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To manage against capital risk while generating income and pursuing long-term capital growth.
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 35% - 65%, 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) with the potential for exposure, to a lesser degree, in emerging markets and companies that we believe are positioned to benefit from higher prices in an inflationary environment.
Bond exposure can range from 35% - 65%, 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.
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 Moderate Series aims to provide income over time by way of a meaningful exposure to income-oriented equity securities. Additionally, the portfolio includes a notable allocation to fixed income in an effort to enhance income generation and provide some stability.
$10.94
-$0.04
-0.37%
as of 04/24/2018
MSMSX
56382P211
08/01/2012
$2,000.00
Investment minimum may be waived for certain qualified retirement plans and participants in an automatic investment program.
| Summary Prospectus | |
| Prospectus | |
| Statement of Additional Information | |
| Annual Report | |
| Semi-Annual Report | |
| Fact Sheet | |
| Applications & Forms | |
| XBRL-05/11/17 |
As of 03/31/2018
-2.26%
5.22%
4.94%
5.52%
---
6.52%
---
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.
| Gross | 1.45% |
| Net | 0.89%* |
*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.
As of 03/31/2018
| TREASURY NOTES | 5.74% |
| GOVERNMENT AGENCY | 4.88% |
| TREASURY BONDS | 3.79% |
| JP MORGAN CHASE & CO | 1.59% |
| JOHNSON & JOHNSON | 1.39% |
| INTEL CORP | 1.29% |
| WELLS FARGO COMPANY | 1.28% |
| MERCK & CO INC | 0.97% |
| WAL MART STORES | 0.95% |
| TEXAS INSTRUMENTS INC | 0.81% |
Top Ten Investments list is unaudited and excludes cash.
As of 03/31/2018
| Consumer Discretionary | 3.68% |
| Consumer Staples | 4.50% |
| Energy | 2.81% |
| Financials | 7.20% |
| Health Care | 5.94% |
| Industrials | 6.83% |
| Information Technology | 6.17% |
| Materials | 2.67% |
| Real Estate | 9.78% |
| Utilities | 0.74% |
| Long Term Fixed Income | 10.77% |
| Intermediate Term Fixed Income | 24.78% |
| Short Term Fixed Income | 13.01% |
| Cash | 1.12% |
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.
As of 03/31/2018
| Stocks | 50.32% |
| Bonds | 48.56% |
| Cash | 1.12% |
As of 03/31/2018
| AAA | 47.31% |
| AA | 3.88% |
| A | 8.03% |
| BBB | 22.90% |
| BB | 6.83% |
| B | 5.15% |
| CCC | 0.59% |
| NR | 5.31% |
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.
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 | 21,893.02 | $21,619.36 | |
| 00206RCK6 | AT&T INC FLT 3.23200 06/30/2020 | US | 31,948.88 | $32,284.96 | |
| 00206RDC3 | AT&T INC FLT 4.45000 04/01/2024 | US | 14,456.87 | $14,921.70 | |
| 00206REM0 | AT&T INC 3.90000 08/14/2027 | US | 118,662.46 | $119,479.40 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 136,633.71 | $134,213.92 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 1,844.17 | $174,550.26 |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 49,500.8 | $51,109.57 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 629.52 | $15,486.21 |
| 00772BAF8 | AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 | IE | 137,361.4 | $140,703.82 | |
| 008492100 | AGREE REALTY CORP | US | ADC | 286.04 | $13,741.24 |
| 00928QAG6 | AIRCASTLE LTD 7.62500 04/15/2020 | BM | 13,478.43 | $14,421.92 | |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 12,311.65 | $12,804.11 | |
| 009563AD9 | AIRXCEL INC 8.50000 02/15/2022 | US | 27,323.42 | $29,543.45 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 254.66 | $31,804.86 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 218,797.26 | $207,661.58 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 20,306.41 | $20,611.01 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 367.47 | $34,836.52 |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 35,630.97 | $35,675.51 | |
| 02005NBE9 | ALLY FINANCIAL INC 3.25000 11/05/2018 | US | 9,984.03 | $9,996.51 | |
| 02007CAE2 | ALLYA 2016-1 A4 1.73000 11/16/2020 | US | 2,995.21 | $2,968.64 | |
| 02007MAC4 | ALLYA 2018-1 A1 1.75000 02/15/2019 | US | 11,938.15 | $11,938.32 | |
| 02155EAA6 | CEQUEL COM HLDG I/ CAP CP 7.75000 07/15/2025 | US | 21,232.62 | $22,453.49 | |
| 02155FAC9 | ALTICE US FINANCE I CORP 5.50000 05/15/2026 | US | 19,810.82 | $19,363.09 | |
| 0237400 | DIAGEO PLC | GB | DGE LN | 3,558.07 | $120,332.49 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 805.39 | $31,104.33 |
| 0258M0DU0 | AMERICAN EXPRESS CREDIT FLRT 2.67363 05/26/2020 | US | 29,952.08 | $30,216.79 | |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 2,350.83 | $47,204.60 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 110,949.4 | $108,722.97 | |
| 026874784 | AMERICAN INTL GROUP INC | US | AIG | 566.75 | $30,842.68 |
| 026874CY1 | AMERICAN INTL GROUP 4.12500 02/15/2024 | US | 85,140.32 | $86,395.73 | |
| 03027XAF7 | AMERICAN TOWER CORP 2.80000 06/01/2020 | US | 15,974.44 | $15,856.77 | |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 2,570.73 | $2,603.29 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 711.8 | $13,581.17 |
| 031162100 | AMGEN INC | US | AMGN | 819.39 | $139,689.55 |
| 03349M105 | ANDEAVOR | US | ANDV | 304.92 | $30,662.68 |
| 034863AT7 | ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 | GB | 114,805.93 | $110,099.28 | |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 958.29 | $39,050.29 |
| 037612306 | APOLLO GLOBAL MANAGMENT - A | US | APO | 1,616.37 | $47,876.99 |
| 037833100 | APPLE COMPUTER INC | US | AAPL | 722.6 | $121,237.68 |
| 039483102 | ARCHER DANIELS MIDLAND CO | US | ADM | 1,008.98 | $43,759.32 |
| 04014Y101 | ARES MANAGEMENT LP | US | ARES | 1,612.54 | $34,508.39 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 42,731.63 | $45,552.07 | |
| 053015103 | AUTOMATIC DATA PROCESSING | US | ADP | 713.18 | $80,931.42 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 584.8 | $96,176.42 |
| 054937107 | BB & T CORPORATION | US | BBT | 1,278.56 | $66,536.47 |
| 055622104 | BP PLC-SPONS ADR | GB | BP | 3,564.88 | $144,520.20 |
| 05582QAB3 | BMWOT 2016-A A2A 0.99000 05/28/2019 | US | 750.86 | $750.13 | |
| 05582QAD9 | BMWOT 2016-A A3 1.16000 11/25/2020 | US | 73,936.55 | $73,223.10 | |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 23,732.49 | $22,930.28 | |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 7,334.15 | $219,951.06 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 87,810.22 | $87,637.48 | |
| 06416CAB4 | BANK OF NOVA SCOTIA 1.85000 04/14/2020 | CA | 17,971.25 | $17,645.33 | |
| 06652K103 | BANKUNITED INC | US | BKU | 970.42 | $38,797.41 |
| 086516101 | BEST BUY INC | US | BBY | 441.65 | $30,911.21 |
| 09253U108 | BLACKSTONE GROUP LP/THE | US | BX | 1,585.72 | $50,663.61 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 1,241.63 | $10,553.86 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 198,031.33 | $212,224.57 | |
| 097023105 | BOEING CO | US | BA | 575.8 | $188,792.97 |
| 0989529 | ASTRAZENECA PLC | GB | AZN LN | 1,068.36 | $73,439.99 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 521.74 | $64,289.19 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 1,584.54 | $25,162.50 |
| 105756BV1 | FED REPUBLIC OF BRAZIL 4.25000 01/07/2025 | BR | 5,191.69 | $5,168.33 | |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 1,782.44 | $112,739.30 |
| 11133T103 | BROADRIDGE FINANCIAL SOLUTIONS | US | BR | 298.49 | $32,741.66 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 42,912.86 | $40,439.79 | |
| 12541W209 | C.H. ROBINSON WORLDWIDE INC | US | CHRW | 353.03 | $33,082.83 |
| 125896100 | CMS ENERGY CORP | US | CMS | 1,429.02 | $64,720.20 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 19,282.65 | $19,234.44 | |
| 12592TAA3 | COMM 2015-3BP A FLT 3.17800 02/10/2035 | US | 23,732.49 | $23,381.60 | |
| 12623EAF8 | CHN INDUSTRIAL CAPITAL L 3.62500 04/15/2018 | US | 7,388.18 | $7,390.03 | |
| 126304AK0 | CSC HOLDINGS LLC 7.62500 07/15/2018 | US | 1,138.18 | $1,157.76 | |
| 126307AC1 | CSC HOLDINGS LLC 8.62500 02/15/2019 | US | 7,987.22 | $8,332.03 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 43,277.77 | $41,167.98 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 15,979.25 | $14,839.48 | |
| 12647MBY0 | CSMC 2013-6 2A1 3.50000 08/25/2043 | US | 53,219.22 | $52,863.71 | |
| 126650100 | CVS HEALTH CORP | US | CVS | 1,500.54 | $93,348.52 |
| 12673P105 | CA INC | US | CA | 985.71 | $33,415.54 |
| 12770QAA3 | CZR 2017-VICI A 3.53100 10/15/2034 | US | 33,818.8 | $34,137.39 | |
| 13063DAD0 | CALIFORNIA ST 2.36700 04/01/2022 | US | 5,990.42 | $5,926.20 | |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 2,201.49 | $95,346.57 |
| 14041NFF3 | CAPITAL ONE MULTI-ASSET 1.33000 06/15/2022 | US | 13,326.68 | $13,096.65 | |
| 14149Y108 | CARDINAL HEALTH INC | US | CAH | 662.41 | $41,519.60 |
| 14312QAB2 | CARMX 2016-4 A2 1.21000 11/15/2019 | US | 4,976.73 | $4,965.29 | |
| 14314EAB7 | CARMX 2016-3 A2A 1.17000 08/15/2019 | US | 1,817.99 | $1,817.17 | |
| 14314JAB6 | CARMX 2017-1 A2 1.54000 02/18/2020 | US | 9,396.56 | $9,370.83 | |
| 14314MAC7 | CARMX 2016-2 A3 1.52000 02/16/2021 | US | 13,756.59 | $13,645.55 | |
| 14314WAD3 | CARMX 2017-3 A3 1.97000 04/15/2022 | US | 15,175.72 | $14,957.75 | |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 11,492.72 | $143,314.26 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 5,257.82 | $5,251.24 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 41,841.81 | $39,854.32 | |
| 159864AC1 | CHARLES RIVER LABORITORIES 5.50000 04/01/2026 | US | 14,522.86 | $14,722.55 | |
| 16411QAA9 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 21,727.82 | $21,429.07 | |
| 16412XAD7 | CHENIERE CORP CHRISTI HD 7.00000 06/30/2024 | US | 18,071.72 | $19,991.84 | |
| 165183AL8 | CFII 2017-2A A1 1.99000 05/15/2029 | US | 53,915.95 | $53,348.90 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 1,111.8 | $30,919.24 |
| 166764100 | CHEVRON CORP | US | CVX | 939.76 | $107,170.47 |
| 166764AE0 | CHEVRON CORP 1.71800 06/24/2018 | US | 35,742.81 | $35,687.86 | |
| 168863AU2 | REPUBLIC OF CHILE 5.50000 08/05/2020 | CL | 7,188,498.33 | $12,395.67 | |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 5,740.4 | $246,205.57 |
| 172967424 | CITIGROUP INC | US | C | 2,665.57 | $179,925.90 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 109,169.46 | $165,315.87 | |
| 17305EFS9 | CCCIT 2014-A6 A6 2.15000 07/15/2021 | US | 15,015.97 | $14,932.73 | |
| 189054109 | CLOROX COMPANY | US | CLX | 303.34 | $40,377.50 |
| 19238VAG0 | COGECO CABLE INC 4.87500 05/01/2020 | CA | 12,021.19 | $12,051.24 | |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 1,268.22 | $90,906.21 |
| 19625JAA1 | CAH 2015-1A A 2.91794 07/17/2032 | US | 39,191.26 | $39,314.85 | |
| 19625W104 | COLONY NORTHSTAR INC-CLASS A | US | CLNS | 9,502.36 | $53,403.24 |
| 198280AB5 | COLUMBIA PIPELINE GROUP 2.45000 06/01/2018 | US | 13,977.64 | $13,968.71 | |
| 198287203 | COLUMBIA PROPERTY TRUST INC | US | CXP | 785.11 | $16,063.38 |
| 199908104 | COMFORT SYSTEMS | US | FIX | 1,591.68 | $65,656.67 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 3,874.59 | $99,731.95 |
| 2099084 | BORALEX INC -A | CA | BLX CN | 1,919.55 | $33,329.72 |
| 21871N101 | CORECIVIC INC | US | CXW | 3,991.4 | $77,912.19 |
| 219350105 | CORNING INC | US | GLW | 1,733.93 | $48,342.02 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 95,523.28 | $109,494.54 | |
| 21987BAV0 | CODELCO INC 4.50000 09/16/2025 | CL | 31,948.88 | $33,275.69 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 7,542.45 | $65,468.48 |
