Investment Objective

Primarily to manage against capital risk and generate income, with the pursuit of long-term capital growth as a secondary objective.

Investment Strategy

A globally diversified multi-asset class portfolio constructed using a strategic blend of proprietary Manning & Napier mutual funds while utilizing both top down and bottom up analysis.

Stock exposure can range from 15% - 45%, and is focused on income-oriented securities (such as dividend-paying and dividend growth companies) as well as real estate securities (such as REITs - real estate investment trusts).

Bond exposure can range from 55% - 85%, and is focused on investment grade bonds, with exposure to a somewhat lesser degree in high yield bonds. Sector exposure can vary, with the flexibility to build concentrated exposure across fixed income sectors based on market conditions.

May be Appropriate for Investors

  • Who are in retirement, or who have an investment time frame of 0–5 years
  • Who have a focus on stability and income, with a low tolerance for capital risk
  • Who prefer to take advantage of professional management through a single, diversified investment portfolio

A Focus on Income

This Series is designed to meet investors' income needs by addressing today’s environment and allowing for the flexibility to adjust to tomorrow’s market conditions. Strategic Income Conservative Series aims to provide income generation with a meaningful allocation to fixed income securities and a notable exposure to income-oriented equity securities.

Daily Price

$10.15

Daily $ Change

-$0.02

Daily % Change

-0.20%

as of 04/24/2018

Ticker

MSCBX

CUSIP

56382P237

Inception Date

08/01/2012

Investment Minimum

$2,000.00

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

Important Documents

Summary Prospectus
Prospectus
Statement of Additional Information
Annual Report
Semi-Annual Report
Fact Sheet
Applications & Forms
XBRL-05/11/17

Annualized Performance

As of 03/31/2018

YTD

-2.07%

1 Year

3.00%

3 Year

3.24%

5 Year

3.79%

10 Year

---

Inception
(08/01/2012)

4.49%

Market Cycle

---

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 1.43%
Net 0.84%*

Includes a shareholder servicing fee of 0.25% and acquired fund fees and expenses of the underlying Series. Reflects the Advisor’s contractual agreement to limit its fees and reimburse certain expenses. The contractual waiver may not be amended or terminated prior to the expiration date (04/30/2018) without the approval of the Fund’s Board of Directors.

Top Ten Investments

As of 03/31/2018

TREASURY NOTES 8.75%
GOVERNMENT AGENCY 7.35%
TREASURY BONDS 5.75%
TREASURY BILLS 1.06%
BOARDWALK PIPELINES LP 5.95000 06/01/2026 1.01%
JPMORGAN CHASE & CO 6.30000 04/23/2019 1.01%
PRICELINE GROUP INC/THE 3.60000 06/01/2026 1.00%
ALIBABA GROUP HOLDING 3.40000 12/06/2027 0.99%
JP MORGAN CHASE & CO 0.85%
VERIZON COMMUNICATIONS 5.50000 03/16/2047 0.81%

Top Ten Investments list is unaudited and excludes cash.

Sector Allocation

As of 03/31/2018

Consumer Discretionary 1.97%
Consumer Staples 2.41%
Energy 1.47%
Financials 3.80%
Health Care 3.17%
Industrials 3.66%
Information Technology 3.39%
Materials 1.40%
Real Estate 8.83%
Utilities 0.38%
Long Term Fixed Income 16.23%
Intermediate Term Fixed Income 33.45%
Short Term Fixed Income 18.40%
Cash 1.44%

The “Other” category contains securities such as ETFs and others that cannot otherwise be classified. The Global Industry Classification Standard (GICS) was developed by and is the exclusive property and a service mark of MSCI Inc. (MSCI) and Standard & Poor’s, a division of The McGraw-Hill Companies, Inc. (S&P) and is licensed for use by Manning & Napier when referencing GICS sectors. Nether MSCI, S&P nor any third party involved in making or compiling the GICS or any GICS classifications makes any express or implied warranties or representations with respect to such standard or classification nor shall any such party have any liability therefrom.

Asset Allocation

As of 03/31/2018

Bonds 68.08%
Stocks 30.48%
Cash 1.44%

Credit Quality Distribution

As of 03/31/2018

AAA 50.47%
AA 4.11%
A 8.44%
BBB 24.33%
BB 4.36%
B 2.80%
CCC 0.32%
NR 5.17%

Credit quality ratings are measured on a scale that generally ranges from AAA (highest) to D (lowest). Not Rated (NR) is used to classify securities for which a rating is not available. Credit quality ratings for each issue are obtained from Bloomberg using ratings derived from Moody’s Investors Services (Moody’s) or Standard & Poor’s. When ratings from Moody’s are not available, ratings from Standard & Poor’s are used.

