Investment Objective

To provide long-term capital growth, with capital preservation as a secondary objective.

Investment Strategy

The portfolio is invested in a growth-oriented mix of stocks, bonds, alternatives, and cash that seeks to earn a good portion of the long-term growth of the stock market with less volatility. Holdings are diversified primarily among various stock investments, as long as stock market valuations are favorable versus long-term bond yields. A substantial portion of the fund may be invested in long-term, fixed income securities.

The fund manager will adjust the investment mix over time to manage risk by continually evaluating individual securities and market conditions to determine the relative attractiveness of each investment. In general, stock exposure will increase when valuations are low and decrease during speculative markets.

May be Appropriate for Investors

  • Who want to be invested in long-term assets without full market risk
  • Who have a reasonably high capital risk tolerance

About Risk-Based Funds

Risk-based funds offer professional management and asset allocation through a choice of investment objectives that range from fairly aggressive to fairly conservative. All an investor has to do is determine which objective best suits his or her current risk tolerance and investment time horizon, then decide when to move to a different objective as his or her personal situation changes over the years.

Time Horizon & Range of Stock Exposure

Conservative Term Moderate Term Extended Term Maximum Term
0-5 Years 3-10 Years 7-20 Years 15+ Years
15-45% 20-60% 40-70% 70-95%

Generally, the longer your time horizon, the more aggressive your investment objective can be. Greater stock exposure is typically associated with higher return potential and higher capital risk.

Manning and Napier Risk-Based Funds Graphic

Learn more about our Pro-Blend® Series

Daily Price

$9.14

Daily $ Change

-$0.07

Daily % Change

-0.77%

as of 04/24/2018

Ticker

MNBIX

CUSIP

56382P674

Inception Date

03/28/2008

Investment Minimum

$1,000,000.00

Investment minimum may be waived for certain qualified retirement plans and discretionary investment accounts of the Advisor.

Important Documents

Summary Prospectus
Prospectus
Statement of Additional Information
Annual Report
Semi-Annual Report
Fact Sheet
Applications & Forms
XBRL-3/20/18

Annualized Performance

As of 03/31/2018

YTD

-0.22%

1 Year

8.08%

3 Year

4.13%

5 Year

5.63%

10 Year

5.78%

Inception
(---)

---

US Stock Market Cycle (04/01/2000 - 03/31/2018)

6.71%

Inception performance is based on the Pro-Blend® Extended Term Series Class S inception of 10/12/1993. For periods through 03/28/2008 (the inception date of the Class I shares), performance for the Class I shares is based on the historical performance of the Class S shares. Because the Class I shares invest in the same portfolio of securities as the Class S shares, performance will be different only to the extent that the Class S shares have a higher expense ratio. Performance data quoted represents past performance and does not guarantee future results. The investment return and principal value of an investment will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than that quoted.

Expense Ratio

Gross 0.83%

Top Ten Investments

As of 03/31/2018

TREASURY NOTES 9.67%
TREASURY BONDS 5.95%
GOVERNMENT AGENCY 5.66%
BOOKING HOLDINGS INC 2.16%
QORVO INC 1.88%
ANHEUSER-BUSCH INBEV SA/NV 1.54%
FACEBOOK INC -A 1.47%
DAVITA INC. 1.45%
NOVARTIS AG- REG 1.35%
REGENERON PHARMACEUTICALS INC 1.33%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 03/31/2018

Stocks 49.60%
Bonds 48.94%
Cash 1.46%

Detailed Asset Class Allocation

As of 03/31/2018

International Equities 16.77%
Small Capitalization 0.81%
Mid Capitalization 6.19%
Large Capitalization 25.84%
Long Term Fixed Income 14.72%
Intermediate Term Fixed Income 25.32%
Short Term Fixed Income 8.89%
Cash 1.46%

Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.

