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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
$14.06
Daily $ Change
-$0.22
Daily % Change
-1.56%
as of 11/12/2018
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 10/31/2018
YTD
-0.21%
1 Year
3.01%
3 Year
8.48%
5 Year
6.50%
10 Year
10.26%
Inception
(01/01/2000)
7.34%
US Stock Market Cycle (04/01/2000 - 10/31/2018)
7.49%
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 10/31/2018
| TREASURY NOTES | 6.71% |
| INCYTE CORP | 1.86% |
| MEDTRONIC INC | 1.84% |
| BOOKING HOLDINGS INC | 1.79% |
| MASTERCARD INC-CLASS A | 1.79% |
| QORVO INC | 1.75% |
| LULULEMON - ADR | 1.67% |
| VISA INC - CLASS A SHARES | 1.63% |
| NOVARTIS AG- REG | 1.63% |
| MICROSOFT CORP | 1.61% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 10/31/2018
| Stocks | 84.94% |
| Bonds | 13.75% |
| Cash | 1.31% |
Detailed Asset Class Allocation
As of 10/31/2018
| International Equities | 29.22% |
| Small Capitalization | 1.50% |
| Mid Capitalization | 9.63% |
| Large Capitalization | 44.59% |
| Long Term Fixed Income | 2.61% |
| Intermediate Term Fixed Income | 8.27% |
| Short Term Fixed Income | 2.87% |
| Cash | 1.31% |
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 10/31/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAM8 | ADT CORP 5.25000 03/15/2020 | US | 50,000 | $50,500.00 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 460,000 | $446,090.98 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 75,000 | $77,250.00 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 885 | $24,638.40 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 107,995 | $1,081,033.06 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 3,215 | $79,368.28 |
| 00724F101 | ADOBE INC | US | ADBE | 18,360 | $4,512,153.60 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 460,000 | $449,185.85 | |
| 00790X101 | ADVANCED DISPOSAL SERVICES | US | ADSW | 157,945 | $4,278,730.05 |
| 008492100 | AGREE REALTY CORP | US | ADC | 505 | $28,921.35 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 35,000 | $35,969.50 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 205 | $25,057.15 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 37,495 | $5,334,788.60 |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 70,000 | $70,350.00 | |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 55,000 | $54,931.25 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 3,310 | $3,564,108.70 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 3,275 | $3,571,649.50 |
| 02209S103 | ALTRIA GROUP INC | US | MO | 46,845 | $3,046,798.80 |
| 023135106 | AMAZON.COM INC | US | AMZN | 2,715 | $4,338,597.15 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 868,760 | $3,761,730.80 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 99,860 | $3,452,312.16 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 660 | $26,076.60 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 18,285 | $122,606.19 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 4,835 | $101,873.45 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 470,000 | $444,260.48 | |
| 02753GAA7 | AMERICAN MIDSTREAM PTR/F 9.50000 12/15/2021 | US | 85,000 | $83,300.00 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 36,010 | $5,610,718.10 |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 905 | $22,398.75 |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 1,715 | $73,813.60 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 2,465 | $39,859.05 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | IE | 60,000 | $56,250.00 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 5,005 | $84,936.80 |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,605 | $164,246.68 |
| 053332102 | AUTOZONE INC | US | AZO | 7,555 | $5,541,365.85 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,145 | $200,810.10 |
| 058498106 | BALL CORP | US | BLL | 119,280 | $5,343,744.00 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 690,000 | $671,948.34 | |
| 0822011 | DS SMITH PLC | GB | SMDS LN | 23,978 | $120,311.94 |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 21,965 | $4,508,975.20 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 54,050 | $4,981,788.50 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 3,310 | $53,803.59 |
| 09247X101 | BLACKROCK INC | US | BLK | 14,740 | $6,064,330.80 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 10,485 | $212,180.13 |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 640,000 | $668,743.78 | |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 4,070 | $7,629,540.60 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 1,170 | $141,289.20 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 6,315 | $88,788.90 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 36,805 | $1,860,124.70 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 3,045 | $132,153.00 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 60,000 | $57,900.00 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 80,000 | $78,000.00 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 10,150 | $1,145,427.50 |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 63,370 | $3,043,661.10 |
| 12572Q105 | CME GROUP INC | US | CME | 6,260 | $1,147,082.40 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 450,000 | $449,595.00 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 130,000 | $125,287.50 | |
| 13321L108 | CAMECO CORP | CA | CCJ | 7,287 | $78,116.64 |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 97,960 | $3,664,683.60 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 1,820 | $16,107.00 |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 125,000 | $113,125.00 | |
| 15672WAM6 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 55,000 | $57,005.85 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 1,270 | $37,325.30 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 470,000 | $656,235.47 | |
| 191216100 | COCA COLA CO/THE | US | KO | 142,140 | $6,805,663.20 |
| 192422103 | COGNEX CORP | US | CGNX | 43,695 | $1,871,893.80 |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 46,205 | $2,751,507.75 |
| 19626G108 | COLONY CAPITAL INC | US | CLNY | 5,232 | $30,711.84 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 1,620 | $48,146.40 |
| 2171573 | CANADIAN NATURAL RESOURCES | CA | CNQ CN | 4,150 | $113,865.32 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 665 | $56,849.18 |
| 21871N101 | CORECIVIC INC | US | CXW | 2,900 | $65,134.00 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 300,000 | $317,961.08 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 11,000 | $91,410.00 |
| 22282EAH5 | COVANTA HOLDING CORP 6.00000 01/01/2027 | US | 75,000 | $72,375.00 | |
| 2242059 | FOMENTO ECONOMICO EXICA-UBD | MX | 5,800 | $49,404.90 | |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 65,000 | $62,465.00 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 690 | $75,030.60 |
| 228368106 | CROWN HOLDINGS INC | US | CCK | 35,555 | $1,503,620.95 |
| 229663109 | CUBESMART | US | CUBE | 700 | $20,286.00 |
| 2306814 | EL PUERTO DE LIVERPOOL -C1 | MX | 7,375 | $46,835.19 | |
| 2328595 | BANCO DO BRASIL S.A. | BR | BBAS3 BZ | 3,400 | $38,965.47 |
| 23311RAD8 | DCP MIDSTREAM OPERATING 5.35000 03/15/2020 | US | 50,000 | $50,562.50 | |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 11,935 | $119,127.88 |
| 23918K108 | DAVITA INC. | US | DVA | 51,300 | $3,454,542.00 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 95,000 | $89,775.00 | |
| 2392471 | GRUPO BIMBO SAB- SERIES A | MX | BIMBOA MM | 20,865 | $39,011.62 |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 41,260 | $107,916.94 |
| 2458771 | ITAUSA INVESTIMENTOS ITAU -PR | BR | ITSA4 BZ | 13,200 | $39,725.92 |
| 2491914 | KIMBERLY CLARK DE MEXICO S.A.B. | MX | 51,300 | $73,919.78 | |
| 2516710 | LOJAS AMERICANAS SA - PREF | BR | LAME4 BZ | 5,000 | $25,003.36 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 95,760 | $1,357,876.80 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 130,395 | $4,612,071.15 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,295 | $133,721.70 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 470,000 | $434,696.94 | |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 125,000 | $124,687.50 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 14,500 | $33,442.46 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 130,000 | $129,675.00 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 45,580 | $2,252,563.60 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 157,735 | $3,093,712.41 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 220 | $21,073.80 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 150,860 | $2,808,749.74 |