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 13,985.94 $13,811.12
00206RCK6 AT&T INC FLT 3.23200 06/30/2020 US 37,572.67 $37,967.91
00206RDC3 AT&T INC FLT 4.45000 04/01/2024 US 17,001.64 $17,548.29
00206REM0 AT&T INC 3.90000 08/14/2027 US 152,450.24 $153,499.79
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 173,584.87 $170,510.68
00287Y109 ABBVIE INC US ABBV 844.17 $79,900.93
00289XAA7 ABENGOA YIELD PLC 7.00000 11/15/2019 GB 30,690.99 $31,688.44
004239109 ACADIA REALTY TRUST US AKR 528.5 $13,001.14
00772BAF8 AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 IE 173,666.64 $177,892.48
008492100 AGREE REALTY CORP US ADC 240.14 $11,536.18
00928QAG6 AIRCASTLE LTD 7.62500 04/15/2020 BM 15,850.97 $16,960.54
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 7,842.01 $8,155.69
009563AD9 AIRXCEL INC 8.50000 02/15/2022 US 17,600.4 $19,030.43
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 213.8 $26,701.12
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 275,887.35 $261,846.06
01748XAA0 ALLEGIANT TRAVEL CO 5.50000 07/15/2019 US 12,998.45 $13,193.43
020002101 ALLSTATE CORPORATION US ALL 161.56 $15,316.06
02005NAT7 ALLY FINANCIAL INC 3.50000 01/27/2019 US 31,215.71 $31,254.73
02005NBE9 ALLY FINANCIAL INC 3.25000 11/05/2018 US 11,741.46 $11,756.14
02007CAE2 ALLYA 2016-1 A4 1.73000 11/16/2020 US 3,522.44 $3,491.20
02007MAC4 ALLYA 2018-1 A1 1.75000 02/15/2019 US 14,039.57 $14,039.75
02155EAA6 CEQUEL COM HLDG I/ CAP CP 7.75000 07/15/2025 US 13,306.89 $14,072.04
02155FAC9 ALTICE US FINANCE I CORP 5.50000 05/15/2026 US 12,708.42 $12,421.21
0237400 DIAGEO PLC GB DGE LN 1,564.32 $52,904.83
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 676.15 $26,113.01
0258M0DU0 AMERICAN EXPRESS CREDIT FLRT 2.67363 05/26/2020 US 35,224.38 $35,535.70
02665T306 AMERICAN HOMES 4 RENT- A US AMH 1,973.59 $39,629.67
02666TAA5 AMERICAN HOMES 4 RENT 4.25000 02/15/2028 US 142,540.97 $139,680.59
026874784 AMERICAN INTL GROUP INC US AIG 249.18 $13,560.15
026874CY1 AMERICAN INTL GROUP 4.12500 02/15/2024 US 109,383.05 $110,995.92
03027XAF7 AMERICAN TOWER CORP 2.80000 06/01/2020 US 18,786.34 $18,647.95
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 3,239.42 $3,280.45
03064D108 AMERICOLD REALTY TRUST US COLD 597.58 $11,401.80
031162100 AMGEN INC US AMGN 375.08 $63,943.34
03349M105 ANDEAVOR US ANDV 139.58 $14,035.94
034863AT7 ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 GB 147,495.61 $141,448.79
03748R101 APARTMENT INVT & MGMT CO -A US AIV 804.51 $32,783.88
037612306 APOLLO GLOBAL MANAGMENT - A US APO 710.65 $21,049.38
037833100 APPLE COMPUTER INC US AAPL 317.69 $53,302.80
039483102 ARCHER DANIELS MIDLAND CO US ADM 461.86 $20,030.97
04014Y101 ARES MANAGEMENT LP US ARES 708.96 $15,171.80
04621WAC4 ASSURED GUARANTY US HLDG 5.00000 07/01/2024 US 50,253.45 $53,570.36
053015103 AUTOMATIC DATA PROCESSING US ADP 326.46 $37,046.61
053484101 AVALONBAY COMMUNITIES INC US AVB 490.96 $80,742.96
054937107 BB & T CORPORATION US BBT 585.27 $30,457.28
055622104 BP PLC-SPONS ADR GB BP 1,567.32 $63,539.08
05582QAB3 BMWOT 2016-A A2A 0.99000 05/28/2019 US 883.03 $882.17
05582QAD9 BMWOT 2016-A A3 1.16000 11/25/2020 US 93,078.83 $92,180.66
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 30,490.05 $29,459.42
060505104 BANK OF AMERICA CORP US BAC 3,224.5 $96,702.67
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 112,813.18 $112,591.25
06416CAB4 BANK OF NOVA SCOTIA 1.85000 04/14/2020 CA 21,134.63 $20,751.35
06652K103 BANKUNITED INC US BKU 426.65 $17,057.49
086516101 BEST BUY INC US BBY 202.17 $14,149.70
09253U108 BLACKSTONE GROUP LP/THE US BX 697.17 $22,274.53
09627J102 BLUEROCK RESIDENTIAL GROWTH US 1,042.39 $8,860.28
096630AE8 BOARDWALK PIPELINES LP 5.95000 06/01/2026 US 249,208.56 $267,069.76
097023105 BOEING CO US BA 263.57 $86,420.58
0989529 ASTRAZENECA PLC GB AZN LN 469.71 $32,288.28
101121101 BOSTON PROPERTIES INC US BXP 438.02 $53,972.69
105368203 BRANDYWINE REALTY TRUST US BDN 1,330.27 $21,124.67
105756BV1 FED REPUBLIC OF BRAZIL 4.25000 01/07/2025 BR 6,105.56 $6,078.08
110122108 BRISTOL MYERS SQUIBB CO US BMY 783.66 $49,566.44
11133T103 BROADRIDGE FINANCIAL SOLUTIONS US BR 131.23 $14,395.04
12467AAD0 C&S GROUP ENTERPRISES 5.37500 07/15/2022 US 27,384.21 $25,806.06
12541W209 C.H. ROBINSON WORLDWIDE INC US CHRW 161.6 $15,143.77
125896100 CMS ENERGY CORP US CMS 628.28 $28,454.58
12592BAB0 CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 US 24,773.16 $24,711.23
12592TAA3 COMM 2015-3BP A FLT 3.17800 02/10/2035 US 30,490.05 $30,039.24
12623EAF8 CHN INDUSTRIAL CAPITAL L 3.62500 04/15/2018 US 8,688.68 $8,690.85
126304AK0 CSC HOLDINGS LLC 7.62500 07/15/2018 US 1,338.53 $1,361.55
126307AC1 CSC HOLDINGS LLC 8.62500 02/15/2019 US 9,393.17 $9,798.67
126307AH0 CSC HOLDINGS LLC 5.25000 06/01/2024 US 27,178.96 $25,853.98
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 20,529.16 $19,064.86
12647MBY0 CSMC 2013-6 2A1 3.50000 08/25/2043 US 68,372.78 $67,916.05
126650100 CVS HEALTH CORP US CVS 686.88 $42,730.58
12673P105 CA INC US CA 451.21 $15,296.07
12770QAA3 CZR 2017-VICI A 3.53100 10/15/2034 US 43,448.32 $43,857.62
13063DAD0 CALIFORNIA ST 2.36700 04/01/2022 US 7,044.88 $6,969.36
134429109 CAMPBELL SOUP CO US CPB 979.44 $42,419.64
14041NFF3 CAPITAL ONE MULTI-ASSET 1.33000 06/15/2022 US 15,672.5 $15,401.99
14149Y108 CARDINAL HEALTH INC US CAH 303.22 $19,005.73
14312QAB2 CARMX 2016-4 A2 1.21000 11/15/2019 US 5,852.76 $5,839.31
14314EAB7 CARMX 2016-3 A2A 1.17000 08/15/2019 US 2,138 $2,137.04
14314JAB6 CARMX 2017-1 A2 1.54000 02/18/2020 US 11,050.59 $11,020.33
14314MAC7 CARMX 2016-2 A3 1.52000 02/16/2021 US 16,178.09 $16,047.51
14314WAD3 CARMX 2017-3 A3 1.97000 04/15/2022 US 17,847.02 $17,590.69
14912Y202 CATCHMARK TIMBER TRUST INC US CTT 6,492.69 $80,963.86
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 6,661.03 $6,652.70
156504AH5 CENTURY COMMUNITIES 5.87500 07/15/2025 US 26,710.23 $25,441.49
159864AC1 CHARLES RIVER LABORITORIES 5.50000 04/01/2026 US 7,319.25 $7,419.89
16411QAA9 CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 US 13,889.27 $13,698.29
16412XAD7 CHENIERE CORP CHRISTI HD 7.00000 06/30/2024 US 11,590.4 $12,821.88
165183AL8 CFII 2017-2A A1 1.99000 05/15/2029 US 67,829.61 $67,116.23
165240102 CHESAPEAKE LODGING TRUST US CHSP 933.39 $25,957.62
166764100 CHEVRON CORP US CVX 413.17 $47,118.07
166764AE0 CHEVRON CORP 1.71800 06/24/2018 US 42,034.43 $41,969.80
168863AU2 REPUBLIC OF CHILE 5.50000 08/05/2020 CL 8,453,851.77 $14,577.61
17275R102 CISCO SYSTEMS INC US CSCO 2,627.68 $112,701.38
172967424 CITIGROUP INC US C 1,171.93 $79,105.39
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 140,254.22 $212,387.67
17305EFS9 CCCIT 2014-A6 A6 2.15000 07/15/2021 US 17,659.16 $17,561.26
189054109 CLOROX COMPANY US CLX 138.85 $18,482.93
19238VAG0 COGECO CABLE INC 4.87500 05/01/2020 CA 7,695.62 $7,714.86
194162103 COLGATE-PALMOLIVE CO US CL 580.53 $41,612.61
19625JAA1 CAH 2015-1A A 2.91794 07/17/2032 US 49,592.08 $49,748.47
19625W104 COLONY NORTHSTAR INC-CLASS A US CLNS 5,362.5 $30,137.23
198280AB5 COLUMBIA PIPELINE GROUP 2.45000 06/01/2018 US 16,438.05 $16,427.55
198287203 COLUMBIA PROPERTY TRUST INC US CXP 659.12 $13,485.68
199908104 COMFORT SYSTEMS US FIX 699.79 $28,866.31
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 2,398.42 $61,735.25
2099084 BORALEX INC -A CA BLX CN 843.94 $14,653.59
21871N101 CORECIVIC INC US CXW 2,643.6 $51,603.04
219350105 CORNING INC US GLW 793.71 $22,128.71
21987BAK4 CODELCO INC 5.62500 09/21/2035 CL 122,722.44 $140,671.86
21987BAV0 CODELCO INC 4.50000 09/16/2025 CL 37,572.67 $39,133.04
222795106 COUSINS PROPERTIES INC US CUZ 6,332.11 $54,962.74
22282E102 COVANTA HOLDING CORP US CVA 2,356.97 $34,176.04
22530LAA4 CAALT 2017-1A A 2.56000 10/15/2025 US 34,662.99 $34,478.33
22663AAA7 ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 US 13,565.39 $13,226.26
22822V101 CROWN CASTLE INTL CORP US CCI 641.74 $70,341.34
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 18,540.34 $17,322.65
229663109 CUBESMART US CUBE 1,341.7 $37,835.86
231021106 CUMMINS INC US CMI 153.22 $24,835.42
23311RAC0 DCP MIDSTREAM OPERATING 9.75000 03/15/2019 US 19,437.09 $20,506.12
233864AB3 DTRT 2018-1 A2 2.60000 05/15/2020 US 21,134.63 $21,132.38
237194105 DARDEN RESTAURANTS INC US DRI 135.5 $11,551.51
23918KAR9 DAVITA INC 5.00000 05/01/2025 US 25,413.18 $24,563.11
247361702 DELTA AIR LINES INC. US DAL 473.27 $25,939.69
253393102 DICK'S SPORTING GOODS INC US DKS 869.59 $30,479.07
253868103 DIGITAL REALTY TRUST INC US DLR 771.03 $81,250.69
256677105 DOLLAR GENERAL CORP US DG 593.64 $55,535.16
260003108 DOVER CORP US DOV 155.29 $15,252.68
26078J100 DOWDUPONT INC US DWDP 884.42 $56,346.10
262006208 DREYFUS GVT CSH MANAGEMENT US 387,975.61 $387,975.61
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 20,049.06 $20,149.31
269246BP8 E*TRADE FINANCIAL CORP 2.95000 08/24/2022 US 74,319.49 $72,346.85
277276101 EASTGROUP PROPERTIES US EGP 105.25 $8,699.77
277432100 EASTMAN CHEM CO US EMN 142.54 $15,048.98
28140H203 EDUCATION REALTY TRUST INC US EDR 256.42 $8,397.85
28336LBR9 KINDER MORGAN INC/DELAWA 7.25000 06/01/2018 US 42,269.26 $42,547.10
291011104 EMERSON ELEC CO US EMR 484.05 $33,060.71
29250NAR6 ENBRIDGE INC 3.70000 07/15/2027 CA 97,359.75 $93,326.86
29372EBL1 ENTERPRISE FLEET FINANCING FLT 1.59000 02/22/2021 US 7,495.28 $7,488.89
29372EBS6 EFF 2016-2 A2 1.74000 02/22/2022 US 24,814.76 $24,692.66
29372EBT4 EFF 2016-2 A3 2.04000 02/22/2022 US 18,316.68 $18,112.01
29372EBV9 EFF 2017-1 A2 2.13000 07/20/2022 US 10,177.99 $10,122.77
29373LAA9 EFF 2018-1 A1 2.15000 03/20/2019 US 37,572.67 $37,572.67
29444U700 EQUINIX INC US EQIX 312.34 $130,603.51
294628102 EQUITY COMMONWEALTH US EQC 584.3 $17,920.40
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 319.9 $28,077.46
29476L107 EQUITY RESIDENTIAL US EQR 659.12 $40,615.24
297178105 ESSEX PROPERTY TRUST INC US ESS 112.3 $27,027.49
30161N101 EXELON CORP US EXC 441.81 $17,235.18
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 152,450.24 $150,063.93
302154CB3 EXPORT - IMPORT BANK KOREA 1.75000 05/26/2019 KR 36,238.84 $35,742.30
30216HAC3 EXPORT-IMPORT BANK CHINA 2.50000 07/31/2019 CN 35,224.38 $35,021.03
30216KAA0 EXPORT-IMPORT BK INDIA 3.37500 08/05/2026 IN 14,089.75 $13,251.05
30219GAK4 EXPRESS SCRIPTS HOLDING 3.50000 06/15/2024 US 30,527.8 $29,808.70
30225T102 EXTRA SPACE STORAGE INC US EXR 454.31 $39,688.09
30231G102 EXXON MOBIL CORP US XOM 1,428.78 $106,601.51
302491303 FMC CORP US FMC 568.37 $43,519.95
30251JAA9 FDIC 2011-R1 A 2.67200 07/25/2026 US 3,074.89 $3,067.06
30262SAR9 FREMF 2015-K42 B FLT 3.85233 12/25/2024 US 37,889.06 $38,133.89
30263HAL5 FREMF 2011-K15 B FLT 4.94894 08/25/2044 US 12,958.27 $13,576.62
30286XAN9 FREMF 2015-K43 B FLT 3.73459 02/25/2048 US 37,534.92 $37,517.95
30291EAE4 FREMF 2013-K712 B FLT 3.36434 05/25/2045 US 33,546.6 $33,739.03
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 417,865.4 $1,622.74
30291YAJ9 FREMF 2014-K716 B FLT 3.95051 08/25/2047 US 11,976.29 $12,238.18
311900104 FASTENAL CO US FAST 341.75 $18,655.87
3128E5VC0 FHLM POOL D98711 4.50000 07/01/2031 US 13,713.95 $14,412.56
3128LCD86 FHLM POOL A78227 5.50000 06/01/2038 US 1,191.79 $1,298.95
3128M56M7 FHLM POOL G04176 5.50000 05/01/2038 US 1,110.86 $1,218.22
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 6,032.16 $6,763.51
3128M7FQ4 FHLM POOL G05275 5.50000 02/01/2039 US 21,948.53 $23,934.19
3128M9ZU9 FHLM POOL G07655 5.50000 12/01/2035 US 10,914.2 $12,056.65
3128MAGF0 FHLM POOL G07998 4.50000 07/01/2044 US 17,981.08 $18,915.66
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 85.57 $89.01
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 1,537.28 $1,601.65
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 1,064.72 $1,107.34
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 818.58 $855.59
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 1,447.4 $1,512.72
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 32,940.95 $34,626.99
3128MJJN1 FHLM POOL G08268 5.00000 05/01/2038 US 63,287.45 $68,169.95
3128MJZU7 FHLM POOL G08754 4.50000 03/01/2047 US 51,180.9 $53,606.18
3128P75F6 FHLM POOL C91746 4.50000 12/01/2033 US 12,792.08 $13,466.18
3128P75P4 FHLM POOL C91754 4.50000 03/01/2034 US 10,069.4 $10,588.69
3128P75V1 FHLM POOL C91760 3.50000 05/01/2034 US 14,364.72 $14,636.53
3128P76G3 FHLM POOL C91771 4.50000 06/01/2034 US 12,843.54 $13,629.71
3128P76R9 FHLM POOL C91780 4.50000 07/01/2034 US 11,882.14 $12,566.44
3128P7QL0 FHLM POOL C91359 4.50000 02/01/2031 US 1,101.04 $1,157.04
3128P8A92 FHLM POOL C91832 3.50000 06/01/2035 US 57,493.43 $58,580.80
3128P8AL5 FHLM POOL C91811 4.00000 01/01/2035 US 6,376.59 $6,618.56
3128P8BX8 FHLM POOL C91854 4.00000 10/01/2035 US 41,312.38 $42,879.76
3128P8CH2 FHLM POOL C91872 3.50000 04/01/2036 US 16,743.1 $17,059.27
312941F69 FHLM POOL A92889 4.50000 07/01/2040 US 28,748.3 $30,420.02
312941ZQ3 FHLM POOL Q93451 4.50000 08/01/2040 US 74,272.32 $78,579.72
312945B80 FHLM POOL A96363 4.50000 01/01/2041 US 16,310.47 $17,246.60
3132J8YK0 FHLM POOL Q17513 3.50000 04/01/2043 US 16,859.17 $16,987.02
3132LNE34 FHLM POOL K92054 4.00000 10/01/2034 US 4,158.86 $4,332.22
3132QUNJ8 FHLM POOL Q37592 4.00000 12/01/2045 US 71,000.8 $73,113.42
3132QUWT6 FHLM POOL Q37857 4.00000 12/01/2045 US 57,408.58 $59,075.24
3132QVKA8 FHLM POOL Q38388 4.00000 01/01/2046 US 68,237.72 $70,384.33
3132QVMX6 FHLM POOL Q38473 4.00000 01/01/2046 US 25,624.61 $26,408.97
3132WDMZ4 FHLM POOL Q40375 3.50000 05/01/2046 US 27,024.95 $27,135.58
3132WL4Q6 FHLM POOL Q47130 4.50000 04/01/2047 US 31,691.48 $33,193.23
3132WPDP9 FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 US 30,973.31 $31,832.06
3132XSLZ1 FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 US 33,973.79 $34,906.55
