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 securities 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

$10.77

Daily $ Change

-$0.05

Daily % Change

-0.46%

as of 09/13/2019

Ticker

MNBRX

CUSIP

563821446

Inception Date

06/30/2010

Investment Minimum

$2,000.00

Investment minimum may be waived for certain qualified retirement plans, participants in an automatic investment program, 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

Performance

As of 08/31/2019

YTD

14.60%

1 Year

6.55%

3 Year

6.69%

5 Year

3.57%

10 Year

7.23%

Inception
(10/12/1993)

7.83%

US Stock Market Cycle (04/01/2000 - 08/31/2019)

6.36%

Inception performance is based on the Pro-Blend® Extended Term Series Class S inception of 10/12/1993. For periods through 06/30/2010 (the inception date of the Class R shares), performance for the Class R shares is hypothetical and is based on the historical performance of the Class S shares adjusted for the Class R shares’ charges and expenses. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. 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 1.36%
Net 1.35%*

*Includes a 12b-1 fee of 0.50%, of which up to 0.25% is available as a shareholder servicing fee. Reflects the Advisor’s contractual agreement to limit its fees and reimburse certain expenses. The contractual waiver may not be amended or terminated without the prior approval of the Fund’s Board of Directors.

Top Ten Investments

As of 08/31/2019

TREASURY NOTES 10.88%
GOVERNMENT AGENCY 9.02%
TREASURY BONDS 8.72%
MEDTRONIC INC 1.96%
MASTERCARD INC-CLASS A 1.71%
NOVARTIS AG- REG 1.58%
VISA INC - CLASS A SHARES 1.53%
MICROSOFT CORP 1.52%
JOHNSON & JOHNSON 1.42%
SERVICENOW INC 1.29%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 08/31/2019

Bonds 50.83%
Stocks 47.75%
Cash 1.42%

Detailed Asset Class Allocation

As of 08/31/2019

International Equities 18.68%
Small Capitalization 0.37%
Mid Capitalization 0.87%
Large Capitalization 27.83%
Long Term Fixed Income 18.09%
Intermediate Term Fixed Income 27.12%
Short Term Fixed Income 5.62%
Cash 1.42%

