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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
$16.22
Daily $ Change
$0.03
Daily % Change
0.18%
as of 11/13/2019
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 10/31/2019
YTD
20.99%
1 Year
14.61%
3 Year
11.82%
5 Year
7.66%
10 Year
9.86%
Inception
(01/01/2000)
7.69%
US Stock Market Cycle (04/01/2000 - 10/31/2019)
7.84%
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 | 0.49% |
| Net | 0.49%* |
*Reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 10/31/2019
| TREASURY NOTES | 10.26% |
| COCA COLA CO/THE | 2.13% |
| SERVICENOW INC | 2.12% |
| JOHNSON & JOHNSON | 1.98% |
| BERKSHIRE HATHAWAY INC-CL B | 1.97% |
| MICRON TECHNOLOGY INC | 1.87% |
| MONDELEZ INTERNATIONAL INC | 1.84% |
| MASTERCARD INC-CLASS A | 1.81% |
| MEDTRONIC INC | 1.77% |
| LULULEMON - ADR | 1.57% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 10/31/2019
| Stocks | 82.86% |
| Bonds | 16.82% |
| Cash | 0.32% |
Detailed Asset Class Allocation
As of 10/31/2019
| International Equities | 26.48% |
| Small Capitalization | 1.98% |
| Mid Capitalization | 1.95% |
| Large Capitalization | 52.45% |
| Long Term Fixed Income | 2.40% |
| Intermediate Term Fixed Income | 10.96% |
| Short Term Fixed Income | 3.46% |
| Cash | 0.32% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
October Fund Holdings
As of 10/31/2019
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAK2 | ADT SEC CORP 6.25000 10/15/2021 | US | 15,000 | $15,993.75 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 300,000 | $329,491.64 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 766 | $60,935.30 |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 575 | $16,088.50 |
| 00489LAA1 | ACRISURE LLC / FIN INC 7.00000 11/15/2025 | US | 25,000 | $22,875.00 | |
| 00507V109 | ACTIVISION INC | US | ATVI | 51,095 | $2,862,852.85 |
| 00751Y106 | ADVANCE AUTO PARTS INC | US | AAP | 14,630 | $2,377,082.40 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 310,000 | $336,374.22 | |
| 00791GAA5 | AG MERGER SUB II INC 10.75000 08/01/2027 | US | 20,000 | $19,800.00 | |
| 0081180 | BARRATT DEVELOPMENTS PLC | GB | BDEV LN | 7,145 | $58,430.61 |
| 008492100 | AGREE REALTY CORP | US | ADC | 355 | $27,963.35 |
| 00912XAV6 | AIR LEASE CORP 3.62500 04/01/2027 | US | 320,000 | $333,813.74 | |
| 0136701 | BRITISH LAND CO PLC | GB | BLND LN | 7,945 | $63,879.07 |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 130 | $20,637.50 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 1,130 | $199,637.10 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 230,000 | $238,892.16 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 181 | $19,262.02 |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 2,230 | $2,810,045.30 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 2,230 | $2,807,124.00 |
| 02209S103 | ALTRIA GROUP INC | US | MO | 42,965 | $1,924,402.35 |
| 023135106 | AMAZON.COM INC | US | AMZN | 2,030 | $3,606,619.80 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 593,390 | $2,557,510.90 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 55,154 | $2,257,513.40 |
| 02406PAR1 | AMERICAN AXLE & MFG INC 6.25000 04/01/2025 | US | 10,000 | $9,637.50 | |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 925 | $46,231.50 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 16,905 | $126,275.92 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 3,200 | $84,704.00 |
| 0287580 | BRITISH AMERICAN TOBACCO PLC | GB | BATS LN | 3,095 | $108,250.64 |
| 03019LAA4 | AMERICAN TANKER INC 9.25000 02/22/2022 | US | 45,000 | $45,252.31 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 15,660 | $3,415,132.80 |
| 03027XAW0 | AMERICAN TOWER CORP 3.80000 08/15/2029 | US | 320,000 | $342,090.53 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 1,720 | $68,954.80 |
| 031162100 | AMGEN INC | US | AMGN | 330 | $70,372.50 |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 15,000 | $11,156.25 | |
| 03690AAF3 | ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 | US | 20,000 | $15,100.00 | |
| 03748R754 | APARTMENT INVT & MGMT CO -A | US | AIV | 1,510 | $82,868.80 |
| 038222105 | APPLIED MATERIALS INC | US | AMAT | 462 | $25,068.12 |
| 039483102 | ARCHER-DANIELS-MIDLAND CO | US | ADM | 353 | $14,840.12 |
| 03968AAA9 | ARD SECURITIES FINANCE 8.75000 01/31/2023 | LU | 10,437 | $10,854.48 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 2,355 | $57,145.25 |
| 045086AF2 | ASHTON WOODS USA/FINANCE 6.75000 08/01/2025 | US | 20,000 | $20,100.00 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 985 | $119,268.71 |
| 05278C107 | AUTOHOME INC-ADR | CN | ATHM | 1,015 | $85,828.40 |
| 053332102 | AUTOZONE INC | US | AZO | 2,245 | $2,569,133.10 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 535 | $116,448.10 |
| 054937107 | BB&T CORP | US | BBT | 399 | $21,166.95 |
| 05722G100 | BAKER HUGHES CO | US | BKR | 668 | $14,295.20 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 2,563 | $80,145.01 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 470,000 | $501,310.95 | |
| 0682538 | PERSIMMON PLC | GB | PSN LN | 2,130 | $62,827.27 |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 29,335 | $6,236,034.30 |
| 08576PAA9 | BERRY GLOBAL INC 4.50000 02/15/2026 | US | 10,000 | $10,062.50 | |
| 086516101 | BEST BUY INC | US | BBY | 255 | $18,316.65 |
| 0870612 | LLOYDS BANKING GROUP PLC | GB | LLOY LN | 86,535 | $63,655.95 |
| 0878230 | TAYLOR WIMPEY PLC | GB | TW/ LN | 28,505 | $61,134.93 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 28,755 | $2,105,153.55 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 4,785 | $102,717.06 |
| 09247X101 | BLACKROCK INC | US | BLK | 9,325 | $4,305,352.50 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 6,090 | $106,374.54 |
| 097023105 | BOEING CO | US | BA | 235 | $79,878.85 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 1,030 | $2,110,233.10 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 478 | $65,581.60 |
| 101137107 | BOSTON SCIENTIFIC CORP | US | BSX | 51,460 | $2,145,882.00 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 4,510 | $68,912.80 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 832 | $47,731.84 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 1,425 | $49,818.00 |
| 11135F101 | BROADCOM INC | US | AVGO | 168 | $49,198.80 |
| 11680JAA0 | BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 | US | 20,000 | $13,200.00 | |
| 12429TAE4 | BWAY HOLDING CO 7.25000 04/15/2025 | US | 20,000 | $19,125.00 | |
| 124847AC8 | ENTERCOM MEDIA CORP 7.25000 11/01/2024 | US | 10,000 | $10,425.00 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 23,915 | $2,753,812.25 |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 54,435 | $2,468,627.25 |
| 12527GAB9 | CF INDUSTRIES INC 7.12500 05/01/2020 | US | 15,000 | $15,360.47 | |
| 12541W209 | C.H. ROBINSON WORLDWIDE INC | US | CHRW | 161 | $12,178.04 |
| 12572Q105 | CME GROUP INC | US | CME | 13,345 | $2,745,733.75 |
| 126650100 | CVS HEALTH CORP | US | CVS | 684 | $45,410.76 |
| 12686CBA6 | CABLEVISION SYSTEMS CORP 8.00000 04/15/2020 | US | 15,000 | $15,375.00 | |
| 131477AT8 | CALUMET SPECIALTY PROD 11.00000 04/15/2025 | US | 25,000 | $25,062.50 | |
| 133131102 | CAMDEN PROPERTY TRUST | US | CPT | 545 | $62,331.65 |
| 13321L108 | CAMECO CORP | CA | CCJ | 8,497 | $75,878.21 |
| 149123101 | CATERPILLAR INC | US | CAT | 301 | $41,477.80 |
| 156700AW6 | CENTURYLINK INC 5.62500 04/01/2020 | US | 15,000 | $15,187.50 | |
| 166764100 | CHEVRON CORP | US | CVX | 604 | $70,148.56 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 1,760 | $83,617.60 |
| 172967424 | CITIGROUP INC | US | C | 731 | $52,529.66 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 150,000 | $246,760.23 | |
| 191216100 | COCA COLA CO/THE | US | KO | 124,300 | $6,765,649.00 |
| 192422103 | COGNEX CORP | US | CGNX | 27,785 | $1,430,649.65 |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 30,229 | $2,073,709.40 |
| 20030NCY5 | COMCAST CORP 3.25000 11/01/2039 | US | 240,000 | $243,315.86 | |
| 2011646 | ALIMENTATION COUCHE-TARD -B | CA | ATD/B CN | 3,725 | $111,713.23 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 1,010 | $48,904.20 |
| 205887102 | CONAGRA BRAND INC. | US | CAG | 402 | $10,874.10 |
| 222795502 | COUSINS PROPERTIES INC | US | CUZ | 2,829 | $113,527.77 |
| 22546QAD9 | CREDIT SUISSE AG 5.40000 01/14/2020 | CH | 620,000 | $624,017.60 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 390 | $54,128.10 |
| 22822VAN1 | CROWN CASTLE INTL CORP 3.10000 11/15/2029 | US | 310,000 | $315,005.54 | |
| 228368106 | CROWN HOLDINGS INC | US | CCK | 31,155 | $2,269,330.20 |
| 229663109 | CUBESMART | US | CUBE | 485 | $15,374.50 |
| 231021106 | CUMMINS INC | US | CMI | 133 | $22,939.84 |
