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Pro-Mix® Maximum Term CIT
Pro-Mix® Maximum Term CIT
Fi360 ETF Target 2015 CIT
Fi360 ETF Target 2020 CIT
Fi360 ETF Target 2025 CIT
Fi360 ETF Target 2030 CIT
Fi360 ETF Target 2035 CIT
Fi360 ETF Target 2040 CIT
Fi360 ETF Target 2045 CIT
Fi360 ETF Target 2050 CIT
Fi360 ETF Target 2055 CIT
Fi360 ETF Target Income CIT
Pro-Mix® Conservative Term CIT
Pro-Mix® Extended Term CIT
Pro-Mix® Maximum Term CIT
Pro-Mix® Moderate Term CIT
Retirement Target 2015 CIT
Retirement Target 2020 CIT
Retirement Target 2025 CIT
Retirement Target 2030 CIT
Retirement Target 2035 CIT
Retirement Target 2040 CIT
Retirement Target 2045 CIT
Retirement Target 2050 CIT
Retirement Target 2055 CIT
Retirement Target 2060 CIT
Retirement Target Income CIT
Investment Objective
To provide long-term capital growth.
Investment Strategy
The portfolio is invested in an aggressive, growth-oriented mix of securities that seeks to earn the long-term growth typically associated with the stock market. Holdings are diversified primarily among various stock investments in both domestic and foreign markets; only a minor portion of the fund is invested in fixed income securities.
The fund manager will adjust the investment mix over time to manage risk by continually evaluating individual securities and market conditions to determine the relative attractiveness of each investment. In general, stock exposure will increase when valuations are low and decrease during speculative markets.
May be Appropriate for Investors
- Who seek long-term capital growth and generally have the time to withstand market volatility
- Who have a very high capital risk tolerance
About Our Risk-Based Funds
Risk-based funds offer professional management and asset allocation through a choice of investment objectives that range from fairly aggressive to fairly conservative. All an investor has to do is determine which objective best suits his or her current risk tolerance and investment time horizon, then decide when to move to a different objective as his or her personal situation changes over the years.
Time Horizon & Range of Stock Exposure
| Conservative Term | Moderate Term | Extended Term | Maximum Term |
| 0-5 Years | 3-10 Years | 7-20 Years | 15+ Years |
| 15-45% | 20-60% | 40-70% | 70-95% |
Generally, the longer your time horizon, the more aggressive your investment objective can be. Greater stock exposure is typically associated with higher return potential and higher capital risk.
Daily Price
$14.85
Daily $ Change
$0.06
Daily % Change
0.40%
as of 08/17/2018
CUSIP
302027156
Inception Date
10/15/2013
This fund is only available for use within certain qualified employee benefit plans.
Important Documents
| Annual Report | |
| Applications & Forms |
Performance
As of 07/31/2018
YTD
5.97%
1 Year
12.88%
3 Year
9.37%
5 Year
8.98%
10 Year
8.28%
Inception
(01/01/2000)
7.79%
US Stock Market Cycle (04/01/2000 - 07/31/2018)
7.95%
Performance through the inception date of the Pro-Mix® CIT Class U units is based on the historical performance of the CIT's oldest unit class. Returns are net of Pro-Mix CIT® Class U expenses. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.
Expense Ratio
| Gross | 0.53% |
| Net | 0.49%* |
*Reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 07/31/2018
| TREASURY NOTES | 9.28% |
| O'REILLY AUTOMOTIVE INC | 1.88% |
| QORVO INC | 1.84% |
| BOOKING HOLDINGS INC | 1.83% |
| MEDTRONIC INC | 1.74% |
| INCYTE CORP | 1.70% |
| MASTERCARD INC-CLASS A | 1.69% |
| LULULEMON - ADR | 1.59% |
| ALIBABA GROUP - ADR | 1.57% |
| TREASURY BONDS | 1.52% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 07/31/2018
| Stocks | 82.37% |
| Bonds | 15.61% |
| Cash | 2.02% |
Detailed Asset Class Allocation
As of 07/31/2018
| International Equities | 28.07% |
| Small Capitalization | 1.82% |
| Mid Capitalization | 6.99% |
| Large Capitalization | 45.50% |
| Long Term Fixed Income | 2.63% |
| Intermediate Term Fixed Income | 11.76% |
| Short Term Fixed Income | 1.21% |
| Cash | 2.02% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
July Fund Holdings
As of 07/31/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 450,000 | $445,310.21 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 75,000 | $77,437.50 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 1,105 | $29,923.40 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 88,875 | $1,167,197.94 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 3,035 | $93,172.22 |
| 00724F101 | ADOBE SYS INC | US | ADBE | 18,360 | $4,492,324.80 |
| 00790X101 | ADVANCED DISPOSAL SERVICES | US | ADSW | 135,805 | $3,340,803.00 |
| 008492100 | AGREE REALTY CORP | US | ADC | 505 | $26,886.20 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 35,000 | $36,137.50 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 205 | $26,125.20 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 37,895 | $7,095,080.85 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 720,000 | $674,626.06 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 70,000 | $70,700.00 | |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 55,000 | $55,082.50 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 2,230 | $2,714,489.80 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 2,210 | $2,712,156.20 |
| 02209S103 | ALTRIA GROUP INC | US | MO | 46,845 | $2,748,864.60 |
| 023135106 | AMAZON.COM INC | US | AMZN | 2,365 | $4,203,645.60 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 868,760 | $4,465,426.40 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 99,860 | $3,663,593.37 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 1,275 | $52,593.75 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 13,230 | $113,252.59 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 4,835 | $107,046.90 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 470,000 | $451,006.54 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 36,010 | $5,338,122.40 |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 905 | $19,466.55 |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 1,715 | $73,144.75 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 2,465 | $44,345.35 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | IE | 60,000 | $58,575.00 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 5,005 | $92,328.00 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 460,000 | $475,479.38 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,695 | $180,365.54 |
| 053332102 | AUTOZONE INC | US | AZO | 7,555 | $5,330,279.15 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,145 | $202,493.25 |
| 058498106 | BALL CORP | US | BLL | 119,280 | $4,648,341.60 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 690,000 | $681,294.03 | |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 54,050 | $5,435,268.00 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 6,185 | $2,068,078.45 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 5,325 | $92,196.90 |
| 09247X101 | BLACKROCK INC | US | BLK | 12,290 | $6,178,920.40 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 8,715 | $223,324.24 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 2,170 | $19,898.90 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 630,000 | $672,369.78 | |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 4,070 | $8,256,890.40 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 1,170 | $146,870.10 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 6,315 | $104,134.35 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 30,715 | $1,804,506.25 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 2,930 | $160,505.40 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 60,000 | $59,475.00 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 50,000 | $49,125.00 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 10,150 | $985,869.50 |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 98,520 | $4,376,258.40 |
| 12572Q105 | CME GROUP INC | US | CME | 6,260 | $996,091.20 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 450,000 | $451,125.00 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 130,000 | $125,125.00 | |
| 13321L108 | CAMECO CORP | CA | CCJ | 7,287 | $78,699.60 |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 97,960 | $4,006,564.00 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 6,325 | $78,556.50 |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 125,000 | $117,812.50 | |
| 15672WAJ3 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 55,000 | $56,694.00 | |
| 16411QAB7 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 90,000 | $89,550.00 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 1,270 | $40,665.40 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 460,000 | $665,371.72 | |