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

August Fund Holdings

As of 08/31/2019

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00101JAK2 ADT SEC CORP 6.25000 10/15/2021 US 50,000 $53,125.00
00101JAM8 ADT CORP 5.25000 03/15/2020 US 50,000 $50,500.00
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 2,280,000 $2,508,640.41
00287Y109 ABBVIE INC US ABBV 1,280 $84,147.20
004239109 ACADIA REALTY TRUST US AKR 1,920 $52,512.00
00489LAA1 ACRISURE LLC / FIN INC 7.00000 11/15/2025 US 55,000 $50,652.80
00507V109 ACTIVISION INC US ATVI 98,855 $5,002,063.00
00774MAG0 AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 IE 2,260,000 $2,423,705.54
00791GAA5 AG MERGER SUB II INC 10.75000 08/01/2027 US 50,000 $49,750.00
008492100 AGREE REALTY CORP US ADC 1,185 $88,507.65
013093AD1 ALBERTSONS COS LLC/SAFEW 5.75000 03/15/2025 US 50,000 $51,250.00
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 445 $66,678.80
01609W102 ALIBABA GROUP - ADR CN BABA 1,420 $248,542.60
020002101 ALLSTATE CORPORATION US ALL 305 $31,228.95
02079K107 ALPHABET INC-CL C US GOOG 3,280 $3,896,968.00
02079K305 ALPHABET INC-CL A US GOOGL 3,270 $3,893,033.10
023135106 AMAZON.COM INC US AMZN 2,810 $4,991,374.90
02319V103 AMBEV SA-ADR BR ABEV 291,188 $1,321,993.52
0237400 DIAGEO PLC GB DGE LN 71,410 $3,057,322.75
02376RAA0 AMERICAN AIRLINES GROUP 5.50000 10/01/2019 US 615,000 $615,922.50
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 1,905 $88,544.40
0263494 BAE SYSTEMS PLC GB BA/ LN 27,265 $181,315.32
02665T306 AMERICAN HOMES 4 RENT- A US AMH 11,740 $300,309.20
0287580 BRITISH AMERICAN TOBACCO PLC GB BATS LN 4,840 $169,778.72
03019LAA4 AMERICAN TANKER INC 9.25000 02/22/2022 US 130,000 $130,969.54
03027X100 AMERICAN TOWER REIT INC US AMT 14,030 $3,229,565.70
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 54,635.24 $55,200.90
03064D108 AMERICOLD REALTY TRUST US COLD 4,810 $175,180.20
031162100 AMGEN INC US AMGN 566 $118,078.92
03690AAF3 ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 US 55,000 $49,912.50
03748R754 APARTMENT INVT & MGMT CO -A US AIV 3,856 $196,656.00
038222105 APPLIED MATERIALS INC US AMAT 855 $41,057.10
039483102 ARCHER-DANIELS-MIDLAND CO US ADM 599 $22,791.95
03968AAA9 ARD SECURITIES FINANCE 8.75000 01/31/2023 LU 31,312 $32,407.92
0405207 HALMA PLC GB HLMA LN 4,290 $102,892.49
045086AF2 ASHTON WOODS USA/FINANCE 6.75000 08/01/2025 US 55,000 $54,450.00
0490656 KERRY GROUP PLC-A IE KYGA LN 1,620 $192,645.18
05278C107 AUTOHOME INC-ADR CN ATHM 1,660 $144,685.60
053484101 AVALONBAY COMMUNITIES INC US AVB 1,760 $374,105.60
054937107 BB&T CORP US BBT 640 $30,496.00
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 2,411,000 $2,510,031.34
05722G100 BAKER HUGHES A GE CO US BHGE 1,046 $22,687.74
060505104 BANK OF AMERICA CORP US BAC 4,194 $115,376.94
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 3,190,000 $3,407,860.76
0673123 ASSOCIATED BRITISH FOODS PLC GB ABF LN 6,290 $174,021.12
084670702 BERKSHIRE HATHAWAY INC-CL B US BRK/B 33,080 $6,728,802.80
086516101 BEST BUY INC US BBY 415 $26,414.75
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 29,290 $2,198,507.40
0922320 SMITH & NEPHEW PLC GB SN/ LN 8,855 $212,190.97
09247X101 BLACKROCK INC US BLK 2,820 $1,191,619.20
0946580 WEIR GROUP PLC/THE GB WEIR LN 7,260 $129,854.22
097023105 BOEING CO US BA 392 $142,723.28
09857L108 BOOKING HOLDINGS INC US BKNG 1,390 $2,733,309.90
101121101 BOSTON PROPERTIES INC US BXP 1,985 $254,913.70
105368203 BRANDYWINE REALTY TRUST US BDN 15,500 $222,425.00
110122108 BRISTOL MYERS SQUIBB CO US BMY 1,412 $67,874.84
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 1,995 $70,024.50
11135F101 BROADCOM INC US AVGO 315 $89,031.60
11680JAA0 BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 US 55,000 $39,187.50
12429TAE4 BWAY HOLDING CO 7.25000 04/15/2025 US 55,000 $52,525.00
12503M108 CBOE GLOBAL MARKETS INC US CBOE 25,015 $2,980,787.40
12527GAB9 CF INDUSTRIES INC 7.12500 05/01/2020 US 50,000 $51,375.00
12541W209 C.H. ROBINSON WORLDWIDE INC US CHRW 279 $23,572.71
12555DAA3 CIM 2019-INV1 A1 4.00000 02/25/2049 US 533,346.04 $550,288.95
12572Q105 CME GROUP INC US CME 14,620 $3,176,779.80
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 542,950.6 $538,228.34
126650100 CVS HEALTH CORP US CVS 1,164 $70,910.88
12686CBA6 CABLEVISION SYSTEMS CORP 8.00000 04/15/2020 US 50,000 $51,437.50
133131102 CAMDEN PROPERTY TRUST US CPT 1,525 $165,081.25
13321L108 CAMECO CORP CA CCJ 10,681 $93,672.37
149123101 CATERPILLAR INC US CAT 483 $57,477.00
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 15,307.04 $15,288.57
14980AAA0 CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 US 808,436.34 $814,216.42
156700AW6 CENTURYLINK INC 5.62500 04/01/2020 US 50,000 $50,875.00
165183AL8 CFII 2017-2A A1 1.99000 05/15/2029 US 3,126,298.74 $3,122,122.32
165183BB9 CFII 2017-4A A1 2.12000 11/15/2029 US 900,991.48 $900,791.10
165240102 CHESAPEAKE LODGING TRUST US CHSP 2,775 $71,456.25
166764100 CHEVRON CORP US CVX 991 $116,660.52
17275R102 CISCO SYSTEMS INC US CSCO 2,923 $136,825.63
172967424 CITIGROUP INC US C 1,225 $78,828.75
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 1,060,000 $1,771,434.09
191216100 COCA COLA CO/THE US KO 109,870 $6,047,244.80
192422103 COGNEX CORP US CGNX 28,720 $1,294,697.60
194162103 COLGATE-PALMOLIVE CO US CL 887 $65,771.05
2011646 ALIMENTATION COUCHE-TARD -B CA ATD/B CN 3,075 $193,544.39
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 3,325 $141,778.00
205887102 CONAGRA BRAND INC. US CAG 681 $19,313.16
222795502 COUSINS PROPERTIES INC US CUZ 9,262 $321,391.40
22530LAA4 CAALT 2017-1A A 2.56000 10/15/2025 US 463,227.94 $463,330.78
22546QAD9 CREDIT SUISSE AG 5.40000 01/14/2020 CH 2,590,000 $2,617,727.48
22822V101 CROWN CASTLE INTL CORP US CCI 1,315 $190,898.55
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 503,382.63 $493,315.48
229663109 CUBESMART US CUBE 1,585 $56,885.65
231021106 CUMMINS INC US CMI 216 $32,242.32
2328595 BANCO DO BRASIL S.A. BR BBAS3 BZ 4,800 $53,563.87
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 5,330 $32,666.97
2434760 MEXICHEM SAB DE CV MX MEXCHEM* MM 39,200 $71,783.05
2458771 ITAUSA INVESTIMENTOS ITAU -PR BR ITSA4 BZ 19,500 $58,062.06
2521800 LOBLAW COMPANIES LTD CA L CN 3,790 $207,433.75
253868103 DIGITAL REALTY TRUST INC US DLR 1,490 $184,208.70
25470DAT6 DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 US 2,230,000 $2,522,399.14
25787GAC4 DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 US 50,000 $51,750.00
25960P109 DOUGLAS EMMETT INC US DEI 3,930 $165,846.00
260557103 DOW INC US DOW 674 $28,732.62
26151AAA7 DRAX FINCO PLC 6.62500 11/01/2025 GB 245,000 $252,962.50
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 272,000 $250,240.00
269246401 ETRADE FINANCIAL CORP US ETFC 28,430 $1,186,668.20
2715777 QUEBECOR INC -CL B CA QBR/B CN 61,865 $1,393,519.12
277432100 EASTMAN CHEM CO US EMN 264 $17,257.68
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 72,150 $1,371,034.25
285512109 ELECTRONIC ARTS US EA 39,435 $3,694,270.80
2866857 LUNDIN MINING CORP CA LUN CN 7,485 $35,699.08
291011104 EMERSON ELEC CO US EMR 732 $43,619.88
29273RAR0 ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 US 1,590,000 $1,931,289.67
29444U700 EQUINIX INC US EQIX 8,010 $4,455,802.80
2945422 WEG SA BR WEGE3 BZ 3,700 $19,943.01
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 1,245 $167,726.40
29476L107 EQUITY RESIDENTIAL US EQR 3,640 $308,526.40
29670E107 ESSENTIAL PROPERTIES REALTY US EPRT 5,675 $128,879.25
297178105 ESSEX PROPERTY TRUST INC US ESS 890 $285,921.40
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 4,625,000 $4,655,720.82
30225T102 EXTRA SPACE STORAGE INC US EXR 845 $103,022.40
30251JAA9 FDIC 2011-R1 A 2.67200 07/25/2026 US 30,132.88 $30,064.91
30261UAJ3 FREMF 2013-K713 B 3.26092 04/25/2046 US 1,350,000 $1,353,593.70
30287EAE0 FREMF 2014-K41 B FLT 3.96284 11/25/2047 US 1,315,000 $1,406,684.30
30291EAE4 FREMF 2013-K712 B FLT 3.40789 05/25/2045 US 767,000 $766,366.38
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 76,125,914.23 $215,192.73
30291XAE2 FREMF 2014-K715 B FLT 4.11226 02/25/2046 US 1,279,000 $1,304,979.82
30292HAU0 FREMF 2014- K503 B 3.15029 10/25/2047 US 300,518.26 $299,960.47
30303M102 FACEBOOK INC -A US FB 27,075 $5,027,015.25
30744W107 FARFETCH LTD - CLASS A GB FTCH 1,825 $17,848.50
311900104 FASTENAL CO US FAST 840 $25,720.80
3128M5VT4 FHLM POOL G03926 6.00000 02/01/2038 US 107,029.65 $122,744.57
3128M6NC8 FHLM POOL G04587 5.50000 08/01/2038 US 442,537.05 $498,357.04
3128M6NS3 FHLM POOL G04601 5.50000 07/01/2038 US 440,011.38 $489,100.62
3128M6SU3 FHLM POOL G04731 5.50000 04/01/2038 US 166,698.54 $187,726.35
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 117,838.63 $130,694.10
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 6,196.33 $6,422.62
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 13,740.96 $14,085.53
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 9,388.96 $9,649.96
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 8,048.71 $8,332.39