March Fund Holdings

As of 03/31/2018

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00163UAB2 AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 US 191,000 $188,612.50
00206REM0 AT&T INC 3.90000 08/14/2027 US 2,280,000 $2,295,696.77
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 2,179,000 $2,140,409.91
00289XAA7 ABENGOA YIELD PLC 7.00000 11/15/2019 GB 506,000 $522,445.00
004239109 ACADIA REALTY TRUST US AKR 3,050 $75,030.00
0045614 ANTOFAGASTA PLC GB ANTO LN 153,800 $1,988,453.87
0053673 ASHTEAD GROUP PLC GB AHT LN 11,170 $304,568.77
00772BAF8 AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 IE 2,140,000 $2,192,072.66
008492100 AGREE REALTY CORP US ADC 1,815 $87,192.60
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 95,000 $98,800.00
009563AD9 AIRXCEL INC 8.50000 02/15/2022 US 256,000 $276,800.00
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 1,255 $156,736.95
01609W102 ALIBABA GROUP - ADR CN BABA 30,230 $5,548,414.20
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 3,825,000 $3,630,326.59
01748XAA0 ALLEGIANT TRAVEL CO 5.50000 07/15/2019 US 175,000 $177,625.00
02005NAT7 ALLY FINANCIAL INC 3.50000 01/27/2019 US 160,000 $160,200.00
02079K107 ALPHABET INC-CL C US GOOG 3,140 $3,239,820.60
02079K305 ALPHABET INC-CL A US GOOGL 3,110 $3,225,505.40
02155EAA6 CEQUEL COM HLDG I/ CAP CP 7.75000 07/15/2025 US 200,000 $211,500.00
02155FAC9 ALTICE US FINANCE I CORP 5.50000 05/15/2026 US 200,000 $195,480.00
023135106 AMAZON.COM INC US AMZN 1,360 $1,968,382.40
02319V103 AMBEV SA-ADR BR ABEV 1,082,656 $7,870,909.12
0237400 DIAGEO PLC GB DGE LN 214,965 $7,270,037.52
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 3,900 $150,618.00
0263494 BAE SYSTEMS PLC GB BA/ LN 7,970 $65,207.94
02665T306 AMERICAN HOMES 4 RENT- A US AMH 11,510 $231,120.80
02666TAA5 AMERICAN HOMES 4 RENT 4.25000 02/15/2028 US 2,470,000 $2,420,434.26
026874CY1 AMERICAN INTL GROUP 4.12500 02/15/2024 US 1,524,000 $1,546,471.67
03027X100 AMERICAN TOWER REIT INC US AMT 11,450 $1,664,143.00
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 105,572.8 $106,909.92
03064D108 AMERICOLD REALTY TRUST US COLD 3,395 $64,776.60
034863AT7 ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 GB 2,270,000 $2,176,937.70
03748R101 APARTMENT INVT & MGMT CO -A US AIV 4,570 $186,227.50
0405207 HALMA PLC GB HLMA LN 9,170 $151,792.94
04621WAC4 ASSURED GUARANTY US HLDG 5.00000 07/01/2024 US 2,620,000 $2,792,929.41
0490656 KERRY GROUP PLC-A IE KYGA LN 2,760 $278,985.12
053484101 AVALONBAY COMMUNITIES INC US AVB 2,785 $458,021.10
05501U106 AZUL S.A SPONSORED ADR PFD BR AZUL 5,955 $206,936.25
0557681 HOWDEN JOINERY GROUP INC GB HWDN LN 16,220 $104,989.96
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 2,411,000 $2,329,503.14
058498106 BALL CORP US BLL 165,745 $6,581,733.95
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 1,619,000 $1,615,815.09
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 73,850 $5,987,019.50
09062X103 BIOGEN IDEC INC US BIIB 14,890 $4,077,179.80
09247X101 BLACKROCK INC US BLK 8,695 $4,710,255.40
0946580 WEIR GROUP PLC/THE GB WEIR LN 18,175 $509,473.74
09627J102 BLUEROCK RESIDENTIAL GROWTH US 7,865 $66,852.50
096630AE8 BOARDWALK PIPELINES LP 5.95000 06/01/2026 US 3,350,000 $3,590,100.13
09857L108 BOOKING HOLDINGS INC US BKNG 6,338 $13,185,511.82
101121101 BOSTON PROPERTIES INC US BXP 2,530 $311,746.60
105368203 BRANDYWINE REALTY TRUST US BDN 10,065 $159,832.20
110122108 BRISTOL MYERS SQUIBB CO US BMY 56,122 $3,549,716.50
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 3,015 $173,935.35
12467AAD0 C&S GROUP ENTERPRISES 5.37500 07/15/2022 US 366,000 $344,907.42
126307AH0 CSC HOLDINGS LLC 5.25000 06/01/2024 US 339,000 $322,473.75
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 635,477.92 $590,150.55
13321L108 CAMECO CORP CA CCJ 9,821 $89,272.89
14912Y202 CATCHMARK TIMBER TRUST INC US CTT 19,425 $242,229.75
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 183,672.51 $183,442.92
156504AH5 CENTURY COMMUNITIES 5.87500 07/15/2025 US 340,000 $323,850.00
16411QAA9 CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 US 160,000 $157,800.00
16412XAD7 CHENIERE CORP CHRISTI HD 7.00000 06/30/2024 US 170,000 $188,062.50
165183AL8 CFII 2017-2A A1 1.99000 05/15/2029 US 6,702,881.47 $6,632,385.93
165240102 CHESAPEAKE LODGING TRUST US CHSP 5,435 $151,147.35
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 2,440,000 $3,694,904.22
19238VAG0 COGECO CABLE INC 4.87500 05/01/2020 CA 95,000 $95,237.50
19625W104 COLONY NORTHSTAR INC-CLASS A US CLNS 14,480 $81,377.60
198287203 COLUMBIA PROPERTY TRUST INC US CXP 3,805 $77,850.30
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 8,495 $218,661.30
21871N101 CORECIVIC INC US CXW 10,950 $213,744.00
21987BAK4 CODELCO INC 5.62500 09/21/2035 CL 2,130,000 $2,441,534.35
222795106 COUSINS PROPERTIES INC US CUZ 36,465 $316,516.20
22530LAA4 CAALT 2017-1A A 2.56000 10/15/2025 US 1,224,000 $1,217,479.51
22663AAA7 ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 US 170,000 $165,750.00
22822V101 CROWN CASTLE INTL CORP US CCI 1,650 $180,856.50
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 620,556.45 $579,799.54
229663109 CUBESMART US CUBE 4,910 $138,462.00
23311RAC0 DCP MIDSTREAM OPERATING 9.75000 03/15/2019 US 95,000 $100,225.00
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 3,250 $45,633.95
23918K108 DAVITA INC. US DVA 134,500 $8,868,930.00
23918KAR9 DAVITA INC 5.00000 05/01/2025 US 250,000 $241,637.50
2434760 MEXICHEM SAB DE CV MX MEXCHEM* MM 40,200 $123,032.34
25271C102 DIAMOND OFFSHORE DRILLING US DO 108,330 $1,588,117.80
253868103 DIGITAL REALTY TRUST INC US DLR 3,585 $377,787.30
2643674 GRUPO MEXICO SAB DE CV-SER MX GMEXICOB MM 94,770 $315,639.36
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 272,000 $273,360.00
269246401 ETRADE FINANCIAL CORP US ETFC 58,480 $3,240,376.80
269246BP8 E*TRADE FINANCIAL CORP 2.95000 08/24/2022 US 1,140,000 $1,109,741.38
2715777 QUEBECOR INC -CL B CA QBR/B CN 5,340 $102,087.32
277276101 EASTGROUP PROPERTIES US EGP 610 $50,422.60
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 2,225 $42,864.52
28140H203 EDUCATION REALTY TRUST INC US EDR 1,481 $48,502.74
28370TAG4 KINDER MORGAN ENER PART 4.30000 05/01/2024 US 2,061,000 $2,075,358.04
285512109 ELECTRONIC ARTS US EA 33,833 $4,101,912.92
2866857 LUNDIN MINING CORP CA LUN CN 292,955 $1,921,426.44
29250NAR6 ENBRIDGE INC 3.70000 07/15/2027 CA 1,018,000 $975,831.85
29372EBL1 ENTERPRISE FLEET FINANCING FLT 1.59000 02/22/2021 US 226,257.36 $226,064.36
294429105 EQUIFAX INC US EFX 34,890 $4,110,390.90
29444U700 EQUINIX INC US EQIX 1,570 $656,479.80
294628102 EQUITY COMMONWEALTH US EQC 3,405 $104,431.35
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 1,840 $161,496.80
29476L107 EQUITY RESIDENTIAL US EQR 3,865 $238,161.30
297178105 ESSEX PROPERTY TRUST INC US ESS 635 $152,831.80
298736109 EURONET WORLDWIDE INC US EEFT 45,560 $3,595,595.20
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 4,625,000 $4,552,604.88
30225T102 EXTRA SPACE STORAGE INC US EXR 2,625 $229,320.00
30251JAA9 FDIC 2011-R1 A 2.67200 07/25/2026 US 239,247.82 $238,638.67
30287EAE0 FREMF 2014-K41 B FLT 3.83208 11/25/2047 US 1,315,000 $1,315,083.11
30291EAE4 FREMF 2013-K712 B FLT 3.36434 05/25/2045 US 767,000 $771,399.51
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 78,736,453.49 $305,765.14
30291XAE2 FREMF 2014-K715 B FLT 3.97943 02/25/2046 US 1,279,000 $1,306,852.78
30303M102 FACEBOOK INC -A US FB 56,090 $8,962,621.10
3128M5VT4 FHLM POOL G03926 6.00000 02/01/2038 US 143,967.53 $161,296.79
3128M6NC8 FHLM POOL G04587 5.50000 08/01/2038 US 564,665.1 $618,797.34
3128M6NS3 FHLM POOL G04601 5.50000 07/01/2038 US 623,029.43 $681,989.70
3128M6SU3 FHLM POOL G04731 5.50000 04/01/2038 US 217,508.61 $238,542.97
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 168,795.41 $189,430.01
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 12,048.1 $12,533.50
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 30,046.99 $31,305.04
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 20,741.59 $21,571.85
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 15,967.36 $16,689.24
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 28,279.69 $29,555.87
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 273,687.31 $300,187.93
3128MJZU7 FHLM POOL G08754 4.50000 03/01/2047 US 1,111,100.65 $1,163,751.79
3128P75P4 FHLM POOL C91754 4.50000 03/01/2034 US 385,773.64 $405,668.62
3128P75X7 FHLM POOL C91762 4.50000 05/01/2034 US 507,801.02 $536,914.29
3128P76G3 FHLM POOL C91771 4.50000 06/01/2034 US 492,862.83 $523,031.56
3128P76R9 FHLM POOL C91780 4.50000 07/01/2034 US 547,146.78 $578,656.91
3128P8BT7 FHLM POOL C91850 4.00000 09/01/2035 US 1,615,629.44 $1,676,928.49
312941F69 FHLM POOL A92889 4.50000 07/01/2040 US 1,546,972.92 $1,636,929.47
3132LNE34 FHLM POOL K92054 4.00000 10/01/2034 US 592,461.64 $617,158.38
3132QQFU1 FHLM POOL Q33778 4.00000 06/01/2045 US 811,953.49 $836,794.44
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 766,427.3 $788,563.82
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 44,397.98 $45,089.49
3137A2B34 FHMS K009 X1 FLT 1.29512 08/25/2020 US 8,042,765.61 $204,108.50
3137ADTK3 FHMS K014 X1 FLT 1.17939 04/25/2021 US 9,471,108.17 $286,591.00
3137AJMG6 FMHS K016 X1 FLT 1.52075 10/25/2021 US 4,067,942.28 $179,683.04
3137AL6W4 FHMS K706 X1 FLT 1.54720 10/25/2018 US 5,521,851.87 $29,832.91
3137AME78 FHMS K017 X1 FLT 1.34561 12/25/2021 US 16,722,000.76 $680,175.74
3137ATSC7 FEDERAL NATL MTG ASSN KP01 A2 1.72000 01/25/2019 US 267,840.37 $266,880.24
3137AUPF0 FHMS K021 x1 FLT 1.46192 06/25/2022 US 11,112,147.37 $560,966.76
3137B36J2 FHMS K029 A2 3.32000 02/25/2023 US 2,156,000 $2,196,195.82
3137B3NB0 FHMS K030 X1 FLT 0.20508 04/25/2023 US 44,612,946.73 $402,065.26
3137B4GZ3 FHMS K032 X1 FLT 0.10903 05/25/2023 US 28,664,044.41 $156,898.38
3137B5KW2 FHMS K035 A2 3.45800 08/25/2023 US 2,631,000 $2,697,503.26
3137BT7J4 FHMS KJ10 A2 2.91200 12/25/2023 US 2,558,000 $2,547,176.33
3137BWVV3 FHMS KJ13 A2 2.86400 08/25/2022 US 1,827,000 $1,827,195.31
3138AJXA5 FEDERAL NATL MTG ASSN A15172 4.00000 08/01/2041 US 732,857.23 $757,581.95
3138EGE26 FEDERAL NATL MTG ASSN AL0152 6.00000 06/01/2040 US 634,628.56 $711,447.62
3138EGHT4 FEDERAL NATL MTG ASSN AL0241 4.00000 04/01/2041 US 837,426.63 $865,590.46
3138EHR87 FEDERAL NATL MTG ASSN AL1410 4.50000 12/01/2041 US 1,418,869.85 $1,499,295.14
3138EHXZ0 FEDERAL NATL MTG ASSN AL1595 6.00000 01/01/2040 US 352,394.53 $395,617.99
3138EQST0 FEDERAL NATL MTG ASSN AL7729 4.00000 06/01/2043 US 738,306.46 $763,106.31
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.65200 01/01/2049 US 1,566,334.11 $1,697,045.47
3138WDRZ6 FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 US 815,541.74 $862,931.39
3138Y6Y81 FEDERAL NATL MTG ASSN AX5234 4.50000 11/01/2044 US 708,652.79 $742,915.29
3138YNFD4 FEDERAL NATL MTG ASSN AY8263 3.00000 05/01/2035 US 1,299,671.5 $1,279,340.74
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 626,658 $644,886.20
3140EX2Y8 FEDERAL NATL MTG ASSN BC3490 3.50000 02/01/2046 US 1,842,828.79 $1,848,785.48
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 807,644.95 $810,257.50
3140FEX33 FEDERAL NATL MTG ASSN BD6997 4.00000 10/01/2046 US 843,682.12 $866,510.88
3140FPGW3 FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 US 955,330.05 $981,284.32