| 285512109 | ELECTRONIC ARTS | US | EA | 40,365 | $3,672,407.70 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 278,200 | $1,143,273.20 |
| 294429105 | EQUIFAX INC | US | EFX | 21,930 | $2,224,579.20 |
| 29444U700 | EQUINIX INC | US | EQIX | 7,800 | $2,954,172.00 |
| 2945422 | WEG SA | BR | WEGE3 BZ | 4,900 | $23,713.29 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 565 | $53,499.85 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 2,420 | $157,203.20 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 405 | $101,565.90 |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 555 | $49,983.30 |
| 30264DAA7 | FS ENERGY & POWER FUND 7.50000 08/15/2023 | US | 100,000 | $101,400.00 | |
| 313747206 | FEDERAL RLTY INVT TR SH BEN INT | US | FRT | 200 | $24,810.00 |
| 31410HAQ4 | MACYS RETAIL HLDGS INC 6.90000 04/01/2029 | US | 220,000 | $230,777.09 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 19,285 | $4,249,256.90 |
| 3174300 | BURBERRY GROUP PLC | GB | BRBY LN | 2,375 | $54,956.00 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,255 | $38,528.50 |
| 3208986 | NEXT PLC | GB | NXT LN | 785 | $52,149.76 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 65,000 | $59,800.00 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 80,000 | $78,600.00 | |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 160,585 | $1,870,815.25 |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 420,000 | $426,552.68 | |
| 37045VAR1 | GENERAL MOTORS CO FLT 3.22706 09/10/2021 | US | 450,000 | $449,349.30 | |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 38,535 | $3,053,128.05 |
| 37185LAF9 | GENESIS ENERGY LP/GENESI 5.62500 06/15/2024 | US | 65,000 | $58,825.00 | |
| 374297109 | GETTY REALTY CORP | US | GTY | 1,530 | $41,049.90 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 135,000 | $128,587.50 | |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 65,000 | $63,050.00 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 660 | $54,700.80 |
| 4012250 | AIRBUS SE | FR | AIR FP | 770 | $85,095.54 |
| 404121AH8 | HCA INC 5.37500 09/01/2026 | US | 75,000 | $74,437.50 | |
| 40414L109 | HCP INC | US | HCP | 2,890 | $79,619.50 |
| 4057808 | L'OREAL | FR | OR FP | 500 | $112,652.56 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 360 | $109,225.37 |
| 4162791 | THALES SA | FR | HO FP | 125 | $15,964.67 |
| 4163437 | CAP GEMINI | FR | CAP FP | 195 | $23,810.30 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 1,860 | $51,819.60 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 1,900 | $49,894.00 |
| 4354350 | FUCHS PETROLUB SE - PREF | DE | FPE3 GR | 1,155 | $53,464.31 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 5,035 | $96,218.85 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 150,000 | $142,500.00 | |
| 4497749 | KBC GROEP NV | BE | KBC BB | 1,130 | $77,874.71 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 100,000 | $96,750.00 | |
| 45337C102 | INCYTE CORP | US | INCY | 122,555 | $7,944,015.10 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 4,575 | $45,338.25 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 130,000 | $127,337.60 | |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 14,005 | $1,078,945.20 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 505,000 | $513,054.26 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 7,755 | $4,041,750.90 |
| 46187W107 | INVITATION HOMES INC | US | INVH | 4,212 | $92,158.56 |
| 464286624 | ISHARES MSCI THAILAND ETF | TH | 3,608 | $312,813.60 | |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 955 | $74,595.05 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 660,000 | $670,688.58 | |
| 4682329 | PERNOD-RICARD SA | FR | RI FP | 315 | $48,033.01 |
| 4712798 | RENAULT SA | FR | RNO FP | 305 | $22,775.43 |
| 4741844 | MERCK KGAA | DE | MRK GR | 21,240 | $2,272,736.75 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 2,540 | $49,707.80 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 43,440 | $6,081,165.60 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 125,000 | $99,375.00 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,600 | $182,250.75 |
| 4834108 | SCHNEIDER ELECTRIC SE | FR | SU FP | 775 | $56,040.81 |
| 4834777 | VIVENDI | FR | VIV FP | 1,290 | $31,112.46 |
| 4846288 | SAP AG | DE | SAP GR | 510 | $54,607.19 |
| 49446R109 | KIMCO REALTY CORP | US | KIM | 2,200 | $35,398.00 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 580,000 | $664,331.67 | |
| 5002465 | HENKEL AG & CO KGAA | DE | HEN GR | 565 | $55,345.90 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 90,000 | $85,500.00 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 85,000 | $82,556.25 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 100,000 | $103,750.00 | |
| 5048566 | SWEDISH MATCH AB | SE | SWMA SS | 1,135 | $57,815.42 |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 55,000 | $55,412.50 | |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 39,795 | $4,114,675.98 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 460 | $33,727.20 |
| 5176177 | ORANGE | FR | ORA FP | 2,500 | $39,020.66 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 95 | $54,235.37 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 640 | $33,581.14 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 1,905 | $77,547.26 |
| 529043101 | LEXINGTON REALTY TRUST | US | LXP | 4,620 | $35,897.40 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 2,075 | $86,880.25 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 190 | $23,784.94 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 43,745 | $3,673,030.01 |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 15,195 | $124,492.00 |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | 30 | $58,637.33 |
| 550021109 | LULULEMON - ADR | CA | LULU | 50,577 | $7,117,701.21 |
| 5505072 | KERING | FR | KER FP | 110 | $48,893.47 |
| 554382101 | THE MACERICH CO | US | MAC | 350 | $18,067.00 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 2,370 | $78,522.14 |
| 55616XAC1 | MACYS RETAIL HLDGS INC 7.00000 02/15/2028 | US | 215,000 | $227,042.90 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 105,000 | $98,700.00 | |
| 5669354 | REPSOL SA | ES | REP SM | 11,182.56 | $199,818.52 |
| 5671519 | WOLTERS KLUWER | NL | WKL NA | 965 | $54,748.57 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 1,445 | $129,125.34 |
| 5713422 | METSO OYJ | FI | METSO FH | 3,570 | $112,711.13 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 1,330 | $152,878.44 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 38,555 | $7,621,166.85 |
| 5852842 | ACCOR SA | FR | AC FP | 2,442 | $111,580.29 |
| 58933Y105 | MERCK & CO INC | US | MRK | 35,320 | $2,599,905.20 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 60,000 | $52,800.00 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 64,275 | $6,865,212.75 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 830 | $81,099.30 |
| 5962280 | CHOCOLADEFABRIKEN LINDT-PC | CH | LISP SW | 17 | $117,202.89 |
| 5966516 | SOCIETE GENERALE | FR | GLE FP | 1,045 | $38,307.15 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 25 | $60,597.96 |
| 5999330 | TELEPERFORMANCE | FR | TEP FP | 325 | $53,524.64 |
| 6054603 | ASAHI KASEI CORP | JP | 3407 JP | 4,600 | $55,192.89 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 93,945 | $3,943,811.10 |
| 6125286 | TREND MICRO INC | JP | 4704 JP | 2,000 | $115,131.63 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 4,300 | $106,635.03 |
| 6136749 | OBIC CO LTD | JP | 4684 JP | 1,400 | $127,455.98 |
| 6141680 | ORACLE CORP JAPAN | JP | 4716 JP | 800 | $54,151.20 |
| 6149457 | KOBAYASHI PHARMACEUTICAL CO | JP | 4967 JP | 900 | $58,699.88 |
| 6171494 | USS CO LTD | JP | 4732 JP | 3,100 | $55,898.68 |
| 61744YAG3 | MORGAN STANLEY FLT 3.56325 05/08/2024 | US | 670,000 | $677,068.50 | |
| 6175076 | KT&G CORP | KR | 033780 KS | 620 | $55,286.21 |
| 6196408 | CHUGAI PHARMACEUTICAL CO LTD | JP | 4519 JP | 1,900 | $111,238.87 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 140,000 | $142,100.00 | |