| 2328595 | BANCO DO BRASIL S.A. | BR | BBAS3 BZ | 5,400 | $64,643.81 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 3,160 | $26,703.21 |
| 2458771 | ITAUSA INVESTIMENTOS ITAU -PR | BR | ITSA4 BZ | 18,100 | $61,830.20 |
| 2521800 | LOBLAW COMPANIES LTD | CA | L CN | 2,005 | $106,925.21 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 95,760 | $506,570.40 |
| 25277LAC0 | DIAMOND SPORTS GR/DIAMON 6.62500 08/15/2027 | US | 25,000 | $25,750.00 | |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 455 | $57,803.20 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 300,000 | $328,066.79 | |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 24,535 | $3,933,941.90 |
| 256746108 | DOLLAR TREE STORES INC | US | DLTR | 39,155 | $4,322,712.00 |
| 25787GAC4 | DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 | US | 30,000 | $31,200.00 | |
| 25960P109 | DOUGLAS EMMETT INC | US | DEI | 1,210 | $52,417.20 |
| 260557103 | DOW INC | US | DOW | 403 | $20,347.47 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 92,530 | $2,151,141.60 |
| 277432100 | EASTMAN CHEM CO | US | EMN | 165 | $12,546.60 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 107,620 | $2,196,359.88 |
| 285512109 | ELECTRONIC ARTS | US | EA | 49,590 | $4,780,476.00 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 152,295 | $768,933.07 |
| 291011104 | EMERSON ELEC CO | US | EMR | 442 | $31,006.30 |
| 29273RAR0 | ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 | US | 200,000 | $239,540.56 | |
| 29444U700 | EQUINIX INC | US | EQIX | 5,160 | $2,924,584.80 |
| 2945422 | WEG SA | BR | WEGE3 BZ | 3,900 | $25,011.35 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 730 | $51,056.20 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 960 | $85,113.60 |
| 29670E107 | ESSENTIAL PROPERTIES REALTY | US | EPRT | 2,083 | $53,449.78 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 207 | $67,715.91 |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 185 | $20,769.95 |
| 30303M102 | FACEBOOK INC -A | US | FB | 23,540 | $4,511,441.00 |
| 30744W107 | FARFETCH LTD - CLASS A | GB | FTCH | 3,335 | $29,781.55 |
| 311900104 | FASTENAL CO | US | FAST | 512 | $18,401.28 |
| 3134865 | BARCLAYS PLC | GB | BARC LN | 30,870 | $66,959.50 |
| 313747206 | FEDERAL RLTY INVT TR SH BEN INT | US | FRT | 130 | $17,681.30 |
| 315786AC7 | FIDELITY & GUARA NTY LIFE 5.50000 05/01/2025 | US | 15,000 | $16,012.50 | |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 604 | $17,564.32 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 850 | $35,793.50 |
| 33834YAA6 | FIVE POINT OP CO LP/FIVE 7.87500 11/15/2025 | US | 25,000 | $23,629.25 | |
| 346232AD3 | FORESTAR GROUP INC 8.00000 04/15/2024 | US | 15,000 | $16,125.00 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 25,000 | $25,250.00 | |
| 35166FAA0 | FOXTROT ESCROW ISSUER 12.25000 11/15/2026 | US | 25,000 | $25,127.50 | |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 140,840 | $1,383,048.80 |
| 36166LAA5 | GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 | AE | 85,000 | $88,081.25 | |
| 364760108 | GAP INC | US | GPS | 453 | $7,365.78 |
| 369550108 | GENERAL DYNAMICS CORP | US | GD | 138 | $24,398.40 |
| 369604BQ5 | GENERAL ELECTRIC CO 5.00000 01/21/2021 | US | 250,000 | $240,937.50 | |
| 370334104 | GENERAL MLS INC | US | GIS | 483 | $24,565.38 |
| 372460105 | GENUINE PARTS CO | US | GPC | 164 | $16,823.12 |
| 374297109 | GETTY REALTY CORP | US | GTY | 985 | $33,036.90 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 740 | $47,145.40 |
| 37960JAA6 | GLOBAL AIR LEASE CO LTD 6.50000 09/15/2024 | KY | 30,000 | $30,703.50 | |
| 38141GVR2 | GOLDMAN SACHS GROUP INC 4.25000 10/21/2025 | US | 150,000 | $161,572.64 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 400 | $41,804.00 |
| 40051E202 | GRUPO AEROPORTUARIO DEL SURESTE | MX | ASR | 335 | $54,856.25 |
| 4012250 | AIRBUS SE | FR | AIR FP | 805 | $115,483.99 |
| 4031879 | VEOLIA ENVIRONMENT | FR | VIE FP | 675 | $17,768.55 |
| 404119BX6 | HCA INC 4.12500 06/15/2029 | US | 230,000 | $243,663.15 | |
| 404139AD9 | HC2 HOLDINGS INC 11.50000 12/01/2021 | US | 10,000 | $9,112.50 | |
| 40414L109 | HCP INC | US | HCP | 2,235 | $84,080.70 |
| 4057808 | L'OREAL | FR | OR FP | 335 | $97,840.70 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 335 | $143,063.73 |
| 406216101 | HALLIBURTON CO | US | HAL | 137,260 | $2,642,255.00 |
| 4162791 | THALES SA | FR | HO FP | 100 | $9,775.97 |
| 4163437 | CAPGEMINI | FR | CAP FP | 195 | $21,982.39 |
| 416515104 | HARTFORD FINL SVCS | US | HIG | 240 | $13,699.20 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 1,480 | $51,459.60 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 915 | $28,365.00 |
| 427866108 | HERSHEY CO/THE | US | HSY | 162 | $23,792.94 |
| 43300A203 | HILTON WORLDWIDE HOLDINGS INC | US | HLT | 245 | $23,755.20 |
| 437076102 | HOME DEPOT INC | US | HD | 458 | $107,437.64 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 352 | $60,800.96 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 1,785 | $29,256.15 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 35,000 | $37,493.75 | |
| 445658107 | HUNT (JB) TRANSPORT SVCS INC | US | JBHT | 18,715 | $2,200,135.40 |
| 452308109 | ILLINOIS TOOL WKS INC | US | ITW | 196 | $33,041.68 |
| 45337C102 | INCYTE CORP | US | INCY | 14,615 | $1,226,490.80 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 2,425 | $37,345.00 |
| 45682RAA8 | INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 | AU | 25,000 | $25,478.00 | |
| 458140100 | INTEL CORP | US | INTC | 1,883 | $106,445.99 |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 29,330 | $2,766,405.60 |
| 4588364 | MICHELIN (CGDE)-B | FR | ML FP | 255 | $31,048.10 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 453 | $60,579.69 |
| 460146103 | INTERNATIONAL PAPER CO | US | IP | 287 | $12,536.16 |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 1,945 | $1,075,487.75 |
| 46187W107 | INVITATION HOMES INC | US | INVH | 3,542 | $109,058.18 |
| 46429B598 | ISHARES MSCI INDIA ETF | IN | 10,370 | $359,320.50 | |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 993 | $124,045.56 |
| 46647PAY2 | JPMORGAN CHASE & CO 4.02300 12/05/2024 | US | 230,000 | $245,593.49 | |
| 4682329 | PERNOD-RICARD SA | FR | RI FP | 640 | $118,229.28 |
| 4741844 | MERCK KGAA | DE | MRK GR | 19,785 | $2,359,688.45 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 2,090 | $39,689.10 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 47,454 | $6,265,826.16 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 35,000 | $9,800.00 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,400 | $152,216.35 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 25 | $65,202.63 |
| 482480100 | KLA-TENCOR CORPORATION | US | KLAC | 142 | $24,003.68 |
| 4834108 | SCHNEIDER ELECTRIC SE | FR | SU FP | 665 | $61,805.39 |
| 4834777 | VIVENDI | FR | VIV FP | 1,245 | $34,670.27 |
| 487526AB1 | KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 | US | 25,000 | $25,640.63 | |
| 487836108 | KELLOGG CO | US | K | 273 | $17,343.69 |
| 493267108 | KEYCORP | US | KEY | 820 | $14,735.40 |
| 49427F108 | KILROY REALTY CORP | US | KRC | 219 | $18,380.67 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 240 | $31,891.20 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 250,000 | $323,180.62 | |
| 500255104 | KOHLS CORP | US | KSS | 182 | $9,329.32 |
| 501044101 | KROGER CO | US | KR | 511 | $12,591.04 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 35,000 | $36,225.00 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 1,215 | $126,205.38 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 24,030 | $2,844,889.14 |
| 512807108 | LAM RESEARCH CORP | US | LRCX | 81 | $21,954.24 |
| 5176177 | ORANGE | FR | ORA FP | 2,540 | $40,880.04 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 40 | $28,814.12 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 860 | $50,800.20 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 240 | $26,140.80 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 200 | $30,375.35 |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 145 | $54,618.60 |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 15,000 | $10,500.00 | |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | 30 | $63,398.99 |
| 550021109 | LULULEMON - ADR | CA | LULU | 24,317 | $4,967,233.59 |
| 5505072 | KERING | FR | KER FP | 120 | $68,279.58 |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 489 | $31,271.55 |
| 5669354 | REPSOL SA | ES | REP SM | 7,283 | $120,021.76 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 1,310 | $120,765.14 |
| 5701513 | ELISA OYJ | FI | ELISA FH | 2,213 | $120,865.71 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 20,705 | $5,731,351.05 |