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 13,560.21 $14,011.21
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 210,779.62 $237,263.89
3128P75X7 FHLM POOL C91762 4.50000 05/01/2034 US 394,920.04 $423,596.36
3128P76G3 FHLM POOL C91771 4.50000 06/01/2034 US 347,987.9 $372,872.46
3128P76R9 FHLM POOL C91780 4.50000 07/01/2034 US 445,689.16 $478,004.28
312941F69 FHLM POOL A92889 4.50000 07/01/2040 US 1,190,785.96 $1,290,419.52
3131XVYW9 FEDERAL NATL MTG ASSN FR ZM2525 3.00000 12/01/2046 US 1,260,454.88 $1,293,921.81
3132QQFU1 FHLM POOL Q33778 4.00000 06/01/2045 US 626,343.06 $661,784.81
3132Y33P7 FHLM POOL FG Q59805 4.50000 11/01/2048 US 1,066,342.64 $1,128,087.49
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 505,970.37 $530,332.71
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 1,812.24 $1,815.71
3133G6L60 FEDERAL NATL MTG ASSN FR QN0349 3.00000 08/01/2034 US 1,340,000 $1,374,736.73
3136AY6W8 FNA 2017-M15 A1 3.05802 09/25/2027 US 1,347,948.33 $1,417,468.90
3136B1YD0 FNR 2018-31 KP 3.50000 07/25/2047 US 938,820.53 $993,404.31
313747206 FEDERAL RLTY INVT TR SH BEN INT US FRT 440 $56,852.40
3137A2B34 FHMS K009 X1 FLT 1.42756 08/25/2020 US 7,605,255.71 $70,176.74
3137ADTK3 FHMS K014 X1 FLT 1.32350 04/25/2021 US 8,878,104.7 $140,447.18
3137AJMG6 FMHS K016 X1 FLT 1.63450 10/25/2021 US 3,641,636.71 $98,949.10
3137AME78 FHMS K017 X1 FLT 1.44542 12/25/2021 US 15,557,745.11 $376,386.97
3137AUPF0 FHMS K021 x1 FLT 1.56444 06/25/2022 US 10,701,002.86 $368,306.05
3137B3NB0 FHMS K030 X1 FLT 0.30107 04/25/2023 US 43,048,444 $274,812.66
3137B4GZ3 FHMS K032 X1 FLT 0.21295 05/25/2023 US 27,612,529.54 $113,945.86
3137F4YU0 FHR 4791 BA MTGE 4.00000 03/15/2044 US 1,036,195.22 $1,057,409.35
3137FG2L8 FHR 4801 BA MTGE 4.50000 05/15/2044 US 978,860 $996,371.32
3138AJXA5 FEDERAL NATL MTG ASSN A15172 4.00000 08/01/2041 US 605,707.78 $647,394.79
3138EGE26 FEDERAL NATL MTG ASSN AL0152 6.00000 06/01/2040 US 478,513.87 $548,194.97
3138EGHT4 FEDERAL NATL MTG ASSN AL0241 4.00000 04/01/2041 US 745,639.35 $796,929.83
3138EHR87 FEDERAL NATL MTG ASSN AL1410 4.50000 12/01/2041 US 1,052,017.72 $1,138,946.69
3138EHXZ0 FEDERAL NATL MTG ASSN AL1595 6.00000 01/01/2040 US 251,698.57 $288,566.38
3138EQST0 FEDERAL NATL MTG ASSN AL7729 4.00000 06/01/2043 US 604,326.13 $645,716.16
3138ERN30 FEDERAL NATL MTG ASSN FN AL9409 3.50000 11/01/2031 US 1,103,350.46 $1,146,287.03
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.64400 01/01/2049 US 1,240,900.8 $1,403,589.16
3138WDAY7 FEDERAL NATL MTG ASSN FN AS3622 3.50000 10/01/2044 US 2,154,585.89 $2,262,873.50
3138WDRZ6 FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 US 618,208.6 $665,975.24
3138Y6Y81 FEDERAL NATL MTG ASSN AX5234 4.50000 11/01/2044 US 432,616.35 $460,531.95
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 458,785.55 $481,525.25
3140EX2Y8 FEDERAL NATL MTG ASSN BC3490 3.50000 02/01/2046 US 1,597,148.32 $1,666,933.26
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 631,779.53 $658,841.08
3140FEX33 FEDERAL NATL MTG ASSN BD6997 4.00000 10/01/2046 US 746,488.12 $784,245.60
3140FTWF4 FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 US 690,591.01 $730,866.26
3140HPUY1 FEDERAL NATL MTG ASSN FN BK9598 4.50000 08/01/2048 US 590,531.96 $624,421.18
3140JGVQ5 FEDERAL NATL MTG ASSN FN BN0622 4.50000 01/01/2049 US 1,970,593.28 $2,082,071.69
3140Q9D42 FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 US 1,756,405.65 $1,883,713.43
3140Q9PD9 FEDERAL NATL MTG ASSN FN CA2219 5.00000 08/01/2048 US 1,041,357.61 $1,117,315.65
3140Q9T78 FEDERAL NATL MTG ASSN FN CA2373 5.00000 09/01/2048 US 1,139,747.14 $1,223,316.63
3140X4JC1 FEDERAL NATL MTG ASSN FM1158 3.50000 06/01/2034 US 2,094,110.52 $2,174,108.54
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 9,825.64 $10,045.34
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 11,106.33 $11,357.54
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 52,312.6 $53,103.58
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 62,392.91 $63,296.18
31410KJV7 FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 US 241,200.22 $276,490.86
31410KJY1 FEDERAL NATL MTG ASSN 889579 6.00000 05/01/2038 US 203,179 $232,803.73
31411JXP6 FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 US 90,698.05 $101,864.38
31415VXY6 FEDERAL NATL MTG ASSN 990895 5.50000 10/01/2023 US 15,502.4 $16,228.28
31416BRR1 FEDERAL NATL MTG ASSN 995196 6.00000 07/01/2038 US 12,249.85 $14,031.81
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 2,204.91 $2,225.15
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 49,242.19 $49,986.22
31417YJC2 FEDERAL NATL MTG ASSN MA0258 4.50000 12/01/2039 US 428,808.84 $464,127.82
31418B6G6 FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 US 474,013.71 $488,094.93
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 581,189.44 $622,592.88
31418BDH6 FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 US 408,953.79 $438,413.77
31418C4F8 FEDERAL NATL MTG ASSN FN MA3521 4.00000 11/01/2048 US 2,378,681.95 $2,473,695.88
31418CAF1 FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 US 936,807.11 $964,399.00
31418CYJ7 FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 US 1,660,800.01 $1,722,836.52
31418CZ56 FEDERAL NATL MTG ASSN FN MA3463 4.00000 09/01/2033 US 1,591,475.48 $1,664,061.55
31418CZH0 FEDERAL NATL MTG ASSN FN MA3443 4.00000 08/01/2048 US 1,164,622.4 $1,210,352.15
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36248EAA3 GSMS 2010-C2 3.84900 12/10/2043 US 27,752.34 $27,959.14
364760108 GAP INC US GPS 758 $11,968.82
369550108 GENERAL DYNAMICS CORP US GD 225 $43,035.75
369604BQ5 GENERAL ELECTRIC CO 5.00000 01/21/2021 US 1,980,000 $1,796,850.00
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372460105 GENUINE PARTS CO US GPC 260 $23,475.40
374297109 GETTY REALTY CORP US GTY 3,350 $106,396.00
375558103 GILEAD SCIENCES INC US GILD 1,258 $79,933.32
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4012250 AIRBUS SE FR AIR FP 1,205 $166,040.48
4031879 VEOLIA ENVIRONMENT FR VIE FP 1,265 $30,251.13
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404139AD9 HC2 HOLDINGS INC 11.50000 12/01/2021 US 25,000 $21,750.00
40414L109 HCP INC US HCP 6,015 $208,780.65
4057808 L'OREAL FR OR FP 575 $157,006.80
4061412 LVMH MOET HENNESSY LOUIS VUITTON FR MC FP 520 $207,368.09
406216101 HALLIBURTON CO US HAL 107,810 $2,031,140.40
4162791 THALES SA FR HO FP 155 $17,922.07
4163437 CAPGEMINI FR CAP FP 340 $40,795.61
416515104 HARTFORD FINL SVCS US HIG 397 $23,137.16
421946104 HEALTHCARE REALTY TRUST INC US HR 5,130 $170,469.90
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 5,930 $168,174.80
427866108 HERSHEY CO/THE US HSY 276 $43,740.48
43300A203 HILTON WORLDWIDE HOLDINGS INC US HLT 790 $72,972.30
437076102 HOME DEPOT INC US HD 780 $177,769.80
438516106 HONEYWELL INTERNATIONAL INC US HON 581 $95,644.22
44107P104 HOST MARRIOTT CORP US HST 5,810 $93,192.40
444454AD4 HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 US 100,000 $106,000.00
4457624 TRIGANO SA FR TRI FP 370 $35,478.50
452308109 ILLINOIS TOOL WKS INC US ITW 323 $48,404.78
45337C102 INCYTE CORP US INCY 20,520 $1,678,946.40
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458140100 INTEL CORP US INTC 3,300 $156,453.00
45866F104 INTERCONTINENTALEXCHANGE INC US ICE 34,710 $3,244,690.80
4588364 MICHELIN (CGDE)-B FR ML FP 405 $42,637.98
459200101 INTERNATIONAL BUSINESS MACH CORP US IBM 748 $101,376.44
460146103 INTERNATIONAL PAPER CO US IP 474 $18,533.40
46187BAA1 IHSFR 2017-SFR2 A 3.03200 12/17/2036 US 495,421.33 $494,956.03
46187BAB9 IHSFR 2017-SFR2 B 3.33200 12/17/2036 US 390,000 $390,594.79
46187W107 INVITATION HOMES INC US INVH 9,608 $276,326.08
46625H100 JP MORGAN CHASE & CO US JPM 1,641 $180,280.26
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 356,553.89 $358,378.34
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 299,078.85 $304,931.82
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 475,612.37 $483,722.42
46647PAY2 JPMORGAN CHASE & CO 4.02300 12/05/2024 US 1,700,000 $1,827,210.05
46647SAJ9 JPMMT 2017-3 1A5 3.50000 08/25/2047 US 1,025,999.04 $1,042,365.78
46649HAE2 JPMMT 2017-6 A5 3.50000 12/25/2048 US 1,286,479.83 $1,307,001.76
4682329 PERNOD-RICARD SA FR RI FP 490 $93,545.58
4741844 MERCK KGAA DE MRK GR 53,275 $5,707,644.36
476405105 JERNIGAN CAPITAL INC US JCAP 5,580 $107,749.80
478160104 JOHNSON & JOHNSON US JNJ 58,165 $7,466,059.40
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 105,000 $33,600.00
4821100 SOLVAY SA BE SOLB BB 2,060 $208,216.18
4824778 SGS SA-REG CH SGSN SW 35 $86,213.86
482480100 KLA-TENCOR CORPORATION US KLAC 253 $37,418.70
4834108 SCHNEIDER ELECTRIC SE FR SU FP 1,185 $99,259.90
4834777 VIVENDI FR VIV FP 2,225 $62,219.75
487836108 KELLOGG CO US K 454 $28,511.20
493267108 KEYCORP US KEY 1,342 $22,277.20
494368103 KIMBERLY CLARK CORP US KMB 397 $56,020.67
49446R109 KIMCO REALTY CORP US KIM 5,155 $94,748.90
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500255104 KOHLS CORP US KSS 354 $16,730.04
50050N103 KONTOOR BRANDS INC US KTB 69 $2,362.56