| 6248990 | KDDI CORP | JP | 9433 JP | 4,400 | $106,479.34 |
| 6250508 | DAITO TRUST CONSTRUCT CO LTD | JP | 1878 JP | 400 | $52,735.35 |
| 6267058 | OTSUKA CORP | JP | 4768 JP | 1,700 | $56,387.08 |
| 62913TAM4 | NGL ENRGY PART LP/FIN CO 6.12500 03/01/2025 | US | 95,000 | $86,450.00 | |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 144,000 | $117,298.98 |
| 62943WAE9 | NRG YIELD OPERATING LLC 5.00000 09/15/2026 | US | 60,000 | $55,800.00 | |
| 6332439 | FAST RETAILING CO LTD | JP | 9983 JP | 100 | $50,350.54 |
| 6356934 | FANUC LTD | JP | 6954 JP | 507 | $88,201.30 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 870 | $40,672.50 |
| 637870106 | NATIONAL STORAGE AFFILIATES | US | NSA | 760 | $20,238.80 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 2,600 | $115,267.22 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 50,000 | $51,750.00 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 490 | $101,846.50 |
| 6441506 | HOYA CORP | JP | 7741 JP | 1,000 | $56,575.80 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 765 | $84,152.44 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 990 | $82,111.48 |
| 6467104 | ISUZU MOTORS LTD | JP | 7202 JP | 4,300 | $56,375.36 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 2,055 | $120,238.05 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 2,400 | $80,197.68 |
| 6483809 | KAO CORP | JP | 4452 JP | 800 | $53,217.78 |
| 6490809 | KIKKOMAN CORP | JP | 2801 JP | 2,000 | $109,574.60 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 4,500 | $2,198,339.16 |
| 6518808 | LION CORP | JP | 4912 JP | 4,200 | $78,963.64 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 44,000 | $84,788.09 |
| 654106103 | NIKE INC CLASS B | US | NKE | 31,520 | $2,365,260.80 |
| 6555805 | MAKITA CORP | JP | 6586 JP | 1,400 | $48,401.32 |
| 6595179 | MISUMI GROUP INC | JP | 9962 JP | 2,800 | $56,114.23 |
| 6619604 | NGK SPARK PLUG CO LTD | JP | 5334 JP | 2,800 | $56,658.74 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 100,370.37 | $80,295.86 |
| 6641588 | NISSAN CHEMICAL INDUSTRIES | JP | 4021 JP | 1,100 | $51,866.41 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 2,700 | $118,649.84 |
| 6644800 | NITORI HOLDINGS CO LTD | JP | 9843 JP | 400 | $52,229.37 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 140,000 | $140,959.00 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 79,355 | $6,940,388.30 |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 8,840 | $2,835,430.00 |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 52,000 | $46,578.92 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 4,600 | $82,389.35 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 6,610 | $40,553.96 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 700 | $57,310.11 |
| 6793821 | SEKISUI CHEMICAL CO LTD | JP | 4204 JP | 3,600 | $56,613.29 |
| 680665205 | OLIN CORP | US | OLN | 141,210 | $2,852,442.00 |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 2,400 | $119,680.13 |
| 6885074 | TERUMO CORP | JP | 4543 JP | 2,100 | $113,362.07 |
| 6895200 | TOHO CO LTD | JP | 9602 JP | 1,700 | $55,463.18 |
| 6897466 | TOTO LTD | JP | 5332 JP | 1,600 | $57,242.02 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 1,415 | $25,073.80 |
| 6913168 | GUANGDONG INVESTMENT LTD | HK | 270 HK | 60,000 | $107,416.22 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 85,000 | $86,168.75 | |
| 6948836 | WESFARMERS LTD | AU | WES AU | 1,675 | $55,472.18 |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 4,860 | $119,654.58 |
| 6985383 | ASTELLAS PHARMA INC | JP | 4503 JP | 3,600 | $55,620.74 |
| 6986427 | YOKOGAWA ELECTRIC CORP | JP | 6841 JP | 2,800 | $54,975.42 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 85,000 | $80,867.30 | |
| 7088429 | AXA SA | FR | CS FP | 2,780 | $69,573.80 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 2,465 | $215,865.89 |
| 7103526 | PEUGEOT SA | FR | UG FP | 670 | $15,926.34 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 190 | $42,861.69 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 57,280 | $4,835,755.67 |
| 713448108 | PEPSICO INC | US | PEP | 28,285 | $3,178,668.30 |
| 7145056 | ENI SPA | IT | ENI IM | 6,605 | $117,302.53 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 340 | $55,448.65 |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 47,345 | $4,169,674.15 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 6,365 | $105,531.70 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 820 | $111,993.76 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 1,815 | $23,245.41 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 1,740 | $24,360.00 | |
| 7309681 | BNP PARIBAS | FR | BNP FP | 1,585 | $82,600.30 |
| 733174AK2 | POPULAR INC 6.12500 09/14/2023 | PR | 90,000 | $91,062.00 | |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 2,100 | $78,122.25 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 625 | $23,544.51 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 700,000 | $668,527.75 | |
| 74340W103 | PROLOGIS | US | PLD | 3,055 | $196,955.85 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 430,000 | $447,415.00 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 580 | $119,172.60 |
| 74736K101 | QORVO INC | US | QRVO | 101,640 | $7,471,556.40 |
| 756109104 | REALTY INCOME CORP | US | O | 420 | $25,313.40 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 7,610 | $2,581,616.40 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 50,000 | $51,085.00 | |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 3,570 | $234,584.70 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 890 | $73,692.00 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 31,255 | $5,068,623.35 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 85,000 | $84,575.00 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 630,000 | $668,822.69 | |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 450,000 | $440,030.49 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 101,721 | $5,219,304.51 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 84,060 | $3,886,934.40 |
| 81211K100 | SEALED AIR CORP | US | SEE | 140,400 | $4,543,344.00 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 49,260 | $2,764,963.80 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 60,000 | $58,050.00 | |
| 81762P102 | SERVICENOW INC | US | NOW | 32,535 | $5,890,136.40 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 70,000 | $65,275.00 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 55,000 | $55,137.50 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 1,495 | $274,362.40 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 25,215 | $2,187,653.40 |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 58,655 | $2,248,832.70 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 95,000 | $92,387.50 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 30,000 | $30,060.00 | |
| 852061AQ3 | SPRINT COMMUNICATIONS 7.00000 03/01/2020 | US | 30,000 | $31,087.50 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,050 | $54,243.00 |
| 862121100 | STORE CAPITAL CORP | US | STOR | 855 | $24,820.65 |
| 866674104 | SUN COMMUNITIES | US | SUI | 1,030 | $103,484.10 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,900 | $56,433.00 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 1,660 | $48,106.80 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 55,000 | $55,343.75 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 70,000 | $65,800.00 | |
| 88104LAE3 | TERRAFORM POWER OPERATIN 5.00000 01/31/2028 | US | 55,000 | $49,156.25 | |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 11,295 | $2,639,076.75 |
| 88650V208 | TIER REIT INC | US | TIER | 3,715 | $80,504.05 |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 95,000 | $95,118.75 | |
| 902653104 | UDR INC | US | UDR | 2,575 | $100,914.25 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 1,890 | $27,083.70 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 85,000 | $82,705.00 | |
| 90384S303 | ULTA BEAUTY INC | US | ULTA | 10,645 | $2,922,265.40 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 96,696 | $5,122,954.08 |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 1,835,000 | $2,375,679.89 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 2,685,000 | $3,232,698.06 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 1,365,837.12 | $1,213,194.15 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 1,100,000 | $1,018,832.03 | |