| 22282E102 | COVANTA HOLDING CORP | US | CVA | 5,360.94 | $77,733.70 |
| 22530LAA4 | CAALT 2017-1A A 2.56000 10/15/2025 | US | 27,555.07 | $27,408.28 | |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 21,244.94 | $20,713.82 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 1,147.32 | $125,758.17 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 14,666.95 | $13,703.66 | |
| 229663109 | CUBESMART | US | CUBE | 2,123.85 | $59,892.66 |
| 231021106 | CUMMINS INC | US | CMI | 334.72 | $54,255.05 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 22,005.22 | $23,215.50 | |
| 233864AB3 | DTRT 2018-1 A2 2.60000 05/15/2020 | US | 17,971.25 | $17,969.33 | |
| 237194105 | DARDEN RESTAURANTS INC | US | DRI | 296.01 | $25,235.23 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 40,572.92 | $39,215.75 | |
| 247361702 | DELTA AIR LINES INC. | US | DAL | 1,076.45 | $59,000.06 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 1,977.89 | $69,324.91 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,086.33 | $114,477.87 |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 1,350.24 | $126,315.20 |
| 260003108 | DOVER CORP | US | DOV | 339.25 | $33,320.74 |
| 26078J100 | DOWDUPONT INC | US | DWDP | 2,011.61 | $128,159.69 |
| 262006208 | DREYFUS GVT CSH MANAGEMENT | US | 354,792.9 | $354,792.90 | |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 31,447.16 | $31,604.40 | |
| 269246BP8 | E*TRADE FINANCIAL CORP 2.95000 08/24/2022 | US | 57,847.95 | $56,312.51 | |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 125.37 | $10,362.68 |
| 277432100 | EASTMAN CHEM CO | US | EMN | 311.38 | $32,875.76 |
| 28140H203 | EDUCATION REALTY TRUST INC | US | EDR | 305.44 | $10,003.04 |
| 28336LBR9 | KINDER MORGAN INC/DELAWA 7.25000 06/01/2018 | US | 35,942.49 | $36,178.74 | |
| 291011104 | EMERSON ELEC CO | US | EMR | 1,057.45 | $72,223.89 |
| 29250NAR6 | ENBRIDGE INC 3.70000 07/15/2027 | CA | 77,302.48 | $74,100.41 | |
| 29372EBL1 | ENTERPRISE FLEET FINANCING FLT 1.59000 02/22/2021 | US | 5,934.75 | $5,929.69 | |
| 29372EBS6 | EFF 2016-2 A2 1.74000 02/22/2022 | US | 19,689.41 | $19,592.53 | |
| 29372EBT4 | EFF 2016-2 A3 2.04000 02/22/2022 | US | 15,575.08 | $15,401.05 | |
| 29372EBV9 | EFF 2017-1 A2 2.13000 07/20/2022 | US | 8,654.57 | $8,607.62 | |
| 29373LAA9 | EFF 2018-1 A1 2.15000 03/20/2019 | US | 31,948.88 | $31,948.88 | |
| 29444U700 | EQUINIX INC | US | EQIX | 417.48 | $174,563.93 |
| 294628102 | EQUITY COMMONWEALTH | US | EQC | 695.98 | $21,345.75 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 381.04 | $33,444.27 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 785.11 | $48,378.56 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 133.76 | $32,193.60 |
| 30161N101 | EXELON CORP | US | EXC | 1,004.91 | $39,201.58 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 118,662.46 | $116,805.04 | |
| 302154CB3 | EXPORT - IMPORT BANK KOREA 1.75000 05/26/2019 | KR | 30,814.7 | $30,392.47 | |
| 30216HAC3 | EXPORT-IMPORT BANK CHINA 2.50000 07/31/2019 | CN | 29,952.08 | $29,779.16 | |
| 30216KAA0 | EXPORT-IMPORT BK INDIA 3.37500 08/05/2026 | IN | 11,980.83 | $11,267.66 | |
| 30219GAK4 | EXPRESS SCRIPTS HOLDING 3.50000 06/15/2024 | US | 25,958.47 | $25,347.00 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 541.14 | $47,274.19 |
| 30231G102 | EXXON MOBIL CORP | US | XOM | 3,249.78 | $242,466.08 |
| 302491303 | FMC CORP | US | FMC | 1,292.76 | $98,986.51 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 2,445.65 | $2,439.42 | |
| 30262SAR9 | FREMF 2015-K42 B FLT 3.85233 12/25/2024 | US | 30,133.73 | $30,328.45 | |
| 30263HAL5 | FREMF 2011-K15 B FLT 4.94894 08/25/2044 | US | 10,086.31 | $10,567.61 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.73459 02/25/2048 | US | 29,722.91 | $29,709.46 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.36434 05/25/2045 | US | 26,550.94 | $26,703.23 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 355,320.25 | $1,379.85 | |
| 30291YAJ9 | FREMF 2014-K716 B FLT 3.95051 08/25/2047 | US | 10,183.71 | $10,406.40 | |
| 311900104 | FASTENAL CO | US | FAST | 746.57 | $40,755.31 |
| 3128E5VC0 | FHLM POOL D98711 4.50000 07/01/2031 | US | 10,890.78 | $11,445.57 | |
| 3128LCD86 | FHLM POOL A78227 5.50000 06/01/2038 | US | 1,013.4 | $1,104.52 | |
| 3128M56M7 | FHLM POOL G04176 5.50000 05/01/2038 | US | 944.59 | $1,035.88 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 4,741.22 | $5,316.05 | |
| 3128M7FQ4 | FHLM POOL G05275 5.50000 02/01/2039 | US | 17,084.04 | $18,629.62 | |
| 3128M9ZU9 | FHLM POOL G07655 5.50000 12/01/2035 | US | 8,681.98 | $9,590.77 | |
| 3128MAGF0 | FHLM POOL G07998 4.50000 07/01/2044 | US | 15,289.71 | $16,084.41 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 72.76 | $75.69 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 1,210.96 | $1,261.66 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 838.72 | $872.29 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 644.83 | $673.98 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 1,140.15 | $1,191.60 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 25,640.2 | $26,952.56 | |
| 3128MJJN1 | FHLM POOL G08268 5.00000 05/01/2038 | US | 49,260.96 | $53,061.34 | |
| 3128MJZU7 | FHLM POOL G08754 4.50000 03/01/2047 | US | 40,395.11 | $42,309.29 | |
| 3128P75F6 | FHLM POOL C91746 4.50000 12/01/2033 | US | 10,154.18 | $10,689.27 | |
| 3128P75P4 | FHLM POOL C91754 4.50000 03/01/2034 | US | 7,893.61 | $8,300.70 | |
| 3128P75V1 | FHLM POOL C91760 3.50000 05/01/2034 | US | 12,214.64 | $12,445.76 | |
| 3128P76G3 | FHLM POOL C91771 4.50000 06/01/2034 | US | 9,997.01 | $10,608.94 | |
| 3128P76R9 | FHLM POOL C91780 4.50000 07/01/2034 | US | 9,248.69 | $9,781.32 | |
| 3128P7QL0 | FHLM POOL C91359 4.50000 02/01/2031 | US | 936.24 | $983.86 | |
| 3128P8A92 | FHLM POOL C91832 3.50000 06/01/2035 | US | 44,751.07 | $45,597.45 | |
| 3128P8AL5 | FHLM POOL C91811 4.00000 01/01/2035 | US | 5,422.16 | $5,627.91 | |
| 3128P8BX8 | FHLM POOL C91854 4.00000 10/01/2035 | US | 32,156.26 | $33,376.25 | |
| 3128P8CH2 | FHLM POOL C91872 3.50000 04/01/2036 | US | 14,237.03 | $14,505.88 | |
| 312941F69 | FHLM POOL A92889 4.50000 07/01/2040 | US | 22,376.77 | $23,677.98 | |
| 312941ZQ3 | FHLM POOL Q93451 4.50000 08/01/2040 | US | 57,811.23 | $61,163.98 | |
| 312945B80 | FHLM POOL A96363 4.50000 01/01/2041 | US | 13,869.15 | $14,665.17 | |
| 3132J8YK0 | FHLM POOL Q17513 3.50000 04/01/2043 | US | 13,122.65 | $13,222.16 | |
| 3132LNE34 | FHLM POOL K92054 4.00000 10/01/2034 | US | 3,536.37 | $3,683.78 | |
| 3132QUNJ8 | FHLM POOL Q37592 4.00000 12/01/2045 | US | 55,264.78 | $56,909.18 | |
| 3132QUWT6 | FHLM POOL Q37857 4.00000 12/01/2045 | US | 44,685.03 | $45,982.30 | |
| 3132QVKA8 | FHLM POOL Q38388 4.00000 01/01/2046 | US | 53,114.09 | $54,784.94 | |
| 3132QVMX6 | FHLM POOL Q38473 4.00000 01/01/2046 | US | 21,789.18 | $22,456.13 | |
| 3132WDMZ4 | FHLM POOL Q40375 3.50000 05/01/2046 | US | 22,979.92 | $23,073.99 | |
| 3132WL4Q6 | FHLM POOL Q47130 4.50000 04/01/2047 | US | 24,667.65 | $25,836.56 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 24,108.65 | $24,777.07 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 26,444.13 | $27,170.16 | |
| 31335A5Q7 | FHLM POOL G60855 4.50000 12/01/2045 | US | 22,337.79 | $23,419.33 | |
| 31335ACG1 | FHLM POOL G60071 4.50000 07/01/2042 | US | 22,341.82 | $23,634.87 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 31,328.33 | $32,233.18 | |
| 31335ALX4 | FHLM POOL G60342 4.50000 05/01/2042 | US | 13,303.66 | $14,073.37 | |
| 31335ASA7 | FHLM POOL G60513 5.00000 07/01/2041 | US | 53,036.47 | $57,171.70 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 1,793.54 | $1,821.47 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.29512 08/25/2020 | US | 36,295.23 | $921.10 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.17939 04/25/2021 | US | 465,179.33 | $14,076.09 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.52075 10/25/2021 | US | 87,259.32 | $3,854.29 | |
| 3137AL6W4 | FHMS K706 X1 FLT 1.54720 10/25/2018 | US | 121,481.74 | $656.33 | |
| 3137AME78 | FHMS K017 X1 FLT 1.34561 12/25/2021 | US | 137,842.19 | $5,606.80 | |
| 3137ATSC7 | FEDERAL NATL MTG ASSN KP01 A2 1.72000 01/25/2019 | US | 1,575.21 | $1,569.56 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.46192 06/25/2022 | US | 616,158.19 | $31,105.08 | |
| 3137B36J2 | FHMS K029 A2 3.32000 02/25/2023 | US | 53,398.11 | $54,393.65 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.20508 04/25/2023 | US | 1,047,012.26 | $9,435.99 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.10903 05/25/2023 | US | 614,857.66 | $3,365.55 | |
| 3137B4WB8 | FHMS K033 A2 3.06000 07/25/2023 | US | 51,618.17 | $51,907.27 | |
| 3137B5KW2 | FHMS K035 A2 3.45800 08/25/2023 | US | 112,432.68 | $115,274.62 | |
| 3137BPVZ9 | FHMS K055 A1 2.26300 04/25/2025 | US | 33,896.82 | $32,924.21 | |
| 3137BT7J4 | FHMS KJ10 A2 2.91200 12/25/2023 | US | 83,063.72 | $82,712.25 | |
| 3137BWVV3 | FHMS KJ13 A2 2.86400 08/25/2022 | US | 106,796.21 | $106,807.63 | |
| 3138A5JC7 | FEDERAL NATL MTG ASSN AH3858 4.50000 08/01/2041 | US | 35,731.09 | $37,799.79 | |
| 3138AJXA5 | FEDERAL NATL MTG ASSN A15172 4.00000 08/01/2041 | US | 7,738.76 | $7,999.84 | |
| 3138ATF70 | FEDERAL NATL MTG ASSN AJ1989 4.50000 10/01/2041 | US | 8,503.21 | $8,992.25 | |
| 3138EQST0 | FEDERAL NATL MTG ASSN AL7729 4.00000 06/01/2043 | US | 10,712.42 | $11,072.25 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65200 01/01/2049 | US | 41,668.17 | $45,145.40 | |
| 3138WDJY8 | FEDERAL NATL MTG ASSN AS3878 4.50000 11/01/2044 | US | 4,413.06 | $4,648.67 | |
| 3138WDRZ6 | FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 | US | 22,057.63 | $23,339.36 | |
| 3138XU4Y5 | FEDERAL NATL MTG ASSN AW5338 4.50000 06/01/2044 | US | 4,203.59 | $4,442.69 | |
| 3138YNFD4 | FEDERAL NATL MTG ASSN AY8263 3.00000 05/01/2035 | US | 25,564.17 | $25,164.26 | |
| 3138YNR25 | FEDERAL NATL MTG ASSN AY8604 3.50000 04/01/2045 | US | 19,116.46 | $19,204.65 | |
| 31398WD50 | FHMS K005 AX FLT 1.35067 11/25/2019 | US | 27,810.19 | $539.43 | |
| 31407EJW4 | FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 | US | 22,862.95 | $25,127.68 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 61,027.07 | $62,802.23 | |
| 3140F1BL5 | FEDERAL NATL MTG ASSN BC5442 4.00000 04/01/2046 | US | 12,900.11 | $13,247.33 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 9,583.71 | $9,614.71 | |
| 3140F4UB0 | FEDERAL NATL MTG ASSN BC8677 4.00000 05/01/2046 | US | 9,373.41 | $9,625.70 | |
| 3140F5T29 | FEDERAL NATL MTG ASSN BC9568 4.00000 05/01/2046 | US | 16,285.44 | $16,723.77 | |
| 3140F8KD8 | FEDERAL NATL MTG ASSN BD1191 3.50000 01/01/2047 | US | 31,948.1 | $32,051.56 | |
| 3140F9M51 | FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 | US | 20,720.06 | $21,277.76 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 16,643.88 | $17,113.35 | |
| 3140FTWF4 | FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 | US | 21,538.07 | $22,656.48 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 911.98 | $947.92 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 1,136.93 | $1,181.07 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 8,288.19 | $8,532.24 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 9,968.68 | $10,264.88 | |
| 31410KGB4 | FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 | US | 21,182.26 | $23,270.98 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 3,817.45 | $4,175.32 | |
| 31411YN90 | FEDERAL NATL MTG ASSN 918516 5.50000 06/01/2037 | US | 569.87 | $620.67 | |