| 57772K101 | MAXIM INTEGRATED PRODUCTS | US | MXIM | 234 | $13,726.44 |
| 585464100 | MELCO CROWN ENTERTAINME-ADR | HK | MLCO | 2,880 | $62,035.20 |
| 58933Y105 | MERCK & CO INC | US | MRK | 13,428 | $1,163,670.48 |
| 594918104 | MICROSOFT CORP | US | MSFT | 34,380 | $4,929,060.60 |
| 595112103 | MICRON TECHNOLOGY INC | US | MU | 125,030 | $5,945,176.50 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 260 | $36,137.40 |
| 5962280 | CHOCOLADEFABRIKEN LINDT-PC | CH | LISP SW | 7 | $52,012.16 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 20 | $58,758.72 |
| 5986622 | KONINKLIJKE PHILIPS NV | NL | PHIA NA | 2,515 | $110,343.37 |
| 6055112 | AYALA LAND INC | PH | ALI PM | 61,100 | $58,388.88 |
| 6074968 | BANK OF THE PHILIPPINE ISLAN | PH | BPI PM | 19,180 | $36,643.04 |
| 60871R209 | MOLSON COORS BREWING CO -B | US | TAP | 191 | $10,069.52 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 111,425 | $5,844,241.25 |
| 6108179 | HARMONIC DRIVE SYSTEMS INC | JP | 6324 JP | 1,200 | $55,652.06 |
| 615369105 | MOODY'S CORPORATION | US | MCO | 13,430 | $2,963,866.70 |
| 6194037 | KAKAO CORP | KR | 035720 KS | 990 | $120,138.74 |
| 61965RAB1 | MOSS CREEK RESOURCES HLD 10.50000 05/15/2027 | US | 5,000 | $3,862.50 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 35,000 | $33,950.00 | |
| 6250025 | DAIFUKU CO LTD | JP | 6383 JP | 1,100 | $58,367.92 |
| 6284864 | GLOBE TELECOM INC | PH | GLO PM | 1,005 | $36,124.15 |
| 62957HAC9 | NABORS INDUSTRIES INC 5.50000 01/15/2023 | US | 20,000 | $16,900.00 | |
| 6344456 | LG HOUSEHOLD & HEALTH CARE | KR | 051900 KS | 110 | $119,030.78 |
| 6356934 | FANUC LTD | JP | 6954 JP | 800 | $157,799.44 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 895 | $52,724.45 |
| 637870106 | NATIONAL STORAGE AFFILIATES | US | NSA | 860 | $29,386.20 |
| 63938CAA6 | NAVIENT CORP 5.00000 10/26/2020 | US | 25,000 | $25,461.25 | |
| 64110D104 | NETAPP INC | US | NTAP | 175 | $9,779.00 |
| 6441506 | HOYA CORP | JP | 7741 JP | 1,400 | $123,728.12 |
| 6465874 | GALAXY ENTERTAINMENT GROUP L | HK | 27 HK | 14,000 | $96,398.96 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 765 | $93,375.90 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 2,435 | $1,539,641.77 |
| 6514442 | METROPOLITAN BANK & TRUST | PH | MBT PM | 34,368.95 | $45,752.33 |
| 654106103 | NIKE INC CLASS B | US | NKE | 49,355 | $4,419,740.25 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 35,000 | $17,500.00 | |
| 6687571 | NABTESCO CORP | JP | 6268 JP | 1,800 | $57,302.64 |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 32,545 | $2,845,734.80 |
| 670346105 | NUCOR CORP | US | NUE | 297 | $15,993.45 |
| 67059TAD7 | NUSTAR LOGISTICS LP 6.75000 02/01/2021 | US | 15,000 | $15,542.70 | |
| 67066G104 | NVIDIA CORP | US | NVDA | 12,650 | $2,542,903.00 |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 56,000 | $64,290.29 |
| 674599105 | OCCIDENTAL PETROLEUM CORP | US | OXY | 430 | $17,415.00 |
| 680665AL0 | OLIN CORP 5.62500 08/01/2029 | US | 20,000 | $20,765.40 | |
| 6818843 | SM PRIME HOLDINGS INC | PH | SMPH PM | 95,220 | $73,110.87 |
| 681936100 | OMEGA HEALTHCARE INVS INC | US | OHI | 830 | $36,553.20 |
| 6821120 | SONIC HEALTHCARE LTD | AU | SHL AU | 5,855 | $115,314.36 |
| 6821506 | SONY CORP FIRST SECTION | JP | 6758 JP | 2,200 | $133,912.13 |
| 6895200 | TOHO CO LTD | JP | 9602 JP | 2,600 | $105,002.22 |
| 6919519 | UNIVERSAL ROBINA CORP | PH | URC PM | 14,050 | $41,740.00 |
| 7021963 | DEUTSCHE BOERSE AG | DE | DB1 GR | 18,030 | $2,792,119.54 |
| 7088429 | AXA SA | FR | CS FP | 2,485 | $65,780.99 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 1,455 | $127,131.03 |
| 7103526 | PEUGEOT SA | FR | UG FP | 695 | $17,601.65 |
| 7110388 | ROCHE HOLDING AG-GENUSSCHEIN | CH | ROG SW | 590 | $177,564.03 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 120 | $28,389.53 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 29,590 | $3,165,577.97 |
| 7133608 | EQUINOR ASA | NO | EQNR NO | 5,930 | $110,094.50 |
| 713448108 | PEPSICO INC | US | PEP | 29,525 | $4,049,944.25 |
| 7145056 | ENI SPA | IT | ENI IM | 7,455 | $113,099.71 |
| 717081103 | PFIZER INC | US | PFE | 2,393 | $91,819.41 |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 39,565 | $3,222,173.60 |
| 718546104 | PHILLIPS 66 | US | PSX | 238 | $27,803.16 |
| 719245AD4 | PHOTO HOLDINGS MERGER SU 8.50000 10/01/2026 | US | 25,000 | $22,003.25 | |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 3,080 | $57,503.60 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 325 | $49,625.65 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 1,425 | $18,593.89 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 1,100 | $20,746.00 | |
| 7309681 | BNP PARIBAS | FR | BNP FP | 1,540 | $80,479.69 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 575 | $23,418.57 |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 470,000 | $508,849.01 | |
| 74166MAC0 | PRIME SECSRVC BRW/FINANC 5.75000 04/15/2026 | US | 15,000 | $15,370.50 | |
| 74340W103 | PROLOGIS | US | PLD | 1,995 | $175,081.20 |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 335 | $74,658.10 |
| 74834L100 | QUEST DIAGNOSTICS INC | US | DGX | 119 | $12,048.75 |
| 750236AW1 | RADIAN GROUP INC 4.87500 03/15/2027 | US | 35,000 | $36,312.50 | |
| 756109104 | REALTY INCOME CORP | US | O | 270 | $22,083.30 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 729 | $11,736.90 |
| 76131D103 | RESTAURANT BRANDS INTERN | CA | QSR | 1,070 | $70,020.80 |
| 7698356 | GETINGE AB-B SHS | SE | GETIB SS | 4,600 | $78,644.14 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 25,000 | $25,419.92 | |
| 773903109 | ROCKWELL AUTOMATION INC | US | ROK | 83 | $14,275.17 |
| 7792559 | HEINEKEN NV | NL | HEIA NA | 1,070 | $109,267.91 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 2,875 | $167,583.75 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 1,085 | $80,984.40 |
| 78409V104 | S&P GLOBAL INC | US | SPGI | 11,145 | $2,875,298.55 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 13,630 | $3,280,059.50 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 35,000 | $36,137.50 | |
| 78463V107 | SPDR GOLD SHARES | US | 3,655 | $520,581.65 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 340,000 | $390,405.55 | |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 310,000 | $334,055.55 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 57,511 | $1,880,034.59 |
| 81141R100 | SEA LTD - ADR | SG | SE | 133,530 | $3,973,852.80 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 11,985 | $1,287,189.00 |
| 81762P102 | SERVICENOW INC | US | NOW | 27,220 | $6,730,417.20 |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 20,000 | $16,800.00 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 800 | $120,544.00 |
| 832696405 | JM SMUCKER CO/THE-NEW COM WI | US | SJM | 114 | $12,047.52 |
| 835699307 | SONY CORP SPONSORED ADR | JP | SNE | 70,000 | $4,258,100.00 |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 49,100 | $1,746,978.00 |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 370,000 | $374,564.56 | |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 20,000 | $17,600.00 | |
| 852061AR1 | SPRINT COMMUNICATIONS 7.00000 08/15/2020 | US | 40,000 | $41,206.80 | |
| 85207UAE5 | SPRINT CORP 7.25000 09/15/2021 | US | 15,000 | $16,005.90 | |
| 85207UAH8 | SPRINT CORP 7.12500 06/15/2024 | US | 15,000 | $16,275.00 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 1,030 | $31,971.20 |
| 855030AN2 | STAPLES INC 7.50000 04/15/2026 | US | 25,000 | $26,005.00 | |
| 858912AF5 | STERICYCLE INC 5.37500 07/15/2024 | US | 35,000 | $36,400.00 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 780 | $31,590.00 |
| 866674104 | SUN COMMUNITIES | US | SUI | 470 | $76,445.50 |
| 86723CAF5 | SUNCOKE ENRGY PART LP/FI 7.50000 06/15/2025 | US | 10,000 | $8,500.00 | |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 1,475 | $19,927.25 |
| 867914103 | SUNTRUST BANKS INC | US | STI | 309 | $21,117.06 |
| 871829107 | SYSCO CORP | US | SYY | 376 | $30,031.12 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 2,510 | $107,453.10 |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 20,000 | $16,900.00 | |
| 88032WAN6 | TENCENT HOLDINGS 3.97500 04/11/2029 | KY | 240,000 | $258,292.70 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 468 | $55,219.32 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 7,025 | $2,121,409.50 |
| 88579Y101 | 3M CO | US | MMM | 343 | $56,591.57 |
| 892231AA9 | TOWNSQUARE MEDIA INC 6.50000 04/01/2023 | US | 10,000 | $9,900.00 | |
| 89417E109 | TRAVELLERS COS INC | US | TRV | 140 | $18,348.40 |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 35,000 | $34,907.25 | |
| 902494103 | TYSON FOODS INC -CL A | US | TSN | 218 | $18,048.22 |
