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Target Income Series
Target Income Series
Pro-Blend® Conservative Term Series
Pro-Blend® Extended Term Series
Pro-Blend® Maximum Term Series
Pro-Blend® Moderate Term Series
Strategic Income Conservative Series
Strategic Income Moderate Series
Target 2015 Series
Target 2020 Series
Target 2025 Series
Target 2030 Series
Target 2035 Series
Target 2040 Series
Target 2045 Series
Target 2050 Series
Target 2055 Series
Target 2060 Series
Target Income Series
Investment Objective
To provide capital preservation and manage risk for investors who have already reached their target date or who desire minimal capital risk as they move towards a future target date.
Investment Strategy
The portfolio is invested in a conservative mix of securities that seeks preservation of capital, with income and long-term capital growth as secondary objectives. The portfolio is diversified primarily among fixed income securities, typically focusing on short to intermediate-term maturities. A position in various stock investments, which may be focused on dividend paying stocks, adds potential for growth opportunities and income generation. For the most part, this approach favors stability over growth. Stock exposure can range from 15% - 45%.
May be Appropriate for Investors
- Who have reached their target date or are already in retirement and seek to minimize declines in account value with potential for modest capital growth and income generation
- Who have a future target date and want to assume a minimal amount of capital risk through limited stock exposure
- Who prefer to take advantage of professional management through a single, diversified investment portfolio
About Target Date Funds
A target date fund is a single investment portfolio designed to meet an investor’s changing needs over time. The fund gradually shifts from a more aggressive to a more conservative investment objective over the years to reflect an appropriate risk/return trade-off for the investor’s changing time horizon.
Daily Price
$9.59
Daily $ Change
-$0.03
Daily % Change
-0.31%
as of 04/24/2018
Ticker
MTDRX
CUSIP
56382P831
Inception Date
03/28/2008
Investment Minimum
$2,000.00
Investment minimum may be waived for certain qualified retirement plans and participants in an automatic investment program.
Important Documents
| Summary Prospectus | |
| Prospectus | |
| Statement of Additional Information | |
| Annual Report | |
| Semi-Annual Report | |
| Fact Sheet | |
| Applications & Forms | |
| XBRL-3/20/18 |
Information on Underlying Investments
Blended Asset Series Prospectus
Blended Asset Series SAI
XBRL Blended Asset Series – 11/02/2017
Blended Asset Series Annual Report
Pro-Blend® Series Semi-Annual Report
The financial statements of the underlying investments should be read in conjunction with the Series’ financial statements. Beginning 10/16/2017, the underlying funds are the Manning & Napier Fund, Inc. Blended Asset Series. The Blended Asset Series are not currently available for direct investment. Prior to 10/16/2017, the underlying funds were the Manning & Napier Fund, Inc. Pro-Blend Series. The annual report for the Blended Asset Series as of 10/31/2017 and the semi-annual report for the Pro-Blend Series as of 04/30/2017 are provided above.
Annualized Performance
As of 03/31/2018
YTD
-1.23%
1 Year
3.69%
3 Year
2.14%
5 Year
2.93%
10 Year
4.22%
Inception
(03/28/2008)
4.27%
Market Cycle
---
Performance data quoted represents past performance and does not guarantee future results. The investment return and principal value of an investment will fluctuate, so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than that quoted.
Expense Ratio
| Gross | 1.18% |
| Net | 1.17%* |
*Includes acquired fund fees and expenses of the underlying Series, and a 12b-1 fee of 0.50%. Up to 0.25% of the 12b-1 fee is available as a shareholder servicing fee. Reflects the Advisor’s contractual agreement to limit its fees and reimburse certain expenses. The contractual waiver may not be amended or terminated prior to the expiration date (02/29/2028) without the approval of the Fund's Board of Directors.
Top Ten Investments
As of 03/31/2018
| TREASURY NOTES | 19.94% |
| GOVERNMENT AGENCY | 7.99% |
| TREASURY BONDS | 3.10% |
| TREASURY BILLS | 2.00% |
| GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 | 1.13% |
| VERIZON COMMUNICATIONS 5.50000 03/16/2047 | 0.97% |
| CITIGROUP INC 8.12500 07/15/2039 | 0.96% |
| PRICELINE GROUP INC/THE 3.60000 06/01/2026 | 0.95% |
| KINDER MORGAN ENER PART 6.95000 01/15/2038 | 0.94% |
| PETROLEOS MEXICANOS 6.35000 02/12/2048 | 0.94% |
Top Ten Investments list is unaudited and excludes cash.
Asset Allocation
As of 03/31/2018
| Bonds | 71.53% |
| Stocks | 27.56% |
| Cash | 0.91% |
Detailed Asset Class Allocation
As of 03/31/2018
| International Equities | 5.78% |
| Small Capitalization | 0.96% |
| Mid Capitalization | 3.20% |
| Large Capitalization | 17.62% |
| Long Term Fixed Income | 17.26% |
| Intermediate Term Fixed Income | 34.43% |
| Short Term Fixed Income | 19.84% |
| Cash | 0.91% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
March Fund Holdings
As of 03/31/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 000375204 | ABB LTD-SPON ADR | CH | ABB | 3,181.93 | $75,538.95 |
| 00163UAB2 | AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 | US | 26,516.06 | $26,184.61 | |
| 00206REM0 | AT&T INC 3.90000 08/14/2027 | US | 707,094.9 | $711,962.94 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 494,966.43 | $486,200.58 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 1,964.15 | $185,907.04 |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 525.41 | $12,925.11 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 8,529.33 | $110,274.28 |
| 00772BAF8 | AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 | IE | 579,424.99 | $593,524.15 | |
| 008492100 | AGREE REALTY CORP | US | ADC | 235.7 | $11,322.95 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 14,731.14 | $15,320.39 | |
| 009563AD9 | AIRXCEL INC 8.50000 02/15/2022 | US | 33,390.59 | $36,103.58 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 230.79 | $28,823.10 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 1,640.07 | $301,017.96 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 1,109,746.17 | $1,053,265.63 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 25,533.98 | $25,916.99 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 294.62 | $27,930.25 |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 29,462.29 | $29,499.12 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 186.59 | $192,526.33 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 186.59 | $193,524.61 |
| 023135106 | AMAZON.COM INC | US | AMZN | 68.75 | $99,497.88 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 58,846.01 | $427,810.49 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 15,060.14 | $509,328.40 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 672.72 | $25,980.53 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 1,973.97 | $39,637.38 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 716,915.67 | $702,529.25 | |
| 026874784 | AMERICAN INTL GROUP INC | US | AIG | 456.67 | $24,851.73 |
| 026874CY1 | AMERICAN INTL GROUP 4.12500 02/15/2024 | US | 432,113.55 | $438,485.15 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 770.93 | $112,046.95 |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 628.53 | $11,992.33 |
| 031162100 | AMGEN INC | US | AMGN | 770.93 | $131,428.12 |
| 034863AT7 | ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 | GB | 726,736.43 | $696,942.70 | |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 844.59 | $34,416.86 |
| 037612306 | APOLLO GLOBAL MANAGMENT - A | US | APO | 1,306.16 | $38,688.50 |
| 037833100 | APPLE COMPUTER INC | US | AAPL | 574.51 | $96,392.06 |
| 04014Y101 | ARES MANAGEMENT LP | US | ARES | 1,281.61 | $27,426.44 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 707,094.9 | $753,765.70 | |
| 053015103 | AUTOMATIC DATA PROCESSING | US | ADP | 608.89 | $69,096.53 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 510.68 | $83,986.38 |
| 054937107 | BB & T CORPORATION | US | BBT | 1,291.43 | $67,206.03 |
| 055622104 | BP PLC-SPONS ADR | GB | BP | 2,843.11 | $115,259.71 |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 556,837.24 | $538,014.97 | |
| 058498106 | BALL CORP | US | BLL | 10,191.99 | $404,723.82 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 5,833.53 | $174,947.65 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 441,934.32 | $441,064.94 | |
| 06652K103 | BANKUNITED INC | US | BKU | 766.02 | $30,625.46 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 4,910.38 | $398,084.61 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 1,080.28 | $295,803.33 |
| 09247X101 | BLACKROCK INC | US | BLK | 569.6 | $308,566.00 |
| 09253U108 | BLACKSTONE GROUP LP/THE | US | BX | 1,261.97 | $40,319.88 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 1,041 | $8,848.51 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 972,255.49 | $1,041,938.68 | |
| 097023105 | BOEING CO | US | BA | 648.17 | $212,522.09 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 432.11 | $898,964.71 |
| 0989529 | ASTRAZENECA PLC | GB | AZN LN | 854.41 | $58,732.82 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 437.02 | $53,850.09 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 1,330.71 | $21,131.73 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 4,517.55 | $285,735.09 |
| 11133T103 | BROADRIDGE FINANCIAL SOLUTIONS | US | BR | 260.25 | $28,546.85 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 48,121.74 | $45,348.48 | |
| 125896100 | CMS ENERGY CORP | US | CMS | 1,134.3 | $51,372.36 |
| 12626K203 | CRH PLC -SPONSORED ADR | IE | CRH | 1,409.28 | $47,943.69 |
| 12629NAF2 | COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 | US | 535,231.56 | $530,463.13 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 47,139.66 | $44,841.60 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 160,034.98 | $148,620.01 | |
| 126650100 | CVS HEALTH CORP | US | CVS | 1,203.04 | $74,841.33 |
| 12770QAA3 | CZR 2017-VICI A 3.53100 10/15/2034 | US | 255,339.83 | $257,745.26 | |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 1,257.06 | $54,443.17 |
| 14041NFF3 | CAPITAL ONE MULTI-ASSET 1.33000 06/15/2022 | US | 196,415.25 | $193,025.03 | |
| 14314WAD3 | CARMX 2017-3 A3 1.97000 04/15/2022 | US | 223,913.39 | $220,697.36 | |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 9,300.26 | $115,974.27 |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 55,978.35 | $53,319.38 | |
