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Pro-Mix® Moderate Term CIT
Pro-Mix® Moderate 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 equal emphasis on long-term capital growth and capital preservation.
Investment Strategy
The portfolio is invested in a moderately conservative mix of securities that seeks to balance growth and capital preservation for a more stable rate of return relative to an investment in the stock market. Holdings are diversified primarily among intermediate to long-term fixed income securities. Because this fund is designed to moderate risk, stocks will typically be a minority in the portfolio, unless the fund manager’s analysis shows that the stock market is especially attractive.
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 want long-term capital growth and who seek to minimize extreme declines in account value
- Who have a moderate tolerance for capital risk
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 | 15+ Years | 7-20 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
$31.84
Daily $ Change
$0.01
Daily % Change
0.03%
as of 10/14/2019
CUSIP
563821131
Inception Date
01/01/2000
This fund is only available for use within certain qualified employee benefit plans.
Important Documents
| Annual Report | |
| Applications & Forms |
Performance
As of 09/30/2019
YTD
12.55%
1 Year
7.03%
3 Year
5.52%
5 Year
3.82%
10 Year
6.05%
Inception
(01/01/2000)
6.01%
US Stock Market Cycle (04/01/2000 - 09/30/2019)
5.99%
Returns are net of Pro-Mix® CIT Class S 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 | 0.90% |
| Net | 0.90%* |
*Reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 09/30/2019
| GOVERNMENT AGENCY | 12.82% |
| TREASURY BONDS | 7.99% |
| TREASURY NOTES | 7.10% |
| UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | 3.19% |
| TSY INFL IX N/B 0.50000 04/15/2024 | 1.58% |
| MEDTRONIC INC | 1.35% |
| MASTERCARD INC-CLASS A | 1.20% |
| MICROSOFT CORP | 1.20% |
| NOVARTIS AG- REG | 1.18% |
| VISA INC - CLASS A SHARES | 1.14% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 09/30/2019
| Bonds | 61.73% |
| Stocks | 37.31% |
| Cash | 0.96% |
Detailed Asset Class Allocation
As of 09/30/2019
| International Equities | 15.17% |
| Small Capitalization | 0.29% |
| Mid Capitalization | 0.70% |
| Large Capitalization | 21.15% |
| Long Term Fixed Income | 21.87% |
| Intermediate Term Fixed Income | 31.37% |
| Short Term Fixed Income | 8.49% |
| Cash | 0.96% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
September Fund Holdings
As of 09/30/2019
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAK2 | ADT SEC CORP 6.25000 10/15/2021 | US | 40,000 | $42,600.00 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 2,540,000 | $2,763,555.53 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 753 | $57,017.16 |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 1,335 | $38,154.30 |
| 00489LAA1 | ACRISURE LLC / FIN INC 7.00000 11/15/2025 | US | 45,000 | $41,953.50 | |
| 00507V109 | ACTIVISION INC | US | ATVI | 51,670 | $2,734,376.40 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 2,450,000 | $2,611,674.08 | |
| 00791GAA5 | AG MERGER SUB II INC 10.75000 08/01/2027 | US | 45,000 | $45,675.00 | |
| 008492100 | AGREE REALTY CORP | US | ADC | 840 | $61,446.00 |
| 00912XAV6 | AIR LEASE CORP 3.62500 04/01/2027 | US | 2,520,000 | $2,598,278.26 | |
| 013093AD1 | ALBERTSONS COS LLC/SAFEW 5.75000 03/15/2025 | US | 45,000 | $46,275.75 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 300 | $46,212.00 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 845 | $141,309.35 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 1,960,000 | $2,039,981.58 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 183 | $19,888.44 |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 2,090 | $2,547,710.00 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 2,085 | $2,546,076.90 |
| 023135106 | AMAZON.COM INC | US | AMZN | 1,795 | $3,115,958.45 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 186,365 | $861,006.30 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 43,290 | $1,768,401.32 |
| 02376RAA0 | AMERICAN AIRLINES GROUP 5.50000 10/01/2019 | US | 530,000 | $530,000.00 | |
| 02406PAR1 | AMERICAN AXLE & MFG INC 6.25000 04/01/2025 | US | 20,000 | $19,425.00 | |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 2,150 | $103,372.00 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 17,935 | $125,603.35 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 8,180 | $211,780.20 |
| 0287580 | BRITISH AMERICAN TOBACCO PLC | GB | BATS LN | 3,460 | $127,778.03 |
| 03019LAA4 | AMERICAN TANKER INC 9.25000 02/22/2022 | US | 110,000 | $111,375.62 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 7,120 | $1,574,445.60 |
| 03027XAW0 | AMERICAN TOWER CORP 3.80000 08/15/2029 | US | 2,440,000 | $2,604,225.25 | |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 49,072.61 | $49,557.79 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 4,005 | $148,465.35 |
| 031162100 | AMGEN INC | US | AMGN | 341 | $65,986.91 |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 45,000 | $37,518.75 | |
| 03690AAF3 | ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 | US | 45,000 | $37,350.00 | |
| 03748R754 | APARTMENT INVT & MGMT CO -A | US | AIV | 3,151 | $164,293.14 |
| 038222105 | APPLIED MATERIALS INC | US | AMAT | 468 | $23,353.20 |
| 039483102 | ARCHER-DANIELS-MIDLAND CO | US | ADM | 347 | $14,251.29 |
| 03968AAA9 | ARD SECURITIES FINANCE 8.75000 01/31/2023 | LU | 26,093 | $27,006.26 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 2,540 | $61,481.46 |
| 045086AF2 | ASHTON WOODS USA/FINANCE 6.75000 08/01/2025 | US | 45,000 | $44,887.50 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,060 | $123,969.18 |
| 05278C107 | AUTOHOME INC-ADR | CN | ATHM | 1,120 | $93,105.60 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,235 | $265,932.55 |
| 054937107 | BB&T CORP | US | BBT | 386 | $20,600.82 |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 4,000,000 | $4,114,580.80 | |
| 05722G100 | BAKER HUGHES A GE CO | US | BHGE | 623 | $14,453.60 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 2,532 | $73,858.44 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 3,990,000 | $4,236,720.81 | |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 20,800 | $4,326,816.00 |
| 086516101 | BEST BUY INC | US | BBY | 251 | $17,316.49 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 18,950 | $1,277,230.00 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 5,080 | $122,335.51 |
| 09247X101 | BLACKROCK INC | US | BLK | 1,800 | $802,152.00 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 5,630 | $98,624.19 |
| 097023105 | BOEING CO | US | BA | 227 | $86,366.69 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 885 | $1,736,909.85 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 1,385 | $179,579.10 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 10,460 | $158,469.00 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 868 | $44,016.28 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 1,335 | $49,261.50 |
| 11135F101 | BROADCOM INC | US | AVGO | 176 | $48,588.32 |
| 11680JAA0 | BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 | US | 45,000 | $33,637.50 | |
| 12429TAE4 | BWAY HOLDING CO 7.25000 04/15/2025 | US | 45,000 | $42,538.50 | |
| 124847AC8 | ENTERCOM MEDIA CORP 7.25000 11/01/2024 | US | 20,000 | $20,700.00 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 13,690 | $1,573,117.90 |
| 12527GAB9 | CF INDUSTRIES INC 7.12500 05/01/2020 | US | 40,000 | $41,100.00 | |
| 12541W209 | C.H. ROBINSON WORLDWIDE INC | US | CHRW | 161 | $13,649.58 |
| 12555DAA3 | CIM 2019-INV1 A1 4.00000 02/25/2049 | US | 445,116.43 | $456,338.08 | |
| 12572Q105 | CME GROUP INC | US | CME | 7,620 | $1,610,410.80 |
| 12591QAR3 | COMM 2014-UBS4 A5 3.69400 08/10/2047 | US | 3,600,000 | $3,810,519.72 | |
| 12593GAF9 | COMM 2015-PC1 A5 3.90200 07/10/2050 | US | 1,900,000 | $2,052,264.67 | |
| 12629NAF2 | COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 | US | 2,000,000 | $2,099,510.20 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 836,225.83 | $826,661.00 | |
| 126650100 | CVS HEALTH CORP | US | CVS | 723 | $45,599.61 |
| 12686CBA6 | CABLEVISION SYSTEMS CORP 8.00000 04/15/2020 | US | 40,000 | $41,150.00 | |
| 131477AT8 | CALUMET SPECIALTY PROD 11.00000 04/15/2025 | US | 65,000 | $65,000.00 | |
| 133131102 | CAMDEN PROPERTY TRUST | US | CPT | 1,265 | $140,427.65 |
| 13321L108 | CAMECO CORP | CA | CCJ | 8,331 | $79,144.50 |
| 149123101 | CATERPILLAR INC | US | CAT | 295 | $37,261.45 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 15,251.5 | $15,238.78 | |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 763,421.46 | $766,869.07 | |
| 156700AW6 | CENTURYLINK INC 5.62500 04/01/2020 | US | 40,000 | $40,554.00 | |
| 165183BB9 | CFII 2017-4A A1 2.12000 11/15/2029 | US | 1,233,766.2 | $1,233,387.56 | |
| 166764100 | CHEVRON CORP | US | CVX | 606 | $71,871.60 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 1,762 | $87,060.42 |
| 172967424 | CITIGROUP INC | US | C | 725 | $50,083.00 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 1,170,000 | $1,918,206.60 | |
| 191216100 | COCA COLA CO/THE | US | KO | 63,270 | $3,444,418.80 |
| 192422103 | COGNEX CORP | US | CGNX | 17,180 | $844,053.40 |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 510 | $37,490.10 |
| 2011646 | ALIMENTATION COUCHE-TARD -B | CA | ATD/B CN | 4,100 | $125,644.41 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 2,345 | $104,469.75 |
| 205887102 | CONAGRA BRAND INC. | US | CAG | 377 | $11,566.36 |
| 222795502 | COUSINS PROPERTIES INC | US | CUZ | 6,554 | $246,364.86 |
| 22546QAD9 | CREDIT SUISSE AG 5.40000 01/14/2020 | CH | 2,250,000 | $2,269,902.76 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 930 | $129,279.30 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 569,848.22 | $553,601.62 | |
| 229663109 | CUBESMART | US | CUBE | 1,125 | $39,262.50 |
| 231021106 | CUMMINS INC | US | CMI | 133 | $21,635.11 |
| 2328595 | BANCO DO BRASIL S.A. | BR | BBAS3 BZ | 5,000 | $54,874.31 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 3,180 | $26,715.02 |
| 2458771 | ITAUSA INVESTIMENTOS ITAU -PR | BR | ITSA4 BZ | 19,200 | $61,181.96 |
| 2521800 | LOBLAW COMPANIES LTD | CA | L CN | 2,195 | $125,021.47 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,050 | $136,300.50 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 2,320,000 | $2,536,806.32 | |
| 25787GAC4 | DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 | US | 45,000 | $46,687.50 | |
| 25960P109 | DOUGLAS EMMETT INC | US | DEI | 2,775 | $118,853.25 |
| 260557103 | DOW INC | US | DOW | 402 | $19,155.30 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 85,000 | $88,400.00 | |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 310,000 | $310,217.00 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 18,100 | $790,789.00 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 40,690 | $923,844.36 |
| 277432100 | EASTMAN CHEM CO | US | EMN | 154 | $11,369.82 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 45,920 | $902,213.53 |
| 285512109 | ELECTRONIC ARTS | US | EA | 25,740 | $2,517,886.80 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 5,370 | $25,251.99 |
| 291011104 | EMERSON ELEC CO | US | EMR | 442 | $29,552.12 |
| 29273RAR0 | ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 | US | 1,600,000 | $1,919,170.05 | |
| 29444U700 | EQUINIX INC | US | EQIX | 4,705 | $2,713,844.00 |
| 2945422 | WEG SA | BR | WEGE3 BZ | 4,100 | $23,978.63 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 845 | $112,892.00 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 2,390 | $206,161.40 |