31335A5Q7 FHLM POOL G60855 4.50000 12/01/2045 US 28,698.22 $30,087.72
31335ACG1 FHLM POOL G60071 4.50000 07/01/2042 US 28,703.4 $30,364.63
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 40,248.72 $41,411.21
31335ALX4 FHLM POOL G60342 4.50000 05/01/2042 US 15,645.44 $16,550.63
31335ASA7 FHLM POOL G60513 5.00000 07/01/2041 US 68,137.99 $73,450.69
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 2,276.81 $2,312.27
3137A2B34 FHMS K009 X1 FLT 1.29512 08/25/2020 US 42,684.09 $1,083.23
3137ADTK3 FHMS K014 X1 FLT 1.17939 04/25/2021 US 594,409.6 $17,986.54
3137AJMG6 FMHS K016 X1 FLT 1.52075 10/25/2021 US 110,008.8 $4,859.14
3137AL6W4 FHMS K706 X1 FLT 1.54720 10/25/2018 US 152,791.27 $825.49
3137AME78 FHMS K017 X1 FLT 1.34561 12/25/2021 US 162,105.83 $6,593.74
3137ATSC7 FEDERAL NATL MTG ASSN KP01 A2 1.72000 01/25/2019 US 1,852.48 $1,845.84
3137AUPF0 FHMS K021 x1 FLT 1.46192 06/25/2022 US 784,120.27 $39,584.19
3137B36J2 FHMS K029 A2 3.32000 02/25/2023 US 68,602.61 $69,881.61
3137B3NB0 FHMS K030 X1 FLT 0.20508 04/25/2023 US 1,319,980.03 $11,896.06
3137B4GZ3 FHMS K032 X1 FLT 0.10903 05/25/2023 US 775,157.91 $4,242.98
3137B4WB8 FHMS K033 A2 3.06000 07/25/2023 US 66,315.85 $66,687.27
3137B5KW2 FHMS K035 A2 3.45800 08/25/2023 US 144,446.6 $148,097.75
3137BPVZ9 FHMS K055 A1 2.26300 04/25/2025 US 43,548.55 $42,299.00
3137BT7J4 FHMS KJ10 A2 2.91200 12/25/2023 US 106,715.17 $106,263.62
3137BWVV3 FHMS KJ13 A2 2.86400 08/25/2022 US 137,205.21 $137,219.88
3138A5JC7 FEDERAL NATL MTG ASSN AH3858 4.50000 08/01/2041 US 45,905.11 $48,562.85
3138AJXA5 FEDERAL NATL MTG ASSN A15172 4.00000 08/01/2041 US 9,942.28 $10,277.71
3138ATF70 FEDERAL NATL MTG ASSN AJ1989 4.50000 10/01/2041 US 9,999.98 $10,575.11
3138EQST0 FEDERAL NATL MTG ASSN AL7729 4.00000 06/01/2043 US 13,762.66 $14,224.95
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.65200 01/01/2049 US 53,532.71 $58,000.04
3138WDJY8 FEDERAL NATL MTG ASSN AS3878 4.50000 11/01/2044 US 5,189.86 $5,466.95
3138WDRZ6 FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 US 28,338.29 $29,984.98
3138XU4Y5 FEDERAL NATL MTG ASSN AW5338 4.50000 06/01/2044 US 4,943.52 $5,224.71
3138YNFD4 FEDERAL NATL MTG ASSN AY8263 3.00000 05/01/2035 US 32,843.27 $32,329.50
3138YNR25 FEDERAL NATL MTG ASSN AY8604 3.50000 04/01/2045 US 24,559.65 $24,672.95
31398WD50 FHMS K005 AX FLT 1.35067 11/25/2019 US 32,705.47 $634.38
31407EJW4 FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 US 29,372.91 $32,282.50
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 78,403.83 $80,684.44
3140F1BL5 FEDERAL NATL MTG ASSN BC5442 4.00000 04/01/2046 US 15,170.85 $15,579.19
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 12,312.57 $12,352.39
3140F4UB0 FEDERAL NATL MTG ASSN BC8677 4.00000 05/01/2046 US 12,042.38 $12,366.51
3140F5T29 FEDERAL NATL MTG ASSN BC9568 4.00000 05/01/2046 US 19,152.08 $19,667.57
3140F8KD8 FEDERAL NATL MTG ASSN BD1191 3.50000 01/01/2047 US 41,044.96 $41,177.87
3140F9M51 FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 US 26,619.86 $27,336.36
3140FA5G3 FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 US 21,383.04 $21,986.19
3140FTWF4 FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 US 27,301.95 $28,719.67
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 1,157.71 $1,203.34
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 1,443.33 $1,499.37
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 10,521.7 $10,831.52
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 12,655.01 $13,031.04
31410KGB4 FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 US 27,213.66 $29,897.13
31410KLD4 FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 US 4,818.6 $5,270.34
31411YN90 FEDERAL NATL MTG ASSN 918516 5.50000 06/01/2037 US 670.19 $729.93
31412SY41 FEDERAL NATL MTG ASSN 933731 5.50000 04/01/2038 US 3,490.45 $3,817.50
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 643.51 $657.34
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 7,147.79 $7,348.01
31416CJV9 FEDERAL NATL MTG ASSN 995876 6.00000 11/01/2038 US 14,264.49 $16,026.72
31416RBE2 FEDERAL NATL MTG ASSN AA7236 4.00000 06/01/2039 US 4,755.08 $4,914.62
31417YDV6 FHLM POOL MA0115 4.50000 07/01/2029 US 453.03 $478.59
31418B2V7 FEDERAL NATL MTG ASSN MA2587 3.50000 04/01/2036 US 56,617.01 $57,672.19
31418B6G6 FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 US 30,625.7 $29,897.29
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 9,891.25 $10,450.06
31418CAF1 FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 US 87,375.23 $85,297.24
31418MKV3 FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 US 5,121.4 $5,613.38
31418MQQ8 FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 US 1,023.95 $1,071.05
315419AA9 FERROGLOBE / GLOBE SPEC 9.37500 03/01/2022 GB 19,552.57 $20,334.67
316773100 FIFTH THIRD BANCORP US FITB 1,319.55 $41,895.63
32054K103 FIRST INDUSTRIAL REALTY TR US FR 1,293.02 $37,795.03
34530QAD2 FORDO 2015-A A3 1.28000 09/15/2019 US 2,400.39 $2,397.12
34531AAE4 FORDL 2016-A A4 1.85000 07/15/2019 US 3,522.44 $3,517.75
34531GAD3 FORDL 2017-A A3 1.88000 04/15/2020 US 76,225.12 $75,780.40
345397WX7 FORD MOTOR CREDIT CO LLC FLRT 2.71698 11/04/2019 US 42,269.26 $42,540.15
345605109 FOREST CITY REALTY TRUST - A US FCE/A 987.74 $20,011.62
357081AE8 FREMF 2015-K720 B FLT 3.38864 07/25/2022 US 25,916.54 $25,705.72
35802XAA1 FRESENIUS MED CARE US 6.50000 09/15/2018 US 186,554.71 $189,354.98
36143WAN1 GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 US 39,883.22 $39,949.04
36143WAS0 GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 US 22,170.6 $22,018.89
36174X101 GGP INC US GGP 1,323.07 $27,070.04
36246MAT6 GTP AQUISITION PARTNERS 2.35000 06/15/2020 US 34,301.3 $33,903.02
36250UAD6 GMALT 2016-1 A3 1.64000 07/20/2019 US 12,937.85 $12,901.55
36251LAE3 GMALT 2016-2 A4 1.76000 03/20/2020 US 76,225.12 $75,670.60
36251MAE1 GMALT 2016-3 A4 1.78000 05/20/2020 US 18,786.34 $18,637.13
363576109 ARTHUR J GALLAGHER & CO US AJG 255.35 $17,550.47
364760108 GAP INC US GPS 492.7 $15,372.15
369604103 GENERAL ELEC CO US GE 470.83 $6,346.82
370334104 GENERAL MLS INC US GIS 606.27 $27,318.63
372460105 GENUINE PARTS CO US GPC 193.92 $17,421.45
374297109 GETTY REALTY CORP US GTY 880.9 $22,216.24
375558103 GILEAD SCIENCES INC US GILD 723.23 $54,524.59
37953TAB1 GLOBAL SHIP LEASE INC 9.87500 11/15/2022 MH 26,454.05 $26,559.87
37954A204 GLOBAL MEDICAL REIT INC US GMRE 1,469.28 $10,211.47
38141EA58 GOLDMAN SACHS GP GS 5.37500 03/15/2020 US 14,089.75 $14,691.38
384802104 WW GRAINGER INC US GWW 57.56 $16,247.52
388689101 GRAPHIC PACKAGING HOLDING CO US GPK 3,769.46 $57,861.27
39807UAB2 GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 US 19,915.79 $19,866.00
404119BM0 HCA INC 3.75000 03/15/2019 US 18,786.34 $18,857.73
404121AC9 HCA INC 6.50000 02/15/2020 US 18,786.34 $19,702.17
40412CAC5 HCA HEALTHCARE INC 6.25000 02/15/2021 US 5,603.22 $5,883.38
40414L109 HCP INC US HCP 1,792.51 $41,640.07
410345AL6 HANESBRANDS INC 4.87500 05/15/2026 US 13,761.48 $13,348.64
412822108 HARLEY DAVIDSON INC US HOG 298.58 $12,803.25
418056107 HASBRO INC US HAS 150.33 $12,672.58
42217KAY2 HEALTH CARE REIT INC 4.12500 04/01/2019 US 34,285.07 $34,692.91
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 913.73 $24,168.15
427866108 HERSHEY CO/THE US HSY 189.41 $18,744.30
42805RBN8 HERTZ 2013-1A A2 1.83000 08/25/2019 US 15,655.28 $15,623.10
42806DAD1 HERTZ 2015-2A A 2.02000 09/25/2019 US 18,786.34 $18,717.64
42809H107 HESS CORP US HES 967.31 $48,965.32
431318AQ7 HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 US 19,651.99 $19,455.47
431475AB8 HILL-ROM HOLDINGS INC 5.00000 02/15/2025 US 13,199.43 $13,083.93
437076102 HOME DEPOT INC US HD 595.23 $106,093.28
43814RAB2 HAROT 2016-4 A2 1.04000 04/18/2019 US 12,838.91 $12,812.78
438516106 HONEYWELL INTERNATIONAL INC US HON 395.16 $57,105.08
44053FAA8 HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 US 19,286.03 $20,539.62
44107P104 HOST MARRIOTT CORP US HST 1,155.91 $21,546.10
444454AB8 HUGHES SATELITE SYSTEMS 6.50000 06/15/2019 US 34,402.48 $35,434.55
444454AD4 HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 US 33,541.26 $32,870.43
446150104 HUNTINGTON BANCSHARES US HBAN 1,116.33 $16,856.59
44890WAD2 HART 2015-A A4 1.37000 07/15/2020 US 12,077.91 $12,035.30
44928UAE0 HALST 2015-B A4 1.66000 07/15/2019 US 4,994.8 $4,993.11
44929EAD7 HALST 2016-C A3 1.49000 02/18/2020 US 6,645.67 $6,615.27
44931PAD8 HART 2017-A A3 1.76000 08/16/2021 US 774.94 $764.19
44935AAA3 HALST 2018-A A1 1.95000 03/15/2019 US 8,061.83 $8,062.00
45031UCD1 ISTAR INC 5.25000 09/15/2022 US 19,445.52 $18,813.55
452281JC3 ISAC 2010-1 A2 2.41742 04/25/2022 US 1,732.34 $1,734.00
45378A106 INDEPENDENCE REALTY TRUST IN US IRT 1,689.79 $15,512.25
45763PAE6 INMARSAT FINANCE PLC 4.87500 05/15/2022 GB 19,526.34 $18,989.37
458140100 INTEL CORP US INTC 3,500.7 $182,316.35
459200101 INTERNATIONAL BUSINESS MACH CORP US IBM 459.59 $70,515.52
459745GH2 INTL LEASE FINANCE CORP 6.25000 05/15/2019 US 25,189.44 $26,054.01
46115HAL1 INTESA SANPAOLO SPA 3.87500 01/15/2019 IT 41,329.94 $41,599.21
46115HAT4 INTESA SANPAOLO SPA 5.01700 06/26/2024 IT 12,278.11 $12,110.49
46115HBD8 INTESA SANPAOLO SPA 3.87500 01/12/2028 IT 219,528.34 $207,053.20
46186YAA2 IHSFR 2015-SFR3 A FLT 3.05032 08/17/2032 US 51,183.28 $51,218.80
46187BAA1 IHSFR 2017-SFR2 A 2.65820 12/17/2036 US 14,098.48 $14,202.13
46187BAB9 IHSFR 2017-SFR2 B 2.95820 12/17/2036 US 10,644.52 $10,695.80
46187W107 INVITATION HOMES INC US INVH 1,442.27 $32,926.98
466032109 J&J SNACK FOODS CORP US JJSF 234.01 $31,956.67
46625H100 JP MORGAN CHASE & CO US JPM 2,039.67 $224,302.80
46625HHL7 JPMORGAN CHASE & CO 6.30000 04/23/2019 US 256,831.07 $266,482.79
46635GAE0 JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 US 18,360.97 $18,733.67
46636DAE6 JPMCC 2011 - C4 A3 4.10630 07/15/2046 US 10,597.75 $10,600.40
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 12,672.81 $12,611.92
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 14,244.46 $14,167.11
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 18,858.05 $18,784.39
46649HAC6 JPMMT 2017-6 A3 3.50000 12/25/2048 US 25,863.13 $25,658.04
46649HAE2 JPMMT 2017-6 A5 3.50000 12/25/2048 US 43,987.22 $43,994.09
478160104 JOHNSON & JOHNSON US JNJ 1,534.98 $196,707.57
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 26,929.8 $24,236.82
482480100 KLA-TENCOR CORPORATION US KLAC 113.41 $12,362.94
485170302 KANSAS CITY SOUTHERN US KSU 443.5 $48,718.41
493267108 KEYCORP US KEY 1,627.79 $31,823.23
494368103 KIMBERLY CLARK CORP US KMB 284.35 $31,315.40
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 173,031.02 $208,592.37
497864AA6 KISSNER GR HLDG 8.37500 12/01/2022 CA 15,277.18 $15,582.73
500255104 KOHLS CORP US KSS 325.6 $21,330.37
500630CK2 KOREA DEVELOPMENT BANK 1.37500 09/12/2019 KR 83,270 $81,450.14
50065TAE3 KOREA DEVELOPMENT BANK 2.87500 08/22/2018 KR 27,423.36 $27,434.87
50212YAB0 LPL HOLDINGS INC 5.75000 09/15/2025 US 12,653.83 $12,491.86
50218LAC0 LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 US 2,453.2 $2,442.61
505742AD8 LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 US 15,506.24 $15,776.98
512816109 LAMAR ADVERTISING CO US LAMR 492.62 $31,359.87
515110BU7 LANDWIRTSCH. RENTENBANK 2.37500 02/21/2020 DE 144,827.73 $144,664.07
517942108 LASALLE HOTEL PROPERTIES US LHO 548.61 $15,915.14
53223X107 LIFE STORAGE INC US LSI 135.38 $11,306.84
532457108 ELI LILLY & CO US LLY 385.09 $29,794.41
534187109 LINCOLN NATL CORP IND US LNC 215.48 $15,742.84
539439AM1 LLOYDS BANKING GROUP PLC 4.58200 12/10/2025 GB 186,072.81 $186,063.30
539830109 LOCKHEED MARTIN CORP US LMT 180.87 $61,120.03
554382101 THE MACERICH CO US MAC 260.43 $14,589.27
55616P104 MACY'S INC US M 363.11 $10,798.97
55933JAB0 MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 US 20,707.19 $19,930.67
56585A102 MARATHON PETROLEUM CORP US MPC 340.3 $24,879.25
5671735 SANOFI-AVENTIS FR SAN FP 342.22 $27,459.71
580135101 MCDONALDS CORP US MCD 371 $58,017.29
58768MAC5 MBALT 2016-B A3 1.35000 08/15/2019 US 89,267.58 $88,845.21
58933Y105 MERCK & CO INC US MRK 2,533.97 $138,025.41
59001ABA9 MERITAGE HOMES CORP 5.12500 06/06/2027 US 13,578.5 $12,831.69
59022CAA1 BANK OF AMERICA CORP 2.88450 09/15/2026 US 22,595.27 $21,484.62
594918104 MICROSOFT CORP US MSFT 637.45 $58,179.92
59522J103 MID-AMERICA APARTMENT COMM US MAA 478.83 $43,688.17
609207105 MONDELEZ INTERNATIONAL INC US MDLZ 707.46 $29,522.51
6174467X1 MORGAN STANLEY 5.00000 11/24/2025 US 105,571.79 $110,397.65
61744YAG3 MORGAN STANLEY FLT 3.01070 05/08/2024 US 203,521.07 $206,785.55
61746BDM5 MORGAN STANELY 2.50000 01/24/2019 US 39,920.97 $39,849.83
61747YDX0 MORGAN STANLEY FLT 2.90031 01/27/2020 US 41,095.11 $41,605.84
620076307 MOTOROLA SOLUTIONS INC US MSI 144.8 $15,247.92
62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 32,944.74 $32,903.56
624758108 MUELLER WATER PRODUCTS INC - A US MWA 2,706.68 $29,421.56
62944TAE5 NVR INC 3.95000 09/15/2022 US 144,872.76 $147,785.81
633067D34 NATIONAL BANK OF CANADA 1.40000 04/20/2018 CA 21,134.63 $21,124.97
637417106 NATIONAL RETAIL PROPERTIES US NNN 407.08 $15,981.92
63940FAA5 NAVSL 2016-2 A1 2.62150 06/25/2065 US 1,674.53 $1,676.88
63940HAA1 NAVSL 2016-3A A1 2.47150 06/25/2065 US 18,436.79 $18,459.08
63941DAA9 NAVSL 2018-2A A1 2.21817 03/25/2067 US 21,134.63 $21,126.14
64828AAA1 NRZT 2014-1A A 3.75000 01/25/2054 US 27,194.31 $27,442.83
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 16,106.76 $16,257.04
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 31,537.34 $31,851.28
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 21,069.62 $21,264.82
651229106 NEWELL BRANDS INC US NWL 1,048 $26,703.01
654106103 NIKE INC CLASS B US NKE 402.5 $26,742.13
65478WAD7 NAROT 2016-C A3 1.18000 01/15/2021 US 18,786.34 $18,557.68