| 16411QAA9 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 29,462.29 | $29,057.18 | |
| 165183AF1 | CFII 2016-2A A1 1.88000 06/15/2028 | US | 268,903.6 | $267,411.59 | |
| 165183AL8 | CFII 2017-2A A1 1.99000 05/15/2029 | US | 142,278.26 | $140,781.89 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 928.06 | $25,809.41 |
| 166764100 | CHEVRON CORP | US | CVX | 746.38 | $85,116.94 |
| 16941R108 | CHINA PETROLEUM & CHEM-ADR | CN | SNP | 1,203.04 | $106,445.28 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 4,547.01 | $195,021.39 |
| 172967424 | CITIGROUP INC | US | C | 2,121.28 | $143,186.72 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 707,094.9 | $1,070,757.36 | |
| 19238VAG0 | COGECO CABLE INC 4.87500 05/01/2020 | CA | 19,641.53 | $19,690.63 | |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 1,095.02 | $78,490.68 |
| 19625JAA1 | CAH 2015-1A A 2.91794 07/17/2032 | US | 225,348.46 | $226,059.10 | |
| 19625W104 | COLONY NORTHSTAR INC-CLASS A | US | CLNS | 7,724.03 | $43,409.05 |
| 198287203 | COLUMBIA PROPERTY TRUST INC | US | CXP | 657.99 | $13,462.50 |
| 199908104 | COMFORT SYSTEMS | US | FIX | 1,261.97 | $52,056.18 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 3,177.02 | $81,776.41 |
| 2099084 | BORALEX INC -A | CA | BLX CN | 1,669.53 | $28,988.53 |
| 21871N101 | CORECIVIC INC | US | CXW | 3,285.05 | $64,124.08 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 618,708.04 | $709,200.44 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 6,349.12 | $55,110.39 |
| 22282E102 | COVANTA HOLDING CORP | US | CVA | 4,281.85 | $62,086.86 |
| 22530LAA4 | CAALT 2017-1A A 2.56000 10/15/2025 | US | 250,429.45 | $249,095.35 | |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 24,551.91 | $23,938.11 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 932.97 | $102,263.11 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 109,438.74 | $102,251.02 | |
| 229663109 | CUBESMART | US | CUBE | 1,728.45 | $48,742.41 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 19,641.53 | $20,721.81 | |
| 23918K108 | DAVITA INC. | US | DVA | 10,036.82 | $661,827.87 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 34,372.67 | $33,222.90 | |
| 247361702 | DELTA AIR LINES INC. | US | DAL | 854.41 | $46,830.01 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 9,025.28 | $132,310.62 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 1,630.25 | $57,140.14 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 893.69 | $94,176.99 |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 1,080.28 | $101,060.56 |
| 26078J100 | DOWDUPONT INC | US | DWDP | 1,600.78 | $101,985.97 |
| 262006208 | DREYFUS GVT CSH MANAGEMENT | US | 1,021,086.13 | $1,021,086.13 | |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 35,354.75 | $35,531.52 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 3,771.17 | $208,960.69 |
| 269246BP8 | E*TRADE FINANCIAL CORP 2.95000 08/24/2022 | US | 304,443.64 | $296,362.90 | |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 103.12 | $8,523.73 |
| 28140H203 | EDUCATION REALTY TRUST INC | US | EDR | 260.25 | $8,523.19 |
| 285512109 | ELECTRONIC ARTS | US | EA | 2,582.86 | $313,146.01 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 16,513.61 | $108,309.10 |
| 291011104 | EMERSON ELEC CO | US | EMR | 972.26 | $66,405.05 |
| 29250NAR6 | ENBRIDGE INC 3.70000 07/15/2027 | CA | 284,802.11 | $273,004.88 | |
| 29372EBF4 | ENTERPRISE FLEET FINANCING LLC 1.64000 03/20/2020 | US | 85,762.65 | $85,556.53 | |
| 29372EBL1 | ENTERPRISE FLEET FINANCING FLT 1.59000 02/22/2021 | US | 25,459.51 | $25,437.80 | |
| 294429105 | EQUIFAX INC | US | EFX | 2,258.78 | $266,106.33 |
| 29444U700 | EQUINIX INC | US | EQIX | 343.73 | $143,725.88 |
| 294628102 | EQUITY COMMONWEALTH | US | EQC | 584.34 | $17,921.57 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 319.17 | $28,013.97 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 657.99 | $40,545.41 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 117.85 | $28,363.93 |
| 298736109 | EURONET WORLDWIDE INC | US | EEFT | 3,083.72 | $243,367.14 |
| 30161N101 | EXELON CORP | US | EXC | 800.39 | $31,223.30 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 982,076.26 | $966,703.82 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 451.76 | $39,465.32 |
| 30231G102 | EXXON MOBIL CORP | US | XOM | 2,577.95 | $192,340.86 |
| 302491303 | FMC CORP | US | FMC | 1,031.18 | $78,957.46 |
| 30287EAE0 | FREMF 2014-K41 B FLT 3.83208 11/25/2047 | US | 268,106.82 | $268,123.76 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.36434 05/25/2045 | US | 132,580.29 | $133,340.78 | |
| 30291YAJ9 | FREMF 2014-K716 B FLT 3.95051 08/25/2047 | US | 442,916.39 | $452,601.91 | |
| 30303M102 | FACEBOOK INC -A | US | FB | 3,771.17 | $602,595.71 |
| 3128M5VT4 | FHLM POOL G03926 6.00000 02/01/2038 | US | 46,764.32 | $52,393.31 | |
| 3128M7C95 | FHLM POOL G05196 5.50000 10/01/2038 | US | 44,440.69 | $48,740.82 | |
| 3128M7KW5 | FHLM POOL G05409 5.50000 03/01/2039 | US | 40,021.53 | $43,901.87 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 221,430.08 | $232,763.71 | |
| 3128MJZU7 | FHLM POOL G08754 4.50000 03/01/2047 | US | 176,977.24 | $185,363.56 | |
| 3128P75P4 | FHLM POOL C91754 4.50000 03/01/2034 | US | 100,138.83 | $105,303.16 | |
| 3128P75X7 | FHLM POOL C91762 4.50000 05/01/2034 | US | 135,589.42 | $143,363.03 | |
| 3128P8BT7 | FHLM POOL C91850 4.00000 09/01/2035 | US | 72,688.53 | $75,446.43 | |
| 3128P8BX8 | FHLM POOL C91854 4.00000 10/01/2035 | US | 221,555.02 | $229,960.73 | |
| 312941F69 | FHLM POOL A92889 4.50000 07/01/2040 | US | 171,613.24 | $181,592.56 | |
| 312941ZQ3 | FHLM POOL Q93451 4.50000 08/01/2040 | US | 170,837.75 | $180,745.45 | |
| 3132J8YK0 | FHLM POOL Q17513 3.50000 04/01/2043 | US | 238,144.42 | $239,950.32 | |
| 3132LNE34 | FHLM POOL K92054 4.00000 10/01/2034 | US | 106,608.56 | $111,052.53 | |
| 3132M45M3 | FHLM POOL Q24752 3.50000 02/01/2044 | US | 196,928.76 | $198,421.87 | |
| 3132QUNJ8 | FHLM POOL Q37592 4.00000 12/01/2045 | US | 259,934.46 | $267,668.80 | |
| 3132WF3E7 | FHLM POOL Q42596 3.50000 08/01/2046 | US | 293,726.63 | $294,929.90 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 258,213.26 | $265,372.32 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 282,082.77 | $289,827.48 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 148,671.19 | $152,965.22 | |
| 31335ALP1 | FHLM POOL G60334 4.50000 10/01/2041 | US | 142,019.9 | $150,249.06 | |
| 31335AV54 | FHLM POOL G60636 4.00000 01/01/2046 | US | 181,403.11 | $186,959.66 | |
| 3137B4WB8 | FHMS K033 A2 3.06000 07/25/2023 | US | 652,098.63 | $655,750.84 | |
| 3137B5KW2 | FHMS K035 A2 3.45800 08/25/2023 | US | 713,969.44 | $732,016.30 | |
| 3137BT7J4 | FHMS KJ10 A2 2.91200 12/25/2023 | US | 508,715.5 | $506,562.98 | |
| 3137BWVV3 | FHMS KJ13 A2 2.86400 08/25/2022 | US | 335,870.08 | $335,905.98 | |
| 3138EGE26 | FEDERAL NATL MTG ASSN AL0152 6.00000 06/01/2040 | US | 101,502.11 | $113,788.50 | |
| 3138EHR87 | FEDERAL NATL MTG ASSN AL1410 4.50000 12/01/2041 | US | 160,720.2 | $169,830.24 | |
| 3138EHXZ0 | FEDERAL NATL MTG ASSN AL1595 6.00000 01/01/2040 | US | 77,074.79 | $86,528.51 | |
| 3138EQST0 | FEDERAL NATL MTG ASSN AL7729 4.00000 06/01/2043 | US | 84,283.71 | $87,114.82 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65200 01/01/2049 | US | 172,565.36 | $186,966.03 | |
| 3138WDRZ6 | FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 | US | 132,473.18 | $140,170.96 | |
| 3138WHMS8 | FEDERAL NATL MTG ASSN AS7568 4.50000 07/01/2046 | US | 141,095.8 | $147,804.88 | |
| 3138YTGK4 | FEDERAL NATL MTG ASSN AZ2001 3.50000 05/01/2045 | US | 303,074.95 | $304,381.12 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 124,212.8 | $127,825.90 | |
| 3140EWKL8 | FEDERAL NATL MTG ASSN BC2098 4.00000 06/01/2046 | US | 132,863.93 | $136,440.05 | |
| 3140EX2Y8 | FEDERAL NATL MTG ASSN BC3490 3.50000 02/01/2046 | US | 268,866.89 | $269,735.96 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 211,141.57 | $211,824.57 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 179,291.55 | $184,348.80 | |
| 3140FEX33 | FEDERAL NATL MTG ASSN BD6997 4.00000 10/01/2046 | US | 106,387.12 | $109,265.79 | |
| 3140FEXR0 | FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 | US | 141,188.22 | $145,009.42 | |
| 3140FPGZ6 | FEDERAL NATL MTG ASSN BE3815 4.00000 12/01/2046 | US | 103,153.52 | $105,955.79 | |
| 3140FTWF4 | FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 | US | 141,364.71 | $148,705.39 | |
| 3140Q7HT7 | FEDERAL NATL MTG ASSN FN CA0241 4.00000 08/01/2047 | US | 546,060.9 | $561,462.64 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 25,559.23 | $26,311.84 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 30,571.04 | $31,479.42 | |
| 31410LC75 | FEDERAL NATL MTG ASSN 890294 5.50000 01/01/2039 | US | 97,063.46 | $106,492.04 | |
| 31410LD74 | FHLM POOL 890326 5.50000 01/01/2040 | US | 103,526.73 | $113,542.46 | |
| 31416BRR1 | FEDERAL NATL MTG ASSN 995196 6.00000 07/01/2038 | US | 76,880.52 | $86,333.21 | |
| 31417FB72 | FEDERAL NATL MTG ASSN AB8161 6.00000 12/01/2037 | US | 88,455.4 | $99,306.60 | |
| 31417YJC2 | FEDERAL NATL MTG ASSN MA0258 4.50000 12/01/2039 | US | 120,748.2 | $127,688.07 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 98,994.39 | $104,587.09 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 100,207.19 | $105,836.68 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 342,614.41 | $334,466.25 | |
| 31418CRE6 | FEDERAL NATL MTG ASSN FN MA3184 4.50000 11/01/2047 | US | 542,601.74 | $569,375.47 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 51,263.64 | $56,188.24 | |
| 31419AU62 | FEDERAL NATL MTG ASSN AE0604 6.00000 07/01/2039 | US | 57,848.81 | $64,496.21 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 1,257.06 | $301,832.10 |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 1,099.93 | $34,922.63 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,291.43 | $37,748.51 |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 986.99 | $19,996.35 |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 14,731.14 | $14,952.27 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 | US | 299,533.26 | $300,027.64 | |
| 36143WAS0 | GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 | US | 1,266,878.37 | $1,258,209.63 | |
| 36174X101 | GGP INC | US | GGP | 1,345.44 | $27,527.79 |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 93,297.24 | $92,213.95 | |