3140FPGZ6 FEDERAL NATL MTG ASSN BE3815 4.00000 12/01/2046 US 921,713.29 $946,752.61
3140FTWF4 FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 US 993,952.72 $1,045,565.94
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 22,571.72 $23,461.18
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 28,035.65 $29,124.29
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 150,400.05 $154,828.63
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 181,024.4 $186,403.34
31410KJV7 FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 US 318,772.15 $358,314.54
31410KJY1 FEDERAL NATL MTG ASSN 889579 6.00000 05/01/2038 US 271,414.24 $304,412.54
31411JXP6 FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 US 123,414.33 $135,139.59
31415VXY6 FEDERAL NATL MTG ASSN 990895 5.50000 10/01/2023 US 25,715.28 $26,876.52
31416BRR1 FEDERAL NATL MTG ASSN 995196 6.00000 07/01/2038 US 16,209.76 $18,202.80
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 11,662.97 $11,913.58
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 139,426.09 $143,331.62
31417FB72 FEDERAL NATL MTG ASSN AB8161 6.00000 12/01/2037 US 404,404.63 $454,014.63
31417YJC2 FEDERAL NATL MTG ASSN MA0258 4.50000 12/01/2039 US 530,427.61 $560,913.34
31418B6G6 FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 US 552,666.3 $539,521.47
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 810,578.18 $856,371.97
31418BDH6 FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 US 502,212.37 $530,425.89
31418CAF1 FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 US 1,096,440.46 $1,070,364.60
31418MG63 FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 US 26,570.11 $29,802.22
31418MGR7 FEDERAL NATL MTG ASSN AD0207 6.00000 10/01/2038 US 667,322.99 $748,408.15
31418MKV3 FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 US 419,706.2 $460,024.89
31418MQQ8 FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 US 19,932.95 $20,849.74
31418MSR4 FEDERAL NATL MTG ASSN AD0527 5.50000 06/01/2039 US 90,731.34 $99,320.10
31428X106 FEDEX CORPORATION US FDX 18,860 $4,528,474.60
315419AA9 FERROGLOBE / GLOBE SPEC 9.37500 03/01/2022 GB 205,000 $213,200.00
32054K103 FIRST INDUSTRIAL REALTY TR US FR 7,475 $218,494.25
345605109 FOREST CITY REALTY TRUST - A US FCE/A 5,840 $118,318.40
35802XAA1 FRESENIUS MED CARE US 6.50000 09/15/2018 US 2,435,000 $2,471,550.45
36143WAN1 GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 US 1,535,000 $1,537,533.52
36174X101 GGP INC US GGP 7,755 $158,667.30
36246MAT6 GTP AQUISITION PARTNERS 2.35000 06/15/2020 US 427,000 $422,041.97
36248EAA3 GSMS 2010-C2 3.84900 12/10/2043 US 59,404.79 $60,257.30
371559105 GENESEE & WYOMING INC -CL A US GWR 39,980 $2,830,184.20
374297109 GETTY REALTY CORP US GTY 5,140 $129,630.80
37950E366 GLOBAL X MSCI GREECE ETF GR 23,555 $228,483.50
37953TAB1 GLOBAL SHIP LEASE INC 9.87500 11/15/2022 MH 345,000 $346,380.00
37954A204 GLOBAL MEDICAL REIT INC US GMRE 8,500 $59,075.00
39807UAB2 GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 US 185,000 $184,537.50
399909100 GRUPO FINANCIERO GALICIA-ADR AR GGAL 2,165 $142,370.40
400506101 GRUPO AEROPORTUARIO PAC-ADR MX PAC 715 $71,242.60
40054A108 GRUPO SUPERVIELLE SA-SP ADR AR SUPV 4,370 $132,585.80
40412CAC5 HCA HEALTHCARE INC 6.25000 02/15/2021 US 73,000 $76,650.00
40414L109 HCP INC US HCP 10,220 $237,410.60
410345AL6 HANESBRANDS INC 4.87500 05/15/2026 US 170,000 $164,900.00
4116099 BPER BANCA IT BPE IM 27,415 $152,869.79
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 5,355 $141,639.75
431318AQ7 HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 US 245,000 $242,550.00
431475AB8 HILL-ROM HOLDINGS INC 5.00000 02/15/2025 US 191,000 $189,328.75
43814RAB2 HAROT 2016-4 A2 1.04000 04/18/2019 US 521,745.47 $520,683.46
44053FAA8 HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 US 350,000 $372,750.00
44107P104 HOST MARRIOTT CORP US HST 6,740 $125,633.60
444454AD4 HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 US 385,000 $377,300.00
4457624 TRIGANO SA FR TRI FP 1,455 $263,358.43
44891GAD6 HALST 2017-B A3 1.97000 07/15/2020 US 1,650,000 $1,635,425.22
4497749 KBC GROEP NV BE KBC BB 3,045 $265,155.60
45031UCD1 ISTAR INC 5.25000 09/15/2022 US 198,000 $191,565.00
45337C102 INCYTE CORP US INCY 74,601 $6,216,501.33
45378A106 INDEPENDENCE REALTY TRUST IN US IRT 12,755 $117,090.90
45763PAE6 INMARSAT FINANCE PLC 4.87500 05/15/2022 GB 245,000 $238,262.50
459745GH2 INTL LEASE FINANCE CORP 6.25000 05/15/2019 US 198,000 $204,795.96
46115HAT4 INTESA SANPAOLO SPA 5.01700 06/26/2024 IT 200,000 $197,269.61
46115HBD8 INTESA SANPAOLO SPA 3.87500 01/12/2028 IT 1,060,000 $999,763.37
46186YAA2 IHSFR 2015-SFR3 A FLT 3.05032 08/17/2032 US 1,102,715.41 $1,103,480.80
46187BAA1 IHSFR 2017-SFR2 A 2.65820 12/17/2036 US 522,601.52 $526,443.58
46187BAB9 IHSFR 2017-SFR2 B 2.95820 12/17/2036 US 390,000 $391,878.86
46187W107 INVITATION HOMES INC US INVH 8,398 $191,726.34
464286608 ISHARES MSCI EMU XX 9,370 $406,189.50
464286780 ISHARES MSCI SOUTH AFRICA ET ZA 3,750 $257,625.00
46434G798 ISHARES MSCI RUSSIA CAPPED E RU 4,340 $158,149.60
46625HHL7 JPMORGAN CHASE & CO 6.30000 04/23/2019 US 3,480,000 $3,610,778.40
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 424,166.7 $422,128.58
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 362,274.89 $360,307.74
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 624,035.27 $621,597.79
46649HAE2 JPMMT 2017-6 A5 3.50000 12/25/2048 US 1,562,897.73 $1,563,141.54
478160104 JOHNSON & JOHNSON US JNJ 46,620 $5,974,353.00
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 340,000 $306,000.00
4813345 SKANDINAVISKA ENSKILDA BAN-A SE SEBA SS 11,955 $125,602.91
4821100 SOLVAY SA BE SOLB BB 1,925 $267,536.10
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 3,010,000 $3,628,615.38
497864AA6 KISSNER GR HLDG 8.37500 12/01/2022 CA 242,000 $246,840.00
500769GZ1 KFW 1.50000 06/15/2021 DE 3,813,000 $3,679,583.13
50212YAB0 LPL HOLDINGS INC 5.75000 09/15/2025 US 178,000 $175,721.60
50218LAC0 LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 US 103,991.93 $103,542.94
505742AD8 LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 US 243,000 $247,242.78
5107401 BEIERSDORF AG DE BEI GR 1,550 $175,657.98
512816109 LAMAR ADVERTISING CO US LAMR 1,755 $111,723.30
5129074 FRESENIUS MEDICAL DE FME GR 2,290 $233,884.25
515110BU7 LANDWIRTSCH. RENTENBANK 2.37500 02/21/2020 DE 1,500,000 $1,498,305.00
517942108 LASALLE HOTEL PROPERTIES US LHO 3,205 $92,977.05
5228658 RANDSTAD HOLDING NV NL RAND NA 4,880 $321,397.23
5263574 FLSMIDTH & CO A/S DK FLS DC 390 $25,215.62
5289837 ERSTE GROUP BANK AG AT EBS AV 3,530 $177,465.07
53223X107 LIFE STORAGE INC US LSI 780 $65,145.60
5330047 DASSAULT SYSTEMES SA FR DSY FP 1,705 $231,869.05
539439AM1 LLOYDS BANKING GROUP PLC 4.58200 12/10/2025 GB 2,023,000 $2,022,896.58
54150E104 LOMA NEGRA CIA IND-SPON ADR AR LOMA 6,350 $135,382.00
5458314 AKZO NOBEL NL AKZA NA 3,295 $311,321.58
550021109 LULULEMON - ADR CA LULU 70,399 $6,273,958.88
554382101 THE MACERICH CO US MAC 1,530 $85,710.60
5545670 JUNGHEINRICH AG DE JUN3 GR 7,270 $322,212.49
559222AR5 MAGNA INTERNATIONAL INC 4.15000 10/01/2025 CA 1,556,000 $1,602,890.78
55933JAB0 MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 US 267,000 $256,987.50
5633616 SOPRA STERIA GROUP FR SOP FP 1,860 $379,641.49
5669354 REPSOL SA ES REP SM 12,200 $216,863.07
5699373 WIENERBERGER AG AT WIE AV 8,155 $203,917.62
5713422 METSO OYJ FI METSO FH 7,315 $230,792.05
5727973 SIEMENS AG-REG DE SIE GR 4,065 $518,683.62
57636Q104 MASTERCARD INC-CLASS A US MA 42,150 $7,382,994.00
5852842 ACCOR SA FR AC FP 3,115 $168,287.61
58933Y105 MERCK & CO INC US MRK 58,645 $3,194,393.15
59001ABA9 MERITAGE HOMES CORP 5.12500 06/06/2027 US 187,000 $176,715.00
594918104 MICROSOFT CORP US MSFT 87,840 $8,017,156.80
59522J103 MID-AMERICA APARTMENT COMM US MAA 2,815 $256,840.60
6174467X1 MORGAN STANLEY 5.00000 11/24/2025 US 1,532,000 $1,602,030.20
61744YAG3 MORGAN STANLEY FLT 3.01070 05/08/2024 US 3,540,000 $3,596,781.60
62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 400,000 $399,500.00
6250724 DAIKIN INDUSTRIES LTD JP 6367 JP 1,700 $188,858.35
6291819 CHINA PETROLEUM & CHEMICAL - H CN 386 HK 202,000 $179,190.78
62944TAE5 NVR INC 3.95000 09/15/2022 US 1,532,000 $1,562,804.89
6356934 FANUC LTD JP 6954 JP 1,270 $326,838.52
637417106 NATIONAL RETAIL PROPERTIES US NNN 2,330 $91,475.80
64110W102 NETEASE.COM INC- ADR CN NTES 460 $128,979.40
6429104 HITACHI LTD FIRST SECTION JP 6501 JP 49,000 $356,896.75
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 479,610.37 $484,085.37
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 703,616.57 $710,620.58
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 704,595.29 $711,123.01
6490995 KEYENCE CORP JP 6861 JP 1,018 $635,901.97
6630940 CHINA EVERBRIGHT INTL LTD HK 257 HK 218,000 $307,811.28
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 540,000 $550,800.00
66987V109 NOVARTIS AG- REG CH NVS 102,290 $8,270,146.50
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 115,000 $118,654.42
683235AA3 ONTARIO (PROVINCE OF) 2.00000 09/27/2018 CA 932,000 $931,151.58
68323ADY7 ONTARIO (PROVINCE OF) 1.25000 06/17/2019 CA 777,000 $766,401.72
6865504 SUZUKI MOTOR CORP JP 7269 JP 3,700 $200,885.41
69007J106 OUTFRONT MEDIA INC US OUT 6,115 $114,595.10
69145LAA2 OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 US 305,000 $311,862.50
697660207 PAMPA ENERGIA SA AR PAM 2,190 $130,524.00
70014LAC4 PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 KY 251,000 $237,822.50
7110902 TECAN GROUP AG-REG CH TECN SW 725 $153,541.84
7123870 NESTLE SA-REGISTERED CH NESN SW 3,531 $279,095.64
713448CX4 PEPSICO INC 3.10000 07/17/2022 US 1,043,000 $1,048,747.63
7147892 TEMENOS GROUP AG-REG CH TEMN SW 1,120 $134,298.42
71654QCJ9 PETROLEOS MEXICANOS 6.35000 02/12/2048 MX 3,740,000 $3,613,775.00
71943U104 PHYSICIANS REALTY TRUST US DOC 14,240 $221,716.80
7262610 CREDIT AGRICOLE SA FR ACA FP 16,160 $263,489.27
729640102 PLYMOUTH INDUSTRIAL REIT INC US 1,930 $33,157.40
733174AJ5 POPULAR INC 7.00000 07/01/2019 US 279,000 $284,580.00
7339451 ORPEA SA FR ORP FP 1,705 $216,514.84
7380062 AAREAL BANK AG DE ARL GR 5,820 $277,649.75
7380482 COMPAGNIE DE SAINT-GOBAIN FR SGO FP 7,740 $408,711.32
741503AZ9 PRICELINE GROUP INC/THE 3.60000 06/01/2026 US 3,700,000 $3,634,901.05
74340W103 PROLOGIS US PLD 8,950 $563,760.50
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 2,260,000 $2,378,650.00
74460D109 PUBLIC STORAGE INC US PSA 1,570 $314,612.30
74736K101 QORVO INC US QRVO 163,490 $11,517,870.50
7520794 BANQUE CANTONALE VAUDOIS-REG CH BCVN SW 210 $169,983.44
758849103 REGENCY CENTERS CORP US REG 2,313 $136,420.74
75886F107 REGENERON PHARMACEUTICALS INC US REGN 23,665 $8,149,279.40
76169C100 REXFORD INDUSTRIAL REALITY IN US REXR 2,295 $66,073.05
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 336,000 $347,763.36
7759435 ILIAD SA FR ILD FP 1,000 $207,024.59
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 4,170 $273,260.10
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 731 $89,803.35
78408XAD3 SCGT 2013-SRP1 AJ FLT 3.97660 11/15/2026 US 1,900,000 $1,895,380.72
78410G104 SBA COMMUNICATIONS CORP US SBAC 10,160 $1,736,547.20
78442FET1 SLM CORP 6.12500 03/25/2024 US 171,000 $170,358.75
78442PGC4 SLM CORP 5.12500 04/05/2022 US 270,000 $272,700.00