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50187TAE6 LGI HOMES INC 6.87500 07/15/2026 US 100,000 $104,375.00
5107401 BEIERSDORF AG DE BEI GR 975 $122,898.03
512807108 LAM RESEARCH CORP US LRCX 146 $30,734.46
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529043101 LEXINGTON REALTY TRUST US LXP 10,205 $106,029.95
531172104 LIBERTY PROPERTY TRUST US LPT 2,740 $142,808.80
53223X107 LIFE STORAGE INC US LSI 780 $82,648.80
5330047 DASSAULT SYSTEMES SA FR DSY FP 325 $45,826.11
539830109 LOCKHEED MARTIN CORP US LMT 242 $92,954.62
54238XAC2 LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 US 25,000 $21,500.00
5476929 BARRY CALLEBAUT AG-REG CH BARN SW 45 $92,261.11
550021109 LULULEMON - ADR CA LULU 24,439 $4,513,150.13
5505072 KERING FR KER FP 180 $87,218.46
5545670 JUNGHEINRICH AG DE JUN3 GR 4,045 $86,094.22
5608915 ALTEN SA FR ATE FP 560 $66,867.56
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56585A102 MARATHON PETROLEUM CORP US MPC 835 $41,090.35
5669354 REPSOL SA ES REP SM 11,976 $174,244.03
5671735 SANOFI-AVENTIS FR SAN FP 2,475 $212,620.82
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5727973 SIEMENS AG-REG DE SIE GR 825 $82,501.69
57636Q104 MASTERCARD INC-CLASS A US MA 31,855 $8,963,041.35
57772K101 MAXIM INTEGRATED PRODUCTS US MXIM 393 $21,434.22
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58933Y105 MERCK & CO INC US MRK 21,604 $1,868,097.88
594918104 MICROSOFT CORP US MSFT 57,910 $7,983,472.60
595112103 MICRON TECHNOLOGY INC US MU 57,770 $2,615,247.90
59522J103 MID-AMERICA APARTMENT COMM US MAA 1,050 $133,014.00
5962280 CHOCOLADEFABRIKEN LINDT-PC CH LISP SW 10 $74,116.45
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6055112 AYALA LAND INC PH ALI PM 94,000 $85,367.12
6074968 BANK OF THE PHILIPPINE ISLAN PH BPI PM 36,890 $62,303.37
60871R209 MOLSON COORS BREWING CO -B US TAP 318 $16,332.48
609207105 MONDELEZ INTERNATIONAL INC US MDLZ 98,821 $5,456,895.62
6108179 HARMONIC DRIVE SYSTEMS INC JP 6324 JP 2,700 $106,970.96
615369105 MOODY'S CORPORATION US MCO 14,085 $3,036,444.30
61744YAG3 MORGAN STANLEY FLT 3.40700 05/08/2024 US 3,560,000 $3,609,056.80
6194037 KAKAO CORP KR 035720 KS 1,765 $196,347.18
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62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 105,000 $102,375.00
6250025 DAIFUKU CO LTD JP 6383 JP 1,800 $84,826.00
6272483 DMCI HOLDINGS INC PH DMC PM 123,700 $21,504.78
6284864 GLOBE TELECOM INC PH GLO PM 1,355 $52,838.69
6291819 CHINA PETROLEUM & CHEMICAL - H CN 386 HK 180,000 $105,000.37
62957HAC9 NABORS INDUSTRIES INC 5.50000 01/15/2023 US 55,000 $49,018.75
6356934 FANUC LTD JP 6954 JP 1,000 $173,172.52
637417106 NATIONAL RETAIL PROPERTIES US NNN 2,920 $163,958.00
637870106 NATIONAL STORAGE AFFILIATES US NSA 2,875 $96,197.50
64110D104 NETAPP INC US NTAP 292 $14,033.52
6441506 HOYA CORP JP 7741 JP 2,500 $203,259.19
6465874 GALAXY ENTERTAINMENT GROUP L HK 27 HK 20,000 $125,169.63
6474494 JOLLIBEE FOODS CORP PH JFC PM 12,440 $56,800.14
647581107 NEW ORIENTAL EDUCATIO- SP ADR CN EDU 1,710 $193,914.00
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 340,238.07 $352,996.66
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 522,614.18 $545,113.09
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 542,934.69 $563,127.52
6490995 KEYENCE CORP JP 6861 JP 618 $365,176.10
6499550 KYOWA KIRIN CO LTD JP 4151 JP 169,800 $3,106,319.60
6514442 METROPOLITAN BANK & TRUST PH MBT PM 47,865 $65,156.87
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 105,000 $65,100.00
6687571 NABTESCO CORP JP 6268 JP 3,700 $106,135.77
66987V109 NOVARTIS AG- REG CH NVS 91,980 $8,288,317.80
670346105 NUCOR CORP US NUE 517 $25,322.66
67059TAD7 NUSTAR LOGISTICS LP 6.75000 02/01/2021 US 50,000 $52,125.00
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 115,000 $115,835.07
6742340 SHANDONG WEIGAO CN 1066 HK 84,000 $86,473.01
674599105 OCCIDENTAL PETROLEUM CORP US OXY 692 $30,088.16
680665AL0 OLIN CORP 5.62500 08/01/2029 US 50,000 $51,937.50
6818843 SM PRIME HOLDINGS INC PH SMPH PM 156,175 $105,865.39
681936100 OMEGA HEALTHCARE INVS INC US OHI 2,760 $112,276.80
6821120 SONIC HEALTHCARE LTD AU SHL AU 10,090 $199,735.43
6821506 SONY CORP FIRST SECTION JP 6758 JP 3,000 $170,887.34
6895200 TOHO CO LTD JP 9602 JP 4,400 $186,441.33
6919519 UNIVERSAL ROBINA CORP PH URC PM 20,320 $67,499.15
6979728 WOODSIDE PETROLEUM LTD AU WPL AU 3,835 $82,833.36
7021963 DEUTSCHE BOERSE AG DE DB1 GR 1,170 $171,911.20
7088429 AXA SA FR CS FP 4,340 $99,518.33
7103065 NOVARTIS AG-REG CH NOVN SW 2,405 $216,822.11
7103526 PEUGEOT SA FR UG FP 1,260 $28,169.93
7110388 ROCHE HOLDING AG-GENUSSCHEIN CH ROG SW 1,090 $297,853.68
7110902 TECAN GROUP AG-REG CH TECN SW 190 $45,690.60
7123870 NESTLE SA-REGISTERED CH NESN SW 58,836 $6,611,662.37
7133608 EQUINOR ASA NO EQNR NO 10,555 $179,995.47
713448108 PEPSICO INC US PEP 42,790 $5,850,676.70
7145056 ENI SPA IT ENI IM 12,115 $182,856.88
717081103 PFIZER INC US PFE 4,042 $143,693.10
718546104 PHILLIPS 66 US PSX 395 $38,958.85
71943U104 PHYSICIANS REALTY TRUST US DOC 11,580 $200,565.60
7212477 ESSILORLUXOTTICA FR EL FP 670 $98,924.33
7262610 CREDIT AGRICOLE SA FR ACA FP 2,415 $27,529.42
729640102 PLYMOUTH INDUSTRIAL REIT INC US 3,647 $68,053.02
7309681 BNP PARIBAS FR BNP FP 2,570 $115,844.67
7339451 ORPEA SA FR ORP FP 725 $91,492.69
7380482 COMPAGNIE DE SAINT-GOBAIN FR SGO FP 1,055 $38,039.99
741503AZ9 BOOKING HOLDINGS INC 3.60000 06/01/2026 US 3,250,000 $3,480,735.18
74340W103 PROLOGIS US PLD 6,435 $538,094.70
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 2,250,000 $2,407,500.00
74460D109 PUBLIC STORAGE INC US PSA 1,115 $295,185.10
74834L100 QUEST DIAGNOSTICS INC US DGX 200 $20,474.00
750236AW1 RADIAN GROUP INC 4.87500 03/15/2027 US 105,000 $106,968.75
756109104 REALTY INCOME CORP US O 935 $69,012.35
7591EP100 REGIONS FINANCIAL CORP. US RF 1,200 $17,544.00
76131D103 RESTAURANT BRANDS INTERN CA QSR 1,720 $134,934.00
7698356 GETINGE AB-B SHS SE GETIB SS 7,360 $101,873.30
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 75,000 $76,669.13
773903109 ROCKWELL AUTOMATION INC US ROK 132 $20,168.28
7742468 GECINA SA FR GFC FP 600 $95,113.23
77714PAB5 SEMGROUP / ROSE ROCK FIN 5.62500 07/15/2022 US 80,000 $77,080.80
7792559 HEINEKEN NV NL HEIA NA 1,745 $185,663.46
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 4,640 $258,726.40
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 1,081 $61,941.30
78409V104 S&P GLOBAL INC US SPGI 12,375 $3,219,851.25
78410G104 SBA COMMUNICATIONS CORP US SBAC 11,670 $3,062,558.10
78442PGC4 SLM CORP 5.12500 04/05/2022 US 105,000 $107,493.75
78463V107 SPDR GOLD SHARES US 5,965 $857,468.75
78490DAA2 SOFI 2018-C A1FX 3.08000 01/25/2048 US 1,308,526.77 $1,319,133.56
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 2,630,000 $3,022,583.89
80282KAE6 SANTANDER HOLDINGS USA 4.50000 07/17/2025 US 2,190,000 $2,357,568.73
806857108 SCHLUMBERGER LTD NL SLB 64,793 $2,101,236.99
808513105 CHARLES SCHWAB CORP/THE US SCHW 60,455 $2,313,612.85
81141R100 SEA LTD - ADR SG SE 6,440 $206,852.80
812578102 SEATTLE GENETICS INC US SGEN 22,390 $1,626,409.60
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 436,231.56 $442,093.64
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 446,215.22 $452,211.46
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 384,781.67 $372,698.02
81762P102 SERVICENOW INC US NOW 25,935 $6,790,820.40
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 55,000 $48,950.00
828806109 SIMON PROPERTY GROUP INC US SPG 2,555 $380,541.70
832696405 JM SMUCKER CO/THE-NEW COM WI US SJM 193 $20,295.88
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 160,997.36 $160,722.94
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 300,000 $306,883.56
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 5,575.61 $5,571.91
83405TAA1 SCLP 2019-3 A MTGE 2.90000 05/25/2028 US 1,241,045.39 $1,250,950.92
83406CAA7 SCLP 2019-2 A MTGE 3.01000 04/25/2028 US 975,454.47 $983,709.84
83406EAB1 SOFI 2018-A A2A 2.39000 02/25/2042 US 440,205.17 $441,281.96
835699307 SONY CORP SPONSORED ADR JP SNE 93,435 $5,317,385.85
84265VAD7 SOUTHERN COPPER CORP 5.37500 04/16/2020 US 2,360,000 $2,398,546.12
845467AL3 SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 US 55,000 $48,125.00
85207UAE5 SPRINT CORP 7.25000 09/15/2021 US 50,000 $53,785.00
85207UAH8 SPRINT CORP 7.12500 06/15/2024 US 50,000 $55,273.00
85254J102 STAG INDUSTRIAL INC US STAG 3,360 $97,708.80
855030AN2 STAPLES INC 7.50000 04/15/2026 US 80,000 $80,800.00
85571XAA5 SRPT 2014-STAR A FLTG RATE 3.41513 11/15/2027 US 976,022.84 $973,928.98
862121100 STORE CAPITAL CORP US STOR 1,895 $71,555.20
866674104 SUN COMMUNITIES US SUI 1,550 $229,090.00
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 4,815 $63,269.10
867914103 SUNTRUST BANKS INC US STI 497 $30,570.47
871829107 SYSCO CORP US SYY 628 $46,679.24
874080104 TAL EDUCATION GROUP - ADR CN TAL 4,370 $155,703.10
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 153,537.96 $153,341.89
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 65,000 $56,550.00