| 36251MAE1 | GMALT 2016-3 A4 1.78000 05/20/2020 | US | 220,967.16 | $219,212.22 | |
| 363576109 | ARTHUR J GALLAGHER & CO | US | AJG | 461.58 | $31,724.11 |
| 369604103 | GENERAL ELEC CO | US | GE | 864.23 | $11,649.78 |
| 370334104 | GENERAL MLS INC | US | GIS | 1,021.36 | $46,022.45 |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 2,887.3 | $204,392.26 |
| 374297109 | GETTY REALTY CORP | US | GTY | 874.05 | $22,043.49 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 1,379.82 | $104,024.41 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 44,193.43 | $44,370.21 | |
| 37954A204 | GLOBAL MEDICAL REIT INC | US | GMRE | 1,468.2 | $10,204.02 |
| 38378HVC7 | GNR 2012-113 PY 2.50000 09/20/2042 | US | 245,519.06 | $223,060.48 | |
| 388689101 | GRAPHIC PACKAGING HOLDING CO | US | GPK | 6,800.88 | $104,393.48 |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 39,283.05 | $39,184.84 | |
| 40412CAC5 | HCA HEALTHCARE INC 6.25000 02/15/2021 | US | 10,802.84 | $11,342.98 | |
| 40414L109 | HCP INC | US | HCP | 1,787.38 | $41,520.81 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 24,551.91 | $23,815.35 | |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 913.33 | $24,157.60 |
| 42809H107 | HESS CORP | US | HES | 1,797.2 | $90,974.24 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 40,265.13 | $39,862.48 | |
| 431475AB8 | HILL-ROM HOLDINGS INC 5.00000 02/15/2025 | US | 25,533.98 | $25,310.56 | |
| 437076102 | HOME DEPOT INC | US | HD | 1,247.24 | $222,307.50 |
| 438128308 | HONDA MOTOR CO LTD -SPONS ADR | JP | HMC | 2,460.1 | $85,439.31 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 780.75 | $112,826.27 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 1,158.85 | $21,600.96 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 59,906.65 | $58,708.52 | |
| 446150104 | HUNTINGTON BANCSHARES | US | HBAN | 2,008.35 | $30,326.02 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 33,390.59 | $32,305.40 | |
| 45337C102 | INCYTE CORP | US | INCY | 4,915.29 | $409,591.25 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 1,679.35 | $15,416.44 |
| 456788108 | INFOSYS LIMITED-SP ADR | IN | INFY | 3,437.27 | $61,355.21 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 98,207.63 | $95,506.92 | |
| 458140100 | INTEL CORP | US | INTC | 7,124.96 | $371,068.09 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 923.15 | $141,639.16 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 25,533.98 | $26,410.39 | |
| 46115HBD8 | INTESA SANPAOLO SPA 3.87500 01/12/2028 | IT | 294,622.88 | $277,880.34 | |
| 46186YAA2 | IHSFR 2015-SFR3 A FLT 3.05032 08/17/2032 | US | 251,762.88 | $251,937.63 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.65820 12/17/2036 | US | 78,207.17 | $78,782.14 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 2.95820 12/17/2036 | US | 58,924.58 | $59,208.45 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 1,440.71 | $32,891.31 |
| 466032109 | J&J SNACK FOODS CORP | US | JJSF | 422.29 | $57,668.30 |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 4,051.06 | $445,495.57 |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 1,011,538.54 | $1,049,552.16 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 90,832.68 | $90,339.47 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 124,120.36 | $123,635.54 | |
| 46647SAE0 | JPMMT 2017-3 1A3 3.50000 08/25/2047 | US | 343,842.3 | $341,223.08 | |
| 46648HAE3 | JPMMT 2017-2 A5 3.50000 05/25/2047 | US | 343,647.01 | $343,700.63 | |
| 46648HAF0 | JPMMT 2017-2 A6 3.00000 05/25/2047 | US | 369,102.34 | $363,623.39 | |
| 46649HAC6 | JPMMT 2017-6 A3 3.50000 12/25/2048 | US | 238,012.7 | $236,125.26 | |
| 46649HAE2 | JPMMT 2017-6 A5 3.50000 12/25/2048 | US | 283,363.34 | $283,407.55 | |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 6,373.67 | $816,786.44 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 54,014.19 | $48,612.77 | |
| 485170302 | KANSAS CITY SOUTHERN | US | KSU | 800.39 | $87,923.08 |
| 493267108 | KEYCORP | US | KEY | 2,931.5 | $57,310.78 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 500.86 | $55,159.59 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 874,047.87 | $1,053,682.24 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 31,426.44 | $32,054.97 | |
| 500472303 | KONINKLIJKE PHILIPS NVR - NY ADR | NL | PHG | 1,419.1 | $54,365.73 |
| 500630CK2 | KOREA DEVELOPMENT BANK 1.37500 09/12/2019 | KR | 589,245.75 | $576,367.84 | |
| 500769GZ1 | KFW 1.50000 06/15/2021 | DE | 845,567.66 | $815,981.24 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 23,569.83 | $23,268.14 | |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 34,372.67 | $34,972.82 | |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 648.17 | $41,262.52 |
| 515110BU7 | LANDWIRTSCH. RENTENBANK 2.37500 02/21/2020 | DE | 785,661.01 | $784,773.21 | |
| 517942108 | LASALLE HOTEL PROPERTIES | US | LHO | 549.96 | $15,954.42 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 137.49 | $11,483.22 |
| 532457108 | ELI LILLY & CO | US | LLY | 697.27 | $53,948.10 |
| 534187109 | LINCOLN NATL CORP IND | US | LNC | 387.92 | $28,341.44 |
| 539439AM1 | LLOYDS BANKING GROUP PLC 4.58200 12/10/2025 | GB | 656,026.94 | $655,993.40 | |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 338.82 | $114,496.20 |
| 550021109 | LULULEMON - ADR | CA | LULU | 3,771.17 | $336,086.92 |
| 554382101 | THE MACERICH CO | US | MAC | 265.16 | $14,854.30 |
| 559222AR5 | MAGNA INTERNATIONAL INC 4.15000 10/01/2025 | CA | 392,830.5 | $404,668.63 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 38,300.97 | $36,864.69 | |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 618.71 | $49,645.24 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 2,366.8 | $414,569.35 |
| 580135101 | MCDONALDS CORP | US | MCD | 731.65 | $114,414.93 |
| 58933Y105 | MERCK & CO INC | US | MRK | 7,881.16 | $429,286.89 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 24,551.91 | $23,201.55 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 6,795.97 | $620,267.97 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 500.86 | $45,698.37 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 1,286.52 | $53,686.48 |
| 6174467X1 | MORGAN STANLEY 5.00000 11/24/2025 | US | 412,472.03 | $431,326.79 | |
| 61744YAG3 | MORGAN STANLEY FLT 3.01070 05/08/2024 | US | 1,031,180.07 | $1,047,720.20 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 73,655.72 | $73,563.65 | |
| 624758108 | MUELLER WATER PRODUCTS INC - A | US | MWA | 4,856.37 | $52,788.71 |
| 62942M201 | NTT DOCOMO INC -SPON ADR | JP | DCM | 4,213.11 | $107,729.15 |
| 62944TAE5 | NVR INC 3.95000 09/15/2022 | US | 451,755.08 | $460,838.80 | |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 417.38 | $16,386.43 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 113,470.38 | $114,529.11 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 122,413.25 | $123,631.79 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 158,749.04 | $160,219.77 | |
| 651229106 | NEWELL BRANDS INC | US | NWL | 1,964.15 | $50,046.61 |
| 654106103 | NIKE INC CLASS B | US | NKE | 726.74 | $48,284.37 |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 6,766.51 | $547,071.96 |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 284.8 | $70,454.35 |
| 680223104 | OLD REPUBLIC INTL CORP | US | ORI | 1,419.1 | $30,439.70 |
| 683235AA3 | ONTARIO (PROVINCE OF) 2.00000 09/27/2018 | CA | 207,218.09 | $207,029.45 | |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 202,307.71 | $199,548.23 | |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 1,870.86 | $35,059.83 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 54,014.19 | $55,229.51 | |
| 693475105 | PNC FINANCIAL SERVICES GROUP | US | PNC | 216.06 | $32,676.43 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 43,211.36 | $40,942.76 | |
| 70338P100 | PATTERN ENERGY GROUP INC -A | US | PEGI | 1,433.83 | $24,790.94 |
| 713448108 | PEPSICO INC | US | PEP | 1,797.2 | $196,164.33 |
| 713448CX4 | PEPSICO INC 3.10000 07/17/2022 | US | 294,622.88 | $296,246.45 | |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 1,090,104.64 | $1,053,313.61 | |
| 717081103 | PFIZER INC | US | PFE | 5,401.42 | $191,696.37 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 2,430.64 | $37,845.05 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 324.09 | $5,567.78 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 40,265.13 | $41,070.43 | |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 1,080,283.88 | $1,061,277.03 | |
| 74251V102 | PRINCIPAL FINANCIAL GROUP | US | PFG | 432.11 | $26,320.04 |
| 74333KAA6 | PROG 2017-SFR2 A 2.89700 12/17/2034 | US | 147,311.44 | $144,877.20 | |
| 74340W103 | PROLOGIS | US | PLD | 1,536.95 | $96,812.44 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 657,991.09 | $692,535.62 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 270.07 | $54,119.52 |
| 74736K101 | QORVO INC | US | QRVO | 12,167.92 | $857,230.30 |
| 747525103 | QUALCOMM INC | US | QCOM | 2,096.73 | $116,179.96 |
| 749685103 | RPM INTERNATIONAL INC | US | RPM | 1,036.09 | $49,390.43 |
| 755111507 | RAYTHEON COMPANY | US | RTN | 407.56 | $87,959.95 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 402.65 | $23,748.37 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 1,954.33 | $672,993.68 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 1,851.21 | $34,395.55 |
| 76169C100 | REXFORD INDUSTRIAL REALITY IN | US | REXR | 392.83 | $11,309.59 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 46,157.58 | $47,773.56 | |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 942.79 | $61,781.24 |
| 78408XAD3 | SCGT 2013-SRP1 AJ FLT 3.97660 11/15/2026 | US | 434,077.71 | $433,022.38 | |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 682.54 | $116,660.25 |
| 78442FET1 | SLM CORP 6.12500 03/25/2024 | US | 24,551.91 | $24,459.84 | |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 44,193.43 | $44,635.37 | |
| 78470NAB2 | SOFI 2015-D A2 2.72000 10/27/2036 | US | 120,073.13 | $119,093.22 | |
| 78470RAC1 | SOFI 2016-E A2B 2.49000 01/25/2036 | US | 274,981.35 | $269,325.15 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 274,981.35 | $300,554.56 | |
| 80105N105 | SANOFI-AVENTIS-ADR | FR | SNY | 2,725.26 | $109,228.49 |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 716,915.67 | $700,286.78 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 6,403.14 | $414,795.23 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 3,746.62 | $195,648.54 |