| 9128282N9 | US TREASURY N/B 2.12500 07/31/2024 | US | 11,252,000 | $10,714,013.75 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 4,600,000 | $4,451,578.15 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 4,500,000 | $4,480,839.86 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 4,585,750.48 | $4,507,589.71 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 5,000,000 | $4,507,031.25 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 1,339,257.88 | $1,289,378.69 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 4,715,000 | $4,450,333.80 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 3,875 | $79,398.75 |
| 92276F100 | VENTAS INC | US | VTR | 800 | $46,432.00 |
| 92339V100 | VEREIT INC | US | VER | 9,085 | $66,593.05 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 630,000 | $656,443.13 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 12,285 | $2,081,816.10 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 50,515 | $6,963,492.75 |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 1,250 | $85,100.00 |
| 92922PAL0 | W & T OFFSHORE INC 9.75000 11/01/2023 | US | 80,000 | $77,416.00 | |
| 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 | $52,800.00 | |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 95,000 | $89,775.00 | |
| 948741103 | WEINGARTEN REALTY INVESTORS | US | WRI | 2,195 | $61,723.40 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 960 | $63,427.20 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 85,000 | $85,000.00 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 85,000 | $79,368.75 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 360,000 | $335,209.85 | |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 166,460 | $4,973,824.80 |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 130,000 | $127,400.00 | |
| B00FM53 | BANCO BRADESCO SA - PREF | BR | BBDC4 BZ | 8,600 | $78,801.56 |
| B0190C7 | TECHTRONIC INDUSTRIES CO LTD | HK | 669 HK | 12,000 | $56,505.24 |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 2,140 | $55,010.89 |
| B037HR3 | ITAU UNIBANCO HOLDINGS S-PREF | BR | ITUB4 BZ | 6,000 | $79,226.12 |
| B0386J1 | JYSKE BANK-REG | DK | JYSK DC | 1,740 | $71,045.91 |
| B058TZ6 | SAFRAN SA | FR | SAF FP | 445 | $57,506.07 |
| B05LZ02 | HAKUHODO DY HOLDINGS INC | JP | 2433 JP | 3,300 | $55,039.36 |
| B06JSP1 | SYDBANK A/S | DK | SYDB DC | 2,545 | $58,782.58 |
| B09DHL9 | MTU AERO ENGINES HOLDING AG | DE | MTX GR | 270 | $57,329.34 |
| B09M9D2 | KONE OYJ-B | FI | KNEBV FH | 1,140 | $55,488.62 |
| B0C2CQ3 | ENGIE | FR | ENGI FP | 2,375 | $31,556.91 |
| B0CGYD6 | LOJAS RENNER S.A. | BR | LREN3 BZ | 3,260 | $33,007.34 |
| B0JDQD4 | BANDAI NAMCO HOLDINGS INC | JP | 7832 JP | 3,100 | $110,281.77 |
| B0MKZN5 | TSURUHA HOLDINGS INC | JP | 3391 JP | 600 | $62,622.12 |
| B11TCY0 | SCHINDLER HOLDING-PART CERT | CH | SCHP SW | 530 | $111,758.20 |
| B142S60 | KUEHNE & NAGEL INTL AG-REG | CH | KNIN SW | 380 | $52,814.17 |
| B15C557 | TOTAL SA | FR | FP FP | 3,345 | $196,268.24 |
| B19NLV4 | EXPERIAN PLC | GB | EXPN LN | 2,390 | $54,968.10 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 13,405 | $233,088.18 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 10,600 | $55,517.16 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 2,400 | $117,464.71 |
| B1XH026 | VINCI SA | FR | DG FP | 43,860 | $3,903,491.46 |
| B1Y9TB3 | DANONE | FR | BN FP | 3,028 | $214,421.79 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 20,000 | $82,570.84 |
| B1YXBJ7 | AIR LIQUIDE | FR | AI FP | 570 | $68,904.77 |
| B232R05 | SK INNOVATION CO LTD | KR | 096770 KS | 490 | $91,958.31 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 2,300 | $83,153.86 |
| B283W97 | CAIXABANK S.A | ES | CABK SM | 681,320 | $2,757,090.73 |
| B296BQ5 | STORAGEVAULT CANADA INC | CA | SVI CN | 6,715 | $13,160.17 |
| B3FF8W8 | HOSHIZAKI CORP | JP | 6465 JP | 1,200 | $96,864.67 |
| B3MSM28 | AMADEUS IT HOLDING SA-A SHS | ES | AMS SM | 660 | $53,145.93 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 3,225 | $108,181.85 |
| B3ZCNF7 | TELEFONICA BRASIL S.A. - PREF | BR | VIVT4 BZ | 2,700 | $31,262.39 |
| B4975P9 | MAGAZINE LUIZA SA | BR | MGLU3 BZ | 500 | $22,626.63 |
| B4Q2TX3 | CHINA LONGYUAN POWER GROUP-H | CN | 916 HK | 224,000 | $170,464.74 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 64,925 | $2,960,890.59 |
| B4V5RY4 | BANCO SANTANDER BRASIL - UNIT | BR | SANB11 BZ | 3,400 | $38,554.35 |
| B4WTBY3 | HUANENG RENEWABLES CORP-H | CN | 958 HK | 644,000 | $165,749.43 |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 1,215 | $63,452.55 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 4,310 | $114,293.82 |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 16,750 | $180,289.63 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 8,700 | $99,243.07 |
| B798FW0 | NOVOZYMES A/S-B SHARES | DK | NZYMB DC | 1,130 | $55,805.08 |
| B8FMRX8 | COLOPLAST-B | DK | COLOB DC | 1,165 | $108,710.38 |
| B9N3SQ0 | BB SEGURIDADE PARTICIPACOES | BR | BBSE3 BZ | 4,000 | $28,622.87 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 2,050 | $119,793.17 |
| BD1WX84 | ENGIE BRASIL ENERGIA SA | BR | EGIE3 BZ | 2,200 | $23,528.15 |
| BD3JR69 | CHINA MAPLE LEAF EDUCATIONAL | CN | 1317 HK | 134,000 | $58,156.63 |
| BD82246 | EAGLE BULK SHIPCO 8.25000 11/28/2022 | MH | 200,000 | $205,500.00 | |
| BD9Y9B7 | BASIC-FIT NV | NL | BFIT NA | 2,695 | $77,593.22 |
| BDQZ7T7 | WISDOM EDUCATION INTERNATION | CN | 6068 HK | 130,000 | $58,503.42 |
| BDZV116 | EPIROC AB-A | SE | EPIA SS | 12,360 | $108,538.23 |
| BF7LBH4 | ATACADAO DISTRIBUICAO COMERC | BR | CRFB3 BZ | 6,000 | $24,457.88 |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 115,000 | $106,662.50 | |
| BFYM460 | UNIBAIL-RODAMCO-WESTFIELD | FR | URW NA | 850 | $153,814.41 |
| BG36ZK1 | B3 SA-BRASIL BOLSA BALCAO | BR | B3SA3 BZ | 5,700 | $40,879.48 |
| BG7ZWY7 | AMBEV SA | BR | ABEV3 BZ | 18,600 | $81,167.27 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 24,585 | $38,706.01 |
| BGLP232 | MONCLER SPA | IT | MONC IM | 1,570 | $54,522.32 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 176,000 | $135,258.03 |
| BHC8X90 | NOVO NORDISK A/S-B | DK | NOVOB DC | 1,320 | $57,006.25 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 179,471 | $6,148,544.29 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 263,465 | $2,753,623.30 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 104,375 | $2,941,762.36 |
| BQRRZ00 | RECRUIT HOLDINGS CO LTD | JP | 6098 JP | 4,500 | $120,778.16 |
| BW1YVH8 | WALMART DE MEXICO SAB DE CV | MX | WALMEX* MM | 38,980 | $99,669.98 |
| BYQ32R1 | NEMAK SAB DE CV | MX | 106,300 | $76,768.66 | |
| BYWPGC4 | CHINA YUHUA EDUCATION CORP L | CN | 6169 HK | 204,000 | $82,258.46 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,758 | $100,111.35 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 55,143 | $4,078,429.16 |
| BYZWX76 | CRODA INTERNATIONAL PLC | GB | CRDA LN | 1,901 | $117,093.23 |
| BZ01RF1 | WILLIAM DEMANT HOLDING | DK | WDH DC | 1,760 | $57,854.22 |
| BZ3C3Q4 | BANKIA SA | ES | BKIA SM | 644,138 | $2,023,263.37 |
| BZCNN35 | BANCO COMERCIAL PORTUGUES-R | PT | BCP PL | 309,130 | $83,151.27 |
| G02602103 | AMDOCS LTD | GG | DOX | 64,233 | $4,064,021.91 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 99,590 | $2,457,881.20 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 1,780 | $71,716.20 |
| G27358103 | DESPEGAR.COM CORP | AR | DESP | 2,045 | $32,863.15 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 312,935 | $2,234,355.90 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 115,000 | $119,025.00 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 87,065 | $7,820,178.30 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 54,615 | $3,839,434.50 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 178,900 | $1,969,689.00 |
| M22465104 | CHECK POINT SOFTWARE TECH | IL | CHKP | 990 | $109,890.00 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 895 | $76,289.80 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 35,700 | $2,101,659.00 |
| N59465109 | MYLAN NV | US | MYL | 42,340 | $1,323,125.00 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 87,326 | $3,169,933.80 |
| USD | US DOLLAR | US | 5,638,965.32 | $5,638,965.32 |
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