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 31,707.17 $32,341.31
66987V109 NOVARTIS AG- REG CH NVS 381.53 $30,846.95
670346105 NUCOR CORP US NUE 293.72 $17,943.24
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 9,595.08 $9,899.99
67103H107 O'REILLY AUTOMOTIVE INC US ORLY 153.89 $38,068.38
680223104 OLD REPUBLIC INTL CORP US ORI 782.16 $16,777.36
683235AA3 ONTARIO (PROVINCE OF) 2.00000 09/27/2018 CA 34,301.3 $34,270.08
68323ADY7 ONTARIO (PROVINCE OF) 1.25000 06/17/2019 CA 30,490.05 $30,074.16
69007J106 OUTFRONT MEDIA INC US OUT 1,406.77 $26,362.91
69145LAA2 OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 US 25,296.69 $25,865.87
693475105 PNC FINANCIAL SERVICES GROUP US PNC 122.25 $18,488.76
695156109 PACKAGING CORP OF AMERICA US PKG 95.63 $10,777.15
70014LAC4 PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 KY 20,364.71 $19,295.56
70338P100 PATTERN ENERGY GROUP INC -A US PEGI 797.89 $13,795.47
704326107 PAYCHEX INC US PAYX 323.96 $19,952.76
713448108 PEPSICO INC US PEP 1,023.63 $111,729.07
713448CX4 PEPSICO INC 3.10000 07/17/2022 US 87,007.82 $87,487.29
71654QAU6 PETROLEOS MEXICANOS 8.00000 05/03/2019 MX 37,572.67 $39,404.34
71654QCB6 PETROLEOS MEXICANOS 6.87500 08/04/2026 MX 18,457.58 $20,284.88
71654QCJ9 PETROLEOS MEXICANOS 6.35000 02/12/2048 MX 214,954.84 $207,700.11
717081103 PFIZER INC US PFE 3,056.61 $108,479.02
71943U104 PHYSICIANS REALTY TRUST US DOC 2,436.2 $37,931.70
729640102 PLYMOUTH INDUSTRIAL REIT INC US 328.84 $5,649.45
733174AJ5 POPULAR INC 7.00000 07/01/2019 US 19,959.41 $20,358.59
741503AZ9 PRICELINE GROUP INC/THE 3.60000 06/01/2026 US 269,027.09 $264,293.75
74251V102 PRINCIPAL FINANCIAL GROUP US PFG 238.5 $14,527.34
74333KAA6 PROG 2017-SFR2 A 2.89700 12/17/2034 US 38,239.41 $37,607.52
74340W103 PROLOGIS US PLD 1,537.76 $96,863.44
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 141,898.55 $149,348.22
74460D109 PUBLIC STORAGE INC US PSA 274.12 $54,930.68
747525103 QUALCOMM INC US QCOM 829.81 $45,979.62
749685103 RPM INTERNATIONAL INC US RPM 522.13 $24,889.81
755111507 RAYTHEON COMPANY US RTN 219.89 $47,455.78
758849103 REGENCY CENTERS CORP US REG 405.72 $23,929.43
7591EP100 REGIONS FINANCIAL CORP. US RF 1,028.72 $19,113.55
760759100 REPUBLIC SERVICES INC US RSG 285.66 $18,919.55
76169C100 REXFORD INDUSTRIAL REALITY IN US REXR 390.53 $11,243.45
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 39,512.09 $40,895.41
77340RAP2 ROCKIES EXPRESS PIPELINE 6.00000 01/15/2019 US 14,089.75 $14,336.32
780097AM3 RBS 4.7 07/03/18 4.70000 07/03/2018 GB 9,393.17 $9,426.47
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 520.07 $34,080.06
78408XAD3 SCGT 2013-SRP1 AJ FLT 3.97660 11/15/2026 US 43,694.47 $43,588.24
784423AF2 SLCLT 2004-1 A6 1.99875 05/15/2023 US 15,485.27 $15,473.77
78442FEH7 NAVIENT CORP 8.45000 06/15/2018 US 12,798.19 $12,906.98
78442FER5 NAVIENT CORP 5.50000 01/15/2019 US 3,358.06 $3,395.00
78442FET1 SLM CORP 6.12500 03/25/2024 US 13,082.01 $13,032.95
78442GNG7 SLMA 2004-10 A6A FLT RT 2.29520 04/27/2026 US 14,060.7 $14,113.03
78442PGC4 SLM CORP 5.12500 04/05/2022 US 22,055.76 $22,276.32
78445FAC9 SLMA 2008-7 A3 2.39520 04/25/2019 US 850.47 $850.46
78449PAA7 SMB 2018-A A1 FLT 1.93000 03/16/2026 US 18,786.34 $18,786.34
78469EAB5 SOFI 2014-A A2 3.02000 10/25/2027 US 13,680.62 $13,656.82
78470RAB3 SOFI 2016-E A2A 1.63000 01/25/2036 US 4,277.13 $4,250.00
78470RAC1 SOFI 2016-E A2B 2.49000 01/25/2036 US 76,225.12 $74,657.21
78471CAA7 SOFI 2017-D A1FX 1.72000 09/25/2040 US 12,294.03 $12,201.20
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 65,934.73 $72,066.64
80282KAD8 SANTANDER HOLDINGS USA 2.65000 04/17/2020 US 17,612.19 $17,415.86
80282KAH9 SANTANDER HOLDINGS USA 2.70000 05/24/2019 US 44,363.94 $44,254.97
80282KAS5 SANTANDER HOLDINGS USA 3.40000 01/18/2023 US 141,778.72 $138,490.16
81211K100 SEALED AIR CORP US SEE 1,491.31 $63,813.20
81663AAD7 SEMGROUP CORP 6.37500 03/15/2025 US 24,908.46 $23,787.57
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 14,644.72 $14,219.04
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 20,342.46 $19,746.87
81745FAA4 SEMT 2012-3 A1 3.50000 07/25/2042 US 30,887.38 $30,874.10
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 3,295.68 $3,012.46
81783QAC9 SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 CA 13,322.33 $12,722.82
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 13,568.13 $13,602.05
828806109 SIMON PROPERTY GROUP INC US SPG 706.83 $109,099.63
82967NAY4 SIRIUS XM RADIO INC 3.87500 08/01/2022 US 13,429.37 $12,865.34
83088M102 SKYWORKS SOLUTIONS INC US SWKS 501.53 $50,283.83
831641FC4 SBIC 2015-10A 1 2.51700 03/10/2025 US 41,515.04 $41,036.06
831641FE0 SBIC 2015-10B 1 2.82900 09/10/2025 US 106,320.79 $106,268.46
832696405 JM SMUCKER CO/THE-NEW COM WI US SJM 126.69 $15,711.03
832696AQ1 JM SMUCKER CO 2.20000 12/06/2019 US 22,543.6 $22,271.75
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 15,289.68 $15,170.67
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 14,956.21 $14,711.47
83401LAB0 SOFI 2015-A A2 2.42000 03/25/2030 US 3,426.03 $3,399.61
83402DAB7 SOFI 2016-C A2A 1.48000 05/26/2031 US 3,163.7 $3,149.05
83402DAC5 SOFI 2016-C A2B 2.36000 12/27/2032 US 2,817.95 $2,738.70
83403YAA2 SOFI 2017-B A1FX 1.83000 05/25/2040 US 1,270.87 $1,262.90
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 14,983.78 $14,857.70
83404RAA6 SOFI 2018-B A1FX 2.64000 08/25/2047 US 42,269.26 $42,159.66
83405DAB4 SOFI 2017-C A2A 1.75000 07/25/2040 US 35,534.85 $35,234.67
83405JAA3 SCLP 2017-4 A 2.50000 05/26/2026 US 7,337.38 $7,251.14
83405LAA8 SCLP 2017-5 A1 2.14000 09/25/2026 US 33,248.64 $33,061.00
834423AA3 SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 US 80,798.63 $81,214.07
835495102 SONOCO PRODUCTS CO US SON 973.12 $47,196.09
83714RAZ6 SOUTH CAROLINA ST STUDENT LOAN 2.14600 12/01/2023 US 2,371.34 $2,361.97
84265VAD7 SOUTHERN COPPER CORP 5.37500 04/16/2020 US 132,631.71 $138,296.56
844741108 SOUTHWEST AIRLS CO US LUV 432.27 $24,760.24
845467AL3 SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 US 14,688.9 $14,255.58
852061AK6 SPRINT COMMUNICATIONS 9.00000 11/15/2018 US 7,951.51 $8,200.00
852061AR1 SPRINT COMMUNICATIONS 7.00000 08/15/2020 US 5,603.22 $5,827.35
85254J102 STAG INDUSTRIAL INC US STAG 1,855.88 $44,392.63
85375CAX9 CALATLANTIC GROUP INC 8.37500 05/15/2018 US 10,680.03 $10,748.92
85571BAJ4 STARWOOD PROPERTY TRUST 4.75000 03/15/2025 US 13,711.77 $13,368.98
85571BAM7 STARWOOD PROPERTY TRUST 3.62500 02/01/2021 US 9,393.17 $9,228.79
85571XAA5 SRPT 2014-STAR A FLTG RATE 2.99660 11/15/2027 US 37,665.48 $37,703.01
862121100 STORE CAPITAL CORP US STOR 780.7 $19,376.86
866674104 SUN COMMUNITIES US SUI 426.82 $38,998.11
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 1,438.93 $21,900.50
867914103 SUNTRUST BANKS INC US STI 262.28 $17,845.57
871829107 SYSCO CORP US SYY 439.41 $26,347.04
87243QAB2 TENET HEALTHCARE CORP 6.00000 10/01/2020 US 7,695.62 $7,955.35
87470LAA9 TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 US 19,069.19 $19,402.90
87612E106 TARGET CORP US TGT 454.83 $31,578.68
876664103 TAUBMAN CTRS INC US TCO 133.48 $7,596.32
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 13,848.31 $13,775.89
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 15,212.22 $12,930.39
88032WAB2 TENCENT HOLDINGS LTD 3.37500 05/02/2019 KY 17,377.36 $17,473.11
88032WAG1 TENCENT HOLDINGS LTD 3.59500 01/19/2028 KY 144,827.73 $139,495.10
88146M101 TERRENO REALTY CORP US TRNO 320.68 $11,066.57
88161DAA9 TESLA 2018-A A 2.32000 12/20/2019 US 28,003.71 $27,948.18
882508104 TEXAS INSTRUMENTS INC US TXN 1,098.6 $114,133.06
88579Y101 3M CO US MMM 495.42 $108,753.64
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 57,930.2 $57,095.34
89231LAB3 TAOT 2016-D A2A 1.06000 05/15/2019 US 5,474.68 $5,465.13
89613BAA5 TAH 2013-SFR1 A 2.58900 11/17/2033 US 49,344.72 $48,333.06
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 38,112.56 $37,267.04
896356AE2 TRINIDAD DRILLING LTD 6.62500 02/15/2025 CA 20,375.68 $19,000.32
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 19,832.23 $20,427.19
90261XHN5 UBS AG STAMFORD CT FLT 2.85625 06/01/2020 CH 37,572.67 $37,956.34
902653104 UDR INC US UDR 1,214.34 $43,254.67
90270YBF5 UBS-BARCLAYS COMMERCIAL MORTGAGE 3.18470 03/10/2046 US 60,980.1 $61,021.95
902973304 U.S. BANCORP US USB 1,092.72 $55,182.54
903002103 UMH PROPERTIES INC US UMH 1,158.87 $15,540.51
90320MAA3 UPCB FINANCE IV LTD 5.37500 01/15/2025 KY 25,921.27 $25,014.03
907818108 UNION PAC CORP US UNP 428.43 $57,593.94
911312106 UNITED PARCEL SERVICE US UPS 596.44 $62,423.77
912796PY9 TREASURY BILL 0.00000 09/06/2018 US 282,032.94 $279,754.14
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 228,740.1 $310,389.59
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 235,396.3 $301,307.27
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 145,072.28 $141,276.23
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 348,578.71 $318,282.32
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 588,229.24 $591,101.45
9128283W8 US TREASURY N/B 2.75000 02/15/2028 US 289,655.45 $289,802.54
912828D23 US TREASURY N/B 1.62500 04/30/2019 US 437,913.31 $435,432.94
912828K25 US TREASURY N/B 0.75000 04/15/2018 US 283,938.57 $283,853.89
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 149,798.03 $149,214.74
912828K58 UNITED STATES TREAS NTS 1.37500 04/30/2020 US 438,675.56 $430,261.90
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 487,840.76 $448,718.22
912828UH1 UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 US 125,235.98 $123,150.73
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 442,105.69 $428,928.87
913017109 UNITED TECHNOLOGIES CORP US UTX 418.5 $52,656.07
91704F104 URBAN EDGE PROPERTIES US UE 1,871.68 $39,960.37
91731VAA4 AMERICAN AIRLINES GROUP 6.12500 06/01/2018 US 3,522.44 $3,535.65
918204108 VF CORP US VFC 350.46 $25,975.84
91913Y100 VALERO ENERGY US VLO 350.36 $32,502.70
92276F100 VENTAS INC US VTR 381.37 $18,889.25
92339V100 VEREIT INC US VER 2,500.64 $17,404.48
92343VDV3 VERIZON COMMUNICATIONS 5.50000 03/16/2047 US 193,611.8 $214,546.83
92343VDY7 VERIZON COMMUNICATIONS 4.12500 03/16/2027 US 20,664.97 $20,931.84
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 24,287.57 $24,958.56
929042109 VORNADO REALTY TRUST US VNO 606.15 $40,793.77
92935JBC8 WF-RBS COMMERCIAL MORTGAGE T FLT 4.86900 02/15/2044 US 67,840.84 $70,754.07
931142103 WAL MART STORES US WMT 1,536.6 $136,711.70
94106L109 WASTE MANAGEMENT INC US WM 934.93 $78,646.26
948565AC0 WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 US 16,051.8 $15,971.54
94856TAA2 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 18,761.17 $18,526.66
949746101 WELLS FARGO COMPANY US WFC 3,455.13 $181,083.31
94974BFQ8 WELLS FARGO & COMPANY 2.15000 01/15/2019 US 39,920.97 $39,745.17
94987MAB7 WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 US 27,302.3 $28,186.63
95040Q104 WELLTOWER INC. US WELL 451.11 $24,554.17
958102105 WESTERN DIGITAL CORP US WDC 199.97 $18,450.77
96042NAA5 WLAKE 2018-1A A1 1.75000 02/15/2019 US 15,025.81 $15,024.04
962166104 WEYERHAEUSER CO US WY 2,186.62 $76,531.86
962178AL3 TRI POINTE HOLDINGS INC 4.37500 06/15/2019 US 37,089.18 $37,181.91
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 13,624.54 $13,824.82
96328DAT1 WHLS 2016-1A A2 1.59000 05/20/2025 US 1,283.57 $1,276.70
963320106 WHIRLPOOL CORP US WHR 86.49 $13,242.21
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 144,014.69 $137,683.38
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 15,713.42 $15,784.62
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 16,872.82 $16,720.98
98161FAB1 WOLS 2016-A A2A 1.20000 02/15/2019 US 3,608.14 $3,599.88
98161YAA2 WOLS 2018-A A1 1.95000 03/15/2019 US 16,438.05 $16,438.05
98162EAC1 WOART 2017-A A3 Mtge 1.93000 09/15/2022 US 18,786.34 $18,571.02
98162KAD5 WOLS 2017-A A4 Mtge 2.32000 08/15/2022 US 3,522.44 $3,495.38
984121608 XEROX CORPORATION US XRX 394.44 $11,351.99
98416JAE0 XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 US 13,160.37 $13,555.18
AN7903213 SONGA BULK ASA 6.58875 06/13/2022 NO 14,419.01 $14,389.30
AP0787667 MPC CONTAINER SHIPS FLT 6.99814 09/22/2022 NL 17,871.24 $18,015.64
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 20,370.2 $20,319.27
B15C557 TOTAL SA FR FP FP 408.87 $23,436.07
B1YY4B3 UNIBAIL-RODAMCO SE FR UL NA 132 $30,150.92
B29TNV3 INNERGEX RENEWABLE ENERGY CA INE CN 1,398.64 $14,297.45
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 591,769.62 $31,705.25
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 164,380.45 $9,184.96
B68XHC3 NORTHLAND POWER INC CA NPI CN 829.9 $14,822.06
BBG000ZB5GX9 90 DAY EURO FUTR MAR20 EU -.35 $413.00
BBG00HNKJJM6 EURO-SCHATZ FUT JUN18 DE 1.02 $280.69
BBG00HNKKPL1 RXM8 COMDTY EURO-BOND JUN18 DE -.48 -$1,560.20
BBG00HPLMTW5 US 10YR ULTRA FUT JUN18 US .49 $1,168.36
BD82246 EAGLE BULK SHIPCO 8.25000 11/28/2022 MH 11,076.52 $11,325.74
BDB46H0 JAPAN (2 YEAR ISSUE) 0.10000 10/15/2018 JP 8,219,022.55 $77,344.78
BF955D8 TELENET FINANCE LUX NOTE 5.50000 03/01/2028 LU 20,689.19 $19,784.04
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 11,921.44 $21,181.68
BP269Z8 AXIA REAL ESTATE SOCIMI SA ES AXIA SM 507.39 $10,324.55
EDH9 COMDTY 90DAY EURO$ FUTR Mar19 US .35 -$357.53
G29183103 EATON CORP PLC US ETN 374.62 $29,935.73
G37585AC3 GASLOG LTD 8.87500 03/22/2022 BM 19,435.16 $20,163.97
G96629103 WILLIS TOWERS WATSON PLC GB WLTW 105.96 $16,126.14
G97822103 PERRIGO CO PLC IE PRGO 259.47 $21,624.43
H1467J104 CHUBB LTD CH CB 165.12 $22,583.30
N47279109 INTERXION HOLDING NX NL INXN 904.49 $56,178.01
N53745100 LYONDELLBASELL INDU-CL A US LYB 368.47 $38,939.99
QZ4952797 DEXIA CREDIT LOCAL 1.87500 09/15/2021 FR 23,482.92 $22,708.62
Y23862AE8 EXPORT-IMPORT BANK CHINA 2.50000 07/31/2019 CN 2,958.85 $2,941.77