| 29670E107 | ESSENTIAL PROPERTIES REALTY | US | EPRT | 4,149 | $95,053.59 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 605 | $197,623.25 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 4,675,000 | $4,699,974.04 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 590 | $68,923.80 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 15,406.27 | $15,375.47 | |
| 30261UAJ3 | FREMF 2013-K713 B 3.26097 04/25/2046 | US | 1,200,000 | $1,203,000.60 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.86160 02/25/2048 | US | 2,300,000 | $2,422,893.83 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.40062 05/25/2045 | US | 675,000 | $674,290.37 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 103,360,396.06 | $284,375.46 | |
| 30303M102 | FACEBOOK INC -A | US | FB | 17,310 | $3,082,564.80 |
| 30744W107 | FARFETCH LTD - CLASS A | GB | FTCH | 1,255 | $10,843.20 |
| 311900104 | FASTENAL CO | US | FAST | 499 | $16,302.33 |
| 3128M5A91 | FHLM POOL G03332 6.00000 10/01/2037 | US | 41,641.07 | $47,906.96 | |
| 3128M5NM8 | FHLM POOL G03696 5.50000 01/01/2038 | US | 91,109.78 | $102,812.54 | |
| 3128M6B98 | FHLM POOL G04264 5.50000 04/01/2038 | US | 319,013.33 | $360,224.93 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 86,052.13 | $97,844.56 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 108,930.5 | $122,272.76 | |
| 3128M7KW5 | FHLM POOL G05409 5.50000 03/01/2039 | US | 220,480.24 | $248,833.98 | |
| 3128M8AW4 | FHLM POOL G06021 5.50000 01/01/2040 | US | 86,751.03 | $97,933.36 | |
| 3128M9C83 | FHLM POOL G06995 6.00000 05/01/2040 | US | 266,624.19 | $307,043.90 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 7,891.4 | $8,166.18 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 13,781.71 | $14,115.03 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 9,447.88 | $9,702.44 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 8,218.2 | $8,503.11 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 13,788.47 | $14,235.66 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 1,789,175.03 | $1,899,311.33 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 220,055.81 | $248,346.86 | |
| 3131XVYW9 | FEDERAL NATL MTG ASSN FR ZM2525 3.00000 12/01/2046 | US | 1,395,956.27 | $1,428,234.94 | |
| 3132VLY43 | FHLM POOL FG Q60730 4.00000 01/01/2049 | US | 1,759,889.25 | $1,831,315.82 | |
| 3132Y33P7 | FHLM POOL FG Q59805 4.50000 11/01/2048 | US | 1,033,274.44 | $1,091,957.51 | |
| 31335ABB3 | FHLM POOL G60034 4.50000 02/01/2045 | US | 2,531,191.78 | $2,727,349.80 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 567,036.71 | $593,772.24 | |
| 31335CCY8 | FHLM POOL FG G61887 MTGE 5.00000 02/01/2049 | US | 1,084,222.61 | $1,162,249.55 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 1,351.01 | $1,354.24 | |
| 3133G6L60 | FEDERAL NATL MTG ASSN FR QN0349 3.00000 08/01/2034 | US | 1,488,461.08 | $1,521,998.67 | |
| 3136AY6W8 | FNA 2017-M15 A1 3.05802 09/25/2027 | US | 1,481,690.5 | $1,551,747.64 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 1,007,916.48 | $1,059,522.91 | |
| 31371NCJ2 | FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 | US | 436,153.85 | $492,135.34 | |
| 313747206 | FEDERAL RLTY INVT TR SH BEN INT | US | FRT | 295 | $40,161.30 |
| 3137A2B34 | FHMS K009 X1 FLT 1.42667 08/25/2020 | US | 10,324,007.12 | $86,111.51 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.32351 04/25/2021 | US | 6,514,457.95 | $97,287.57 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.63454 10/25/2021 | US | 3,833,010.81 | $99,655.98 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.56289 06/25/2022 | US | 15,033,148.94 | $501,155.58 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.30017 04/25/2023 | US | 45,181,724.68 | $282,164.39 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.21238 05/25/2023 | US | 29,050,071.94 | $117,809.66 | |
| 3137F4YU0 | FHR 4791 BA MTGE 4.00000 03/15/2044 | US | 1,098,614.19 | $1,119,758.89 | |
| 3137FG2L8 | FHR 4801 BA MTGE 4.50000 05/15/2044 | US | 990,963.03 | $1,012,813.07 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 198,580.03 | $215,173.20 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 115,968.91 | $125,662.24 | |
| 3138EQTZ5 | FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 | US | 1,628,702.78 | $1,764,360.04 | |
| 3138ERN30 | FEDERAL NATL MTG ASSN FN AL9409 3.50000 11/01/2031 | US | 1,197,902.09 | $1,243,144.06 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.64300 01/01/2049 | US | 1,974,613.05 | $2,220,234.73 | |
| 3138WDAY7 | FEDERAL NATL MTG ASSN FN AS3622 3.50000 10/01/2044 | US | 2,972,171.62 | $3,121,804.95 | |
| 3138WGK37 | FEDERAL NATL MTG ASSN FN AS6613 4.00000 02/01/2046 | US | 2,614,205.38 | $2,754,258.19 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 462,665.61 | $523,171.98 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 524,354.64 | $550,376.11 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 1,001,365.5 | $1,043,166.54 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 630,387.21 | $655,870.90 | |
| 3140F9M51 | FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 | US | 1,375,977.57 | $1,447,940.83 | |
| 3140FEXR0 | FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 | US | 1,608,086.06 | $1,688,456.40 | |
| 3140HPUY1 | FEDERAL NATL MTG ASSN FN BK9598 4.50000 08/01/2048 | US | 465,345.79 | $491,663.41 | |
| 3140JGVQ5 | FEDERAL NATL MTG ASSN FN BN0622 4.50000 01/01/2049 | US | 1,726,203.32 | $1,822,547.79 | |
| 3140Q84E2 | FEDERAL NATL MTG ASSN FN CA1720 5.00000 05/01/2048 | US | 1,579,950.47 | $1,698,385.69 | |
| 3140Q9D42 | FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 | US | 651,889.97 | $700,460.57 | |
| 3140Q9PD9 | FEDERAL NATL MTG ASSN FN CA2219 5.00000 08/01/2048 | US | 2,445,588.22 | $2,627,807.38 | |
| 3140X4JC1 | FEDERAL NATL MTG ASSN FM1158 3.50000 06/01/2034 | US | 2,076,154.75 | $2,147,752.77 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 9,787.82 | $9,998.29 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 11,053.48 | $11,307.64 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 69,039.84 | $70,017.65 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 83,466.99 | $84,569.02 | |
| 31410KJV7 | FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 | US | 275,617.24 | $317,237.80 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 268,587.35 | $302,549.22 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 95,366.86 | $107,306.52 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 2,054.12 | $2,074.13 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 47,075.15 | $47,784.07 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 506,232.25 | $544,217.78 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 528,532.21 | $568,697.06 | |
| 31418C4F8 | FEDERAL NATL MTG ASSN FN MA3521 4.00000 11/01/2048 | US | 4,673,137.7 | $4,857,492.09 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 839,681.52 | $859,993.04 | |
| 31418CYJ7 | FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 | US | 603,231.53 | $624,613.36 | |
| 31418CZH0 | FEDERAL NATL MTG ASSN FN MA3443 4.00000 08/01/2048 | US | 1,236,267.62 | $1,282,819.98 | |
| 31418DC67 | FEDERAL NATL MTG ASSN FN MA3692 3.50000 07/01/2049 | US | 2,943,810.36 | $3,028,265.84 | |
| 31418MDZ2 | FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 | US | 140,855.38 | $162,249.27 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 57,408.73 | $66,076.18 | |
| 31418MJC7 | FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 | US | 163,084.81 | $184,459.20 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 272,933.83 | $307,944.98 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 11,968.47 | $12,556.12 | |
| 31419BBV6 | FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 | US | 467,856.75 | $506,789.57 | |
| 315786AC7 | FIDELITY & GUARA NTY LIFE 5.50000 05/01/2025 | US | 40,000 | $42,900.00 | |
| 316067107 | FIDELITY CASH RESERVES | US | 66,107.57 | $66,107.57 | |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 596 | $16,318.48 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,975 | $78,131.00 |
| 33834YAA6 | FIVE POINT OP CO LP/FIVE 7.87500 11/15/2025 | US | 70,000 | $71,050.00 | |
| 346232AD3 | FORESTAR GROUP INC 8.00000 04/15/2024 | US | 40,000 | $43,200.00 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 65,000 | $66,787.50 | |
| 357081AE8 | FREMF 2015-K720 B FLT 3.50714 07/25/2022 | US | 970,000 | $994,677.77 | |
| 36166LAA5 | GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 | AE | 185,000 | $190,781.25 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 25,886.68 | $26,065.78 | |
| 364760108 | GAP INC | US | GPS | 444 | $7,707.84 |
| 369550108 | GENERAL DYNAMICS CORP | US | GD | 135 | $24,668.55 |
| 369604BQ5 | GENERAL ELECTRIC CO 5.00000 01/21/2021 | US | 2,340,000 | $2,210,387.40 | |
| 370334104 | GENERAL MLS INC | US | GIS | 478 | $26,347.36 |
| 37045XAR7 | GENERAL MOTORS FINL CO 3.15000 01/15/2020 | US | 2,300,000 | $2,303,417.00 | |
| 372460105 | GENUINE PARTS CO | US | GPC | 159 | $15,834.81 |
| 374297109 | GETTY REALTY CORP | US | GTY | 2,265 | $72,615.90 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 787 | $49,880.06 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 200,000 | $209,625.00 | |
| 37960JAA6 | GLOBAL AIR LEASE CO LTD 6.50000 09/15/2024 | KY | 65,000 | $65,812.50 | |
| 38141GVR2 | GOLDMAN SACHS GROUP INC 4.25000 10/21/2025 | US | 1,320,000 | $1,412,535.23 | |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 1,228,310.61 | $1,236,619.76 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 395 | $38,125.40 |
| 4012250 | AIRBUS SE | FR | AIR FP | 770 | $99,968.31 |
| 4031879 | VEOLIA ENVIRONMENT | FR | VIE FP | 765 | $19,378.76 |
| 404119BX6 | HCA INC 4.12500 06/15/2029 | US | 1,830,000 | $1,919,094.32 | |
| 404139AD9 | HC2 HOLDINGS INC 11.50000 12/01/2021 | US | 25,000 | $22,000.00 | |
| 40414L109 | HCP INC | US | HCP | 4,640 | $165,323.20 |
| 4057808 | L'OREAL | FR | OR FP | 345 | $96,486.08 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 340 | $134,898.82 |
| 406216101 | HALLIBURTON CO | US | HAL | 95,643 | $1,802,870.55 |
| 4162791 | THALES SA | FR | HO FP | 110 | $12,644.65 |
| 4163437 | CAPGEMINI | FR | CAP FP | 200 | $23,550.31 |
| 416515104 | HARTFORD FINL SVCS | US | HIG | 236 | $14,303.96 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 3,480 | $116,580.00 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 2,140 | $62,873.20 |
| 427866108 | HERSHEY CO/THE | US | HSY | 167 | $25,883.33 |
| 43300A203 | HILTON WORLDWIDE HOLDINGS INC | US | HLT | 570 | $53,072.70 |
| 437076102 | HOME DEPOT INC | US | HD | 444 | $103,016.88 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 347 | $58,712.40 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 4,060 | $70,197.40 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 85,000 | $90,950.00 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 235 | $18,879.55 |
| 452308109 | ILLINOIS TOOL WKS INC | US | ITW | 193 | $30,202.57 |
| 45337C102 | INCYTE CORP | US | INCY | 12,790 | $949,401.70 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 5,620 | $80,422.20 |
| 45682RAA8 | INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 | AU | 65,000 | $66,787.50 | |
| 458140100 | INTEL CORP | US | INTC | 1,898 | $97,803.94 |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 17,690 | $1,632,256.30 |
| 4588364 | MICHELIN (CGDE)-B | FR | ML FP | 255 | $28,392.57 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 450 | $65,439.00 |
| 460146103 | INTERNATIONAL PAPER CO | US | IP | 268 | $11,207.76 |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.87475 12/17/2036 | US | 490,120.4 | $490,362.52 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.17475 12/17/2036 | US | 390,000 | $389,233.57 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 7,595 | $224,887.95 |