$14.06
Daily $ Change
-$0.22
Daily % Change
-1.56%
as of 11/12/2018
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 10/31/2018
YTD
-0.21%
1 Year
3.01%
3 Year
8.48%
5 Year
6.50%
10 Year
10.26%
Inception
(01/01/2000)
7.34%
US Stock Market Cycle (04/01/2000 - 10/31/2018)
7.49%
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 10/31/2018
| TREASURY NOTES | 6.71% |
| INCYTE CORP | 1.86% |
| MEDTRONIC INC | 1.84% |
| BOOKING HOLDINGS INC | 1.79% |
| MASTERCARD INC-CLASS A | 1.79% |
| QORVO INC | 1.75% |
| LULULEMON - ADR | 1.67% |
| VISA INC - CLASS A SHARES | 1.63% |
| NOVARTIS AG- REG | 1.63% |
| MICROSOFT CORP | 1.61% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 10/31/2018
| Stocks | 84.94% | |
| Bonds | 13.75% | |
| Cash | 1.31% |
Detailed Asset Class Allocation
As of 10/31/2018
| International Equities | 29.22% | |
| Small Capitalization | 1.50% | |
| Mid Capitalization | 9.63% | |
| Large Capitalization | 44.59% | |
| Long Term Fixed Income | 2.61% | |
| Intermediate Term Fixed Income | 8.27% | |
| Short Term Fixed Income | 2.87% | |
| Cash | 1.31% |
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 10/31/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAM8 | ADT CORP 5.25000 03/15/2020 | US | 50,000 | $50,500.00 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 460,000 | $446,090.98 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 75,000 | $77,250.00 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 885 | $24,638.40 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 107,995 | $1,081,033.06 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 3,215 | $79,368.28 |
| 00724F101 | ADOBE INC | US | ADBE | 18,360 | $4,512,153.60 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 460,000 | $449,185.85 | |
| 00790X101 | ADVANCED DISPOSAL SERVICES | US | ADSW | 157,945 | $4,278,730.05 |
| 008492100 | AGREE REALTY CORP | US | ADC | 505 | $28,921.35 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 35,000 | $35,969.50 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 205 | $25,057.15 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 37,495 | $5,334,788.60 |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 70,000 | $70,350.00 | |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 55,000 | $54,931.25 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 3,310 | $3,564,108.70 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 3,275 | $3,571,649.50 |
| 02209S103 | ALTRIA GROUP INC | US | MO | 46,845 | $3,046,798.80 |
| 023135106 | AMAZON.COM INC | US | AMZN | 2,715 | $4,338,597.15 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 868,760 | $3,761,730.80 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 99,860 | $3,452,312.16 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 660 | $26,076.60 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 18,285 | $122,606.19 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 4,835 | $101,873.45 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 470,000 | $444,260.48 | |
| 02753GAA7 | AMERICAN MIDSTREAM PTR/F 9.50000 12/15/2021 | US | 85,000 | $83,300.00 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 36,010 | $5,610,718.10 |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 905 | $22,398.75 |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 1,715 | $73,813.60 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 2,465 | $39,859.05 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | IE | 60,000 | $56,250.00 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 5,005 | $84,936.80 |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,605 | $164,246.68 |
| 053332102 | AUTOZONE INC | US | AZO | 7,555 | $5,541,365.85 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,145 | $200,810.10 |
| 058498106 | BALL CORP | US | BLL | 119,280 | $5,343,744.00 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 690,000 | $671,948.34 | |
| 0822011 | DS SMITH PLC | GB | SMDS LN | 23,978 | $120,311.94 |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 21,965 | $4,508,975.20 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 54,050 | $4,981,788.50 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 3,310 | $53,803.59 |
| 09247X101 | BLACKROCK INC | US | BLK | 14,740 | $6,064,330.80 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 10,485 | $212,180.13 |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 640,000 | $668,743.78 | |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 4,070 | $7,629,540.60 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 1,170 | $141,289.20 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 6,315 | $88,788.90 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 36,805 | $1,860,124.70 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 3,045 | $132,153.00 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 60,000 | $57,900.00 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 80,000 | $78,000.00 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 10,150 | $1,145,427.50 |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 63,370 | $3,043,661.10 |
| 12572Q105 | CME GROUP INC | US | CME | 6,260 | $1,147,082.40 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 450,000 | $449,595.00 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 130,000 | $125,287.50 | |
| 13321L108 | CAMECO CORP | CA | CCJ | 7,287 | $78,116.64 |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 97,960 | $3,664,683.60 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 1,820 | $16,107.00 |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 125,000 | $113,125.00 | |
| 15672WAM6 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 55,000 | $57,005.85 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 1,270 | $37,325.30 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 470,000 | $656,235.47 | |
| 191216100 | COCA COLA CO/THE | US | KO | 142,140 | $6,805,663.20 |
| 192422103 | COGNEX CORP | US | CGNX | 43,695 | $1,871,893.80 |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 46,205 | $2,751,507.75 |
| 19626G108 | COLONY CAPITAL INC | US | CLNY | 5,232 | $30,711.84 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 1,620 | $48,146.40 |
| 2171573 | CANADIAN NATURAL RESOURCES | CA | CNQ CN | 4,150 | $113,865.32 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 665 | $56,849.18 |
| 21871N101 | CORECIVIC INC | US | CXW | 2,900 | $65,134.00 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 300,000 | $317,961.08 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 11,000 | $91,410.00 |
| 22282EAH5 | COVANTA HOLDING CORP 6.00000 01/01/2027 | US | 75,000 | $72,375.00 | |
| 2242059 | FOMENTO ECONOMICO EXICA-UBD | MX | 5,800 | $49,404.90 | |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 65,000 | $62,465.00 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 690 | $75,030.60 |
| 228368106 | CROWN HOLDINGS INC | US | CCK | 35,555 | $1,503,620.95 |
| 229663109 | CUBESMART | US | CUBE | 700 | $20,286.00 |
| 2306814 | EL PUERTO DE LIVERPOOL -C1 | MX | 7,375 | $46,835.19 | |
| 2328595 | BANCO DO BRASIL S.A. | BR | BBAS3 BZ | 3,400 | $38,965.47 |
| 23311RAD8 | DCP MIDSTREAM OPERATING 5.35000 03/15/2020 | US | 50,000 | $50,562.50 | |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 11,935 | $119,127.88 |
| 23918K108 | DAVITA INC. | US | DVA | 51,300 | $3,454,542.00 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 95,000 | $89,775.00 | |
| 2392471 | GRUPO BIMBO SAB- SERIES A | MX | BIMBOA MM | 20,865 | $39,011.62 |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 41,260 | $107,916.94 |
| 2458771 | ITAUSA INVESTIMENTOS ITAU -PR | BR | ITSA4 BZ | 13,200 | $39,725.92 |
| 2491914 | KIMBERLY CLARK DE MEXICO S.A.B. | MX | 51,300 | $73,919.78 | |
| 2516710 | LOJAS AMERICANAS SA - PREF | BR | LAME4 BZ | 5,000 | $25,003.36 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 95,760 | $1,357,876.80 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 130,395 | $4,612,071.15 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,295 | $133,721.70 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 470,000 | $434,696.94 | |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 125,000 | $124,687.50 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 14,500 | $33,442.46 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 130,000 | $129,675.00 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 45,580 | $2,252,563.60 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 157,735 | $3,093,712.41 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 220 | $21,073.80 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 150,860 | $2,808,749.74 |