882508104 TEXAS INSTRUMENTS INC US TXN 809 $100,113.75
88579Y101 3M CO US MMM 540 $87,328.80
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 883,036.25 $883,499.23
89173FAA8 TPMT 2017-1 A1 2.75000 10/25/2056 US 1,187,920.63 $1,194,692.37
89177EAA7 TPMT 2019-HY1 A1 3.14525 10/25/2048 US 1,090,459.95 $1,095,763.18
89417E109 TRAVELLERS COS INC US TRV 230 $33,800.80
89613BAA5 TAH 2016-SFR1 A 2.58900 11/17/2033 US 857,764.02 $857,131.76
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 997,491.37 $1,018,903.72
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 105,000 $97,782.30
902494103 TYSON FOODS INC -CL A US TSN 361 $33,587.44
902653104 UDR INC US UDR 3,035 $146,226.30
902973304 U.S. BANCORP US USB 1,454 $76,611.26
903002103 UMH PROPERTIES INC US UMH 4,155 $53,433.30
904767704 UNILEVER PLC - ADR GB UL 79,043 $4,993,936.74
907818108 UNION PAC CORP US UNP 582 $94,260.72
911312106 UNITED PARCEL SERVICE US UPS 856 $101,572.96
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 7,359,000 $10,790,708.64
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 7,979,000 $11,661,495.53
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 3,205,962.67 $3,518,529.67
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 10,603,000 $11,761,460.56
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 9,530,000 $11,644,840.99
9128283W8 US TREASURY N/B 2.75000 02/15/2028 US 10,395,000 $11,434,500.00
9128284P2 US TREASURY N/B 2.62500 05/15/2021 US 5,205,000 $5,295,070.91
9128286N5 TSY INFL IX N/B 0.50000 04/15/2024 US 5,194,794 $5,302,906.29
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 4,465,794.36 $4,423,491.41
912828K74 US TREASURY N/B 2.00000 08/15/2025 US 7,390,000 $7,621,803.53
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 10,889,000 $11,005,546.27
912828WJ5 US TREASURY N/B 2.50000 05/15/2024 US 10,316,000 $10,822,934.64
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 10,320,000 $11,003,700.00
913017109 UNITED TECHNOLOGIES CORP US UTX 686 $89,344.64
91704F104 URBAN EDGE PROPERTIES US UE 7,515 $131,587.65
918204108 VF CORP US VFC 486 $39,827.70
91913Y100 VALERO ENERGY US VLO 523 $39,371.44
92189F106 MARKET VECTORS GOLD MINERS US 15,850 $473,281.00
92276F100 VENTAS INC US VTR 4,030 $295,761.70
92339V100 VEREIT INC US VER 19,775 $192,806.25
92343VDV3 VERIZON COMMUNICATIONS 5.50000 03/16/2047 US 2,650,000 $3,555,673.51
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 9,460 $1,702,989.20
92553P201 VIACOM INC CL B US VIAB 657 $16,411.86
92826C839 VISA INC - CLASS A SHARES US V 44,385 $8,025,695.70
92840JAA7 VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 MUL 80,000 $78,600.00
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 350,000 $353,594.08
929042109 VORNADO REALTY TRUST US VNO 1,055 $63,795.85
92922PAL0 W & T OFFSHORE INC 9.75000 11/01/2023 US 25,000 $24,125.00
93065PAA9 WBHT 2019-WBM A FLT 3.24513 12/15/2033 US 1,200,000 $1,192,635.72
931142103 WAL MART STORES US WMT 1,755 $200,526.30
931427108 WALGREENS BOOTS ALLIANCE INC US WBA 929 $47,555.51
94106L109 WASTE MANAGEMENT INC US WM 478 $57,049.30
94856UAA9 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 105,000 $105,000.00
948741103 WEINGARTEN REALTY INVESTORS US WRI 4,855 $128,608.95
949746101 WELLS FARGO COMPANY US WFC 3,139 $146,183.23
94987MAB7 WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 US 600,000 $608,993.34
95040Q104 WELLTOWER INC. US WELL 2,550 $228,378.00
958102105 WESTERN DIGITAL CORP US WDC 476 $27,260.52
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 1,720,000 $1,793,534.35
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 321,857.08 $322,951.65
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 414,576.7 $422,171.75
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 110,000 $103,400.00
B00FM53 BANCO BRADESCO SA - PREF BR BBDC4 BZ 17,500 $139,881.67
B01FLR7 PING AN INSURANCE GROUP CO-H CN 2318 HK 13,000 $149,149.16
B02J639 ADMIRAL GROUP PLC GB ADM LN 3,650 $95,650.26
B037HR3 ITAU UNIBANCO HOLDINGS S-PREF BR ITUB4 BZ 21,400 $175,706.35
B037JC2 NEXITY FR NXI FP 655 $30,425.52
B058TZ6 SAFRAN SA FR SAF FP 730 $106,026.16
B068DB9 SM INVESTMENTS CORP PH SM PM 4,665 $91,917.54
B07DRZ5 RECORDATI SPA IT REC IM 4,410 $193,498.08
B08K3S0 LOCALIZA RENT A CAR BR RENT3 BZ 2,500 $28,586.09
B0C2CQ3 ENGIE FR ENGI FP 4,140 $62,947.77
B0CGYD6 LOJAS RENNER S.A. BR LREN3 BZ 3,700 $45,229.17
B0MP1B0 SHENZHOU INTERNATIONAL GROUP CN 2313 HK 12,000 $162,807.79
B11ZRK9 LEGRAND SA FR LR FP 565 $39,890.19
B13X013 EIFFAGE FR FGR FP 565 $58,546.99
B15C557 TOTAL SA FR FP FP 3,545 $177,032.05
B1FW751 GALP ENERGIA SGPS SA PT GALP PL 11,600 $166,711.26
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 13,400 $78,796.00
B1XFTL2 HEXAGON AB-B SHS SE HEXAB SS 1,870 $83,283.64
B1XH026 VINCI SA FR DG FP 1,890 $206,495.63
B1Y47Y7 GERRESHEIMER AG DE GXI GR 1,090 $82,368.10
B1Y9TB3 DANONE FR BN FP 5,338 $478,226.22
B1YVKN8 ANTA SPORTS PRODUCTS LTD CN 2020 HK 14,000 $116,130.56
B1YXBJ7 AIR LIQUIDE FR AI FP 930 $129,576.94
B1Z9Q99 ABOITIZ POWER CORP PH AP PM 81,900 $59,780.19
B247XZ6 MANILA ELECTRIC COMPANY PH MER PM 7,840 $54,964.59
B3NB1P2 SUNCOR ENERGY INC CA SU CN 4,890 $143,019.83
B3ZCNF7 TELEFONICA BRASIL S.A. - PREF BR VIVT4 BZ 2,000 $25,911.62
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 3,112,000 $153,857.01
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 358,000 $279,451.89
B4975P9 MAGAZINE LUIZA SA BR MGLU3 BZ 2,400 $21,067.38
B4JSTL6 WYNN MACAU LTD MO 1128 HK 61,200 $121,962.38
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 5,057,000 $249,505.41
B4P8HQ1 MGM CHINA HOLDINGS LTD MO 2282 HK 56,000 $83,631.58
B4R2R50 JULIUS BAER CH BAER SW 2,250 $89,303.84
B4V5RY4 BANCO SANTANDER BRASIL - UNIT BR SANB11 BZ 1,500 $15,398.45
B5B23W2 SANDS CHINA LTD MO 1928 HK 28,000 $126,762.65
B5VJH76 BDO UNIBANK INC PH BDO PM 30,270 $86,614.21
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 7,313,000 $366,469.18
B63QM77 NEXON CO LTD JP 3659 JP 27,300 $368,402.43
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 972,000 $50,923.36
B725S29 PUREGOLD PRICE CLUB INC PH PGOLD PM 32,900 $27,758.60
B7FQV64 RAIA DROGASIL S.A. BR RADL3 BZ 1,000 $22,344.84
B92RW83 LT GROUP INC PH LTG PM 92,700 $26,319.09
B9N3SQ0 BB SEGURIDADE PARTICIPACOES BR BBSE3 BZ 3,200 $25,354.26
BB22L96 KION GROUP AG DE KGX GR 1,720 $83,353.30
BBG00NLGTT23 AMZN US 09/20/19 P1630 US -10 -$6,150.00
BBG00PP3KFV0 ATVI US 08/30/19 P44.5 US -395 -$790.00
BBG00PP80KG7 FB US 08/30/19 P185 US -95 -$95.00
BBG00PTP1R24 JNJ US 09/06/19 P122 US -143 -$1,287.00
BBG00PTRX541 NOW US 09/06/19 C270 US -65 -$6,955.00
BBG00PVQXVM3 DLTR US 09/06/19 P90 US -297 -$2,376.00
BBQ3850 KEYWORDS STUDIOS PLC IE KWS LN 2,166 $41,962.86
BD0PJ08 INMOBILIARIA COLONIAL SOCIMI ES COL SM 7,965 $91,988.54
BD4TZK8 OCI NV NL OCI NA 1,460 $32,033.95
BD9Y5C0 TECHNOGYM SPA IT TGYM IM 12,600 $127,705.54
BD9Y9B7 BASIC-FIT NV NL BFIT NA 4,150 $130,238.78
BF1K7P7 ESSITY AKTIEBOLAG-B SE ESSITYB SS 6,310 $197,113.69
BFTCYP4 ROBINSONS RETAIL HOLDINGS IN PH RRHI PM 19,570 $29,322.58
BG36ZK1 B3 SA-BRASIL BOLSA BALCAO BR B3SA3 BZ 9,000 $97,824.20
BG7ZWY7 AMBEV SA BR ABEV3 BZ 19,900 $90,489.50
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 59,720 $96,352.22
BH4TZ73 FU SHOU YUAN INTERNATIONAL CN 1448 HK 163,000 $157,724.23
BJ2KSG2 AKZO NOBEL NL AKZA NA 2,635 $236,190.44
BJT1GR5 ALCON INC CH ALC SW 1,602 $97,419.54
BMJ6DW5 INFORMA PLC GB INF LN 18,015 $190,804.44
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 138,679 $5,725,436.47
BMTRW10 B&M EUROPEAN VALUE RETAIL SA GB BME LN 16,790 $73,305.00
BNGN9Z1 FINECOBANK SPA IT FBK IM 14,000 $144,979.69
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 164,505 $5,090,400.64
BSQXJ01 THULE GROUP AB/THE SE THULE SS 8,705 $172,978.83
BVSS790 ELIS SA FR ELIS FP 3,175 $56,494.58
BYXS699 QIAGEN N.V. NL QIA GR 3,399 $118,452.89
BYXZ2W5 RUMO SA BR RAIL3 BZ 5,000 $26,865.49
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 62,299 $5,888,445.64
BYZFYS3 SPIE SA FR SPIE FP 1,545 $28,036.33
BYZFZ91 SOPHOS GROUP PLC GB SOPH LN 27,855 $130,493.27
BYZR014 AMUNDI SA FR AMUN FP 1,255 $80,228.50
G0772R208 BANK OF N.T. BUTTERFIELD&SON BM NTB 2,515 $69,313.40
G25839104 COCA-COLA EUROPEAN PARTNERS GB CCEP 3,390 $190,992.60
G29183103 EATON CORP PLC US ETN 533 $43,023.76
G37585AC3 GASLOG LTD 8.87500 03/22/2022 BM 75,000 $77,625.00
G45667105 HOLLYSYS AUTOMATION TECHNOLOGIES CN HOLI 5,180 $81,067.00
G50871105 JAZZ PHARMACEUTICALS IE JAZZ 1,470 $188,380.50
G51502105 JOHNSON CONTROLS INTERNATIONAL US JCI 1,011 $43,159.59
G5960L103 MEDTRONIC INC IE MDT 95,505 $10,304,034.45
G97822103 PERRIGO CO PLC IE PRGO 2,970 $138,936.60
H01301128 ALCON INC CH ALC 19,581 $1,193,657.76
H1467J104 CHUBB LTD CH CB 327 $51,103.56
H8817H100 TRANSOCEAN LTD US RIG 127,930 $582,081.50
N22717107 CORE LABORATORIES N.V. NL CLB 1,410 $55,821.90
N47279109 INTERXION HOLDING NV NL INXN 59,275 $4,797,718.50
N53745100 LYONDELLBASELL INDU-CL A US LYB 489 $37,838.82
N72482123 QIAGEN N.V. ADR NL QGEN 2,087 $72,398.03
USD US DOLLAR US 7,579,310.53 $7,579,310.53