| 46429B598 | ISHARES MSCI INDIA ETF | IN | 10,650 | $357,520.50 | |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 988 | $116,277.72 |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 409,857.35 | $413,437.04 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 467,706.27 | $476,196.54 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 639,452.94 | $648,508.11 | |
| 46647PAY2 | JPMORGAN CHASE & CO 4.02300 12/05/2024 | US | 1,960,000 | $2,089,883.91 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 1,030,043.54 | $1,041,511.01 | |
| 4682329 | PERNOD-RICARD SA | FR | RI FP | 280 | $49,834.82 |
| 4741844 | MERCK KGAA | DE | MRK GR | 31,555 | $3,554,674.72 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 4,360 | $83,930.00 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 37,266 | $4,821,475.08 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 90,000 | $30,150.00 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,420 | $147,009.33 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 25 | $61,973.07 |
| 482480100 | KLA-TENCOR CORPORATION | US | KLAC | 140 | $22,323.00 |
| 4834108 | SCHNEIDER ELECTRIC SE | FR | SU FP | 735 | $64,270.17 |
| 4834777 | VIVENDI | FR | VIV FP | 1,385 | $37,897.55 |
| 487526AB1 | KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 | US | 60,000 | $61,200.00 | |
| 487836108 | KELLOGG CO | US | K | 268 | $17,245.80 |
| 493267108 | KEYCORP | US | KEY | 800 | $14,272.00 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 231 | $32,813.55 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 1,960,000 | $2,558,616.54 | |
| 500255104 | KOHLS CORP | US | KSS | 178 | $8,839.48 |
| 501044101 | KROGER CO | US | KR | 495 | $12,761.10 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 85,000 | $88,400.00 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 1,145 | $113,297.14 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 660 | $77,817.54 |
| 512807108 | LAM RESEARCH CORP | US | LRCX | 80 | $18,488.80 |
| 5176177 | ORANGE | FR | ORA FP | 2,960 | $46,329.92 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 45 | $31,080.67 |
| 529043101 | LEXINGTON REALTY TRUST | US | LXP | 6,925 | $70,981.25 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 2,025 | $103,943.25 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 550 | $57,975.50 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 195 | $27,779.09 |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 143 | $55,778.58 |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 45,000 | $36,787.50 | |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | 30 | $61,875.86 |
| 550021109 | LULULEMON - ADR | CA | LULU | 19,305 | $3,716,791.65 |
| 5505072 | KERING | FR | KER FP | 110 | $56,054.53 |
| 5608915 | ALTEN SA | FR | ATE FP | 360 | $41,099.42 |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 430 | $53,551.52 |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 457 | $27,762.75 |
| 5669354 | REPSOL SA | ES | REP SM | 8,167 | $127,372.84 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 1,430 | $132,465.37 |
| 5701513 | ELISA OYJ | FI | ELISA FH | 2,395 | $123,473.79 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 19,030 | $5,167,977.10 |
| 57772K101 | MAXIM INTEGRATED PRODUCTS | US | MXIM | 230 | $13,319.30 |
| 585464100 | MELCO CROWN ENTERTAINME-ADR | HK | MLCO | 2,540 | $49,301.40 |
| 58933Y105 | MERCK & CO INC | US | MRK | 13,368 | $1,125,318.24 |
| 594918104 | MICROSOFT CORP | US | MSFT | 37,105 | $5,158,708.15 |
| 595112103 | MICRON TECHNOLOGY INC | US | MU | 98,945 | $4,239,793.25 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 605 | $78,656.05 |
| 5962280 | CHOCOLADEFABRIKEN LINDT-PC | CH | LISP SW | 8 | $59,085.53 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 20 | $55,820.45 |
| 5986622 | KONINKLIJKE PHILIPS NV | NL | PHIA NA | 2,575 | $118,988.78 |
| 6055112 | AYALA LAND INC | PH | ALI PM | 62,400 | $59,554.67 |
| 6074968 | BANK OF THE PHILIPPINE ISLAN | PH | BPI PM | 21,620 | $38,801.92 |
| 60871R209 | MOLSON COORS BREWING CO -B | US | TAP | 187 | $10,752.50 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 63,958 | $3,538,156.56 |
| 6108179 | HARMONIC DRIVE SYSTEMS INC | JP | 6324 JP | 1,600 | $70,091.25 |
| 615369105 | MOODY'S CORPORATION | US | MCO | 7,800 | $1,597,674.00 |
| 6194037 | KAKAO CORP | KR | 035720 KS | 1,065 | $120,574.41 |
| 61965RAB1 | MOSS CREEK RESOURCES HLD 10.50000 05/15/2027 | US | 15,000 | $12,150.00 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 90,000 | $87,975.00 | |
| 6250025 | DAIFUKU CO LTD | JP | 6383 JP | 1,300 | $67,633.91 |
| 6284864 | GLOBE TELECOM INC | PH | GLO PM | 885 | $31,247.35 |
| 62957HAC9 | NABORS INDUSTRIES INC 5.50000 01/15/2023 | US | 45,000 | $37,012.50 | |
| 6356934 | FANUC LTD | JP | 6954 JP | 600 | $113,414.07 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 2,065 | $116,466.00 |
| 637870106 | NATIONAL STORAGE AFFILIATES | US | NSA | 2,040 | $68,074.80 |
| 64110D104 | NETAPP INC | US | NTAP | 172 | $9,031.72 |
| 6441506 | HOYA CORP | JP | 7741 JP | 1,400 | $114,664.10 |
| 6465874 | GALAXY ENTERTAINMENT GROUP L | HK | 27 HK | 14,000 | $86,796.17 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 890 | $98,576.40 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 526,792.21 | $544,706.89 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 700,082.62 | $725,031.88 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 1,285,507.39 | $1,328,281.62 | |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 280 | $174,287.71 |
| 6499550 | KYOWA KIRIN CO LTD | JP | 4151 JP | 2,700 | $52,580.71 |
| 6514442 | METROPOLITAN BANK & TRUST | PH | MBT PM | 30,300 | $40,018.33 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 90,000 | $52,875.00 | |
| 6687571 | NABTESCO CORP | JP | 6268 JP | 2,200 | $68,866.70 |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 58,570 | $5,089,733.00 |
| 670346105 | NUCOR CORP | US | NUE | 322 | $16,393.02 |
| 67059TAD7 | NUSTAR LOGISTICS LP 6.75000 02/01/2021 | US | 45,000 | $46,894.50 | |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 100,000 | $100,654.80 | |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 56,000 | $57,668.85 |
| 674599105 | OCCIDENTAL PETROLEUM CORP | US | OXY | 417 | $18,543.99 |
| 680665AL0 | OLIN CORP 5.62500 08/01/2029 | US | 45,000 | $46,813.50 | |
| 6818843 | SM PRIME HOLDINGS INC | PH | SMPH PM | 103,915 | $74,594.63 |
| 681936100 | OMEGA HEALTHCARE INVS INC | US | OHI | 1,950 | $81,490.50 |
| 6821120 | SONIC HEALTHCARE LTD | AU | SHL AU | 6,140 | $116,420.89 |
| 6821506 | SONY CORP FIRST SECTION | JP | 6758 JP | 1,900 | $112,305.51 |
| 6895200 | TOHO CO LTD | JP | 9602 JP | 3,000 | $131,684.46 |
| 6919519 | UNIVERSAL ROBINA CORP | PH | URC PM | 13,240 | $39,842.48 |
| 700517105 | PARK HOTELS & RESORTS INC | US | PK | 1,171.22 | $29,245.36 |
| 7021963 | DEUTSCHE BOERSE AG | DE | DB1 GR | 790 | $123,208.09 |
| 7088429 | AXA SA | FR | CS FP | 2,655 | $67,792.45 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 1,500 | $130,180.49 |
| 7103526 | PEUGEOT SA | FR | UG FP | 730 | $18,219.95 |
| 7110388 | ROCHE HOLDING AG-GENUSSCHEIN | CH | ROG SW | 660 | $192,168.71 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 125 | $29,877.73 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 33,164 | $3,596,786.41 |
| 7133608 | EQUINOR ASA | NO | EQNR NO | 7,285 | $137,993.79 |
| 713448108 | PEPSICO INC | US | PEP | 24,480 | $3,356,208.00 |
| 7145056 | ENI SPA | IT | ENI IM | 8,360 | $127,781.11 |
| 717081103 | PFIZER INC | US | PFE | 2,468 | $88,675.24 |
| 718546104 | PHILLIPS 66 | US | PSX | 233 | $23,859.20 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 7,110 | $126,202.50 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 325 | $46,858.43 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 1,540 | $18,639.91 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 2,565 | $46,990.80 | |
| 7309681 | BNP PARIBAS | FR | BNP FP | 1,715 | $83,378.25 |
| 7339451 | ORPEA SA | FR | ORP FP | 470 | $57,403.12 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 650 | $25,475.36 |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 3,660,000 | $3,913,282.28 | |
| 74166MAC0 | PRIME SECSRVC BRW/FINANC 5.75000 04/15/2026 | US | 40,000 | $41,652.00 | |
| 74340W103 | PROLOGIS | US | PLD | 4,635 | $394,994.70 |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 775 | $190,084.25 |
| 74834L100 | QUEST DIAGNOSTICS INC | US | DGX | 121 | $12,950.63 |
| 750236AW1 | RADIAN GROUP INC 4.87500 03/15/2027 | US | 90,000 | $91,125.00 | |
| 756109104 | REALTY INCOME CORP | US | O | 625 | $47,925.00 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 714 | $11,295.48 |
| 76131D103 | RESTAURANT BRANDS INTERN | CA | QSR | 1,065 | $75,764.10 |
| 7698356 | GETINGE AB-B SHS | SE | GETIB SS | 4,475 | $62,551.74 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 65,000 | $65,893.75 | |
| 773903109 | ROCKWELL AUTOMATION INC | US | ROK | 78 | $12,854.40 |
| 7742468 | GECINA SA | FR | GFC FP | 350 | $54,993.15 |
| 7792559 | HEINEKEN NV | NL | HEIA NA | 1,125 | $121,514.10 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 3,250 | $194,675.00 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 768 | $50,979.84 |
| 78409V104 | S&P GLOBAL INC | US | SPGI | 6,400 | $1,567,872.00 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 6,200 | $1,495,130.00 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 90,000 | $92,250.00 | |
| 78463V107 | SPDR GOLD SHARES | US | 3,724 | $517,151.88 | |
| 78490DAA2 | SOFI 2018-C A1FX 3.08000 01/25/2048 | US | 1,769,662.21 | $1,782,606.05 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 3,190,000 | $3,655,098.43 | |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 2,430,000 | $2,606,927.04 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 38,280 | $1,308,027.60 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 38,935 | $1,628,651.05 |
| 81141R100 | SEA LTD - ADR | SG | SE | 56,980 | $1,763,531.00 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 13,860 | $1,183,644.00 |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 499,947.32 | $504,438.85 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 697,199.69 | $703,463.33 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 525,786.41 | $506,539.31 | |
| 81762P102 | SERVICENOW INC | US | NOW | 11,760 | $2,985,276.00 |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 45,000 | $38,250.00 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 1,805 | $280,948.25 |
| 832696405 | JM SMUCKER CO/THE-NEW COM WI | US | SJM | 113 | $12,432.26 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 113,409.88 | $113,259.42 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 225,000 | $228,242.50 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 154,345.16 | $154,957.09 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 317,556.68 | $318,061.34 | |
| 835699307 | SONY CORP SPONSORED ADR | JP | SNE | 59,735 | $3,532,130.55 |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 2,810,000 | $2,847,864.61 | |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 45,000 | $39,599.10 | |
| 852061AR1 | SPRINT COMMUNICATIONS 7.00000 08/15/2020 | US | 100,000 | $103,221.00 | |
| 85207UAE5 | SPRINT CORP 7.25000 09/15/2021 | US | 40,000 | $42,684.00 | |
| 85207UAH8 | SPRINT CORP 7.12500 06/15/2024 | US | 40,000 | $43,112.00 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,440 | $71,931.20 |
| 855030AN2 | STAPLES INC 7.50000 04/15/2026 | US | 70,000 | $72,121.00 | |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.24750 11/15/2027 | US | 1,510,342.39 | $1,508,362.48 | |