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 1,010,000 $1,103,929.78
80282KAS5 SANTANDER HOLDINGS USA 3.40000 01/18/2023 US 2,470,000 $2,412,708.25
806857108 SCHLUMBERGER LTD NL SLB 96,563 $6,255,351.14
808513105 CHARLES SCHWAB CORP/THE US SCHW 58,130 $3,035,548.60
81211K100 SEALED AIR CORP US SEE 87,650 $3,750,543.50
812578102 SEATTLE GENETICS INC US SGEN 113,960 $5,964,666.40
81663AAD7 SEMGROUP CORP 6.37500 03/15/2025 US 300,000 $286,500.00
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 506,234.18 $491,519.47
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 523,653.96 $508,322.42
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 460,779.59 $421,181.57
81762P102 SERVICENOW INC US NOW 39,120 $6,472,404.00
81783QAC9 SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 CA 166,000 $158,530.00
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 170,000 $170,425.00
828806109 SIMON PROPERTY GROUP INC US SPG 4,140 $639,009.00
82967NAY4 SIRIUS XM RADIO INC 3.87500 08/01/2022 US 165,000 $158,070.00
83088M102 SKYWORKS SOLUTIONS INC US SWKS 57,645 $5,779,487.70
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 453,381.14 $449,852.25
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 300,000 $295,090.89
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 594,450.28 $589,448.52
83405LAA8 SCLP 2017-5 A1 2.14000 09/25/2026 US 1,420,390.11 $1,412,374.42
83406EAB1 SOFI 2018-A A2A 2.39000 02/25/2042 US 966,315.66 $961,816.59
834423AA3 SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 US 1,089,000 $1,094,599.27
83714RAZ6 SOUTH CAROLINA ST STUDENT LOAN 2.14600 12/01/2023 US 670,727.04 $668,077.67
845467AL3 SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 US 194,000 $188,277.00
852061AK6 SPRINT COMMUNICATIONS 9.00000 11/15/2018 US 73,000 $75,281.25
852061AR1 SPRINT COMMUNICATIONS 7.00000 08/15/2020 US 73,000 $75,920.00
85254J102 STAG INDUSTRIAL INC US STAG 7,610 $182,031.20
85571BAJ4 STARWOOD PROPERTY TRUST 4.75000 03/15/2025 US 165,000 $160,875.00
85571XAA5 SRPT 2014-STAR A FLTG RATE 2.99660 11/15/2027 US 1,015,058.47 $1,016,070.08
862121100 STORE CAPITAL CORP US STOR 4,575 $113,551.50
866674104 SUN COMMUNITIES US SUI 2,440 $222,942.80
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 8,500 $129,370.00
87243QAB2 TENET HEALTHCARE CORP 6.00000 10/01/2020 US 95,000 $98,206.25
87470LAA9 TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 US 246,000 $250,305.00
876664103 TAUBMAN CTRS INC US TCO 785 $44,674.35
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 280,406.37 $278,939.84
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 205,000 $174,250.00
88032WAG1 TENCENT HOLDINGS LTD 3.59500 01/19/2028 KY 2,510,000 $2,417,580.55
88146M101 TERRENO REALTY CORP US TRNO 1,885 $65,051.35
88161DAA9 TESLA 2018-A A 2.32000 12/20/2019 US 1,258,282.11 $1,255,786.81
882508104 TEXAS INSTRUMENTS INC US TXN 28,520 $2,962,942.80
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 1,230,908.49 $1,213,169.38
893870204 TRANSPORTADOR GAS SUR-SP ADR AR TGS 7,035 $143,091.90
89613BAA5 TAH 2013-SFR1 A 2.58900 11/17/2033 US 876,296.09 $858,330.27
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 1,000,000 $977,815.10
896356AE2 TRINIDAD DRILLING LTD 6.62500 02/15/2025 CA 264,000 $246,180.00
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 276,000 $284,280.00
902653104 UDR INC US UDR 6,895 $245,599.90
903002103 UMH PROPERTIES INC US UMH 6,645 $89,109.45
90320MAA3 UPCB FINANCE IV LTD 5.37500 01/15/2025 KY 320,000 $308,800.00
904767704 UNILEVER PLC - ADR GB UL 86,870 $4,826,497.20
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 5,524,000 $7,495,809.03
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 8,169,000 $10,456,320.00
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 3,815,411.49 $3,715,575.30
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 5,913,000 $5,399,077.16
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 12,990,000 $13,053,427.70
9128283W8 US TREASURY N/B 2.75000 02/15/2028 US 6,450,000 $6,453,275.37
912828D23 US TREASURY N/B 1.62500 04/30/2019 US 12,825,000 $12,752,358.43
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 3,661,038.12 $3,646,782.69
912828K58 UNITED STATES TREAS NTS 1.37500 04/30/2020 US 13,000,000 $12,750,664.03
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 7,624,000 $7,012,590.96
912828S92 US TREASURY N/B 1.25000 07/31/2023 US 7,546,000 $7,043,424.63
912828UH1 UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 US 3,648,156.63 $3,587,412.85
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 13,515,000 $13,112,189.61
91704F104 URBAN EDGE PROPERTIES US UE 10,675 $227,911.25
92276F100 VENTAS INC US VTR 2,180 $107,975.40
92339V100 VEREIT INC US VER 14,330 $99,736.80
92343VDV3 VERIZON COMMUNICATIONS 5.50000 03/16/2047 US 3,360,000 $3,723,313.07
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 14,320 $2,333,873.60
92826C839 VISA INC - CLASS A SHARES US V 56,690 $6,781,257.80
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 350,000 $359,669.42
929042109 VORNADO REALTY TRUST US VNO 4,585 $308,570.50
948565AC0 WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 US 242,000 $240,790.00
94856TAA2 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 250,000 $246,875.00
94987MAB7 WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 US 600,000 $619,434.24
95040Q104 WELLTOWER INC. US WELL 2,635 $143,423.05
962166104 WEYERHAEUSER CO US WY 126,240 $4,418,400.00
962178AL3 TRI POINTE HOLDINGS INC 4.37500 06/15/2019 US 170,000 $170,425.00
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 147,000 $149,160.90
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 1,650,000 $1,577,461.17
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 490,400.33 $492,622.33
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 529,200.22 $524,438.00
98416JAE0 XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 US 211,000 $217,330.00
984245100 YPF S.A.-SPONSORED ADR AR YPF 5,895 $127,449.90
98919V105 ZAYO GROUP HOLDINGS INC US ZAYO 144,630 $4,940,560.80
AN7903213 SONGA BULK ASA 6.58875 06/13/2022 NO 200,000 $199,588.00
AP0787667 MPC CONTAINER SHIPS FLT 6.99814 09/22/2022 NL 200,000 $201,616.00
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 200,000 $199,500.00
B037HR3 ITAU UNIBANCO HOLDINGS S-PREF BR ITUB4 BZ 13,300 $208,033.44
B037JC2 NEXITY FR NXI FP 4,215 $269,952.53
B0386J1 JYSKE BANK-REG DK JYSK DC 2,685 $159,635.08
B06JSP1 SYDBANK A/S DK SYDB DC 3,890 $143,693.63
B0CGYD6 LOJAS RENNER S.A. BR LREN3 BZ 14,285 $147,763.18
B11ZRK9 LEGRAND SA FR LR FP 3,235 $253,820.62
B138HB7 KAUFMAN & BROAD SA FR KOF FP 4,298 $226,181.73
B13X013 EIFFAGE FR FGR FP 2,480 $282,450.61
B15C557 TOTAL SA FR FP FP 4,025 $230,711.97
B1FRH89 M DIAS BRANCO SA BR MDIA3 BZ 10,300 $159,111.91
B1FW751 GALP ENERGIA SGPS SA PT GALP PL 15,220 $287,029.77
B1HDJL2 NATIXIS FR KN FP 31,170 $255,759.57
B1HKSV6 BANCA GENERALI SPA IT BGN IM 6,850 $221,006.34
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 14,100 $68,754.95
B1NXMK6 IGUATEMI EMP DE SHOPPING BR IGTA3 BZ 13,045 $154,890.73
B1WGG93 GEBERIT AG-REG CH GEBN SW 505 $223,322.29
B1XFTL2 HEXAGON AB-B SHS SE HEXAB SS 3,445 $205,628.52
B1XH026 VINCI SA FR DG FP 6,105 $601,313.23
B1Y9TB3 DANONE FR BN FP 2,988 $242,274.10
B1YVKN8 ANTA SPORTS PRODUCTS LTD CN 2020 HK 58,000 $296,078.93
B1YY4B3 UNIBAIL-RODAMCO SE FR UL NA 1,370 $312,940.65
B232R05 SK INNOVATION CO LTD KR 096770 KS 790 $157,019.36
B283W97 CAIXABANK S.A ES CABK SM 61,520 $293,306.67
B2B0DG9 RELX PLC GB REL LN 9,535 $195,865.99
B2QY968 HYPERMARCAS SA BR HYPE3 BZ 18,800 $205,285.56
B3FP8W8 CANADA HOUSING TRUST 4.10000 12/15/2018 CA 299,000 $236,150.47
B3NB1P2 SUNCOR ENERGY INC CA SU CN 4,160 $143,655.37
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 3,112,000 $167,647.45
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 358,000 $286,764.02
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 5,057,000 $270,938.93
B4Q2TX3 CHINA LONGYUAN POWER GROUP-H CN 916 HK 444,000 $342,893.04
B4R2R50 JULIUS BAER CH BAER SW 3,220 $198,163.61
B4WTBY3 HUANENG RENEWABLES CORP-H CN 958 HK 936,000 $352,434.71
B4X4D29 FLEURY SA BR FLRY3 BZ 23,760 $195,897.92
B4YN9R2 SINGAPORE GOVERNMENT 2.50000 06/01/2019 SG 657,000 $505,220.80
B4YVF56 BRENNTAG AG DE BNR GR 2,952 $175,739.04
B5W0S97 ROYAL BANK OF CANADA 3.77000 03/30/2018 CA 346,000 $268,619.65
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 7,313,000 $408,622.93
B61JC67 TREASURY WINE ESTATES LTD AU TWE AU 14,968.67 $195,569.09
B63QM77 NEXON CO LTD JP 3659 JP 16,200 $274,649.74
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 972,000 $54,708.42
B7FQV64 RAIA DROGASIL S.A. BR RADL3 BZ 8,355 $189,119.67
B7VQL46 FNAC DARTY SA FR FNAC FP 1,160 $124,140.98
BB22L96 KION GROUP AG DE KGX GR 3,970 $370,642.30
BBG00HGG4WB2 BABA US 04/20/18 P175 CN -91 -$26,845.00
BBG00HH5X1Q5 MA US 04/20/18 P160 US -99 -$7,227.00
BBG00HJYYS71 REGN US 04/20/18 C360 US -44 -$21,560.00
BBG00K1PWX55 LULU US 03/29/18 C90 CA -177 -$531.00
BBG00K4117D7 QRVO US 04/20/18 P67.5 US -233 -$31,455.00
BBG00K4BM7W1 UL US 04/20/18 P47.5 GB -334 -$1,670.00
BBG00K5JF822 MDT US 04/06/18 P77.5 IE -207 -$4,140.00
BBG00K996BS5 AMZN US 04/27/18 P1350 US -11 -$39,600.00
BBG00KCSQKF1 SCHW US 04/20/18 P50.5 US -316 -$31,600.00
BDZZRC1 BOLSAS Y MERCADOS ARGENTINOS AR 8,590 $169,811.75
BF955D8 TELENET FINANCE LUX NOTE 5.50000 03/01/2028 LU 200,000 $191,250.00
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 69,120 $122,810.45
BGSH2S6 CVC BRASIL OPERADORA E AGENCIA BR CVCB3 BZ 8,400 $154,263.13
BH4TZ73 FU SHOU YUAN INTERNATIONAL CN 1448 HK 223,000 $221,995.13
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 81,335 $4,366,027.80
BNBNSG0 EURONEXT NV NL ENX FP 5,210 $381,887.85
BNGN9Z1 FINECOBANK SPA IT FBK IM 37,850 $455,573.61
BP269Z8 AXIA REAL ESTATE SOCIMI SA ES AXIA SM 2,930 $59,620.37
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 141,655 $4,453,446.80
BVRZ8L1 AENA SA ES AENA SM 2,465 $497,051.72
BVSS790 ELIS SA FR ELIS FP 5,280 $130,737.53
BYXS699 QIAGEN N.V. NL QIA GR 5,709 $184,562.73
BYY8LS2 MAISONS DU MONDE SA FR MDM FP 3,170 $115,777.72
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 85,416 $9,391,223.14
BYZ43T4 EUROBANK ERGASIAS SA GR EUROB GA 213,655 $203,161.40
BYZFYS3 SPIE SA FR SPIE FP 11,065 $244,828.68
BYZFZ91 SOPHOS GROUP PLC GB SOPH LN 31,525 $192,031.42
BYZR014 AMUNDI SA FR AMUN FP 4,165 $334,480.11
BYZWX76 CRODA INTERNATIONAL PLC GB CRDA LN 5,065 $325,381.75
BZ3C3Q4 BANKIA SA ES BKIA SM 33,663.75 $151,014.25
BZCNN35 BANCO COMERCIAL PORTUGUES-R PT BCP PL 374,975 $125,736.66
G02602103 AMDOCS LTD GG DOX 5,250 $350,280.00
G06242104 ATLASSIAN CORP PLC-CLASS A AU TEAM 1,952 $105,251.84
G3157S106 ENSCO INTERNATIONAL INC US ESV 150,630 $661,265.70
G37585AC3 GASLOG LTD 8.87500 03/22/2022 BM 257,000 $266,637.50
G45667105 HOLLYSYS AUTOMATION TECHNOLOGIES CN HOLI 6,695 $165,500.40
G57279104 LUXOFT HOLDING INC CH LXFT 1,095 $44,840.25
G5960L103 MEDTRONIC INC IE MDT 99,045 $7,945,389.90
G68707101 PAGSEGURO DIGITAL LTD-CL A BR PAGS 160 $6,131.20
G97822103 PERRIGO CO PLC IE PRGO 3,320 $276,688.80
H8817H100 TRANSOCEAN LTD US RIG 271,290 $2,685,771.00
N47279109 INTERXION HOLDING NX NL INXN 5,265 $327,009.15
N72482123 QIAGEN N.V. ADR NL QGEN 4,457 $144,005.67
USD US DOLLAR US 9,077,676.31 $9,077,676.31