| 191216100 | COCA COLA CO/THE | US | KO | 100,335 | $4,678,621.05 |
| 19626G108 | COLONY CAPITAL INC | US | CLNY | 5,232 | $32,229.12 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 1,620 | $48,600.00 |
| 2112226 | SAPUTO INC | CA | SAP CN | 1,330 | $44,341.85 |
| 2162760 | CAE INC | CA | CAE CN | 2,105 | $43,852.48 |
| 2171573 | CANADIAN NATURAL RESOURCES | CA | CNQ CN | 3,700 | $135,957.26 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 535 | $47,756.62 |
| 21871N101 | CORECIVIC INC | US | CXW | 5,455 | $139,866.20 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 400,000 | $443,407.16 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 11,000 | $102,520.00 |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 65,000 | $64,187.50 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 690 | $76,472.70 |
| 228368106 | CROWN HOLDINGS INC | US | CCK | 35,555 | $1,609,574.85 |
| 229663109 | CUBESMART | US | CUBE | 2,005 | $60,871.80 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 35,000 | $36,435.00 | |
| 23331A109 | DR HORTON INC | US | DHI | 285 | $12,454.50 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 71,435 | $1,114,206.98 |
| 23918K108 | DAVITA INC. | US | DVA | 51,300 | $3,605,364.00 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 95,000 | $89,537.50 | |
| 2392471 | GRUPO BIMBO SAB- SERIES A | MX | BIMBOA MM | 23,765 | $50,902.00 |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 43,960 | $153,831.40 |
| 2491914 | KIMBERLY CLARK DE MEXICO S.A.B. | MX | 51,300 | $94,465.05 | |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 80,340 | $1,542,528.00 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 130,395 | $4,451,685.30 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,295 | $157,238.90 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 470,000 | $462,780.58 | |
| 2554475 | MAGNA INTERNATIONAL INC | CA | MG CN | 710 | $43,248.95 |
| 2583952 | METRO INC | CA | MRU CN | 1,300 | $43,831.34 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 100,000 | $100,250.00 | |
| 2639349 | GRUPO AEROPORT DEL SURESTE-B | MX | 5,655 | $101,007.34 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 30,210 | $95,098.43 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 130,000 | $130,325.00 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 72,825 | $4,355,663.25 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 88,655 | $1,847,589.69 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 220 | $20,970.40 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 150,860 | $3,155,552.60 |
| 285512109 | ELECTRONIC ARTS | US | EA | 32,790 | $4,221,712.50 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 161,905 | $896,118.69 |
| 294429105 | EQUIFAX INC | US | EFX | 25,245 | $3,168,247.50 |
| 29444U700 | EQUINIX INC | US | EQIX | 7,800 | $3,426,384.00 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 565 | $51,409.35 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 1,840 | $120,391.20 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 235 | $56,505.75 |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 665 | $62,490.05 |
| 31410HAQ4 | MACYS RETAIL HLDGS INC 6.90000 04/01/2029 | US | 220,000 | $237,953.59 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 19,285 | $4,741,602.95 |
| 3163836 | INTERTEK GROUP PLC | GB | ITRK LN | 600 | $46,285.20 |
| 3174300 | BURBERRY GROUP PLC | GB | BRBY LN | 3,295 | $91,013.76 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,255 | $40,850.25 |
| 3208986 | NEXT PLC | GB | NXT LN | 560 | $43,598.20 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 65,000 | $59,962.50 | |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 1,810 | $45,195.70 |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 211,810 | $3,494,865.00 |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 40,000 | $40,152.15 | |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 420,000 | $430,009.46 | |
| 36174X101 | GGP INC | US | GGP | 2,380 | $50,741.60 |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 38,535 | $3,314,010.00 |
| 374297109 | GETTY REALTY CORP | US | GTY | 1,530 | $43,834.50 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 135,000 | $134,156.25 | |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 65,000 | $63,050.00 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 1,225 | $115,823.75 |
| 40414L109 | HCP INC | US | HCP | 2,890 | $74,851.00 |
| 4057808 | L'OREAL | FR | OR FP | 370 | $90,416.97 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 130 | $45,303.24 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 60,000 | $57,975.00 | |
| 4163437 | CAP GEMINI | FR | CAP FP | 340 | $43,497.14 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 1,860 | $55,260.60 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 1,900 | $51,908.00 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 60,000 | $59,850.00 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 5,035 | $105,432.90 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 130,000 | $124,150.00 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 1,370 | $196,633.90 |
| 4497749 | KBC GROEP NV | BE | KBC BB | 1,130 | $86,748.07 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 100,000 | $97,500.00 | |
| 45337C102 | INCYTE CORP | US | INCY | 115,385 | $7,677,717.90 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 3,385 | $34,357.75 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 130,000 | $128,700.00 | |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 14,005 | $1,035,109.55 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 505,000 | $517,770.42 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 6,170 | $3,135,532.30 |
| 46187W107 | INVITATION HOMES INC | US | INVH | 4,212 | $97,339.32 |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 610 | $49,562.50 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 660,000 | $677,226.25 | |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 1,845 | $33,560.55 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 43,440 | $5,756,668.80 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 125,000 | $103,437.50 | |
| 4800659 | LUXOTTICA GROUP SPA | IT | LUX IM | 690 | $46,652.07 |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,435 | $196,595.04 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 20 | $52,133.24 |
| 4834108 | SCHNEIDER ELECTRIC SA | FR | SU FP | 510 | $40,935.39 |
| 4846288 | SAP AG | DE | SAP GR | 385 | $44,808.41 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 570,000 | $673,598.97 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 105,000 | $106,837.50 | |
| 50187T106 | LGI HOMES INC | US | LGIH | 200 | $10,338.00 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 90,000 | $90,000.00 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 85,000 | $82,450.00 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 100,000 | $101,750.00 | |
| 5048566 | SWEDISH MATCH AB | SE | SWMA SS | 875 | $47,833.88 |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 55,000 | $55,550.00 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 715 | $89,723.63 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 39,530 | $4,607,956.51 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 460 | $33,869.80 |
| 5129074 | FRESENIUS MEDICAL | DE | FME GR | 21,059 | $2,054,383.66 |
| 5228658 | RANDSTAD HOLDING NV | NL | RAND NA | 2,285 | $144,612.64 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 145 | $91,769.52 |
| 526057104 | LENNAR CORP | US | LEN | 230 | $12,022.10 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 1,105 | $72,723.33 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 2,110 | $91,133.36 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 2,075 | $88,934.50 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 280 | $26,868.80 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 43,745 | $4,040,310.15 |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 13,095 | $126,303.86 |
| 550021109 | LULULEMON - ADR | CA | LULU | 59,782 | $7,170,850.90 |
| 55354GAF7 | MSCI INC 5.37500 05/15/2027 | US | 60,000 | $60,450.00 | |
| 554382101 | THE MACERICH CO | US | MAC | 550 | $32,483.00 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 2,355 | $86,674.22 |
| 55616XAC1 | MACYS RETAIL HLDGS INC 7.00000 02/15/2028 | US | 215,000 | $234,276.21 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 105,000 | $102,112.50 | |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 1,110 | $196,337.31 |
| 5654781 | ATOS ORIGIN SA | FR | ATO FP | 320 | $42,878.95 |
| 5669354 | REPSOL SA | ES | REP SM | 9,012.56 | $178,763.19 |
| 5671519 | WOLTERS KLUWER | NL | WKL NA | 780 | $46,970.50 |
| 5699373 | WIENERBERGER AG | AT | WIE AV | 5,625 | $137,886.18 |