| 81211K100 | SEALED AIR CORP | US | SEE | 8,995.82 | $384,931.07 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 7,679.84 | $401,962.63 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 54,014.19 | $51,583.56 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 128,622.47 | $124,856.66 | |
| 81762P102 | SERVICENOW INC | US | NOW | 2,553.4 | $422,459.74 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 23,569.83 | $22,509.19 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 29,462.29 | $29,535.94 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 716.92 | $110,655.93 |
| 82967NAY4 | SIRIUS XM RADIO INC 3.87500 08/01/2022 | US | 29,462.29 | $28,224.87 | |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 4,807.26 | $481,976.22 |
| 831641FC4 | SBIC 2015-10A 1 2.51700 03/10/2025 | US | 115,465.15 | $114,132.96 | |
| 831641FE0 | SBIC 2015-10B 1 2.82900 09/10/2025 | US | 495,785.84 | $495,541.81 | |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 89,050.97 | $88,357.84 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 73,655.72 | $72,450.44 | |
| 83402JAC2 | SOFI 2016-B A2B 2.74000 10/25/2032 | US | 98,207.63 | $97,173.05 | |
| 83404FAB0 | SOFI 2017-A A2A 1.55000 03/26/2040 | US | 78,691.89 | $78,029.77 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 249,501.34 | $249,110.80 | |
| 83405LAA8 | SCLP 2017-5 A1 2.14000 09/25/2026 | US | 190,217.92 | $189,144.46 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 166,074.24 | $165,301.01 | |
| 834423AA3 | SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 | US | 216,056.78 | $217,167.67 | |
| 835495102 | SONOCO PRODUCTS CO | US | SON | 1,762.83 | $85,497.10 |
| 844741108 | SOUTHWEST AIRLS CO | US | LUV | 775.84 | $44,440.13 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 | US | 26,516.06 | $25,733.84 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 10,802.84 | $11,140.43 | |
| 852061AR1 | SPRINT COMMUNICATIONS 7.00000 08/15/2020 | US | 10,802.84 | $11,234.95 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,327.52 | $55,674.30 |
| 85571BAJ4 | STARWOOD PROPERTY TRUST 4.75000 03/15/2025 | US | 29,462.29 | $28,725.73 | |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 2.99660 11/15/2027 | US | 259,221.24 | $259,479.57 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 824.94 | $20,475.11 |
| 866674104 | SUN COMMUNITIES | US | SUI | 432.11 | $39,482.22 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 1,438.74 | $21,897.65 |
| 867914103 | SUNTRUST BANKS INC | US | STI | 466.49 | $31,739.72 |
| 871829107 | SYSCO CORP | US | SYY | 878.96 | $52,702.34 |
| 87243QAB2 | TENET HEALTHCARE CORP 6.00000 10/01/2020 | US | 19,641.53 | $20,304.43 | |
| 874039100 | TAIWAN SEMICONDUCTOR - SP ADR | TW | TSM | 4,551.92 | $199,192.17 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 48,121.74 | $48,963.87 | |
| 87612E106 | TARGET CORP | US | TGT | 942.79 | $65,458.13 |
| 876664103 | TAUBMAN CTRS INC | US | TCO | 137.49 | $7,824.59 |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 34,372.67 | $29,216.77 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 726,736.43 | $699,977.63 | |
| 88146M101 | TERRENO REALTY CORP | US | TRNO | 319.17 | $11,014.72 |
| 88161DAA9 | TESLA 2018-A A 2.32000 12/20/2019 | US | 207,458.15 | $207,046.74 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 4,311.31 | $447,902.49 |
| 88579Y101 | 3M CO | US | MMM | 1,016.45 | $223,130.87 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 260,737.36 | $256,979.77 | |
| 89613BAA5 | TAH 2013-SFR1 A 2.58900 11/17/2033 | US | 216,864.65 | $212,418.49 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 196,415.25 | $192,057.80 | |
| 896356AE2 | TRINIDAD DRILLING LTD 6.62500 02/15/2025 | CA | 35,354.75 | $32,968.30 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 35,354.75 | $36,415.39 | |
| 902653104 | UDR INC | US | UDR | 1,271.79 | $45,301.12 |
| 902973304 | U.S. BANCORP | US | USB | 2,037.81 | $102,909.32 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 1,158.85 | $15,540.18 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 9,516.32 | $528,726.68 |
| 907818108 | UNION PAC CORP | US | UNP | 893.69 | $120,138.67 |
| 911312106 | UNITED PARCEL SERVICE | US | UPS | 1,011.54 | $105,867.62 |
| 912796PY9 | TREASURY BILL 0.00000 09/06/2018 | US | 2,258,775.39 | $2,240,524.71 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 794,499.69 | $1,078,098.83 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 1,260,985.91 | $1,614,061.97 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 463,664.99 | $451,532.47 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 846,549.73 | $772,972.66 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 6,728,204.43 | $6,690,095.48 | |
| 912828K25 | US TREASURY N/B 0.75000 04/15/2018 | US | 3,343,969.65 | $3,342,972.38 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 1,028,346.48 | $1,024,342.28 | |
| 912828K58 | UNITED STATES TREAS NTS 1.37500 04/30/2020 | US | 3,409,768.76 | $3,344,370.46 | |
| 912828Q78 | US TREASURY N/B 1.37500 04/30/2021 | US | 1,613,551.29 | $1,564,073.26 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 1,203,043.41 | $1,106,564.98 | |
| 912828S76 | US TREASURY N/B 1.12500 07/31/2021 | US | 5,365,082.59 | $5,138,952.73 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 455,267.7 | $447,687.25 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 1,129,387.7 | $1,095,726.65 | |
| 913017109 | UNITED TECHNOLOGIES CORP | US | UTX | 918.24 | $115,533.12 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 1,870.86 | $39,942.76 |
| 91913Y100 | VALERO ENERGY | US | VLO | 721.83 | $66,963.80 |
| 92276F100 | VENTAS INC | US | VTR | 383.01 | $18,970.47 |
| 92339V100 | VEREIT INC | US | VER | 2,504.29 | $17,429.89 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 982,076.26 | $1,088,267.07 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 928.06 | $151,255.55 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 3,417.63 | $408,816.35 |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 603.98 | $40,647.65 |
| 92935JBC8 | WF-RBS COMMERCIAL MORTGAGE T FLT 4.86900 02/15/2044 | US | 346,531.75 | $361,412.55 | |
| 931142103 | WAL MART STORES | US | WMT | 2,509.2 | $223,243.95 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 1,698.99 | $142,919.20 |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 30,444.36 | $30,292.14 | |
| 94856TAA2 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 34,372.67 | $33,943.01 | |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 6,412.96 | $336,103.13 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 451.76 | $24,589.03 |
| 962166104 | WEYERHAEUSER CO | US | WY | 10,797.93 | $377,927.50 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 24,551.91 | $24,613.29 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 20,623.6 | $20,926.77 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 422,292.79 | $403,727.56 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 120,296.74 | $120,841.80 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 133,075.95 | $131,878.41 | |
| 98161FAD7 | WOLS 2016-A A3 1.45000 08/15/2019 | US | 98,207.63 | $97,560.51 | |
| 98416JAE0 | XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 | US | 26,516.06 | $27,311.54 | |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 8,671.73 | $296,226.41 |
| B15C557 | TOTAL SA | FR | FP FP | 741.47 | $42,500.73 |
| B1YY4B3 | UNIBAIL-RODAMCO SE | FR | UL NA | 132.58 | $30,284.50 |
| B29TNV3 | INNERGEX RENEWABLE ENERGY | CA | INE CN | 2,769.46 | $28,310.41 |
| B3FP8W8 | CANADA HOUSING TRUST 4.10000 12/15/2018 | CA | 26,516.06 | $20,942.40 | |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 270,070.97 | $14,549.07 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 32,408.52 | $25,959.76 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 494,966.43 | $26,518.82 | |
| B4YN9R2 | SINGAPORE GOVERNMENT 2.50000 06/01/2019 | SG | 58,924.58 | $45,311.91 | |
| B5W0S97 | ROYAL BANK OF CANADA 3.77000 03/30/2018 | CA | 30,444.36 | $23,635.71 | |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 719,861.9 | $40,223.17 | |
| B68XHC3 | NORTHLAND POWER INC | CA | NPI CN | 1,640.07 | $29,291.69 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 90,351.02 | $5,085.35 | |
| BBG00HGG4WB2 | BABA US 04/20/18 P175 | CN | -6.87 | -$2,027.99 | |
| BBG00HH5X1Q5 | MA US 04/20/18 P160 | US | -7.86 | -$573.53 | |
| BBG00HJYYS71 | REGN US 04/20/18 C360 | US | -2.95 | -$1,443.65 | |
| BBG00K1PWX55 | LULU US 03/29/18 C90 | CA | -13.75 | -$41.25 | |
| BBG00K4117D7 | QRVO US 04/20/18 P67.5 | US | -18.66 | -$2,519.03 | |
| BBG00K4BM7W1 | UL US 04/20/18 P47.5 | GB | -26.52 | -$132.58 | |
| BBG00K5JF822 | MDT US 04/06/18 P77.5 | IE | -15.71 | -$314.26 | |
| BBG00K996BS5 | AMZN US 04/27/18 P1350 | US | -.98 | -$3,535.47 | |
| BBG00KCSQKF1 | SCHW US 04/20/18 P50.5 | US | -24.55 | -$2,455.19 | |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 11,745.63 | $20,869.31 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 4,389.88 | $235,646.92 |
| BP269Z8 | AXIA REAL ESTATE SOCIMI SA | ES | AXIA SM | 500.86 | $10,191.60 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 8,892.7 | $279,574.81 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 5,696.04 | $626,262.10 |
| G29183103 | EATON CORP PLC | US | ETN | 716.92 | $57,288.73 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 13,081.26 | $57,426.71 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 34,372.67 | $35,661.64 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 7,566.9 | $607,016.52 |
| G96629103 | WILLIS TOWERS WATSON PLC | GB | WLTW | 191.5 | $29,145.13 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 476.31 | $39,695.42 |
| H1467J104 | CHUBB LTD | CH | CB | 299.53 | $40,967.16 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 21,153.92 | $209,423.83 |
| N47279109 | INTERXION HOLDING NX | NL | INXN | 903.51 | $56,117.02 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 618.71 | $65,385.07 |
Based on the investments of the underlying fund(s): Manning & Napier Fund, Inc. Pro-Blend® Conservative Term Series through 10/15/2017, and Manning & Napier Fund, Inc. Blended Asset Conservative Series beginning 10/16/2017. Investments will change over time. Fund holdings list does not include securities with positions less than 0.005 shares.
Daily Price
$9.59
Daily $ Change
-$0.03
Daily % Change
-0.31%
as of 04/24/2018
Ticker
MTDRX
CUSIP
56382P831
Inception Date
03/28/2008
Investment Minimum
$2,000.00
Investment minimum may be waived for certain qualified retirement plans and participants in an automatic investment program.
