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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
$30.38
Daily $ Change
$0.05
Daily % Change
0.16%
as of 04/18/2019
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 03/31/2019
YTD
7.25%
1 Year
4.48%
3 Year
5.59%
5 Year
3.14%
10 Year
7.55%
Inception
(01/01/2000)
5.90%
US Stock Market Cycle (04/01/2000 - 03/31/2019)
5.88%
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 03/31/2019
| TREASURY NOTES | 12.02% |
| GOVERNMENT AGENCY | 8.07% |
| TREASURY BONDS | 7.67% |
| UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | 2.93% |
| MICROSOFT CORP | 1.57% |
| NOVARTIS AG- REG | 1.44% |
| MEDTRONIC INC | 1.31% |
| MASTERCARD INC-CLASS A | 1.24% |
| TENCENT HOLDINGS LTD | 1.22% |
| VISA INC - CLASS A SHARES | 1.12% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 03/31/2019
| Bonds | 62.35% |
| Stocks | 36.42% |
| Cash | 1.23% |
Detailed Asset Class Allocation
As of 03/31/2019
| International Equities | 14.00% |
| Small Capitalization | 0.39% |
| Mid Capitalization | 1.01% |
| Large Capitalization | 21.02% |
| Long Term Fixed Income | 21.99% |
| Intermediate Term Fixed Income | 29.11% |
| Short Term Fixed Income | 11.25% |
| Cash | 1.23% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
March Fund Holdings
As of 03/31/2019
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAH9 | ADT SEC CORP 4.12500 06/15/2023 | US | 140,000 | $135,030.00 | |
| 00101JAM8 | ADT CORP 5.25000 03/15/2020 | US | 90,000 | $90,900.00 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 2,540,000 | $2,611,487.03 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 5,000,000 | $4,970,283.75 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 620,000 | $623,100.00 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 1,510 | $41,177.70 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 2,470,000 | $2,483,759.21 | |
| 0081180 | BARRATT DEVELOPMENTS PLC | GB | BDEV LN | 16,205 | $126,583.09 |
| 008492100 | AGREE REALTY CORP | US | ADC | 935 | $64,832.90 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 120,000 | $122,194.63 | |
| 0136701 | BRITISH LAND CO PLC | GB | BLND LN | 8,465 | $64,991.49 |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 350 | $49,896.00 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 690 | $125,890.50 |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 3,110 | $3,648,994.10 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 3,085 | $3,630,705.65 |
| 023135106 | AMAZON.COM INC | US | AMZN | 970 | $1,727,327.50 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 417,670 | $1,795,981.00 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 98,875 | $4,046,188.61 |
| 02376RAA0 | AMERICAN AIRLINES GROUP 5.50000 10/01/2019 | US | 530,000 | $536,572.00 | |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 1,485 | $70,656.30 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 18,290 | $114,967.25 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 9,210 | $209,251.20 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 1,320,000 | $1,306,419.75 | |
| 02753GAA7 | AMERICAN MIDSTREAM PTR/F 9.50000 12/15/2021 | US | 145,000 | $133,400.00 | |
| 03019LAA4 | AMERICAN TANKER INC 9.25000 02/22/2022 | US | 100,000 | $98,000.00 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 10,270 | $2,023,806.20 |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 66,656.51 | $67,110.53 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 1,415 | $43,171.65 |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 130,000 | $131,950.00 | |
| 03748R754 | APARTMENT INVT & MGMT CO -A | US | AIV | 2,756.4 | $138,619.43 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 2,630 | $42,869.00 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | MUL | 120,000 | $120,000.00 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 2,905 | $63,334.98 |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,185 | $131,598.73 |
| 05278C107 | AUTOHOME INC-ADR | CN | ATHM | 1,085 | $114,055.20 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,760 | $353,284.80 |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 4,000,000 | $3,977,576.80 | |
| 058498106 | BALL CORP | US | BLL | 90,110 | $5,213,764.60 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 3,990,000 | $4,069,138.90 | |
| 0673123 | ASSOCIATED BRITISH FOODS PLC | GB | ABF LN | 1,880 | $59,780.55 |
| 0682538 | PERSIMMON PLC | GB | PSN LN | 4,430 | $125,305.88 |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 22,155 | $4,450,717.95 |
| 0870612 | LLOYDS BANKING GROUP PLC | GB | LLOY LN | 157,240 | $127,393.11 |
| 0878230 | TAYLOR WIMPEY PLC | GB | TW/ LN | 54,985 | $125,762.31 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 18,950 | $1,683,328.50 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 4,975 | $98,799.29 |