Based on the investments of the underlying fund(s): Manning & Napier Fund, Inc. Unconstrained Bond Series, Manning & Napier Fund, Inc. Disciplined Value Series, Manning & Napier Fund, Inc. Equity Income Series, Manning & Napier Fund, Inc. High Yield Bond Series, Manning & Napier Fund, Inc. Core Bond Series, and Manning & Napier Fund, Inc. Real Estate Series. Investments will change over time. Allocations to the underlying funds will change over time; funds may be added or removed at the manager’s discretion.

Daily Price

$10.15

Daily $ Change

-$0.02

Daily % Change

-0.20%

as of 04/24/2018

Ticker

MSCBX

CUSIP

56382P237

Inception Date

08/01/2012

Investment Minimum

$2,000.00

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

Important Documents

Summary Prospectus
Prospectus
Statement of Additional Information
Annual Report
Semi-Annual Report
Fact Sheet
Applications & Forms
XBRL-05/11/17

Investment Objective

Primarily to manage against capital risk and generate income, with the pursuit of long-term capital growth as a secondary objective.

Investment Strategy

A globally diversified multi-asset class portfolio constructed using a strategic blend of proprietary Manning & Napier mutual funds while utilizing both top down and bottom up analysis.

Stock exposure can range from 15% - 45%, and is focused on income-oriented securities (such as dividend-paying and dividend growth companies) as well as real estate securities (such as REITs - real estate investment trusts).

Bond exposure can range from 55% - 85%, and is focused on investment grade bonds, with exposure to a somewhat lesser degree in high yield bonds. Sector exposure can vary, with the flexibility to build concentrated exposure across fixed income sectors based on market conditions.

May be Appropriate for Investors

  • Who are in retirement, or who have an investment time frame of 0–5 years
  • Who have a focus on stability and income, with a low tolerance for capital risk
  • Who prefer to take advantage of professional management through a single, diversified investment portfolio

A Focus on Income

This Series is designed to meet investors' income needs by addressing today’s environment and allowing for the flexibility to adjust to tomorrow’s market conditions. Strategic Income Conservative Series aims to provide income generation with a meaningful allocation to fixed income securities and a notable exposure to income-oriented equity securities.

Annualized Performance

As of 03/31/2018

YTD

-2.07%

1 Year

3.00%

3 Year

3.24%

5 Year

3.79%

10 Year

---

Inception
(08/01/2012)

4.49%

Market Cycle

---

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 1.43%
Net 0.84%*

Includes a shareholder servicing fee of 0.25% and acquired fund fees and expenses of the underlying Series. Reflects the Advisor’s contractual agreement to limit its fees and reimburse certain expenses. The contractual waiver may not be amended or terminated prior to the expiration date (04/30/2018) without the approval of the Fund’s Board of Directors.

Top Ten Investments

As of 03/31/2018

TREASURY NOTES 8.75%
GOVERNMENT AGENCY 7.35%
TREASURY BONDS 5.75%
TREASURY BILLS 1.06%
BOARDWALK PIPELINES LP 5.95000 06/01/2026 1.01%
JPMORGAN CHASE & CO 6.30000 04/23/2019 1.01%
PRICELINE GROUP INC/THE 3.60000 06/01/2026 1.00%
ALIBABA GROUP HOLDING 3.40000 12/06/2027 0.99%
JP MORGAN CHASE & CO 0.85%
VERIZON COMMUNICATIONS 5.50000 03/16/2047 0.81%

Top Ten Investments list is unaudited and excludes cash.

Sector Allocation

As of 03/31/2018

Consumer Discretionary
1.97%
Consumer Staples
2.41%
Energy
1.47%
Financials
3.80%
Health Care
3.17%
Industrials
3.66%
Information Technology
3.39%
Materials
1.40%
Real Estate
8.83%
Utilities
0.38%
Long Term Fixed Income
16.23%
Intermediate Term Fixed Income
33.45%
Short Term Fixed Income
18.40%
Cash
1.44%

The “Other” category contains securities such as ETFs and others that cannot otherwise be classified. The Global Industry Classification Standard (GICS) was developed by and is the exclusive property and a service mark of MSCI Inc. (MSCI) and Standard & Poor’s, a division of The McGraw-Hill Companies, Inc. (S&P) and is licensed for use by Manning & Napier when referencing GICS sectors. Nether MSCI, S&P nor any third party involved in making or compiling the GICS or any GICS classifications makes any express or implied warranties or representations with respect to such standard or classification nor shall any such party have any liability therefrom.

Asset Allocation

As of 03/31/2018

Bonds
68.08%
Stocks
30.48%
Cash
1.44%

Credit Quality Distribution

As of 03/31/2018

AAA
50.47%
AA
4.11%
A
8.44%
BBB
24.33%
BB
4.36%
B
2.80%
CCC
0.32%
NR
5.17%

Credit quality ratings are measured on a scale that generally ranges from AAA (highest) to D (lowest). Not Rated (NR) is used to classify securities for which a rating is not available. Credit quality ratings for each issue are obtained from Bloomberg using ratings derived from Moody’s Investors Services (Moody’s) or Standard & Poor’s. When ratings from Moody’s are not available, ratings from Standard & Poor’s are used.