| 5713422 | METSO OYJ | FI | METSO FH | 4,965 | $181,849.98 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 1,330 | $187,714.04 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 38,555 | $7,633,890.00 |
| 5852842 | ACCOR SA | FR | AC FP | 2,442 | $125,717.73 |
| 58933Y105 | MERCK & CO INC | US | MRK | 35,320 | $2,326,528.40 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 80,000 | $73,400.00 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 64,275 | $6,818,292.00 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 1,215 | $122,447.70 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 20 | $46,814.08 |
| 5999330 | TELEPERFORMANCE | FR | TEP FP | 255 | $46,698.38 |
| 6054603 | ASAHI KASEI CORP | JP | 3407 JP | 3,400 | $45,447.62 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 72,390 | $3,140,278.20 |
| 6125286 | TREND MICRO INC | JP | 4704 JP | 1,500 | $88,629.87 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 3,600 | $92,681.77 |
| 6136749 | OBIC CO LTD | JP | 4684 JP | 1,100 | $94,498.05 |
| 6141680 | ORACLE CORP JAPAN | JP | 4716 JP | 1,100 | $92,328.34 |
| 6149457 | KOBAYASHI PHARMACEUTICAL CO | JP | 4967 JP | 1,000 | $83,480.30 |
| 61744YAG3 | MORGAN STANLEY FLT 3.58313 05/08/2024 | US | 670,000 | $682,028.70 | |
| 6180412 | COMPUTERSHARE LTD | AU | CPU AU | 3,240 | $43,855.71 |
| 6196408 | CHUGAI PHARMACEUTICAL CO LTD | JP | 4519 JP | 1,800 | $91,558.27 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 140,000 | $142,100.00 | |
| 6248990 | KDDI CORP | JP | 9433 JP | 3,300 | $91,861.66 |
| 6250724 | DAIKIN INDUSTRIES LTD | JP | 6367 JP | 1,100 | $131,482.97 |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 98,000 | $94,201.81 |
| 6353418 | FRUTAROM | IL | FRUT IT | 460 | $46,496.26 |
| 6356934 | FANUC LTD | JP | 6954 JP | 407 | $82,067.85 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 870 | $38,810.70 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 1,800 | $86,503.49 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 50,000 | $52,375.00 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 490 | $126,420.00 |
| 6441506 | HOYA CORP | JP | 7741 JP | 700 | $42,122.32 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 410 | $39,169.75 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 530 | $44,443.00 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 995 | $85,609.80 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 2,700 | $84,189.08 |
| 6483809 | KAO CORP | JP | 4452 JP | 600 | $43,831.20 |
| 6490809 | KIKKOMAN CORP | JP | 2801 JP | 1,900 | $90,175.74 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 300 | $158,690.52 |
| 6496324 | KOITO MANUFACTURINING CO LTD | JP | 7276 JP | 600 | $38,649.01 |
| 6518808 | LION CORP | JP | 4912 JP | 4,900 | $88,722.11 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 37,000 | $84,858.00 |
| 65409QBB7 | NIELSEN FINANCE LLC/CO 5.00000 04/15/2022 | US | 60,000 | $58,312.50 | |
| 654106103 | NIKE INC CLASS B | US | NKE | 54,640 | $4,202,362.40 |
| 6555805 | MAKITA CORP | JP | 6586 JP | 900 | $40,487.52 |
| 6619604 | NGK SPARK PLUG CO LTD | JP | 5334 JP | 1,600 | $46,202.74 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 82,000 | $100,046.31 |
| 6640507 | NIPPON PAINT HOLDINGS CO LTD | JP | 4612 JP | 1,100 | $48,072.26 |
| 6641588 | NISSAN CHEMICAL INDUSTRIES | JP | 4021 JP | 1,000 | $44,831.60 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 2,900 | $135,700.99 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 165,000 | $164,587.50 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 79,355 | $6,657,884.50 |
| 67091GAA1 | OCI NV 6.62500 04/15/2023 | NL | 90,000 | $91,939.50 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 27,805 | $8,508,330.00 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 4,600 | $81,826.13 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 6,380 | $37,063.39 |
| 6776606 | SANTEN PHARMACEUTICAL CO LTD | JP | 4536 JP | 2,600 | $43,488.84 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 600 | $45,859.52 |
| 680665205 | OLIN CORP | US | OLN | 99,105 | $2,924,588.55 |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 2,300 | $135,281.22 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 1,415 | $30,068.75 |
| 6913168 | GUANGDONG INVESTMENT LTD | HK | 270 HK | 54,000 | $93,096.72 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 85,000 | $86,275.00 | |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 3,360 | $90,059.21 |
| 6985383 | ASTELLAS PHARMA INC | JP | 4503 JP | 2,800 | $45,670.47 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 85,000 | $81,175.00 | |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 190 | $48,205.65 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 53,930 | $4,394,936.28 |
| 7145056 | ENI SPA | IT | ENI IM | 4,675 | $89,986.50 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 500 | $92,180.67 |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 370,000 | $328,837.50 | |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 29,930 | $2,582,959.00 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 6,365 | $100,312.40 |
| 7212477 | ESSILOR INTERNATIONAL | FR | EI FP | 645 | $95,049.38 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 1,740 | $25,456.20 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 125,000 | $127,250.00 | |
| 7339451 | ORPEA SA | FR | ORP FP | 1,085 | $148,998.61 |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 1,980 | $90,992.00 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 6,330 | $281,419.80 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 700,000 | $680,869.45 | |
| 74340W103 | PROLOGIS | US | PLD | 3,055 | $200,469.10 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 430,000 | $458,036.00 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 580 | $126,341.40 |
| 74736K101 | QORVO INC | US | QRVO | 101,640 | $8,310,086.40 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 839 | $53,385.57 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 7,610 | $2,800,556.10 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 50,000 | $51,445.00 | |
| 7759435 | ILIAD SA | FR | ILD FP | 470 | $74,305.17 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 3,025 | $214,896.00 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 560 | $59,024.00 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 31,255 | $4,946,103.75 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 75,000 | $74,811.75 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 630,000 | $685,162.45 | |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 470,000 | $455,215.41 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 86,841 | $5,863,504.32 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 117,975 | $6,023,803.50 |
| 81211K100 | SEALED AIR CORP | US | SEE | 108,330 | $4,774,103.10 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 49,260 | $3,467,904.00 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 115,000 | $110,400.00 | |
| 81762P102 | SERVICENOW INC | US | NOW | 32,535 | $5,724,858.60 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 70,000 | $67,200.00 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 55,000 | $56,100.00 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 1,585 | $279,292.85 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 45,030 | $4,258,937.40 |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 51,990 | $2,566,226.40 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 95,000 | $93,693.75 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 30,000 | $30,510.00 | |
| 85208M102 | SPROUTS FARMERS MARKET INC | US | SFM | 122,685 | $2,636,500.65 |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,050 | $56,006.00 |
| 866674104 | SUN COMMUNITIES | US | SUI | 1,115 | $108,110.40 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,900 | $63,453.00 |
| 87243QAB2 | TENET HEALTHCARE CORP 6.00000 10/01/2020 | US | 35,000 | $36,356.25 | |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 1,175 | $37,588.25 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 55,000 | $56,375.00 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 70,000 | $61,775.00 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 470,000 | $448,229.57 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 28,505 | $3,173,176.60 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 11,295 | $2,649,016.35 |
| 88650V208 | TIER REIT INC | US | TIER | 2,705 | $64,297.85 |
| 896356AE2 | TRINIDAD DRILLING LTD 6.62500 02/15/2025 | CA | 105,000 | $101,587.50 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 95,000 | $94,287.50 | |
| 902653104 | UDR INC | US | UDR | 2,910 | $111,976.80 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 1,890 | $29,181.60 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 85,000 | $82,025.00 | |