| 858912AF5 | STERICYCLE INC 5.37500 07/15/2024 | US | 85,000 | $87,337.50 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 1,270 | $47,510.70 |
| 866674104 | SUN COMMUNITIES | US | SUI | 1,105 | $164,037.25 |
| 86723CAF5 | SUNCOKE ENRGY PART LP/FI 7.50000 06/15/2025 | US | 20,000 | $17,800.00 | |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,400 | $46,716.00 |
| 867914103 | SUNTRUST BANKS INC | US | STI | 299 | $20,571.20 |
| 86935CAA0 | SCML 2019-SBC8 2.86000 12/25/2035 | US | 2,074,954.49 | $2,081,172.71 | |
| 871829107 | SYSCO CORP | US | SYY | 372 | $29,536.80 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 3,015 | $103,233.60 |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 319,870.75 | $319,426.26 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 55,000 | $46,475.00 | |
| 88032WAN6 | TENCENT HOLDINGS 3.97500 04/11/2029 | KY | 1,830,000 | $1,958,113.67 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 476 | $61,518.24 |
| 88579Y101 | 3M CO | US | MMM | 333 | $54,745.20 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 1,682,774.5 | $1,681,050.83 | |
| 89173FAA8 | TPMT 2017-1 A1 2.75000 10/25/2056 | US | 1,015,694.41 | $1,024,963.03 | |
| 89177EAA7 | TPMT 2019-HY1 A1 3.01838 10/25/2048 | US | 919,838.89 | $923,514.20 | |
| 892231AA9 | TOWNSQUARE MEDIA INC 6.50000 04/01/2023 | US | 45,000 | $44,887.50 | |
| 89417E109 | TRAVELLERS COS INC | US | TRV | 136 | $20,221.84 |
| 89613BAA5 | TAH 2016-SFR1 A 2.58900 11/17/2033 | US | 1,949,385.5 | $1,946,425.16 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 912,704.6 | $925,545.99 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 90,000 | $87,300.00 | |
| 902494103 | TYSON FOODS INC -CL A | US | TSN | 213 | $18,347.82 |
| 902653104 | UDR INC | US | UDR | 2,170 | $105,201.60 |
| 902973304 | U.S. BANCORP | US | USB | 865 | $47,869.10 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 2,830 | $39,846.40 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 49,363 | $2,966,716.30 |
| 907818108 | UNION PAC CORP | US | UNP | 352 | $57,016.96 |
| 911312106 | UNITED PARCEL SERVICE | US | UPS | 511 | $61,228.02 |
| 912796SZ3 | TREASURY BILL 0.00000 07/16/2020 | US | 4,500,000 | $4,436,194.23 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 5,903,000 | $8,514,846.93 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 6,124,000 | $8,776,218.30 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 2,272,075.47 | $2,388,249.67 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 8,097,000 | $8,712,498.48 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 7,119,000 | $8,435,736.93 | |
| 9128286N5 | TSY INFL IX N/B 0.50000 04/15/2024 | US | 6,724,353 | $6,804,835.23 | |
| 912828D56 | US TREASURY N/B 2.37500 08/15/2024 | US | 4,245,000 | $4,403,192.56 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 13,881,378.7 | $13,762,085.60 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 8,651,000 | $8,655,055.16 | |
| 912828VB3 | UNITED STATES TREAS NTS 1.75000 05/15/2023 | US | 8,890,000 | $8,941,742.56 | |
| 912828XB1 | UNITED STATES TREAS NTS 2.12500 05/15/2025 | US | 8,367,000 | $8,603,629.22 | |
| 913017109 | UNITED TECHNOLOGIES CORP | US | UTX | 407 | $55,563.64 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 5,095 | $100,830.05 |
| 918204108 | VF CORP | US | VFC | 281 | $25,006.19 |
| 91913Y100 | VALERO ENERGY | US | VLO | 299 | $25,486.76 |
| 92189F106 | MARKET VECTORS GOLD MINERS | US | 9,811 | $262,051.81 | |
| 92276F100 | VENTAS INC | US | VTR | 2,845 | $207,770.35 |
| 92339V100 | VEREIT INC | US | VER | 13,705 | $134,034.90 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 2,910,000 | $3,840,671.75 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 5,850 | $991,107.00 |
| 92553P201 | VIACOM INC CL B | US | VIAB | 405 | $9,732.15 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 28,580 | $4,916,045.80 |
| 92840JAA7 | VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 | MUL | 70,000 | $67,900.00 | |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 275,000 | $277,377.27 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 745 | $47,434.15 |
| 92922PAL0 | W & T OFFSHORE INC 9.75000 11/01/2023 | US | 25,000 | $23,865.50 | |
| 93065PAA9 | WBHT 2019-WBM A FLT 3.07750 12/15/2033 | US | 1,045,000 | $1,045,028.53 | |
| 931142103 | WAL MART STORES | US | WMT | 1,038 | $123,189.84 |
| 931427108 | WALGREENS BOOTS ALLIANCE INC | US | WBA | 563 | $31,139.53 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 285 | $32,775.00 |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 90,000 | $90,225.00 | |
| 948741103 | WEINGARTEN REALTY INVESTORS | US | WRI | 3,275 | $95,400.75 |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 1,867 | $94,171.48 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 1,790 | $162,263.50 |
| 958102105 | WESTERN DIGITAL CORP | US | WDC | 266 | $15,864.24 |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 1,880,000 | $1,941,827.71 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 531,955.03 | $533,509.46 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 705,555.07 | $717,516.35 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 95,000 | $89,300.00 | |
| B00FM53 | BANCO BRADESCO SA - PREF | BR | BBDC4 BZ | 15,700 | $128,322.12 |
| B01FLR7 | PING AN INSURANCE GROUP CO-H | CN | 2318 HK | 8,000 | $91,949.73 |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 3,110 | $80,873.48 |
| B02L486 | MOWI ASA | NO | MOWI NO | 4,905 | $113,291.79 |
| B037HR3 | ITAU UNIBANCO HOLDINGS S-PREF | BR | ITUB4 BZ | 17,500 | $147,709.36 |
| B037JC2 | NEXITY | FR | NXI FP | 390 | $18,565.00 |
| B058TZ6 | SAFRAN SA | FR | SAF FP | 420 | $66,129.38 |
| B068DB9 | SM INVESTMENTS CORP | PH | SM PM | 2,955 | $55,374.51 |
| B07DRZ5 | RECORDATI SPA | IT | REC IM | 2,730 | $117,086.80 |
| B08K3S0 | LOCALIZA RENT A CAR | BR | RENT3 BZ | 2,000 | $21,882.33 |
| B0C2CQ3 | ENGIE | FR | ENGI FP | 2,450 | $39,989.45 |
| B0CGYD6 | LOJAS RENNER S.A. | BR | LREN3 BZ | 2,800 | $33,944.09 |
| B0MP1B0 | SHENZHOU INTERNATIONAL GROUP | CN | 2313 HK | 6,700 | $87,403.53 |
| B11ZRK9 | LEGRAND SA | FR | LR FP | 350 | $24,968.01 |
| B13X013 | EIFFAGE | FR | FGR FP | 370 | $38,356.20 |
| B15C557 | TOTAL SA | FR | FP FP | 2,435 | $126,782.95 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 8,060 | $121,215.94 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 9,000 | $53,555.79 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 1,370 | $65,993.02 |
| B1XH026 | VINCI SA | FR | DG FP | 1,110 | $119,568.61 |
| B1Y47Y7 | GERRESHEIMER AG | DE | GXI GR | 650 | $46,605.00 |
| B1Y9TB3 | DANONE | FR | BN FP | 3,095 | $272,613.89 |
| B1YXBJ7 | AIR LIQUIDE | FR | AI FP | 525 | $74,718.30 |
| B1Z9Q99 | ABOITIZ POWER CORP | PH | AP PM | 52,200 | $38,598.15 |
| B247XZ6 | MANILA ELECTRIC COMPANY | PH | MER PM | 5,150 | $36,740.90 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 3,375 | $106,458.28 |
| B3ZCNF7 | TELEFONICA BRASIL S.A. - PREF | BR | VIVT4 BZ | 2,100 | $27,747.63 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 2,850,000 | $143,922.54 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 360,000 | $280,432.35 | |
| B4975P9 | MAGAZINE LUIZA SA | BR | MGLU3 BZ | 2,500 | $22,226.50 |
| B4JSTL6 | WYNN MACAU LTD | MO | 1128 HK | 39,200 | $76,387.93 |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 4,000,000 | $201,623.59 | |
| B4P8HQ1 | MGM CHINA HOLDINGS LTD | MO | 2282 HK | 35,600 | $55,429.65 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 1,520 | $67,322.19 |
| B4V5RY4 | BANCO SANTANDER BRASIL - UNIT | BR | SANB11 BZ | 2,200 | $24,070.57 |
| B5B23W2 | SANDS CHINA LTD | MO | 1928 HK | 18,400 | $83,143.67 |
| B5VJH76 | BDO UNIBANK INC | PH | BDO PM | 19,810 | $54,654.25 |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 5,300,000 | $270,586.30 | |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 286,200 | $3,477,380.32 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 1,000,000 | $53,690.08 | |
| B725S29 | PUREGOLD PRICE CLUB INC | PH | PGOLD PM | 21,400 | $16,119.30 |
| B7FQV64 | RAIA DROGASIL S.A. | BR | RADL3 BZ | 1,000 | $23,071.28 |
| B92RW83 | LT GROUP INC | PH | LTG PM | 62,800 | $16,890.45 |
| B9N3SQ0 | BB SEGURIDADE PARTICIPACOES | BR | BBSE3 BZ | 3,600 | $30,481.23 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 1,230 | $64,684.68 |
| BBG00ND15VD4 | SNE US 10/18/19 P55 | JP | -193 | -$965.00 | |
| BBG00Q0BJS32 | CME US 10/18/19 P190 | US | -55 | -$1,925.00 | |
| BBG00Q4JGRN4 | MU US 10/11/2019 P43.5 | US | -244 | -$38,064.00 | |
| BBQ3850 | KEYWORDS STUDIOS PLC | IE | KWS LN | 1,380 | $19,435.65 |
| BD0PJ08 | INMOBILIARIA COLONIAL SOCIMI | ES | COL SM | 5,130 | $61,893.75 |
| BD4TZK8 | OCI NV | NL | OCI NA | 975 | $22,995.94 |
| BD9Y5C0 | TECHNOGYM SPA | IT | TGYM IM | 9,110 | $101,265.98 |
| BD9Y9B7 | BASIC-FIT NV | NL | BFIT NA | 2,860 | $89,596.46 |
| BF1K7P7 | ESSITY AKTIEBOLAG-B | SE | ESSITYB SS | 3,885 | $113,358.15 |
| BFTCYP4 | ROBINSONS RETAIL HOLDINGS IN | PH | RRHI PM | 12,340 | $18,808.80 |
| BG36ZK1 | B3 SA-BRASIL BOLSA BALCAO | BR | B3SA3 BZ | 6,800 | $71,715.91 |
| BG7ZWY7 | AMBEV SA | BR | ABEV3 BZ | 17,800 | $82,253.70 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 41,720 | $66,845.13 |
| BH3T8K8 | ORBIA ADVANCE CORP SAB DE CV | MX | 32,100 | $62,918.21 | |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 61,000 | $53,900.93 |
| BJ2KSG2 | AKZO NOBEL | NL | AKZA NA | 1,645 | $146,574.43 |
| BJT1GR5 | ALCON INC | CH | ALC SW | 1,081 | $63,054.60 |
| BMJ6DW5 | INFORMA PLC | GB | INF LN | 11,555 | $121,014.01 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 86,092 | $3,601,049.53 |
| BMTRW10 | B&M EUROPEAN VALUE RETAIL SA | GB | BME LN | 11,235 | $52,385.10 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 9,375 | $99,188.34 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 98,725 | $3,055,310.89 |
| BSQXJ01 | THULE GROUP AB/THE | SE | THULE SS | 6,145 | $116,305.65 |
| BVSS790 | ELIS SA | FR | ELIS FP | 2,025 | $35,789.96 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,095 | $68,608.73 |
| BYXZ2W5 | RUMO SA | BR | RAIL3 BZ | 5,100 | $30,146.21 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 37,392 | $3,558,966.13 |
| BYZFYS3 | SPIE SA | FR | SPIE FP | 1,040 | $20,810.67 |
| BYZFZ91 | SOPHOS GROUP PLC | GB | SOPH LN | 14,450 | $71,168.99 |
| BYZR014 | AMUNDI SA | FR | AMUN FP | 810 | $56,423.16 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 1,685 | $49,943.40 |
| G25839104 | COCA-COLA EUROPEAN PARTNERS | GB | CCEP | 2,215 | $122,821.75 |
| G29183103 | EATON CORP PLC | US | ETN | 324 | $26,940.60 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 40,000 | $41,400.00 | |
| G45667105 | HOLLYSYS AUTOMATION TECHNOLOGIES | CN | HOLI | 4,095 | $62,203.05 |
| G51502105 | JOHNSON CONTROLS INTERNATIONAL | US | JCI | 607 | $26,641.23 |
| G5960L103 | MEDTRONIC INC | IE | MDT | 53,689 | $5,831,699.18 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 1,460 | $81,599.40 |
| H01301128 | ALCON INC | CH | ALC | 27,963 | $1,629,963.27 |
| H1467J104 | CHUBB LTD | CH | CB | 194 | $31,319.36 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 84,430 | $377,402.10 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 1,060 | $49,417.20 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 35,105 | $2,859,653.30 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 295 | $26,393.65 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 1,295 | $42,696.15 |
| USD | US DOLLAR | US | 4,120,539.7 | $4,120,539.70 |
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
$31.84
Daily $ Change
$0.01
Daily % Change
0.03%
as of 10/14/2019
CUSIP
563821131
Inception Date
01/01/2000
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 equal emphasis on long-term capital growth and capital preservation.