| 31412SY41 | FEDERAL NATL MTG ASSN 933731 5.50000 04/01/2038 | US | 2,765.24 | $3,024.34 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 507.32 | $518.22 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 5,630.62 | $5,788.34 | |
| 31416CJV9 | FEDERAL NATL MTG ASSN 995876 6.00000 11/01/2038 | US | 11,286.04 | $12,680.31 | |
| 31416RBE2 | FEDERAL NATL MTG ASSN AA7236 4.00000 06/01/2039 | US | 4,043.35 | $4,179.01 | |
| 31417YDV6 | FHLM POOL MA0115 4.50000 07/01/2029 | US | 385.22 | $406.96 | |
| 31418B2V7 | FEDERAL NATL MTG ASSN MA2587 3.50000 04/01/2036 | US | 44,068.89 | $44,890.22 | |
| 31418B6G6 | FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 | US | 23,838.08 | $23,271.11 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 7,836.16 | $8,278.86 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 68,010.12 | $66,392.69 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 4,057.33 | $4,447.09 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 806.6 | $843.70 | |
| 315419AA9 | FERROGLOBE / GLOBE SPEC 9.37500 03/01/2022 | GB | 30,568.54 | $31,791.28 | |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 2,937.41 | $93,262.72 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,540.17 | $45,019.29 |
| 34530QAD2 | FORDO 2015-A A3 1.28000 09/15/2019 | US | 2,041.1 | $2,038.32 | |
| 34531AAE4 | FORDL 2016-A A4 1.85000 07/15/2019 | US | 2,995.21 | $2,991.22 | |
| 34531GAD3 | FORDL 2017-A A3 1.88000 04/15/2020 | US | 59,331.23 | $58,985.07 | |
| 345397WX7 | FORD MOTOR CREDIT CO LLC FLRT 2.71698 11/04/2019 | US | 35,942.49 | $36,172.83 | |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 1,176.54 | $23,836.71 |
| 357081AE8 | FREMF 2015-K720 B FLT 3.38864 07/25/2022 | US | 20,172.62 | $20,008.53 | |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 154,621.99 | $156,942.94 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 | US | 31,719.71 | $31,772.07 | |
| 36143WAS0 | GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 | US | 17,645.52 | $17,524.78 | |
| 36174X101 | GGP INC | US | GGP | 1,575.97 | $32,244.29 |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 26,699.05 | $26,389.04 | |
| 36250UAD6 | GMALT 2016-1 A3 1.64000 07/20/2019 | US | 11,001.34 | $10,970.48 | |
| 36251LAE3 | GMALT 2016-2 A4 1.76000 03/20/2020 | US | 59,331.23 | $58,899.61 | |
| 36251MAE1 | GMALT 2016-3 A4 1.78000 05/20/2020 | US | 15,974.44 | $15,847.57 | |
| 363576109 | ARTHUR J GALLAGHER & CO | US | AJG | 580.8 | $39,918.69 |
| 364760108 | GAP INC | US | GPS | 1,076.34 | $33,581.73 |
| 369604103 | GENERAL ELEC CO | US | GE | 1,070.91 | $14,435.89 |
| 370334104 | GENERAL MLS INC | US | GIS | 1,324.45 | $59,679.83 |
| 372460105 | GENUINE PARTS CO | US | GPC | 423.63 | $38,058.62 |
| 374297109 | GETTY REALTY CORP | US | GTY | 1,049.28 | $26,462.72 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 1,579.96 | $119,113.51 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 41,333.51 | $41,498.84 | |
| 37954A204 | GLOBAL MEDICAL REIT INC | US | GMRE | 1,750.12 | $12,163.32 |
| 38141EA58 | GOLDMAN SACHS GP GS 5.37500 03/15/2020 | US | 11,980.83 | $12,492.41 | |
| 384802104 | WW GRAINGER INC | US | GWW | 125.75 | $35,494.06 |
| 388689101 | GRAPHIC PACKAGING HOLDING CO | US | GPK | 8,573.68 | $131,605.97 |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 31,209.35 | $31,131.33 | |
| 404119BM0 | HCA INC 3.75000 03/15/2019 | US | 15,974.44 | $16,035.14 | |
| 404121AC9 | HCA INC 6.50000 02/15/2020 | US | 15,974.44 | $16,753.19 | |
| 40412CAC5 | HCA HEALTHCARE INC 6.25000 02/15/2021 | US | 8,748.13 | $9,185.54 | |
| 40414L109 | HCP INC | US | HCP | 2,135.14 | $49,599.28 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 21,660.66 | $21,010.84 | |
| 412822108 | HARLEY DAVIDSON INC | US | HOG | 652.28 | $27,969.77 |
| 418056107 | HASBRO INC | US | HAS | 328.4 | $27,684.31 |
| 42217KAY2 | HEALTH CARE REIT INC 4.12500 04/01/2019 | US | 29,153.35 | $29,500.16 | |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 1,088.38 | $28,787.72 |
| 427866108 | HERSHEY CO/THE | US | HSY | 413.79 | $40,948.48 |
| 42805RBN8 | HERTZ 2013-1A A2 1.83000 08/25/2019 | US | 13,312.03 | $13,284.67 | |
| 42806DAD1 | HERTZ 2015-2A A 2.02000 09/25/2019 | US | 15,974.44 | $15,916.02 | |
| 42809H107 | HESS CORP | US | HES | 2,200.16 | $111,372.04 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 30,819.06 | $30,510.87 | |
| 431475AB8 | HILL-ROM HOLDINGS INC 5.00000 02/15/2025 | US | 20,518.8 | $20,339.26 | |
| 437076102 | HOME DEPOT INC | US | HD | 1,300.32 | $231,769.63 |
| 43814RAB2 | HAROT 2016-4 A2 1.04000 04/18/2019 | US | 10,376.52 | $10,355.40 | |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 863.27 | $124,750.80 |
| 44053FAA8 | HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 | US | 30,092.91 | $32,048.95 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 1,376.85 | $25,664.49 |
| 444454AB8 | HUGHES SATELITE SYSTEMS 6.50000 06/15/2019 | US | 29,253.19 | $30,130.79 | |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 52,546.88 | $51,495.94 | |
| 446150104 | HUNTINGTON BANCSHARES | US | HBAN | 2,539.1 | $38,340.46 |
| 44890WAD2 | HART 2015-A A4 1.37000 07/15/2020 | US | 10,270.12 | $10,233.88 | |
| 44928UAE0 | HALST 2015-B A4 1.66000 07/15/2019 | US | 4,247.19 | $4,245.75 | |
| 44929EAD7 | HALST 2016-C A3 1.49000 02/18/2020 | US | 5,650.96 | $5,625.11 | |
| 44931PAD8 | HART 2017-A A3 1.76000 08/16/2021 | US | 658.95 | $649.81 | |
| 44935AAA3 | HALST 2018-A A1 1.95000 03/15/2019 | US | 6,855.16 | $6,855.29 | |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 30,436.02 | $29,446.85 | |
| 452281JC3 | ISAC 2010-1 A2 2.41742 04/25/2022 | US | 1,473.05 | $1,474.46 | |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 2,012.78 | $18,477.31 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 30,463.24 | $29,625.50 | |
| 458140100 | INTEL CORP | US | INTC | 7,801.81 | $406,318.15 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 1,004.02 | $154,047.04 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 31,129.13 | $32,197.57 | |
| 46115HAL1 | INTESA SANPAOLO SPA 3.87500 01/15/2019 | IT | 35,143.77 | $35,372.73 | |
| 46115HAT4 | INTESA SANPAOLO SPA 5.01700 06/26/2024 | IT | 19,569.4 | $19,302.24 | |
| 46115HBD8 | INTESA SANPAOLO SPA 3.87500 01/12/2028 | IT | 170,873.94 | $161,163.69 | |
| 46186YAA2 | IHSFR 2015-SFR3 A FLT 3.05032 08/17/2032 | US | 40,420.72 | $40,448.77 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.65820 12/17/2036 | US | 11,142.01 | $11,223.92 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 2.95820 12/17/2036 | US | 8,420.54 | $8,461.10 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 1,717.95 | $39,220.75 |
| 466032109 | J&J SNACK FOODS CORP | US | JJSF | 532.26 | $72,685.72 |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 4,534.24 | $498,629.83 |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 203,964.46 | $211,629.44 | |
| 46635GAE0 | JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 | US | 14,539.57 | $14,834.70 | |
| 46636DAE6 | JPMCC 2011 - C4 A3 4.10630 07/15/2046 | US | 9,011.5 | $9,013.76 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 10,025.25 | $9,977.08 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 11,276.9 | $11,215.67 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 14,973.06 | $14,914.58 | |
| 46649HAC6 | JPMMT 2017-6 A3 3.50000 12/25/2048 | US | 20,131.04 | $19,971.41 | |
| 46649HAE2 | JPMMT 2017-6 A5 3.50000 12/25/2048 | US | 34,238.27 | $34,243.61 | |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 3,405.36 | $436,396.90 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 42,277.5 | $38,049.75 | |
| 482480100 | KLA-TENCOR CORPORATION | US | KLAC | 247.76 | $27,007.87 |
| 485170302 | KANSAS CITY SOUTHERN | US | KSU | 1,008.74 | $110,810.45 |
| 493267108 | KEYCORP | US | KEY | 3,702.42 | $72,382.23 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 621.19 | $68,411.10 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 134,681.89 | $162,361.72 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 24,401.84 | $24,889.88 | |
| 500255104 | KOHLS CORP | US | KSS | 711.31 | $46,597.96 |
| 500630CK2 | KOREA DEVELOPMENT BANK 1.37500 09/12/2019 | KR | 65,321.65 | $63,894.05 | |
| 50065TAE3 | KOREA DEVELOPMENT BANK 2.87500 08/22/2018 | KR | 23,318.69 | $23,328.48 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 19,888.89 | $19,634.31 | |
| 50218LAC0 | LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 | US | 1,946.59 | $1,938.19 | |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 22,646.32 | $23,041.72 | |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 795.47 | $50,639.81 |
| 515110BU7 | LANDWIRTSCH. RENTENBANK 2.37500 02/21/2020 | DE | 112,729.34 | $112,601.95 | |
| 517942108 | LASALLE HOTEL PROPERTIES | US | LHO | 653.47 | $18,957.21 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 161.26 | $13,468.07 |
| 532457108 | ELI LILLY & CO | US | LLY | 875.89 | $67,767.66 |
| 534187109 | LINCOLN NATL CORP IND | US | LNC | 490.11 | $35,807.22 |
| 539439AM1 | LLOYDS BANKING GROUP PLC 4.58200 12/10/2025 | GB | 147,373.15 | $147,365.61 | |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 395.12 | $133,521.80 |
| 554382101 | THE MACERICH CO | US | MAC | 310.21 | $17,377.90 |
| 55616P104 | MACY'S INC | US | M | 793.25 | $23,591.24 |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 32,380.25 | $31,165.99 | |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 743.41 | $54,350.79 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 778.38 | $62,457.36 |
| 580135101 | MCDONALDS CORP | US | MCD | 810.48 | $126,743.62 |
| 58768MAC5 | MBALT 2016-B A3 1.35000 08/15/2019 | US | 70,969.99 | $70,634.20 | |
| 58933Y105 | MERCK & CO INC | US | MRK | 5,612.32 | $305,703.11 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 21,297.59 | $20,126.22 | |
| 59022CAA1 | BANK OF AMERICA CORP 2.88450 09/15/2026 | US | 19,213.26 | $18,268.85 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 1,449.88 | $132,330.74 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 570.35 | $52,038.86 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 1,609.14 | $67,149.20 |
| 6174467X1 | MORGAN STANLEY 5.00000 11/24/2025 | US | 82,173.75 | $85,930.05 | |
| 61744YAG3 | MORGAN STANLEY FLT 3.01070 05/08/2024 | US | 158,414.38 | $160,955.35 | |
| 61746BDM5 | MORGAN STANELY 2.50000 01/24/2019 | US | 33,945.69 | $33,885.20 | |
| 61747YDX0 | MORGAN STANLEY FLT 2.90031 01/27/2020 | US | 34,944.09 | $35,378.37 | |
| 620076307 | MOTOROLA SOLUTIONS INC | US | MSI | 316.34 | $33,310.35 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 51,043.75 | $50,979.95 | |
| 624758108 | MUELLER WATER PRODUCTS INC - A | US | MWA | 6,156.36 | $66,919.60 |
| 62944TAE5 | NVR INC 3.95000 09/15/2022 | US | 115,043.78 | $117,357.03 | |
| 633067D34 | NATIONAL BANK OF CANADA 1.40000 04/20/2018 | CA | 17,971.25 | $17,963.03 | |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 484.89 | $19,036.75 |
| 63940FAA5 | NAVSL 2016-2 A1 2.62150 06/25/2065 | US | 1,423.89 | $1,425.89 | |
| 63940HAA1 | NAVSL 2016-3A A1 2.47150 06/25/2065 | US | 14,654.83 | $14,672.54 | |
| 63941DAA9 | NAVSL 2018-2A A1 2.21817 03/25/2067 | US | 17,971.25 | $17,964.03 | |
| 64828AAA1 | NRZT 2014-1A A 3.75000 01/25/2054 | US | 21,167.2 | $21,360.63 | |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 12,808.79 | $12,928.30 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 24,965.86 | $25,214.38 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 16,399.93 | $16,551.86 | |
| 651229106 | NEWELL BRANDS INC | US | NWL | 2,383.68 | $60,736.24 |
| 654106103 | NIKE INC CLASS B | US | NKE | 915.49 | $60,825.22 |