| 90384S303 | ULTA BEAUTY INC | US | ULTA | 16,755 | $4,094,754.45 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 96,246 | $5,486,984.46 |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 1,835,000 | $2,427,647.66 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 2,685,000 | $3,349,327.75 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 1,362,826.08 | $1,310,782.48 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 1,100,000 | $1,081,910.16 | |
| 9128282N9 | US TREASURY N/B 2.12500 07/31/2024 | US | 21,655,000 | $20,733,816.66 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 2,582,689.32 | $2,543,092.33 | |
| 912828S92 | US TREASURY N/B 1.25000 07/31/2023 | US | 17,994,000 | $16,655,696.25 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 1,336,303.22 | $1,295,769.71 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 4,715,000 | $4,504,298.44 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 3,875 | $87,885.00 |
| 92276F100 | VENTAS INC | US | VTR | 800 | $45,104.00 |
| 92339V100 | VEREIT INC | US | VER | 5,330 | $40,667.90 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 630,000 | $687,430.35 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 12,285 | $2,150,489.25 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 45,705 | $6,249,701.70 |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 1,250 | $89,900.00 |
| 92960PAA7 | W/S PACKAGING HOLDINGS 9.00000 04/15/2023 | US | 85,000 | $86,700.00 | |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 55,000 | $53,075.00 | |
| 94856TAA2 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 95,000 | $90,250.00 | |
| 95040Q104 | WELLTOWER INC. | US | WELL | 960 | $60,096.00 |
| 962166104 | WEYERHAEUSER CO | US | WY | 1,024 | $35,000.32 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 65,000 | $65,062.40 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 60,000 | $59,550.00 | |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 166,460 | $6,174,001.40 |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 130,000 | $128,618.75 | |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 1,740 | $45,230.53 |
| B037JC2 | NEXITY | FR | NXI FP | 1,445 | $88,913.68 |
| B0386J1 | JYSKE BANK-REG | DK | JYSK DC | 1,560 | $88,357.50 |
| B06JSP1 | SYDBANK A/S | DK | SYDB DC | 2,215 | $82,204.95 |
| B09DHL9 | MTU AERO ENGINES HOLDING AG | DE | MTX GR | 240 | $50,893.71 |
| B09M9D2 | KONE OYJ-B | FI | KNEBV FH | 1,670 | $91,291.48 |
| B0JDQD4 | BANDAI NAMCO HOLDINGS INC | JP | 7832 JP | 2,200 | $88,018.69 |
| B0R7JF1 | IPSEN | FR | IPN FP | 275 | $45,689.55 |
| B11TCY0 | SCHINDLER HOLDING-PART CERT | CH | SCHP SW | 395 | $91,984.96 |
| B138HB7 | KAUFMAN & BROAD SA | FR | KOF FP | 2,550 | $130,334.19 |
| B13X013 | EIFFAGE | FR | FGR FP | 1,565 | $174,889.14 |
| B15C557 | TOTAL SA | FR | FP FP | 2,190 | $142,842.86 |
| B19NLV4 | EXPERIAN PLC | GB | EXPN LN | 1,785 | $43,825.44 |
| B1CRLC4 | MONDI PLC | GB | MNDI LN | 1,660 | $45,642.27 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 11,730 | $240,911.37 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 10,600 | $64,443.72 |
| B1WGG93 | GEBERIT AG-REG | CH | GEBN SW | 310 | $138,035.21 |
| B1WY233 | SMITHS GROUP PLC | GB | SMIN LN | 1,995 | $42,160.97 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 2,175 | $132,564.97 |
| B1XH026 | VINCI SA | FR | DG FP | 45,690 | $4,597,388.89 |
| B1Y9TB3 | DANONE | FR | BN FP | 2,148 | $168,643.60 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 24,000 | $122,573.48 |
| B232R05 | SK INNOVATION CO LTD | KR | 096770 KS | 490 | $87,027.18 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 2,000 | $86,737.31 |
| B283W97 | CAIXABANK S.A | ES | CABK SM | 679,315 | $3,125,430.47 |
| B3MPN59 | SUN ART RETAIL GROUP LTD | HK | 6808 HK | 34,500 | $44,102.48 |
| B3MSM28 | AMADEUS IT HOLDING SA-A SHS | ES | AMS SM | 565 | $48,197.66 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 2,860 | $120,437.25 |
| B4Q2TX3 | CHINA LONGYUAN POWER GROUP-H | CN | 916 HK | 219,000 | $203,985.89 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 56,880 | $3,120,417.67 |
| B4WTBY3 | HUANENG RENEWABLES CORP-H | CN | 958 HK | 548,000 | $203,906.23 |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 1,915 | $114,903.49 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 2,980 | $102,582.47 |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 13,665 | $187,126.97 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 12,000 | $172,904.12 |
| B798FW0 | NOVOZYMES A/S-B SHARES | DK | NZYMB DC | 885 | $46,599.53 |
| B7VQL46 | FNAC DARTY SA | FR | FNAC FP | 1,285 | $116,591.83 |
| B8FMRX8 | COLOPLAST-B | DK | COLOB DC | 865 | $94,345.23 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 1,655 | $113,580.38 |
| BD4TZK8 | OCI NV | NL | OCI NA | 4,425 | $133,778.21 |
| BD6K457 | COMPASS GROUP PLC | GB | CPG LN | 2,090 | $44,954.26 |
| BD82246 | EAGLE BULK SHIPCO 8.25000 11/28/2022 | MH | 200,000 | $203,000.00 | |
| BDQZ7T7 | WISDOM EDUCATION INTERNATION | CN | 6068 HK | 102,000 | $91,248.81 |
| BDZV116 | EPIROC AB-A | SE | EPIA SS | 15,230 | $182,352.27 |
| BF2DSG3 | SIKA AG-REG | CH | SIKA SW | 330 | $46,856.15 |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 115,000 | $104,937.50 | |
| BFYFZP5 | FERGUSON PLC | CH | FERG LN | 553 | $43,610.91 |
| BFYM460 | UNIBAIL-RODAMCO-WESTFIELD | FR | URW NA | 765 | $169,830.04 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 24,585 | $41,857.57 |
| BGLP232 | MONCLER SPA | IT | MONC IM | 2,035 | $89,689.44 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 108,000 | $99,626.72 |
| BHC8X90 | NOVO NORDISK A/S-B | DK | NOVOB DC | 920 | $45,767.52 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 82,761 | $3,766,817.03 |
| BNBNSG0 | EURONEXT NV | NL | ENX FP | 2,215 | $137,470.68 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 263,465 | $3,089,487.43 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 106,955 | $3,504,966.43 |
| BQRRZ00 | RECRUIT HOLDINGS CO LTD | JP | 6098 JP | 3,200 | $87,684.71 |
| BSBMKM2 | CHINA MAPLE LEAF EDUCATIONAL | CN | 1317 HK | 96,000 | $82,422.35 |
| BVSS790 | ELIS SA | FR | ELIS FP | 8,575 | $196,832.98 |
| BYQ32R1 | NEMAK SAB DE CV | MX | 130,100 | $107,289.61 | |
| BYWPGC4 | CHINA YUHUA EDUCATION CORP L | CN | 6169 HK | 60,000 | $44,912.81 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,758 | $99,995.55 |
| BYY8LS2 | MAISONS DU MONDE SA | FR | MDM FP | 2,320 | $70,922.38 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 43,758 | $4,452,970.36 |
| BYZ43T4 | EUROBANK ERGASIAS SA | GR | EUROB GA | 88,700 | $91,922.19 |
| BYZFYS3 | SPIE SA | FR | SPIE FP | 8,495 | $160,861.48 |
| BYZWX76 | CRODA INTERNATIONAL PLC | GB | CRDA LN | 2,777 | $187,352.51 |
| BZ3C3Q4 | BANKIA SA | ES | BKIA SM | 496,828 | $1,953,077.01 |
| BZ4CMZ5 | DAVIDE CAMPARI-MILANO SPA | IT | CPR IM | 10,505 | $88,489.42 |
| BZCNN35 | BANCO COMERCIAL PORTUGUES-R | PT | BCP PL | 236,850 | $74,174.67 |
| G02602103 | AMDOCS LTD | GG | DOX | 64,233 | $4,340,866.14 |
| G06242104 | ATLASSIAN CORP PLC-CLASS A | AU | TEAM | 32,622 | $2,362,159.02 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 99,590 | $3,012,597.50 |
| G27358103 | DESPEGAR.COM CORP | AR | DESP | 1,640 | $34,472.80 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 312,935 | $2,325,107.05 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 115,000 | $119,312.50 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 87,065 | $7,855,874.95 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 54,350 | $4,376,262.00 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 178,900 | $2,302,443.00 |
| M22465104 | CHECK POINT SOFTWARE TECH | IL | CHKP | 825 | $92,952.75 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 775 | $86,893.00 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 3,055 | $198,208.40 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 87,326 | $3,154,215.12 |
| USD | US DOLLAR | US | 9,326,257.68 | $9,326,257.68 |
Investments will change over time.
A Word About Risk
All investments involve risks, including possible loss of principal. Because the fund invests in both stocks and bonds, the value of your investment will fluctuate in response to stock market movements and changes in interest rates. Investing in the fund will also involve a number of other risks, including issuer-specific risk, foreign investment risk, and small-cap/mid-cap risk. Investments in options and futures, like all derivatives, can be highly volatile and involve risks in addition to the risks of the underlying instrument on which the derivative is based, such as counterparty, correlation and liquidity risk. Also, the use of leverage increases exposure to the market and may magnify potential losses.