Investment Strategy
The portfolio is invested in a moderately conservative mix of securities that seeks to balance growth and capital preservation for a more stable rate of return relative to an investment in the stock market. Holdings are diversified primarily among intermediate to long-term fixed income securities. Because this fund is designed to moderate risk, stocks will typically be a minority in the portfolio, unless the fund manager’s analysis shows that the stock market is especially attractive.
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 want long-term capital growth and who seek to minimize extreme declines in account value
- Who have a moderate tolerance for capital risk
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 | 15+ Years | 7-20 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 09/30/2019
YTD
12.55%
1 Year
7.03%
3 Year
5.52%
5 Year
3.82%
10 Year
6.05%
Inception
(01/01/2000)
6.01%
US Stock Market Cycle (04/01/2000 - 09/30/2019)
5.99%
Returns are net of Pro-Mix® CIT Class S 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 | 0.90% |
| Net | 0.90%* |
*Reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 09/30/2019
| GOVERNMENT AGENCY | 12.82% |
| TREASURY BONDS | 7.99% |
| TREASURY NOTES | 7.10% |
| UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | 3.19% |
| TSY INFL IX N/B 0.50000 04/15/2024 | 1.58% |
| MEDTRONIC INC | 1.35% |
| MASTERCARD INC-CLASS A | 1.20% |
| MICROSOFT CORP | 1.20% |
| NOVARTIS AG- REG | 1.18% |
| VISA INC - CLASS A SHARES | 1.14% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 09/30/2019
| Bonds | 61.73% | |
| Stocks | 37.31% | |
| Cash | 0.96% |
Detailed Asset Class Allocation
As of 09/30/2019
| International Equities | 15.17% | |
| Small Capitalization | 0.29% | |
| Mid Capitalization | 0.70% | |
| Large Capitalization | 21.15% | |
| Long Term Fixed Income | 21.87% | |
| Intermediate Term Fixed Income | 31.37% | |
| Short Term Fixed Income | 8.49% | |
| Cash | 0.96% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
September Fund Holdings
As of 09/30/2019
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAK2 | ADT SEC CORP 6.25000 10/15/2021 | US | 40,000 | $42,600.00 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 2,540,000 | $2,763,555.53 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 753 | $57,017.16 |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 1,335 | $38,154.30 |
| 00489LAA1 | ACRISURE LLC / FIN INC 7.00000 11/15/2025 | US | 45,000 | $41,953.50 | |
| 00507V109 | ACTIVISION INC | US | ATVI | 51,670 | $2,734,376.40 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 2,450,000 | $2,611,674.08 | |
| 00791GAA5 | AG MERGER SUB II INC 10.75000 08/01/2027 | US | 45,000 | $45,675.00 | |
| 008492100 | AGREE REALTY CORP | US | ADC | 840 | $61,446.00 |
| 00912XAV6 | AIR LEASE CORP 3.62500 04/01/2027 | US | 2,520,000 | $2,598,278.26 | |
| 013093AD1 | ALBERTSONS COS LLC/SAFEW 5.75000 03/15/2025 | US | 45,000 | $46,275.75 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 300 | $46,212.00 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 845 | $141,309.35 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 1,960,000 | $2,039,981.58 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 183 | $19,888.44 |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 2,090 | $2,547,710.00 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 2,085 | $2,546,076.90 |
| 023135106 | AMAZON.COM INC | US | AMZN | 1,795 | $3,115,958.45 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 186,365 | $861,006.30 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 43,290 | $1,768,401.32 |
| 02376RAA0 | AMERICAN AIRLINES GROUP 5.50000 10/01/2019 | US | 530,000 | $530,000.00 | |
| 02406PAR1 | AMERICAN AXLE & MFG INC 6.25000 04/01/2025 | US | 20,000 | $19,425.00 | |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 2,150 | $103,372.00 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 17,935 | $125,603.35 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 8,180 | $211,780.20 |
| 0287580 | BRITISH AMERICAN TOBACCO PLC | GB | BATS LN | 3,460 | $127,778.03 |
| 03019LAA4 | AMERICAN TANKER INC 9.25000 02/22/2022 | US | 110,000 | $111,375.62 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 7,120 | $1,574,445.60 |
| 03027XAW0 | AMERICAN TOWER CORP 3.80000 08/15/2029 | US | 2,440,000 | $2,604,225.25 | |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 49,072.61 | $49,557.79 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 4,005 | $148,465.35 |
| 031162100 | AMGEN INC | US | AMGN | 341 | $65,986.91 |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 45,000 | $37,518.75 | |
| 03690AAF3 | ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 | US | 45,000 | $37,350.00 | |
| 03748R754 | APARTMENT INVT & MGMT CO -A | US | AIV | 3,151 | $164,293.14 |
| 038222105 | APPLIED MATERIALS INC | US | AMAT | 468 | $23,353.20 |
| 039483102 | ARCHER-DANIELS-MIDLAND CO | US | ADM | 347 | $14,251.29 |
| 03968AAA9 | ARD SECURITIES FINANCE 8.75000 01/31/2023 | LU | 26,093 | $27,006.26 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 2,540 | $61,481.46 |
| 045086AF2 | ASHTON WOODS USA/FINANCE 6.75000 08/01/2025 | US | 45,000 | $44,887.50 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,060 | $123,969.18 |
| 05278C107 | AUTOHOME INC-ADR | CN | ATHM | 1,120 | $93,105.60 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,235 | $265,932.55 |
| 054937107 | BB&T CORP | US | BBT | 386 | $20,600.82 |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 4,000,000 | $4,114,580.80 | |
| 05722G100 | BAKER HUGHES A GE CO | US | BHGE | 623 | $14,453.60 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 2,532 | $73,858.44 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 3,990,000 | $4,236,720.81 | |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 20,800 | $4,326,816.00 |
| 086516101 | BEST BUY INC | US | BBY | 251 | $17,316.49 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 18,950 | $1,277,230.00 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 5,080 | $122,335.51 |
| 09247X101 | BLACKROCK INC | US | BLK | 1,800 | $802,152.00 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 5,630 | $98,624.19 |
| 097023105 | BOEING CO | US | BA | 227 | $86,366.69 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 885 | $1,736,909.85 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 1,385 | $179,579.10 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 10,460 | $158,469.00 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 868 | $44,016.28 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 1,335 | $49,261.50 |
| 11135F101 | BROADCOM INC | US | AVGO | 176 | $48,588.32 |
| 11680JAA0 | BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 | US | 45,000 | $33,637.50 | |
| 12429TAE4 | BWAY HOLDING CO 7.25000 04/15/2025 | US | 45,000 | $42,538.50 | |
| 124847AC8 | ENTERCOM MEDIA CORP 7.25000 11/01/2024 | US | 20,000 | $20,700.00 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 13,690 | $1,573,117.90 |
| 12527GAB9 | CF INDUSTRIES INC 7.12500 05/01/2020 | US | 40,000 | $41,100.00 | |
| 12541W209 | C.H. ROBINSON WORLDWIDE INC | US | CHRW | 161 | $13,649.58 |
| 12555DAA3 | CIM 2019-INV1 A1 4.00000 02/25/2049 | US | 445,116.43 | $456,338.08 | |
| 12572Q105 | CME GROUP INC | US | CME | 7,620 | $1,610,410.80 |
| 12591QAR3 | COMM 2014-UBS4 A5 3.69400 08/10/2047 | US | 3,600,000 | $3,810,519.72 | |
| 12593GAF9 | COMM 2015-PC1 A5 3.90200 07/10/2050 | US | 1,900,000 | $2,052,264.67 | |
| 12629NAF2 | COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 | US | 2,000,000 | $2,099,510.20 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 836,225.83 | $826,661.00 | |
| 126650100 | CVS HEALTH CORP | US | CVS | 723 | $45,599.61 |
| 12686CBA6 | CABLEVISION SYSTEMS CORP 8.00000 04/15/2020 | US | 40,000 | $41,150.00 | |
| 131477AT8 | CALUMET SPECIALTY PROD 11.00000 04/15/2025 | US | 65,000 | $65,000.00 | |
| 133131102 | CAMDEN PROPERTY TRUST | US | CPT | 1,265 | $140,427.65 |
| 13321L108 | CAMECO CORP | CA | CCJ | 8,331 | $79,144.50 |
| 149123101 | CATERPILLAR INC | US | CAT | 295 | $37,261.45 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 15,251.5 | $15,238.78 | |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 763,421.46 | $766,869.07 | |
| 156700AW6 | CENTURYLINK INC 5.62500 04/01/2020 | US | 40,000 | $40,554.00 | |
| 165183BB9 | CFII 2017-4A A1 2.12000 11/15/2029 | US | 1,233,766.2 | $1,233,387.56 | |
| 166764100 | CHEVRON CORP | US | CVX | 606 | $71,871.60 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 1,762 | $87,060.42 |
| 172967424 | CITIGROUP INC | US | C | 725 | $50,083.00 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 1,170,000 | $1,918,206.60 | |
| 191216100 | COCA COLA CO/THE | US | KO | 63,270 | $3,444,418.80 |
| 192422103 | COGNEX CORP | US | CGNX | 17,180 | $844,053.40 |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 510 | $37,490.10 |
| 2011646 | ALIMENTATION COUCHE-TARD -B | CA | ATD/B CN | 4,100 | $125,644.41 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 2,345 | $104,469.75 |
| 205887102 | CONAGRA BRAND INC. | US | CAG | 377 | $11,566.36 |
| 222795502 | COUSINS PROPERTIES INC | US | CUZ | 6,554 | $246,364.86 |
| 22546QAD9 | CREDIT SUISSE AG 5.40000 01/14/2020 | CH | 2,250,000 | $2,269,902.76 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 930 | $129,279.30 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 569,848.22 | $553,601.62 | |
| 229663109 | CUBESMART | US | CUBE | 1,125 | $39,262.50 |
| 231021106 | CUMMINS INC | US | CMI | 133 | $21,635.11 |
| 2328595 | BANCO DO BRASIL S.A. | BR | BBAS3 BZ | 5,000 | $54,874.31 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 3,180 | $26,715.02 |
| 2458771 | ITAUSA INVESTIMENTOS ITAU -PR | BR | ITSA4 BZ | 19,200 | $61,181.96 |
| 2521800 | LOBLAW COMPANIES LTD | CA | L CN | 2,195 | $125,021.47 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,050 | $136,300.50 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 2,320,000 | $2,536,806.32 | |
| 25787GAC4 | DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 | US | 45,000 | $46,687.50 | |
| 25960P109 | DOUGLAS EMMETT INC | US | DEI | 2,775 | $118,853.25 |
| 260557103 | DOW INC | US | DOW | 402 | $19,155.30 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 85,000 | $88,400.00 | |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 310,000 | $310,217.00 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 18,100 | $790,789.00 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 40,690 | $923,844.36 |
| 277432100 | EASTMAN CHEM CO | US | EMN | 154 | $11,369.82 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 45,920 | $902,213.53 |
| 285512109 | ELECTRONIC ARTS | US | EA | 25,740 | $2,517,886.80 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 5,370 | $25,251.99 |
| 291011104 | EMERSON ELEC CO | US | EMR | 442 | $29,552.12 |
| 29273RAR0 | ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 | US | 1,600,000 | $1,919,170.05 | |
| 29444U700 | EQUINIX INC | US | EQIX | 4,705 | $2,713,844.00 |
| 2945422 | WEG SA | BR | WEGE3 BZ | 4,100 | $23,978.63 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 845 | $112,892.00 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 2,390 | $206,161.40 |
| 29670E107 | ESSENTIAL PROPERTIES REALTY | US | EPRT | 4,149 | $95,053.59 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 605 | $197,623.25 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 4,675,000 | $4,699,974.04 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 590 | $68,923.80 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 15,406.27 | $15,375.47 | |