Investments will change over time.

Distributions

  • Pro-Blend® Extended Term Series Class R Distribution History
  • 2019 Distribution Calendar
  • Fourth Quarter 2018 Distributions
  • Third Quarter 2018 Distributions
  • Second Quarter 2019 Distributions
  • First Quarter 2019 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.

Daily Price

$10.77

Daily $ Change

-$0.05

Daily % Change

-0.46%

as of 09/13/2019

Ticker

MNBRX

CUSIP

563821446

Inception Date

06/30/2010

Investment Minimum

$2,000.00

Investment minimum may be waived for certain qualified retirement plans, participants in an automatic investment program, 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

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 securities 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

Performance

As of 08/31/2019

YTD

14.60%

1 Year

6.55%

3 Year

6.69%

5 Year

3.57%

10 Year

7.23%

Inception
(10/12/1993)

7.83%

US Stock Market Cycle (04/01/2000 - 08/31/2019)

6.36%

Inception performance is based on the Pro-Blend® Extended Term Series Class S inception of 10/12/1993. For periods through 06/30/2010 (the inception date of the Class R shares), performance for the Class R shares is hypothetical and is based on the historical performance of the Class S shares adjusted for the Class R shares’ charges and expenses. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. 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 1.36%
Net 1.35%*

*Includes a 12b-1 fee of 0.50%, of which up to 0.25% is available as a shareholder servicing fee. Reflects the Advisor’s contractual agreement to limit its fees and reimburse certain expenses. The contractual waiver may not be amended or terminated without the prior approval of the Fund’s Board of Directors.

Top Ten Investments

As of 08/31/2019

TREASURY NOTES 10.88%
GOVERNMENT AGENCY 9.02%
TREASURY BONDS 8.72%
MEDTRONIC INC 1.96%
MASTERCARD INC-CLASS A 1.71%
NOVARTIS AG- REG 1.58%
VISA INC - CLASS A SHARES 1.53%
MICROSOFT CORP 1.52%
JOHNSON & JOHNSON 1.42%
SERVICENOW INC 1.29%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 08/31/2019

Bonds
50.83%
Stocks
47.75%
Cash
1.42%

Detailed Asset Class Allocation

As of 08/31/2019

International Equities
18.68%
Small Capitalization
0.37%
Mid Capitalization
0.87%
Large Capitalization
27.83%
Long Term Fixed Income
18.09%
Intermediate Term Fixed Income
27.12%
Short Term Fixed Income
5.62%
Cash
1.42%