About The Fund Manager
Manning & Napier Advisors, LLC (Manning & Napier) provides investment advisory services to Exeter Trust Company, Trustee of the Manning & Napier Collective Investment Trust Funds. Manning & Napier is headquartered in Rochester, NY and has more than 45 years of experience managing investment objectives. The Firm’s active management approach focuses on participating in rising markets and, as important, helping to reduce the risk of large losses in sustained bear market periods. A team of investment analysts and professionals make all investment decisions in an effort to provide investors with strong risk-adjusted returns.
Daily Price
$14.85
Daily $ Change
$0.06
Daily % Change
0.40%
as of 08/17/2018
CUSIP
302027156
Inception Date
10/15/2013
This fund is only available for use within certain qualified employee benefit plans.
Important Documents
| Annual Report | |
| Fact Sheet | |
| Applications & Forms |
Investment Objective
To provide long-term capital growth.
Investment Strategy
The portfolio is invested in an aggressive, growth-oriented mix of securities that seeks to earn the long-term growth typically associated with the stock market. Holdings are diversified primarily among various stock investments in both domestic and foreign markets; only a minor portion of the fund is invested in fixed income securities.
The fund manager will adjust the investment mix over time to manage risk by continually evaluating individual securities and market conditions to determine the relative attractiveness of each investment. In general, stock exposure will increase when valuations are low and decrease during speculative markets.
May be Appropriate for Investors
- Who seek long-term capital growth and generally have the time to withstand market volatility
- Who have a very high capital risk tolerance
About Our Risk-Based Funds
Risk-based funds offer professional management and asset allocation through a choice of investment objectives that range from fairly aggressive to fairly conservative. All an investor has to do is determine which objective best suits his or her current risk tolerance and investment time horizon, then decide when to move to a different objective as his or her personal situation changes over the years.
Time Horizon & Range of Stock Exposure
| Conservative Term | Moderate Term | Extended Term | Maximum Term |
| 0-5 Years | 3-10 Years | 7-20 Years | 15+ Years |
| 15-45% | 20-60% | 40-70% | 70-95% |
Generally, the longer your time horizon, the more aggressive your investment objective can be. Greater stock exposure is typically associated with higher return potential and higher capital risk.
Performance
As of 07/31/2018
YTD
5.97%
1 Year
12.88%
3 Year
9.37%
5 Year
8.98%
10 Year
8.28%
Inception
(01/01/2000)
7.79%
US Stock Market Cycle (04/01/2000 - 07/31/2018)
7.95%
Performance through the inception date of the Pro-Mix® CIT Class U units is based on the historical performance of the CIT's oldest unit class. Returns are net of Pro-Mix CIT® Class U expenses. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.
Expense Ratio
| Gross | 0.53% |
| Net | 0.49%* |
*Reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 07/31/2018
| TREASURY NOTES | 9.28% |
| O'REILLY AUTOMOTIVE INC | 1.88% |
| QORVO INC | 1.84% |
| BOOKING HOLDINGS INC | 1.83% |
| MEDTRONIC INC | 1.74% |
| INCYTE CORP | 1.70% |
| MASTERCARD INC-CLASS A | 1.69% |
| LULULEMON - ADR | 1.59% |
| ALIBABA GROUP - ADR | 1.57% |
| TREASURY BONDS | 1.52% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 07/31/2018
| Stocks | 82.37% | |
| Bonds | 15.61% | |
| Cash | 2.02% |
Detailed Asset Class Allocation
As of 07/31/2018
| International Equities | 28.07% | |
| Small Capitalization | 1.82% | |
| Mid Capitalization | 6.99% | |
| Large Capitalization | 45.50% | |
| Long Term Fixed Income | 2.63% | |
| Intermediate Term Fixed Income | 11.76% | |
| Short Term Fixed Income | 1.21% | |
| Cash | 2.02% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
July Fund Holdings
As of 07/31/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 450,000 | $445,310.21 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 75,000 | $77,437.50 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 1,105 | $29,923.40 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 88,875 | $1,167,197.94 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 3,035 | $93,172.22 |
| 00724F101 | ADOBE SYS INC | US | ADBE | 18,360 | $4,492,324.80 |
| 00790X101 | ADVANCED DISPOSAL SERVICES | US | ADSW | 135,805 | $3,340,803.00 |
| 008492100 | AGREE REALTY CORP | US | ADC | 505 | $26,886.20 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 35,000 | $36,137.50 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 205 | $26,125.20 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 37,895 | $7,095,080.85 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 720,000 | $674,626.06 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 70,000 | $70,700.00 | |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 55,000 | $55,082.50 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 2,230 | $2,714,489.80 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 2,210 | $2,712,156.20 |
| 02209S103 | ALTRIA GROUP INC | US | MO | 46,845 | $2,748,864.60 |
| 023135106 | AMAZON.COM INC | US | AMZN | 2,365 | $4,203,645.60 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 868,760 | $4,465,426.40 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 99,860 | $3,663,593.37 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 1,275 | $52,593.75 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 13,230 | $113,252.59 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 4,835 | $107,046.90 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 470,000 | $451,006.54 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 36,010 | $5,338,122.40 |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 905 | $19,466.55 |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 1,715 | $73,144.75 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 2,465 | $44,345.35 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | IE | 60,000 | $58,575.00 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 5,005 | $92,328.00 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 460,000 | $475,479.38 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,695 | $180,365.54 |
| 053332102 | AUTOZONE INC | US | AZO | 7,555 | $5,330,279.15 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,145 | $202,493.25 |
| 058498106 | BALL CORP | US | BLL | 119,280 | $4,648,341.60 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 690,000 | $681,294.03 | |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 54,050 | $5,435,268.00 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 6,185 | $2,068,078.45 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 5,325 | $92,196.90 |
| 09247X101 | BLACKROCK INC | US | BLK | 12,290 | $6,178,920.40 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 8,715 | $223,324.24 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 2,170 | $19,898.90 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 630,000 | $672,369.78 | |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 4,070 | $8,256,890.40 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 1,170 | $146,870.10 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 6,315 | $104,134.35 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 30,715 | $1,804,506.25 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 2,930 | $160,505.40 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 60,000 | $59,475.00 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 50,000 | $49,125.00 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 10,150 | $985,869.50 |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 98,520 | $4,376,258.40 |
| 12572Q105 | CME GROUP INC | US | CME | 6,260 | $996,091.20 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 450,000 | $451,125.00 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 130,000 | $125,125.00 | |
| 13321L108 | CAMECO CORP | CA | CCJ | 7,287 | $78,699.60 |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 97,960 | $4,006,564.00 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 6,325 | $78,556.50 |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 125,000 | $117,812.50 | |
| 15672WAJ3 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 55,000 | $56,694.00 | |
| 16411QAB7 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 90,000 | $89,550.00 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 1,270 | $40,665.40 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 460,000 | $665,371.72 | |
| 191216100 | COCA COLA CO/THE | US | KO | 100,335 | $4,678,621.05 |
| 19626G108 | COLONY CAPITAL INC | US | CLNY | 5,232 | $32,229.12 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 1,620 | $48,600.00 |
| 2112226 | SAPUTO INC | CA | SAP CN | 1,330 | $44,341.85 |
