%, 04/01/50(b)	Baa1/A-		449		540,472
Consumer Energy Co., 3.10%, 08/15/50(b)	Aa3/A		780		867,860
Edison International, Sr. Unsec. Notes, 3.55%, 11/15/24(b)	Baa3/BBB-		575		605,997
Edison International, Sr. Unsec. Notes, 4.95%, 04/15/25(b)	Baa3/BBB-		339		371,486
Enel Finance International NV, Co. Gty., 4.625%, 09/14/25, 144A	Baa2/BBB+		1,458		1,660,414
Evergy Metro, Inc., Sr. Sec. Notes, 4.20%, 06/15/47(b)	A2/A+		917		1,113,184
FirstEnergy Corp., Sr. Unsec. Notes, 4.85%, 07/15/47(b)	Baa3/BBB-		1,570		1,989,589
Hydro-Quebec, 8.25%, 04/15/26	Aa2/AA-		1,550		2,180,384
IPALCO Enterprises Inc., Sr. Sec. Notes, 4.25%, 05/01/30, 144A(b)	Baa3/BBB-		462		500,521
MidAmerican Funding LLC, Sr. Sec. Notes, 6.927%, 03/01/29	A2/A-		500		701,791
NiSource, Inc., Jr. Sub. Notes, (H15T5Y +2.843%), 5.65%, 06/15/23(b),(c),(d)	NA/BBB-		696		664,680
Pacific Gas and Electric Co., 2.10%, 08/01/27(b)	Baa3/BBB-		391		386,953
Pacific Gas and Electric Co., 3.50%, 08/01/50(b)	Baa3/BBB-		617		596,318
Piedmont Natural Gas Co. Inc., Sr. Unsec. Notes, 3.50%, 06/01/29(b)	A3/A-		1,120		1,276,992
Southern Co. Gas Capital Corp., Co. Gty., 5.875%, 03/15/41(b)	Baa1/A-		992		1,317,255
Southern Co. Gas Capital Corp., Co. Gty., 3.95%, 10/01/46(b)	Baa1/A-		539		594,912
Southern Co. Gas Capital Corp., Co. Gty., 4.40%, 05/30/47(b)	Baa1/A-		1,164		1,382,337
Transelec SA, Sr. Unsec. Notes, 4.25%, 01/14/25, 144A(b)	Baa1/BBB		750		797,288
Transelec SA, Sr. Unsec. Notes, 3.875%, 01/12/29, 144A(b)	Baa1/BBB		490		513,888
					22,260,288
TOTAL CORPORATE DEBT SECURITIES (Cost of $171,547,287)					192,076,422
ASSET BACKED SECURITIES (7.44%)
Antares Ltd., Series 2017-1A, Class C, (3M LIBOR +3.10%), 4.235%, 07/20/28, 144A(b),(e)	NR/A		1,093		1,025,157
Arbor Realty Collateralized Loan Obligation, Ltd., Series 2017-FL3, Class A, (1M LIBOR +0.99%), 1.175%, 12/15/27, 144A(b),(e)	Aaa/NA		759		745,481
AVIS Budget Rental Car Funding AESOP LLC, Series 2015-2A, Class A, 2.63%, 12/20/21, 144A(b)	Aa1/NA		1,605		1,604,807
CLI Funding LLC, Series 2018-1A, Class A, 4.03%, 04/18/43, 144A(b)	NA/A		129		130,379
DB Master Finance LLC, Series 2017-1A, Class A2I, 3.629%, 11/20/47, 144A(b)	NA/BBB		328		339,134
DRB Prime Student Loan Trust, Series 2016-B, Class A2, 2.89%, 06/25/40, 144A(b)	Aaa/NA		140		143,175
DRB Prime Student Loan Trust, Series 2017-A, Class A2B, 2.85%, 05/27/42, 144A(b)	Aaa/NA		1,182		1,214,132
DT Auto Owner Trust, Series 2018-2A, Class C, 3.67%, 03/15/24, 144A(b)	NA/AA+		580		585,206
Fortress Credit Opportunities IX CLO, Ltd., Series 2017-9A, Class A1T, (3M LIBOR +1.55%), 1.942%, 11/15/29, 144A(b),(e)	Aaa/AAA		600		582,697
Golub Capital Partners Ltd., Series 2017-19RA, Class B, (3M LIBOR +2.55%), 3.541%, 07/26/29, 144A(b),(e)	A2/NA		1,935		1,848,718