| 902653104 | UDR INC | US | UDR | 1,297 | $65,174.25 |
| 902973304 | U.S. BANCORP | US | USB | 882 | $50,291.64 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 1,230 | $18,363.90 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 60,779 | $3,653,425.69 |
| 907818108 | UNION PAC CORP | US | UNP | 361 | $59,731.06 |
| 911312106 | UNITED PARCEL SERVICE | US | UPS | 507 | $58,391.19 |
| 912796SR1 | TREASURY BILL 0.00000 05/21/2020 | US | 3,195,000 | $3,167,481.27 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 941,254.89 | $989,058.60 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 2,270,000 | $2,414,889.83 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 1,750,000 | $2,049,140.63 | |
| 9128284P2 | US TREASURY N/B 2.62500 05/15/2021 | US | 3,131,000 | $3,179,921.88 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 3,137,683.84 | $3,120,892.34 | |
| 912828K74 | US TREASURY N/B 2.00000 08/15/2025 | US | 16,177,000 | $16,552,988.91 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 6,500,000 | $6,510,410.14 | |
| 912828WJ5 | US TREASURY N/B 2.50000 05/15/2024 | US | 6,034,000 | $6,288,559.38 | |
| 913017109 | UNITED TECHNOLOGIES CORP | US | UTX | 422 | $60,590.76 |
| 91324P102 | UNITEDHEALTH GROUP INC | US | UNH | 9,860 | $2,491,622.00 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 2,260 | $47,708.60 |
| 918204108 | VF CORP | US | VFC | 287 | $23,617.23 |
| 91913Y100 | VALERO ENERGY | US | VLO | 299 | $28,997.02 |
| 92189F106 | MARKET VECTORS GOLD MINERS | US | 10,364 | $291,746.60 | |
| 92276F100 | VENTAS INC | US | VTR | 956 | $62,235.60 |
| 92339V100 | VEREIT INC | US | VER | 5,945 | $58,498.80 |
| 92343VDU5 | VERIZON COMMUNICATIONS 5.25000 03/16/2037 | US | 380,000 | $478,639.71 | |
| 92511U102 | VERRA MOBILITY CORP | US | VRRM | 283,775 | $4,072,171.25 |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 6,185 | $1,209,043.80 |
| 92553P201 | VIACOM INC CL B | US | VIAB | 401 | $8,645.56 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 26,610 | $4,759,464.60 |
| 92840JAA7 | VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 | MUL | 25,000 | $24,312.50 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 320 | $21,001.60 |
| 92922PAL0 | W & T OFFSHORE INC 9.75000 11/01/2023 | US | 10,000 | $9,375.00 | |
| 931142103 | WAL MART STORES | US | WMT | 1,056 | $123,826.56 |
| 931427108 | WALGREENS BOOTS ALLIANCE INC | US | WBA | 563 | $30,841.14 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 278 | $31,194.38 |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 35,000 | $35,525.00 | |
| 948741103 | WEINGARTEN REALTY INVESTORS | US | WRI | 1,445 | $45,849.85 |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 1,932 | $99,749.16 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 871 | $78,990.99 |
| 958102105 | WESTERN DIGITAL CORP | US | WDC | 278 | $14,358.70 |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 240,000 | $250,234.68 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 40,000 | $37,600.00 | |
| B00FM53 | BANCO BRADESCO SA - PREF | BR | BBDC4 BZ | 15,500 | $136,313.43 |
| B01FLR7 | PING AN INSURANCE GROUP CO-H | CN | 2318 HK | 7,500 | $86,563.43 |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 4,075 | $106,650.23 |
| B02L3W3 | BERKELEY GROUP HOLDINGS | GB | BKG LN | 1,110 | $63,269.57 |
| B02L486 | MOWI ASA | NO | MOWI NO | 5,190 | $126,698.05 |
| B037HR3 | ITAU UNIBANCO HOLDINGS S-PREF | BR | ITUB4 BZ | 17,100 | $154,605.66 |
| B058TZ6 | SAFRAN SA | FR | SAF FP | 365 | $57,812.34 |
| B068DB9 | SM INVESTMENTS CORP | PH | SM PM | 2,685 | $54,431.47 |
| B07DRZ5 | RECORDATI SPA | IT | REC IM | 2,835 | $119,138.41 |
| B08K3S0 | LOCALIZA RENT A CAR | BR | RENT3 BZ | 2,100 | $22,515.90 |
| B0C2CQ3 | ENGIE | FR | ENGI FP | 2,075 | $34,745.42 |
| B0CGYD6 | LOJAS RENNER S.A. | BR | LREN3 BZ | 2,800 | $35,529.73 |
| B0MP1B0 | SHENZHOU INTERNATIONAL GROUP | CN | 2313 HK | 6,500 | $89,821.25 |
| B0S1651 | ICA GRUPPEN AB | SE | ICA SS | 2,470 | $109,301.77 |
| B0SWJX3 | LONDON STOCK EXCHANGE GROUP | GB | LSE LN | 635 | $57,225.62 |
| B11ZRK9 | LEGRAND SA | FR | LR FP | 320 | $24,999.70 |
| B15C557 | TOTAL SA | FR | FP FP | 2,200 | $116,310.11 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 7,590 | $121,400.41 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 8,700 | $60,372.88 |
| B1VZ0M2 | HARGREAVES LANSDOWN PLC | GB | HL/ LN | 2,305 | $52,930.52 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 1,190 | $60,925.55 |
| B1XH026 | VINCI SA | FR | DG FP | 1,095 | $122,854.96 |
| B1Y47Y7 | GERRESHEIMER AG | DE | GXI GR | 1,140 | $91,935.48 |
| B1Y9TB3 | DANONE | FR | BN FP | 3,028 | $250,843.39 |
| B1YXBJ7 | AIR LIQUIDE | FR | AI FP | 533.5 | $70,934.74 |
| B1Z9Q99 | ABOITIZ POWER CORP | PH | AP PM | 45,900 | $36,135.68 |
| B247XZ6 | MANILA ELECTRIC COMPANY | PH | MER PM | 4,790 | $31,942.77 |
| B24CGK7 | RECKITT BENCKISER GROUP PLC | GB | RB/ LN | 1,520 | $117,620.38 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 2,775 | $82,506.26 |
| B3ZCNF7 | TELEFONICA BRASIL S.A. - PREF | BR | VIVT4 BZ | 2,300 | $30,435.36 |
| B4975P9 | MAGAZINE LUIZA SA | BR | MGLU3 BZ | 2,500 | $27,677.35 |
| B4JSTL6 | WYNN MACAU LTD | MO | 1128 HK | 44,400 | $96,351.61 |
| B4P8HQ1 | MGM CHINA HOLDINGS LTD | MO | 2282 HK | 36,400 | $57,638.80 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 31,900 | $1,412,647.83 |
| B4V5RY4 | BANCO SANTANDER BRASIL - UNIT | BR | SANB11 BZ | 2,100 | $24,830.32 |
| B5B23W2 | SANDS CHINA LTD | MO | 1928 HK | 18,800 | $92,601.65 |
| B5VJH76 | BDO UNIBANK INC | PH | BDO PM | 18,460 | $56,312.39 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 227,900 | $2,640,961.33 |
| B725S29 | PUREGOLD PRICE CLUB INC | PH | PGOLD PM | 23,000 | $18,500.05 |
| B7FQV64 | RAIA DROGASIL S.A. | BR | RADL3 BZ | 1,000 | $27,418.03 |
| B7T7721 | ROYAL BANK OF SCOTLAND | GB | RBS LN | 22,925 | $63,370.36 |
| B92RW83 | LT GROUP INC | PH | LTG PM | 63,300 | $16,640.50 |
| B9N3SQ0 | BB SEGURIDADE PARTICIPACOES | BR | BBSE3 BZ | 3,400 | $28,781.95 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 1,100 | $73,191.56 |
| BBQ3850 | KEYWORDS STUDIOS PLC | IE | KWS LN | 1,780 | $25,649.95 |
| BD4TZK8 | OCI NV | NL | OCI NA | 1,115 | $25,070.08 |
| BD9Y5C0 | TECHNOGYM SPA | IT | TGYM IM | 7,595 | $83,793.51 |
| BD9Y9B7 | BASIC-FIT NV | NL | BFIT NA | 2,700 | $82,579.48 |
| BF1K7P7 | ESSITY AKTIEBOLAG-B | SE | ESSITYB SS | 4,100 | $128,087.05 |
| BFTCYP4 | ROBINSONS RETAIL HOLDINGS IN | PH | RRHI PM | 11,320 | $16,920.33 |
| BG36ZK1 | B3 SA-BRASIL BOLSA BALCAO | BR | B3SA3 BZ | 7,200 | $86,909.86 |
| BG7ZWY7 | AMBEV SA | BR | ABEV3 BZ | 17,000 | $73,586.83 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 17,620 | $27,433.61 |
| BH3T8K8 | ORBIA ADVANCE CORP SAB DE CV | MX | 33,400 | $72,298.81 | |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 65,000 | $57,368.99 |
| BJ2KSG2 | AKZO NOBEL | NL | AKZA NA | 31,114 | $2,868,506.41 |
| BJT1GR5 | ALCON INC | CH | ALC SW | 869 | $51,391.03 |
| BMJ6DW5 | INFORMA PLC | GB | INF LN | 11,050 | $111,066.63 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 101,371 | $4,111,903.50 |
| BMTRW10 | B&M EUROPEAN VALUE RETAIL SA | GB | BME LN | 13,785 | $66,132.16 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 137,235 | $1,547,096.19 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 69,230 | $2,157,263.00 |
| BYW0PQ6 | LAND SECURITIES GROUP PLC | GB | LAND LN | 5,370 | $65,409.60 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 3,078 | $92,583.33 |
| BYXZ2W5 | RUMO SA | BR | RAIL3 BZ | 4,800 | $27,384.12 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 29,693 | $2,396,742.61 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 51,320 | $1,513,426.80 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 2,500 | $82,375.00 |
| G25839104 | COCA-COLA EUROPEAN PARTNERS | GB | CCEP | 2,030 | $108,625.30 |
| G29183103 | EATON CORP PLC | US | ETN | 333 | $29,007.63 |
| G51502105 | JOHNSON CONTROLS INTERNATIONAL | US | JCI | 616 | $26,691.28 |
| G5960L103 | MEDTRONIC INC | IE | MDT | 51,440 | $5,601,816.00 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 1,405 | $74,493.10 |
| H01301128 | ALCON INC | CH | ALC | 26,425 | $1,566,209.75 |
| H1467J104 | CHUBB LTD | CH | CB | 196 | $29,874.32 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 278,480 | $1,322,780.00 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 46,380 | $2,042,575.20 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 1,250 | $110,275.00 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 301 | $26,999.70 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 63,506 | $1,893,113.86 |
| USD | US DOLLAR | US | 1,019,825.81 | $1,019,825.81 |
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