| 09247X101 | BLACKROCK INC | US | BLK | 2,180 | $931,666.60 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 8,260 | $167,885.47 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 2,920 | $5,095,137.20 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 2,175 | $291,189.00 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 12,115 | $192,143.90 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 1,335 | $55,696.20 |
| 11680JAA0 | BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 | US | 125,000 | $119,687.50 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 16,180 | $1,544,219.20 |
| 12555DAA3 | CIM 2019-INV1 A1 4.00000 02/25/2049 | US | 555,000 | $564,040.95 | |
| 12572Q105 | CME GROUP INC | US | CME | 9,455 | $1,556,103.90 |
| 12591QAR3 | COMM 2014-UBS4 A5 3.69400 08/10/2047 | US | 3,600,000 | $3,727,936.80 | |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 2,640,000 | $2,643,300.00 | |
| 12593GAF9 | COMM 2015-PC1 A5 3.90200 07/10/2050 | US | 1,900,000 | $1,979,900.32 | |
| 12629NAF2 | COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 | US | 4,200,000 | $4,256,684.88 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 938,246.64 | $896,810.20 | |
| 133131102 | CAMDEN PROPERTY TRUST | US | CPT | 445 | $45,167.50 |
| 13321L108 | CAMECO CORP | CA | CCJ | 4,421 | $52,123.59 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 49,004.3 | $48,820.53 | |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 1,155,041.09 | $1,152,665.63 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 265,000 | $251,750.00 | |
| 165183BB9 | CFII 2017-4A A1 2.12000 11/15/2029 | US | 1,600,144.56 | $1,584,522.83 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 2,170 | $60,347.70 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 1,420,000 | $2,134,622.34 | |
| 191216100 | COCA COLA CO/THE | US | KO | 71,070 | $3,330,340.20 |
| 2011646 | ALIMENTATION COUCHE-TARD -B | CA | ATD/B CN | 675 | $39,762.04 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 4,410 | $158,274.90 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 680 | $60,873.57 |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 18,740 | $181,028.40 |
| 22282EAH5 | COVANTA HOLDING CORP 6.00000 01/01/2027 | US | 130,000 | $130,000.00 | |
| 22546QAD9 | CREDIT SUISSE AG 5.40000 01/14/2020 | CH | 2,250,000 | $2,290,612.73 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 1,030 | $131,840.00 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 614,829.96 | $592,051.74 | |
| 229663109 | CUBESMART | US | CUBE | 1,215 | $38,928.60 |
| 23311RAD8 | DCP MIDSTREAM OPERATING 5.35000 03/15/2020 | US | 90,000 | $91,590.30 | |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 2,490 | $28,228.76 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 115,000 | $110,198.75 | |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 26,300 | $62,869.88 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 55,030 | $577,264.70 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,575 | $187,425.00 |
| 254683BK0 | DCENT 2014-A4 2.12000 12/15/2021 | US | 180,000 | $179,773.45 | |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 2,720,000 | $2,643,454.20 | |
| 25787GAC4 | DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 | US | 120,000 | $120,900.00 | |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 290,000 | $294,350.00 | |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 310,000 | $294,500.00 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 18,100 | $840,383.00 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 40,690 | $997,496.46 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 50,405 | $1,048,949.04 |
| 285512109 | ELECTRONIC ARTS | US | EA | 27,900 | $2,835,477.00 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 5,730 | $26,584.35 |
| 29444U700 | EQUINIX INC | US | EQIX | 6,465 | $2,929,679.40 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 970 | $110,871.00 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 3,820 | $287,722.40 |
| 29670E107 | ESSENTIAL PROPERTIES REALTY | US | EPRT | 4,474 | $87,332.48 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 690 | $199,575.60 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 4,675,000 | $4,663,920.25 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 995 | $101,400.45 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 89,336.91 | $88,950.39 | |
| 30261UAJ3 | FREMF 2013-K713 B 3.15484 04/25/2046 | US | 1,200,000 | $1,200,644.28 | |
| 30264DAA7 | FS ENERGY & POWER FUND 7.50000 08/15/2023 | US | 170,000 | $174,356.25 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.73430 02/25/2048 | US | 2,300,000 | $2,329,487.38 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.35855 05/25/2045 | US | 675,000 | $674,563.55 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 104,626,022.12 | $327,448.06 | |