| 30261UAJ3 | FREMF 2013-K713 B 3.26097 04/25/2046 | US | 1,200,000 | $1,203,000.60 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.86160 02/25/2048 | US | 2,300,000 | $2,422,893.83 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.40062 05/25/2045 | US | 675,000 | $674,290.37 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 103,360,396.06 | $284,375.46 | |
| 30303M102 | FACEBOOK INC -A | US | FB | 17,310 | $3,082,564.80 |
| 30744W107 | FARFETCH LTD - CLASS A | GB | FTCH | 1,255 | $10,843.20 |
| 311900104 | FASTENAL CO | US | FAST | 499 | $16,302.33 |
| 3128M5A91 | FHLM POOL G03332 6.00000 10/01/2037 | US | 41,641.07 | $47,906.96 | |
| 3128M5NM8 | FHLM POOL G03696 5.50000 01/01/2038 | US | 91,109.78 | $102,812.54 | |
| 3128M6B98 | FHLM POOL G04264 5.50000 04/01/2038 | US | 319,013.33 | $360,224.93 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 86,052.13 | $97,844.56 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 108,930.5 | $122,272.76 | |
| 3128M7KW5 | FHLM POOL G05409 5.50000 03/01/2039 | US | 220,480.24 | $248,833.98 | |
| 3128M8AW4 | FHLM POOL G06021 5.50000 01/01/2040 | US | 86,751.03 | $97,933.36 | |
| 3128M9C83 | FHLM POOL G06995 6.00000 05/01/2040 | US | 266,624.19 | $307,043.90 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 7,891.4 | $8,166.18 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 13,781.71 | $14,115.03 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 9,447.88 | $9,702.44 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 8,218.2 | $8,503.11 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 13,788.47 | $14,235.66 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 1,789,175.03 | $1,899,311.33 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 220,055.81 | $248,346.86 | |
| 3131XVYW9 | FEDERAL NATL MTG ASSN FR ZM2525 3.00000 12/01/2046 | US | 1,395,956.27 | $1,428,234.94 | |
| 3132VLY43 | FHLM POOL FG Q60730 4.00000 01/01/2049 | US | 1,759,889.25 | $1,831,315.82 | |
| 3132Y33P7 | FHLM POOL FG Q59805 4.50000 11/01/2048 | US | 1,033,274.44 | $1,091,957.51 | |
| 31335ABB3 | FHLM POOL G60034 4.50000 02/01/2045 | US | 2,531,191.78 | $2,727,349.80 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 567,036.71 | $593,772.24 | |
| 31335CCY8 | FHLM POOL FG G61887 MTGE 5.00000 02/01/2049 | US | 1,084,222.61 | $1,162,249.55 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 1,351.01 | $1,354.24 | |
| 3133G6L60 | FEDERAL NATL MTG ASSN FR QN0349 3.00000 08/01/2034 | US | 1,488,461.08 | $1,521,998.67 | |
| 3136AY6W8 | FNA 2017-M15 A1 3.05802 09/25/2027 | US | 1,481,690.5 | $1,551,747.64 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 1,007,916.48 | $1,059,522.91 | |
| 31371NCJ2 | FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 | US | 436,153.85 | $492,135.34 | |
| 313747206 | FEDERAL RLTY INVT TR SH BEN INT | US | FRT | 295 | $40,161.30 |
| 3137A2B34 | FHMS K009 X1 FLT 1.42667 08/25/2020 | US | 10,324,007.12 | $86,111.51 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.32351 04/25/2021 | US | 6,514,457.95 | $97,287.57 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.63454 10/25/2021 | US | 3,833,010.81 | $99,655.98 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.56289 06/25/2022 | US | 15,033,148.94 | $501,155.58 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.30017 04/25/2023 | US | 45,181,724.68 | $282,164.39 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.21238 05/25/2023 | US | 29,050,071.94 | $117,809.66 | |
| 3137F4YU0 | FHR 4791 BA MTGE 4.00000 03/15/2044 | US | 1,098,614.19 | $1,119,758.89 | |
| 3137FG2L8 | FHR 4801 BA MTGE 4.50000 05/15/2044 | US | 990,963.03 | $1,012,813.07 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 198,580.03 | $215,173.20 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 115,968.91 | $125,662.24 | |
| 3138EQTZ5 | FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 | US | 1,628,702.78 | $1,764,360.04 | |
| 3138ERN30 | FEDERAL NATL MTG ASSN FN AL9409 3.50000 11/01/2031 | US | 1,197,902.09 | $1,243,144.06 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.64300 01/01/2049 | US | 1,974,613.05 | $2,220,234.73 | |
| 3138WDAY7 | FEDERAL NATL MTG ASSN FN AS3622 3.50000 10/01/2044 | US | 2,972,171.62 | $3,121,804.95 | |
| 3138WGK37 | FEDERAL NATL MTG ASSN FN AS6613 4.00000 02/01/2046 | US | 2,614,205.38 | $2,754,258.19 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 462,665.61 | $523,171.98 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 524,354.64 | $550,376.11 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 1,001,365.5 | $1,043,166.54 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 630,387.21 | $655,870.90 | |
| 3140F9M51 | FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 | US | 1,375,977.57 | $1,447,940.83 | |
| 3140FEXR0 | FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 | US | 1,608,086.06 | $1,688,456.40 | |
| 3140HPUY1 | FEDERAL NATL MTG ASSN FN BK9598 4.50000 08/01/2048 | US | 465,345.79 | $491,663.41 | |
| 3140JGVQ5 | FEDERAL NATL MTG ASSN FN BN0622 4.50000 01/01/2049 | US | 1,726,203.32 | $1,822,547.79 | |
| 3140Q84E2 | FEDERAL NATL MTG ASSN FN CA1720 5.00000 05/01/2048 | US | 1,579,950.47 | $1,698,385.69 | |
| 3140Q9D42 | FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 | US | 651,889.97 | $700,460.57 | |
| 3140Q9PD9 | FEDERAL NATL MTG ASSN FN CA2219 5.00000 08/01/2048 | US | 2,445,588.22 | $2,627,807.38 | |
| 3140X4JC1 | FEDERAL NATL MTG ASSN FM1158 3.50000 06/01/2034 | US | 2,076,154.75 | $2,147,752.77 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 9,787.82 | $9,998.29 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 11,053.48 | $11,307.64 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 69,039.84 | $70,017.65 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 83,466.99 | $84,569.02 | |
| 31410KJV7 | FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 | US | 275,617.24 | $317,237.80 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 268,587.35 | $302,549.22 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 95,366.86 | $107,306.52 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 2,054.12 | $2,074.13 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 47,075.15 | $47,784.07 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 506,232.25 | $544,217.78 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 528,532.21 | $568,697.06 | |
| 31418C4F8 | FEDERAL NATL MTG ASSN FN MA3521 4.00000 11/01/2048 | US | 4,673,137.7 | $4,857,492.09 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 839,681.52 | $859,993.04 | |
| 31418CYJ7 | FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 | US | 603,231.53 | $624,613.36 | |
| 31418CZH0 | FEDERAL NATL MTG ASSN FN MA3443 4.00000 08/01/2048 | US | 1,236,267.62 | $1,282,819.98 | |
| 31418DC67 | FEDERAL NATL MTG ASSN FN MA3692 3.50000 07/01/2049 | US | 2,943,810.36 | $3,028,265.84 | |
| 31418MDZ2 | FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 | US | 140,855.38 | $162,249.27 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 57,408.73 | $66,076.18 | |
| 31418MJC7 | FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 | US | 163,084.81 | $184,459.20 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 272,933.83 | $307,944.98 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 11,968.47 | $12,556.12 | |
| 31419BBV6 | FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 | US | 467,856.75 | $506,789.57 | |
| 315786AC7 | FIDELITY & GUARA NTY LIFE 5.50000 05/01/2025 | US | 40,000 | $42,900.00 | |
| 316067107 | FIDELITY CASH RESERVES | US | 66,107.57 | $66,107.57 | |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 596 | $16,318.48 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 1,975 | $78,131.00 |
| 33834YAA6 | FIVE POINT OP CO LP/FIVE 7.87500 11/15/2025 | US | 70,000 | $71,050.00 | |
| 346232AD3 | FORESTAR GROUP INC 8.00000 04/15/2024 | US | 40,000 | $43,200.00 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 65,000 | $66,787.50 | |
| 357081AE8 | FREMF 2015-K720 B FLT 3.50714 07/25/2022 | US | 970,000 | $994,677.77 | |
| 36166LAA5 | GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 | AE | 185,000 | $190,781.25 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 25,886.68 | $26,065.78 | |
| 364760108 | GAP INC | US | GPS | 444 | $7,707.84 |
| 369550108 | GENERAL DYNAMICS CORP | US | GD | 135 | $24,668.55 |
| 369604BQ5 | GENERAL ELECTRIC CO 5.00000 01/21/2021 | US | 2,340,000 | $2,210,387.40 | |
| 370334104 | GENERAL MLS INC | US | GIS | 478 | $26,347.36 |
| 37045XAR7 | GENERAL MOTORS FINL CO 3.15000 01/15/2020 | US | 2,300,000 | $2,303,417.00 | |
| 372460105 | GENUINE PARTS CO | US | GPC | 159 | $15,834.81 |
| 374297109 | GETTY REALTY CORP | US | GTY | 2,265 | $72,615.90 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 787 | $49,880.06 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 200,000 | $209,625.00 | |
| 37960JAA6 | GLOBAL AIR LEASE CO LTD 6.50000 09/15/2024 | KY | 65,000 | $65,812.50 | |
| 38141GVR2 | GOLDMAN SACHS GROUP INC 4.25000 10/21/2025 | US | 1,320,000 | $1,412,535.23 | |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 1,228,310.61 | $1,236,619.76 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 395 | $38,125.40 |
| 4012250 | AIRBUS SE | FR | AIR FP | 770 | $99,968.31 |
| 4031879 | VEOLIA ENVIRONMENT | FR | VIE FP | 765 | $19,378.76 |
| 404119BX6 | HCA INC 4.12500 06/15/2029 | US | 1,830,000 | $1,919,094.32 | |
| 404139AD9 | HC2 HOLDINGS INC 11.50000 12/01/2021 | US | 25,000 | $22,000.00 | |
| 40414L109 | HCP INC | US | HCP | 4,640 | $165,323.20 |
| 4057808 | L'OREAL | FR | OR FP | 345 | $96,486.08 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 340 | $134,898.82 |
| 406216101 | HALLIBURTON CO | US | HAL | 95,643 | $1,802,870.55 |
| 4162791 | THALES SA | FR | HO FP | 110 | $12,644.65 |
| 4163437 | CAPGEMINI | FR | CAP FP | 200 | $23,550.31 |
| 416515104 | HARTFORD FINL SVCS | US | HIG | 236 | $14,303.96 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 3,480 | $116,580.00 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 2,140 | $62,873.20 |
| 427866108 | HERSHEY CO/THE | US | HSY | 167 | $25,883.33 |
| 43300A203 | HILTON WORLDWIDE HOLDINGS INC | US | HLT | 570 | $53,072.70 |
| 437076102 | HOME DEPOT INC | US | HD | 444 | $103,016.88 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 347 | $58,712.40 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 4,060 | $70,197.40 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 85,000 | $90,950.00 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 235 | $18,879.55 |
| 452308109 | ILLINOIS TOOL WKS INC | US | ITW | 193 | $30,202.57 |
| 45337C102 | INCYTE CORP | US | INCY | 12,790 | $949,401.70 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 5,620 | $80,422.20 |
| 45682RAA8 | INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 | AU | 65,000 | $66,787.50 | |
| 458140100 | INTEL CORP | US | INTC | 1,898 | $97,803.94 |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 17,690 | $1,632,256.30 |
| 4588364 | MICHELIN (CGDE)-B | FR | ML FP | 255 | $28,392.57 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 450 | $65,439.00 |
| 460146103 | INTERNATIONAL PAPER CO | US | IP | 268 | $11,207.76 |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.87475 12/17/2036 | US | 490,120.4 | $490,362.52 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.17475 12/17/2036 | US | 390,000 | $389,233.57 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 7,595 | $224,887.95 |