$16.22
Daily $ Change
$0.03
Daily % Change
0.18%
as of 11/13/2019
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 10/31/2019
YTD
20.99%
1 Year
14.61%
3 Year
11.82%
5 Year
7.66%
10 Year
9.86%
Inception
(01/01/2000)
7.69%
US Stock Market Cycle (04/01/2000 - 10/31/2019)
7.84%
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 | 0.49% |
| Net | 0.49%* |
*Reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 10/31/2019
| TREASURY NOTES | 10.26% |
| COCA COLA CO/THE | 2.13% |
| SERVICENOW INC | 2.12% |
| JOHNSON & JOHNSON | 1.98% |
| BERKSHIRE HATHAWAY INC-CL B | 1.97% |
| MICRON TECHNOLOGY INC | 1.87% |
| MONDELEZ INTERNATIONAL INC | 1.84% |
| MASTERCARD INC-CLASS A | 1.81% |
| MEDTRONIC INC | 1.77% |
| LULULEMON - ADR | 1.57% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 10/31/2019
| Stocks | 82.86% | |
| Bonds | 16.82% | |
| Cash | 0.32% |
Detailed Asset Class Allocation
As of 10/31/2019
| International Equities | 26.48% | |
| Small Capitalization | 1.98% | |
| Mid Capitalization | 1.95% | |
| Large Capitalization | 52.45% | |
| Long Term Fixed Income | 2.40% | |
| Intermediate Term Fixed Income | 10.96% | |
| Short Term Fixed Income | 3.46% | |
| Cash | 0.32% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
October Fund Holdings
As of 10/31/2019
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAK2 | ADT SEC CORP 6.25000 10/15/2021 | US | 15,000 | $15,993.75 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 300,000 | $329,491.64 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 766 | $60,935.30 |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 575 | $16,088.50 |
| 00489LAA1 | ACRISURE LLC / FIN INC 7.00000 11/15/2025 | US | 25,000 | $22,875.00 | |
| 00507V109 | ACTIVISION INC | US | ATVI | 51,095 | $2,862,852.85 |
| 00751Y106 | ADVANCE AUTO PARTS INC | US | AAP | 14,630 | $2,377,082.40 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 310,000 | $336,374.22 | |
| 00791GAA5 | AG MERGER SUB II INC 10.75000 08/01/2027 | US | 20,000 | $19,800.00 | |
| 0081180 | BARRATT DEVELOPMENTS PLC | GB | BDEV LN | 7,145 | $58,430.61 |
| 008492100 | AGREE REALTY CORP | US | ADC | 355 | $27,963.35 |
| 00912XAV6 | AIR LEASE CORP 3.62500 04/01/2027 | US | 320,000 | $333,813.74 | |
| 0136701 | BRITISH LAND CO PLC | GB | BLND LN | 7,945 | $63,879.07 |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 130 | $20,637.50 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 1,130 | $199,637.10 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 230,000 | $238,892.16 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 181 | $19,262.02 |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 2,230 | $2,810,045.30 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 2,230 | $2,807,124.00 |
| 02209S103 | ALTRIA GROUP INC | US | MO | 42,965 | $1,924,402.35 |
| 023135106 | AMAZON.COM INC | US | AMZN | 2,030 | $3,606,619.80 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 593,390 | $2,557,510.90 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 55,154 | $2,257,513.40 |
| 02406PAR1 | AMERICAN AXLE & MFG INC 6.25000 04/01/2025 | US | 10,000 | $9,637.50 | |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 925 | $46,231.50 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 16,905 | $126,275.92 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 3,200 | $84,704.00 |
| 0287580 | BRITISH AMERICAN TOBACCO PLC | GB | BATS LN | 3,095 | $108,250.64 |
| 03019LAA4 | AMERICAN TANKER INC 9.25000 02/22/2022 | US | 45,000 | $45,252.31 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 15,660 | $3,415,132.80 |
| 03027XAW0 | AMERICAN TOWER CORP 3.80000 08/15/2029 | US | 320,000 | $342,090.53 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 1,720 | $68,954.80 |
| 031162100 | AMGEN INC | US | AMGN | 330 | $70,372.50 |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 15,000 | $11,156.25 | |
| 03690AAF3 | ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 | US | 20,000 | $15,100.00 | |
| 03748R754 | APARTMENT INVT & MGMT CO -A | US | AIV | 1,510 | $82,868.80 |
| 038222105 | APPLIED MATERIALS INC | US | AMAT | 462 | $25,068.12 |
| 039483102 | ARCHER-DANIELS-MIDLAND CO | US | ADM | 353 | $14,840.12 |
| 03968AAA9 | ARD SECURITIES FINANCE 8.75000 01/31/2023 | LU | 10,437 | $10,854.48 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 2,355 | $57,145.25 |
| 045086AF2 | ASHTON WOODS USA/FINANCE 6.75000 08/01/2025 | US | 20,000 | $20,100.00 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 985 | $119,268.71 |
| 05278C107 | AUTOHOME INC-ADR | CN | ATHM | 1,015 | $85,828.40 |
| 053332102 | AUTOZONE INC | US | AZO | 2,245 | $2,569,133.10 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 535 | $116,448.10 |
| 054937107 | BB&T CORP | US | BBT | 399 | $21,166.95 |
| 05722G100 | BAKER HUGHES CO | US | BKR | 668 | $14,295.20 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 2,563 | $80,145.01 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 470,000 | $501,310.95 | |
| 0682538 | PERSIMMON PLC | GB | PSN LN | 2,130 | $62,827.27 |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 29,335 | $6,236,034.30 |
| 08576PAA9 | BERRY GLOBAL INC 4.50000 02/15/2026 | US | 10,000 | $10,062.50 | |
| 086516101 | BEST BUY INC | US | BBY | 255 | $18,316.65 |
| 0870612 | LLOYDS BANKING GROUP PLC | GB | LLOY LN | 86,535 | $63,655.95 |
| 0878230 | TAYLOR WIMPEY PLC | GB | TW/ LN | 28,505 | $61,134.93 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 28,755 | $2,105,153.55 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 4,785 | $102,717.06 |
| 09247X101 | BLACKROCK INC | US | BLK | 9,325 | $4,305,352.50 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 6,090 | $106,374.54 |
| 097023105 | BOEING CO | US | BA | 235 | $79,878.85 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 1,030 | $2,110,233.10 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 478 | $65,581.60 |
| 101137107 | BOSTON SCIENTIFIC CORP | US | BSX | 51,460 | $2,145,882.00 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 4,510 | $68,912.80 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 832 | $47,731.84 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 1,425 | $49,818.00 |
| 11135F101 | BROADCOM INC | US | AVGO | 168 | $49,198.80 |
| 11680JAA0 | BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 | US | 20,000 | $13,200.00 | |
| 12429TAE4 | BWAY HOLDING CO 7.25000 04/15/2025 | US | 20,000 | $19,125.00 | |
| 124847AC8 | ENTERCOM MEDIA CORP 7.25000 11/01/2024 | US | 10,000 | $10,425.00 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 23,915 | $2,753,812.25 |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 54,435 | $2,468,627.25 |
| 12527GAB9 | CF INDUSTRIES INC 7.12500 05/01/2020 | US | 15,000 | $15,360.47 | |
| 12541W209 | C.H. ROBINSON WORLDWIDE INC | US | CHRW | 161 | $12,178.04 |
| 12572Q105 | CME GROUP INC | US | CME | 13,345 | $2,745,733.75 |
| 126650100 | CVS HEALTH CORP | US | CVS | 684 | $45,410.76 |
| 12686CBA6 | CABLEVISION SYSTEMS CORP 8.00000 04/15/2020 | US | 15,000 | $15,375.00 | |
| 131477AT8 | CALUMET SPECIALTY PROD 11.00000 04/15/2025 | US | 25,000 | $25,062.50 | |
| 133131102 | CAMDEN PROPERTY TRUST | US | CPT | 545 | $62,331.65 |
| 13321L108 | CAMECO CORP | CA | CCJ | 8,497 | $75,878.21 |
| 149123101 | CATERPILLAR INC | US | CAT | 301 | $41,477.80 |
| 156700AW6 | CENTURYLINK INC 5.62500 04/01/2020 | US | 15,000 | $15,187.50 | |
| 166764100 | CHEVRON CORP | US | CVX | 604 | $70,148.56 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 1,760 | $83,617.60 |
| 172967424 | CITIGROUP INC | US | C | 731 | $52,529.66 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 150,000 | $246,760.23 | |
| 191216100 | COCA COLA CO/THE | US | KO | 124,300 | $6,765,649.00 |
| 192422103 | COGNEX CORP | US | CGNX | 27,785 | $1,430,649.65 |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 30,229 | $2,073,709.40 |
| 20030NCY5 | COMCAST CORP 3.25000 11/01/2039 | US | 240,000 | $243,315.86 | |
| 2011646 | ALIMENTATION COUCHE-TARD -B | CA | ATD/B CN | 3,725 | $111,713.23 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 1,010 | $48,904.20 |
| 205887102 | CONAGRA BRAND INC. | US | CAG | 402 | $10,874.10 |
| 222795502 | COUSINS PROPERTIES INC | US | CUZ | 2,829 | $113,527.77 |
| 22546QAD9 | CREDIT SUISSE AG 5.40000 01/14/2020 | CH | 620,000 | $624,017.60 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 390 | $54,128.10 |
| 22822VAN1 | CROWN CASTLE INTL CORP 3.10000 11/15/2029 | US | 310,000 | $315,005.54 | |
| 228368106 | CROWN HOLDINGS INC | US | CCK | 31,155 | $2,269,330.20 |
| 229663109 | CUBESMART | US | CUBE | 485 | $15,374.50 |
| 231021106 | CUMMINS INC | US | CMI | 133 | $22,939.84 |