| 2162760 | CAE INC | CA | CAE CN | 2,105 | $43,852.48 |
| 2171573 | CANADIAN NATURAL RESOURCES | CA | CNQ CN | 3,700 | $135,957.26 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 535 | $47,756.62 |
| 21871N101 | CORECIVIC INC | US | CXW | 5,455 | $139,866.20 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 400,000 | $443,407.16 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 11,000 | $102,520.00 |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 65,000 | $64,187.50 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 690 | $76,472.70 |
| 228368106 | CROWN HOLDINGS INC | US | CCK | 35,555 | $1,609,574.85 |
| 229663109 | CUBESMART | US | CUBE | 2,005 | $60,871.80 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 35,000 | $36,435.00 | |
| 23331A109 | DR HORTON INC | US | DHI | 285 | $12,454.50 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 71,435 | $1,114,206.98 |
| 23918K108 | DAVITA INC. | US | DVA | 51,300 | $3,605,364.00 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 95,000 | $89,537.50 | |
| 2392471 | GRUPO BIMBO SAB- SERIES A | MX | BIMBOA MM | 23,765 | $50,902.00 |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 43,960 | $153,831.40 |
| 2491914 | KIMBERLY CLARK DE MEXICO S.A.B. | MX | 51,300 | $94,465.05 | |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 80,340 | $1,542,528.00 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 130,395 | $4,451,685.30 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,295 | $157,238.90 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 470,000 | $462,780.58 | |
| 2554475 | MAGNA INTERNATIONAL INC | CA | MG CN | 710 | $43,248.95 |
| 2583952 | METRO INC | CA | MRU CN | 1,300 | $43,831.34 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 100,000 | $100,250.00 | |
| 2639349 | GRUPO AEROPORT DEL SURESTE-B | MX | 5,655 | $101,007.34 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 30,210 | $95,098.43 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 130,000 | $130,325.00 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 72,825 | $4,355,663.25 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 88,655 | $1,847,589.69 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 220 | $20,970.40 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 150,860 | $3,155,552.60 |
| 285512109 | ELECTRONIC ARTS | US | EA | 32,790 | $4,221,712.50 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 161,905 | $896,118.69 |
| 294429105 | EQUIFAX INC | US | EFX | 25,245 | $3,168,247.50 |
| 29444U700 | EQUINIX INC | US | EQIX | 7,800 | $3,426,384.00 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 565 | $51,409.35 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 1,840 | $120,391.20 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 235 | $56,505.75 |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 665 | $62,490.05 |
| 31410HAQ4 | MACYS RETAIL HLDGS INC 6.90000 04/01/2029 | US | 220,000 | $237,953.59 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 19,285 | $4,741,602.95 |
| 3163836 | INTERTEK GROUP PLC | GB | ITRK LN | 600 | $46,285.20 |
| 3174300 | BURBERRY GROUP PLC | GB | BRBY LN | 3,295 | $91,013.76 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,255 | $40,850.25 |
| 3208986 | NEXT PLC | GB | NXT LN | 560 | $43,598.20 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 65,000 | $59,962.50 | |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 1,810 | $45,195.70 |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 211,810 | $3,494,865.00 |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 40,000 | $40,152.15 | |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 420,000 | $430,009.46 | |
| 36174X101 | GGP INC | US | GGP | 2,380 | $50,741.60 |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 38,535 | $3,314,010.00 |
| 374297109 | GETTY REALTY CORP | US | GTY | 1,530 | $43,834.50 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 135,000 | $134,156.25 | |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 65,000 | $63,050.00 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 1,225 | $115,823.75 |
| 40414L109 | HCP INC | US | HCP | 2,890 | $74,851.00 |
| 4057808 | L'OREAL | FR | OR FP | 370 | $90,416.97 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 130 | $45,303.24 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 60,000 | $57,975.00 | |
| 4163437 | CAP GEMINI | FR | CAP FP | 340 | $43,497.14 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 1,860 | $55,260.60 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 1,900 | $51,908.00 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 60,000 | $59,850.00 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 5,035 | $105,432.90 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 130,000 | $124,150.00 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 1,370 | $196,633.90 |
| 4497749 | KBC GROEP NV | BE | KBC BB | 1,130 | $86,748.07 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 100,000 | $97,500.00 | |
| 45337C102 | INCYTE CORP | US | INCY | 115,385 | $7,677,717.90 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 3,385 | $34,357.75 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 130,000 | $128,700.00 | |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 14,005 | $1,035,109.55 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 505,000 | $517,770.42 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 6,170 | $3,135,532.30 |
| 46187W107 | INVITATION HOMES INC | US | INVH | 4,212 | $97,339.32 |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 610 | $49,562.50 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 660,000 | $677,226.25 | |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 1,845 | $33,560.55 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 43,440 | $5,756,668.80 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 125,000 | $103,437.50 | |
| 4800659 | LUXOTTICA GROUP SPA | IT | LUX IM | 690 | $46,652.07 |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,435 | $196,595.04 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 20 | $52,133.24 |
| 4834108 | SCHNEIDER ELECTRIC SA | FR | SU FP | 510 | $40,935.39 |
| 4846288 | SAP AG | DE | SAP GR | 385 | $44,808.41 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 570,000 | $673,598.97 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 105,000 | $106,837.50 | |
| 50187T106 | LGI HOMES INC | US | LGIH | 200 | $10,338.00 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 90,000 | $90,000.00 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 85,000 | $82,450.00 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 100,000 | $101,750.00 | |
| 5048566 | SWEDISH MATCH AB | SE | SWMA SS | 875 | $47,833.88 |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 55,000 | $55,550.00 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 715 | $89,723.63 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 39,530 | $4,607,956.51 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 460 | $33,869.80 |
| 5129074 | FRESENIUS MEDICAL | DE | FME GR | 21,059 | $2,054,383.66 |
| 5228658 | RANDSTAD HOLDING NV | NL | RAND NA | 2,285 | $144,612.64 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 145 | $91,769.52 |
| 526057104 | LENNAR CORP | US | LEN | 230 | $12,022.10 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 1,105 | $72,723.33 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 2,110 | $91,133.36 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 2,075 | $88,934.50 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 280 | $26,868.80 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 43,745 | $4,040,310.15 |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 13,095 | $126,303.86 |
| 550021109 | LULULEMON - ADR | CA | LULU | 59,782 | $7,170,850.90 |
| 55354GAF7 | MSCI INC 5.37500 05/15/2027 | US | 60,000 | $60,450.00 | |
| 554382101 | THE MACERICH CO | US | MAC | 550 | $32,483.00 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 2,355 | $86,674.22 |
| 55616XAC1 | MACYS RETAIL HLDGS INC 7.00000 02/15/2028 | US | 215,000 | $234,276.21 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 105,000 | $102,112.50 | |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 1,110 | $196,337.31 |
| 5654781 | ATOS ORIGIN SA | FR | ATO FP | 320 | $42,878.95 |
| 5669354 | REPSOL SA | ES | REP SM | 9,012.56 | $178,763.19 |
| 5671519 | WOLTERS KLUWER | NL | WKL NA | 780 | $46,970.50 |
| 5699373 | WIENERBERGER AG | AT | WIE AV | 5,625 | $137,886.18 |
| 5713422 | METSO OYJ | FI | METSO FH | 4,965 | $181,849.98 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 1,330 | $187,714.04 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 38,555 | $7,633,890.00 |
| 5852842 | ACCOR SA | FR | AC FP | 2,442 | $125,717.73 |