| 46429B598 | ISHARES MSCI INDIA ETF | IN | 10,650 | $357,520.50 | |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 988 | $116,277.72 |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 409,857.35 | $413,437.04 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 467,706.27 | $476,196.54 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 639,452.94 | $648,508.11 | |
| 46647PAY2 | JPMORGAN CHASE & CO 4.02300 12/05/2024 | US | 1,960,000 | $2,089,883.91 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 1,030,043.54 | $1,041,511.01 | |
| 4682329 | PERNOD-RICARD SA | FR | RI FP | 280 | $49,834.82 |
| 4741844 | MERCK KGAA | DE | MRK GR | 31,555 | $3,554,674.72 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 4,360 | $83,930.00 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 37,266 | $4,821,475.08 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 90,000 | $30,150.00 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,420 | $147,009.33 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 25 | $61,973.07 |
| 482480100 | KLA-TENCOR CORPORATION | US | KLAC | 140 | $22,323.00 |
| 4834108 | SCHNEIDER ELECTRIC SE | FR | SU FP | 735 | $64,270.17 |
| 4834777 | VIVENDI | FR | VIV FP | 1,385 | $37,897.55 |
| 487526AB1 | KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 | US | 60,000 | $61,200.00 | |
| 487836108 | KELLOGG CO | US | K | 268 | $17,245.80 |
| 493267108 | KEYCORP | US | KEY | 800 | $14,272.00 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 231 | $32,813.55 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 1,960,000 | $2,558,616.54 | |
| 500255104 | KOHLS CORP | US | KSS | 178 | $8,839.48 |
| 501044101 | KROGER CO | US | KR | 495 | $12,761.10 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 85,000 | $88,400.00 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 1,145 | $113,297.14 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 660 | $77,817.54 |
| 512807108 | LAM RESEARCH CORP | US | LRCX | 80 | $18,488.80 |
| 5176177 | ORANGE | FR | ORA FP | 2,960 | $46,329.92 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 45 | $31,080.67 |
| 529043101 | LEXINGTON REALTY TRUST | US | LXP | 6,925 | $70,981.25 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 2,025 | $103,943.25 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 550 | $57,975.50 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 195 | $27,779.09 |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 143 | $55,778.58 |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 45,000 | $36,787.50 | |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | 30 | $61,875.86 |
| 550021109 | LULULEMON - ADR | CA | LULU | 19,305 | $3,716,791.65 |
| 5505072 | KERING | FR | KER FP | 110 | $56,054.53 |
| 5608915 | ALTEN SA | FR | ATE FP | 360 | $41,099.42 |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 430 | $53,551.52 |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 457 | $27,762.75 |
| 5669354 | REPSOL SA | ES | REP SM | 8,167 | $127,372.84 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 1,430 | $132,465.37 |
| 5701513 | ELISA OYJ | FI | ELISA FH | 2,395 | $123,473.79 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 19,030 | $5,167,977.10 |
| 57772K101 | MAXIM INTEGRATED PRODUCTS | US | MXIM | 230 | $13,319.30 |
| 585464100 | MELCO CROWN ENTERTAINME-ADR | HK | MLCO | 2,540 | $49,301.40 |
| 58933Y105 | MERCK & CO INC | US | MRK | 13,368 | $1,125,318.24 |
| 594918104 | MICROSOFT CORP | US | MSFT | 37,105 | $5,158,708.15 |
| 595112103 | MICRON TECHNOLOGY INC | US | MU | 98,945 | $4,239,793.25 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 605 | $78,656.05 |
| 5962280 | CHOCOLADEFABRIKEN LINDT-PC | CH | LISP SW | 8 | $59,085.53 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 20 | $55,820.45 |
| 5986622 | KONINKLIJKE PHILIPS NV | NL | PHIA NA | 2,575 | $118,988.78 |
| 6055112 | AYALA LAND INC | PH | ALI PM | 62,400 | $59,554.67 |
| 6074968 | BANK OF THE PHILIPPINE ISLAN | PH | BPI PM | 21,620 | $38,801.92 |
| 60871R209 | MOLSON COORS BREWING CO -B | US | TAP | 187 | $10,752.50 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 63,958 | $3,538,156.56 |
| 6108179 | HARMONIC DRIVE SYSTEMS INC | JP | 6324 JP | 1,600 | $70,091.25 |
| 615369105 | MOODY'S CORPORATION | US | MCO | 7,800 | $1,597,674.00 |
| 6194037 | KAKAO CORP | KR | 035720 KS | 1,065 | $120,574.41 |
| 61965RAB1 | MOSS CREEK RESOURCES HLD 10.50000 05/15/2027 | US | 15,000 | $12,150.00 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 90,000 | $87,975.00 | |
| 6250025 | DAIFUKU CO LTD | JP | 6383 JP | 1,300 | $67,633.91 |
| 6284864 | GLOBE TELECOM INC | PH | GLO PM | 885 | $31,247.35 |
| 62957HAC9 | NABORS INDUSTRIES INC 5.50000 01/15/2023 | US | 45,000 | $37,012.50 | |
| 6356934 | FANUC LTD | JP | 6954 JP | 600 | $113,414.07 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 2,065 | $116,466.00 |
| 637870106 | NATIONAL STORAGE AFFILIATES | US | NSA | 2,040 | $68,074.80 |
| 64110D104 | NETAPP INC | US | NTAP | 172 | $9,031.72 |
| 6441506 | HOYA CORP | JP | 7741 JP | 1,400 | $114,664.10 |
| 6465874 | GALAXY ENTERTAINMENT GROUP L | HK | 27 HK | 14,000 | $86,796.17 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 890 | $98,576.40 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 526,792.21 | $544,706.89 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 700,082.62 | $725,031.88 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 1,285,507.39 | $1,328,281.62 | |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 280 | $174,287.71 |
| 6499550 | KYOWA KIRIN CO LTD | JP | 4151 JP | 2,700 | $52,580.71 |
| 6514442 | METROPOLITAN BANK & TRUST | PH | MBT PM | 30,300 | $40,018.33 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 90,000 | $52,875.00 | |
| 6687571 | NABTESCO CORP | JP | 6268 JP | 2,200 | $68,866.70 |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 58,570 | $5,089,733.00 |
| 670346105 | NUCOR CORP | US | NUE | 322 | $16,393.02 |
| 67059TAD7 | NUSTAR LOGISTICS LP 6.75000 02/01/2021 | US | 45,000 | $46,894.50 | |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 100,000 | $100,654.80 | |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 56,000 | $57,668.85 |
| 674599105 | OCCIDENTAL PETROLEUM CORP | US | OXY | 417 | $18,543.99 |
| 680665AL0 | OLIN CORP 5.62500 08/01/2029 | US | 45,000 | $46,813.50 | |
| 6818843 | SM PRIME HOLDINGS INC | PH | SMPH PM | 103,915 | $74,594.63 |
| 681936100 | OMEGA HEALTHCARE INVS INC | US | OHI | 1,950 | $81,490.50 |
| 6821120 | SONIC HEALTHCARE LTD | AU | SHL AU | 6,140 | $116,420.89 |
| 6821506 | SONY CORP FIRST SECTION | JP | 6758 JP | 1,900 | $112,305.51 |
| 6895200 | TOHO CO LTD | JP | 9602 JP | 3,000 | $131,684.46 |
| 6919519 | UNIVERSAL ROBINA CORP | PH | URC PM | 13,240 | $39,842.48 |
| 700517105 | PARK HOTELS & RESORTS INC | US | PK | 1,171.22 | $29,245.36 |
| 7021963 | DEUTSCHE BOERSE AG | DE | DB1 GR | 790 | $123,208.09 |
| 7088429 | AXA SA | FR | CS FP | 2,655 | $67,792.45 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 1,500 | $130,180.49 |
| 7103526 | PEUGEOT SA | FR | UG FP | 730 | $18,219.95 |
| 7110388 | ROCHE HOLDING AG-GENUSSCHEIN | CH | ROG SW | 660 | $192,168.71 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 125 | $29,877.73 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 33,164 | $3,596,786.41 |
| 7133608 | EQUINOR ASA | NO | EQNR NO | 7,285 | $137,993.79 |
| 713448108 | PEPSICO INC | US | PEP | 24,480 | $3,356,208.00 |
| 7145056 | ENI SPA | IT | ENI IM | 8,360 | $127,781.11 |
| 717081103 | PFIZER INC | US | PFE | 2,468 | $88,675.24 |
| 718546104 | PHILLIPS 66 | US | PSX | 233 | $23,859.20 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 7,110 | $126,202.50 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 325 | $46,858.43 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 1,540 | $18,639.91 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 2,565 | $46,990.80 | |
| 7309681 | BNP PARIBAS | FR | BNP FP | 1,715 | $83,378.25 |
| 7339451 | ORPEA SA | FR | ORP FP | 470 | $57,403.12 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 650 | $25,475.36 |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 3,660,000 | $3,913,282.28 | |
| 74166MAC0 | PRIME SECSRVC BRW/FINANC 5.75000 04/15/2026 | US | 40,000 | $41,652.00 | |
| 74340W103 | PROLOGIS | US | PLD | 4,635 | $394,994.70 |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 775 | $190,084.25 |
| 74834L100 | QUEST DIAGNOSTICS INC | US | DGX | 121 | $12,950.63 |
| 750236AW1 | RADIAN GROUP INC 4.87500 03/15/2027 | US | 90,000 | $91,125.00 | |
| 756109104 | REALTY INCOME CORP | US | O | 625 | $47,925.00 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 714 | $11,295.48 |
| 76131D103 | RESTAURANT BRANDS INTERN | CA | QSR | 1,065 | $75,764.10 |
| 7698356 | GETINGE AB-B SHS | SE | GETIB SS | 4,475 | $62,551.74 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 65,000 | $65,893.75 | |
| 773903109 | ROCKWELL AUTOMATION INC | US | ROK | 78 | $12,854.40 |
| 7742468 | GECINA SA | FR | GFC FP | 350 | $54,993.15 |
| 7792559 | HEINEKEN NV | NL | HEIA NA | 1,125 | $121,514.10 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 3,250 | $194,675.00 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 768 | $50,979.84 |
| 78409V104 | S&P GLOBAL INC | US | SPGI | 6,400 | $1,567,872.00 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 6,200 | $1,495,130.00 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 90,000 | $92,250.00 | |
| 78463V107 | SPDR GOLD SHARES | US | 3,724 | $517,151.88 | |
| 78490DAA2 | SOFI 2018-C A1FX 3.08000 01/25/2048 | US | 1,769,662.21 | $1,782,606.05 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 3,190,000 | $3,655,098.43 | |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 2,430,000 | $2,606,927.04 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 38,280 | $1,308,027.60 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 38,935 | $1,628,651.05 |
| 81141R100 | SEA LTD - ADR | SG | SE | 56,980 | $1,763,531.00 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 13,860 | $1,183,644.00 |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 499,947.32 | $504,438.85 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 697,199.69 | $703,463.33 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 525,786.41 | $506,539.31 | |
| 81762P102 | SERVICENOW INC | US | NOW | 11,760 | $2,985,276.00 |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 45,000 | $38,250.00 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 1,805 | $280,948.25 |
| 832696405 | JM SMUCKER CO/THE-NEW COM WI | US | SJM | 113 | $12,432.26 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 113,409.88 | $113,259.42 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 225,000 | $228,242.50 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 154,345.16 | $154,957.09 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 317,556.68 | $318,061.34 | |
| 835699307 | SONY CORP SPONSORED ADR | JP | SNE | 59,735 | $3,532,130.55 |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 2,810,000 | $2,847,864.61 | |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 45,000 | $39,599.10 | |
| 852061AR1 | SPRINT COMMUNICATIONS 7.00000 08/15/2020 | US | 100,000 | $103,221.00 | |
| 85207UAE5 | SPRINT CORP 7.25000 09/15/2021 | US | 40,000 | $42,684.00 | |
| 85207UAH8 | SPRINT CORP 7.12500 06/15/2024 | US | 40,000 | $43,112.00 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,440 | $71,931.20 |
| 855030AN2 | STAPLES INC 7.50000 04/15/2026 | US | 70,000 | $72,121.00 | |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.24750 11/15/2027 | US | 1,510,342.39 | $1,508,362.48 | |