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 13,985.94 $13,811.12
00206RCK6 AT&T INC FLT 3.23200 06/30/2020 US 37,572.67 $37,967.91
00206RDC3 AT&T INC FLT 4.45000 04/01/2024 US 17,001.64 $17,548.29
00206REM0 AT&T INC 3.90000 08/14/2027 US 152,450.24 $153,499.79
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 173,584.87 $170,510.68
00287Y109 ABBVIE INC US ABBV 844.17 $79,900.93
00289XAA7 ABENGOA YIELD PLC 7.00000 11/15/2019 GB 30,690.99 $31,688.44
004239109 ACADIA REALTY TRUST US AKR 528.5 $13,001.14
00772BAF8 AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 IE 173,666.64 $177,892.48
008492100 AGREE REALTY CORP US ADC 240.14 $11,536.18
00928QAG6 AIRCASTLE LTD 7.62500 04/15/2020 BM 15,850.97 $16,960.54
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 7,842.01 $8,155.69
009563AD9 AIRXCEL INC 8.50000 02/15/2022 US 17,600.4 $19,030.43
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 213.8 $26,701.12
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 275,887.35 $261,846.06
01748XAA0 ALLEGIANT TRAVEL CO 5.50000 07/15/2019 US 12,998.45 $13,193.43
020002101 ALLSTATE CORPORATION US ALL 161.56 $15,316.06
02005NAT7 ALLY FINANCIAL INC 3.50000 01/27/2019 US 31,215.71 $31,254.73
02005NBE9 ALLY FINANCIAL INC 3.25000 11/05/2018 US 11,741.46 $11,756.14
02007CAE2 ALLYA 2016-1 A4 1.73000 11/16/2020 US 3,522.44 $3,491.20
02007MAC4 ALLYA 2018-1 A1 1.75000 02/15/2019 US 14,039.57 $14,039.75
02155EAA6 CEQUEL COM HLDG I/ CAP CP 7.75000 07/15/2025 US 13,306.89 $14,072.04
02155FAC9 ALTICE US FINANCE I CORP 5.50000 05/15/2026 US 12,708.42 $12,421.21
0237400 DIAGEO PLC GB DGE LN 1,564.32 $52,904.83
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 676.15 $26,113.01
0258M0DU0 AMERICAN EXPRESS CREDIT FLRT 2.67363 05/26/2020 US 35,224.38 $35,535.70
02665T306 AMERICAN HOMES 4 RENT- A US AMH 1,973.59 $39,629.67
02666TAA5 AMERICAN HOMES 4 RENT 4.25000 02/15/2028 US 142,540.97 $139,680.59
026874784 AMERICAN INTL GROUP INC US AIG 249.18 $13,560.15
026874CY1 AMERICAN INTL GROUP 4.12500 02/15/2024 US 109,383.05 $110,995.92
03027XAF7 AMERICAN TOWER CORP 2.80000 06/01/2020 US 18,786.34 $18,647.95
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 3,239.42 $3,280.45
03064D108 AMERICOLD REALTY TRUST US COLD 597.58 $11,401.80
031162100 AMGEN INC US AMGN 375.08 $63,943.34
03349M105 ANDEAVOR US ANDV 139.58 $14,035.94
034863AT7 ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 GB 147,495.61 $141,448.79
03748R101 APARTMENT INVT & MGMT CO -A US AIV 804.51 $32,783.88
037612306 APOLLO GLOBAL MANAGMENT - A US APO 710.65 $21,049.38
037833100 APPLE COMPUTER INC US AAPL 317.69 $53,302.80
039483102 ARCHER DANIELS MIDLAND CO US ADM 461.86 $20,030.97
04014Y101 ARES MANAGEMENT LP US ARES 708.96 $15,171.80
04621WAC4 ASSURED GUARANTY US HLDG 5.00000 07/01/2024 US 50,253.45 $53,570.36
053015103 AUTOMATIC DATA PROCESSING US ADP 326.46 $37,046.61
053484101 AVALONBAY COMMUNITIES INC US AVB 490.96 $80,742.96
054937107 BB & T CORPORATION US BBT 585.27 $30,457.28
055622104 BP PLC-SPONS ADR GB BP 1,567.32 $63,539.08
05582QAB3 BMWOT 2016-A A2A 0.99000 05/28/2019 US 883.03 $882.17
05582QAD9 BMWOT 2016-A A3 1.16000 11/25/2020 US 93,078.83 $92,180.66
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 30,490.05 $29,459.42
060505104 BANK OF AMERICA CORP US BAC 3,224.5 $96,702.67
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 112,813.18 $112,591.25
06416CAB4 BANK OF NOVA SCOTIA 1.85000 04/14/2020 CA 21,134.63 $20,751.35
06652K103 BANKUNITED INC US BKU 426.65 $17,057.49
086516101 BEST BUY INC US BBY 202.17 $14,149.70
09253U108 BLACKSTONE GROUP LP/THE US BX 697.17 $22,274.53
09627J102 BLUEROCK RESIDENTIAL GROWTH US 1,042.39 $8,860.28
096630AE8 BOARDWALK PIPELINES LP 5.95000 06/01/2026 US 249,208.56 $267,069.76
097023105 BOEING CO US BA 263.57 $86,420.58
0989529 ASTRAZENECA PLC GB AZN LN 469.71 $32,288.28
101121101 BOSTON PROPERTIES INC US BXP 438.02 $53,972.69
105368203 BRANDYWINE REALTY TRUST US BDN 1,330.27 $21,124.67
105756BV1 FED REPUBLIC OF BRAZIL 4.25000 01/07/2025 BR 6,105.56 $6,078.08
110122108 BRISTOL MYERS SQUIBB CO US BMY 783.66 $49,566.44
11133T103 BROADRIDGE FINANCIAL SOLUTIONS US BR 131.23 $14,395.04
12467AAD0 C&S GROUP ENTERPRISES 5.37500 07/15/2022 US 27,384.21 $25,806.06
12541W209 C.H. ROBINSON WORLDWIDE INC US CHRW 161.6 $15,143.77
125896100 CMS ENERGY CORP US CMS 628.28 $28,454.58
12592BAB0 CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 US 24,773.16 $24,711.23
12592TAA3 COMM 2015-3BP A FLT 3.17800 02/10/2035 US 30,490.05 $30,039.24
12623EAF8 CHN INDUSTRIAL CAPITAL L 3.62500 04/15/2018 US 8,688.68 $8,690.85
126304AK0 CSC HOLDINGS LLC 7.62500 07/15/2018 US 1,338.53 $1,361.55
126307AC1 CSC HOLDINGS LLC 8.62500 02/15/2019 US 9,393.17 $9,798.67
126307AH0 CSC HOLDINGS LLC 5.25000 06/01/2024 US 27,178.96 $25,853.98
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 20,529.16 $19,064.86
12647MBY0 CSMC 2013-6 2A1 3.50000 08/25/2043 US 68,372.78 $67,916.05
126650100 CVS HEALTH CORP US CVS 686.88 $42,730.58
12673P105 CA INC US CA 451.21 $15,296.07
12770QAA3 CZR 2017-VICI A 3.53100 10/15/2034 US 43,448.32 $43,857.62
13063DAD0 CALIFORNIA ST 2.36700 04/01/2022 US 7,044.88 $6,969.36
134429109 CAMPBELL SOUP CO US CPB 979.44 $42,419.64
14041NFF3 CAPITAL ONE MULTI-ASSET 1.33000 06/15/2022 US 15,672.5 $15,401.99
14149Y108 CARDINAL HEALTH INC US CAH 303.22 $19,005.73
14312QAB2 CARMX 2016-4 A2 1.21000 11/15/2019 US 5,852.76 $5,839.31
14314EAB7 CARMX 2016-3 A2A 1.17000 08/15/2019 US 2,138 $2,137.04
14314JAB6 CARMX 2017-1 A2 1.54000 02/18/2020 US 11,050.59 $11,020.33
14314MAC7 CARMX 2016-2 A3 1.52000 02/16/2021 US 16,178.09 $16,047.51
14314WAD3 CARMX 2017-3 A3 1.97000 04/15/2022 US 17,847.02 $17,590.69
14912Y202 CATCHMARK TIMBER TRUST INC US CTT 6,492.69 $80,963.86
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 6,661.03 $6,652.70
156504AH5 CENTURY COMMUNITIES 5.87500 07/15/2025 US 26,710.23 $25,441.49
159864AC1 CHARLES RIVER LABORITORIES 5.50000 04/01/2026 US 7,319.25 $7,419.89
16411QAA9 CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 US 13,889.27 $13,698.29
16412XAD7 CHENIERE CORP CHRISTI HD 7.00000 06/30/2024 US 11,590.4 $12,821.88
165183AL8 CFII 2017-2A A1 1.99000 05/15/2029 US 67,829.61 $67,116.23
165240102 CHESAPEAKE LODGING TRUST US CHSP 933.39 $25,957.62
166764100 CHEVRON CORP US CVX 413.17 $47,118.07
166764AE0 CHEVRON CORP 1.71800 06/24/2018 US 42,034.43 $41,969.80
168863AU2 REPUBLIC OF CHILE 5.50000 08/05/2020 CL 8,453,851.77 $14,577.61
17275R102 CISCO SYSTEMS INC US CSCO 2,627.68 $112,701.38
172967424 CITIGROUP INC US C 1,171.93 $79,105.39
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 140,254.22 $212,387.67
17305EFS9 CCCIT 2014-A6 A6 2.15000 07/15/2021 US 17,659.16 $17,561.26
189054109 CLOROX COMPANY US CLX 138.85 $18,482.93
19238VAG0 COGECO CABLE INC 4.87500 05/01/2020 CA 7,695.62 $7,714.86
194162103 COLGATE-PALMOLIVE CO US CL 580.53 $41,612.61
19625JAA1 CAH 2015-1A A 2.91794 07/17/2032 US 49,592.08 $49,748.47
19625W104 COLONY NORTHSTAR INC-CLASS A US CLNS 5,362.5 $30,137.23
198280AB5 COLUMBIA PIPELINE GROUP 2.45000 06/01/2018 US 16,438.05 $16,427.55
198287203 COLUMBIA PROPERTY TRUST INC US CXP 659.12 $13,485.68
199908104 COMFORT SYSTEMS US FIX 699.79 $28,866.31
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 2,398.42 $61,735.25
2099084 BORALEX INC -A CA BLX CN 843.94 $14,653.59
21871N101 CORECIVIC INC US CXW 2,643.6 $51,603.04
219350105 CORNING INC US GLW 793.71 $22,128.71
21987BAK4 CODELCO INC 5.62500 09/21/2035 CL 122,722.44 $140,671.86
21987BAV0 CODELCO INC 4.50000 09/16/2025 CL 37,572.67 $39,133.04
222795106 COUSINS PROPERTIES INC US CUZ 6,332.11 $54,962.74
22282E102 COVANTA HOLDING CORP US CVA 2,356.97 $34,176.04
22530LAA4 CAALT 2017-1A A 2.56000 10/15/2025 US 34,662.99 $34,478.33
22663AAA7 ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 US 13,565.39 $13,226.26
22822V101 CROWN CASTLE INTL CORP US CCI 641.74 $70,341.34
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 18,540.34 $17,322.65
229663109 CUBESMART US CUBE 1,341.7 $37,835.86
231021106 CUMMINS INC US CMI 153.22 $24,835.42
23311RAC0 DCP MIDSTREAM OPERATING 9.75000 03/15/2019 US 19,437.09 $20,506.12
233864AB3 DTRT 2018-1 A2 2.60000 05/15/2020 US 21,134.63 $21,132.38
237194105 DARDEN RESTAURANTS INC US DRI 135.5 $11,551.51
23918KAR9 DAVITA INC 5.00000 05/01/2025 US 25,413.18 $24,563.11
247361702 DELTA AIR LINES INC. US DAL 473.27 $25,939.69
253393102 DICK'S SPORTING GOODS INC US DKS 869.59 $30,479.07
253868103 DIGITAL REALTY TRUST INC US DLR 771.03 $81,250.69
256677105 DOLLAR GENERAL CORP US DG 593.64 $55,535.16
260003108 DOVER CORP US DOV 155.29 $15,252.68
26078J100 DOWDUPONT INC US DWDP 884.42 $56,346.10
262006208 DREYFUS GVT CSH MANAGEMENT US 387,975.61 $387,975.61
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 20,049.06 $20,149.31
269246BP8 E*TRADE FINANCIAL CORP 2.95000 08/24/2022 US 74,319.49 $72,346.85
277276101 EASTGROUP PROPERTIES US EGP 105.25 $8,699.77
277432100 EASTMAN CHEM CO US EMN 142.54 $15,048.98
28140H203 EDUCATION REALTY TRUST INC US EDR 256.42 $8,397.85
28336LBR9 KINDER MORGAN INC/DELAWA 7.25000 06/01/2018 US 42,269.26 $42,547.10
291011104 EMERSON ELEC CO US EMR 484.05 $33,060.71
29250NAR6 ENBRIDGE INC 3.70000 07/15/2027 CA 97,359.75 $93,326.86
29372EBL1 ENTERPRISE FLEET FINANCING FLT 1.59000 02/22/2021 US 7,495.28 $7,488.89
29372EBS6 EFF 2016-2 A2 1.74000 02/22/2022 US 24,814.76 $24,692.66
29372EBT4 EFF 2016-2 A3 2.04000 02/22/2022 US 18,316.68 $18,112.01
29372EBV9 EFF 2017-1 A2 2.13000 07/20/2022 US 10,177.99 $10,122.77
29373LAA9 EFF 2018-1 A1 2.15000 03/20/2019 US 37,572.67 $37,572.67
29444U700 EQUINIX INC US EQIX 312.34 $130,603.51
294628102 EQUITY COMMONWEALTH US EQC 584.3 $17,920.40
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 319.9 $28,077.46
29476L107 EQUITY RESIDENTIAL US EQR 659.12 $40,615.24
297178105 ESSEX PROPERTY TRUST INC US ESS 112.3 $27,027.49
30161N101 EXELON CORP US EXC 441.81 $17,235.18
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 152,450.24 $150,063.93
302154CB3 EXPORT - IMPORT BANK KOREA 1.75000 05/26/2019 KR 36,238.84 $35,742.30
30216HAC3 EXPORT-IMPORT BANK CHINA 2.50000 07/31/2019 CN 35,224.38 $35,021.03
30216KAA0 EXPORT-IMPORT BK INDIA 3.37500 08/05/2026 IN 14,089.75 $13,251.05
30219GAK4 EXPRESS SCRIPTS HOLDING 3.50000 06/15/2024 US 30,527.8 $29,808.70
30225T102 EXTRA SPACE STORAGE INC US EXR 454.31 $39,688.09
30231G102 EXXON MOBIL CORP US XOM 1,428.78 $106,601.51
302491303 FMC CORP US FMC 568.37 $43,519.95
30251JAA9 FDIC 2011-R1 A 2.67200 07/25/2026 US 3,074.89 $3,067.06
30262SAR9 FREMF 2015-K42 B FLT 3.85233 12/25/2024 US 37,889.06 $38,133.89
30263HAL5 FREMF 2011-K15 B FLT 4.94894 08/25/2044 US 12,958.27 $13,576.62
30286XAN9 FREMF 2015-K43 B FLT 3.73459 02/25/2048 US 37,534.92 $37,517.95
30291EAE4 FREMF 2013-K712 B FLT 3.36434 05/25/2045 US 33,546.6 $33,739.03
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 417,865.4 $1,622.74
30291YAJ9 FREMF 2014-K716 B FLT 3.95051 08/25/2047 US 11,976.29 $12,238.18
311900104 FASTENAL CO US FAST 341.75 $18,655.87
3128E5VC0 FHLM POOL D98711 4.50000 07/01/2031 US 13,713.95 $14,412.56
3128LCD86 FHLM POOL A78227 5.50000 06/01/2038 US 1,191.79 $1,298.95