| 285512109 | ELECTRONIC ARTS | US | EA | 40,365 | $3,672,407.70 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 278,200 | $1,143,273.20 |
| 294429105 | EQUIFAX INC | US | EFX | 21,930 | $2,224,579.20 |
| 29444U700 | EQUINIX INC | US | EQIX | 7,800 | $2,954,172.00 |
| 2945422 | WEG SA | BR | WEGE3 BZ | 4,900 | $23,713.29 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 565 | $53,499.85 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 2,420 | $157,203.20 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 405 | $101,565.90 |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 555 | $49,983.30 |
| 30264DAA7 | FS ENERGY & POWER FUND 7.50000 08/15/2023 | US | 100,000 | $101,400.00 | |
| 313747206 | FEDERAL RLTY INVT TR SH BEN INT | US | FRT | 200 | $24,810.00 |
| 31410HAQ4 | MACYS RETAIL HLDGS INC 6.90000 04/01/2029 | US | 220,000 | $230,777.09 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 19,285 | $4,249,256.90 |
| 3174300 | BURBERRY GROUP PLC | GB | BRBY LN | 2,375 | $54,956.00 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,255 | $38,528.50 |
| 3208986 | NEXT PLC | GB | NXT LN | 785 | $52,149.76 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 65,000 | $59,800.00 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 80,000 | $78,600.00 | |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 160,585 | $1,870,815.25 |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 420,000 | $426,552.68 | |
| 37045VAR1 | GENERAL MOTORS CO FLT 3.22706 09/10/2021 | US | 450,000 | $449,349.30 | |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 38,535 | $3,053,128.05 |
| 37185LAF9 | GENESIS ENERGY LP/GENESI 5.62500 06/15/2024 | US | 65,000 | $58,825.00 | |
| 374297109 | GETTY REALTY CORP | US | GTY | 1,530 | $41,049.90 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 135,000 | $128,587.50 | |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 65,000 | $63,050.00 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 660 | $54,700.80 |
| 4012250 | AIRBUS SE | FR | AIR FP | 770 | $85,095.54 |
| 404121AH8 | HCA INC 5.37500 09/01/2026 | US | 75,000 | $74,437.50 | |
| 40414L109 | HCP INC | US | HCP | 2,890 | $79,619.50 |
| 4057808 | L'OREAL | FR | OR FP | 500 | $112,652.56 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 360 | $109,225.37 |
| 4162791 | THALES SA | FR | HO FP | 125 | $15,964.67 |
| 4163437 | CAP GEMINI | FR | CAP FP | 195 | $23,810.30 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 1,860 | $51,819.60 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 1,900 | $49,894.00 |
| 4354350 | FUCHS PETROLUB SE - PREF | DE | FPE3 GR | 1,155 | $53,464.31 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 5,035 | $96,218.85 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 150,000 | $142,500.00 | |
| 4497749 | KBC GROEP NV | BE | KBC BB | 1,130 | $77,874.71 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 100,000 | $96,750.00 | |
| 45337C102 | INCYTE CORP | US | INCY | 122,555 | $7,944,015.10 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 4,575 | $45,338.25 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 130,000 | $127,337.60 | |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 14,005 | $1,078,945.20 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 505,000 | $513,054.26 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 7,755 | $4,041,750.90 |
| 46187W107 | INVITATION HOMES INC | US | INVH | 4,212 | $92,158.56 |
| 464286624 | ISHARES MSCI THAILAND ETF | TH | 3,608 | $312,813.60 | |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 955 | $74,595.05 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 660,000 | $670,688.58 | |
| 4682329 | PERNOD-RICARD SA | FR | RI FP | 315 | $48,033.01 |
| 4712798 | RENAULT SA | FR | RNO FP | 305 | $22,775.43 |
| 4741844 | MERCK KGAA | DE | MRK GR | 21,240 | $2,272,736.75 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 2,540 | $49,707.80 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 43,440 | $6,081,165.60 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 125,000 | $99,375.00 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,600 | $182,250.75 |
| 4834108 | SCHNEIDER ELECTRIC SE | FR | SU FP | 775 | $56,040.81 |
| 4834777 | VIVENDI | FR | VIV FP | 1,290 | $31,112.46 |
| 4846288 | SAP AG | DE | SAP GR | 510 | $54,607.19 |
| 49446R109 | KIMCO REALTY CORP | US | KIM | 2,200 | $35,398.00 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 580,000 | $664,331.67 | |
| 5002465 | HENKEL AG & CO KGAA | DE | HEN GR | 565 | $55,345.90 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 90,000 | $85,500.00 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 85,000 | $82,556.25 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 100,000 | $103,750.00 | |
| 5048566 | SWEDISH MATCH AB | SE | SWMA SS | 1,135 | $57,815.42 |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 55,000 | $55,412.50 | |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 39,795 | $4,114,675.98 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 460 | $33,727.20 |
| 5176177 | ORANGE | FR | ORA FP | 2,500 | $39,020.66 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 95 | $54,235.37 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 640 | $33,581.14 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 1,905 | $77,547.26 |
| 529043101 | LEXINGTON REALTY TRUST | US | LXP | 4,620 | $35,897.40 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 2,075 | $86,880.25 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 190 | $23,784.94 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 43,745 | $3,673,030.01 |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 15,195 | $124,492.00 |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | 30 | $58,637.33 |
| 550021109 | LULULEMON - ADR | CA | LULU | 50,577 | $7,117,701.21 |
| 5505072 | KERING | FR | KER FP | 110 | $48,893.47 |
| 554382101 | THE MACERICH CO | US | MAC | 350 | $18,067.00 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 2,370 | $78,522.14 |
| 55616XAC1 | MACYS RETAIL HLDGS INC 7.00000 02/15/2028 | US | 215,000 | $227,042.90 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 105,000 | $98,700.00 | |
| 5669354 | REPSOL SA | ES | REP SM | 11,182.56 | $199,818.52 |
| 5671519 | WOLTERS KLUWER | NL | WKL NA | 965 | $54,748.57 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 1,445 | $129,125.34 |
| 5713422 | METSO OYJ | FI | METSO FH | 3,570 | $112,711.13 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 1,330 | $152,878.44 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 38,555 | $7,621,166.85 |
| 5852842 | ACCOR SA | FR | AC FP | 2,442 | $111,580.29 |
| 58933Y105 | MERCK & CO INC | US | MRK | 35,320 | $2,599,905.20 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 60,000 | $52,800.00 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 64,275 | $6,865,212.75 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 830 | $81,099.30 |
| 5962280 | CHOCOLADEFABRIKEN LINDT-PC | CH | LISP SW | 17 | $117,202.89 |
| 5966516 | SOCIETE GENERALE | FR | GLE FP | 1,045 | $38,307.15 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 25 | $60,597.96 |
| 5999330 | TELEPERFORMANCE | FR | TEP FP | 325 | $53,524.64 |
| 6054603 | ASAHI KASEI CORP | JP | 3407 JP | 4,600 | $55,192.89 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 93,945 | $3,943,811.10 |
| 6125286 | TREND MICRO INC | JP | 4704 JP | 2,000 | $115,131.63 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 4,300 | $106,635.03 |
| 6136749 | OBIC CO LTD | JP | 4684 JP | 1,400 | $127,455.98 |
| 6141680 | ORACLE CORP JAPAN | JP | 4716 JP | 800 | $54,151.20 |
| 6149457 | KOBAYASHI PHARMACEUTICAL CO | JP | 4967 JP | 900 | $58,699.88 |
| 6171494 | USS CO LTD | JP | 4732 JP | 3,100 | $55,898.68 |
| 61744YAG3 | MORGAN STANLEY FLT 3.56325 05/08/2024 | US | 670,000 | $677,068.50 | |
| 6175076 | KT&G CORP | KR | 033780 KS | 620 | $55,286.21 |
| 6196408 | CHUGAI PHARMACEUTICAL CO LTD | JP | 4519 JP | 1,900 | $111,238.87 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 140,000 | $142,100.00 | |
| 6248990 | KDDI CORP | JP | 9433 JP | 4,400 | $106,479.34 |