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

August Fund Holdings

As of 08/31/2019

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00101JAK2 ADT SEC CORP 6.25000 10/15/2021 US 50,000 $53,125.00
00101JAM8 ADT CORP 5.25000 03/15/2020 US 50,000 $50,500.00
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 2,280,000 $2,508,640.41
00287Y109 ABBVIE INC US ABBV 1,280 $84,147.20
004239109 ACADIA REALTY TRUST US AKR 1,920 $52,512.00
00489LAA1 ACRISURE LLC / FIN INC 7.00000 11/15/2025 US 55,000 $50,652.80
00507V109 ACTIVISION INC US ATVI 98,855 $5,002,063.00
00774MAG0 AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 IE 2,260,000 $2,423,705.54
00791GAA5 AG MERGER SUB II INC 10.75000 08/01/2027 US 50,000 $49,750.00
008492100 AGREE REALTY CORP US ADC 1,185 $88,507.65
013093AD1 ALBERTSONS COS LLC/SAFEW 5.75000 03/15/2025 US 50,000 $51,250.00
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 445 $66,678.80
01609W102 ALIBABA GROUP - ADR CN BABA 1,420 $248,542.60
020002101 ALLSTATE CORPORATION US ALL 305 $31,228.95
02079K107 ALPHABET INC-CL C US GOOG 3,280 $3,896,968.00
02079K305 ALPHABET INC-CL A US GOOGL 3,270 $3,893,033.10
023135106 AMAZON.COM INC US AMZN 2,810 $4,991,374.90
02319V103 AMBEV SA-ADR BR ABEV 291,188 $1,321,993.52
0237400 DIAGEO PLC GB DGE LN 71,410 $3,057,322.75
02376RAA0 AMERICAN AIRLINES GROUP 5.50000 10/01/2019 US 615,000 $615,922.50
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 1,905 $88,544.40
0263494 BAE SYSTEMS PLC GB BA/ LN 27,265 $181,315.32
02665T306 AMERICAN HOMES 4 RENT- A US AMH 11,740 $300,309.20
0287580 BRITISH AMERICAN TOBACCO PLC GB BATS LN 4,840 $169,778.72
03019LAA4 AMERICAN TANKER INC 9.25000 02/22/2022 US 130,000 $130,969.54
03027X100 AMERICAN TOWER REIT INC US AMT 14,030 $3,229,565.70
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 54,635.24 $55,200.90
03064D108 AMERICOLD REALTY TRUST US COLD 4,810 $175,180.20
031162100 AMGEN INC US AMGN 566 $118,078.92
03690AAF3 ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 US 55,000 $49,912.50
03748R754 APARTMENT INVT & MGMT CO -A US AIV 3,856 $196,656.00
038222105 APPLIED MATERIALS INC US AMAT 855 $41,057.10
039483102 ARCHER-DANIELS-MIDLAND CO US ADM 599 $22,791.95
03968AAA9 ARD SECURITIES FINANCE 8.75000 01/31/2023 LU 31,312 $32,407.92
0405207 HALMA PLC GB HLMA LN 4,290 $102,892.49
045086AF2 ASHTON WOODS USA/FINANCE 6.75000 08/01/2025 US 55,000 $54,450.00
0490656 KERRY GROUP PLC-A IE KYGA LN 1,620 $192,645.18
05278C107 AUTOHOME INC-ADR CN ATHM 1,660 $144,685.60
053484101 AVALONBAY COMMUNITIES INC US AVB 1,760 $374,105.60
054937107 BB&T CORP US BBT 640 $30,496.00
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 2,411,000 $2,510,031.34
05722G100 BAKER HUGHES A GE CO US BHGE 1,046 $22,687.74
060505104 BANK OF AMERICA CORP US BAC 4,194 $115,376.94
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 3,190,000 $3,407,860.76
0673123 ASSOCIATED BRITISH FOODS PLC GB ABF LN 6,290 $174,021.12
084670702 BERKSHIRE HATHAWAY INC-CL B US BRK/B 33,080 $6,728,802.80
086516101 BEST BUY INC US BBY 415 $26,414.75
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 29,290 $2,198,507.40
0922320 SMITH & NEPHEW PLC GB SN/ LN 8,855 $212,190.97
09247X101 BLACKROCK INC US BLK 2,820 $1,191,619.20
0946580 WEIR GROUP PLC/THE GB WEIR LN 7,260 $129,854.22
097023105 BOEING CO US BA 392 $142,723.28
09857L108 BOOKING HOLDINGS INC US BKNG 1,390 $2,733,309.90
101121101 BOSTON PROPERTIES INC US BXP 1,985 $254,913.70
105368203 BRANDYWINE REALTY TRUST US BDN 15,500 $222,425.00
110122108 BRISTOL MYERS SQUIBB CO US BMY 1,412 $67,874.84
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 1,995 $70,024.50
11135F101 BROADCOM INC US AVGO 315 $89,031.60
11680JAA0 BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 US 55,000 $39,187.50
12429TAE4 BWAY HOLDING CO 7.25000 04/15/2025 US 55,000 $52,525.00
12503M108 CBOE GLOBAL MARKETS INC US CBOE 25,015 $2,980,787.40
12527GAB9 CF INDUSTRIES INC 7.12500 05/01/2020 US 50,000 $51,375.00
12541W209 C.H. ROBINSON WORLDWIDE INC US CHRW 279 $23,572.71
12555DAA3 CIM 2019-INV1 A1 4.00000 02/25/2049 US 533,346.04 $550,288.95
12572Q105 CME GROUP INC US CME 14,620 $3,176,779.80
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 542,950.6 $538,228.34
126650100 CVS HEALTH CORP US CVS 1,164 $70,910.88
12686CBA6 CABLEVISION SYSTEMS CORP 8.00000 04/15/2020 US 50,000 $51,437.50
133131102 CAMDEN PROPERTY TRUST US CPT 1,525 $165,081.25
13321L108 CAMECO CORP CA CCJ 10,681 $93,672.37
149123101 CATERPILLAR INC US CAT 483 $57,477.00
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 15,307.04 $15,288.57
14980AAA0 CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 US 808,436.34 $814,216.42
156700AW6 CENTURYLINK INC 5.62500 04/01/2020 US 50,000 $50,875.00
165183AL8 CFII 2017-2A A1 1.99000 05/15/2029 US 3,126,298.74 $3,122,122.32
165183BB9 CFII 2017-4A A1 2.12000 11/15/2029 US 900,991.48 $900,791.10
165240102 CHESAPEAKE LODGING TRUST US CHSP 2,775 $71,456.25
166764100 CHEVRON CORP US CVX 991 $116,660.52
17275R102 CISCO SYSTEMS INC US CSCO 2,923 $136,825.63
172967424 CITIGROUP INC US C 1,225 $78,828.75
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 1,060,000 $1,771,434.09
191216100 COCA COLA CO/THE US KO 109,870 $6,047,244.80
192422103 COGNEX CORP US CGNX 28,720 $1,294,697.60
194162103 COLGATE-PALMOLIVE CO US CL 887 $65,771.05
2011646 ALIMENTATION COUCHE-TARD -B CA ATD/B CN 3,075 $193,544.39
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 3,325 $141,778.00
205887102 CONAGRA BRAND INC. US CAG 681 $19,313.16
222795502 COUSINS PROPERTIES INC US CUZ 9,262 $321,391.40
22530LAA4 CAALT 2017-1A A 2.56000 10/15/2025 US 463,227.94 $463,330.78
22546QAD9 CREDIT SUISSE AG 5.40000 01/14/2020 CH 2,590,000 $2,617,727.48
22822V101 CROWN CASTLE INTL CORP US CCI 1,315 $190,898.55
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 503,382.63 $493,315.48
229663109 CUBESMART US CUBE 1,585 $56,885.65
231021106 CUMMINS INC US CMI 216 $32,242.32
2328595 BANCO DO BRASIL S.A. BR BBAS3 BZ 4,800 $53,563.87
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 5,330 $32,666.97
2434760 MEXICHEM SAB DE CV MX MEXCHEM* MM 39,200 $71,783.05
2458771 ITAUSA INVESTIMENTOS ITAU -PR BR ITSA4 BZ 19,500 $58,062.06
2521800 LOBLAW COMPANIES LTD CA L CN 3,790 $207,433.75
253868103 DIGITAL REALTY TRUST INC US DLR 1,490 $184,208.70
25470DAT6 DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 US 2,230,000 $2,522,399.14
25787GAC4 DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 US 50,000 $51,750.00
25960P109 DOUGLAS EMMETT INC US DEI 3,930 $165,846.00
260557103 DOW INC US DOW 674 $28,732.62
26151AAA7 DRAX FINCO PLC 6.62500 11/01/2025 GB 245,000 $252,962.50
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 272,000 $250,240.00
269246401 ETRADE FINANCIAL CORP US ETFC 28,430 $1,186,668.20
2715777 QUEBECOR INC -CL B CA QBR/B CN 61,865 $1,393,519.12
277432100 EASTMAN CHEM CO US EMN 264 $17,257.68
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 72,150 $1,371,034.25
285512109 ELECTRONIC ARTS US EA 39,435 $3,694,270.80
2866857 LUNDIN MINING CORP CA LUN CN 7,485 $35,699.08
291011104 EMERSON ELEC CO US EMR 732 $43,619.88
29273RAR0 ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 US 1,590,000 $1,931,289.67
29444U700 EQUINIX INC US EQIX 8,010 $4,455,802.80
2945422 WEG SA BR WEGE3 BZ 3,700 $19,943.01
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 1,245 $167,726.40
29476L107 EQUITY RESIDENTIAL US EQR 3,640 $308,526.40
29670E107 ESSENTIAL PROPERTIES REALTY US EPRT 5,675 $128,879.25
297178105 ESSEX PROPERTY TRUST INC US ESS 890 $285,921.40
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7110388 ROCHE HOLDING AG-GENUSSCHEIN CH ROG SW 1,090 $297,853.68
7110902 TECAN GROUP AG-REG CH TECN SW 190 $45,690.60
7123870 NESTLE SA-REGISTERED CH NESN SW 58,836 $6,611,662.37
7133608 EQUINOR ASA NO EQNR NO 10,555 $179,995.47
713448108 PEPSICO INC US PEP 42,790 $5,850,676.70
7145056 ENI SPA IT ENI IM 12,115 $182,856.88
717081103 PFIZER INC US PFE 4,042 $143,693.10
718546104 PHILLIPS 66 US PSX 395 $38,958.85
71943U104 PHYSICIANS REALTY TRUST US DOC 11,580 $200,565.60
7212477 ESSILORLUXOTTICA FR EL FP 670 $98,924.33
7262610 CREDIT AGRICOLE SA FR ACA FP 2,415 $27,529.42
729640102 PLYMOUTH INDUSTRIAL REIT INC US 3,647 $68,053.02
7309681 BNP PARIBAS FR BNP FP 2,570 $115,844.67
7339451 ORPEA SA FR ORP FP 725 $91,492.69
7380482 COMPAGNIE DE SAINT-GOBAIN FR SGO FP 1,055 $38,039.99
741503AZ9 BOOKING HOLDINGS INC 3.60000 06/01/2026 US 3,250,000 $3,480,735.18
74340W103 PROLOGIS US PLD 6,435 $538,094.70
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 2,250,000 $2,407,500.00
74460D109 PUBLIC STORAGE INC US PSA 1,115 $295,185.10
74834L100 QUEST DIAGNOSTICS INC US DGX 200 $20,474.00
750236AW1 RADIAN GROUP INC 4.87500 03/15/2027 US 105,000 $106,968.75
756109104 REALTY INCOME CORP US O 935 $69,012.35
7591EP100 REGIONS FINANCIAL CORP. US RF 1,200 $17,544.00
76131D103 RESTAURANT BRANDS INTERN CA QSR 1,720 $134,934.00
7698356 GETINGE AB-B SHS SE GETIB SS 7,360 $101,873.30
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 75,000 $76,669.13
773903109 ROCKWELL AUTOMATION INC US ROK 132 $20,168.28
7742468 GECINA SA FR GFC FP 600 $95,113.23
77714PAB5 SEMGROUP / ROSE ROCK FIN 5.62500 07/15/2022 US 80,000 $77,080.80
7792559 HEINEKEN NV NL HEIA NA 1,745 $185,663.46
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 4,640 $258,726.40
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 1,081 $61,941.30
78409V104 S&P GLOBAL INC US SPGI 12,375 $3,219,851.25
78410G104 SBA COMMUNICATIONS CORP US SBAC 11,670 $3,062,558.10
78442PGC4 SLM CORP 5.12500 04/05/2022 US 105,000 $107,493.75
78463V107 SPDR GOLD SHARES US 5,965 $857,468.75
78490DAA2 SOFI 2018-C A1FX 3.08000 01/25/2048 US 1,308,526.77 $1,319,133.56
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 2,630,000 $3,022,583.89
80282KAE6 SANTANDER HOLDINGS USA 4.50000 07/17/2025 US 2,190,000 $2,357,568.73
806857108 SCHLUMBERGER LTD NL SLB 64,793 $2,101,236.99
808513105 CHARLES SCHWAB CORP/THE US SCHW 60,455 $2,313,612.85
81141R100 SEA LTD - ADR SG SE 6,440 $206,852.80
812578102 SEATTLE GENETICS INC US SGEN 22,390 $1,626,409.60
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 436,231.56 $442,093.64
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 446,215.22 $452,211.46
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 384,781.67 $372,698.02
81762P102 SERVICENOW INC US NOW 25,935 $6,790,820.40
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 55,000 $48,950.00
828806109 SIMON PROPERTY GROUP INC US SPG 2,555 $380,541.70
832696405 JM SMUCKER CO/THE-NEW COM WI US SJM 193 $20,295.88
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 160,997.36 $160,722.94
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 300,000 $306,883.56