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)	Principal Amount (000’s)		Value       (Note 1)
ASSET BACKED SECURITIES (Continued)
Golub Capital Partners Ltd., Series 2018-36A, Class C, (3M LIBOR +2.10%), 2.641%, 02/05/31, 144A(b),(e)	NA/A	$	2,250	$	2,018,970
IVY Hill Middle Market Credit Fund Ltd., Series 12A, Class B, (3M LIBOR +3.00%), 4.135%, 07/20/29, 144A(b),(e)	A3/NR		866		810,450
LoanCore Issuer, Ltd., Series 2018-CRE1, Class A, (1M LIBOR +1.13%), 1.315%, 05/15/28, 144A(b),(e)	Aaa/NA		500		494,250
SCF Equipment Leasing LLC, Series 2017-2A, Class A, 3.41%, 12/20/23, 144A(b)	Aa1/NA		227		228,043
Small Business Administration Participation Certificates, Series 2010-20F, Class 1, 3.88%, 06/01/30	Aaa/AA+		85		92,521
SMB Private Education Loan Trust, Series 2017-B, Class A2B, (1M LIBOR+0.75%), 0.935%, 10/15/35, 144A(b),(e)	Aaa/AAA		640		633,766
Sofi Consumer Loan Program LLC, Series 2017-3, Class A, 2.77%, 05/25/26, 144A(b)	NA/AAA		246		247,553
Sofi Consumer Loan Program Trust, Series 2018-1, Class B, 3.65%, 02/25/27, 144A(b)	NA/A		793		797,780
Sofi Professional Loan Program LLC, Series 2017-C, Class B, 3.56%, 07/25/40, 144A(b),(e)	NA/AA+		1,099		1,063,228
Sofi Professional Loan Program LLC, Series 2019-A, Class A1FX, 3.18%, 06/15/48, 144A(b)	Aaa/AAA		96		96,729
Textainer Marine Containers Ltd., Series 2017-1A, Class A, 3.72%, 05/20/42, 144A(b)	NA/A		508		504,473
Triton Container Finance LLC, Series 2017-2A, Class A, 3.62%, 08/20/42, 144A(b)	NA/A		909		904,751
Willis Engine Structured Trust IV, Series 2018-A, Class A, 4.75%, 09/15/43, 144A(b),(g)	NA/NA		1,324		999,287
TOTAL ASSET BACKED SECURITIES (Cost of $17,891,419)					17,110,687
COMMERCIAL MORTGAGE-BACKED SECURITIES (3.37%)
Angel Oak Mortgage Trust I LLC, Series 2019-2, Class A1, 3.628%, 03/25/49, 144A(b),(e)	NA/NA		201		205,833
Bancorp Commercial Mortgage Trust, Series 2018-CRE4, Class A, (1M LIBOR +0.90%), 1.085%, 09/15/35, 144A(b),(e)	Aaa/NA		58		55,628
Bellemeade Re Ltd., Series 2018-2A, Class M1B, (1M LIBOR +1.35%), 1.535%, 08/25/28, 144A(b),(e)	NA/NA		239		237,426
CGMS Commercial Mortgage Trust, Series 2017-MDRB, Class A, (1M LIBOR +1.10%), 1.285%, 07/15/30, 144A(e)	NA/AAA		54		51,369
Citigroup Commercial Mortgage Trust, Series 2013-375P, Class D, 3.518%, 05/10/35, 144A(e)	Baa1/NA		2,000		1,946,068
Citigroup Commercial Mortgage Trust, Series 2016-P6, Class C, 4.28%, 12/10/49(b),(e)	NR/NA		367		305,468
FREMF Mortgage Trust, Series 2015-K44, Class B, 3.807%, 01/25/48, 144A(b),(e)	NA/NA		535		569,505
FREMF Mortgage Trust, Series 2015-K45, Class B, 3.713%, 04/25/48, 144A(b),(e)	NA/NA		1,270		1,347,597
Lanark Master Issuer PLC, Series 2019-1A, Class 1A1, (3M LIBOR +0.77%), 1.128%, 12/22/69, 144A(b),(e)	Aaa/AAA		420		420,174
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-CKSV, Class C, 4.427%, 10/15/30, 144A(b),(e)	NA/A		2,710		2,522,585
MSDB Trust, Series 2017-712F, Class C, 3.628%, 07/11/39, 144A(e)	NA/A-		82		82,239
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost of $7,852,526)					7,743,892
RESIDENTIAL MORTGAGE-BACKED SECURITIES (0.17%)
FHLMC Pool # A15675, 6.00%, 11/01/33	Aaa/AA+		68		79,275
FHLMC Pool # G00182, 9.00%, 09/01/22(h)	Aaa/AA+		—		3
FNMA Pool # 754791, 6.50%, 12/01/33	Aaa/AA+		187		216,414