| 65478WAD7 | NAROT 2016-C A3 1.18000 01/15/2021 | US | 15,974.44 | $15,780.01 | |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 49,493.47 | $50,483.34 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 867.8 | $70,161.65 |
| 670346105 | NUCOR CORP | US | NUE | 641.65 | $39,198.51 |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 7,610.44 | $7,852.28 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 350.02 | $86,586.86 |
| 680223104 | OLD REPUBLIC INTL CORP | US | ORI | 1,779.03 | $38,160.26 |
| 683235AA3 | ONTARIO (PROVINCE OF) 2.00000 09/27/2018 | CA | 26,699.05 | $26,674.75 | |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 23,732.49 | $23,408.78 | |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 2,276.37 | $42,659.14 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 39,436.47 | $40,323.79 | |
| 693475105 | PNC FINANCIAL SERVICES GROUP | US | PNC | 278.05 | $42,052.85 |
| 695156109 | PACKAGING CORP OF AMERICA | US | PKG | 208.9 | $23,543.58 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 31,674.07 | $30,011.18 | |
| 70338P100 | PATTERN ENERGY GROUP INC -A | US | PEGI | 1,814.8 | $31,377.91 |
| 704326107 | PAYCHEX INC | US | PAYX | 707.72 | $43,588.48 |
| 713448108 | PEPSICO INC | US | PEP | 2,253.91 | $246,014.56 |
| 713448CX4 | PEPSICO INC 3.10000 07/17/2022 | US | 69,075.89 | $69,456.55 | |
| 71654QAU6 | PETROLEOS MEXICANOS 8.00000 05/03/2019 | MX | 31,948.88 | $33,506.39 | |
| 71654QCB6 | PETROLEOS MEXICANOS 6.87500 08/04/2026 | MX | 15,694.89 | $17,248.68 | |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 167,314.07 | $161,667.22 | |
| 717081103 | PFIZER INC | US | PFE | 6,677.42 | $236,981.48 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 2,901.87 | $45,182.08 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 391.69 | $6,729.30 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 30,789.99 | $31,405.79 | |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 213,457.45 | $209,701.82 | |
| 74251V102 | PRINCIPAL FINANCIAL GROUP | US | PFG | 542.48 | $33,042.55 |
| 74333KAA6 | PROG 2017-SFR2 A 2.89700 12/17/2034 | US | 30,321.95 | $29,820.89 | |
| 74340W103 | PROLOGIS | US | PLD | 1,831.69 | $115,378.21 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 111,280.68 | $117,122.92 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 326.51 | $65,430.30 |
| 747525103 | QUALCOMM INC | US | QCOM | 1,812.78 | $100,446.31 |
| 749685103 | RPM INTERNATIONAL INC | US | RPM | 1,187.58 | $56,612.10 |
| 755111507 | RAYTHEON COMPANY | US | RTN | 480.36 | $103,671.11 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 483.27 | $28,503.38 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 2,339.82 | $43,473.94 |
| 760759100 | REPUBLIC SERVICES INC | US | RSG | 624.06 | $41,331.33 |
| 76169C100 | REXFORD INDUSTRIAL REALITY IN | US | REXR | 465.18 | $13,392.56 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 51,773.12 | $53,585.69 | |
| 77340RAP2 | ROCKIES EXPRESS PIPELINE 6.00000 01/15/2019 | US | 11,980.83 | $12,190.50 | |
| 780097AM3 | RBS 4.7 07/03/18 4.70000 07/03/2018 | GB | 7,987.22 | $8,015.54 | |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 1,182.9 | $77,515.40 |
| 78408XAD3 | SCGT 2013-SRP1 AJ FLT 3.97660 11/15/2026 | US | 34,686.27 | $34,601.94 | |
| 784423AF2 | SLCLT 2004-1 A6 1.99875 05/15/2023 | US | 13,167.47 | $13,157.69 | |
| 78442FEH7 | NAVIENT CORP 8.45000 06/15/2018 | US | 10,882.59 | $10,975.09 | |
| 78442FER5 | NAVIENT CORP 5.50000 01/15/2019 | US | 2,855.43 | $2,886.84 | |
| 78442FET1 | SLM CORP 6.12500 03/25/2024 | US | 20,418.96 | $20,342.39 | |
| 78442GNG7 | SLMA 2004-10 A6A FLT RT 2.29520 04/27/2026 | US | 11,956.13 | $12,000.62 | |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 34,896.33 | $35,245.29 | |
| 78445FAC9 | SLMA 2008-7 A3 2.39520 04/25/2019 | US | 723.17 | $723.17 | |
| 78449PAA7 | SMB 2018-A A1 FLT 1.93000 03/16/2026 | US | 15,974.44 | $15,974.44 | |
| 78469EAB5 | SOFI 2014-A A2 3.02000 10/25/2027 | US | 10,648.56 | $10,630.04 | |
| 78470RAB3 | SOFI 2016-E A2A 1.63000 01/25/2036 | US | 3,636.94 | $3,613.87 | |
| 78470RAC1 | SOFI 2016-E A2B 2.49000 01/25/2036 | US | 59,331.23 | $58,110.82 | |
| 78471CAA7 | SOFI 2017-D A1FX 1.72000 09/25/2040 | US | 10,453.88 | $10,374.95 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 51,321.51 | $56,094.40 | |
| 80282KAD8 | SANTANDER HOLDINGS USA 2.65000 04/17/2020 | US | 14,976.04 | $14,809.09 | |
| 80282KAH9 | SANTANDER HOLDINGS USA 2.70000 05/24/2019 | US | 37,723.64 | $37,630.99 | |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 110,356.09 | $107,796.37 | |
| 81211K100 | SEALED AIR CORP | US | SEE | 3,392 | $145,143.69 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 39,438.31 | $37,663.59 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 11,593.69 | $11,256.70 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 16,105.59 | $15,634.05 | |
| 81745FAA4 | SEMT 2012-3 A1 3.50000 07/25/2042 | US | 24,041.77 | $24,031.43 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 2,802.39 | $2,561.56 | |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 20,789.29 | $19,853.77 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 21,330.27 | $21,383.59 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 841.94 | $129,953.26 |
| 82967NAY4 | SIRIUS XM RADIO INC 3.87500 08/01/2022 | US | 20,921.81 | $20,043.09 | |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 1,140.74 | $114,371.02 |
| 831641FC4 | SBIC 2015-10A 1 2.51700 03/10/2025 | US | 32,314 | $31,941.17 | |
| 831641FE0 | SBIC 2015-10B 1 2.82900 09/10/2025 | US | 82,756.75 | $82,716.02 | |
| 832696405 | JM SMUCKER CO/THE-NEW COM WI | US | SJM | 276.77 | $34,322.05 |
| 832696AQ1 | JM SMUCKER CO 2.20000 12/06/2019 | US | 19,169.33 | $18,938.17 | |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 12,130.82 | $12,036.40 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 11,894.89 | $11,700.25 | |
| 83401LAB0 | SOFI 2015-A A2 2.42000 03/25/2030 | US | 2,913.23 | $2,890.77 | |
| 83402DAB7 | SOFI 2016-C A2A 1.48000 05/26/2031 | US | 2,690.16 | $2,677.71 | |
| 83402DAC5 | SOFI 2016-C A2B 2.36000 12/27/2032 | US | 2,396.17 | $2,328.78 | |
| 83403YAA2 | SOFI 2017-B A1FX 1.83000 05/25/2040 | US | 1,080.65 | $1,073.87 | |
| 83404FAB0 | SOFI 2017-A A2A 1.55000 03/26/2040 | US | 11,922.51 | $11,822.19 | |
| 83404RAA6 | SOFI 2018-B A1FX 2.64000 08/25/2047 | US | 35,942.49 | $35,849.30 | |
| 83405DAB4 | SOFI 2017-C A2A 1.75000 07/25/2040 | US | 28,218.08 | $27,979.71 | |
| 83405JAA3 | SCLP 2017-4 A 2.50000 05/26/2026 | US | 6,239.14 | $6,165.81 | |
| 83405LAA8 | SCLP 2017-5 A1 2.14000 09/25/2026 | US | 26,501.51 | $26,351.96 | |
| 834423AA3 | SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 | US | 62,891.1 | $63,214.47 | |
| 835495102 | SONOCO PRODUCTS CO | US | SON | 2,213.36 | $107,347.91 |
| 83714RAZ6 | SOUTH CAROLINA ST STUDENT LOAN 2.14600 12/01/2023 | US | 2,016.4 | $2,008.44 | |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 103,236.34 | $107,645.68 | |
| 844741108 | SOUTHWEST AIRLS CO | US | LUV | 983.19 | $56,317.39 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 | US | 23,154.69 | $22,471.63 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 10,744.94 | $11,080.71 | |
| 852061AR1 | SPRINT COMMUNICATIONS 7.00000 08/15/2020 | US | 8,748.13 | $9,098.06 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,815.21 | $67,339.90 |
| 85375CAX9 | CALATLANTIC GROUP INC 8.37500 05/15/2018 | US | 9,081.47 | $9,140.05 | |
| 85571BAJ4 | STARWOOD PROPERTY TRUST 4.75000 03/15/2025 | US | 21,535.4 | $20,997.02 | |
| 85571BAM7 | STARWOOD PROPERTY TRUST 3.62500 02/01/2021 | US | 7,987.22 | $7,847.44 | |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 2.99660 11/15/2027 | US | 29,945.14 | $29,974.99 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 929.92 | $23,080.61 |
| 866674104 | SUN COMMUNITIES | US | SUI | 508.4 | $46,452.32 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 1,713.97 | $26,086.63 |
| 867914103 | SUNTRUST BANKS INC | US | STI | 596.56 | $40,589.90 |
| 871829107 | SYSCO CORP | US | SYY | 959.93 | $57,557.30 |
| 87243QAB2 | TENET HEALTHCARE CORP 6.00000 10/01/2020 | US | 12,021.19 | $12,426.91 | |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 29,742.55 | $30,263.05 | |
| 87612E106 | TARGET CORP | US | TGT | 993.61 | $68,986.25 |
| 876664103 | TAUBMAN CTRS INC | US | TCO | 158.99 | $9,048.30 |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 10,982.15 | $10,924.71 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 24,512.59 | $20,835.70 | |
| 88032WAB2 | TENCENT HOLDINGS LTD 3.37500 05/02/2019 | KY | 14,776.36 | $14,857.78 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 112,729.34 | $108,578.59 | |
| 88146M101 | TERRENO REALTY CORP | US | TRNO | 381.97 | $13,181.87 |
| 88161DAA9 | TESLA 2018-A A 2.32000 12/20/2019 | US | 21,797.2 | $21,753.98 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 2,451.49 | $254,685.07 |
| 88579Y101 | 3M CO | US | MMM | 1,093.99 | $240,153.53 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 45,708.74 | $45,050.01 | |
| 89231LAB3 | TAOT 2016-D A2A 1.06000 05/15/2019 | US | 4,655.24 | $4,647.12 | |
| 89613BAA5 | TAH 2013-SFR1 A 2.58900 11/17/2033 | US | 39,218.78 | $38,414.71 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 29,665.62 | $29,007.49 | |
| 896356AE2 | TRINIDAD DRILLING LTD 6.62500 02/15/2025 | CA | 32,015.37 | $29,854.33 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 31,096.8 | $32,029.71 | |
| 90261XHN5 | UBS AG STAMFORD CT FLT 2.85625 06/01/2020 | CH | 31,948.88 | $32,275.12 | |
| 902653104 | UDR INC | US | UDR | 1,446.45 | $51,522.50 |
| 90270YBF5 | UBS-BARCLAYS COMMERCIAL MORTGAGE 3.18470 03/10/2046 | US | 47,464.98 | $47,497.56 | |
| 902973304 | U.S. BANCORP | US | USB | 2,387.15 | $120,550.86 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 1,380.39 | $18,510.97 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 40,249.74 | $38,841.00 | |
| 907818108 | UNION PAC CORP | US | UNP | 935.94 | $125,818.77 |
| 911312106 | UNITED PARCEL SERVICE | US | UPS | 1,302.98 | $136,369.93 |
| 912796PY9 | TREASURY BILL 0.00000 09/06/2018 | US | 219,525.55 | $217,751.81 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 180,105.5 | $244,394.72 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 185,354.07 | $237,253.20 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 112,919.69 | $109,964.97 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 274,465.49 | $250,610.58 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 457,859.1 | $460,094.74 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 225,458.67 | $225,573.16 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 340,857.92 | $338,927.28 | |
| 912828K25 | US TREASURY N/B 0.75000 04/15/2018 | US | 221,008.83 | $220,942.92 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 116,598.06 | $116,144.05 | |
| 912828K58 | UNITED STATES TREAS NTS 1.37500 04/30/2020 | US | 341,451.23 | $334,902.30 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 379,719.87 | $349,268.12 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 97,479.74 | $95,856.65 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 344,121.13 | $333,864.71 | |
| 913017109 | UNITED TECHNOLOGIES CORP | US | UTX | 914.26 | $115,031.57 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 2,229.44 | $47,598.52 |
| 91731VAA4 | AMERICAN AIRLINES GROUP 6.12500 06/01/2018 | US | 2,995.21 | $3,006.44 | |
| 918204108 | VF CORP | US | VFC | 765.6 | $56,746.39 |
| 91913Y100 | VALERO ENERGY | US | VLO | 765.39 | $71,004.87 |
| 92276F100 | VENTAS INC | US | VTR | 454.27 | $22,499.80 |