| 6250508 | DAITO TRUST CONSTRUCT CO LTD | JP | 1878 JP | 400 | $52,735.35 |
| 6267058 | OTSUKA CORP | JP | 4768 JP | 1,700 | $56,387.08 |
| 62913TAM4 | NGL ENRGY PART LP/FIN CO 6.12500 03/01/2025 | US | 95,000 | $86,450.00 | |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 144,000 | $117,298.98 |
| 62943WAE9 | NRG YIELD OPERATING LLC 5.00000 09/15/2026 | US | 60,000 | $55,800.00 | |
| 6332439 | FAST RETAILING CO LTD | JP | 9983 JP | 100 | $50,350.54 |
| 6356934 | FANUC LTD | JP | 6954 JP | 507 | $88,201.30 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 870 | $40,672.50 |
| 637870106 | NATIONAL STORAGE AFFILIATES | US | NSA | 760 | $20,238.80 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 2,600 | $115,267.22 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 50,000 | $51,750.00 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 490 | $101,846.50 |
| 6441506 | HOYA CORP | JP | 7741 JP | 1,000 | $56,575.80 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 765 | $84,152.44 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 990 | $82,111.48 |
| 6467104 | ISUZU MOTORS LTD | JP | 7202 JP | 4,300 | $56,375.36 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 2,055 | $120,238.05 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 2,400 | $80,197.68 |
| 6483809 | KAO CORP | JP | 4452 JP | 800 | $53,217.78 |
| 6490809 | KIKKOMAN CORP | JP | 2801 JP | 2,000 | $109,574.60 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 4,500 | $2,198,339.16 |
| 6518808 | LION CORP | JP | 4912 JP | 4,200 | $78,963.64 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 44,000 | $84,788.09 |
| 654106103 | NIKE INC CLASS B | US | NKE | 31,520 | $2,365,260.80 |
| 6555805 | MAKITA CORP | JP | 6586 JP | 1,400 | $48,401.32 |
| 6595179 | MISUMI GROUP INC | JP | 9962 JP | 2,800 | $56,114.23 |
| 6619604 | NGK SPARK PLUG CO LTD | JP | 5334 JP | 2,800 | $56,658.74 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 100,370.37 | $80,295.86 |
| 6641588 | NISSAN CHEMICAL INDUSTRIES | JP | 4021 JP | 1,100 | $51,866.41 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 2,700 | $118,649.84 |
| 6644800 | NITORI HOLDINGS CO LTD | JP | 9843 JP | 400 | $52,229.37 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 140,000 | $140,959.00 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 79,355 | $6,940,388.30 |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 8,840 | $2,835,430.00 |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 52,000 | $46,578.92 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 4,600 | $82,389.35 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 6,610 | $40,553.96 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 700 | $57,310.11 |
| 6793821 | SEKISUI CHEMICAL CO LTD | JP | 4204 JP | 3,600 | $56,613.29 |
| 680665205 | OLIN CORP | US | OLN | 141,210 | $2,852,442.00 |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 2,400 | $119,680.13 |
| 6885074 | TERUMO CORP | JP | 4543 JP | 2,100 | $113,362.07 |
| 6895200 | TOHO CO LTD | JP | 9602 JP | 1,700 | $55,463.18 |
| 6897466 | TOTO LTD | JP | 5332 JP | 1,600 | $57,242.02 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 1,415 | $25,073.80 |
| 6913168 | GUANGDONG INVESTMENT LTD | HK | 270 HK | 60,000 | $107,416.22 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 85,000 | $86,168.75 | |
| 6948836 | WESFARMERS LTD | AU | WES AU | 1,675 | $55,472.18 |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 4,860 | $119,654.58 |
| 6985383 | ASTELLAS PHARMA INC | JP | 4503 JP | 3,600 | $55,620.74 |
| 6986427 | YOKOGAWA ELECTRIC CORP | JP | 6841 JP | 2,800 | $54,975.42 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 85,000 | $80,867.30 | |
| 7088429 | AXA SA | FR | CS FP | 2,780 | $69,573.80 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 2,465 | $215,865.89 |
| 7103526 | PEUGEOT SA | FR | UG FP | 670 | $15,926.34 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 190 | $42,861.69 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 57,280 | $4,835,755.67 |
| 713448108 | PEPSICO INC | US | PEP | 28,285 | $3,178,668.30 |
| 7145056 | ENI SPA | IT | ENI IM | 6,605 | $117,302.53 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 340 | $55,448.65 |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 47,345 | $4,169,674.15 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 6,365 | $105,531.70 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 820 | $111,993.76 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 1,815 | $23,245.41 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 1,740 | $24,360.00 | |
| 7309681 | BNP PARIBAS | FR | BNP FP | 1,585 | $82,600.30 |
| 733174AK2 | POPULAR INC 6.12500 09/14/2023 | PR | 90,000 | $91,062.00 | |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 2,100 | $78,122.25 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 625 | $23,544.51 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 700,000 | $668,527.75 | |
| 74340W103 | PROLOGIS | US | PLD | 3,055 | $196,955.85 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 430,000 | $447,415.00 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 580 | $119,172.60 |
| 74736K101 | QORVO INC | US | QRVO | 101,640 | $7,471,556.40 |
| 756109104 | REALTY INCOME CORP | US | O | 420 | $25,313.40 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 7,610 | $2,581,616.40 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 50,000 | $51,085.00 | |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 3,570 | $234,584.70 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 890 | $73,692.00 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 31,255 | $5,068,623.35 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 85,000 | $84,575.00 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 630,000 | $668,822.69 | |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 450,000 | $440,030.49 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 101,721 | $5,219,304.51 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 84,060 | $3,886,934.40 |
| 81211K100 | SEALED AIR CORP | US | SEE | 140,400 | $4,543,344.00 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 49,260 | $2,764,963.80 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 60,000 | $58,050.00 | |
| 81762P102 | SERVICENOW INC | US | NOW | 32,535 | $5,890,136.40 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 70,000 | $65,275.00 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 55,000 | $55,137.50 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 1,495 | $274,362.40 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 25,215 | $2,187,653.40 |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 58,655 | $2,248,832.70 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 95,000 | $92,387.50 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 30,000 | $30,060.00 | |
| 852061AQ3 | SPRINT COMMUNICATIONS 7.00000 03/01/2020 | US | 30,000 | $31,087.50 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,050 | $54,243.00 |
| 862121100 | STORE CAPITAL CORP | US | STOR | 855 | $24,820.65 |
| 866674104 | SUN COMMUNITIES | US | SUI | 1,030 | $103,484.10 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,900 | $56,433.00 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 1,660 | $48,106.80 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 55,000 | $55,343.75 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 70,000 | $65,800.00 | |
| 88104LAE3 | TERRAFORM POWER OPERATIN 5.00000 01/31/2028 | US | 55,000 | $49,156.25 | |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 11,295 | $2,639,076.75 |
| 88650V208 | TIER REIT INC | US | TIER | 3,715 | $80,504.05 |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 95,000 | $95,118.75 | |
| 902653104 | UDR INC | US | UDR | 2,575 | $100,914.25 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 1,890 | $27,083.70 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 85,000 | $82,705.00 | |
| 90384S303 | ULTA BEAUTY INC | US | ULTA | 10,645 | $2,922,265.40 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 96,696 | $5,122,954.08 |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 1,835,000 | $2,375,679.89 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 2,685,000 | $3,232,698.06 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 1,365,837.12 | $1,213,194.15 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 1,100,000 | $1,018,832.03 | |