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

	Moody’s/ Standard &   Poor’s Rating(a)		Principal Amount (000’s)		Value       (Note 1)
RESIDENTIAL MORTGAGE-BACKED SECURITIES (Continued)
FNMA Pool # 763852, 5.50%, 02/01/34		Aaa/AA+	$	84	$	95,472
GNSF Pool # 194228, 9.50%, 11/15/20(h)		Aaa/AA+		—		438
GNSF Pool # 307527, 9.00%, 06/15/21		Aaa/AA+		2		1,619
GNSF Pool # 417239, 7.00%, 02/15/26		Aaa/AA+		4		4,377
GNSF Pool # 780374, 7.50%, 12/15/23		Aaa/AA+		1		1,527
TOTAL RESIDENTIAL MORTGAGE-BACKED SECURITIES (Cost of $324,579)						399,125
MUNICIPAL BONDS (1.24%)
San Francisco City & County Public Utilities Commission, Water Revenue, Build America Bonds, 6.00%, 11/01/40		Aa2/AA-		145		204,053
State of California, Build America Bonds, GO, 7.625%, 03/01/40		Aa2/AA-		1,500		2,647,785
TOTAL MUNICIPAL BONDS (Cost of $1,678,333)						2,851,838
U.S. TREASURY SECURITIES (1.62%)
United States Treasury Bond, 3.125%, 02/15/42		Aaa/AA+		235		319,102
United States Treasury Bond, 1.25%, 05/15/50		Aaa/AA+		423		406,619
United States Treasury Floating Rate Note, (USBMMY3M +0.22%), 0.365%, 07/31/21(e)		Aaa/AA+		1,000		1,001,918
United States Treasury Note, 0.50%, 04/30/27		Aaa/AA+		685		686,017
United States Treasury Note, 0.625%, 05/15/30		Aaa/AA+		1,312		1,307,863
TOTAL U.S. TREASURY SECURITIES (Cost of $3,714,520)						3,721,519
GOVERNMENT BOND (0.33%)
Mexico Government International Bond, Sr. Unsec. Notes, 5.00%, 04/27/51(b)		Baa1/BBB		711		766,103
TOTAL GOVERNMENT BOND (Cost of $658,504)						766,103
			Shares
PREFERRED STOCK (0.89%)
CoBank ACB, Series F, 6.250%, (3M LIBOR +4.557%)(b),(c),(d)				20,000		2,060,000
TOTAL PREFERRED STOCK (Cost of $2,085,000)						2,060,000
TOTAL INVESTMENTS (98.54%) (Cost $205,752,168)						226,729,586
OTHER ASSETS AND LIABILITIES (1.46%)						3,347,965
NET ASSETS (100.00%)					$	230,077,551

At June 30, 2020, the Fund had the following open futures contracts:

Long Futures Outstanding	Expiration Month		Number of     Contracts		Notional Amount			Value			Unrealized Appreciation (Depreciation)
U.S. Treasury 2-Year Notes		09/20		10	$	2,207,734		$	2,208,281		$	547
U.S. Treasury 10-Year Ultra Bonds		09/20		11		1,727,734			1,732,328			4,594
U.S. Treasury Long Bonds		09/20		26		4,604,172			4,642,625			38,453
U.S. Treasury Ultra Bonds		09/20		9		1,950,781			1,963,406			12,625
												56,219
Short Futures Outstanding
U.S. Treasury 5-Year Notes		09/20		119		(14,916,026	)		(14,963,321	)		(47,295	)
U.S. Treasury 10-Year Notes		09/20		15		(2,082,844	)		(2,087,578	)		(4,734	)
												(52,029	)
Net unrealized appreciation on open futures contracts											$	4,190

^(a) Ratings for debt securities are unaudited. All ratings are as of June 30, 2020 and may have changed subsequently.

^(b) This security is callable.

^(c) Fixed to floating rate security. Fixed rate indicated is rate effective at June 30, 2020. Security will convert at a future date to a floating rate of reference rate and spread in the description above.

^(d) Security is perpetual. Date shown is next call date.

^(e) Variable rate security. Rate indicated is rate effective at June 30, 2020.

^(f) Multi-Step Coupon. Rate disclosed is as of June 30, 2020.

^(g) Denotes a step-up bond. The rate indicated is the current coupon as of June 30, 2020.

^(h) Principal amount less than $1,000.

144A Securities were purchased pursuant to Rule 144A under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. At June 30, 2020, these securities amounted to $84,648,745 or 36.79% of net assets.

Legend

Certs. - Certificates

CLO - Collateralized Loan Obligation

The accompanying notes are an integral part of these financial statements.

SCHEDULE OF INVESTMENTS (Unaudited) — continued

Co. Gty. - Company Guaranty

FHLMC - Federal Home Loan Mortgage Corp.