| 858912AF5 | STERICYCLE INC 5.37500 07/15/2024 | US | 85,000 | $87,337.50 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 1,270 | $47,510.70 |
| 866674104 | SUN COMMUNITIES | US | SUI | 1,105 | $164,037.25 |
| 86723CAF5 | SUNCOKE ENRGY PART LP/FI 7.50000 06/15/2025 | US | 20,000 | $17,800.00 | |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,400 | $46,716.00 |
| 867914103 | SUNTRUST BANKS INC | US | STI | 299 | $20,571.20 |
| 86935CAA0 | SCML 2019-SBC8 2.86000 12/25/2035 | US | 2,074,954.49 | $2,081,172.71 | |
| 871829107 | SYSCO CORP | US | SYY | 372 | $29,536.80 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 3,015 | $103,233.60 |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 319,870.75 | $319,426.26 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 55,000 | $46,475.00 | |
| 88032WAN6 | TENCENT HOLDINGS 3.97500 04/11/2029 | KY | 1,830,000 | $1,958,113.67 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 476 | $61,518.24 |
| 88579Y101 | 3M CO | US | MMM | 333 | $54,745.20 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 1,682,774.5 | $1,681,050.83 | |
| 89173FAA8 | TPMT 2017-1 A1 2.75000 10/25/2056 | US | 1,015,694.41 | $1,024,963.03 | |
| 89177EAA7 | TPMT 2019-HY1 A1 3.01838 10/25/2048 | US | 919,838.89 | $923,514.20 | |
| 892231AA9 | TOWNSQUARE MEDIA INC 6.50000 04/01/2023 | US | 45,000 | $44,887.50 | |
| 89417E109 | TRAVELLERS COS INC | US | TRV | 136 | $20,221.84 |
| 89613BAA5 | TAH 2016-SFR1 A 2.58900 11/17/2033 | US | 1,949,385.5 | $1,946,425.16 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 912,704.6 | $925,545.99 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 90,000 | $87,300.00 | |
| 902494103 | TYSON FOODS INC -CL A | US | TSN | 213 | $18,347.82 |
| 902653104 | UDR INC | US | UDR | 2,170 | $105,201.60 |
| 902973304 | U.S. BANCORP | US | USB | 865 | $47,869.10 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 2,830 | $39,846.40 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 49,363 | $2,966,716.30 |
| 907818108 | UNION PAC CORP | US | UNP | 352 | $57,016.96 |
| 911312106 | UNITED PARCEL SERVICE | US | UPS | 511 | $61,228.02 |
| 912796SZ3 | TREASURY BILL 0.00000 07/16/2020 | US | 4,500,000 | $4,436,194.23 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 5,903,000 | $8,514,846.93 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 6,124,000 | $8,776,218.30 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 2,272,075.47 | $2,388,249.67 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 8,097,000 | $8,712,498.48 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 7,119,000 | $8,435,736.93 | |
| 9128286N5 | TSY INFL IX N/B 0.50000 04/15/2024 | US | 6,724,353 | $6,804,835.23 | |
| 912828D56 | US TREASURY N/B 2.37500 08/15/2024 | US | 4,245,000 | $4,403,192.56 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 13,881,378.7 | $13,762,085.60 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 8,651,000 | $8,655,055.16 | |
| 912828VB3 | UNITED STATES TREAS NTS 1.75000 05/15/2023 | US | 8,890,000 | $8,941,742.56 | |
| 912828XB1 | UNITED STATES TREAS NTS 2.12500 05/15/2025 | US | 8,367,000 | $8,603,629.22 | |
| 913017109 | UNITED TECHNOLOGIES CORP | US | UTX | 407 | $55,563.64 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 5,095 | $100,830.05 |
| 918204108 | VF CORP | US | VFC | 281 | $25,006.19 |
| 91913Y100 | VALERO ENERGY | US | VLO | 299 | $25,486.76 |
| 92189F106 | MARKET VECTORS GOLD MINERS | US | 9,811 | $262,051.81 | |
| 92276F100 | VENTAS INC | US | VTR | 2,845 | $207,770.35 |
| 92339V100 | VEREIT INC | US | VER | 13,705 | $134,034.90 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 2,910,000 | $3,840,671.75 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 5,850 | $991,107.00 |
| 92553P201 | VIACOM INC CL B | US | VIAB | 405 | $9,732.15 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 28,580 | $4,916,045.80 |
| 92840JAA7 | VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 | MUL | 70,000 | $67,900.00 | |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 275,000 | $277,377.27 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 745 | $47,434.15 |
| 92922PAL0 | W & T OFFSHORE INC 9.75000 11/01/2023 | US | 25,000 | $23,865.50 | |
| 93065PAA9 | WBHT 2019-WBM A FLT 3.07750 12/15/2033 | US | 1,045,000 | $1,045,028.53 | |
| 931142103 | WAL MART STORES | US | WMT | 1,038 | $123,189.84 |
| 931427108 | WALGREENS BOOTS ALLIANCE INC | US | WBA | 563 | $31,139.53 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 285 | $32,775.00 |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 90,000 | $90,225.00 | |
| 948741103 | WEINGARTEN REALTY INVESTORS | US | WRI | 3,275 | $95,400.75 |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 1,867 | $94,171.48 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 1,790 | $162,263.50 |
| 958102105 | WESTERN DIGITAL CORP | US | WDC | 266 | $15,864.24 |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 1,880,000 | $1,941,827.71 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 531,955.03 | $533,509.46 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 705,555.07 | $717,516.35 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 95,000 | $89,300.00 | |
| B00FM53 | BANCO BRADESCO SA - PREF | BR | BBDC4 BZ | 15,700 | $128,322.12 |
| B01FLR7 | PING AN INSURANCE GROUP CO-H | CN | 2318 HK | 8,000 | $91,949.73 |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 3,110 | $80,873.48 |
| B02L486 | MOWI ASA | NO | MOWI NO | 4,905 | $113,291.79 |
| B037HR3 | ITAU UNIBANCO HOLDINGS S-PREF | BR | ITUB4 BZ | 17,500 | $147,709.36 |
| B037JC2 | NEXITY | FR | NXI FP | 390 | $18,565.00 |
| B058TZ6 | SAFRAN SA | FR | SAF FP | 420 | $66,129.38 |
| B068DB9 | SM INVESTMENTS CORP | PH | SM PM | 2,955 | $55,374.51 |
| B07DRZ5 | RECORDATI SPA | IT | REC IM | 2,730 | $117,086.80 |
| B08K3S0 | LOCALIZA RENT A CAR | BR | RENT3 BZ | 2,000 | $21,882.33 |
| B0C2CQ3 | ENGIE | FR | ENGI FP | 2,450 | $39,989.45 |
| B0CGYD6 | LOJAS RENNER S.A. | BR | LREN3 BZ | 2,800 | $33,944.09 |
| B0MP1B0 | SHENZHOU INTERNATIONAL GROUP | CN | 2313 HK | 6,700 | $87,403.53 |
| B11ZRK9 | LEGRAND SA | FR | LR FP | 350 | $24,968.01 |
| B13X013 | EIFFAGE | FR | FGR FP | 370 | $38,356.20 |
| B15C557 | TOTAL SA | FR | FP FP | 2,435 | $126,782.95 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 8,060 | $121,215.94 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 9,000 | $53,555.79 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 1,370 | $65,993.02 |
| B1XH026 | VINCI SA | FR | DG FP | 1,110 | $119,568.61 |
| B1Y47Y7 | GERRESHEIMER AG | DE | GXI GR | 650 | $46,605.00 |
| B1Y9TB3 | DANONE | FR | BN FP | 3,095 | $272,613.89 |
| B1YXBJ7 | AIR LIQUIDE | FR | AI FP | 525 | $74,718.30 |
| B1Z9Q99 | ABOITIZ POWER CORP | PH | AP PM | 52,200 | $38,598.15 |
| B247XZ6 | MANILA ELECTRIC COMPANY | PH | MER PM | 5,150 | $36,740.90 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 3,375 | $106,458.28 |
| B3ZCNF7 | TELEFONICA BRASIL S.A. - PREF | BR | VIVT4 BZ | 2,100 | $27,747.63 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 2,850,000 | $143,922.54 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 360,000 | $280,432.35 | |
| B4975P9 | MAGAZINE LUIZA SA | BR | MGLU3 BZ | 2,500 | $22,226.50 |
| B4JSTL6 | WYNN MACAU LTD | MO | 1128 HK | 39,200 | $76,387.93 |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 4,000,000 | $201,623.59 | |
| B4P8HQ1 | MGM CHINA HOLDINGS LTD | MO | 2282 HK | 35,600 | $55,429.65 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 1,520 | $67,322.19 |
| B4V5RY4 | BANCO SANTANDER BRASIL - UNIT | BR | SANB11 BZ | 2,200 | $24,070.57 |
| B5B23W2 | SANDS CHINA LTD | MO | 1928 HK | 18,400 | $83,143.67 |
| B5VJH76 | BDO UNIBANK INC | PH | BDO PM | 19,810 | $54,654.25 |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 5,300,000 | $270,586.30 | |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 286,200 | $3,477,380.32 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 1,000,000 | $53,690.08 | |
| B725S29 | PUREGOLD PRICE CLUB INC | PH | PGOLD PM | 21,400 | $16,119.30 |
| B7FQV64 | RAIA DROGASIL S.A. | BR | RADL3 BZ | 1,000 | $23,071.28 |
| B92RW83 | LT GROUP INC | PH | LTG PM | 62,800 | $16,890.45 |
| B9N3SQ0 | BB SEGURIDADE PARTICIPACOES | BR | BBSE3 BZ | 3,600 | $30,481.23 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 1,230 | $64,684.68 |
| BBG00ND15VD4 | SNE US 10/18/19 P55 | JP | -193 | -$965.00 | |
| BBG00Q0BJS32 | CME US 10/18/19 P190 | US | -55 | -$1,925.00 | |
| BBG00Q4JGRN4 | MU US 10/11/2019 P43.5 | US | -244 | -$38,064.00 | |
| BBQ3850 | KEYWORDS STUDIOS PLC | IE | KWS LN | 1,380 | $19,435.65 |
| BD0PJ08 | INMOBILIARIA COLONIAL SOCIMI | ES | COL SM | 5,130 | $61,893.75 |
| BD4TZK8 | OCI NV | NL | OCI NA | 975 | $22,995.94 |
| BD9Y5C0 | TECHNOGYM SPA | IT | TGYM IM | 9,110 | $101,265.98 |
| BD9Y9B7 | BASIC-FIT NV | NL | BFIT NA | 2,860 | $89,596.46 |
| BF1K7P7 | ESSITY AKTIEBOLAG-B | SE | ESSITYB SS | 3,885 | $113,358.15 |
| BFTCYP4 | ROBINSONS RETAIL HOLDINGS IN | PH | RRHI PM | 12,340 | $18,808.80 |
| BG36ZK1 | B3 SA-BRASIL BOLSA BALCAO | BR | B3SA3 BZ | 6,800 | $71,715.91 |
| BG7ZWY7 | AMBEV SA | BR | ABEV3 BZ | 17,800 | $82,253.70 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 41,720 | $66,845.13 |
| BH3T8K8 | ORBIA ADVANCE CORP SAB DE CV | MX | 32,100 | $62,918.21 | |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 61,000 | $53,900.93 |
| BJ2KSG2 | AKZO NOBEL | NL | AKZA NA | 1,645 | $146,574.43 |
| BJT1GR5 | ALCON INC | CH | ALC SW | 1,081 | $63,054.60 |
| BMJ6DW5 | INFORMA PLC | GB | INF LN | 11,555 | $121,014.01 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 86,092 | $3,601,049.53 |
| BMTRW10 | B&M EUROPEAN VALUE RETAIL SA | GB | BME LN | 11,235 | $52,385.10 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 9,375 | $99,188.34 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 98,725 | $3,055,310.89 |
| BSQXJ01 | THULE GROUP AB/THE | SE | THULE SS | 6,145 | $116,305.65 |
| BVSS790 | ELIS SA | FR | ELIS FP | 2,025 | $35,789.96 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,095 | $68,608.73 |
| BYXZ2W5 | RUMO SA | BR | RAIL3 BZ | 5,100 | $30,146.21 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 37,392 | $3,558,966.13 |
| BYZFYS3 | SPIE SA | FR | SPIE FP | 1,040 | $20,810.67 |
| BYZFZ91 | SOPHOS GROUP PLC | GB | SOPH LN | 14,450 | $71,168.99 |
| BYZR014 | AMUNDI SA | FR | AMUN FP | 810 | $56,423.16 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 1,685 | $49,943.40 |
| G25839104 | COCA-COLA EUROPEAN PARTNERS | GB | CCEP | 2,215 | $122,821.75 |
| G29183103 | EATON CORP PLC | US | ETN | 324 | $26,940.60 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 40,000 | $41,400.00 | |
| G45667105 | HOLLYSYS AUTOMATION TECHNOLOGIES | CN | HOLI | 4,095 | $62,203.05 |
| G51502105 | JOHNSON CONTROLS INTERNATIONAL | US | JCI | 607 | $26,641.23 |
| G5960L103 | MEDTRONIC INC | IE | MDT | 53,689 | $5,831,699.18 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 1,460 | $81,599.40 |
| H01301128 | ALCON INC | CH | ALC | 27,963 | $1,629,963.27 |
| H1467J104 | CHUBB LTD | CH | CB | 194 | $31,319.36 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 84,430 | $377,402.10 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 1,060 | $49,417.20 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 35,105 | $2,859,653.30 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 295 | $26,393.65 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 1,295 | $42,696.15 |
| USD | US DOLLAR | US | 4,120,539.7 | $4,120,539.70 |
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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