| 2328595 | BANCO DO BRASIL S.A. | BR | BBAS3 BZ | 5,400 | $64,643.81 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 3,160 | $26,703.21 |
| 2458771 | ITAUSA INVESTIMENTOS ITAU -PR | BR | ITSA4 BZ | 18,100 | $61,830.20 |
| 2521800 | LOBLAW COMPANIES LTD | CA | L CN | 2,005 | $106,925.21 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 95,760 | $506,570.40 |
| 25277LAC0 | DIAMOND SPORTS GR/DIAMON 6.62500 08/15/2027 | US | 25,000 | $25,750.00 | |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 455 | $57,803.20 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 300,000 | $328,066.79 | |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 24,535 | $3,933,941.90 |
| 256746108 | DOLLAR TREE STORES INC | US | DLTR | 39,155 | $4,322,712.00 |
| 25787GAC4 | DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 | US | 30,000 | $31,200.00 | |
| 25960P109 | DOUGLAS EMMETT INC | US | DEI | 1,210 | $52,417.20 |
| 260557103 | DOW INC | US | DOW | 403 | $20,347.47 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 92,530 | $2,151,141.60 |
| 277432100 | EASTMAN CHEM CO | US | EMN | 165 | $12,546.60 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 107,620 | $2,196,359.88 |
| 285512109 | ELECTRONIC ARTS | US | EA | 49,590 | $4,780,476.00 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 152,295 | $768,933.07 |
| 291011104 | EMERSON ELEC CO | US | EMR | 442 | $31,006.30 |
| 29273RAR0 | ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 | US | 200,000 | $239,540.56 | |
| 29444U700 | EQUINIX INC | US | EQIX | 5,160 | $2,924,584.80 |
| 2945422 | WEG SA | BR | WEGE3 BZ | 3,900 | $25,011.35 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 730 | $51,056.20 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 960 | $85,113.60 |
| 29670E107 | ESSENTIAL PROPERTIES REALTY | US | EPRT | 2,083 | $53,449.78 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 207 | $67,715.91 |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 185 | $20,769.95 |
| 30303M102 | FACEBOOK INC -A | US | FB | 23,540 | $4,511,441.00 |
| 30744W107 | FARFETCH LTD - CLASS A | GB | FTCH | 3,335 | $29,781.55 |
| 311900104 | FASTENAL CO | US | FAST | 512 | $18,401.28 |
| 3134865 | BARCLAYS PLC | GB | BARC LN | 30,870 | $66,959.50 |
| 313747206 | FEDERAL RLTY INVT TR SH BEN INT | US | FRT | 130 | $17,681.30 |
| 315786AC7 | FIDELITY & GUARA NTY LIFE 5.50000 05/01/2025 | US | 15,000 | $16,012.50 | |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 604 | $17,564.32 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 850 | $35,793.50 |
| 33834YAA6 | FIVE POINT OP CO LP/FIVE 7.87500 11/15/2025 | US | 25,000 | $23,629.25 | |
| 346232AD3 | FORESTAR GROUP INC 8.00000 04/15/2024 | US | 15,000 | $16,125.00 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 25,000 | $25,250.00 | |
| 35166FAA0 | FOXTROT ESCROW ISSUER 12.25000 11/15/2026 | US | 25,000 | $25,127.50 | |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 140,840 | $1,383,048.80 |
| 36166LAA5 | GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 | AE | 85,000 | $88,081.25 | |
| 364760108 | GAP INC | US | GPS | 453 | $7,365.78 |
| 369550108 | GENERAL DYNAMICS CORP | US | GD | 138 | $24,398.40 |
| 369604BQ5 | GENERAL ELECTRIC CO 5.00000 01/21/2021 | US | 250,000 | $240,937.50 | |
| 370334104 | GENERAL MLS INC | US | GIS | 483 | $24,565.38 |
| 372460105 | GENUINE PARTS CO | US | GPC | 164 | $16,823.12 |
| 374297109 | GETTY REALTY CORP | US | GTY | 985 | $33,036.90 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 740 | $47,145.40 |
| 37960JAA6 | GLOBAL AIR LEASE CO LTD 6.50000 09/15/2024 | KY | 30,000 | $30,703.50 | |
| 38141GVR2 | GOLDMAN SACHS GROUP INC 4.25000 10/21/2025 | US | 150,000 | $161,572.64 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 400 | $41,804.00 |
| 40051E202 | GRUPO AEROPORTUARIO DEL SURESTE | MX | ASR | 335 | $54,856.25 |
| 4012250 | AIRBUS SE | FR | AIR FP | 805 | $115,483.99 |
| 4031879 | VEOLIA ENVIRONMENT | FR | VIE FP | 675 | $17,768.55 |
| 404119BX6 | HCA INC 4.12500 06/15/2029 | US | 230,000 | $243,663.15 | |
| 404139AD9 | HC2 HOLDINGS INC 11.50000 12/01/2021 | US | 10,000 | $9,112.50 | |
| 40414L109 | HCP INC | US | HCP | 2,235 | $84,080.70 |
| 4057808 | L'OREAL | FR | OR FP | 335 | $97,840.70 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 335 | $143,063.73 |
| 406216101 | HALLIBURTON CO | US | HAL | 137,260 | $2,642,255.00 |
| 4162791 | THALES SA | FR | HO FP | 100 | $9,775.97 |
| 4163437 | CAPGEMINI | FR | CAP FP | 195 | $21,982.39 |
| 416515104 | HARTFORD FINL SVCS | US | HIG | 240 | $13,699.20 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 1,480 | $51,459.60 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 915 | $28,365.00 |
| 427866108 | HERSHEY CO/THE | US | HSY | 162 | $23,792.94 |
| 43300A203 | HILTON WORLDWIDE HOLDINGS INC | US | HLT | 245 | $23,755.20 |
| 437076102 | HOME DEPOT INC | US | HD | 458 | $107,437.64 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 352 | $60,800.96 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 1,785 | $29,256.15 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 35,000 | $37,493.75 | |
| 445658107 | HUNT (JB) TRANSPORT SVCS INC | US | JBHT | 18,715 | $2,200,135.40 |
| 452308109 | ILLINOIS TOOL WKS INC | US | ITW | 196 | $33,041.68 |
| 45337C102 | INCYTE CORP | US | INCY | 14,615 | $1,226,490.80 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 2,425 | $37,345.00 |
| 45682RAA8 | INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 | AU | 25,000 | $25,478.00 | |
| 458140100 | INTEL CORP | US | INTC | 1,883 | $106,445.99 |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 29,330 | $2,766,405.60 |
| 4588364 | MICHELIN (CGDE)-B | FR | ML FP | 255 | $31,048.10 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 453 | $60,579.69 |
| 460146103 | INTERNATIONAL PAPER CO | US | IP | 287 | $12,536.16 |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 1,945 | $1,075,487.75 |
| 46187W107 | INVITATION HOMES INC | US | INVH | 3,542 | $109,058.18 |
| 46429B598 | ISHARES MSCI INDIA ETF | IN | 10,370 | $359,320.50 | |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 993 | $124,045.56 |
| 46647PAY2 | JPMORGAN CHASE & CO 4.02300 12/05/2024 | US | 230,000 | $245,593.49 | |
| 4682329 | PERNOD-RICARD SA | FR | RI FP | 640 | $118,229.28 |
| 4741844 | MERCK KGAA | DE | MRK GR | 19,785 | $2,359,688.45 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 2,090 | $39,689.10 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 47,454 | $6,265,826.16 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 35,000 | $9,800.00 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,400 | $152,216.35 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 25 | $65,202.63 |
| 482480100 | KLA-TENCOR CORPORATION | US | KLAC | 142 | $24,003.68 |
| 4834108 | SCHNEIDER ELECTRIC SE | FR | SU FP | 665 | $61,805.39 |
| 4834777 | VIVENDI | FR | VIV FP | 1,245 | $34,670.27 |
| 487526AB1 | KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 | US | 25,000 | $25,640.63 | |
| 487836108 | KELLOGG CO | US | K | 273 | $17,343.69 |
| 493267108 | KEYCORP | US | KEY | 820 | $14,735.40 |
| 49427F108 | KILROY REALTY CORP | US | KRC | 219 | $18,380.67 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 240 | $31,891.20 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 250,000 | $323,180.62 | |
| 500255104 | KOHLS CORP | US | KSS | 182 | $9,329.32 |
| 501044101 | KROGER CO | US | KR | 511 | $12,591.04 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 35,000 | $36,225.00 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 1,215 | $126,205.38 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 24,030 | $2,844,889.14 |
| 512807108 | LAM RESEARCH CORP | US | LRCX | 81 | $21,954.24 |
| 5176177 | ORANGE | FR | ORA FP | 2,540 | $40,880.04 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 40 | $28,814.12 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 860 | $50,800.20 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 240 | $26,140.80 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 200 | $30,375.35 |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 145 | $54,618.60 |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 15,000 | $10,500.00 | |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | 30 | $63,398.99 |
| 550021109 | LULULEMON - ADR | CA | LULU | 24,317 | $4,967,233.59 |
| 5505072 | KERING | FR | KER FP | 120 | $68,279.58 |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 489 | $31,271.55 |
| 5669354 | REPSOL SA | ES | REP SM | 7,283 | $120,021.76 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 1,310 | $120,765.14 |
| 5701513 | ELISA OYJ | FI | ELISA FH | 2,213 | $120,865.71 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 20,705 | $5,731,351.05 |
| 57772K101 | MAXIM INTEGRATED PRODUCTS | US | MXIM | 234 | $13,726.44 |