FNMA - Federal National Mortgage Association

FREMF - Freddie Multi-Family

GNSF - Government National Mortgage Association (Single Family)

GO - General Obligation

H15T5Y - US Treasury Yield Curve Rate T Note Constant Maturity 5 Year

Jr. - Junior

LIBOR - London Interbank Offered Rate

LLC - Limited Liability Company

LP - Limited Partnership

Ltd. - Limited

REIT - Real Estate Investment trust

Sec. - Secured

SOFRRATE – Secured Overnight Financing Rate

Sr. - Senior

Sub. - Subordinated

Unsec. - Unsecured

USBMMY3M - 3 Month Treasury Bill Rate

The accompanying notes are an integral part of these financial statements.

INSIGHT SELECT INCOME FUND

Notes to the Quarterly Schedule of Investments

June 30, 2020

(unaudited)

A. Security Valuation – In valuing the Insight Select Income Fund’s (the “Fund”) net assets, all securities for which representative market quotations are available will be valued at the last quoted sales price on the security’s principal exchange on the day of valuation. If there are no sales of the relevant security on such day, the security will be valued at the bid price at the time of computation. For securities traded in the over-the-counter market, including listed debt and preferred securities, whose primary market is believed to be over-the-counter, the Fund uses recognized industry pricing services – approved by the Board and unaffiliated with the Adviser – and uses broker quotes provided by market makers of securities not valued by these and other recognized pricing sources.

In the event that market quotations are not readily available, or when such quotations are deemed not to reflect current market value, the securities will be valued at their respective fair value as determined in good faith by the Adviser pursuant to certain procedures and reporting requirements established by the Board of Trustees. The Adviser considers all relevant facts that are reasonably available when determining the fair value of a security, including but not limited to the last sale price or initial purchase price (if a when issued security) and subsequently adjusting the value based on changes in company specific fundamentals, changes in an appropriate securities index, or changes in the value of similar securities which may be further adjusted for any discounts related to security-specific resale restrictions. When possible, observable market inputs such as unadjusted quoted prices of similar securities, observable interest rates, currency rates and yield curves are utilized. At June 30, 2020, there were no securities valued using fair value procedures.

Fair Value Measurements – The Fund has adopted authoritative fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion in changes in valuation techniques and related inputs during the period and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below:

• Level 1	–	Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
• Level 2	–	Observable inputs other than quoted prices included in level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.
• Level 3	–	Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

Following is a description of the valuation techniques applied to the Fund’s major categories of assets measured at fair value on a recurring basis as of June 30, 2020.

INSIGHT SELECT INCOME FUND

Notes to the Quarterly Schedule of Investments

June 30, 2020 (concluded)

(unaudited)

	Total Market Value at 06/30/20		Level 1              Quoted             Price		Level 2         Significant         Observable         Inputs		Level 3 Significant Unobservable Inputs
ASSETS:
CORPORATE DEBT SECURITIES	$	192,076,422	$	—	$	192,076,422	$
ASSET BACKED SECURITIES		17,110,687		—		17,110,687		—
COMMERCIAL MORTGAGE-BACKED SECURITIES		7,743,892		—		7,743,892		—
RESIDENTIAL MORTGAGE-BACKED SECURITIES		399,125		—		399,125		—
MUNICIPAL BONDS		2,851,838		—		2,851,838		—
U.S. TREASURY SECURITIES		3,721,519		—		3,721,519		—
GOVERNMENT BONDS		766,103		—		766,103		—
PREFERRED STOCK		2,060,000		2,060,000		—		—
FUTURES CONTRACTS		56,219		56,219		—		—
TOTAL ASSETS	$	226,785,805	$	2,216,219	$	224,669,586	$	—
LIABILITIES:
FUTURES CONTRACTS	$	52,029	$	52,029	$	—	$	—

At the end of each calendar quarter, management evaluates the Level 1, 2 and 3 assets and liabilities for changes in liquidity, including but not limited to: whether a broker is willing to execute at the quoted price, the depth and consistency of prices from third party services, and the existence of contemporaneous, observable trades in the market. Additionally, management evaluates Level 1 and 2 assets and liabilities on a quarterly basis for changes in listings or delistings on national exchanges. Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Fund’s investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Fund may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities.

Level 3 investments are categorized as Level 3 with values derived utilizing prices from prior transactions or third party pricing information without adjustment (broker quotes, pricing services and net asset values). A significant change in third party pricing information could result in a significantly lower or higher value in such Level 3 investments. As of June 30, 2020, the Fund did not hold any Level 3 securities.

For more information with regards to significant accounting policies, see the most recent semi or annual report filed with the Securities and Exchange Commission.