Important Documents
| Summary Prospectus | |
| Prospectus | |
| Statement of Additional Information | |
| Annual Report | |
| Semi-Annual Report | |
| Fact Sheet | |
| Applications & Forms | |
| XBRL-3/20/18 |
Information on Underlying Investments
Blended Asset Series Prospectus
Blended Asset Series SAI
XBRL Blended Asset Series – 11/02/2017
Blended Asset Series Annual Report
Pro-Blend® Series Semi-Annual Report
The financial statements of the underlying investments should be read in conjunction with the Series’ financial statements. Beginning 10/16/2017, the underlying funds are the Manning & Napier Fund, Inc. Blended Asset Series. The Blended Asset Series are not currently available for direct investment. Prior to 10/16/2017, the underlying funds were the Manning & Napier Fund, Inc. Pro-Blend Series. The annual report for the Blended Asset Series as of 10/31/2017 and the semi-annual report for the Pro-Blend Series as of 04/30/2017 are provided above.
Investment Objective
To provide capital preservation and manage risk for investors who have already reached their target date or who desire minimal capital risk as they move towards a future target date.
Investment Strategy
The portfolio is invested in a conservative mix of securities that seeks preservation of capital, with income and long-term capital growth as secondary objectives. The portfolio is diversified primarily among fixed income securities, typically focusing on short to intermediate-term maturities. A position in various stock investments, which may be focused on dividend paying stocks, adds potential for growth opportunities and income generation. For the most part, this approach favors stability over growth. Stock exposure can range from 15% - 45%.
May be Appropriate for Investors
- Who have reached their target date or are already in retirement and seek to minimize declines in account value with potential for modest capital growth and income generation
- Who have a future target date and want to assume a minimal amount of capital risk through limited stock exposure
- Who prefer to take advantage of professional management through a single, diversified investment portfolio
About Target Date Funds
A target date fund is a single investment portfolio designed to meet an investor’s changing needs over time. The fund gradually shifts from a more aggressive to a more conservative investment objective over the years to reflect an appropriate risk/return trade-off for the investor’s changing time horizon.
Annualized Performance
As of 03/31/2018
YTD
-1.23%
1 Year
3.69%
3 Year
2.14%
5 Year
2.93%
10 Year
4.22%
Inception
(03/28/2008)
4.27%
Market Cycle
---
Performance data quoted represents past performance and does not guarantee future results. The investment return and principal value of an investment will fluctuate, so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than that quoted.
Expense Ratio
| Gross | 1.18% |
| Net | 1.17%* |
*Includes acquired fund fees and expenses of the underlying Series, and a 12b-1 fee of 0.50%. Up to 0.25% of the 12b-1 fee is available as a shareholder servicing fee. Reflects the Advisor’s contractual agreement to limit its fees and reimburse certain expenses. The contractual waiver may not be amended or terminated prior to the expiration date (02/29/2028) without the approval of the Fund's Board of Directors.
Top Ten Investments
As of 03/31/2018
| TREASURY NOTES | 19.94% |
| GOVERNMENT AGENCY | 7.99% |
| TREASURY BONDS | 3.10% |
| TREASURY BILLS | 2.00% |
| GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 | 1.13% |
| VERIZON COMMUNICATIONS 5.50000 03/16/2047 | 0.97% |
| CITIGROUP INC 8.12500 07/15/2039 | 0.96% |
| PRICELINE GROUP INC/THE 3.60000 06/01/2026 | 0.95% |
| KINDER MORGAN ENER PART 6.95000 01/15/2038 | 0.94% |
| PETROLEOS MEXICANOS 6.35000 02/12/2048 | 0.94% |
Top Ten Investments list is unaudited and excludes cash.
Asset Allocation
As of 03/31/2018
| Bonds | 71.53% | |
| Stocks | 27.56% | |
| Cash | 0.91% |
Detailed Asset Class Allocation
As of 03/31/2018
| International Equities | 5.78% | |
| Small Capitalization | 0.96% | |
| Mid Capitalization | 3.20% | |
| Large Capitalization | 17.62% | |
| Long Term Fixed Income | 17.26% | |
| Intermediate Term Fixed Income | 34.43% | |
| Short Term Fixed Income | 19.84% | |
| Cash | 0.91% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
March Fund Holdings
As of 03/31/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 000375204 | ABB LTD-SPON ADR | CH | ABB | 3,181.93 | $75,538.95 |
| 00163UAB2 | AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 | US | 26,516.06 | $26,184.61 | |
| 00206REM0 | AT&T INC 3.90000 08/14/2027 | US | 707,094.9 | $711,962.94 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 494,966.43 | $486,200.58 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 1,964.15 | $185,907.04 |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 525.41 | $12,925.11 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 8,529.33 | $110,274.28 |
| 00772BAF8 | AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 | IE | 579,424.99 | $593,524.15 | |
| 008492100 | AGREE REALTY CORP | US | ADC | 235.7 | $11,322.95 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 14,731.14 | $15,320.39 | |
| 009563AD9 | AIRXCEL INC 8.50000 02/15/2022 | US | 33,390.59 | $36,103.58 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 230.79 | $28,823.10 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 1,640.07 | $301,017.96 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 1,109,746.17 | $1,053,265.63 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 25,533.98 | $25,916.99 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 294.62 | $27,930.25 |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 29,462.29 | $29,499.12 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 186.59 | $192,526.33 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 186.59 | $193,524.61 |
| 023135106 | AMAZON.COM INC | US | AMZN | 68.75 | $99,497.88 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 58,846.01 | $427,810.49 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 15,060.14 | $509,328.40 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 672.72 | $25,980.53 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 1,973.97 | $39,637.38 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 716,915.67 | $702,529.25 | |
| 026874784 | AMERICAN INTL GROUP INC | US | AIG | 456.67 | $24,851.73 |
| 026874CY1 | AMERICAN INTL GROUP 4.12500 02/15/2024 | US | 432,113.55 | $438,485.15 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 770.93 | $112,046.95 |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 628.53 | $11,992.33 |
| 031162100 | AMGEN INC | US | AMGN | 770.93 | $131,428.12 |
| 034863AT7 | ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 | GB | 726,736.43 | $696,942.70 | |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 844.59 | $34,416.86 |
| 037612306 | APOLLO GLOBAL MANAGMENT - A | US | APO | 1,306.16 | $38,688.50 |
| 037833100 | APPLE COMPUTER INC | US | AAPL | 574.51 | $96,392.06 |
| 04014Y101 | ARES MANAGEMENT LP | US | ARES | 1,281.61 | $27,426.44 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 707,094.9 | $753,765.70 | |
| 053015103 | AUTOMATIC DATA PROCESSING | US | ADP | 608.89 | $69,096.53 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 510.68 | $83,986.38 |
| 054937107 | BB & T CORPORATION | US | BBT | 1,291.43 | $67,206.03 |
| 055622104 | BP PLC-SPONS ADR | GB | BP | 2,843.11 | $115,259.71 |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 556,837.24 | $538,014.97 | |
| 058498106 | BALL CORP | US | BLL | 10,191.99 | $404,723.82 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 5,833.53 | $174,947.65 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 441,934.32 | $441,064.94 | |
| 06652K103 | BANKUNITED INC | US | BKU | 766.02 | $30,625.46 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 4,910.38 | $398,084.61 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 1,080.28 | $295,803.33 |
| 09247X101 | BLACKROCK INC | US | BLK | 569.6 | $308,566.00 |
| 09253U108 | BLACKSTONE GROUP LP/THE | US | BX | 1,261.97 | $40,319.88 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 1,041 | $8,848.51 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 972,255.49 | $1,041,938.68 | |
| 097023105 | BOEING CO | US | BA | 648.17 | $212,522.09 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 432.11 | $898,964.71 |
| 0989529 | ASTRAZENECA PLC | GB | AZN LN | 854.41 | $58,732.82 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 437.02 | $53,850.09 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 1,330.71 | $21,131.73 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 4,517.55 | $285,735.09 |
| 11133T103 | BROADRIDGE FINANCIAL SOLUTIONS | US | BR | 260.25 | $28,546.85 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 48,121.74 | $45,348.48 | |
| 125896100 | CMS ENERGY CORP | US | CMS | 1,134.3 | $51,372.36 |
| 12626K203 | CRH PLC -SPONSORED ADR | IE | CRH | 1,409.28 | $47,943.69 |
| 12629NAF2 | COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 | US | 535,231.56 | $530,463.13 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 47,139.66 | $44,841.60 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 160,034.98 | $148,620.01 | |
| 126650100 | CVS HEALTH CORP | US | CVS | 1,203.04 | $74,841.33 |
| 12770QAA3 | CZR 2017-VICI A 3.53100 10/15/2034 | US | 255,339.83 | $257,745.26 | |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 1,257.06 | $54,443.17 |
| 14041NFF3 | CAPITAL ONE MULTI-ASSET 1.33000 06/15/2022 | US | 196,415.25 | $193,025.03 | |
| 14314WAD3 | CARMX 2017-3 A3 1.97000 04/15/2022 | US | 223,913.39 | $220,697.36 | |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 9,300.26 | $115,974.27 |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 55,978.35 | $53,319.38 | |
| 16411QAA9 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 29,462.29 | $29,057.18 | |
| 165183AF1 | CFII 2016-2A A1 1.88000 06/15/2028 | US | 268,903.6 | $267,411.59 | |
| 165183AL8 | CFII 2017-2A A1 1.99000 05/15/2029 | US | 142,278.26 | $140,781.89 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 928.06 | $25,809.41 |
| 166764100 | CHEVRON CORP | US | CVX | 746.38 | $85,116.94 |
| 16941R108 | CHINA PETROLEUM & CHEM-ADR | CN | SNP | 1,203.04 | $106,445.28 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 4,547.01 | $195,021.39 |
| 172967424 | CITIGROUP INC | US | C | 2,121.28 | $143,186.72 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 707,094.9 | $1,070,757.36 | |