Investments will change over time.

Daily Price

$9.14

Daily $ Change

-$0.07

Daily % Change

-0.77%

as of 04/24/2018

Ticker

MNBIX

CUSIP

56382P674

Inception Date

03/28/2008

Investment Minimum

$1,000,000.00

Investment minimum may be waived for certain qualified retirement plans and discretionary investment accounts of the Advisor.

Important Documents

Summary Prospectus
Prospectus
Statement of Additional Information
Annual Report
Semi-Annual Report
Fact Sheet
Applications & Forms
XBRL-3/20/18

Investment Objective

To provide long-term capital growth, with capital preservation as a secondary objective.

Investment Strategy

The portfolio is invested in a growth-oriented mix of stocks, bonds, alternatives, and cash that seeks to earn a good portion of the long-term growth of the stock market with less volatility. Holdings are diversified primarily among various stock investments, as long as stock market valuations are favorable versus long-term bond yields. A substantial portion of the fund may be invested in long-term, fixed income securities.

The fund manager will adjust the investment mix over time to manage risk by continually evaluating individual securities and market conditions to determine the relative attractiveness of each investment. In general, stock exposure will increase when valuations are low and decrease during speculative markets.

May be Appropriate for Investors

  • Who want to be invested in long-term assets without full market risk
  • Who have a reasonably high capital risk tolerance

About Risk-Based Funds

Risk-based funds offer professional management and asset allocation through a choice of investment objectives that range from fairly aggressive to fairly conservative. All an investor has to do is determine which objective best suits his or her current risk tolerance and investment time horizon, then decide when to move to a different objective as his or her personal situation changes over the years.

Time Horizon & Range of Stock Exposure

Conservative Term Moderate Term Extended Term Maximum Term
0-5 Years 3-10 Years 7-20 Years 15+ Years
15-45% 20-60% 40-70% 70-95%

Generally, the longer your time horizon, the more aggressive your investment objective can be. Greater stock exposure is typically associated with higher return potential and higher capital risk.

Manning and Napier Risk-Based Funds Graphic

Learn more about our Pro-Blend® Series

Annualized Performance

As of 03/31/2018

YTD

-0.22%

1 Year

8.08%

3 Year

4.13%

5 Year

5.63%

10 Year

5.78%

Inception
(---)

---

US Stock Market Cycle (04/01/2000 - 03/31/2018)

6.71%

Inception performance is based on the Pro-Blend® Extended Term Series Class S inception of 10/12/1993. For periods through 03/28/2008 (the inception date of the Class I shares), performance for the Class I shares is based on the historical performance of the Class S shares. Because the Class I shares invest in the same portfolio of securities as the Class S shares, performance will be different only to the extent that the Class S shares have a higher expense ratio. Performance data quoted represents past performance and does not guarantee future results. The investment return and principal value of an investment will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than that quoted.

Expense Ratio

Gross 0.83%

Top Ten Investments

As of 03/31/2018

TREASURY NOTES 9.67%
TREASURY BONDS 5.95%
GOVERNMENT AGENCY 5.66%
BOOKING HOLDINGS INC 2.16%
QORVO INC 1.88%
ANHEUSER-BUSCH INBEV SA/NV 1.54%
FACEBOOK INC -A 1.47%
DAVITA INC. 1.45%
NOVARTIS AG- REG 1.35%
REGENERON PHARMACEUTICALS INC 1.33%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 03/31/2018

Stocks
49.60%
Bonds
48.94%
Cash
1.46%

Detailed Asset Class Allocation

As of 03/31/2018

International Equities
16.77%
Small Capitalization
0.81%
Mid Capitalization
6.19%
Large Capitalization
25.84%
Long Term Fixed Income
14.72%
Intermediate Term Fixed Income
25.32%
Short Term Fixed Income
8.89%
Cash
1.46%

Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.