| 58933Y105 | MERCK & CO INC | US | MRK | 35,320 | $2,326,528.40 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 80,000 | $73,400.00 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 64,275 | $6,818,292.00 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 1,215 | $122,447.70 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 20 | $46,814.08 |
| 5999330 | TELEPERFORMANCE | FR | TEP FP | 255 | $46,698.38 |
| 6054603 | ASAHI KASEI CORP | JP | 3407 JP | 3,400 | $45,447.62 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 72,390 | $3,140,278.20 |
| 6125286 | TREND MICRO INC | JP | 4704 JP | 1,500 | $88,629.87 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 3,600 | $92,681.77 |
| 6136749 | OBIC CO LTD | JP | 4684 JP | 1,100 | $94,498.05 |
| 6141680 | ORACLE CORP JAPAN | JP | 4716 JP | 1,100 | $92,328.34 |
| 6149457 | KOBAYASHI PHARMACEUTICAL CO | JP | 4967 JP | 1,000 | $83,480.30 |
| 61744YAG3 | MORGAN STANLEY FLT 3.58313 05/08/2024 | US | 670,000 | $682,028.70 | |
| 6180412 | COMPUTERSHARE LTD | AU | CPU AU | 3,240 | $43,855.71 |
| 6196408 | CHUGAI PHARMACEUTICAL CO LTD | JP | 4519 JP | 1,800 | $91,558.27 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 140,000 | $142,100.00 | |
| 6248990 | KDDI CORP | JP | 9433 JP | 3,300 | $91,861.66 |
| 6250724 | DAIKIN INDUSTRIES LTD | JP | 6367 JP | 1,100 | $131,482.97 |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 98,000 | $94,201.81 |
| 6353418 | FRUTAROM | IL | FRUT IT | 460 | $46,496.26 |
| 6356934 | FANUC LTD | JP | 6954 JP | 407 | $82,067.85 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 870 | $38,810.70 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 1,800 | $86,503.49 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 50,000 | $52,375.00 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 490 | $126,420.00 |
| 6441506 | HOYA CORP | JP | 7741 JP | 700 | $42,122.32 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 410 | $39,169.75 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 530 | $44,443.00 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 995 | $85,609.80 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 2,700 | $84,189.08 |
| 6483809 | KAO CORP | JP | 4452 JP | 600 | $43,831.20 |
| 6490809 | KIKKOMAN CORP | JP | 2801 JP | 1,900 | $90,175.74 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 300 | $158,690.52 |
| 6496324 | KOITO MANUFACTURINING CO LTD | JP | 7276 JP | 600 | $38,649.01 |
| 6518808 | LION CORP | JP | 4912 JP | 4,900 | $88,722.11 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 37,000 | $84,858.00 |
| 65409QBB7 | NIELSEN FINANCE LLC/CO 5.00000 04/15/2022 | US | 60,000 | $58,312.50 | |
| 654106103 | NIKE INC CLASS B | US | NKE | 54,640 | $4,202,362.40 |
| 6555805 | MAKITA CORP | JP | 6586 JP | 900 | $40,487.52 |
| 6619604 | NGK SPARK PLUG CO LTD | JP | 5334 JP | 1,600 | $46,202.74 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 82,000 | $100,046.31 |
| 6640507 | NIPPON PAINT HOLDINGS CO LTD | JP | 4612 JP | 1,100 | $48,072.26 |
| 6641588 | NISSAN CHEMICAL INDUSTRIES | JP | 4021 JP | 1,000 | $44,831.60 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 2,900 | $135,700.99 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 165,000 | $164,587.50 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 79,355 | $6,657,884.50 |
| 67091GAA1 | OCI NV 6.62500 04/15/2023 | NL | 90,000 | $91,939.50 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 27,805 | $8,508,330.00 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 4,600 | $81,826.13 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 6,380 | $37,063.39 |
| 6776606 | SANTEN PHARMACEUTICAL CO LTD | JP | 4536 JP | 2,600 | $43,488.84 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 600 | $45,859.52 |
| 680665205 | OLIN CORP | US | OLN | 99,105 | $2,924,588.55 |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 2,300 | $135,281.22 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 1,415 | $30,068.75 |
| 6913168 | GUANGDONG INVESTMENT LTD | HK | 270 HK | 54,000 | $93,096.72 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 85,000 | $86,275.00 | |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 3,360 | $90,059.21 |
| 6985383 | ASTELLAS PHARMA INC | JP | 4503 JP | 2,800 | $45,670.47 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 85,000 | $81,175.00 | |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 190 | $48,205.65 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 53,930 | $4,394,936.28 |
| 7145056 | ENI SPA | IT | ENI IM | 4,675 | $89,986.50 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 500 | $92,180.67 |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 370,000 | $328,837.50 | |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 29,930 | $2,582,959.00 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 6,365 | $100,312.40 |
| 7212477 | ESSILOR INTERNATIONAL | FR | EI FP | 645 | $95,049.38 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 1,740 | $25,456.20 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 125,000 | $127,250.00 | |
| 7339451 | ORPEA SA | FR | ORP FP | 1,085 | $148,998.61 |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 1,980 | $90,992.00 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 6,330 | $281,419.80 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 700,000 | $680,869.45 | |
| 74340W103 | PROLOGIS | US | PLD | 3,055 | $200,469.10 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 430,000 | $458,036.00 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 580 | $126,341.40 |
| 74736K101 | QORVO INC | US | QRVO | 101,640 | $8,310,086.40 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 839 | $53,385.57 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 7,610 | $2,800,556.10 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 50,000 | $51,445.00 | |
| 7759435 | ILIAD SA | FR | ILD FP | 470 | $74,305.17 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 3,025 | $214,896.00 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 560 | $59,024.00 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 31,255 | $4,946,103.75 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 75,000 | $74,811.75 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 630,000 | $685,162.45 | |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 470,000 | $455,215.41 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 86,841 | $5,863,504.32 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 117,975 | $6,023,803.50 |
| 81211K100 | SEALED AIR CORP | US | SEE | 108,330 | $4,774,103.10 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 49,260 | $3,467,904.00 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 115,000 | $110,400.00 | |
| 81762P102 | SERVICENOW INC | US | NOW | 32,535 | $5,724,858.60 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 70,000 | $67,200.00 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 55,000 | $56,100.00 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 1,585 | $279,292.85 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 45,030 | $4,258,937.40 |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 51,990 | $2,566,226.40 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 95,000 | $93,693.75 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 30,000 | $30,510.00 | |
| 85208M102 | SPROUTS FARMERS MARKET INC | US | SFM | 122,685 | $2,636,500.65 |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,050 | $56,006.00 |
| 866674104 | SUN COMMUNITIES | US | SUI | 1,115 | $108,110.40 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,900 | $63,453.00 |
| 87243QAB2 | TENET HEALTHCARE CORP 6.00000 10/01/2020 | US | 35,000 | $36,356.25 | |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 1,175 | $37,588.25 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 55,000 | $56,375.00 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 70,000 | $61,775.00 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 470,000 | $448,229.57 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 28,505 | $3,173,176.60 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 11,295 | $2,649,016.35 |
| 88650V208 | TIER REIT INC | US | TIER | 2,705 | $64,297.85 |
| 896356AE2 | TRINIDAD DRILLING LTD 6.62500 02/15/2025 | CA | 105,000 | $101,587.50 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 95,000 | $94,287.50 | |
| 902653104 | UDR INC | US | UDR | 2,910 | $111,976.80 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 1,890 | $29,181.60 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 85,000 | $82,025.00 | |
| 90384S303 | ULTA BEAUTY INC | US | ULTA | 16,755 | $4,094,754.45 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 96,246 | $5,486,984.46 |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 1,835,000 | $2,427,647.66 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 2,685,000 | $3,349,327.75 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 1,362,826.08 | $1,310,782.48 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 1,100,000 | $1,081,910.16 | |