| 19238VAG0 | COGECO CABLE INC 4.87500 05/01/2020 | CA | 19,641.53 | $19,690.63 | |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 1,095.02 | $78,490.68 |
| 19625JAA1 | CAH 2015-1A A 2.91794 07/17/2032 | US | 225,348.46 | $226,059.10 | |
| 19625W104 | COLONY NORTHSTAR INC-CLASS A | US | CLNS | 7,724.03 | $43,409.05 |
| 198287203 | COLUMBIA PROPERTY TRUST INC | US | CXP | 657.99 | $13,462.50 |
| 199908104 | COMFORT SYSTEMS | US | FIX | 1,261.97 | $52,056.18 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 3,177.02 | $81,776.41 |
| 2099084 | BORALEX INC -A | CA | BLX CN | 1,669.53 | $28,988.53 |
| 21871N101 | CORECIVIC INC | US | CXW | 3,285.05 | $64,124.08 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 618,708.04 | $709,200.44 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 6,349.12 | $55,110.39 |
| 22282E102 | COVANTA HOLDING CORP | US | CVA | 4,281.85 | $62,086.86 |
| 22530LAA4 | CAALT 2017-1A A 2.56000 10/15/2025 | US | 250,429.45 | $249,095.35 | |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 24,551.91 | $23,938.11 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 932.97 | $102,263.11 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 109,438.74 | $102,251.02 | |
| 229663109 | CUBESMART | US | CUBE | 1,728.45 | $48,742.41 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 19,641.53 | $20,721.81 | |
| 23918K108 | DAVITA INC. | US | DVA | 10,036.82 | $661,827.87 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 34,372.67 | $33,222.90 | |
| 247361702 | DELTA AIR LINES INC. | US | DAL | 854.41 | $46,830.01 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 9,025.28 | $132,310.62 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 1,630.25 | $57,140.14 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 893.69 | $94,176.99 |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 1,080.28 | $101,060.56 |
| 26078J100 | DOWDUPONT INC | US | DWDP | 1,600.78 | $101,985.97 |
| 262006208 | DREYFUS GVT CSH MANAGEMENT | US | 1,021,086.13 | $1,021,086.13 | |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 35,354.75 | $35,531.52 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 3,771.17 | $208,960.69 |
| 269246BP8 | E*TRADE FINANCIAL CORP 2.95000 08/24/2022 | US | 304,443.64 | $296,362.90 | |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 103.12 | $8,523.73 |
| 28140H203 | EDUCATION REALTY TRUST INC | US | EDR | 260.25 | $8,523.19 |
| 285512109 | ELECTRONIC ARTS | US | EA | 2,582.86 | $313,146.01 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 16,513.61 | $108,309.10 |
| 291011104 | EMERSON ELEC CO | US | EMR | 972.26 | $66,405.05 |
| 29250NAR6 | ENBRIDGE INC 3.70000 07/15/2027 | CA | 284,802.11 | $273,004.88 | |
| 29372EBF4 | ENTERPRISE FLEET FINANCING LLC 1.64000 03/20/2020 | US | 85,762.65 | $85,556.53 | |
| 29372EBL1 | ENTERPRISE FLEET FINANCING FLT 1.59000 02/22/2021 | US | 25,459.51 | $25,437.80 | |
| 294429105 | EQUIFAX INC | US | EFX | 2,258.78 | $266,106.33 |
| 29444U700 | EQUINIX INC | US | EQIX | 343.73 | $143,725.88 |
| 294628102 | EQUITY COMMONWEALTH | US | EQC | 584.34 | $17,921.57 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 319.17 | $28,013.97 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 657.99 | $40,545.41 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 117.85 | $28,363.93 |
| 298736109 | EURONET WORLDWIDE INC | US | EEFT | 3,083.72 | $243,367.14 |
| 30161N101 | EXELON CORP | US | EXC | 800.39 | $31,223.30 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 982,076.26 | $966,703.82 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 451.76 | $39,465.32 |
| 30231G102 | EXXON MOBIL CORP | US | XOM | 2,577.95 | $192,340.86 |
| 302491303 | FMC CORP | US | FMC | 1,031.18 | $78,957.46 |
| 30287EAE0 | FREMF 2014-K41 B FLT 3.83208 11/25/2047 | US | 268,106.82 | $268,123.76 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.36434 05/25/2045 | US | 132,580.29 | $133,340.78 | |
| 30291YAJ9 | FREMF 2014-K716 B FLT 3.95051 08/25/2047 | US | 442,916.39 | $452,601.91 | |
| 30303M102 | FACEBOOK INC -A | US | FB | 3,771.17 | $602,595.71 |
| 3128M5VT4 | FHLM POOL G03926 6.00000 02/01/2038 | US | 46,764.32 | $52,393.31 | |
| 3128M7C95 | FHLM POOL G05196 5.50000 10/01/2038 | US | 44,440.69 | $48,740.82 | |
| 3128M7KW5 | FHLM POOL G05409 5.50000 03/01/2039 | US | 40,021.53 | $43,901.87 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 221,430.08 | $232,763.71 | |
| 3128MJZU7 | FHLM POOL G08754 4.50000 03/01/2047 | US | 176,977.24 | $185,363.56 | |
| 3128P75P4 | FHLM POOL C91754 4.50000 03/01/2034 | US | 100,138.83 | $105,303.16 | |
| 3128P75X7 | FHLM POOL C91762 4.50000 05/01/2034 | US | 135,589.42 | $143,363.03 | |
| 3128P8BT7 | FHLM POOL C91850 4.00000 09/01/2035 | US | 72,688.53 | $75,446.43 | |
| 3128P8BX8 | FHLM POOL C91854 4.00000 10/01/2035 | US | 221,555.02 | $229,960.73 | |
| 312941F69 | FHLM POOL A92889 4.50000 07/01/2040 | US | 171,613.24 | $181,592.56 | |
| 312941ZQ3 | FHLM POOL Q93451 4.50000 08/01/2040 | US | 170,837.75 | $180,745.45 | |
| 3132J8YK0 | FHLM POOL Q17513 3.50000 04/01/2043 | US | 238,144.42 | $239,950.32 | |
| 3132LNE34 | FHLM POOL K92054 4.00000 10/01/2034 | US | 106,608.56 | $111,052.53 | |
| 3132M45M3 | FHLM POOL Q24752 3.50000 02/01/2044 | US | 196,928.76 | $198,421.87 | |
| 3132QUNJ8 | FHLM POOL Q37592 4.00000 12/01/2045 | US | 259,934.46 | $267,668.80 | |
| 3132WF3E7 | FHLM POOL Q42596 3.50000 08/01/2046 | US | 293,726.63 | $294,929.90 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 258,213.26 | $265,372.32 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 282,082.77 | $289,827.48 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 148,671.19 | $152,965.22 | |
| 31335ALP1 | FHLM POOL G60334 4.50000 10/01/2041 | US | 142,019.9 | $150,249.06 | |
| 31335AV54 | FHLM POOL G60636 4.00000 01/01/2046 | US | 181,403.11 | $186,959.66 | |
| 3137B4WB8 | FHMS K033 A2 3.06000 07/25/2023 | US | 652,098.63 | $655,750.84 | |
| 3137B5KW2 | FHMS K035 A2 3.45800 08/25/2023 | US | 713,969.44 | $732,016.30 | |
| 3137BT7J4 | FHMS KJ10 A2 2.91200 12/25/2023 | US | 508,715.5 | $506,562.98 | |
| 3137BWVV3 | FHMS KJ13 A2 2.86400 08/25/2022 | US | 335,870.08 | $335,905.98 | |
| 3138EGE26 | FEDERAL NATL MTG ASSN AL0152 6.00000 06/01/2040 | US | 101,502.11 | $113,788.50 | |
| 3138EHR87 | FEDERAL NATL MTG ASSN AL1410 4.50000 12/01/2041 | US | 160,720.2 | $169,830.24 | |
| 3138EHXZ0 | FEDERAL NATL MTG ASSN AL1595 6.00000 01/01/2040 | US | 77,074.79 | $86,528.51 | |
| 3138EQST0 | FEDERAL NATL MTG ASSN AL7729 4.00000 06/01/2043 | US | 84,283.71 | $87,114.82 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65200 01/01/2049 | US | 172,565.36 | $186,966.03 | |
| 3138WDRZ6 | FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 | US | 132,473.18 | $140,170.96 | |
| 3138WHMS8 | FEDERAL NATL MTG ASSN AS7568 4.50000 07/01/2046 | US | 141,095.8 | $147,804.88 | |
| 3138YTGK4 | FEDERAL NATL MTG ASSN AZ2001 3.50000 05/01/2045 | US | 303,074.95 | $304,381.12 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 124,212.8 | $127,825.90 | |
| 3140EWKL8 | FEDERAL NATL MTG ASSN BC2098 4.00000 06/01/2046 | US | 132,863.93 | $136,440.05 | |
| 3140EX2Y8 | FEDERAL NATL MTG ASSN BC3490 3.50000 02/01/2046 | US | 268,866.89 | $269,735.96 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 211,141.57 | $211,824.57 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 179,291.55 | $184,348.80 | |
| 3140FEX33 | FEDERAL NATL MTG ASSN BD6997 4.00000 10/01/2046 | US | 106,387.12 | $109,265.79 | |
| 3140FEXR0 | FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 | US | 141,188.22 | $145,009.42 | |
| 3140FPGZ6 | FEDERAL NATL MTG ASSN BE3815 4.00000 12/01/2046 | US | 103,153.52 | $105,955.79 | |
| 3140FTWF4 | FEDERAL NATL MTG ASSN BE7845 4.50000 02/01/2047 | US | 141,364.71 | $148,705.39 | |
| 3140Q7HT7 | FEDERAL NATL MTG ASSN FN CA0241 4.00000 08/01/2047 | US | 546,060.9 | $561,462.64 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 25,559.23 | $26,311.84 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 30,571.04 | $31,479.42 | |
| 31410LC75 | FEDERAL NATL MTG ASSN 890294 5.50000 01/01/2039 | US | 97,063.46 | $106,492.04 | |
| 31410LD74 | FHLM POOL 890326 5.50000 01/01/2040 | US | 103,526.73 | $113,542.46 | |
| 31416BRR1 | FEDERAL NATL MTG ASSN 995196 6.00000 07/01/2038 | US | 76,880.52 | $86,333.21 | |
| 31417FB72 | FEDERAL NATL MTG ASSN AB8161 6.00000 12/01/2037 | US | 88,455.4 | $99,306.60 | |
| 31417YJC2 | FEDERAL NATL MTG ASSN MA0258 4.50000 12/01/2039 | US | 120,748.2 | $127,688.07 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 98,994.39 | $104,587.09 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 100,207.19 | $105,836.68 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 342,614.41 | $334,466.25 | |
| 31418CRE6 | FEDERAL NATL MTG ASSN FN MA3184 4.50000 11/01/2047 | US | 542,601.74 | $569,375.47 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 51,263.64 | $56,188.24 | |
| 31419AU62 | FEDERAL NATL MTG ASSN AE0604 6.00000 07/01/2039 | US | 57,848.81 | $64,496.21 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 1,257.06 | $301,832.10 |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 1,099.93 | $34,922.63 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,291.43 | $37,748.51 |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 986.99 | $19,996.35 |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 14,731.14 | $14,952.27 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 | US | 299,533.26 | $300,027.64 | |
| 36143WAS0 | GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 | US | 1,266,878.37 | $1,258,209.63 | |
| 36174X101 | GGP INC | US | GGP | 1,345.44 | $27,527.79 |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 93,297.24 | $92,213.95 | |
| 36251MAE1 | GMALT 2016-3 A4 1.78000 05/20/2020 | US | 220,967.16 | $219,212.22 | |
| 363576109 | ARTHUR J GALLAGHER & CO | US | AJG | 461.58 | $31,724.11 |
| 369604103 | GENERAL ELEC CO | US | GE | 864.23 | $11,649.78 |
| 370334104 | GENERAL MLS INC | US | GIS | 1,021.36 | $46,022.45 |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 2,887.3 | $204,392.26 |
| 374297109 | GETTY REALTY CORP | US | GTY | 874.05 | $22,043.49 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 1,379.82 | $104,024.41 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 44,193.43 | $44,370.21 | |
| 37954A204 | GLOBAL MEDICAL REIT INC | US | GMRE | 1,468.2 | $10,204.02 |
| 38378HVC7 | GNR 2012-113 PY 2.50000 09/20/2042 | US | 245,519.06 | $223,060.48 | |