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 5,575.61 $5,571.91
83405TAA1 SCLP 2019-3 A MTGE 2.90000 05/25/2028 US 1,241,045.39 $1,250,950.92
83406CAA7 SCLP 2019-2 A MTGE 3.01000 04/25/2028 US 975,454.47 $983,709.84
83406EAB1 SOFI 2018-A A2A 2.39000 02/25/2042 US 440,205.17 $441,281.96
835699307 SONY CORP SPONSORED ADR JP SNE 93,435 $5,317,385.85
84265VAD7 SOUTHERN COPPER CORP 5.37500 04/16/2020 US 2,360,000 $2,398,546.12
845467AL3 SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 US 55,000 $48,125.00
85207UAE5 SPRINT CORP 7.25000 09/15/2021 US 50,000 $53,785.00
85207UAH8 SPRINT CORP 7.12500 06/15/2024 US 50,000 $55,273.00
85254J102 STAG INDUSTRIAL INC US STAG 3,360 $97,708.80
855030AN2 STAPLES INC 7.50000 04/15/2026 US 80,000 $80,800.00
85571XAA5 SRPT 2014-STAR A FLTG RATE 3.41513 11/15/2027 US 976,022.84 $973,928.98
862121100 STORE CAPITAL CORP US STOR 1,895 $71,555.20
866674104 SUN COMMUNITIES US SUI 1,550 $229,090.00
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 4,815 $63,269.10
867914103 SUNTRUST BANKS INC US STI 497 $30,570.47
871829107 SYSCO CORP US SYY 628 $46,679.24
874080104 TAL EDUCATION GROUP - ADR CN TAL 4,370 $155,703.10
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 153,537.96 $153,341.89
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 65,000 $56,550.00
882508104 TEXAS INSTRUMENTS INC US TXN 809 $100,113.75
88579Y101 3M CO US MMM 540 $87,328.80
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 883,036.25 $883,499.23
89173FAA8 TPMT 2017-1 A1 2.75000 10/25/2056 US 1,187,920.63 $1,194,692.37
89177EAA7 TPMT 2019-HY1 A1 3.14525 10/25/2048 US 1,090,459.95 $1,095,763.18
89417E109 TRAVELLERS COS INC US TRV 230 $33,800.80
89613BAA5 TAH 2016-SFR1 A 2.58900 11/17/2033 US 857,764.02 $857,131.76
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 997,491.37 $1,018,903.72
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 105,000 $97,782.30
902494103 TYSON FOODS INC -CL A US TSN 361 $33,587.44
902653104 UDR INC US UDR 3,035 $146,226.30
902973304 U.S. BANCORP US USB 1,454 $76,611.26
903002103 UMH PROPERTIES INC US UMH 4,155 $53,433.30
904767704 UNILEVER PLC - ADR GB UL 79,043 $4,993,936.74
907818108 UNION PAC CORP US UNP 582 $94,260.72
911312106 UNITED PARCEL SERVICE US UPS 856 $101,572.96
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 7,359,000 $10,790,708.64
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 7,979,000 $11,661,495.53
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 3,205,962.67 $3,518,529.67
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 10,603,000 $11,761,460.56
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 9,530,000 $11,644,840.99
9128283W8 US TREASURY N/B 2.75000 02/15/2028 US 10,395,000 $11,434,500.00
9128284P2 US TREASURY N/B 2.62500 05/15/2021 US 5,205,000 $5,295,070.91
9128286N5 TSY INFL IX N/B 0.50000 04/15/2024 US 5,194,794 $5,302,906.29
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 4,465,794.36 $4,423,491.41
912828K74 US TREASURY N/B 2.00000 08/15/2025 US 7,390,000 $7,621,803.53
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 10,889,000 $11,005,546.27
912828WJ5 US TREASURY N/B 2.50000 05/15/2024 US 10,316,000 $10,822,934.64
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 10,320,000 $11,003,700.00
913017109 UNITED TECHNOLOGIES CORP US UTX 686 $89,344.64
91704F104 URBAN EDGE PROPERTIES US UE 7,515 $131,587.65
918204108 VF CORP US VFC 486 $39,827.70
91913Y100 VALERO ENERGY US VLO 523 $39,371.44
92189F106 MARKET VECTORS GOLD MINERS US 15,850 $473,281.00
92276F100 VENTAS INC US VTR 4,030 $295,761.70
92339V100 VEREIT INC US VER 19,775 $192,806.25
92343VDV3 VERIZON COMMUNICATIONS 5.50000 03/16/2047 US 2,650,000 $3,555,673.51
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 9,460 $1,702,989.20
92553P201 VIACOM INC CL B US VIAB 657 $16,411.86
92826C839 VISA INC - CLASS A SHARES US V 44,385 $8,025,695.70
92840JAA7 VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 MUL 80,000 $78,600.00
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 350,000 $353,594.08
929042109 VORNADO REALTY TRUST US VNO 1,055 $63,795.85
92922PAL0 W & T OFFSHORE INC 9.75000 11/01/2023 US 25,000 $24,125.00
93065PAA9 WBHT 2019-WBM A FLT 3.24513 12/15/2033 US 1,200,000 $1,192,635.72
931142103 WAL MART STORES US WMT 1,755 $200,526.30
931427108 WALGREENS BOOTS ALLIANCE INC US WBA 929 $47,555.51
94106L109 WASTE MANAGEMENT INC US WM 478 $57,049.30
94856UAA9 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 105,000 $105,000.00
948741103 WEINGARTEN REALTY INVESTORS US WRI 4,855 $128,608.95
949746101 WELLS FARGO COMPANY US WFC 3,139 $146,183.23
94987MAB7 WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 US 600,000 $608,993.34
95040Q104 WELLTOWER INC. US WELL 2,550 $228,378.00
958102105 WESTERN DIGITAL CORP US WDC 476 $27,260.52
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 1,720,000 $1,793,534.35
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 321,857.08 $322,951.65
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 414,576.7 $422,171.75
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 110,000 $103,400.00
B00FM53 BANCO BRADESCO SA - PREF BR BBDC4 BZ 17,500 $139,881.67
B01FLR7 PING AN INSURANCE GROUP CO-H CN 2318 HK 13,000 $149,149.16
B02J639 ADMIRAL GROUP PLC GB ADM LN 3,650 $95,650.26
B037HR3 ITAU UNIBANCO HOLDINGS S-PREF BR ITUB4 BZ 21,400 $175,706.35
B037JC2 NEXITY FR NXI FP 655 $30,425.52
B058TZ6 SAFRAN SA FR SAF FP 730 $106,026.16
B068DB9 SM INVESTMENTS CORP PH SM PM 4,665 $91,917.54
B07DRZ5 RECORDATI SPA IT REC IM 4,410 $193,498.08
B08K3S0 LOCALIZA RENT A CAR BR RENT3 BZ 2,500 $28,586.09
B0C2CQ3 ENGIE FR ENGI FP 4,140 $62,947.77
B0CGYD6 LOJAS RENNER S.A. BR LREN3 BZ 3,700 $45,229.17
B0MP1B0 SHENZHOU INTERNATIONAL GROUP CN 2313 HK 12,000 $162,807.79
B11ZRK9 LEGRAND SA FR LR FP 565 $39,890.19
B13X013 EIFFAGE FR FGR FP 565 $58,546.99
B15C557 TOTAL SA FR FP FP 3,545 $177,032.05
B1FW751 GALP ENERGIA SGPS SA PT GALP PL 11,600 $166,711.26
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 13,400 $78,796.00
B1XFTL2 HEXAGON AB-B SHS SE HEXAB SS 1,870 $83,283.64
B1XH026 VINCI SA FR DG FP 1,890 $206,495.63
B1Y47Y7 GERRESHEIMER AG DE GXI GR 1,090 $82,368.10
B1Y9TB3 DANONE FR BN FP 5,338 $478,226.22
B1YVKN8 ANTA SPORTS PRODUCTS LTD CN 2020 HK 14,000 $116,130.56
B1YXBJ7 AIR LIQUIDE FR AI FP 930 $129,576.94
B1Z9Q99 ABOITIZ POWER CORP PH AP PM 81,900 $59,780.19
B247XZ6 MANILA ELECTRIC COMPANY PH MER PM 7,840 $54,964.59
B3NB1P2 SUNCOR ENERGY INC CA SU CN 4,890 $143,019.83
B3ZCNF7 TELEFONICA BRASIL S.A. - PREF BR VIVT4 BZ 2,000 $25,911.62
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 3,112,000 $153,857.01
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 358,000 $279,451.89
B4975P9 MAGAZINE LUIZA SA BR MGLU3 BZ 2,400 $21,067.38
B4JSTL6 WYNN MACAU LTD MO 1128 HK 61,200 $121,962.38
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 5,057,000 $249,505.41
B4P8HQ1 MGM CHINA HOLDINGS LTD MO 2282 HK 56,000 $83,631.58
B4R2R50 JULIUS BAER CH BAER SW 2,250 $89,303.84
B4V5RY4 BANCO SANTANDER BRASIL - UNIT BR SANB11 BZ 1,500 $15,398.45
B5B23W2 SANDS CHINA LTD MO 1928 HK 28,000 $126,762.65
B5VJH76 BDO UNIBANK INC PH BDO PM 30,270 $86,614.21
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 7,313,000 $366,469.18
B63QM77 NEXON CO LTD JP 3659 JP 27,300 $368,402.43
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 972,000 $50,923.36
B725S29 PUREGOLD PRICE CLUB INC PH PGOLD PM 32,900 $27,758.60
B7FQV64 RAIA DROGASIL S.A. BR RADL3 BZ 1,000 $22,344.84
B92RW83 LT GROUP INC PH LTG PM 92,700 $26,319.09
B9N3SQ0 BB SEGURIDADE PARTICIPACOES BR BBSE3 BZ 3,200 $25,354.26
BB22L96 KION GROUP AG DE KGX GR 1,720 $83,353.30
BBG00NLGTT23 AMZN US 09/20/19 P1630 US -10 -$6,150.00
BBG00PP3KFV0 ATVI US 08/30/19 P44.5 US -395 -$790.00
BBG00PP80KG7 FB US 08/30/19 P185 US -95 -$95.00
BBG00PTP1R24 JNJ US 09/06/19 P122 US -143 -$1,287.00
BBG00PTRX541 NOW US 09/06/19 C270 US -65 -$6,955.00
BBG00PVQXVM3 DLTR US 09/06/19 P90 US -297 -$2,376.00
BBQ3850 KEYWORDS STUDIOS PLC IE KWS LN 2,166 $41,962.86
BD0PJ08 INMOBILIARIA COLONIAL SOCIMI ES COL SM 7,965 $91,988.54
BD4TZK8 OCI NV NL OCI NA 1,460 $32,033.95
BD9Y5C0 TECHNOGYM SPA IT TGYM IM 12,600 $127,705.54
BD9Y9B7 BASIC-FIT NV NL BFIT NA 4,150 $130,238.78
BF1K7P7 ESSITY AKTIEBOLAG-B SE ESSITYB SS 6,310 $197,113.69
BFTCYP4 ROBINSONS RETAIL HOLDINGS IN PH RRHI PM 19,570 $29,322.58
BG36ZK1 B3 SA-BRASIL BOLSA BALCAO BR B3SA3 BZ 9,000 $97,824.20
BG7ZWY7 AMBEV SA BR ABEV3 BZ 19,900 $90,489.50
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 59,720 $96,352.22
BH4TZ73 FU SHOU YUAN INTERNATIONAL CN 1448 HK 163,000 $157,724.23
BJ2KSG2 AKZO NOBEL NL AKZA NA 2,635 $236,190.44
BJT1GR5 ALCON INC CH ALC SW 1,602 $97,419.54
BMJ6DW5 INFORMA PLC GB INF LN 18,015 $190,804.44
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 138,679 $5,725,436.47
BMTRW10 B&M EUROPEAN VALUE RETAIL SA GB BME LN 16,790 $73,305.00
BNGN9Z1 FINECOBANK SPA IT FBK IM 14,000 $144,979.69
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 164,505 $5,090,400.64
BSQXJ01 THULE GROUP AB/THE SE THULE SS 8,705 $172,978.83
BVSS790 ELIS SA FR ELIS FP 3,175 $56,494.58
BYXS699 QIAGEN N.V. NL QIA GR 3,399 $118,452.89
BYXZ2W5 RUMO SA BR RAIL3 BZ 5,000 $26,865.49
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 62,299 $5,888,445.64
BYZFYS3 SPIE SA FR SPIE FP 1,545 $28,036.33
BYZFZ91 SOPHOS GROUP PLC GB SOPH LN 27,855 $130,493.27
BYZR014 AMUNDI SA FR AMUN FP 1,255 $80,228.50
G0772R208 BANK OF N.T. BUTTERFIELD&SON BM NTB 2,515 $69,313.40
G25839104 COCA-COLA EUROPEAN PARTNERS GB CCEP 3,390 $190,992.60
G29183103 EATON CORP PLC US ETN 533 $43,023.76
G37585AC3 GASLOG LTD 8.87500 03/22/2022 BM 75,000 $77,625.00
G45667105 HOLLYSYS AUTOMATION TECHNOLOGIES CN HOLI 5,180 $81,067.00
G50871105 JAZZ PHARMACEUTICALS IE JAZZ 1,470 $188,380.50
G51502105 JOHNSON CONTROLS INTERNATIONAL US JCI 1,011 $43,159.59
G5960L103 MEDTRONIC INC IE MDT 95,505 $10,304,034.45
G97822103 PERRIGO CO PLC IE PRGO 2,970 $138,936.60
H01301128 ALCON INC CH ALC 19,581 $1,193,657.76
H1467J104 CHUBB LTD CH CB 327 $51,103.56
H8817H100 TRANSOCEAN LTD US RIG 127,930 $582,081.50
N22717107 CORE LABORATORIES N.V. NL CLB 1,410 $55,821.90
N47279109 INTERXION HOLDING NV NL INXN 59,275 $4,797,718.50
N53745100 LYONDELLBASELL INDU-CL A US LYB 489 $37,838.82
N72482123 QIAGEN N.V. ADR NL QGEN 2,087 $72,398.03
USD US DOLLAR US 7,579,310.53 $7,579,310.53

Investments will change over time.

Distributions

  • Pro-Blend® Extended Term Series Class R Distribution History
  • 2019 Distribution Calendar
  • Fourth Quarter 2018 Distributions
  • Third Quarter 2018 Distributions
  • Second Quarter 2019 Distributions
  • First Quarter 2019 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.


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