| 585464100 | MELCO CROWN ENTERTAINME-ADR | HK | MLCO | 2,880 | $62,035.20 |
| 58933Y105 | MERCK & CO INC | US | MRK | 13,428 | $1,163,670.48 |
| 594918104 | MICROSOFT CORP | US | MSFT | 34,380 | $4,929,060.60 |
| 595112103 | MICRON TECHNOLOGY INC | US | MU | 125,030 | $5,945,176.50 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 260 | $36,137.40 |
| 5962280 | CHOCOLADEFABRIKEN LINDT-PC | CH | LISP SW | 7 | $52,012.16 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 20 | $58,758.72 |
| 5986622 | KONINKLIJKE PHILIPS NV | NL | PHIA NA | 2,515 | $110,343.37 |
| 6055112 | AYALA LAND INC | PH | ALI PM | 61,100 | $58,388.88 |
| 6074968 | BANK OF THE PHILIPPINE ISLAN | PH | BPI PM | 19,180 | $36,643.04 |
| 60871R209 | MOLSON COORS BREWING CO -B | US | TAP | 191 | $10,069.52 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 111,425 | $5,844,241.25 |
| 6108179 | HARMONIC DRIVE SYSTEMS INC | JP | 6324 JP | 1,200 | $55,652.06 |
| 615369105 | MOODY'S CORPORATION | US | MCO | 13,430 | $2,963,866.70 |
| 6194037 | KAKAO CORP | KR | 035720 KS | 990 | $120,138.74 |
| 61965RAB1 | MOSS CREEK RESOURCES HLD 10.50000 05/15/2027 | US | 5,000 | $3,862.50 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 35,000 | $33,950.00 | |
| 6250025 | DAIFUKU CO LTD | JP | 6383 JP | 1,100 | $58,367.92 |
| 6284864 | GLOBE TELECOM INC | PH | GLO PM | 1,005 | $36,124.15 |
| 62957HAC9 | NABORS INDUSTRIES INC 5.50000 01/15/2023 | US | 20,000 | $16,900.00 | |
| 6344456 | LG HOUSEHOLD & HEALTH CARE | KR | 051900 KS | 110 | $119,030.78 |
| 6356934 | FANUC LTD | JP | 6954 JP | 800 | $157,799.44 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 895 | $52,724.45 |
| 637870106 | NATIONAL STORAGE AFFILIATES | US | NSA | 860 | $29,386.20 |
| 63938CAA6 | NAVIENT CORP 5.00000 10/26/2020 | US | 25,000 | $25,461.25 | |
| 64110D104 | NETAPP INC | US | NTAP | 175 | $9,779.00 |
| 6441506 | HOYA CORP | JP | 7741 JP | 1,400 | $123,728.12 |
| 6465874 | GALAXY ENTERTAINMENT GROUP L | HK | 27 HK | 14,000 | $96,398.96 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 765 | $93,375.90 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 2,435 | $1,539,641.77 |
| 6514442 | METROPOLITAN BANK & TRUST | PH | MBT PM | 34,368.95 | $45,752.33 |
| 654106103 | NIKE INC CLASS B | US | NKE | 49,355 | $4,419,740.25 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 35,000 | $17,500.00 | |
| 6687571 | NABTESCO CORP | JP | 6268 JP | 1,800 | $57,302.64 |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 32,545 | $2,845,734.80 |
| 670346105 | NUCOR CORP | US | NUE | 297 | $15,993.45 |
| 67059TAD7 | NUSTAR LOGISTICS LP 6.75000 02/01/2021 | US | 15,000 | $15,542.70 | |
| 67066G104 | NVIDIA CORP | US | NVDA | 12,650 | $2,542,903.00 |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 56,000 | $64,290.29 |
| 674599105 | OCCIDENTAL PETROLEUM CORP | US | OXY | 430 | $17,415.00 |
| 680665AL0 | OLIN CORP 5.62500 08/01/2029 | US | 20,000 | $20,765.40 | |
| 6818843 | SM PRIME HOLDINGS INC | PH | SMPH PM | 95,220 | $73,110.87 |
| 681936100 | OMEGA HEALTHCARE INVS INC | US | OHI | 830 | $36,553.20 |
| 6821120 | SONIC HEALTHCARE LTD | AU | SHL AU | 5,855 | $115,314.36 |
| 6821506 | SONY CORP FIRST SECTION | JP | 6758 JP | 2,200 | $133,912.13 |
| 6895200 | TOHO CO LTD | JP | 9602 JP | 2,600 | $105,002.22 |
| 6919519 | UNIVERSAL ROBINA CORP | PH | URC PM | 14,050 | $41,740.00 |
| 7021963 | DEUTSCHE BOERSE AG | DE | DB1 GR | 18,030 | $2,792,119.54 |
| 7088429 | AXA SA | FR | CS FP | 2,485 | $65,780.99 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 1,455 | $127,131.03 |
| 7103526 | PEUGEOT SA | FR | UG FP | 695 | $17,601.65 |
| 7110388 | ROCHE HOLDING AG-GENUSSCHEIN | CH | ROG SW | 590 | $177,564.03 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 120 | $28,389.53 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 29,590 | $3,165,577.97 |
| 7133608 | EQUINOR ASA | NO | EQNR NO | 5,930 | $110,094.50 |
| 713448108 | PEPSICO INC | US | PEP | 29,525 | $4,049,944.25 |
| 7145056 | ENI SPA | IT | ENI IM | 7,455 | $113,099.71 |
| 717081103 | PFIZER INC | US | PFE | 2,393 | $91,819.41 |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 39,565 | $3,222,173.60 |
| 718546104 | PHILLIPS 66 | US | PSX | 238 | $27,803.16 |
| 719245AD4 | PHOTO HOLDINGS MERGER SU 8.50000 10/01/2026 | US | 25,000 | $22,003.25 | |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 3,080 | $57,503.60 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 325 | $49,625.65 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 1,425 | $18,593.89 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 1,100 | $20,746.00 | |
| 7309681 | BNP PARIBAS | FR | BNP FP | 1,540 | $80,479.69 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 575 | $23,418.57 |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 470,000 | $508,849.01 | |
| 74166MAC0 | PRIME SECSRVC BRW/FINANC 5.75000 04/15/2026 | US | 15,000 | $15,370.50 | |
| 74340W103 | PROLOGIS | US | PLD | 1,995 | $175,081.20 |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 335 | $74,658.10 |
| 74834L100 | QUEST DIAGNOSTICS INC | US | DGX | 119 | $12,048.75 |
| 750236AW1 | RADIAN GROUP INC 4.87500 03/15/2027 | US | 35,000 | $36,312.50 | |
| 756109104 | REALTY INCOME CORP | US | O | 270 | $22,083.30 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 729 | $11,736.90 |
| 76131D103 | RESTAURANT BRANDS INTERN | CA | QSR | 1,070 | $70,020.80 |
| 7698356 | GETINGE AB-B SHS | SE | GETIB SS | 4,600 | $78,644.14 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 25,000 | $25,419.92 | |
| 773903109 | ROCKWELL AUTOMATION INC | US | ROK | 83 | $14,275.17 |
| 7792559 | HEINEKEN NV | NL | HEIA NA | 1,070 | $109,267.91 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 2,875 | $167,583.75 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 1,085 | $80,984.40 |
| 78409V104 | S&P GLOBAL INC | US | SPGI | 11,145 | $2,875,298.55 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 13,630 | $3,280,059.50 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 35,000 | $36,137.50 | |
| 78463V107 | SPDR GOLD SHARES | US | 3,655 | $520,581.65 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 340,000 | $390,405.55 | |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 310,000 | $334,055.55 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 57,511 | $1,880,034.59 |
| 81141R100 | SEA LTD - ADR | SG | SE | 133,530 | $3,973,852.80 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 11,985 | $1,287,189.00 |
| 81762P102 | SERVICENOW INC | US | NOW | 27,220 | $6,730,417.20 |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 20,000 | $16,800.00 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 800 | $120,544.00 |
| 832696405 | JM SMUCKER CO/THE-NEW COM WI | US | SJM | 114 | $12,047.52 |
| 835699307 | SONY CORP SPONSORED ADR | JP | SNE | 70,000 | $4,258,100.00 |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 49,100 | $1,746,978.00 |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 370,000 | $374,564.56 | |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 20,000 | $17,600.00 | |
| 852061AR1 | SPRINT COMMUNICATIONS 7.00000 08/15/2020 | US | 40,000 | $41,206.80 | |
| 85207UAE5 | SPRINT CORP 7.25000 09/15/2021 | US | 15,000 | $16,005.90 | |
| 85207UAH8 | SPRINT CORP 7.12500 06/15/2024 | US | 15,000 | $16,275.00 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 1,030 | $31,971.20 |
| 855030AN2 | STAPLES INC 7.50000 04/15/2026 | US | 25,000 | $26,005.00 | |
| 858912AF5 | STERICYCLE INC 5.37500 07/15/2024 | US | 35,000 | $36,400.00 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 780 | $31,590.00 |
| 866674104 | SUN COMMUNITIES | US | SUI | 470 | $76,445.50 |
| 86723CAF5 | SUNCOKE ENRGY PART LP/FI 7.50000 06/15/2025 | US | 10,000 | $8,500.00 | |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 1,475 | $19,927.25 |
| 867914103 | SUNTRUST BANKS INC | US | STI | 309 | $21,117.06 |
| 871829107 | SYSCO CORP | US | SYY | 376 | $30,031.12 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 2,510 | $107,453.10 |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 20,000 | $16,900.00 | |
| 88032WAN6 | TENCENT HOLDINGS 3.97500 04/11/2029 | KY | 240,000 | $258,292.70 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 468 | $55,219.32 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 7,025 | $2,121,409.50 |
| 88579Y101 | 3M CO | US | MMM | 343 | $56,591.57 |
| 892231AA9 | TOWNSQUARE MEDIA INC 6.50000 04/01/2023 | US | 10,000 | $9,900.00 | |
| 89417E109 | TRAVELLERS COS INC | US | TRV | 140 | $18,348.40 |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 35,000 | $34,907.25 | |
| 902494103 | TYSON FOODS INC -CL A | US | TSN | 218 | $18,048.22 |
| 902653104 | UDR INC | US | UDR | 1,297 | $65,174.25 |