March Fund Holdings

As of 03/31/2018

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00163UAB2 AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 US 191,000 $188,612.50
00206REM0 AT&T INC 3.90000 08/14/2027 US 2,280,000 $2,295,696.77
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 2,179,000 $2,140,409.91
00289XAA7 ABENGOA YIELD PLC 7.00000 11/15/2019 GB 506,000 $522,445.00
004239109 ACADIA REALTY TRUST US AKR 3,050 $75,030.00
0045614 ANTOFAGASTA PLC GB ANTO LN 153,800 $1,988,453.87
0053673 ASHTEAD GROUP PLC GB AHT LN 11,170 $304,568.77
00772BAF8 AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 IE 2,140,000 $2,192,072.66
008492100 AGREE REALTY CORP US ADC 1,815 $87,192.60
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 95,000 $98,800.00
009563AD9 AIRXCEL INC 8.50000 02/15/2022 US 256,000 $276,800.00
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 1,255 $156,736.95
01609W102 ALIBABA GROUP - ADR CN BABA 30,230 $5,548,414.20
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 3,825,000 $3,630,326.59
01748XAA0 ALLEGIANT TRAVEL CO 5.50000 07/15/2019 US 175,000 $177,625.00
02005NAT7 ALLY FINANCIAL INC 3.50000 01/27/2019 US 160,000 $160,200.00
02079K107 ALPHABET INC-CL C US GOOG 3,140 $3,239,820.60
02079K305 ALPHABET INC-CL A US GOOGL 3,110 $3,225,505.40
02155EAA6 CEQUEL COM HLDG I/ CAP CP 7.75000 07/15/2025 US 200,000 $211,500.00
02155FAC9 ALTICE US FINANCE I CORP 5.50000 05/15/2026 US 200,000 $195,480.00
023135106 AMAZON.COM INC US AMZN 1,360 $1,968,382.40
02319V103 AMBEV SA-ADR BR ABEV 1,082,656 $7,870,909.12
0237400 DIAGEO PLC GB DGE LN 214,965 $7,270,037.52
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 3,900 $150,618.00
0263494 BAE SYSTEMS PLC GB BA/ LN 7,970 $65,207.94
02665T306 AMERICAN HOMES 4 RENT- A US AMH 11,510 $231,120.80
02666TAA5 AMERICAN HOMES 4 RENT 4.25000 02/15/2028 US 2,470,000 $2,420,434.26
026874CY1 AMERICAN INTL GROUP 4.12500 02/15/2024 US 1,524,000 $1,546,471.67
03027X100 AMERICAN TOWER REIT INC US AMT 11,450 $1,664,143.00
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 105,572.8 $106,909.92
03064D108 AMERICOLD REALTY TRUST US COLD 3,395 $64,776.60
034863AT7 ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 GB 2,270,000 $2,176,937.70
03748R101 APARTMENT INVT & MGMT CO -A US AIV 4,570 $186,227.50
0405207 HALMA PLC GB HLMA LN 9,170 $151,792.94
04621WAC4 ASSURED GUARANTY US HLDG 5.00000 07/01/2024 US 2,620,000 $2,792,929.41
0490656 KERRY GROUP PLC-A IE KYGA LN 2,760 $278,985.12
053484101 AVALONBAY COMMUNITIES INC US AVB 2,785 $458,021.10
05501U106 AZUL S.A SPONSORED ADR PFD BR AZUL 5,955 $206,936.25
0557681 HOWDEN JOINERY GROUP INC GB HWDN LN 16,220 $104,989.96
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 2,411,000 $2,329,503.14
058498106 BALL CORP US BLL 165,745 $6,581,733.95
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 1,619,000 $1,615,815.09
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 73,850 $5,987,019.50
09062X103 BIOGEN IDEC INC US BIIB 14,890 $4,077,179.80
09247X101 BLACKROCK INC US BLK 8,695 $4,710,255.40
0946580 WEIR GROUP PLC/THE GB WEIR LN 18,175 $509,473.74
09627J102 BLUEROCK RESIDENTIAL GROWTH US 7,865 $66,852.50
096630AE8 BOARDWALK PIPELINES LP 5.95000 06/01/2026 US 3,350,000 $3,590,100.13
09857L108 BOOKING HOLDINGS INC US BKNG 6,338 $13,185,511.82
101121101 BOSTON PROPERTIES INC US BXP 2,530 $311,746.60
105368203 BRANDYWINE REALTY TRUST US BDN 10,065 $159,832.20
110122108 BRISTOL MYERS SQUIBB CO US BMY 56,122 $3,549,716.50
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 3,015 $173,935.35
12467AAD0 C&S GROUP ENTERPRISES 5.37500 07/15/2022 US 366,000 $344,907.42
126307AH0 CSC HOLDINGS LLC 5.25000 06/01/2024 US 339,000 $322,473.75
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 635,477.92 $590,150.55
13321L108 CAMECO CORP CA CCJ 9,821 $89,272.89
14912Y202 CATCHMARK TIMBER TRUST INC US CTT 19,425 $242,229.75
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 183,672.51 $183,442.92
156504AH5 CENTURY COMMUNITIES 5.87500 07/15/2025 US 340,000 $323,850.00
16411QAA9 CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 US 160,000 $157,800.00
16412XAD7 CHENIERE CORP CHRISTI HD 7.00000 06/30/2024 US 170,000 $188,062.50
165183AL8 CFII 2017-2A A1 1.99000 05/15/2029 US 6,702,881.47 $6,632,385.93
165240102 CHESAPEAKE LODGING TRUST US CHSP 5,435 $151,147.35
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 2,440,000 $3,694,904.22
19238VAG0 COGECO CABLE INC 4.87500 05/01/2020 CA 95,000 $95,237.50
19625W104 COLONY NORTHSTAR INC-CLASS A US CLNS 14,480 $81,377.60
198287203 COLUMBIA PROPERTY TRUST INC US CXP 3,805 $77,850.30
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 8,495 $218,661.30
21871N101 CORECIVIC INC US CXW 10,950 $213,744.00
21987BAK4 CODELCO INC 5.62500 09/21/2035 CL 2,130,000 $2,441,534.35
222795106 COUSINS PROPERTIES INC US CUZ 36,465 $316,516.20
22530LAA4 CAALT 2017-1A A 2.56000 10/15/2025 US 1,224,000 $1,217,479.51
22663AAA7 ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 US 170,000 $165,750.00
22822V101 CROWN CASTLE INTL CORP US CCI 1,650 $180,856.50
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 620,556.45 $579,799.54
229663109 CUBESMART US CUBE 4,910 $138,462.00
23311RAC0 DCP MIDSTREAM OPERATING 9.75000 03/15/2019 US 95,000 $100,225.00
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 3,250 $45,633.95
23918K108 DAVITA INC. US DVA 134,500 $8,868,930.00
23918KAR9 DAVITA INC 5.00000 05/01/2025 US 250,000 $241,637.50
2434760 MEXICHEM SAB DE CV MX MEXCHEM* MM 40,200 $123,032.34
25271C102 DIAMOND OFFSHORE DRILLING US DO 108,330 $1,588,117.80
253868103 DIGITAL REALTY TRUST INC US DLR 3,585 $377,787.30
2643674 GRUPO MEXICO SAB DE CV-SER MX GMEXICOB MM 94,770 $315,639.36
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 272,000 $273,360.00
269246401 ETRADE FINANCIAL CORP US ETFC 58,480 $3,240,376.80
269246BP8 E*TRADE FINANCIAL CORP 2.95000 08/24/2022 US 1,140,000 $1,109,741.38
2715777 QUEBECOR INC -CL B CA QBR/B CN 5,340 $102,087.32
277276101 EASTGROUP PROPERTIES US EGP 610 $50,422.60
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 2,225 $42,864.52
28140H203 EDUCATION REALTY TRUST INC US EDR 1,481 $48,502.74
28370TAG4 KINDER MORGAN ENER PART 4.30000 05/01/2024 US 2,061,000 $2,075,358.04
285512109 ELECTRONIC ARTS US EA 33,833 $4,101,912.92
2866857 LUNDIN MINING CORP CA LUN CN 292,955 $1,921,426.44
29250NAR6 ENBRIDGE INC 3.70000 07/15/2027 CA 1,018,000 $975,831.85
29372EBL1 ENTERPRISE FLEET FINANCING FLT 1.59000 02/22/2021 US 226,257.36 $226,064.36
294429105 EQUIFAX INC US EFX 34,890 $4,110,390.90
29444U700 EQUINIX INC US EQIX 1,570 $656,479.80
294628102 EQUITY COMMONWEALTH US EQC 3,405 $104,431.35
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 1,840 $161,496.80
29476L107 EQUITY RESIDENTIAL US EQR 3,865 $238,161.30
297178105 ESSEX PROPERTY TRUST INC US ESS 635 $152,831.80
298736109 EURONET WORLDWIDE INC US EEFT 45,560 $3,595,595.20
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 4,625,000 $4,552,604.88
30225T102 EXTRA SPACE STORAGE INC US EXR 2,625 $229,320.00
30251JAA9 FDIC 2011-R1 A 2.67200 07/25/2026 US 239,247.82 $238,638.67
30287EAE0 FREMF 2014-K41 B FLT 3.83208 11/25/2047 US 1,315,000 $1,315,083.11
30291EAE4 FREMF 2013-K712 B FLT 3.36434 05/25/2045 US 767,000 $771,399.51
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 78,736,453.49 $305,765.14
30291XAE2 FREMF 2014-K715 B FLT 3.97943 02/25/2046 US 1,279,000 $1,306,852.78
30303M102 FACEBOOK INC -A US FB 56,090 $8,962,621.10
3128M5VT4 FHLM POOL G03926 6.00000 02/01/2038 US 143,967.53 $161,296.79
3128M6NC8 FHLM POOL G04587 5.50000 08/01/2038 US 564,665.1 $618,797.34
3128M6NS3 FHLM POOL G04601 5.50000 07/01/2038 US 623,029.43 $681,989.70
3128M6SU3 FHLM POOL G04731 5.50000 04/01/2038 US 217,508.61 $238,542.97
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 168,795.41 $189,430.01
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 12,048.1 $12,533.50
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 30,046.99 $31,305.04
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 20,741.59 $21,571.85
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 15,967.36 $16,689.24
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 28,279.69 $29,555.87
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 273,687.31 $300,187.93
3128MJZU7 FHLM POOL G08754 4.50000 03/01/2047 US 1,111,100.65 $1,163,751.79
3128P75P4 FHLM POOL C91754 4.50000 03/01/2034 US 385,773.64 $405,668.62
3128P75X7 FHLM POOL C91762 4.50000 05/01/2034 US 507,801.02 $536,914.29
3128P76G3 FHLM POOL C91771 4.50000 06/01/2034 US 492,862.83 $523,031.56
3128P76R9 FHLM POOL C91780 4.50000 07/01/2034 US 547,146.78 $578,656.91
3128P8BT7 FHLM POOL C91850 4.00000 09/01/2035 US 1,615,629.44 $1,676,928.49
312941F69 FHLM POOL A92889 4.50000 07/01/2040 US 1,546,972.92 $1,636,929.47
3132LNE34 FHLM POOL K92054 4.00000 10/01/2034 US 592,461.64 $617,158.38
3132QQFU1 FHLM POOL Q33778 4.00000 06/01/2045 US 811,953.49 $836,794.44
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 766,427.3 $788,563.82
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 44,397.98 $45,089.49
3137A2B34 FHMS K009 X1 FLT 1.29512 08/25/2020 US 8,042,765.61 $204,108.50
3137ADTK3 FHMS K014 X1 FLT 1.17939 04/25/2021 US 9,471,108.17 $286,591.00
3137AJMG6 FMHS K016 X1 FLT 1.52075 10/25/2021 US 4,067,942.28 $179,683.04
3137AL6W4 FHMS K706 X1 FLT 1.54720 10/25/2018 US 5,521,851.87 $29,832.91
3137AME78 FHMS K017 X1 FLT 1.34561 12/25/2021 US 16,722,000.76 $680,175.74
3137ATSC7 FEDERAL NATL MTG ASSN KP01 A2 1.72000 01/25/2019 US 267,840.37 $266,880.24
3137AUPF0 FHMS K021 x1 FLT 1.46192 06/25/2022 US 11,112,147.37 $560,966.76
3137B36J2 FHMS K029 A2 3.32000 02/25/2023 US 2,156,000 $2,196,195.82
3137B3NB0 FHMS K030 X1 FLT 0.20508 04/25/2023 US 44,612,946.73 $402,065.26
3137B4GZ3 FHMS K032 X1 FLT 0.10903 05/25/2023 US 28,664,044.41 $156,898.38
3137B5KW2 FHMS K035 A2 3.45800 08/25/2023 US 2,631,000 $2,697,503.26
3137BT7J4 FHMS KJ10 A2 2.91200 12/25/2023 US 2,558,000 $2,547,176.33
3137BWVV3 FHMS KJ13 A2 2.86400 08/25/2022 US 1,827,000 $1,827,195.31
3138AJXA5 FEDERAL NATL MTG ASSN A15172 4.00000 08/01/2041 US 732,857.23 $757,581.95
3138EGE26 FEDERAL NATL MTG ASSN AL0152 6.00000 06/01/2040 US 634,628.56 $711,447.62
3138EGHT4 FEDERAL NATL MTG ASSN AL0241 4.00000 04/01/2041 US 837,426.63 $865,590.46
3138EHR87 FEDERAL NATL MTG ASSN AL1410 4.50000 12/01/2041 US 1,418,869.85 $1,499,295.14
3138EHXZ0 FEDERAL NATL MTG ASSN AL1595 6.00000 01/01/2040 US 352,394.53 $395,617.99
3138EQST0 FEDERAL NATL MTG ASSN AL7729 4.00000 06/01/2043 US 738,306.46 $763,106.31
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.65200 01/01/2049 US 1,566,334.11 $1,697,045.47
3138WDRZ6 FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 US 815,541.74 $862,931.39
3138Y6Y81 FEDERAL NATL MTG ASSN AX5234 4.50000 11/01/2044 US 708,652.79 $742,915.29
3138YNFD4 FEDERAL NATL MTG ASSN AY8263 3.00000 05/01/2035 US 1,299,671.5 $1,279,340.74
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 626,658 $644,886.20
3140EX2Y8 FEDERAL NATL MTG ASSN BC3490 3.50000 02/01/2046 US 1,842,828.79 $1,848,785.48
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 807,644.95 $810,257.50
3140FEX33 FEDERAL NATL MTG ASSN BD6997 4.00000 10/01/2046 US 843,682.12 $866,510.88
3140FPGW3 FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 US 955,330.05 $981,284.32
3140FPGZ6 FEDERAL NATL MTG ASSN BE3815 4.00000 12/01/2046 US 921,713.29 $946,752.61
3140FTWF4 FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 US 993,952.72 $1,045,565.94
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 22,571.72 $23,461.18
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 28,035.65 $29,124.29