| 92339V100 | VEREIT INC | US | VER | 2,978.62 | $20,731.23 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 150,701.32 | $166,996.49 | |
| 92343VDY7 | VERIZON COMMUNICATIONS 4.12500 03/16/2027 | US | 17,571.88 | $17,798.81 | |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 19,308.52 | $19,841.95 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 722.01 | $48,591.21 |
| 92935JBC8 | WF-RBS COMMERCIAL MORTGAGE T FLT 4.86900 02/15/2044 | US | 53,320.01 | $55,609.69 | |
| 931142103 | WAL MART STORES | US | WMT | 3,356.84 | $298,658.11 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 2,092.5 | $176,020.96 |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 26,471.37 | $26,339.01 | |
| 94856TAA2 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 29,397.64 | $29,030.17 | |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 7,649.4 | $400,904.92 |
| 94974BFQ8 | WELLS FARGO & COMPANY 2.15000 01/15/2019 | US | 33,945.69 | $33,796.20 | |
| 94987MAB7 | WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 | US | 21,707.46 | $22,410.58 | |
| 95040Q104 | WELLTOWER INC. | US | WELL | 537.34 | $29,247.52 |
| 958102105 | WESTERN DIGITAL CORP | US | WDC | 436.84 | $40,307.25 |
| 96042NAA5 | WLAKE 2018-1A A1 1.75000 02/15/2019 | US | 12,776.78 | $12,775.28 | |
| 962166104 | WEYERHAEUSER CO | US | WY | 4,091.02 | $143,185.84 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 40,708.3 | $40,810.08 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 22,374.13 | $22,703.03 | |
| 96328DAT1 | WHLS 2016-1A A2 1.59000 05/20/2025 | US | 1,091.44 | $1,085.61 | |
| 963320106 | WHIRLPOOL CORP | US | WHR | 188.94 | $28,928.72 |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 114,259.29 | $109,236.12 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 12,497.12 | $12,553.74 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 13,419.2 | $13,298.44 | |
| 98161FAB1 | WOLS 2016-A A2A 1.20000 02/15/2019 | US | 3,068.08 | $3,061.06 | |
| 98161YAA2 | WOLS 2018-A A1 1.95000 03/15/2019 | US | 13,977.64 | $13,977.64 | |
| 98162EAC1 | WOART 2017-A A3 Mtge 1.93000 09/15/2022 | US | 15,974.44 | $15,791.35 | |
| 98162KAD5 | WOLS 2017-A A4 Mtge 2.32000 08/15/2022 | US | 2,995.21 | $2,972.20 | |
| 984121608 | XEROX CORPORATION | US | XRX | 861.69 | $24,799.37 |
| 98416JAE0 | XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 | US | 22,145.42 | $22,809.78 | |
| AN7903213 | SONGA BULK ASA 6.58875 06/13/2022 | NO | 22,219.77 | $22,173.99 | |
| AP0787667 | MPC CONTAINER SHIPS FLT 6.99814 09/22/2022 | NL | 30,134.76 | $30,378.25 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 31,844.72 | $31,765.11 | |
| B15C557 | TOTAL SA | FR | FP FP | 929.97 | $53,305.56 |
| B1YY4B3 | UNIBAIL-RODAMCO SE | FR | UL NA | 157.23 | $35,914.06 |
| B29TNV3 | INNERGEX RENEWABLE ENERGY | CA | INE CN | 3,181.22 | $32,519.68 |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 503,194.88 | $26,959.68 | |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 139,776.36 | $7,810.18 | |
| B68XHC3 | NORTHLAND POWER INC | CA | NPI CN | 1,887.61 | $33,712.90 |
| BBG000ZB5GX9 | 90 DAY EURO FUTR MAR20 | EU | -.3 | $351.19 | |
| BBG00HNKJJM6 | EURO-SCHATZ FUT JUN18 | DE | .87 | $238.68 | |
| BBG00HNKKPL1 | RXM8 COMDTY EURO-BOND JUN18 | DE | -.41 | -$1,326.67 | |
| BBG00HPLMTW5 | US 10YR ULTRA FUT JUN18 | US | .42 | $993.48 | |
| BD82246 | EAGLE BULK SHIPCO 8.25000 11/28/2022 | MH | 17,717.75 | $18,116.40 | |
| BDB46H0 | JAPAN (2 YEAR ISSUE) 0.10000 10/15/2018 | JP | 6,988,817.82 | $65,767.99 | |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 32,530.93 | $31,107.70 | |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 14,200.15 | $25,230.41 |
| BP269Z8 | AXIA REAL ESTATE SOCIMI SA | ES | AXIA SM | 604.38 | $12,298.02 |
| EDH9 COMDTY | 90DAY EURO$ FUTR Mar19 | US | .3 | -$304.02 | |
| G29183103 | EATON CORP PLC | US | ETN | 818.38 | $65,397.09 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 30,468.7 | $31,611.27 | |
| G96629103 | WILLIS TOWERS WATSON PLC | GB | WLTW | 241.01 | $36,679.05 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 590.17 | $49,184.96 |
| H1467J104 | CHUBB LTD | CH | CB | 375.56 | $51,365.91 |
| N47279109 | INTERXION HOLDING NX | NL | INXN | 1,077.38 | $66,916.04 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 804.96 | $85,067.67 |
| QZ4952797 | DEXIA CREDIT LOCAL 1.87500 09/15/2021 | FR | 19,968.05 | $19,309.64 | |
| Y23862AE8 | EXPORT-IMPORT BANK CHINA 2.50000 07/31/2019 | CN | 2,515.97 | $2,501.45 |
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.
$10.94
-$0.04
-0.37%
as of 04/24/2018
MSMSX
56382P211
08/01/2012
$2,000.00
Investment minimum may be waived for certain qualified retirement plans and participants in an automatic investment program.
| Summary Prospectus | |
| Prospectus | |
| Statement of Additional Information | |
| Annual Report | |
| Semi-Annual Report | |
| Fact Sheet | |
| Applications & Forms | |
| XBRL-05/11/17 |
To manage against capital risk while generating income and pursuing long-term capital growth.
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 35% - 65%, 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) with the potential for exposure, to a lesser degree, in emerging markets and companies that we believe are positioned to benefit from higher prices in an inflationary environment.
Bond exposure can range from 35% - 65%, 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.
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 Moderate Series aims to provide income over time by way of a meaningful exposure to income-oriented equity securities. Additionally, the portfolio includes a notable allocation to fixed income in an effort to enhance income generation and provide some stability.
As of 03/31/2018
-2.26%
5.22%
4.94%
5.52%
---
6.52%
---
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.
| Gross | 1.45% |
| Net | 0.89%* |
*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.
As of 03/31/2018
| TREASURY NOTES | 5.74% |
| GOVERNMENT AGENCY | 4.88% |
| TREASURY BONDS | 3.79% |
| JP MORGAN CHASE & CO | 1.59% |
| JOHNSON & JOHNSON | 1.39% |
| INTEL CORP | 1.29% |
| WELLS FARGO COMPANY | 1.28% |
| MERCK & CO INC | 0.97% |
| WAL MART STORES | 0.95% |
| TEXAS INSTRUMENTS INC | 0.81% |
Top Ten Investments list is unaudited and excludes cash.
As of 03/31/2018
| Consumer Discretionary | 3.68% | |
| Consumer Staples | 4.50% | |
| Energy | 2.81% | |
| Financials | 7.20% | |
| Health Care | 5.94% | |
| Industrials | 6.83% | |
| Information Technology | 6.17% | |
| Materials | 2.67% | |
| Real Estate | 9.78% | |
| Utilities | 0.74% | |
| Long Term Fixed Income | 10.77% | |
| Intermediate Term Fixed Income | 24.78% | |
| Short Term Fixed Income | 13.01% | |
| Cash | 1.12% |
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.
As of 03/31/2018
| Stocks | 50.32% | |
| Bonds | 48.56% | |
| Cash | 1.12% |
As of 03/31/2018
| AAA | 47.31% | |
| AA | 3.88% | |
| A | 8.03% | |
| BBB | 22.90% | |
| BB | 6.83% | |
| B | 5.15% | |
| CCC | 0.59% | |
| NR | 5.31% |
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.
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 | 21,893.02 | $21,619.36 | |
| 00206RCK6 | AT&T INC FLT 3.23200 06/30/2020 | US | 31,948.88 | $32,284.96 | |
| 00206RDC3 | AT&T INC FLT 4.45000 04/01/2024 | US | 14,456.87 | $14,921.70 | |
| 00206REM0 | AT&T INC 3.90000 08/14/2027 | US | 118,662.46 | $119,479.40 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 136,633.71 | $134,213.92 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 1,844.17 | $174,550.26 |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 49,500.8 | $51,109.57 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 629.52 | $15,486.21 |
| 00772BAF8 | AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 | IE | 137,361.4 | $140,703.82 | |
| 008492100 | AGREE REALTY CORP | US | ADC | 286.04 | $13,741.24 |
| 00928QAG6 | AIRCASTLE LTD 7.62500 04/15/2020 | BM | 13,478.43 | $14,421.92 | |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 12,311.65 | $12,804.11 | |
| 009563AD9 | AIRXCEL INC 8.50000 02/15/2022 | US | 27,323.42 | $29,543.45 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 254.66 | $31,804.86 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 218,797.26 | $207,661.58 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 20,306.41 | $20,611.01 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 367.47 | $34,836.52 |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 35,630.97 | $35,675.51 | |
| 02005NBE9 | ALLY FINANCIAL INC 3.25000 11/05/2018 | US | 9,984.03 | $9,996.51 | |
| 02007CAE2 | ALLYA 2016-1 A4 1.73000 11/16/2020 | US | 2,995.21 | $2,968.64 | |
| 02007MAC4 | ALLYA 2018-1 A1 1.75000 02/15/2019 | US | 11,938.15 | $11,938.32 | |
| 02155EAA6 | CEQUEL COM HLDG I/ CAP CP 7.75000 07/15/2025 | US | 21,232.62 | $22,453.49 | |
| 02155FAC9 | ALTICE US FINANCE I CORP 5.50000 05/15/2026 | US | 19,810.82 | $19,363.09 | |
| 0237400 | DIAGEO PLC | GB | DGE LN | 3,558.07 | $120,332.49 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 805.39 | $31,104.33 |
| 0258M0DU0 | AMERICAN EXPRESS CREDIT FLRT 2.67363 05/26/2020 | US | 29,952.08 | $30,216.79 | |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 2,350.83 | $47,204.60 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 110,949.4 | $108,722.97 | |
| 026874784 | AMERICAN INTL GROUP INC | US | AIG | 566.75 | $30,842.68 |
| 026874CY1 | AMERICAN INTL GROUP 4.12500 02/15/2024 | US | 85,140.32 | $86,395.73 | |
| 03027XAF7 | AMERICAN TOWER CORP 2.80000 06/01/2020 | US | 15,974.44 | $15,856.77 | |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 2,570.73 | $2,603.29 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 711.8 | $13,581.17 |
| 031162100 | AMGEN INC | US | AMGN | 819.39 | $139,689.55 |
| 03349M105 | ANDEAVOR | US | ANDV | 304.92 | $30,662.68 |
| 034863AT7 | ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 | GB | 114,805.93 | $110,099.28 | |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 958.29 | $39,050.29 |
| 037612306 | APOLLO GLOBAL MANAGMENT - A | US | APO | 1,616.37 | $47,876.99 |
| 037833100 | APPLE COMPUTER INC | US | AAPL | 722.6 | $121,237.68 |
| 039483102 | ARCHER DANIELS MIDLAND CO | US | ADM | 1,008.98 | $43,759.32 |
| 04014Y101 | ARES MANAGEMENT LP | US | ARES | 1,612.54 | $34,508.39 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 42,731.63 | $45,552.07 | |
| 053015103 | AUTOMATIC DATA PROCESSING | US | ADP | 713.18 | $80,931.42 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 584.8 | $96,176.42 |
| 054937107 | BB & T CORPORATION | US | BBT | 1,278.56 | $66,536.47 |
| 055622104 | BP PLC-SPONS ADR | GB | BP | 3,564.88 | $144,520.20 |
| 05582QAB3 | BMWOT 2016-A A2A 0.99000 05/28/2019 | US | 750.86 | $750.13 | |
| 05582QAD9 | BMWOT 2016-A A3 1.16000 11/25/2020 | US | 73,936.55 | $73,223.10 | |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 23,732.49 | $22,930.28 | |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 7,334.15 | $219,951.06 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 87,810.22 | $87,637.48 | |
| 06416CAB4 | BANK OF NOVA SCOTIA 1.85000 04/14/2020 | CA | 17,971.25 | $17,645.33 | |
| 06652K103 | BANKUNITED INC | US | BKU | 970.42 | $38,797.41 |
| 086516101 | BEST BUY INC | US | BBY | 441.65 | $30,911.21 |
| 09253U108 | BLACKSTONE GROUP LP/THE | US | BX | 1,585.72 | $50,663.61 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 1,241.63 | $10,553.86 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 198,031.33 | $212,224.57 | |
| 097023105 | BOEING CO | US | BA | 575.8 | $188,792.97 |