| 388689101 | GRAPHIC PACKAGING HOLDING CO | US | GPK | 6,800.88 | $104,393.48 |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 39,283.05 | $39,184.84 | |
| 40412CAC5 | HCA HEALTHCARE INC 6.25000 02/15/2021 | US | 10,802.84 | $11,342.98 | |
| 40414L109 | HCP INC | US | HCP | 1,787.38 | $41,520.81 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 24,551.91 | $23,815.35 | |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 913.33 | $24,157.60 |
| 42809H107 | HESS CORP | US | HES | 1,797.2 | $90,974.24 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 40,265.13 | $39,862.48 | |
| 431475AB8 | HILL-ROM HOLDINGS INC 5.00000 02/15/2025 | US | 25,533.98 | $25,310.56 | |
| 437076102 | HOME DEPOT INC | US | HD | 1,247.24 | $222,307.50 |
| 438128308 | HONDA MOTOR CO LTD -SPONS ADR | JP | HMC | 2,460.1 | $85,439.31 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 780.75 | $112,826.27 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 1,158.85 | $21,600.96 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 59,906.65 | $58,708.52 | |
| 446150104 | HUNTINGTON BANCSHARES | US | HBAN | 2,008.35 | $30,326.02 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 33,390.59 | $32,305.40 | |
| 45337C102 | INCYTE CORP | US | INCY | 4,915.29 | $409,591.25 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 1,679.35 | $15,416.44 |
| 456788108 | INFOSYS LIMITED-SP ADR | IN | INFY | 3,437.27 | $61,355.21 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 98,207.63 | $95,506.92 | |
| 458140100 | INTEL CORP | US | INTC | 7,124.96 | $371,068.09 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 923.15 | $141,639.16 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 25,533.98 | $26,410.39 | |
| 46115HBD8 | INTESA SANPAOLO SPA 3.87500 01/12/2028 | IT | 294,622.88 | $277,880.34 | |
| 46186YAA2 | IHSFR 2015-SFR3 A FLT 3.05032 08/17/2032 | US | 251,762.88 | $251,937.63 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.65820 12/17/2036 | US | 78,207.17 | $78,782.14 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 2.95820 12/17/2036 | US | 58,924.58 | $59,208.45 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 1,440.71 | $32,891.31 |
| 466032109 | J&J SNACK FOODS CORP | US | JJSF | 422.29 | $57,668.30 |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 4,051.06 | $445,495.57 |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 1,011,538.54 | $1,049,552.16 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 90,832.68 | $90,339.47 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 124,120.36 | $123,635.54 | |
| 46647SAE0 | JPMMT 2017-3 1A3 3.50000 08/25/2047 | US | 343,842.3 | $341,223.08 | |
| 46648HAE3 | JPMMT 2017-2 A5 3.50000 05/25/2047 | US | 343,647.01 | $343,700.63 | |
| 46648HAF0 | JPMMT 2017-2 A6 3.00000 05/25/2047 | US | 369,102.34 | $363,623.39 | |
| 46649HAC6 | JPMMT 2017-6 A3 3.50000 12/25/2048 | US | 238,012.7 | $236,125.26 | |
| 46649HAE2 | JPMMT 2017-6 A5 3.50000 12/25/2048 | US | 283,363.34 | $283,407.55 | |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 6,373.67 | $816,786.44 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 54,014.19 | $48,612.77 | |
| 485170302 | KANSAS CITY SOUTHERN | US | KSU | 800.39 | $87,923.08 |
| 493267108 | KEYCORP | US | KEY | 2,931.5 | $57,310.78 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 500.86 | $55,159.59 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 874,047.87 | $1,053,682.24 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 31,426.44 | $32,054.97 | |
| 500472303 | KONINKLIJKE PHILIPS NVR - NY ADR | NL | PHG | 1,419.1 | $54,365.73 |
| 500630CK2 | KOREA DEVELOPMENT BANK 1.37500 09/12/2019 | KR | 589,245.75 | $576,367.84 | |
| 500769GZ1 | KFW 1.50000 06/15/2021 | DE | 845,567.66 | $815,981.24 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 23,569.83 | $23,268.14 | |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 34,372.67 | $34,972.82 | |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 648.17 | $41,262.52 |
| 515110BU7 | LANDWIRTSCH. RENTENBANK 2.37500 02/21/2020 | DE | 785,661.01 | $784,773.21 | |
| 517942108 | LASALLE HOTEL PROPERTIES | US | LHO | 549.96 | $15,954.42 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 137.49 | $11,483.22 |
| 532457108 | ELI LILLY & CO | US | LLY | 697.27 | $53,948.10 |
| 534187109 | LINCOLN NATL CORP IND | US | LNC | 387.92 | $28,341.44 |
| 539439AM1 | LLOYDS BANKING GROUP PLC 4.58200 12/10/2025 | GB | 656,026.94 | $655,993.40 | |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 338.82 | $114,496.20 |
| 550021109 | LULULEMON - ADR | CA | LULU | 3,771.17 | $336,086.92 |
| 554382101 | THE MACERICH CO | US | MAC | 265.16 | $14,854.30 |
| 559222AR5 | MAGNA INTERNATIONAL INC 4.15000 10/01/2025 | CA | 392,830.5 | $404,668.63 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 38,300.97 | $36,864.69 | |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 618.71 | $49,645.24 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 2,366.8 | $414,569.35 |
| 580135101 | MCDONALDS CORP | US | MCD | 731.65 | $114,414.93 |
| 58933Y105 | MERCK & CO INC | US | MRK | 7,881.16 | $429,286.89 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 24,551.91 | $23,201.55 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 6,795.97 | $620,267.97 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 500.86 | $45,698.37 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 1,286.52 | $53,686.48 |
| 6174467X1 | MORGAN STANLEY 5.00000 11/24/2025 | US | 412,472.03 | $431,326.79 | |
| 61744YAG3 | MORGAN STANLEY FLT 3.01070 05/08/2024 | US | 1,031,180.07 | $1,047,720.20 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 73,655.72 | $73,563.65 | |
| 624758108 | MUELLER WATER PRODUCTS INC - A | US | MWA | 4,856.37 | $52,788.71 |
| 62942M201 | NTT DOCOMO INC -SPON ADR | JP | DCM | 4,213.11 | $107,729.15 |
| 62944TAE5 | NVR INC 3.95000 09/15/2022 | US | 451,755.08 | $460,838.80 | |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 417.38 | $16,386.43 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 113,470.38 | $114,529.11 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 122,413.25 | $123,631.79 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 158,749.04 | $160,219.77 | |
| 651229106 | NEWELL BRANDS INC | US | NWL | 1,964.15 | $50,046.61 |
| 654106103 | NIKE INC CLASS B | US | NKE | 726.74 | $48,284.37 |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 6,766.51 | $547,071.96 |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 284.8 | $70,454.35 |
| 680223104 | OLD REPUBLIC INTL CORP | US | ORI | 1,419.1 | $30,439.70 |
| 683235AA3 | ONTARIO (PROVINCE OF) 2.00000 09/27/2018 | CA | 207,218.09 | $207,029.45 | |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 202,307.71 | $199,548.23 | |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 1,870.86 | $35,059.83 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 54,014.19 | $55,229.51 | |
| 693475105 | PNC FINANCIAL SERVICES GROUP | US | PNC | 216.06 | $32,676.43 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 43,211.36 | $40,942.76 | |
| 70338P100 | PATTERN ENERGY GROUP INC -A | US | PEGI | 1,433.83 | $24,790.94 |
| 713448108 | PEPSICO INC | US | PEP | 1,797.2 | $196,164.33 |
| 713448CX4 | PEPSICO INC 3.10000 07/17/2022 | US | 294,622.88 | $296,246.45 | |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 1,090,104.64 | $1,053,313.61 | |
| 717081103 | PFIZER INC | US | PFE | 5,401.42 | $191,696.37 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 2,430.64 | $37,845.05 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 324.09 | $5,567.78 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 40,265.13 | $41,070.43 | |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 1,080,283.88 | $1,061,277.03 | |
| 74251V102 | PRINCIPAL FINANCIAL GROUP | US | PFG | 432.11 | $26,320.04 |
| 74333KAA6 | PROG 2017-SFR2 A 2.89700 12/17/2034 | US | 147,311.44 | $144,877.20 | |
| 74340W103 | PROLOGIS | US | PLD | 1,536.95 | $96,812.44 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 657,991.09 | $692,535.62 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 270.07 | $54,119.52 |
| 74736K101 | QORVO INC | US | QRVO | 12,167.92 | $857,230.30 |
| 747525103 | QUALCOMM INC | US | QCOM | 2,096.73 | $116,179.96 |
| 749685103 | RPM INTERNATIONAL INC | US | RPM | 1,036.09 | $49,390.43 |
| 755111507 | RAYTHEON COMPANY | US | RTN | 407.56 | $87,959.95 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 402.65 | $23,748.37 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 1,954.33 | $672,993.68 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 1,851.21 | $34,395.55 |
| 76169C100 | REXFORD INDUSTRIAL REALITY IN | US | REXR | 392.83 | $11,309.59 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 46,157.58 | $47,773.56 | |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 942.79 | $61,781.24 |
| 78408XAD3 | SCGT 2013-SRP1 AJ FLT 3.97660 11/15/2026 | US | 434,077.71 | $433,022.38 | |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 682.54 | $116,660.25 |
| 78442FET1 | SLM CORP 6.12500 03/25/2024 | US | 24,551.91 | $24,459.84 | |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 44,193.43 | $44,635.37 | |
| 78470NAB2 | SOFI 2015-D A2 2.72000 10/27/2036 | US | 120,073.13 | $119,093.22 | |
| 78470RAC1 | SOFI 2016-E A2B 2.49000 01/25/2036 | US | 274,981.35 | $269,325.15 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 274,981.35 | $300,554.56 | |
| 80105N105 | SANOFI-AVENTIS-ADR | FR | SNY | 2,725.26 | $109,228.49 |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 716,915.67 | $700,286.78 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 6,403.14 | $414,795.23 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 3,746.62 | $195,648.54 |
| 81211K100 | SEALED AIR CORP | US | SEE | 8,995.82 | $384,931.07 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 7,679.84 | $401,962.63 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 54,014.19 | $51,583.56 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 128,622.47 | $124,856.66 | |
| 81762P102 | SERVICENOW INC | US | NOW | 2,553.4 | $422,459.74 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 23,569.83 | $22,509.19 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 29,462.29 | $29,535.94 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 716.92 | $110,655.93 |
| 82967NAY4 | SIRIUS XM RADIO INC 3.87500 08/01/2022 | US | 29,462.29 | $28,224.87 | |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 4,807.26 | $481,976.22 |
| 831641FC4 | SBIC 2015-10A 1 2.51700 03/10/2025 | US | 115,465.15 | $114,132.96 | |