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 150,400.05 $154,828.63
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 181,024.4 $186,403.34
31410KJV7 FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 US 318,772.15 $358,314.54
31410KJY1 FEDERAL NATL MTG ASSN 889579 6.00000 05/01/2038 US 271,414.24 $304,412.54
31411JXP6 FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 US 123,414.33 $135,139.59
31415VXY6 FEDERAL NATL MTG ASSN 990895 5.50000 10/01/2023 US 25,715.28 $26,876.52
31416BRR1 FEDERAL NATL MTG ASSN 995196 6.00000 07/01/2038 US 16,209.76 $18,202.80
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 11,662.97 $11,913.58
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 139,426.09 $143,331.62
31417FB72 FEDERAL NATL MTG ASSN AB8161 6.00000 12/01/2037 US 404,404.63 $454,014.63
31417YJC2 FEDERAL NATL MTG ASSN MA0258 4.50000 12/01/2039 US 530,427.61 $560,913.34
31418B6G6 FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 US 552,666.3 $539,521.47
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 810,578.18 $856,371.97
31418BDH6 FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 US 502,212.37 $530,425.89
31418CAF1 FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 US 1,096,440.46 $1,070,364.60
31418MG63 FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 US 26,570.11 $29,802.22
31418MGR7 FEDERAL NATL MTG ASSN AD0207 6.00000 10/01/2038 US 667,322.99 $748,408.15
31418MKV3 FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 US 419,706.2 $460,024.89
31418MQQ8 FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 US 19,932.95 $20,849.74
31418MSR4 FEDERAL NATL MTG ASSN AD0527 5.50000 06/01/2039 US 90,731.34 $99,320.10
31428X106 FEDEX CORPORATION US FDX 18,860 $4,528,474.60
315419AA9 FERROGLOBE / GLOBE SPEC 9.37500 03/01/2022 GB 205,000 $213,200.00
32054K103 FIRST INDUSTRIAL REALTY TR US FR 7,475 $218,494.25
345605109 FOREST CITY REALTY TRUST - A US FCE/A 5,840 $118,318.40
35802XAA1 FRESENIUS MED CARE US 6.50000 09/15/2018 US 2,435,000 $2,471,550.45
36143WAN1 GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 US 1,535,000 $1,537,533.52
36174X101 GGP INC US GGP 7,755 $158,667.30
36246MAT6 GTP AQUISITION PARTNERS 2.35000 06/15/2020 US 427,000 $422,041.97
36248EAA3 GSMS 2010-C2 3.84900 12/10/2043 US 59,404.79 $60,257.30
371559105 GENESEE & WYOMING INC -CL A US GWR 39,980 $2,830,184.20
374297109 GETTY REALTY CORP US GTY 5,140 $129,630.80
37950E366 GLOBAL X MSCI GREECE ETF GR 23,555 $228,483.50
37953TAB1 GLOBAL SHIP LEASE INC 9.87500 11/15/2022 MH 345,000 $346,380.00
37954A204 GLOBAL MEDICAL REIT INC US GMRE 8,500 $59,075.00
39807UAB2 GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 US 185,000 $184,537.50
399909100 GRUPO FINANCIERO GALICIA-ADR AR GGAL 2,165 $142,370.40
400506101 GRUPO AEROPORTUARIO PAC-ADR MX PAC 715 $71,242.60
40054A108 GRUPO SUPERVIELLE SA-SP ADR AR SUPV 4,370 $132,585.80
40412CAC5 HCA HEALTHCARE INC 6.25000 02/15/2021 US 73,000 $76,650.00
40414L109 HCP INC US HCP 10,220 $237,410.60
410345AL6 HANESBRANDS INC 4.87500 05/15/2026 US 170,000 $164,900.00
4116099 BPER BANCA IT BPE IM 27,415 $152,869.79
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 5,355 $141,639.75
431318AQ7 HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 US 245,000 $242,550.00
431475AB8 HILL-ROM HOLDINGS INC 5.00000 02/15/2025 US 191,000 $189,328.75
43814RAB2 HAROT 2016-4 A2 1.04000 04/18/2019 US 521,745.47 $520,683.46
44053FAA8 HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 US 350,000 $372,750.00
44107P104 HOST MARRIOTT CORP US HST 6,740 $125,633.60
444454AD4 HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 US 385,000 $377,300.00
4457624 TRIGANO SA FR TRI FP 1,455 $263,358.43
44891GAD6 HALST 2017-B A3 1.97000 07/15/2020 US 1,650,000 $1,635,425.22
4497749 KBC GROEP NV BE KBC BB 3,045 $265,155.60
45031UCD1 ISTAR INC 5.25000 09/15/2022 US 198,000 $191,565.00
45337C102 INCYTE CORP US INCY 74,601 $6,216,501.33
45378A106 INDEPENDENCE REALTY TRUST IN US IRT 12,755 $117,090.90
45763PAE6 INMARSAT FINANCE PLC 4.87500 05/15/2022 GB 245,000 $238,262.50
459745GH2 INTL LEASE FINANCE CORP 6.25000 05/15/2019 US 198,000 $204,795.96
46115HAT4 INTESA SANPAOLO SPA 5.01700 06/26/2024 IT 200,000 $197,269.61
46115HBD8 INTESA SANPAOLO SPA 3.87500 01/12/2028 IT 1,060,000 $999,763.37
46186YAA2 IHSFR 2015-SFR3 A FLT 3.05032 08/17/2032 US 1,102,715.41 $1,103,480.80
46187BAA1 IHSFR 2017-SFR2 A 2.65820 12/17/2036 US 522,601.52 $526,443.58
46187BAB9 IHSFR 2017-SFR2 B 2.95820 12/17/2036 US 390,000 $391,878.86
46187W107 INVITATION HOMES INC US INVH 8,398 $191,726.34
464286608 ISHARES MSCI EMU XX 9,370 $406,189.50
464286780 ISHARES MSCI SOUTH AFRICA ET ZA 3,750 $257,625.00
46434G798 ISHARES MSCI RUSSIA CAPPED E RU 4,340 $158,149.60
46625HHL7 JPMORGAN CHASE & CO 6.30000 04/23/2019 US 3,480,000 $3,610,778.40
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 424,166.7 $422,128.58
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 362,274.89 $360,307.74
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 624,035.27 $621,597.79
46649HAE2 JPMMT 2017-6 A5 3.50000 12/25/2048 US 1,562,897.73 $1,563,141.54
478160104 JOHNSON & JOHNSON US JNJ 46,620 $5,974,353.00
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 340,000 $306,000.00
4813345 SKANDINAVISKA ENSKILDA BAN-A SE SEBA SS 11,955 $125,602.91
4821100 SOLVAY SA BE SOLB BB 1,925 $267,536.10
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 3,010,000 $3,628,615.38
497864AA6 KISSNER GR HLDG 8.37500 12/01/2022 CA 242,000 $246,840.00
500769GZ1 KFW 1.50000 06/15/2021 DE 3,813,000 $3,679,583.13
50212YAB0 LPL HOLDINGS INC 5.75000 09/15/2025 US 178,000 $175,721.60
50218LAC0 LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 US 103,991.93 $103,542.94
505742AD8 LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 US 243,000 $247,242.78
5107401 BEIERSDORF AG DE BEI GR 1,550 $175,657.98
512816109 LAMAR ADVERTISING CO US LAMR 1,755 $111,723.30
5129074 FRESENIUS MEDICAL DE FME GR 2,290 $233,884.25
515110BU7 LANDWIRTSCH. RENTENBANK 2.37500 02/21/2020 DE 1,500,000 $1,498,305.00
517942108 LASALLE HOTEL PROPERTIES US LHO 3,205 $92,977.05
5228658 RANDSTAD HOLDING NV NL RAND NA 4,880 $321,397.23
5263574 FLSMIDTH & CO A/S DK FLS DC 390 $25,215.62
5289837 ERSTE GROUP BANK AG AT EBS AV 3,530 $177,465.07
53223X107 LIFE STORAGE INC US LSI 780 $65,145.60
5330047 DASSAULT SYSTEMES SA FR DSY FP 1,705 $231,869.05
539439AM1 LLOYDS BANKING GROUP PLC 4.58200 12/10/2025 GB 2,023,000 $2,022,896.58
54150E104 LOMA NEGRA CIA IND-SPON ADR AR LOMA 6,350 $135,382.00
5458314 AKZO NOBEL NL AKZA NA 3,295 $311,321.58
550021109 LULULEMON - ADR CA LULU 70,399 $6,273,958.88
554382101 THE MACERICH CO US MAC 1,530 $85,710.60
5545670 JUNGHEINRICH AG DE JUN3 GR 7,270 $322,212.49
559222AR5 MAGNA INTERNATIONAL INC 4.15000 10/01/2025 CA 1,556,000 $1,602,890.78
55933JAB0 MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 US 267,000 $256,987.50
5633616 SOPRA STERIA GROUP FR SOP FP 1,860 $379,641.49
5669354 REPSOL SA ES REP SM 12,200 $216,863.07
5699373 WIENERBERGER AG AT WIE AV 8,155 $203,917.62
5713422 METSO OYJ FI METSO FH 7,315 $230,792.05
5727973 SIEMENS AG-REG DE SIE GR 4,065 $518,683.62
57636Q104 MASTERCARD INC-CLASS A US MA 42,150 $7,382,994.00
5852842 ACCOR SA FR AC FP 3,115 $168,287.61
58933Y105 MERCK & CO INC US MRK 58,645 $3,194,393.15
59001ABA9 MERITAGE HOMES CORP 5.12500 06/06/2027 US 187,000 $176,715.00
594918104 MICROSOFT CORP US MSFT 87,840 $8,017,156.80
59522J103 MID-AMERICA APARTMENT COMM US MAA 2,815 $256,840.60
6174467X1 MORGAN STANLEY 5.00000 11/24/2025 US 1,532,000 $1,602,030.20
61744YAG3 MORGAN STANLEY FLT 3.01070 05/08/2024 US 3,540,000 $3,596,781.60
62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 400,000 $399,500.00
6250724 DAIKIN INDUSTRIES LTD JP 6367 JP 1,700 $188,858.35
6291819 CHINA PETROLEUM & CHEMICAL - H CN 386 HK 202,000 $179,190.78
62944TAE5 NVR INC 3.95000 09/15/2022 US 1,532,000 $1,562,804.89
6356934 FANUC LTD JP 6954 JP 1,270 $326,838.52
637417106 NATIONAL RETAIL PROPERTIES US NNN 2,330 $91,475.80
64110W102 NETEASE.COM INC- ADR CN NTES 460 $128,979.40
6429104 HITACHI LTD FIRST SECTION JP 6501 JP 49,000 $356,896.75
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 479,610.37 $484,085.37
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 703,616.57 $710,620.58
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 704,595.29 $711,123.01
6490995 KEYENCE CORP JP 6861 JP 1,018 $635,901.97
6630940 CHINA EVERBRIGHT INTL LTD HK 257 HK 218,000 $307,811.28
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 540,000 $550,800.00
66987V109 NOVARTIS AG- REG CH NVS 102,290 $8,270,146.50
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 115,000 $118,654.42
683235AA3 ONTARIO (PROVINCE OF) 2.00000 09/27/2018 CA 932,000 $931,151.58
68323ADY7 ONTARIO (PROVINCE OF) 1.25000 06/17/2019 CA 777,000 $766,401.72
6865504 SUZUKI MOTOR CORP JP 7269 JP 3,700 $200,885.41
69007J106 OUTFRONT MEDIA INC US OUT 6,115 $114,595.10
69145LAA2 OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 US 305,000 $311,862.50
697660207 PAMPA ENERGIA SA AR PAM 2,190 $130,524.00
70014LAC4 PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 KY 251,000 $237,822.50
7110902 TECAN GROUP AG-REG CH TECN SW 725 $153,541.84
7123870 NESTLE SA-REGISTERED CH NESN SW 3,531 $279,095.64
713448CX4 PEPSICO INC 3.10000 07/17/2022 US 1,043,000 $1,048,747.63
7147892 TEMENOS GROUP AG-REG CH TEMN SW 1,120 $134,298.42
71654QCJ9 PETROLEOS MEXICANOS 6.35000 02/12/2048 MX 3,740,000 $3,613,775.00
71943U104 PHYSICIANS REALTY TRUST US DOC 14,240 $221,716.80
7262610 CREDIT AGRICOLE SA FR ACA FP 16,160 $263,489.27
729640102 PLYMOUTH INDUSTRIAL REIT INC US 1,930 $33,157.40
733174AJ5 POPULAR INC 7.00000 07/01/2019 US 279,000 $284,580.00
7339451 ORPEA SA FR ORP FP 1,705 $216,514.84
7380062 AAREAL BANK AG DE ARL GR 5,820 $277,649.75
7380482 COMPAGNIE DE SAINT-GOBAIN FR SGO FP 7,740 $408,711.32
741503AZ9 PRICELINE GROUP INC/THE 3.60000 06/01/2026 US 3,700,000 $3,634,901.05
74340W103 PROLOGIS US PLD 8,950 $563,760.50
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 2,260,000 $2,378,650.00
74460D109 PUBLIC STORAGE INC US PSA 1,570 $314,612.30
74736K101 QORVO INC US QRVO 163,490 $11,517,870.50
7520794 BANQUE CANTONALE VAUDOIS-REG CH BCVN SW 210 $169,983.44
758849103 REGENCY CENTERS CORP US REG 2,313 $136,420.74
75886F107 REGENERON PHARMACEUTICALS INC US REGN 23,665 $8,149,279.40
76169C100 REXFORD INDUSTRIAL REALITY IN US REXR 2,295 $66,073.05
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 336,000 $347,763.36
7759435 ILIAD SA FR ILD FP 1,000 $207,024.59
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 4,170 $273,260.10
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 731 $89,803.35
78408XAD3 SCGT 2013-SRP1 AJ FLT 3.97660 11/15/2026 US 1,900,000 $1,895,380.72
78410G104 SBA COMMUNICATIONS CORP US SBAC 10,160 $1,736,547.20
78442FET1 SLM CORP 6.12500 03/25/2024 US 171,000 $170,358.75
78442PGC4 SLM CORP 5.12500 04/05/2022 US 270,000 $272,700.00
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 1,010,000 $1,103,929.78
80282KAS5 SANTANDER HOLDINGS USA 3.40000 01/18/2023 US 2,470,000 $2,412,708.25
806857108 SCHLUMBERGER LTD NL SLB 96,563 $6,255,351.14
808513105 CHARLES SCHWAB CORP/THE US SCHW 58,130 $3,035,548.60
81211K100 SEALED AIR CORP US SEE 87,650 $3,750,543.50
812578102 SEATTLE GENETICS INC US SGEN 113,960 $5,964,666.40
81663AAD7 SEMGROUP CORP 6.37500 03/15/2025 US 300,000 $286,500.00
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 506,234.18 $491,519.47
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 523,653.96 $508,322.42
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 460,779.59 $421,181.57