| 0989529 | ASTRAZENECA PLC | GB | AZN LN | 1,068.36 | $73,439.99 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 521.74 | $64,289.19 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 1,584.54 | $25,162.50 |
| 105756BV1 | FED REPUBLIC OF BRAZIL 4.25000 01/07/2025 | BR | 5,191.69 | $5,168.33 | |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 1,782.44 | $112,739.30 |
| 11133T103 | BROADRIDGE FINANCIAL SOLUTIONS | US | BR | 298.49 | $32,741.66 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 42,912.86 | $40,439.79 | |
| 12541W209 | C.H. ROBINSON WORLDWIDE INC | US | CHRW | 353.03 | $33,082.83 |
| 125896100 | CMS ENERGY CORP | US | CMS | 1,429.02 | $64,720.20 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 19,282.65 | $19,234.44 | |
| 12592TAA3 | COMM 2015-3BP A FLT 3.17800 02/10/2035 | US | 23,732.49 | $23,381.60 | |
| 12623EAF8 | CHN INDUSTRIAL CAPITAL L 3.62500 04/15/2018 | US | 7,388.18 | $7,390.03 | |
| 126304AK0 | CSC HOLDINGS LLC 7.62500 07/15/2018 | US | 1,138.18 | $1,157.76 | |
| 126307AC1 | CSC HOLDINGS LLC 8.62500 02/15/2019 | US | 7,987.22 | $8,332.03 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 43,277.77 | $41,167.98 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 15,979.25 | $14,839.48 | |
| 12647MBY0 | CSMC 2013-6 2A1 3.50000 08/25/2043 | US | 53,219.22 | $52,863.71 | |
| 126650100 | CVS HEALTH CORP | US | CVS | 1,500.54 | $93,348.52 |
| 12673P105 | CA INC | US | CA | 985.71 | $33,415.54 |
| 12770QAA3 | CZR 2017-VICI A 3.53100 10/15/2034 | US | 33,818.8 | $34,137.39 | |
| 13063DAD0 | CALIFORNIA ST 2.36700 04/01/2022 | US | 5,990.42 | $5,926.20 | |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 2,201.49 | $95,346.57 |
| 14041NFF3 | CAPITAL ONE MULTI-ASSET 1.33000 06/15/2022 | US | 13,326.68 | $13,096.65 | |
| 14149Y108 | CARDINAL HEALTH INC | US | CAH | 662.41 | $41,519.60 |
| 14312QAB2 | CARMX 2016-4 A2 1.21000 11/15/2019 | US | 4,976.73 | $4,965.29 | |
| 14314EAB7 | CARMX 2016-3 A2A 1.17000 08/15/2019 | US | 1,817.99 | $1,817.17 | |
| 14314JAB6 | CARMX 2017-1 A2 1.54000 02/18/2020 | US | 9,396.56 | $9,370.83 | |
| 14314MAC7 | CARMX 2016-2 A3 1.52000 02/16/2021 | US | 13,756.59 | $13,645.55 | |
| 14314WAD3 | CARMX 2017-3 A3 1.97000 04/15/2022 | US | 15,175.72 | $14,957.75 | |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 11,492.72 | $143,314.26 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 5,257.82 | $5,251.24 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 41,841.81 | $39,854.32 | |
| 159864AC1 | CHARLES RIVER LABORITORIES 5.50000 04/01/2026 | US | 14,522.86 | $14,722.55 | |
| 16411QAA9 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 21,727.82 | $21,429.07 | |
| 16412XAD7 | CHENIERE CORP CHRISTI HD 7.00000 06/30/2024 | US | 18,071.72 | $19,991.84 | |
| 165183AL8 | CFII 2017-2A A1 1.99000 05/15/2029 | US | 53,915.95 | $53,348.90 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 1,111.8 | $30,919.24 |
| 166764100 | CHEVRON CORP | US | CVX | 939.76 | $107,170.47 |
| 166764AE0 | CHEVRON CORP 1.71800 06/24/2018 | US | 35,742.81 | $35,687.86 | |
| 168863AU2 | REPUBLIC OF CHILE 5.50000 08/05/2020 | CL | 7,188,498.33 | $12,395.67 | |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 5,740.4 | $246,205.57 |
| 172967424 | CITIGROUP INC | US | C | 2,665.57 | $179,925.90 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 109,169.46 | $165,315.87 | |
| 17305EFS9 | CCCIT 2014-A6 A6 2.15000 07/15/2021 | US | 15,015.97 | $14,932.73 | |
| 189054109 | CLOROX COMPANY | US | CLX | 303.34 | $40,377.50 |
| 19238VAG0 | COGECO CABLE INC 4.87500 05/01/2020 | CA | 12,021.19 | $12,051.24 | |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 1,268.22 | $90,906.21 |
| 19625JAA1 | CAH 2015-1A A 2.91794 07/17/2032 | US | 39,191.26 | $39,314.85 | |
| 19625W104 | COLONY NORTHSTAR INC-CLASS A | US | CLNS | 9,502.36 | $53,403.24 |
| 198280AB5 | COLUMBIA PIPELINE GROUP 2.45000 06/01/2018 | US | 13,977.64 | $13,968.71 | |
| 198287203 | COLUMBIA PROPERTY TRUST INC | US | CXP | 785.11 | $16,063.38 |
| 199908104 | COMFORT SYSTEMS | US | FIX | 1,591.68 | $65,656.67 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 3,874.59 | $99,731.95 |
| 2099084 | BORALEX INC -A | CA | BLX CN | 1,919.55 | $33,329.72 |
| 21871N101 | CORECIVIC INC | US | CXW | 3,991.4 | $77,912.19 |
| 219350105 | CORNING INC | US | GLW | 1,733.93 | $48,342.02 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 95,523.28 | $109,494.54 | |
| 21987BAV0 | CODELCO INC 4.50000 09/16/2025 | CL | 31,948.88 | $33,275.69 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 7,542.45 | $65,468.48 |
| 22282E102 | COVANTA HOLDING CORP | US | CVA | 5,360.94 | $77,733.70 |
| 22530LAA4 | CAALT 2017-1A A 2.56000 10/15/2025 | US | 27,555.07 | $27,408.28 | |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 21,244.94 | $20,713.82 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 1,147.32 | $125,758.17 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 14,666.95 | $13,703.66 | |
| 229663109 | CUBESMART | US | CUBE | 2,123.85 | $59,892.66 |
| 231021106 | CUMMINS INC | US | CMI | 334.72 | $54,255.05 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 22,005.22 | $23,215.50 | |
| 233864AB3 | DTRT 2018-1 A2 2.60000 05/15/2020 | US | 17,971.25 | $17,969.33 | |
| 237194105 | DARDEN RESTAURANTS INC | US | DRI | 296.01 | $25,235.23 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 40,572.92 | $39,215.75 | |
| 247361702 | DELTA AIR LINES INC. | US | DAL | 1,076.45 | $59,000.06 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 1,977.89 | $69,324.91 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,086.33 | $114,477.87 |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 1,350.24 | $126,315.20 |
| 260003108 | DOVER CORP | US | DOV | 339.25 | $33,320.74 |
| 26078J100 | DOWDUPONT INC | US | DWDP | 2,011.61 | $128,159.69 |
| 262006208 | DREYFUS GVT CSH MANAGEMENT | US | 354,792.9 | $354,792.90 | |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 31,447.16 | $31,604.40 | |
| 269246BP8 | E*TRADE FINANCIAL CORP 2.95000 08/24/2022 | US | 57,847.95 | $56,312.51 | |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 125.37 | $10,362.68 |
| 277432100 | EASTMAN CHEM CO | US | EMN | 311.38 | $32,875.76 |
| 28140H203 | EDUCATION REALTY TRUST INC | US | EDR | 305.44 | $10,003.04 |
| 28336LBR9 | KINDER MORGAN INC/DELAWA 7.25000 06/01/2018 | US | 35,942.49 | $36,178.74 | |
| 291011104 | EMERSON ELEC CO | US | EMR | 1,057.45 | $72,223.89 |
| 29250NAR6 | ENBRIDGE INC 3.70000 07/15/2027 | CA | 77,302.48 | $74,100.41 | |
| 29372EBL1 | ENTERPRISE FLEET FINANCING FLT 1.59000 02/22/2021 | US | 5,934.75 | $5,929.69 | |
| 29372EBS6 | EFF 2016-2 A2 1.74000 02/22/2022 | US | 19,689.41 | $19,592.53 | |
| 29372EBT4 | EFF 2016-2 A3 2.04000 02/22/2022 | US | 15,575.08 | $15,401.05 | |
| 29372EBV9 | EFF 2017-1 A2 2.13000 07/20/2022 | US | 8,654.57 | $8,607.62 | |
| 29373LAA9 | EFF 2018-1 A1 2.15000 03/20/2019 | US | 31,948.88 | $31,948.88 | |
| 29444U700 | EQUINIX INC | US | EQIX | 417.48 | $174,563.93 |
| 294628102 | EQUITY COMMONWEALTH | US | EQC | 695.98 | $21,345.75 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 381.04 | $33,444.27 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 785.11 | $48,378.56 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 133.76 | $32,193.60 |
| 30161N101 | EXELON CORP | US | EXC | 1,004.91 | $39,201.58 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 118,662.46 | $116,805.04 | |
| 302154CB3 | EXPORT - IMPORT BANK KOREA 1.75000 05/26/2019 | KR | 30,814.7 | $30,392.47 | |
| 30216HAC3 | EXPORT-IMPORT BANK CHINA 2.50000 07/31/2019 | CN | 29,952.08 | $29,779.16 | |
| 30216KAA0 | EXPORT-IMPORT BK INDIA 3.37500 08/05/2026 | IN | 11,980.83 | $11,267.66 | |
| 30219GAK4 | EXPRESS SCRIPTS HOLDING 3.50000 06/15/2024 | US | 25,958.47 | $25,347.00 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 541.14 | $47,274.19 |
| 30231G102 | EXXON MOBIL CORP | US | XOM | 3,249.78 | $242,466.08 |
| 302491303 | FMC CORP | US | FMC | 1,292.76 | $98,986.51 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 2,445.65 | $2,439.42 | |
| 30262SAR9 | FREMF 2015-K42 B FLT 3.85233 12/25/2024 | US | 30,133.73 | $30,328.45 | |
| 30263HAL5 | FREMF 2011-K15 B FLT 4.94894 08/25/2044 | US | 10,086.31 | $10,567.61 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.73459 02/25/2048 | US | 29,722.91 | $29,709.46 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.36434 05/25/2045 | US | 26,550.94 | $26,703.23 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 355,320.25 | $1,379.85 | |
| 30291YAJ9 | FREMF 2014-K716 B FLT 3.95051 08/25/2047 | US | 10,183.71 | $10,406.40 | |
| 311900104 | FASTENAL CO | US | FAST | 746.57 | $40,755.31 |
| 3128E5VC0 | FHLM POOL D98711 4.50000 07/01/2031 | US | 10,890.78 | $11,445.57 | |
| 3128LCD86 | FHLM POOL A78227 5.50000 06/01/2038 | US | 1,013.4 | $1,104.52 | |
| 3128M56M7 | FHLM POOL G04176 5.50000 05/01/2038 | US | 944.59 | $1,035.88 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 4,741.22 | $5,316.05 | |
| 3128M7FQ4 | FHLM POOL G05275 5.50000 02/01/2039 | US | 17,084.04 | $18,629.62 | |
| 3128M9ZU9 | FHLM POOL G07655 5.50000 12/01/2035 | US | 8,681.98 | $9,590.77 | |
| 3128MAGF0 | FHLM POOL G07998 4.50000 07/01/2044 | US | 15,289.71 | $16,084.41 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 72.76 | $75.69 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 1,210.96 | $1,261.66 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 838.72 | $872.29 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 644.83 | $673.98 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 1,140.15 | $1,191.60 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 25,640.2 | $26,952.56 | |
| 3128MJJN1 | FHLM POOL G08268 5.00000 05/01/2038 | US | 49,260.96 | $53,061.34 | |
| 3128MJZU7 | FHLM POOL G08754 4.50000 03/01/2047 | US | 40,395.11 | $42,309.29 | |
| 3128P75F6 | FHLM POOL C91746 4.50000 12/01/2033 | US | 10,154.18 | $10,689.27 | |
| 3128P75P4 | FHLM POOL C91754 4.50000 03/01/2034 | US | 7,893.61 | $8,300.70 | |
| 3128P75V1 | FHLM POOL C91760 3.50000 05/01/2034 | US | 12,214.64 | $12,445.76 | |
| 3128P76G3 | FHLM POOL C91771 4.50000 06/01/2034 | US | 9,997.01 | $10,608.94 | |
| 3128P76R9 | FHLM POOL C91780 4.50000 07/01/2034 | US | 9,248.69 | $9,781.32 | |
| 3128P7QL0 | FHLM POOL C91359 4.50000 02/01/2031 | US | 936.24 | $983.86 | |
| 3128P8A92 | FHLM POOL C91832 3.50000 06/01/2035 | US | 44,751.07 | $45,597.45 | |
| 3128P8AL5 | FHLM POOL C91811 4.00000 01/01/2035 | US | 5,422.16 | $5,627.91 | |
| 3128P8BX8 | FHLM POOL C91854 4.00000 10/01/2035 | US | 32,156.26 | $33,376.25 | |
| 3128P8CH2 | FHLM POOL C91872 3.50000 04/01/2036 | US | 14,237.03 | $14,505.88 | |
| 312941F69 | FHLM POOL A92889 4.50000 07/01/2040 | US | 22,376.77 | $23,677.98 | |
| 312941ZQ3 | FHLM POOL Q93451 4.50000 08/01/2040 | US | 57,811.23 | $61,163.98 | |
| 312945B80 | FHLM POOL A96363 4.50000 01/01/2041 | US | 13,869.15 | $14,665.17 | |
| 3132J8YK0 | FHLM POOL Q17513 3.50000 04/01/2043 | US | 13,122.65 | $13,222.16 | |
| 3132LNE34 | FHLM POOL K92054 4.00000 10/01/2034 | US | 3,536.37 | $3,683.78 | |
| 3132QUNJ8 | FHLM POOL Q37592 4.00000 12/01/2045 | US | 55,264.78 | $56,909.18 | |
| 3132QUWT6 | FHLM POOL Q37857 4.00000 12/01/2045 | US | 44,685.03 | $45,982.30 | |
| 3132QVKA8 | FHLM POOL Q38388 4.00000 01/01/2046 | US | 53,114.09 | $54,784.94 | |
| 3132QVMX6 | FHLM POOL Q38473 4.00000 01/01/2046 | US | 21,789.18 | $22,456.13 | |
| 3132WDMZ4 | FHLM POOL Q40375 3.50000 05/01/2046 | US | 22,979.92 | $23,073.99 | |
| 3132WL4Q6 | FHLM POOL Q47130 4.50000 04/01/2047 | US | 24,667.65 | $25,836.56 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 24,108.65 | $24,777.07 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 26,444.13 | $27,170.16 | |