3128M56M7 FHLM POOL G04176 5.50000 05/01/2038 US 1,110.86 $1,218.22
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 6,032.16 $6,763.51
3128M7FQ4 FHLM POOL G05275 5.50000 02/01/2039 US 21,948.53 $23,934.19
3128M9ZU9 FHLM POOL G07655 5.50000 12/01/2035 US 10,914.2 $12,056.65
3128MAGF0 FHLM POOL G07998 4.50000 07/01/2044 US 17,981.08 $18,915.66
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 85.57 $89.01
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 1,537.28 $1,601.65
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 1,064.72 $1,107.34
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 818.58 $855.59
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 1,447.4 $1,512.72
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 32,940.95 $34,626.99
3128MJJN1 FHLM POOL G08268 5.00000 05/01/2038 US 63,287.45 $68,169.95
3128MJZU7 FHLM POOL G08754 4.50000 03/01/2047 US 51,180.9 $53,606.18
3128P75F6 FHLM POOL C91746 4.50000 12/01/2033 US 12,792.08 $13,466.18
3128P75P4 FHLM POOL C91754 4.50000 03/01/2034 US 10,069.4 $10,588.69
3128P75V1 FHLM POOL C91760 3.50000 05/01/2034 US 14,364.72 $14,636.53
3128P76G3 FHLM POOL C91771 4.50000 06/01/2034 US 12,843.54 $13,629.71
3128P76R9 FHLM POOL C91780 4.50000 07/01/2034 US 11,882.14 $12,566.44
3128P7QL0 FHLM POOL C91359 4.50000 02/01/2031 US 1,101.04 $1,157.04
3128P8A92 FHLM POOL C91832 3.50000 06/01/2035 US 57,493.43 $58,580.80
3128P8AL5 FHLM POOL C91811 4.00000 01/01/2035 US 6,376.59 $6,618.56
3128P8BX8 FHLM POOL C91854 4.00000 10/01/2035 US 41,312.38 $42,879.76
3128P8CH2 FHLM POOL C91872 3.50000 04/01/2036 US 16,743.1 $17,059.27
312941F69 FHLM POOL A92889 4.50000 07/01/2040 US 28,748.3 $30,420.02
312941ZQ3 FHLM POOL Q93451 4.50000 08/01/2040 US 74,272.32 $78,579.72
312945B80 FHLM POOL A96363 4.50000 01/01/2041 US 16,310.47 $17,246.60
3132J8YK0 FHLM POOL Q17513 3.50000 04/01/2043 US 16,859.17 $16,987.02
3132LNE34 FHLM POOL K92054 4.00000 10/01/2034 US 4,158.86 $4,332.22
3132QUNJ8 FHLM POOL Q37592 4.00000 12/01/2045 US 71,000.8 $73,113.42
3132QUWT6 FHLM POOL Q37857 4.00000 12/01/2045 US 57,408.58 $59,075.24
3132QVKA8 FHLM POOL Q38388 4.00000 01/01/2046 US 68,237.72 $70,384.33
3132QVMX6 FHLM POOL Q38473 4.00000 01/01/2046 US 25,624.61 $26,408.97
3132WDMZ4 FHLM POOL Q40375 3.50000 05/01/2046 US 27,024.95 $27,135.58
3132WL4Q6 FHLM POOL Q47130 4.50000 04/01/2047 US 31,691.48 $33,193.23
3132WPDP9 FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 US 30,973.31 $31,832.06
3132XSLZ1 FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 US 33,973.79 $34,906.55
31335A5Q7 FHLM POOL G60855 4.50000 12/01/2045 US 28,698.22 $30,087.72
31335ACG1 FHLM POOL G60071 4.50000 07/01/2042 US 28,703.4 $30,364.63
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 40,248.72 $41,411.21
31335ALX4 FHLM POOL G60342 4.50000 05/01/2042 US 15,645.44 $16,550.63
31335ASA7 FHLM POOL G60513 5.00000 07/01/2041 US 68,137.99 $73,450.69
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 2,276.81 $2,312.27
3137A2B34 FHMS K009 X1 FLT 1.29512 08/25/2020 US 42,684.09 $1,083.23
3137ADTK3 FHMS K014 X1 FLT 1.17939 04/25/2021 US 594,409.6 $17,986.54
3137AJMG6 FMHS K016 X1 FLT 1.52075 10/25/2021 US 110,008.8 $4,859.14
3137AL6W4 FHMS K706 X1 FLT 1.54720 10/25/2018 US 152,791.27 $825.49
3137AME78 FHMS K017 X1 FLT 1.34561 12/25/2021 US 162,105.83 $6,593.74
3137ATSC7 FEDERAL NATL MTG ASSN KP01 A2 1.72000 01/25/2019 US 1,852.48 $1,845.84
3137AUPF0 FHMS K021 x1 FLT 1.46192 06/25/2022 US 784,120.27 $39,584.19
3137B36J2 FHMS K029 A2 3.32000 02/25/2023 US 68,602.61 $69,881.61
3137B3NB0 FHMS K030 X1 FLT 0.20508 04/25/2023 US 1,319,980.03 $11,896.06
3137B4GZ3 FHMS K032 X1 FLT 0.10903 05/25/2023 US 775,157.91 $4,242.98
3137B4WB8 FHMS K033 A2 3.06000 07/25/2023 US 66,315.85 $66,687.27
3137B5KW2 FHMS K035 A2 3.45800 08/25/2023 US 144,446.6 $148,097.75
3137BPVZ9 FHMS K055 A1 2.26300 04/25/2025 US 43,548.55 $42,299.00
3137BT7J4 FHMS KJ10 A2 2.91200 12/25/2023 US 106,715.17 $106,263.62
3137BWVV3 FHMS KJ13 A2 2.86400 08/25/2022 US 137,205.21 $137,219.88
3138A5JC7 FEDERAL NATL MTG ASSN AH3858 4.50000 08/01/2041 US 45,905.11 $48,562.85
3138AJXA5 FEDERAL NATL MTG ASSN A15172 4.00000 08/01/2041 US 9,942.28 $10,277.71
3138ATF70 FEDERAL NATL MTG ASSN AJ1989 4.50000 10/01/2041 US 9,999.98 $10,575.11
3138EQST0 FEDERAL NATL MTG ASSN AL7729 4.00000 06/01/2043 US 13,762.66 $14,224.95
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.65200 01/01/2049 US 53,532.71 $58,000.04
3138WDJY8 FEDERAL NATL MTG ASSN AS3878 4.50000 11/01/2044 US 5,189.86 $5,466.95
3138WDRZ6 FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 US 28,338.29 $29,984.98
3138XU4Y5 FEDERAL NATL MTG ASSN AW5338 4.50000 06/01/2044 US 4,943.52 $5,224.71
3138YNFD4 FEDERAL NATL MTG ASSN AY8263 3.00000 05/01/2035 US 32,843.27 $32,329.50
3138YNR25 FEDERAL NATL MTG ASSN AY8604 3.50000 04/01/2045 US 24,559.65 $24,672.95
31398WD50 FHMS K005 AX FLT 1.35067 11/25/2019 US 32,705.47 $634.38
31407EJW4 FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 US 29,372.91 $32,282.50
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 78,403.83 $80,684.44
3140F1BL5 FEDERAL NATL MTG ASSN BC5442 4.00000 04/01/2046 US 15,170.85 $15,579.19
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 12,312.57 $12,352.39
3140F4UB0 FEDERAL NATL MTG ASSN BC8677 4.00000 05/01/2046 US 12,042.38 $12,366.51
3140F5T29 FEDERAL NATL MTG ASSN BC9568 4.00000 05/01/2046 US 19,152.08 $19,667.57
3140F8KD8 FEDERAL NATL MTG ASSN BD1191 3.50000 01/01/2047 US 41,044.96 $41,177.87
3140F9M51 FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 US 26,619.86 $27,336.36
3140FA5G3 FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 US 21,383.04 $21,986.19
3140FTWF4 FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 US 27,301.95 $28,719.67
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 1,157.71 $1,203.34
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 1,443.33 $1,499.37
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 10,521.7 $10,831.52
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 12,655.01 $13,031.04
31410KGB4 FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 US 27,213.66 $29,897.13
31410KLD4 FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 US 4,818.6 $5,270.34
31411YN90 FEDERAL NATL MTG ASSN 918516 5.50000 06/01/2037 US 670.19 $729.93
31412SY41 FEDERAL NATL MTG ASSN 933731 5.50000 04/01/2038 US 3,490.45 $3,817.50
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 643.51 $657.34
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 7,147.79 $7,348.01
31416CJV9 FEDERAL NATL MTG ASSN 995876 6.00000 11/01/2038 US 14,264.49 $16,026.72
31416RBE2 FEDERAL NATL MTG ASSN AA7236 4.00000 06/01/2039 US 4,755.08 $4,914.62
31417YDV6 FHLM POOL MA0115 4.50000 07/01/2029 US 453.03 $478.59
31418B2V7 FEDERAL NATL MTG ASSN MA2587 3.50000 04/01/2036 US 56,617.01 $57,672.19
31418B6G6 FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 US 30,625.7 $29,897.29
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 9,891.25 $10,450.06
31418CAF1 FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 US 87,375.23 $85,297.24
31418MKV3 FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 US 5,121.4 $5,613.38
31418MQQ8 FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 US 1,023.95 $1,071.05
315419AA9 FERROGLOBE / GLOBE SPEC 9.37500 03/01/2022 GB 19,552.57 $20,334.67
316773100 FIFTH THIRD BANCORP US FITB 1,319.55 $41,895.63
32054K103 FIRST INDUSTRIAL REALTY TR US FR 1,293.02 $37,795.03
34530QAD2 FORDO 2015-A A3 1.28000 09/15/2019 US 2,400.39 $2,397.12
34531AAE4 FORDL 2016-A A4 1.85000 07/15/2019 US 3,522.44 $3,517.75
34531GAD3 FORDL 2017-A A3 1.88000 04/15/2020 US 76,225.12 $75,780.40
345397WX7 FORD MOTOR CREDIT CO LLC FLRT 2.71698 11/04/2019 US 42,269.26 $42,540.15
345605109 FOREST CITY REALTY TRUST - A US FCE/A 987.74 $20,011.62
357081AE8 FREMF 2015-K720 B FLT 3.38864 07/25/2022 US 25,916.54 $25,705.72
35802XAA1 FRESENIUS MED CARE US 6.50000 09/15/2018 US 186,554.71 $189,354.98
36143WAN1 GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 US 39,883.22 $39,949.04
36143WAS0 GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 US 22,170.6 $22,018.89
36174X101 GGP INC US GGP 1,323.07 $27,070.04
36246MAT6 GTP AQUISITION PARTNERS 2.35000 06/15/2020 US 34,301.3 $33,903.02
36250UAD6 GMALT 2016-1 A3 1.64000 07/20/2019 US 12,937.85 $12,901.55
36251LAE3 GMALT 2016-2 A4 1.76000 03/20/2020 US 76,225.12 $75,670.60
36251MAE1 GMALT 2016-3 A4 1.78000 05/20/2020 US 18,786.34 $18,637.13
363576109 ARTHUR J GALLAGHER & CO US AJG 255.35 $17,550.47
364760108 GAP INC US GPS 492.7 $15,372.15
369604103 GENERAL ELEC CO US GE 470.83 $6,346.82
370334104 GENERAL MLS INC US GIS 606.27 $27,318.63
372460105 GENUINE PARTS CO US GPC 193.92 $17,421.45
374297109 GETTY REALTY CORP US GTY 880.9 $22,216.24
375558103 GILEAD SCIENCES INC US GILD 723.23 $54,524.59
37953TAB1 GLOBAL SHIP LEASE INC 9.87500 11/15/2022 MH 26,454.05 $26,559.87
37954A204 GLOBAL MEDICAL REIT INC US GMRE 1,469.28 $10,211.47
38141EA58 GOLDMAN SACHS GP GS 5.37500 03/15/2020 US 14,089.75 $14,691.38
384802104 WW GRAINGER INC US GWW 57.56 $16,247.52
388689101 GRAPHIC PACKAGING HOLDING CO US GPK 3,769.46 $57,861.27
39807UAB2 GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 US 19,915.79 $19,866.00
404119BM0 HCA INC 3.75000 03/15/2019 US 18,786.34 $18,857.73
404121AC9 HCA INC 6.50000 02/15/2020 US 18,786.34 $19,702.17
40412CAC5 HCA HEALTHCARE INC 6.25000 02/15/2021 US 5,603.22 $5,883.38
40414L109 HCP INC US HCP 1,792.51 $41,640.07
410345AL6 HANESBRANDS INC 4.87500 05/15/2026 US 13,761.48 $13,348.64
412822108 HARLEY DAVIDSON INC US HOG 298.58 $12,803.25
418056107 HASBRO INC US HAS 150.33 $12,672.58
42217KAY2 HEALTH CARE REIT INC 4.12500 04/01/2019 US 34,285.07 $34,692.91
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 913.73 $24,168.15
427866108 HERSHEY CO/THE US HSY 189.41 $18,744.30
42805RBN8 HERTZ 2013-1A A2 1.83000 08/25/2019 US 15,655.28 $15,623.10
42806DAD1 HERTZ 2015-2A A 2.02000 09/25/2019 US 18,786.34 $18,717.64
42809H107 HESS CORP US HES 967.31 $48,965.32
431318AQ7 HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 US 19,651.99 $19,455.47
431475AB8 HILL-ROM HOLDINGS INC 5.00000 02/15/2025 US 13,199.43 $13,083.93
437076102 HOME DEPOT INC US HD 595.23 $106,093.28
43814RAB2 HAROT 2016-4 A2 1.04000 04/18/2019 US 12,838.91 $12,812.78
438516106 HONEYWELL INTERNATIONAL INC US HON 395.16 $57,105.08
44053FAA8 HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 US 19,286.03 $20,539.62
44107P104 HOST MARRIOTT CORP US HST 1,155.91 $21,546.10
444454AB8 HUGHES SATELITE SYSTEMS 6.50000 06/15/2019 US 34,402.48 $35,434.55
444454AD4 HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 US 33,541.26 $32,870.43
446150104 HUNTINGTON BANCSHARES US HBAN 1,116.33 $16,856.59
44890WAD2 HART 2015-A A4 1.37000 07/15/2020 US 12,077.91 $12,035.30
44928UAE0 HALST 2015-B A4 1.66000 07/15/2019 US 4,994.8 $4,993.11
44929EAD7 HALST 2016-C A3 1.49000 02/18/2020 US 6,645.67 $6,615.27
44931PAD8 HART 2017-A A3 1.76000 08/16/2021 US 774.94 $764.19
44935AAA3 HALST 2018-A A1 1.95000 03/15/2019 US 8,061.83 $8,062.00
45031UCD1 ISTAR INC 5.25000 09/15/2022 US 19,445.52 $18,813.55
452281JC3 ISAC 2010-1 A2 2.41742 04/25/2022 US 1,732.34 $1,734.00