| 9128282N9 | US TREASURY N/B 2.12500 07/31/2024 | US | 11,252,000 | $10,714,013.75 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 4,600,000 | $4,451,578.15 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 4,500,000 | $4,480,839.86 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 4,585,750.48 | $4,507,589.71 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 5,000,000 | $4,507,031.25 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 1,339,257.88 | $1,289,378.69 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 4,715,000 | $4,450,333.80 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 3,875 | $79,398.75 |
| 92276F100 | VENTAS INC | US | VTR | 800 | $46,432.00 |
| 92339V100 | VEREIT INC | US | VER | 9,085 | $66,593.05 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 630,000 | $656,443.13 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 12,285 | $2,081,816.10 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 50,515 | $6,963,492.75 |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 1,250 | $85,100.00 |
| 92922PAL0 | W & T OFFSHORE INC 9.75000 11/01/2023 | US | 80,000 | $77,416.00 | |
| 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 | $52,800.00 | |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 95,000 | $89,775.00 | |
| 948741103 | WEINGARTEN REALTY INVESTORS | US | WRI | 2,195 | $61,723.40 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 960 | $63,427.20 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 85,000 | $85,000.00 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 85,000 | $79,368.75 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 360,000 | $335,209.85 | |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 166,460 | $4,973,824.80 |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 130,000 | $127,400.00 | |
| B00FM53 | BANCO BRADESCO SA - PREF | BR | BBDC4 BZ | 8,600 | $78,801.56 |
| B0190C7 | TECHTRONIC INDUSTRIES CO LTD | HK | 669 HK | 12,000 | $56,505.24 |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 2,140 | $55,010.89 |
| B037HR3 | ITAU UNIBANCO HOLDINGS S-PREF | BR | ITUB4 BZ | 6,000 | $79,226.12 |
| B0386J1 | JYSKE BANK-REG | DK | JYSK DC | 1,740 | $71,045.91 |
| B058TZ6 | SAFRAN SA | FR | SAF FP | 445 | $57,506.07 |
| B05LZ02 | HAKUHODO DY HOLDINGS INC | JP | 2433 JP | 3,300 | $55,039.36 |
| B06JSP1 | SYDBANK A/S | DK | SYDB DC | 2,545 | $58,782.58 |
| B09DHL9 | MTU AERO ENGINES HOLDING AG | DE | MTX GR | 270 | $57,329.34 |
| B09M9D2 | KONE OYJ-B | FI | KNEBV FH | 1,140 | $55,488.62 |
| B0C2CQ3 | ENGIE | FR | ENGI FP | 2,375 | $31,556.91 |
| B0CGYD6 | LOJAS RENNER S.A. | BR | LREN3 BZ | 3,260 | $33,007.34 |
| B0JDQD4 | BANDAI NAMCO HOLDINGS INC | JP | 7832 JP | 3,100 | $110,281.77 |
| B0MKZN5 | TSURUHA HOLDINGS INC | JP | 3391 JP | 600 | $62,622.12 |
| B11TCY0 | SCHINDLER HOLDING-PART CERT | CH | SCHP SW | 530 | $111,758.20 |
| B142S60 | KUEHNE & NAGEL INTL AG-REG | CH | KNIN SW | 380 | $52,814.17 |
| B15C557 | TOTAL SA | FR | FP FP | 3,345 | $196,268.24 |
| B19NLV4 | EXPERIAN PLC | GB | EXPN LN | 2,390 | $54,968.10 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 13,405 | $233,088.18 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 10,600 | $55,517.16 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 2,400 | $117,464.71 |
| B1XH026 | VINCI SA | FR | DG FP | 43,860 | $3,903,491.46 |
| B1Y9TB3 | DANONE | FR | BN FP | 3,028 | $214,421.79 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 20,000 | $82,570.84 |
| B1YXBJ7 | AIR LIQUIDE | FR | AI FP | 570 | $68,904.77 |
| B232R05 | SK INNOVATION CO LTD | KR | 096770 KS | 490 | $91,958.31 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 2,300 | $83,153.86 |
| B283W97 | CAIXABANK S.A | ES | CABK SM | 681,320 | $2,757,090.73 |
| B296BQ5 | STORAGEVAULT CANADA INC | CA | SVI CN | 6,715 | $13,160.17 |
| B3FF8W8 | HOSHIZAKI CORP | JP | 6465 JP | 1,200 | $96,864.67 |
| B3MSM28 | AMADEUS IT HOLDING SA-A SHS | ES | AMS SM | 660 | $53,145.93 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 3,225 | $108,181.85 |
| B3ZCNF7 | TELEFONICA BRASIL S.A. - PREF | BR | VIVT4 BZ | 2,700 | $31,262.39 |
| B4975P9 | MAGAZINE LUIZA SA | BR | MGLU3 BZ | 500 | $22,626.63 |
| B4Q2TX3 | CHINA LONGYUAN POWER GROUP-H | CN | 916 HK | 224,000 | $170,464.74 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 64,925 | $2,960,890.59 |
| B4V5RY4 | BANCO SANTANDER BRASIL - UNIT | BR | SANB11 BZ | 3,400 | $38,554.35 |
| B4WTBY3 | HUANENG RENEWABLES CORP-H | CN | 958 HK | 644,000 | $165,749.43 |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 1,215 | $63,452.55 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 4,310 | $114,293.82 |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 16,750 | $180,289.63 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 8,700 | $99,243.07 |
| B798FW0 | NOVOZYMES A/S-B SHARES | DK | NZYMB DC | 1,130 | $55,805.08 |
| B8FMRX8 | COLOPLAST-B | DK | COLOB DC | 1,165 | $108,710.38 |
| B9N3SQ0 | BB SEGURIDADE PARTICIPACOES | BR | BBSE3 BZ | 4,000 | $28,622.87 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 2,050 | $119,793.17 |
| BD1WX84 | ENGIE BRASIL ENERGIA SA | BR | EGIE3 BZ | 2,200 | $23,528.15 |
| BD3JR69 | CHINA MAPLE LEAF EDUCATIONAL | CN | 1317 HK | 134,000 | $58,156.63 |
| BD82246 | EAGLE BULK SHIPCO 8.25000 11/28/2022 | MH | 200,000 | $205,500.00 | |
| BD9Y9B7 | BASIC-FIT NV | NL | BFIT NA | 2,695 | $77,593.22 |
| BDQZ7T7 | WISDOM EDUCATION INTERNATION | CN | 6068 HK | 130,000 | $58,503.42 |
| BDZV116 | EPIROC AB-A | SE | EPIA SS | 12,360 | $108,538.23 |
| BF7LBH4 | ATACADAO DISTRIBUICAO COMERC | BR | CRFB3 BZ | 6,000 | $24,457.88 |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 115,000 | $106,662.50 | |
| BFYM460 | UNIBAIL-RODAMCO-WESTFIELD | FR | URW NA | 850 | $153,814.41 |
| BG36ZK1 | B3 SA-BRASIL BOLSA BALCAO | BR | B3SA3 BZ | 5,700 | $40,879.48 |
| BG7ZWY7 | AMBEV SA | BR | ABEV3 BZ | 18,600 | $81,167.27 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 24,585 | $38,706.01 |
| BGLP232 | MONCLER SPA | IT | MONC IM | 1,570 | $54,522.32 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 176,000 | $135,258.03 |
| BHC8X90 | NOVO NORDISK A/S-B | DK | NOVOB DC | 1,320 | $57,006.25 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 179,471 | $6,148,544.29 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 263,465 | $2,753,623.30 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 104,375 | $2,941,762.36 |
| BQRRZ00 | RECRUIT HOLDINGS CO LTD | JP | 6098 JP | 4,500 | $120,778.16 |
| BW1YVH8 | WALMART DE MEXICO SAB DE CV | MX | WALMEX* MM | 38,980 | $99,669.98 |
| BYQ32R1 | NEMAK SAB DE CV | MX | 106,300 | $76,768.66 | |
| BYWPGC4 | CHINA YUHUA EDUCATION CORP L | CN | 6169 HK | 204,000 | $82,258.46 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,758 | $100,111.35 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 55,143 | $4,078,429.16 |
| BYZWX76 | CRODA INTERNATIONAL PLC | GB | CRDA LN | 1,901 | $117,093.23 |
| BZ01RF1 | WILLIAM DEMANT HOLDING | DK | WDH DC | 1,760 | $57,854.22 |
| BZ3C3Q4 | BANKIA SA | ES | BKIA SM | 644,138 | $2,023,263.37 |
| BZCNN35 | BANCO COMERCIAL PORTUGUES-R | PT | BCP PL | 309,130 | $83,151.27 |
| G02602103 | AMDOCS LTD | GG | DOX | 64,233 | $4,064,021.91 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 99,590 | $2,457,881.20 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 1,780 | $71,716.20 |
| G27358103 | DESPEGAR.COM CORP | AR | DESP | 2,045 | $32,863.15 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 312,935 | $2,234,355.90 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 115,000 | $119,025.00 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 87,065 | $7,820,178.30 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 54,615 | $3,839,434.50 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 178,900 | $1,969,689.00 |
| M22465104 | CHECK POINT SOFTWARE TECH | IL | CHKP | 990 | $109,890.00 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 895 | $76,289.80 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 35,700 | $2,101,659.00 |
| N59465109 | MYLAN NV | US | MYL | 42,340 | $1,323,125.00 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 87,326 | $3,169,933.80 |
| USD | US DOLLAR | US | 5,638,965.32 | $5,638,965.32 |
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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