| 9128282N9 | US TREASURY N/B 2.12500 07/31/2024 | US | 21,655,000 | $20,733,816.66 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 2,582,689.32 | $2,543,092.33 | |
| 912828S92 | US TREASURY N/B 1.25000 07/31/2023 | US | 17,994,000 | $16,655,696.25 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 1,336,303.22 | $1,295,769.71 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 4,715,000 | $4,504,298.44 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 3,875 | $87,885.00 |
| 92276F100 | VENTAS INC | US | VTR | 800 | $45,104.00 |
| 92339V100 | VEREIT INC | US | VER | 5,330 | $40,667.90 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 630,000 | $687,430.35 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 12,285 | $2,150,489.25 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 45,705 | $6,249,701.70 |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 1,250 | $89,900.00 |
| 92960PAA7 | W/S PACKAGING HOLDINGS 9.00000 04/15/2023 | US | 85,000 | $86,700.00 | |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 55,000 | $53,075.00 | |
| 94856TAA2 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 95,000 | $90,250.00 | |
| 95040Q104 | WELLTOWER INC. | US | WELL | 960 | $60,096.00 |
| 962166104 | WEYERHAEUSER CO | US | WY | 1,024 | $35,000.32 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 65,000 | $65,062.40 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 60,000 | $59,550.00 | |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 166,460 | $6,174,001.40 |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 130,000 | $128,618.75 | |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 1,740 | $45,230.53 |
| B037JC2 | NEXITY | FR | NXI FP | 1,445 | $88,913.68 |
| B0386J1 | JYSKE BANK-REG | DK | JYSK DC | 1,560 | $88,357.50 |
| B06JSP1 | SYDBANK A/S | DK | SYDB DC | 2,215 | $82,204.95 |
| B09DHL9 | MTU AERO ENGINES HOLDING AG | DE | MTX GR | 240 | $50,893.71 |
| B09M9D2 | KONE OYJ-B | FI | KNEBV FH | 1,670 | $91,291.48 |
| B0JDQD4 | BANDAI NAMCO HOLDINGS INC | JP | 7832 JP | 2,200 | $88,018.69 |
| B0R7JF1 | IPSEN | FR | IPN FP | 275 | $45,689.55 |
| B11TCY0 | SCHINDLER HOLDING-PART CERT | CH | SCHP SW | 395 | $91,984.96 |
| B138HB7 | KAUFMAN & BROAD SA | FR | KOF FP | 2,550 | $130,334.19 |
| B13X013 | EIFFAGE | FR | FGR FP | 1,565 | $174,889.14 |
| B15C557 | TOTAL SA | FR | FP FP | 2,190 | $142,842.86 |
| B19NLV4 | EXPERIAN PLC | GB | EXPN LN | 1,785 | $43,825.44 |
| B1CRLC4 | MONDI PLC | GB | MNDI LN | 1,660 | $45,642.27 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 11,730 | $240,911.37 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 10,600 | $64,443.72 |
| B1WGG93 | GEBERIT AG-REG | CH | GEBN SW | 310 | $138,035.21 |
| B1WY233 | SMITHS GROUP PLC | GB | SMIN LN | 1,995 | $42,160.97 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 2,175 | $132,564.97 |
| B1XH026 | VINCI SA | FR | DG FP | 45,690 | $4,597,388.89 |
| B1Y9TB3 | DANONE | FR | BN FP | 2,148 | $168,643.60 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 24,000 | $122,573.48 |
| B232R05 | SK INNOVATION CO LTD | KR | 096770 KS | 490 | $87,027.18 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 2,000 | $86,737.31 |
| B283W97 | CAIXABANK S.A | ES | CABK SM | 679,315 | $3,125,430.47 |
| B3MPN59 | SUN ART RETAIL GROUP LTD | HK | 6808 HK | 34,500 | $44,102.48 |
| B3MSM28 | AMADEUS IT HOLDING SA-A SHS | ES | AMS SM | 565 | $48,197.66 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 2,860 | $120,437.25 |
| B4Q2TX3 | CHINA LONGYUAN POWER GROUP-H | CN | 916 HK | 219,000 | $203,985.89 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 56,880 | $3,120,417.67 |
| B4WTBY3 | HUANENG RENEWABLES CORP-H | CN | 958 HK | 548,000 | $203,906.23 |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 1,915 | $114,903.49 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 2,980 | $102,582.47 |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 13,665 | $187,126.97 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 12,000 | $172,904.12 |
| B798FW0 | NOVOZYMES A/S-B SHARES | DK | NZYMB DC | 885 | $46,599.53 |
| B7VQL46 | FNAC DARTY SA | FR | FNAC FP | 1,285 | $116,591.83 |
| B8FMRX8 | COLOPLAST-B | DK | COLOB DC | 865 | $94,345.23 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 1,655 | $113,580.38 |
| BD4TZK8 | OCI NV | NL | OCI NA | 4,425 | $133,778.21 |
| BD6K457 | COMPASS GROUP PLC | GB | CPG LN | 2,090 | $44,954.26 |
| BD82246 | EAGLE BULK SHIPCO 8.25000 11/28/2022 | MH | 200,000 | $203,000.00 | |
| BDQZ7T7 | WISDOM EDUCATION INTERNATION | CN | 6068 HK | 102,000 | $91,248.81 |
| BDZV116 | EPIROC AB-A | SE | EPIA SS | 15,230 | $182,352.27 |
| BF2DSG3 | SIKA AG-REG | CH | SIKA SW | 330 | $46,856.15 |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 115,000 | $104,937.50 | |
| BFYFZP5 | FERGUSON PLC | CH | FERG LN | 553 | $43,610.91 |
| BFYM460 | UNIBAIL-RODAMCO-WESTFIELD | FR | URW NA | 765 | $169,830.04 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 24,585 | $41,857.57 |
| BGLP232 | MONCLER SPA | IT | MONC IM | 2,035 | $89,689.44 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 108,000 | $99,626.72 |
| BHC8X90 | NOVO NORDISK A/S-B | DK | NOVOB DC | 920 | $45,767.52 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 82,761 | $3,766,817.03 |
| BNBNSG0 | EURONEXT NV | NL | ENX FP | 2,215 | $137,470.68 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 263,465 | $3,089,487.43 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 106,955 | $3,504,966.43 |
| BQRRZ00 | RECRUIT HOLDINGS CO LTD | JP | 6098 JP | 3,200 | $87,684.71 |
| BSBMKM2 | CHINA MAPLE LEAF EDUCATIONAL | CN | 1317 HK | 96,000 | $82,422.35 |
| BVSS790 | ELIS SA | FR | ELIS FP | 8,575 | $196,832.98 |
| BYQ32R1 | NEMAK SAB DE CV | MX | 130,100 | $107,289.61 | |
| BYWPGC4 | CHINA YUHUA EDUCATION CORP L | CN | 6169 HK | 60,000 | $44,912.81 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,758 | $99,995.55 |
| BYY8LS2 | MAISONS DU MONDE SA | FR | MDM FP | 2,320 | $70,922.38 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 43,758 | $4,452,970.36 |
| BYZ43T4 | EUROBANK ERGASIAS SA | GR | EUROB GA | 88,700 | $91,922.19 |
| BYZFYS3 | SPIE SA | FR | SPIE FP | 8,495 | $160,861.48 |
| BYZWX76 | CRODA INTERNATIONAL PLC | GB | CRDA LN | 2,777 | $187,352.51 |
| BZ3C3Q4 | BANKIA SA | ES | BKIA SM | 496,828 | $1,953,077.01 |
| BZ4CMZ5 | DAVIDE CAMPARI-MILANO SPA | IT | CPR IM | 10,505 | $88,489.42 |
| BZCNN35 | BANCO COMERCIAL PORTUGUES-R | PT | BCP PL | 236,850 | $74,174.67 |
| G02602103 | AMDOCS LTD | GG | DOX | 64,233 | $4,340,866.14 |
| G06242104 | ATLASSIAN CORP PLC-CLASS A | AU | TEAM | 32,622 | $2,362,159.02 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 99,590 | $3,012,597.50 |
| G27358103 | DESPEGAR.COM CORP | AR | DESP | 1,640 | $34,472.80 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 312,935 | $2,325,107.05 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 115,000 | $119,312.50 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 87,065 | $7,855,874.95 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 54,350 | $4,376,262.00 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 178,900 | $2,302,443.00 |
| M22465104 | CHECK POINT SOFTWARE TECH | IL | CHKP | 825 | $92,952.75 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 775 | $86,893.00 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 3,055 | $198,208.40 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 87,326 | $3,154,215.12 |
| USD | US DOLLAR | US | 9,326,257.68 | $9,326,257.68 |
Investments will change over time.
A Word About Risk
All investments involve risks, including possible loss of principal. Because the fund invests in both stocks and bonds, the value of your investment will fluctuate in response to stock market movements and changes in interest rates. Investing in the fund will also involve a number of other risks, including issuer-specific risk, foreign investment risk, and small-cap/mid-cap risk. Investments in options and futures, like all derivatives, can be highly volatile and involve risks in addition to the risks of the underlying instrument on which the derivative is based, such as counterparty, correlation and liquidity risk. Also, the use of leverage increases exposure to the market and may magnify potential losses.
About The Fund Manager
Manning & Napier Advisors, LLC (Manning & Napier) provides investment advisory services to Exeter Trust Company, Trustee of the Manning & Napier Collective Investment Trust Funds. Manning & Napier is headquartered in Rochester, NY and has more than 45 years of experience managing investment objectives. The Firm’s active management approach focuses on participating in rising markets and, as important, helping to reduce the risk of large losses in sustained bear market periods. A team of investment analysts and professionals make all investment decisions in an effort to provide investors with strong risk-adjusted returns.
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