| 902973304 | U.S. BANCORP | US | USB | 882 | $50,291.64 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 1,230 | $18,363.90 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 60,779 | $3,653,425.69 |
| 907818108 | UNION PAC CORP | US | UNP | 361 | $59,731.06 |
| 911312106 | UNITED PARCEL SERVICE | US | UPS | 507 | $58,391.19 |
| 912796SR1 | TREASURY BILL 0.00000 05/21/2020 | US | 3,195,000 | $3,167,481.27 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 941,254.89 | $989,058.60 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 2,270,000 | $2,414,889.83 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 1,750,000 | $2,049,140.63 | |
| 9128284P2 | US TREASURY N/B 2.62500 05/15/2021 | US | 3,131,000 | $3,179,921.88 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 3,137,683.84 | $3,120,892.34 | |
| 912828K74 | US TREASURY N/B 2.00000 08/15/2025 | US | 16,177,000 | $16,552,988.91 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 6,500,000 | $6,510,410.14 | |
| 912828WJ5 | US TREASURY N/B 2.50000 05/15/2024 | US | 6,034,000 | $6,288,559.38 | |
| 913017109 | UNITED TECHNOLOGIES CORP | US | UTX | 422 | $60,590.76 |
| 91324P102 | UNITEDHEALTH GROUP INC | US | UNH | 9,860 | $2,491,622.00 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 2,260 | $47,708.60 |
| 918204108 | VF CORP | US | VFC | 287 | $23,617.23 |
| 91913Y100 | VALERO ENERGY | US | VLO | 299 | $28,997.02 |
| 92189F106 | MARKET VECTORS GOLD MINERS | US | 10,364 | $291,746.60 | |
| 92276F100 | VENTAS INC | US | VTR | 956 | $62,235.60 |
| 92339V100 | VEREIT INC | US | VER | 5,945 | $58,498.80 |
| 92343VDU5 | VERIZON COMMUNICATIONS 5.25000 03/16/2037 | US | 380,000 | $478,639.71 | |
| 92511U102 | VERRA MOBILITY CORP | US | VRRM | 283,775 | $4,072,171.25 |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 6,185 | $1,209,043.80 |
| 92553P201 | VIACOM INC CL B | US | VIAB | 401 | $8,645.56 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 26,610 | $4,759,464.60 |
| 92840JAA7 | VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 | MUL | 25,000 | $24,312.50 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 320 | $21,001.60 |
| 92922PAL0 | W & T OFFSHORE INC 9.75000 11/01/2023 | US | 10,000 | $9,375.00 | |
| 931142103 | WAL MART STORES | US | WMT | 1,056 | $123,826.56 |
| 931427108 | WALGREENS BOOTS ALLIANCE INC | US | WBA | 563 | $30,841.14 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 278 | $31,194.38 |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 35,000 | $35,525.00 | |
| 948741103 | WEINGARTEN REALTY INVESTORS | US | WRI | 1,445 | $45,849.85 |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 1,932 | $99,749.16 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 871 | $78,990.99 |
| 958102105 | WESTERN DIGITAL CORP | US | WDC | 278 | $14,358.70 |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 240,000 | $250,234.68 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 40,000 | $37,600.00 | |
| B00FM53 | BANCO BRADESCO SA - PREF | BR | BBDC4 BZ | 15,500 | $136,313.43 |
| B01FLR7 | PING AN INSURANCE GROUP CO-H | CN | 2318 HK | 7,500 | $86,563.43 |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 4,075 | $106,650.23 |
| B02L3W3 | BERKELEY GROUP HOLDINGS | GB | BKG LN | 1,110 | $63,269.57 |
| B02L486 | MOWI ASA | NO | MOWI NO | 5,190 | $126,698.05 |
| B037HR3 | ITAU UNIBANCO HOLDINGS S-PREF | BR | ITUB4 BZ | 17,100 | $154,605.66 |
| B058TZ6 | SAFRAN SA | FR | SAF FP | 365 | $57,812.34 |
| B068DB9 | SM INVESTMENTS CORP | PH | SM PM | 2,685 | $54,431.47 |
| B07DRZ5 | RECORDATI SPA | IT | REC IM | 2,835 | $119,138.41 |
| B08K3S0 | LOCALIZA RENT A CAR | BR | RENT3 BZ | 2,100 | $22,515.90 |
| B0C2CQ3 | ENGIE | FR | ENGI FP | 2,075 | $34,745.42 |
| B0CGYD6 | LOJAS RENNER S.A. | BR | LREN3 BZ | 2,800 | $35,529.73 |
| B0MP1B0 | SHENZHOU INTERNATIONAL GROUP | CN | 2313 HK | 6,500 | $89,821.25 |
| B0S1651 | ICA GRUPPEN AB | SE | ICA SS | 2,470 | $109,301.77 |
| B0SWJX3 | LONDON STOCK EXCHANGE GROUP | GB | LSE LN | 635 | $57,225.62 |
| B11ZRK9 | LEGRAND SA | FR | LR FP | 320 | $24,999.70 |
| B15C557 | TOTAL SA | FR | FP FP | 2,200 | $116,310.11 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 7,590 | $121,400.41 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 8,700 | $60,372.88 |
| B1VZ0M2 | HARGREAVES LANSDOWN PLC | GB | HL/ LN | 2,305 | $52,930.52 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 1,190 | $60,925.55 |
| B1XH026 | VINCI SA | FR | DG FP | 1,095 | $122,854.96 |
| B1Y47Y7 | GERRESHEIMER AG | DE | GXI GR | 1,140 | $91,935.48 |
| B1Y9TB3 | DANONE | FR | BN FP | 3,028 | $250,843.39 |
| B1YXBJ7 | AIR LIQUIDE | FR | AI FP | 533.5 | $70,934.74 |
| B1Z9Q99 | ABOITIZ POWER CORP | PH | AP PM | 45,900 | $36,135.68 |
| B247XZ6 | MANILA ELECTRIC COMPANY | PH | MER PM | 4,790 | $31,942.77 |
| B24CGK7 | RECKITT BENCKISER GROUP PLC | GB | RB/ LN | 1,520 | $117,620.38 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 2,775 | $82,506.26 |
| B3ZCNF7 | TELEFONICA BRASIL S.A. - PREF | BR | VIVT4 BZ | 2,300 | $30,435.36 |
| B4975P9 | MAGAZINE LUIZA SA | BR | MGLU3 BZ | 2,500 | $27,677.35 |
| B4JSTL6 | WYNN MACAU LTD | MO | 1128 HK | 44,400 | $96,351.61 |
| B4P8HQ1 | MGM CHINA HOLDINGS LTD | MO | 2282 HK | 36,400 | $57,638.80 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 31,900 | $1,412,647.83 |
| B4V5RY4 | BANCO SANTANDER BRASIL - UNIT | BR | SANB11 BZ | 2,100 | $24,830.32 |
| B5B23W2 | SANDS CHINA LTD | MO | 1928 HK | 18,800 | $92,601.65 |
| B5VJH76 | BDO UNIBANK INC | PH | BDO PM | 18,460 | $56,312.39 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 227,900 | $2,640,961.33 |
| B725S29 | PUREGOLD PRICE CLUB INC | PH | PGOLD PM | 23,000 | $18,500.05 |
| B7FQV64 | RAIA DROGASIL S.A. | BR | RADL3 BZ | 1,000 | $27,418.03 |
| B7T7721 | ROYAL BANK OF SCOTLAND | GB | RBS LN | 22,925 | $63,370.36 |
| B92RW83 | LT GROUP INC | PH | LTG PM | 63,300 | $16,640.50 |
| B9N3SQ0 | BB SEGURIDADE PARTICIPACOES | BR | BBSE3 BZ | 3,400 | $28,781.95 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 1,100 | $73,191.56 |
| BBQ3850 | KEYWORDS STUDIOS PLC | IE | KWS LN | 1,780 | $25,649.95 |
| BD4TZK8 | OCI NV | NL | OCI NA | 1,115 | $25,070.08 |
| BD9Y5C0 | TECHNOGYM SPA | IT | TGYM IM | 7,595 | $83,793.51 |
| BD9Y9B7 | BASIC-FIT NV | NL | BFIT NA | 2,700 | $82,579.48 |
| BF1K7P7 | ESSITY AKTIEBOLAG-B | SE | ESSITYB SS | 4,100 | $128,087.05 |
| BFTCYP4 | ROBINSONS RETAIL HOLDINGS IN | PH | RRHI PM | 11,320 | $16,920.33 |
| BG36ZK1 | B3 SA-BRASIL BOLSA BALCAO | BR | B3SA3 BZ | 7,200 | $86,909.86 |
| BG7ZWY7 | AMBEV SA | BR | ABEV3 BZ | 17,000 | $73,586.83 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 17,620 | $27,433.61 |
| BH3T8K8 | ORBIA ADVANCE CORP SAB DE CV | MX | 33,400 | $72,298.81 | |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 65,000 | $57,368.99 |
| BJ2KSG2 | AKZO NOBEL | NL | AKZA NA | 31,114 | $2,868,506.41 |
| BJT1GR5 | ALCON INC | CH | ALC SW | 869 | $51,391.03 |
| BMJ6DW5 | INFORMA PLC | GB | INF LN | 11,050 | $111,066.63 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 101,371 | $4,111,903.50 |
| BMTRW10 | B&M EUROPEAN VALUE RETAIL SA | GB | BME LN | 13,785 | $66,132.16 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 137,235 | $1,547,096.19 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 69,230 | $2,157,263.00 |
| BYW0PQ6 | LAND SECURITIES GROUP PLC | GB | LAND LN | 5,370 | $65,409.60 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 3,078 | $92,583.33 |
| BYXZ2W5 | RUMO SA | BR | RAIL3 BZ | 4,800 | $27,384.12 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 29,693 | $2,396,742.61 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 51,320 | $1,513,426.80 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 2,500 | $82,375.00 |
| G25839104 | COCA-COLA EUROPEAN PARTNERS | GB | CCEP | 2,030 | $108,625.30 |
| G29183103 | EATON CORP PLC | US | ETN | 333 | $29,007.63 |
| G51502105 | JOHNSON CONTROLS INTERNATIONAL | US | JCI | 616 | $26,691.28 |
| G5960L103 | MEDTRONIC INC | IE | MDT | 51,440 | $5,601,816.00 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 1,405 | $74,493.10 |
| H01301128 | ALCON INC | CH | ALC | 26,425 | $1,566,209.75 |
| H1467J104 | CHUBB LTD | CH | CB | 196 | $29,874.32 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 278,480 | $1,322,780.00 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 46,380 | $2,042,575.20 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 1,250 | $110,275.00 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 301 | $26,999.70 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 63,506 | $1,893,113.86 |
| USD | US DOLLAR | US | 1,019,825.81 | $1,019,825.81 |
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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