45378A106 INDEPENDENCE REALTY TRUST IN US IRT 1,689.79 $15,512.25
45763PAE6 INMARSAT FINANCE PLC 4.87500 05/15/2022 GB 19,526.34 $18,989.37
458140100 INTEL CORP US INTC 3,500.7 $182,316.35
459200101 INTERNATIONAL BUSINESS MACH CORP US IBM 459.59 $70,515.52
459745GH2 INTL LEASE FINANCE CORP 6.25000 05/15/2019 US 25,189.44 $26,054.01
46115HAL1 INTESA SANPAOLO SPA 3.87500 01/15/2019 IT 41,329.94 $41,599.21
46115HAT4 INTESA SANPAOLO SPA 5.01700 06/26/2024 IT 12,278.11 $12,110.49
46115HBD8 INTESA SANPAOLO SPA 3.87500 01/12/2028 IT 219,528.34 $207,053.20
46186YAA2 IHSFR 2015-SFR3 A FLT 3.05032 08/17/2032 US 51,183.28 $51,218.80
46187BAA1 IHSFR 2017-SFR2 A 2.65820 12/17/2036 US 14,098.48 $14,202.13
46187BAB9 IHSFR 2017-SFR2 B 2.95820 12/17/2036 US 10,644.52 $10,695.80
46187W107 INVITATION HOMES INC US INVH 1,442.27 $32,926.98
466032109 J&J SNACK FOODS CORP US JJSF 234.01 $31,956.67
46625H100 JP MORGAN CHASE & CO US JPM 2,039.67 $224,302.80
46625HHL7 JPMORGAN CHASE & CO 6.30000 04/23/2019 US 256,831.07 $266,482.79
46635GAE0 JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 US 18,360.97 $18,733.67
46636DAE6 JPMCC 2011 - C4 A3 4.10630 07/15/2046 US 10,597.75 $10,600.40
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 12,672.81 $12,611.92
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 14,244.46 $14,167.11
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 18,858.05 $18,784.39
46649HAC6 JPMMT 2017-6 A3 3.50000 12/25/2048 US 25,863.13 $25,658.04
46649HAE2 JPMMT 2017-6 A5 3.50000 12/25/2048 US 43,987.22 $43,994.09
478160104 JOHNSON & JOHNSON US JNJ 1,534.98 $196,707.57
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 26,929.8 $24,236.82
482480100 KLA-TENCOR CORPORATION US KLAC 113.41 $12,362.94
485170302 KANSAS CITY SOUTHERN US KSU 443.5 $48,718.41
493267108 KEYCORP US KEY 1,627.79 $31,823.23
494368103 KIMBERLY CLARK CORP US KMB 284.35 $31,315.40
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 173,031.02 $208,592.37
497864AA6 KISSNER GR HLDG 8.37500 12/01/2022 CA 15,277.18 $15,582.73
500255104 KOHLS CORP US KSS 325.6 $21,330.37
500630CK2 KOREA DEVELOPMENT BANK 1.37500 09/12/2019 KR 83,270 $81,450.14
50065TAE3 KOREA DEVELOPMENT BANK 2.87500 08/22/2018 KR 27,423.36 $27,434.87
50212YAB0 LPL HOLDINGS INC 5.75000 09/15/2025 US 12,653.83 $12,491.86
50218LAC0 LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 US 2,453.2 $2,442.61
505742AD8 LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 US 15,506.24 $15,776.98
512816109 LAMAR ADVERTISING CO US LAMR 492.62 $31,359.87
515110BU7 LANDWIRTSCH. RENTENBANK 2.37500 02/21/2020 DE 144,827.73 $144,664.07
517942108 LASALLE HOTEL PROPERTIES US LHO 548.61 $15,915.14
53223X107 LIFE STORAGE INC US LSI 135.38 $11,306.84
532457108 ELI LILLY & CO US LLY 385.09 $29,794.41
534187109 LINCOLN NATL CORP IND US LNC 215.48 $15,742.84
539439AM1 LLOYDS BANKING GROUP PLC 4.58200 12/10/2025 GB 186,072.81 $186,063.30
539830109 LOCKHEED MARTIN CORP US LMT 180.87 $61,120.03
554382101 THE MACERICH CO US MAC 260.43 $14,589.27
55616P104 MACY'S INC US M 363.11 $10,798.97
55933JAB0 MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 US 20,707.19 $19,930.67
56585A102 MARATHON PETROLEUM CORP US MPC 340.3 $24,879.25
5671735 SANOFI-AVENTIS FR SAN FP 342.22 $27,459.71
580135101 MCDONALDS CORP US MCD 371 $58,017.29
58768MAC5 MBALT 2016-B A3 1.35000 08/15/2019 US 89,267.58 $88,845.21
58933Y105 MERCK & CO INC US MRK 2,533.97 $138,025.41
59001ABA9 MERITAGE HOMES CORP 5.12500 06/06/2027 US 13,578.5 $12,831.69
59022CAA1 BANK OF AMERICA CORP 2.88450 09/15/2026 US 22,595.27 $21,484.62
594918104 MICROSOFT CORP US MSFT 637.45 $58,179.92
59522J103 MID-AMERICA APARTMENT COMM US MAA 478.83 $43,688.17
609207105 MONDELEZ INTERNATIONAL INC US MDLZ 707.46 $29,522.51
6174467X1 MORGAN STANLEY 5.00000 11/24/2025 US 105,571.79 $110,397.65
61744YAG3 MORGAN STANLEY FLT 3.01070 05/08/2024 US 203,521.07 $206,785.55
61746BDM5 MORGAN STANELY 2.50000 01/24/2019 US 39,920.97 $39,849.83
61747YDX0 MORGAN STANLEY FLT 2.90031 01/27/2020 US 41,095.11 $41,605.84
620076307 MOTOROLA SOLUTIONS INC US MSI 144.8 $15,247.92
62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 32,944.74 $32,903.56
624758108 MUELLER WATER PRODUCTS INC - A US MWA 2,706.68 $29,421.56
62944TAE5 NVR INC 3.95000 09/15/2022 US 144,872.76 $147,785.81
633067D34 NATIONAL BANK OF CANADA 1.40000 04/20/2018 CA 21,134.63 $21,124.97
637417106 NATIONAL RETAIL PROPERTIES US NNN 407.08 $15,981.92
63940FAA5 NAVSL 2016-2 A1 2.62150 06/25/2065 US 1,674.53 $1,676.88
63940HAA1 NAVSL 2016-3A A1 2.47150 06/25/2065 US 18,436.79 $18,459.08
63941DAA9 NAVSL 2018-2A A1 2.21817 03/25/2067 US 21,134.63 $21,126.14
64828AAA1 NRZT 2014-1A A 3.75000 01/25/2054 US 27,194.31 $27,442.83
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 16,106.76 $16,257.04
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 31,537.34 $31,851.28
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 21,069.62 $21,264.82
651229106 NEWELL BRANDS INC US NWL 1,048 $26,703.01
654106103 NIKE INC CLASS B US NKE 402.5 $26,742.13
65478WAD7 NAROT 2016-C A3 1.18000 01/15/2021 US 18,786.34 $18,557.68
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 31,707.17 $32,341.31
66987V109 NOVARTIS AG- REG CH NVS 381.53 $30,846.95
670346105 NUCOR CORP US NUE 293.72 $17,943.24
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 9,595.08 $9,899.99
67103H107 O'REILLY AUTOMOTIVE INC US ORLY 153.89 $38,068.38
680223104 OLD REPUBLIC INTL CORP US ORI 782.16 $16,777.36
683235AA3 ONTARIO (PROVINCE OF) 2.00000 09/27/2018 CA 34,301.3 $34,270.08
68323ADY7 ONTARIO (PROVINCE OF) 1.25000 06/17/2019 CA 30,490.05 $30,074.16
69007J106 OUTFRONT MEDIA INC US OUT 1,406.77 $26,362.91
69145LAA2 OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 US 25,296.69 $25,865.87
693475105 PNC FINANCIAL SERVICES GROUP US PNC 122.25 $18,488.76
695156109 PACKAGING CORP OF AMERICA US PKG 95.63 $10,777.15
70014LAC4 PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 KY 20,364.71 $19,295.56
70338P100 PATTERN ENERGY GROUP INC -A US PEGI 797.89 $13,795.47
704326107 PAYCHEX INC US PAYX 323.96 $19,952.76
713448108 PEPSICO INC US PEP 1,023.63 $111,729.07
713448CX4 PEPSICO INC 3.10000 07/17/2022 US 87,007.82 $87,487.29
71654QAU6 PETROLEOS MEXICANOS 8.00000 05/03/2019 MX 37,572.67 $39,404.34
71654QCB6 PETROLEOS MEXICANOS 6.87500 08/04/2026 MX 18,457.58 $20,284.88
71654QCJ9 PETROLEOS MEXICANOS 6.35000 02/12/2048 MX 214,954.84 $207,700.11
717081103 PFIZER INC US PFE 3,056.61 $108,479.02
71943U104 PHYSICIANS REALTY TRUST US DOC 2,436.2 $37,931.70
729640102 PLYMOUTH INDUSTRIAL REIT INC US 328.84 $5,649.45
733174AJ5 POPULAR INC 7.00000 07/01/2019 US 19,959.41 $20,358.59
741503AZ9 PRICELINE GROUP INC/THE 3.60000 06/01/2026 US 269,027.09 $264,293.75
74251V102 PRINCIPAL FINANCIAL GROUP US PFG 238.5 $14,527.34
74333KAA6 PROG 2017-SFR2 A 2.89700 12/17/2034 US 38,239.41 $37,607.52
74340W103 PROLOGIS US PLD 1,537.76 $96,863.44
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 141,898.55 $149,348.22
74460D109 PUBLIC STORAGE INC US PSA 274.12 $54,930.68
747525103 QUALCOMM INC US QCOM 829.81 $45,979.62
749685103 RPM INTERNATIONAL INC US RPM 522.13 $24,889.81
755111507 RAYTHEON COMPANY US RTN 219.89 $47,455.78
758849103 REGENCY CENTERS CORP US REG 405.72 $23,929.43
7591EP100 REGIONS FINANCIAL CORP. US RF 1,028.72 $19,113.55
760759100 REPUBLIC SERVICES INC US RSG 285.66 $18,919.55
76169C100 REXFORD INDUSTRIAL REALITY IN US REXR 390.53 $11,243.45
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 39,512.09 $40,895.41
77340RAP2 ROCKIES EXPRESS PIPELINE 6.00000 01/15/2019 US 14,089.75 $14,336.32
780097AM3 RBS 4.7 07/03/18 4.70000 07/03/2018 GB 9,393.17 $9,426.47
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 520.07 $34,080.06
78408XAD3 SCGT 2013-SRP1 AJ FLT 3.97660 11/15/2026 US 43,694.47 $43,588.24
784423AF2 SLCLT 2004-1 A6 1.99875 05/15/2023 US 15,485.27 $15,473.77
78442FEH7 NAVIENT CORP 8.45000 06/15/2018 US 12,798.19 $12,906.98
78442FER5 NAVIENT CORP 5.50000 01/15/2019 US 3,358.06 $3,395.00
78442FET1 SLM CORP 6.12500 03/25/2024 US 13,082.01 $13,032.95
78442GNG7 SLMA 2004-10 A6A FLT RT 2.29520 04/27/2026 US 14,060.7 $14,113.03
78442PGC4 SLM CORP 5.12500 04/05/2022 US 22,055.76 $22,276.32
78445FAC9 SLMA 2008-7 A3 2.39520 04/25/2019 US 850.47 $850.46
78449PAA7 SMB 2018-A A1 FLT 1.93000 03/16/2026 US 18,786.34 $18,786.34
78469EAB5 SOFI 2014-A A2 3.02000 10/25/2027 US 13,680.62 $13,656.82
78470RAB3 SOFI 2016-E A2A 1.63000 01/25/2036 US 4,277.13 $4,250.00
78470RAC1 SOFI 2016-E A2B 2.49000 01/25/2036 US 76,225.12 $74,657.21
78471CAA7 SOFI 2017-D A1FX 1.72000 09/25/2040 US 12,294.03 $12,201.20
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 65,934.73 $72,066.64
80282KAD8 SANTANDER HOLDINGS USA 2.65000 04/17/2020 US 17,612.19 $17,415.86
80282KAH9 SANTANDER HOLDINGS USA 2.70000 05/24/2019 US 44,363.94 $44,254.97
80282KAS5 SANTANDER HOLDINGS USA 3.40000 01/18/2023 US 141,778.72 $138,490.16
81211K100 SEALED AIR CORP US SEE 1,491.31 $63,813.20
81663AAD7 SEMGROUP CORP 6.37500 03/15/2025 US 24,908.46 $23,787.57
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 14,644.72 $14,219.04
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 20,342.46 $19,746.87
81745FAA4 SEMT 2012-3 A1 3.50000 07/25/2042 US 30,887.38 $30,874.10
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 3,295.68 $3,012.46
81783QAC9 SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 CA 13,322.33 $12,722.82
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 13,568.13 $13,602.05
828806109 SIMON PROPERTY GROUP INC US SPG 706.83 $109,099.63
82967NAY4 SIRIUS XM RADIO INC 3.87500 08/01/2022 US 13,429.37 $12,865.34
83088M102 SKYWORKS SOLUTIONS INC US SWKS 501.53 $50,283.83
831641FC4 SBIC 2015-10A 1 2.51700 03/10/2025 US 41,515.04 $41,036.06
831641FE0 SBIC 2015-10B 1 2.82900 09/10/2025 US 106,320.79 $106,268.46
832696405 JM SMUCKER CO/THE-NEW COM WI US SJM 126.69 $15,711.03
832696AQ1 JM SMUCKER CO 2.20000 12/06/2019 US 22,543.6 $22,271.75
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 15,289.68 $15,170.67
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 14,956.21 $14,711.47
83401LAB0 SOFI 2015-A A2 2.42000 03/25/2030 US 3,426.03 $3,399.61
83402DAB7 SOFI 2016-C A2A 1.48000 05/26/2031 US 3,163.7 $3,149.05
83402DAC5 SOFI 2016-C A2B 2.36000 12/27/2032 US 2,817.95 $2,738.70
83403YAA2 SOFI 2017-B A1FX 1.83000 05/25/2040 US 1,270.87 $1,262.90
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 14,983.78 $14,857.70
83404RAA6 SOFI 2018-B A1FX 2.64000 08/25/2047 US 42,269.26 $42,159.66
83405DAB4 SOFI 2017-C A2A 1.75000 07/25/2040 US 35,534.85 $35,234.67
83405JAA3 SCLP 2017-4 A 2.50000 05/26/2026 US 7,337.38 $7,251.14
83405LAA8 SCLP 2017-5 A1 2.14000 09/25/2026 US 33,248.64 $33,061.00
834423AA3 SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 US 80,798.63 $81,214.07
835495102 SONOCO PRODUCTS CO US SON 973.12 $47,196.09
83714RAZ6 SOUTH CAROLINA ST STUDENT LOAN 2.14600 12/01/2023 US 2,371.34 $2,361.97
84265VAD7 SOUTHERN COPPER CORP 5.37500 04/16/2020 US 132,631.71 $138,296.56
844741108 SOUTHWEST AIRLS CO US LUV 432.27 $24,760.24
845467AL3 SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 US 14,688.9 $14,255.58
852061AK6 SPRINT COMMUNICATIONS 9.00000 11/15/2018