81762P102 SERVICENOW INC US NOW 39,120 $6,472,404.00
81783QAC9 SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 CA 166,000 $158,530.00
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 170,000 $170,425.00
828806109 SIMON PROPERTY GROUP INC US SPG 4,140 $639,009.00
82967NAY4 SIRIUS XM RADIO INC 3.87500 08/01/2022 US 165,000 $158,070.00
83088M102 SKYWORKS SOLUTIONS INC US SWKS 57,645 $5,779,487.70
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 453,381.14 $449,852.25
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 300,000 $295,090.89
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 594,450.28 $589,448.52
83405LAA8 SCLP 2017-5 A1 2.14000 09/25/2026 US 1,420,390.11 $1,412,374.42
83406EAB1 SOFI 2018-A A2A 2.39000 02/25/2042 US 966,315.66 $961,816.59
834423AA3 SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 US 1,089,000 $1,094,599.27
83714RAZ6 SOUTH CAROLINA ST STUDENT LOAN 2.14600 12/01/2023 US 670,727.04 $668,077.67
845467AL3 SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 US 194,000 $188,277.00
852061AK6 SPRINT COMMUNICATIONS 9.00000 11/15/2018 US 73,000 $75,281.25
852061AR1 SPRINT COMMUNICATIONS 7.00000 08/15/2020 US 73,000 $75,920.00
85254J102 STAG INDUSTRIAL INC US STAG 7,610 $182,031.20
85571BAJ4 STARWOOD PROPERTY TRUST 4.75000 03/15/2025 US 165,000 $160,875.00
85571XAA5 SRPT 2014-STAR A FLTG RATE 2.99660 11/15/2027 US 1,015,058.47 $1,016,070.08
862121100 STORE CAPITAL CORP US STOR 4,575 $113,551.50
866674104 SUN COMMUNITIES US SUI 2,440 $222,942.80
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 8,500 $129,370.00
87243QAB2 TENET HEALTHCARE CORP 6.00000 10/01/2020 US 95,000 $98,206.25
87470LAA9 TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 US 246,000 $250,305.00
876664103 TAUBMAN CTRS INC US TCO 785 $44,674.35
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 280,406.37 $278,939.84
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 205,000 $174,250.00
88032WAG1 TENCENT HOLDINGS LTD 3.59500 01/19/2028 KY 2,510,000 $2,417,580.55
88146M101 TERRENO REALTY CORP US TRNO 1,885 $65,051.35
88161DAA9 TESLA 2018-A A 2.32000 12/20/2019 US 1,258,282.11 $1,255,786.81
882508104 TEXAS INSTRUMENTS INC US TXN 28,520 $2,962,942.80
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 1,230,908.49 $1,213,169.38
893870204 TRANSPORTADOR GAS SUR-SP ADR AR TGS 7,035 $143,091.90
89613BAA5 TAH 2013-SFR1 A 2.58900 11/17/2033 US 876,296.09 $858,330.27
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 1,000,000 $977,815.10
896356AE2 TRINIDAD DRILLING LTD 6.62500 02/15/2025 CA 264,000 $246,180.00
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 276,000 $284,280.00
902653104 UDR INC US UDR 6,895 $245,599.90
903002103 UMH PROPERTIES INC US UMH 6,645 $89,109.45
90320MAA3 UPCB FINANCE IV LTD 5.37500 01/15/2025 KY 320,000 $308,800.00
904767704 UNILEVER PLC - ADR GB UL 86,870 $4,826,497.20
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 5,524,000 $7,495,809.03
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 8,169,000 $10,456,320.00
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 3,815,411.49 $3,715,575.30
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 5,913,000 $5,399,077.16
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 12,990,000 $13,053,427.70
9128283W8 US TREASURY N/B 2.75000 02/15/2028 US 6,450,000 $6,453,275.37
912828D23 US TREASURY N/B 1.62500 04/30/2019 US 12,825,000 $12,752,358.43
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 3,661,038.12 $3,646,782.69
912828K58 UNITED STATES TREAS NTS 1.37500 04/30/2020 US 13,000,000 $12,750,664.03
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 7,624,000 $7,012,590.96
912828S92 US TREASURY N/B 1.25000 07/31/2023 US 7,546,000 $7,043,424.63
912828UH1 UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 US 3,648,156.63 $3,587,412.85
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 13,515,000 $13,112,189.61
91704F104 URBAN EDGE PROPERTIES US UE 10,675 $227,911.25
92276F100 VENTAS INC US VTR 2,180 $107,975.40
92339V100 VEREIT INC US VER 14,330 $99,736.80
92343VDV3 VERIZON COMMUNICATIONS 5.50000 03/16/2047 US 3,360,000 $3,723,313.07
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 14,320 $2,333,873.60
92826C839 VISA INC - CLASS A SHARES US V 56,690 $6,781,257.80
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 350,000 $359,669.42
929042109 VORNADO REALTY TRUST US VNO 4,585 $308,570.50
948565AC0 WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 US 242,000 $240,790.00
94856TAA2 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 250,000 $246,875.00
94987MAB7 WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 US 600,000 $619,434.24
95040Q104 WELLTOWER INC. US WELL 2,635 $143,423.05
962166104 WEYERHAEUSER CO US WY 126,240 $4,418,400.00
962178AL3 TRI POINTE HOLDINGS INC 4.37500 06/15/2019 US 170,000 $170,425.00
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 147,000 $149,160.90
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 1,650,000 $1,577,461.17
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 490,400.33 $492,622.33
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 529,200.22 $524,438.00
98416JAE0 XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 US 211,000 $217,330.00
984245100 YPF S.A.-SPONSORED ADR AR YPF 5,895 $127,449.90
98919V105 ZAYO GROUP HOLDINGS INC US ZAYO 144,630 $4,940,560.80
AN7903213 SONGA BULK ASA 6.58875 06/13/2022 NO 200,000 $199,588.00
AP0787667 MPC CONTAINER SHIPS FLT 6.99814 09/22/2022 NL 200,000 $201,616.00
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 200,000 $199,500.00
B037HR3 ITAU UNIBANCO HOLDINGS S-PREF BR ITUB4 BZ 13,300 $208,033.44
B037JC2 NEXITY FR NXI FP 4,215 $269,952.53
B0386J1 JYSKE BANK-REG DK JYSK DC 2,685 $159,635.08
B06JSP1 SYDBANK A/S DK SYDB DC 3,890 $143,693.63
B0CGYD6 LOJAS RENNER S.A. BR LREN3 BZ 14,285 $147,763.18
B11ZRK9 LEGRAND SA FR LR FP 3,235 $253,820.62
B138HB7 KAUFMAN & BROAD SA FR KOF FP 4,298 $226,181.73
B13X013 EIFFAGE FR FGR FP 2,480 $282,450.61
B15C557 TOTAL SA FR FP FP 4,025 $230,711.97
B1FRH89 M DIAS BRANCO SA BR MDIA3 BZ 10,300 $159,111.91
B1FW751 GALP ENERGIA SGPS SA PT GALP PL 15,220 $287,029.77
B1HDJL2 NATIXIS FR KN FP 31,170 $255,759.57
B1HKSV6 BANCA GENERALI SPA IT BGN IM 6,850 $221,006.34
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 14,100 $68,754.95
B1NXMK6 IGUATEMI EMP DE SHOPPING BR IGTA3 BZ 13,045 $154,890.73
B1WGG93 GEBERIT AG-REG CH GEBN SW 505 $223,322.29
B1XFTL2 HEXAGON AB-B SHS SE HEXAB SS 3,445 $205,628.52
B1XH026 VINCI SA FR DG FP 6,105 $601,313.23
B1Y9TB3 DANONE FR BN FP 2,988 $242,274.10
B1YVKN8 ANTA SPORTS PRODUCTS LTD CN 2020 HK 58,000 $296,078.93
B1YY4B3 UNIBAIL-RODAMCO SE FR UL NA 1,370 $312,940.65
B232R05 SK INNOVATION CO LTD KR 096770 KS 790 $157,019.36
B283W97 CAIXABANK S.A ES CABK SM 61,520 $293,306.67
B2B0DG9 RELX PLC GB REL LN 9,535 $195,865.99
B2QY968 HYPERMARCAS SA BR HYPE3 BZ 18,800 $205,285.56
B3FP8W8 CANADA HOUSING TRUST 4.10000 12/15/2018 CA 299,000 $236,150.47
B3NB1P2 SUNCOR ENERGY INC CA SU CN 4,160 $143,655.37
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 3,112,000 $167,647.45
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 358,000 $286,764.02
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 5,057,000 $270,938.93
B4Q2TX3 CHINA LONGYUAN POWER GROUP-H CN 916 HK 444,000 $342,893.04
B4R2R50 JULIUS BAER CH BAER SW 3,220 $198,163.61
B4WTBY3 HUANENG RENEWABLES CORP-H CN 958 HK 936,000 $352,434.71
B4X4D29 FLEURY SA BR FLRY3 BZ 23,760 $195,897.92
B4YN9R2 SINGAPORE GOVERNMENT 2.50000 06/01/2019 SG 657,000 $505,220.80
B4YVF56 BRENNTAG AG DE BNR GR 2,952 $175,739.04
B5W0S97 ROYAL BANK OF CANADA 3.77000 03/30/2018 CA 346,000 $268,619.65
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 7,313,000 $408,622.93
B61JC67 TREASURY WINE ESTATES LTD AU TWE AU 14,968.67 $195,569.09
B63QM77 NEXON CO LTD JP 3659 JP 16,200 $274,649.74
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 972,000 $54,708.42
B7FQV64 RAIA DROGASIL S.A. BR RADL3 BZ 8,355 $189,119.67
B7VQL46 FNAC DARTY SA FR FNAC FP 1,160 $124,140.98
BB22L96 KION GROUP AG DE KGX GR 3,970 $370,642.30
BBG00HGG4WB2 BABA US 04/20/18 P175 CN -91 -$26,845.00
BBG00HH5X1Q5 MA US 04/20/18 P160 US -99 -$7,227.00
BBG00HJYYS71 REGN US 04/20/18 C360 US -44 -$21,560.00
BBG00K1PWX55 LULU US 03/29/18 C90 CA -177 -$531.00
BBG00K4117D7 QRVO US 04/20/18 P67.5 US -233 -$31,455.00
BBG00K4BM7W1 UL US 04/20/18 P47.5 GB -334 -$1,670.00
BBG00K5JF822 MDT US 04/06/18 P77.5 IE -207 -$4,140.00
BBG00K996BS5 AMZN US 04/27/18 P1350 US -11 -$39,600.00
BBG00KCSQKF1 SCHW US 04/20/18 P50.5 US -316 -$31,600.00
BDZZRC1 BOLSAS Y MERCADOS ARGENTINOS AR 8,590 $169,811.75
BF955D8 TELENET FINANCE LUX NOTE 5.50000 03/01/2028 LU 200,000 $191,250.00
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 69,120 $122,810.45
BGSH2S6 CVC BRASIL OPERADORA E AGENCIA BR CVCB3 BZ 8,400 $154,263.13
BH4TZ73 FU SHOU YUAN INTERNATIONAL CN 1448 HK 223,000 $221,995.13
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 81,335 $4,366,027.80
BNBNSG0 EURONEXT NV NL ENX FP 5,210 $381,887.85
BNGN9Z1 FINECOBANK SPA IT FBK IM 37,850 $455,573.61
BP269Z8 AXIA REAL ESTATE SOCIMI SA ES AXIA SM 2,930 $59,620.37
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 141,655 $4,453,446.80
BVRZ8L1 AENA SA ES AENA SM 2,465 $497,051.72
BVSS790 ELIS SA FR ELIS FP 5,280 $130,737.53
BYXS699 QIAGEN N.V. NL QIA GR 5,709 $184,562.73
BYY8LS2 MAISONS DU MONDE SA FR MDM FP 3,170 $115,777.72
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 85,416 $9,391,223.14
BYZ43T4 EUROBANK ERGASIAS SA GR EUROB GA 213,655 $203,161.40
BYZFYS3 SPIE SA FR SPIE FP 11,065 $244,828.68
BYZFZ91 SOPHOS GROUP PLC GB SOPH LN 31,525 $192,031.42
BYZR014 AMUNDI SA FR AMUN FP 4,165 $334,480.11
BYZWX76 CRODA INTERNATIONAL PLC GB CRDA LN 5,065 $325,381.75
BZ3C3Q4 BANKIA SA ES BKIA SM 33,663.75 $151,014.25
BZCNN35 BANCO COMERCIAL PORTUGUES-R PT BCP PL 374,975 $125,736.66
G02602103 AMDOCS LTD GG DOX 5,250 $350,280.00
G06242104 ATLASSIAN CORP PLC-CLASS A AU TEAM 1,952 $105,251.84
G3157S106 ENSCO INTERNATIONAL INC US ESV 150,630 $661,265.70
G37585AC3 GASLOG LTD 8.87500 03/22/2022 BM 257,000 $266,637.50
G45667105 HOLLYSYS AUTOMATION TECHNOLOGIES CN HOLI 6,695 $165,500.40
G57279104 LUXOFT HOLDING INC CH LXFT 1,095 $44,840.25
G5960L103 MEDTRONIC INC IE MDT 99,045 $7,945,389.90
G68707101 PAGSEGURO DIGITAL LTD-CL A BR PAGS 160 $6,131.20
G97822103 PERRIGO CO PLC IE PRGO 3,320 $276,688.80
H8817H100 TRANSOCEAN LTD US RIG 271,290 $2,685,771.00
N47279109 INTERXION HOLDING NX NL INXN 5,265 $327,009.15
N72482123 QIAGEN N.V. ADR NL QGEN 4,457 $144,005.67
USD US DOLLAR US 9,077,676.31 $9,077,676.31

Investments will change over time.

Distributions

  • Pro-Blend® Extended Term Series Class I Distribution History
  • 2018 Distribution Calendar
  • Fourth Quarter 2017 Distributions
  • Third Quarter 2017 Distributions
  • Second Quarter 2017 Distributions
  • First Quarter 2018 Distributions
  • Tax Letter

A Word About Risk

All investments involve risks, including possible loss of principal. Because the fund invests in both stocks and bonds, the value of your investment will fluctuate in response to stock market movements and changes in interest rates. Investing in the fund will also involve a number of other risks, including issuer-specific risk, foreign investment risk, and small-cap/mid-cap risk. Investments in options and futures, like all derivatives, can be highly volatile and involve risks in addition to the risks of the underlying instrument on which the derivative is based, such as counterparty, correlation and liquidity risk. Also, the use of leverage increases exposure to the market and may magnify potential losses.


Loading...