| 831641FE0 | SBIC 2015-10B 1 2.82900 09/10/2025 | US | 495,785.84 | $495,541.81 | |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 89,050.97 | $88,357.84 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 73,655.72 | $72,450.44 | |
| 83402JAC2 | SOFI 2016-B A2B 2.74000 10/25/2032 | US | 98,207.63 | $97,173.05 | |
| 83404FAB0 | SOFI 2017-A A2A 1.55000 03/26/2040 | US | 78,691.89 | $78,029.77 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 249,501.34 | $249,110.80 | |
| 83405LAA8 | SCLP 2017-5 A1 2.14000 09/25/2026 | US | 190,217.92 | $189,144.46 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 166,074.24 | $165,301.01 | |
| 834423AA3 | SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 | US | 216,056.78 | $217,167.67 | |
| 835495102 | SONOCO PRODUCTS CO | US | SON | 1,762.83 | $85,497.10 |
| 844741108 | SOUTHWEST AIRLS CO | US | LUV | 775.84 | $44,440.13 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 | US | 26,516.06 | $25,733.84 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 10,802.84 | $11,140.43 | |
| 852061AR1 | SPRINT COMMUNICATIONS 7.00000 08/15/2020 | US | 10,802.84 | $11,234.95 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,327.52 | $55,674.30 |
| 85571BAJ4 | STARWOOD PROPERTY TRUST 4.75000 03/15/2025 | US | 29,462.29 | $28,725.73 | |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 2.99660 11/15/2027 | US | 259,221.24 | $259,479.57 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 824.94 | $20,475.11 |
| 866674104 | SUN COMMUNITIES | US | SUI | 432.11 | $39,482.22 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 1,438.74 | $21,897.65 |
| 867914103 | SUNTRUST BANKS INC | US | STI | 466.49 | $31,739.72 |
| 871829107 | SYSCO CORP | US | SYY | 878.96 | $52,702.34 |
| 87243QAB2 | TENET HEALTHCARE CORP 6.00000 10/01/2020 | US | 19,641.53 | $20,304.43 | |
| 874039100 | TAIWAN SEMICONDUCTOR - SP ADR | TW | TSM | 4,551.92 | $199,192.17 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 48,121.74 | $48,963.87 | |
| 87612E106 | TARGET CORP | US | TGT | 942.79 | $65,458.13 |
| 876664103 | TAUBMAN CTRS INC | US | TCO | 137.49 | $7,824.59 |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 34,372.67 | $29,216.77 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 726,736.43 | $699,977.63 | |
| 88146M101 | TERRENO REALTY CORP | US | TRNO | 319.17 | $11,014.72 |
| 88161DAA9 | TESLA 2018-A A 2.32000 12/20/2019 | US | 207,458.15 | $207,046.74 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 4,311.31 | $447,902.49 |
| 88579Y101 | 3M CO | US | MMM | 1,016.45 | $223,130.87 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 260,737.36 | $256,979.77 | |
| 89613BAA5 | TAH 2013-SFR1 A 2.58900 11/17/2033 | US | 216,864.65 | $212,418.49 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 196,415.25 | $192,057.80 | |
| 896356AE2 | TRINIDAD DRILLING LTD 6.62500 02/15/2025 | CA | 35,354.75 | $32,968.30 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 35,354.75 | $36,415.39 | |
| 902653104 | UDR INC | US | UDR | 1,271.79 | $45,301.12 |
| 902973304 | U.S. BANCORP | US | USB | 2,037.81 | $102,909.32 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 1,158.85 | $15,540.18 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 9,516.32 | $528,726.68 |
| 907818108 | UNION PAC CORP | US | UNP | 893.69 | $120,138.67 |
| 911312106 | UNITED PARCEL SERVICE | US | UPS | 1,011.54 | $105,867.62 |
| 912796PY9 | TREASURY BILL 0.00000 09/06/2018 | US | 2,258,775.39 | $2,240,524.71 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 794,499.69 | $1,078,098.83 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 1,260,985.91 | $1,614,061.97 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 463,664.99 | $451,532.47 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 846,549.73 | $772,972.66 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 6,728,204.43 | $6,690,095.48 | |
| 912828K25 | US TREASURY N/B 0.75000 04/15/2018 | US | 3,343,969.65 | $3,342,972.38 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 1,028,346.48 | $1,024,342.28 | |
| 912828K58 | UNITED STATES TREAS NTS 1.37500 04/30/2020 | US | 3,409,768.76 | $3,344,370.46 | |
| 912828Q78 | US TREASURY N/B 1.37500 04/30/2021 | US | 1,613,551.29 | $1,564,073.26 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 1,203,043.41 | $1,106,564.98 | |
| 912828S76 | US TREASURY N/B 1.12500 07/31/2021 | US | 5,365,082.59 | $5,138,952.73 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 455,267.7 | $447,687.25 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 1,129,387.7 | $1,095,726.65 | |
| 913017109 | UNITED TECHNOLOGIES CORP | US | UTX | 918.24 | $115,533.12 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 1,870.86 | $39,942.76 |
| 91913Y100 | VALERO ENERGY | US | VLO | 721.83 | $66,963.80 |
| 92276F100 | VENTAS INC | US | VTR | 383.01 | $18,970.47 |
| 92339V100 | VEREIT INC | US | VER | 2,504.29 | $17,429.89 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 982,076.26 | $1,088,267.07 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 928.06 | $151,255.55 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 3,417.63 | $408,816.35 |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 603.98 | $40,647.65 |
| 92935JBC8 | WF-RBS COMMERCIAL MORTGAGE T FLT 4.86900 02/15/2044 | US | 346,531.75 | $361,412.55 | |
| 931142103 | WAL MART STORES | US | WMT | 2,509.2 | $223,243.95 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 1,698.99 | $142,919.20 |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 30,444.36 | $30,292.14 | |
| 94856TAA2 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 34,372.67 | $33,943.01 | |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 6,412.96 | $336,103.13 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 451.76 | $24,589.03 |
| 962166104 | WEYERHAEUSER CO | US | WY | 10,797.93 | $377,927.50 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 24,551.91 | $24,613.29 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 20,623.6 | $20,926.77 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 422,292.79 | $403,727.56 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 120,296.74 | $120,841.80 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 133,075.95 | $131,878.41 | |
| 98161FAD7 | WOLS 2016-A A3 1.45000 08/15/2019 | US | 98,207.63 | $97,560.51 | |
| 98416JAE0 | XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 | US | 26,516.06 | $27,311.54 | |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 8,671.73 | $296,226.41 |
| B15C557 | TOTAL SA | FR | FP FP | 741.47 | $42,500.73 |
| B1YY4B3 | UNIBAIL-RODAMCO SE | FR | UL NA | 132.58 | $30,284.50 |
| B29TNV3 | INNERGEX RENEWABLE ENERGY | CA | INE CN | 2,769.46 | $28,310.41 |
| B3FP8W8 | CANADA HOUSING TRUST 4.10000 12/15/2018 | CA | 26,516.06 | $20,942.40 | |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 270,070.97 | $14,549.07 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 32,408.52 | $25,959.76 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 494,966.43 | $26,518.82 | |
| B4YN9R2 | SINGAPORE GOVERNMENT 2.50000 06/01/2019 | SG | 58,924.58 | $45,311.91 | |
| B5W0S97 | ROYAL BANK OF CANADA 3.77000 03/30/2018 | CA | 30,444.36 | $23,635.71 | |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 719,861.9 | $40,223.17 | |
| B68XHC3 | NORTHLAND POWER INC | CA | NPI CN | 1,640.07 | $29,291.69 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 90,351.02 | $5,085.35 | |
| BBG00HGG4WB2 | BABA US 04/20/18 P175 | CN | -6.87 | -$2,027.99 | |
| BBG00HH5X1Q5 | MA US 04/20/18 P160 | US | -7.86 | -$573.53 | |
| BBG00HJYYS71 | REGN US 04/20/18 C360 | US | -2.95 | -$1,443.65 | |
| BBG00K1PWX55 | LULU US 03/29/18 C90 | CA | -13.75 | -$41.25 | |
| BBG00K4117D7 | QRVO US 04/20/18 P67.5 | US | -18.66 | -$2,519.03 | |
| BBG00K4BM7W1 | UL US 04/20/18 P47.5 | GB | -26.52 | -$132.58 | |
| BBG00K5JF822 | MDT US 04/06/18 P77.5 | IE | -15.71 | -$314.26 | |
| BBG00K996BS5 | AMZN US 04/27/18 P1350 | US | -.98 | -$3,535.47 | |
| BBG00KCSQKF1 | SCHW US 04/20/18 P50.5 | US | -24.55 | -$2,455.19 | |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 11,745.63 | $20,869.31 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 4,389.88 | $235,646.92 |
| BP269Z8 | AXIA REAL ESTATE SOCIMI SA | ES | AXIA SM | 500.86 | $10,191.60 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 8,892.7 | $279,574.81 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 5,696.04 | $626,262.10 |
| G29183103 | EATON CORP PLC | US | ETN | 716.92 | $57,288.73 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 13,081.26 | $57,426.71 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 34,372.67 | $35,661.64 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 7,566.9 | $607,016.52 |
| G96629103 | WILLIS TOWERS WATSON PLC | GB | WLTW | 191.5 | $29,145.13 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 476.31 | $39,695.42 |
| H1467J104 | CHUBB LTD | CH | CB | 299.53 | $40,967.16 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 21,153.92 | $209,423.83 |
| N47279109 | INTERXION HOLDING NX | NL | INXN | 903.51 | $56,117.02 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 618.71 | $65,385.07 |
Based on the investments of the underlying fund(s): Manning & Napier Fund, Inc. Pro-Blend® Conservative Term Series through 10/15/2017, and Manning & Napier Fund, Inc. Blended Asset Conservative Series beginning 10/16/2017. Investments will change over time. Fund holdings list does not include securities with positions less than 0.005 shares.
A Word About Risk
Each Manning & Napier Fund, Inc. Target Series is invested in one or two of four proprietary risk-based funds based on the Target Series becoming increasingly conservative over time. Because the underlying funds invest in both stocks and bonds, the value of your investment will fluctuate in response to stock market movements and changes in interest rates. Investing in target date funds will also involve a number of other risks, including issuer-specific risk, foreign investment risk, and small-cap/mid-cap risk, as the underlying investments change over time. Investments in options and futures, like all derivatives, can be highly volatile and involve risks in addition to the risks of the underlying instrument on which the derivative is based, such as counterparty, correlation and liquidity risk. Also, the use of leverage increases exposure to the market and may magnify potential losses. Principal value is not guaranteed at any time, including at the target date (the approximate year when an investor plans to stop contributions and start periodic withdrawals).
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