| 31335A5Q7 | FHLM POOL G60855 4.50000 12/01/2045 | US | 22,337.79 | $23,419.33 | |
| 31335ACG1 | FHLM POOL G60071 4.50000 07/01/2042 | US | 22,341.82 | $23,634.87 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 31,328.33 | $32,233.18 | |
| 31335ALX4 | FHLM POOL G60342 4.50000 05/01/2042 | US | 13,303.66 | $14,073.37 | |
| 31335ASA7 | FHLM POOL G60513 5.00000 07/01/2041 | US | 53,036.47 | $57,171.70 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 1,793.54 | $1,821.47 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.29512 08/25/2020 | US | 36,295.23 | $921.10 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.17939 04/25/2021 | US | 465,179.33 | $14,076.09 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.52075 10/25/2021 | US | 87,259.32 | $3,854.29 | |
| 3137AL6W4 | FHMS K706 X1 FLT 1.54720 10/25/2018 | US | 121,481.74 | $656.33 | |
| 3137AME78 | FHMS K017 X1 FLT 1.34561 12/25/2021 | US | 137,842.19 | $5,606.80 | |
| 3137ATSC7 | FEDERAL NATL MTG ASSN KP01 A2 1.72000 01/25/2019 | US | 1,575.21 | $1,569.56 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.46192 06/25/2022 | US | 616,158.19 | $31,105.08 | |
| 3137B36J2 | FHMS K029 A2 3.32000 02/25/2023 | US | 53,398.11 | $54,393.65 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.20508 04/25/2023 | US | 1,047,012.26 | $9,435.99 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.10903 05/25/2023 | US | 614,857.66 | $3,365.55 | |
| 3137B4WB8 | FHMS K033 A2 3.06000 07/25/2023 | US | 51,618.17 | $51,907.27 | |
| 3137B5KW2 | FHMS K035 A2 3.45800 08/25/2023 | US | 112,432.68 | $115,274.62 | |
| 3137BPVZ9 | FHMS K055 A1 2.26300 04/25/2025 | US | 33,896.82 | $32,924.21 | |
| 3137BT7J4 | FHMS KJ10 A2 2.91200 12/25/2023 | US | 83,063.72 | $82,712.25 | |
| 3137BWVV3 | FHMS KJ13 A2 2.86400 08/25/2022 | US | 106,796.21 | $106,807.63 | |
| 3138A5JC7 | FEDERAL NATL MTG ASSN AH3858 4.50000 08/01/2041 | US | 35,731.09 | $37,799.79 | |
| 3138AJXA5 | FEDERAL NATL MTG ASSN A15172 4.00000 08/01/2041 | US | 7,738.76 | $7,999.84 | |
| 3138ATF70 | FEDERAL NATL MTG ASSN AJ1989 4.50000 10/01/2041 | US | 8,503.21 | $8,992.25 | |
| 3138EQST0 | FEDERAL NATL MTG ASSN AL7729 4.00000 06/01/2043 | US | 10,712.42 | $11,072.25 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65200 01/01/2049 | US | 41,668.17 | $45,145.40 | |
| 3138WDJY8 | FEDERAL NATL MTG ASSN AS3878 4.50000 11/01/2044 | US | 4,413.06 | $4,648.67 | |
| 3138WDRZ6 | FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 | US | 22,057.63 | $23,339.36 | |
| 3138XU4Y5 | FEDERAL NATL MTG ASSN AW5338 4.50000 06/01/2044 | US | 4,203.59 | $4,442.69 | |
| 3138YNFD4 | FEDERAL NATL MTG ASSN AY8263 3.00000 05/01/2035 | US | 25,564.17 | $25,164.26 | |
| 3138YNR25 | FEDERAL NATL MTG ASSN AY8604 3.50000 04/01/2045 | US | 19,116.46 | $19,204.65 | |
| 31398WD50 | FHMS K005 AX FLT 1.35067 11/25/2019 | US | 27,810.19 | $539.43 | |
| 31407EJW4 | FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 | US | 22,862.95 | $25,127.68 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 61,027.07 | $62,802.23 | |
| 3140F1BL5 | FEDERAL NATL MTG ASSN BC5442 4.00000 04/01/2046 | US | 12,900.11 | $13,247.33 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 9,583.71 | $9,614.71 | |
| 3140F4UB0 | FEDERAL NATL MTG ASSN BC8677 4.00000 05/01/2046 | US | 9,373.41 | $9,625.70 | |
| 3140F5T29 | FEDERAL NATL MTG ASSN BC9568 4.00000 05/01/2046 | US | 16,285.44 | $16,723.77 | |
| 3140F8KD8 | FEDERAL NATL MTG ASSN BD1191 3.50000 01/01/2047 | US | 31,948.1 | $32,051.56 | |
| 3140F9M51 | FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 | US | 20,720.06 | $21,277.76 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 16,643.88 | $17,113.35 | |
| 3140FTWF4 | FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 | US | 21,538.07 | $22,656.48 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 911.98 | $947.92 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 1,136.93 | $1,181.07 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 8,288.19 | $8,532.24 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 9,968.68 | $10,264.88 | |
| 31410KGB4 | FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 | US | 21,182.26 | $23,270.98 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 3,817.45 | $4,175.32 | |
| 31411YN90 | FEDERAL NATL MTG ASSN 918516 5.50000 06/01/2037 | US | 569.87 | $620.67 | |
| 31412SY41 | FEDERAL NATL MTG ASSN 933731 5.50000 04/01/2038 | US | 2,765.24 | $3,024.34 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 507.32 | $518.22 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 5,630.62 | $5,788.34 | |
| 31416CJV9 | FEDERAL NATL MTG ASSN 995876 6.00000 11/01/2038 | US | 11,286.04 | $12,680.31 | |
| 31416RBE2 | FEDERAL NATL MTG ASSN AA7236 4.00000 06/01/2039 | US | 4,043.35 | $4,179.01 | |
| 31417YDV6 | FHLM POOL MA0115 4.50000 07/01/2029 | US | 385.22 | $406.96 | |
| 31418B2V7 | FEDERAL NATL MTG ASSN MA2587 3.50000 04/01/2036 | US | 44,068.89 | $44,890.22 | |
| 31418B6G6 | FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 | US | 23,838.08 | $23,271.11 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 7,836.16 | $8,278.86 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 68,010.12 | $66,392.69 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 4,057.33 | $4,447.09 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 806.6 | $843.70 | |
| 315419AA9 | FERROGLOBE / GLOBE SPEC 9.37500 03/01/2022 | GB | 30,568.54 | $31,791.28 | |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 2,937.41 | $93,262.72 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,540.17 | $45,019.29 |
| 34530QAD2 | FORDO 2015-A A3 1.28000 09/15/2019 | US | 2,041.1 | $2,038.32 | |
| 34531AAE4 | FORDL 2016-A A4 1.85000 07/15/2019 | US | 2,995.21 | $2,991.22 | |
| 34531GAD3 | FORDL 2017-A A3 1.88000 04/15/2020 | US | 59,331.23 | $58,985.07 | |
| 345397WX7 | FORD MOTOR CREDIT CO LLC FLRT 2.71698 11/04/2019 | US | 35,942.49 | $36,172.83 | |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 1,176.54 | $23,836.71 |
| 357081AE8 | FREMF 2015-K720 B FLT 3.38864 07/25/2022 | US | 20,172.62 | $20,008.53 | |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 154,621.99 | $156,942.94 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 | US | 31,719.71 | $31,772.07 | |
| 36143WAS0 | GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 | US | 17,645.52 | $17,524.78 | |
| 36174X101 | GGP INC | US | GGP | 1,575.97 | $32,244.29 |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 26,699.05 | $26,389.04 | |
| 36250UAD6 | GMALT 2016-1 A3 1.64000 07/20/2019 | US | 11,001.34 | $10,970.48 | |
| 36251LAE3 | GMALT 2016-2 A4 1.76000 03/20/2020 | US | 59,331.23 | $58,899.61 | |
| 36251MAE1 | GMALT 2016-3 A4 1.78000 05/20/2020 | US | 15,974.44 | $15,847.57 | |
| 363576109 | ARTHUR J GALLAGHER & CO | US | AJG | 580.8 | $39,918.69 |
| 364760108 | GAP INC | US | GPS | 1,076.34 | $33,581.73 |
| 369604103 | GENERAL ELEC CO | US | GE | 1,070.91 | $14,435.89 |
| 370334104 | GENERAL MLS INC | US | GIS | 1,324.45 | $59,679.83 |
| 372460105 | GENUINE PARTS CO | US | GPC | 423.63 | $38,058.62 |
| 374297109 | GETTY REALTY CORP | US | GTY | 1,049.28 | $26,462.72 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 1,579.96 | $119,113.51 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 41,333.51 | $41,498.84 | |
| 37954A204 | GLOBAL MEDICAL REIT INC | US | GMRE | 1,750.12 | $12,163.32 |
| 38141EA58 | GOLDMAN SACHS GP GS 5.37500 03/15/2020 | US | 11,980.83 | $12,492.41 | |
| 384802104 | WW GRAINGER INC | US | GWW | 125.75 | $35,494.06 |
| 388689101 | GRAPHIC PACKAGING HOLDING CO | US | GPK | 8,573.68 | $131,605.97 |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 31,209.35 | $31,131.33 | |
| 404119BM0 | HCA INC 3.75000 03/15/2019 | US | 15,974.44 | $16,035.14 | |
| 404121AC9 | HCA INC 6.50000 02/15/2020 | US | 15,974.44 | $16,753.19 | |
| 40412CAC5 | HCA HEALTHCARE INC 6.25000 02/15/2021 | US | 8,748.13 | $9,185.54 | |
| 40414L109 | HCP INC | US | HCP | 2,135.14 | $49,599.28 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 21,660.66 | $21,010.84 | |
| 412822108 | HARLEY DAVIDSON INC | US | HOG | 652.28 | $27,969.77 |
| 418056107 | HASBRO INC | US | HAS | 328.4 | $27,684.31 |
| 42217KAY2 | HEALTH CARE REIT INC 4.12500 04/01/2019 | US | 29,153.35 | $29,500.16 | |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 1,088.38 | $28,787.72 |
| 427866108 | HERSHEY CO/THE | US | HSY | 413.79 | $40,948.48 |
| 42805RBN8 | HERTZ 2013-1A A2 1.83000 08/25/2019 | US | 13,312.03 | $13,284.67 | |
| 42806DAD1 | HERTZ 2015-2A A 2.02000 09/25/2019 | US | 15,974.44 | $15,916.02 | |
| 42809H107 | HESS CORP | US | HES | 2,200.16 | $111,372.04 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 30,819.06 | $30,510.87 | |
| 431475AB8 | HILL-ROM HOLDINGS INC 5.00000 02/15/2025 | US | 20,518.8 | $20,339.26 | |
| 437076102 | HOME DEPOT INC | US | HD | 1,300.32 | $231,769.63 |
| 43814RAB2 | HAROT 2016-4 A2 1.04000 04/18/2019 | US | 10,376.52 | $10,355.40 | |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 863.27 | $124,750.80 |
| 44053FAA8 | HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 | US | 30,092.91 | $32,048.95 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 1,376.85 | $25,664.49 |
| 444454AB8 | HUGHES SATELITE SYSTEMS 6.50000 06/15/2019 | US | 29,253.19 | $30,130.79 | |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 52,546.88 | $51,495.94 | |
| 446150104 | HUNTINGTON BANCSHARES | US | HBAN | 2,539.1 | $38,340.46 |
| 44890WAD2 | HART 2015-A A4 1.37000 07/15/2020 | US | 10,270.12 | $10,233.88 | |
| 44928UAE0 | HALST 2015-B A4 1.66000 07/15/2019 | US | 4,247.19 | $4,245.75 | |
| 44929EAD7 | HALST 2016-C A3 1.49000 02/18/2020 | US | 5,650.96 | $5,625.11 | |
| 44931PAD8 | HART 2017-A A3 1.76000 08/16/2021 | US | 658.95 | $649.81 | |
| 44935AAA3 | HALST 2018-A A1 1.95000 03/15/2019 | US | 6,855.16 | $6,855.29 | |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 30,436.02 | $29,446.85 | |
| 452281JC3 | ISAC 2010-1 A2 2.41742 04/25/2022 | US | 1,473.05 | $1,474.46 | |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 2,012.78 | $18,477.31 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 30,463.24 | $29,625.50 | |
| 458140100 | INTEL CORP | US | INTC | 7,801.81 | $406,318.15 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 1,004.02 | $154,047.04 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 31,129.13 | $32,197.57 | |
| 46115HAL1 | INTESA SANPAOLO SPA 3.87500 01/15/2019 | IT | 35,143.77 | $35,372.73 | |
| 46115HAT4 | INTESA SANPAOLO SPA 5.01700 06/26/2024 | IT | 19,569.4 | $19,302.24 | |
| 46115HBD8 | INTESA SANPAOLO SPA 3.87500 01/12/2028 | IT | 170,873.94 | $161,163.69 | |
| 46186YAA2 | IHSFR 2015-SFR3 A FLT 3.05032 08/17/2032 | US | 40,420.72 | $40,448.77 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.65820 12/17/2036 | US | 11,142.01 | $11,223.92 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 2.95820 12/17/2036 | US | 8,420.54 | $8,461.10 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 1,717.95 | $39,220.75 |
| 466032109 | J&J SNACK FOODS CORP | US | JJSF | 532.26 | $72,685.72 |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 4,534.24 | $498,629.83 |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 203,964.46 | $211,629.44 | |
| 46635GAE0 | JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 | US | 14,539.57 | $14,834.70 | |
| 46636DAE6 | JPMCC 2011 - C4 A3 4.10630 07/15/2046 | US | 9,011.5 | $9,013.76 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 10,025.25 | $9,977.08 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 11,276.9 | $11,215.67 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 14,973.06 | $14,914.58 | |
| 46649HAC6 | JPMMT 2017-6 A3 3.50000 12/25/2048 | US | 20,131.04 | $19,971.41 | |
| 46649HAE2 | JPMMT 2017-6 A5 3.50000 12/25/2048 | US | 34,238.27 | $34,243.61 | |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 3,405.36 | $436,396.90 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 42,277.5 | $38,049.75 | |
| 482480100 | KLA-TENCOR CORPORATION | US | KLAC | 247.76 | $27,007.87 |
| 485170302 | KANSAS CITY SOUTHERN | US | KSU | 1,008.74 | $110,810.45 |
| 493267108 | KEYCORP | US | KEY | 3,702.42 | $72,382.23 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 621.19 | $68,411.10 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 134,681.89 | $162,361.72 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 24,401.84 | $24,889.88 | |
| 500255104 | KOHLS CORP | US | KSS | 711.31 | $46,597.96 |
| 500630CK2 | KOREA DEVELOPMENT BANK 1.37500 09/12/2019 | KR | 65,321.65 | $63,894.05 | |
| 50065TAE3 | KOREA DEVELOPMENT BANK 2.87500 08/22/2018 | KR | 23,318.69 | $23,328.48 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 19,888.89 | $19,634.31 | |
| 50218LAC0 | LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 | US | 1,946.59 | $1,938.19 | |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 22,646.32 | $23,041.72 | |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 795.47 | $50,639.81 |
| 515110BU7 | LANDWIRTSCH. RENTENBANK 2.37500 02/21/2020 | DE | 112,729.34 | $112,601.95 | |
| 517942108 | LASALLE HOTEL PROPERTIES | US | LHO | 653.47 | $18,957.21 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 161.26 | $13,468.07 |
| 532457108 | ELI LILLY & CO | US | LLY | 875.89 | $67,767.66 |
| 534187109 | LINCOLN NATL CORP IND | US | LNC | 490.11 | $35,807.22 |
| 539439AM1 | LLOYDS BANKING GROUP PLC 4.58200 12/10/2025 | GB | 147,373.15 | $147,365.61 | |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 395.12 | $133,521.80 |
| 554382101 | THE MACERICH CO | US | MAC | 310.21 | $17,377.90 |
| 55616P104 | MACY'S INC | US | M | 793.25 | $23,591.24 |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 32,380.25 | $31,165.99 | |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 743.41 | $54,350.79 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 778.38 | $62,457.36 |
| 580135101 | MCDONALDS CORP | US | MCD | 810.48 | $126,743.62 |
| 58768MAC5 | MBALT 2016-B A3 1.35000 08/15/2019 | US | 70,969.99 | $70,634.20 | |
| 58933Y105 | MERCK & CO INC | US | MRK | 5,612.32 | $305,703.11 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 21,297.59 | $20,126.22 | |
| 59022CAA1 | BANK OF AMERICA CORP 2.88450 09/15/2026 | US | 19,213.26 | $18,268.85 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 1,449.88 | $132,330.74 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 570.35 | $52,038.86 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 1,609.14 | $67,149.20 |
| 6174467X1 | MORGAN STANLEY 5.00000 11/24/2025 | US | 82,173.75 | $85,930.05 | |
| 61744YAG3 | MORGAN STANLEY FLT 3.01070 05/08/2024 | US | 158,414.38 | $160,955.35 | |
| 61746BDM5 | MORGAN STANELY 2.50000 01/24/2019 | US | 33,945.69 | $33,885.20 | |
| 61747YDX0 | MORGAN STANLEY FLT 2.90031 01/27/2020 | US | 34,944.09 | $35,378.37 | |
| 620076307 | MOTOROLA SOLUTIONS INC | US | MSI | 316.34 | $33,310.35 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 51,043.75 | $50,979.95 | |
| 624758108 | MUELLER WATER PRODUCTS INC - A | US | MWA | 6,156.36 | $66,919.60 |
| 62944TAE5 | NVR INC 3.95000 09/15/2022 | US | 115,043.78 | $117,357.03 | |
| 633067D34 | NATIONAL BANK OF CANADA 1.40000 04/20/2018 | CA | 17,971.25 | $17,963.03 | |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 484.89 | $19,036.75 |
| 63940FAA5 | NAVSL 2016-2 A1 2.62150 06/25/2065 | US | 1,423.89 | $1,425.89 | |
| 63940HAA1 | NAVSL 2016-3A A1 2.47150 06/25/2065 | US | 14,654.83 | $14,672.54 | |
| 63941DAA9 | NAVSL 2018-2A A1 2.21817 03/25/2067 | US | 17,971.25 | $17,964.03 | |
| 64828AAA1 | NRZT 2014-1A A 3.75000 01/25/2054 | US | 21,167.2 | $21,360.63 | |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 12,808.79 | $12,928.30 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 24,965.86 | $25,214.38 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 16,399.93 | $16,551.86 | |
| 651229106 | NEWELL BRANDS INC | US | NWL | 2,383.68 | $60,736.24 |
| 654106103 | NIKE INC CLASS B | US | NKE | 915.49 | $60,825.22 |
| 65478WAD7 | NAROT 2016-C A3 1.18000 01/15/2021 | US | 15,974.44 | $15,780.01 | |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 49,493.47 | $50,483.34 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 867.8 | $70,161.65 |
| 670346105 | NUCOR CORP | US | NUE | 641.65 | $39,198.51 |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 7,610.44 | $7,852.28 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 350.02 | $86,586.86 |
| 680223104 | OLD REPUBLIC INTL CORP | US | ORI | 1,779.03 | $38,160.26 |
| 683235AA3 | ONTARIO (PROVINCE OF) 2.00000 09/27/2018 | CA | 26,699.05 | $26,674.75 | |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 23,732.49 | $23,408.78 | |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 2,276.37 | $42,659.14 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 39,436.47 | $40,323.79 | |
| 693475105 | PNC FINANCIAL SERVICES GROUP | US | PNC | 278.05 | $42,052.85 |
| 695156109 | PACKAGING CORP OF AMERICA | US | PKG | 208.9 | $23,543.58 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 31,674.07 | $30,011.18 | |
| 70338P100 | PATTERN ENERGY GROUP INC -A | US | PEGI | 1,814.8 | $31,377.91 |
| 704326107 | PAYCHEX INC | US | PAYX | 707.72 | $43,588.48 |
| 713448108 | PEPSICO INC | US | PEP | 2,253.91 | $246,014.56 |
| 713448CX4 | PEPSICO INC 3.10000 07/17/2022 | US | 69,075.89 | $69,456.55 | |
| 71654QAU6 | PETROLEOS MEXICANOS 8.00000 05/03/2019 | MX | 31,948.88 | $33,506.39 | |
| 71654QCB6 | PETROLEOS MEXICANOS 6.87500 08/04/2026 | MX | 15,694.89 | $17,248.68 | |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 167,314.07 | $161,667.22 | |
| 717081103 | PFIZER INC | US | PFE | 6,677.42 | $236,981.48 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 2,901.87 | $45,182.08 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 391.69 | $6,729.30 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 30,789.99 | $31,405.79 | |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 213,457.45 | $209,701.82 | |
| 74251V102 | PRINCIPAL FINANCIAL GROUP | US | PFG | 542.48 | $33,042.55 |
| 74333KAA6 | PROG 2017-SFR2 A 2.89700 12/17/2034 | US | 30,321.95 | $29,820.89 | |
| 74340W103 | PROLOGIS | US | PLD | 1,831.69 | $115,378.21 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 111,280.68 | $117,122.92 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 326.51 | $65,430.30 |
| 747525103 | QUALCOMM INC | US | QCOM | 1,812.78 | $100,446.31 |
| 749685103 | RPM INTERNATIONAL INC | US | RPM | 1,187.58 | $56,612.10 |
| 755111507 | RAYTHEON COMPANY | US | RTN | 480.36 | $103,671.11 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 483.27 | $28,503.38 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 2,339.82 | $43,473.94 |
| 760759100 | REPUBLIC SERVICES INC | US | RSG | 624.06 | $41,331.33 |
| 76169C100 | REXFORD INDUSTRIAL REALITY IN | US | REXR | 465.18 | $13,392.56 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 51,773.12 | $53,585.69 | |
| 77340RAP2 | ROCKIES EXPRESS PIPELINE 6.00000 01/15/2019 | US | 11,980.83 | $12,190.50 | |
| 780097AM3 | RBS 4.7 07/03/18 4.70000 07/03/2018 | GB | 7,987.22 | $8,015.54 | |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 1,182.9 | $77,515.40 |
| 78408XAD3 | SCGT 2013-SRP1 AJ FLT 3.97660 11/15/2026 | US | 34,686.27 | $34,601.94 | |
| 784423AF2 | SLCLT 2004-1 A6 1.99875 05/15/2023 | US | 13,167.47 | $13,157.69 | |
| 78442FEH7 | NAVIENT CORP 8.45000 06/15/2018 | US | 10,882.59 | $10,975.09 | |
| 78442FER5 | NAVIENT CORP 5.50000 01/15/2019 | US | 2,855.43 | $2,886.84 | |
| 78442FET1 | SLM CORP 6.12500 03/25/2024 | US | 20,418.96 | $20,342.39 | |
| 78442GNG7 | SLMA 2004-10 A6A FLT RT 2.29520 04/27/2026 | US | 11,956.13 | $12,000.62 | |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 34,896.33 | $35,245.29 | |
| 78445FAC9 | SLMA 2008-7 A3 2.39520 04/25/2019 | US | 723.17 | $723.17 | |
| 78449PAA7 | SMB 2018-A A1 FLT 1.93000 03/16/2026 | US | 15,974.44 | $15,974.44 | |
| 78469EAB5 | SOFI 2014-A A2 3.02000 10/25/2027 | US | 10,648.56 | $10,630.04 | |
| 78470RAB3 | SOFI 2016-E A2A 1.63000 01/25/2036 | US | 3,636.94 | $3,613.87 | |
| 78470RAC1 | SOFI 2016-E A2B 2.49000 01/25/2036 | US | 59,331.23 | $58,110.82 | |
| 78471CAA7 | SOFI 2017-D A1FX 1.72000 09/25/2040 | US | 10,453.88 | $10,374.95 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 51,321.51 | $56,094.40 | |
| 80282KAD8 | SANTANDER HOLDINGS USA 2.65000 04/17/2020 | US | 14,976.04 | $14,809.09 | |
| 80282KAH9 | SANTANDER HOLDINGS USA 2.70000 05/24/2019 | US | 37,723.64 | $37,630.99 | |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 110,356.09 | $107,796.37 | |
| 81211K100 | SEALED AIR CORP | US | SEE | 3,392 | $145,143.69 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 39,438.31 | $37,663.59 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 11,593.69 | $11,256.70 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 16,105.59 | $15,634.05 | |
| 81745FAA4 | SEMT 2012-3 A1 3.50000 07/25/2042 | US | 24,041.77 | $24,031.43 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 2,802.39 | $2,561.56 | |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 20,789.29 | $19,853.77 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 21,330.27 | $21,383.59 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 841.94 | $129,953.26 |
| 82967NAY4 | SIRIUS XM RADIO INC 3.87500 08/01/2022 | US | 20,921.81 | $20,043.09 | |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 1,140.74 | $114,371.02 |
| 831641FC4 | SBIC 2015-10A 1 2.51700 03/10/2025 | US | 32,314 | $31,941.17 | |
| 831641FE0 | SBIC 2015-10B 1 2.82900 09/10/2025 | US | 82,756.75 | $82,716.02 | |
| 832696405 | JM SMUCKER CO/THE-NEW COM WI | US | SJM | 276.77 | $34,322.05 |
| 832696AQ1 | JM SMUCKER CO 2.20000 12/06/2019 | US | 19,169.33 | $18,938.17 | |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 12,130.82 | $12,036.40 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 11,894.89 | $11,700.25 | |
| 83401LAB0 | SOFI 2015-A A2 2.42000 03/25/2030 | US | 2,913.23 | $2,890.77 | |
| 83402DAB7 | SOFI 2016-C A2A 1.48000 05/26/2031 | US | 2,690.16 | $2,677.71 | |
| 83402DAC5 | SOFI 2016-C A2B 2.36000 12/27/2032 | US | 2,396.17 | $2,328.78 | |
| 83403YAA2 | SOFI 2017-B A1FX 1.83000 05/25/2040 | US | 1,080.65 | $1,073.87 | |
| 83404FAB0 | SOFI 2017-A A2A 1.55000 03/26/2040 | US | 11,922.51 | $11,822.19 | |
| 83404RAA6 | SOFI 2018-B A1FX 2.64000 08/25/2047 | US | 35,942.49 | $35,849.30 | |
| 83405DAB4 | SOFI 2017-C A2A 1.75000 07/25/2040 | US | 28,218.08 | $27,979.71 | |
| 83405JAA3 | SCLP 2017-4 A 2.50000 05/26/2026 | US | 6,239.14 | $6,165.81 | |
| 83405LAA8 | SCLP 2017-5 A1 2.14000 09/25/2026 | US | 26,501.51 | $26,351.96 | |
| 834423AA3 | SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 | US | 62,891.1 | $63,214.47 | |
| 835495102 | SONOCO PRODUCTS CO | US | SON | 2,213.36 | $107,347.91 |
| 83714RAZ6 | SOUTH CAROLINA ST STUDENT LOAN 2.14600 12/01/2023 | US | 2,016.4 | $2,008.44 | |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 103,236.34 | $107,645.68 | |
| 844741108 | SOUTHWEST AIRLS CO | US | LUV | 983.19 | $56,317.39 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 |