| 3128M5A91 | FHLM POOL G03332 6.00000 10/01/2037 | US | 46,479.08 | $51,215.20 | |
| 3128M5NM8 | FHLM POOL G03696 5.50000 01/01/2038 | US | 99,898.58 | $109,648.87 | |
| 3128M6B98 | FHLM POOL G04264 5.50000 04/01/2038 | US | 346,301.34 | $378,732.00 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 102,665.96 | $111,671.04 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 140,430.75 | $154,740.03 | |
| 3128M7KW5 | FHLM POOL G05409 5.50000 03/01/2039 | US | 242,295.38 | $265,438.71 | |
| 3128M8AW4 | FHLM POOL G06021 5.50000 01/01/2040 | US | 94,334.29 | $103,152.97 | |
| 3128M9C83 | FHLM POOL G06995 6.00000 05/01/2040 | US | 292,380.71 | $321,885.61 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 10,338.86 | $10,683.59 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 18,948.62 | $19,387.54 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 13,176.84 | $13,568.31 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 10,733.74 | $11,119.59 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 18,539.22 | $19,157.74 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 2,052,226.42 | $2,159,427.96 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 238,410.25 | $260,425.35 | |
| 3132VLY43 | FHLM POOL FG Q60730 4.00000 01/01/2049 | US | 1,940,667.84 | $2,000,327.04 | |
| 31335ABB3 | FHLM POOL G60034 4.50000 02/01/2045 | US | 2,693,064.6 | $2,825,180.48 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 684,560.03 | $709,024.73 | |
| 31335CCY8 | FHLM POOL FG G61887 MTGE 5.00000 02/01/2049 | US | 1,349,456.03 | $1,428,600.10 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 9,617.95 | $9,652.31 | |
| 3134865 | BARCLAYS PLC | GB | BARC LN | 62,745 | $126,386.01 |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 1,040,765.55 | $1,060,560.70 | |
| 31371NCJ2 | FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 | US | 485,546.05 | $533,870.33 | |
| 313747206 | FEDERAL RLTY INVT TR SH BEN INT | US | FRT | 345 | $47,558.25 |
| 3137A2B34 | FHMS K009 X1 FLT 1.26972 08/25/2020 | US | 10,666,103.1 | $143,151.90 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.14985 04/25/2021 | US | 6,583,099.33 | $134,708.64 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.47861 10/25/2021 | US | 3,985,277.03 | $129,970.64 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.44016 06/25/2022 | US | 15,223,237.14 | $597,201.50 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.19480 04/25/2023 | US | 45,768,725.9 | $327,365.39 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.10256 05/25/2023 | US | 29,445,550.75 | $130,779.47 | |
| 3137F4YU0 | FHR 4791 BA MTGE 4.00000 03/15/2044 | US | 1,275,119.78 | $1,314,010.17 | |
| 3137FG2L8 | FHR 4801 BA MTGE 4.50000 05/15/2044 | US | 1,259,034.94 | $1,310,734.94 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 223,682.11 | $236,490.85 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 126,386.51 | $133,584.90 | |
| 3138EQTZ5 | FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 | US | 1,755,256.41 | $1,855,655.53 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65100 01/01/2049 | US | 2,150,729.15 | $2,368,048.16 | |
| 3138WDAY7 | FEDERAL NATL MTG ASSN FN AS3622 3.50000 10/01/2044 | US | 3,041,047.14 | $3,100,991.35 | |
| 3138WGK37 | FEDERAL NATL MTG ASSN FN AS6613 4.00000 02/01/2046 | US | 2,725,309.93 | $2,818,301.37 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 509,954.34 | $560,945.97 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 591,462.06 | $612,155.04 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 1,021,524.78 | $1,036,727.38 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 704,336.25 | $716,274.81 | |
| 3140F9M51 | FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 | US | 1,563,238.67 | $1,616,015.80 | |
| 3140FEXR0 | FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 | US | 1,623,409.1 | $1,677,802.61 | |
| 3140HPUY1 | FEDERAL NATL MTG ASSN FN BK9598 4.50000 08/01/2048 | US | 507,233.04 | $530,570.85 | |
| 3140JGVQ5 | FEDERAL NATL MTG ASSN FN BN0622 4.50000 01/01/2049 | US | 1,995,377.86 | $2,083,925.11 | |
| 3140Q84E2 | FEDERAL NATL MTG ASSN FN CA1720 5.00000 05/01/2048 | US | 1,897,593.94 | $2,006,959.07 | |
| 3140Q9D42 | FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 | US | 804,802.2 | $851,188.94 | |
| 3140Q9PD9 | FEDERAL NATL MTG ASSN FN CA2219 5.00000 08/01/2048 | US | 636,127.28 | $672,987.90 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 14,160.62 | $14,488.73 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 16,632.75 | $17,020.25 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 108,994.11 | $110,717.66 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 134,693.45 | $136,855.34 | |
| 31410KJV7 | FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 | US | 301,400.7 | $332,540.18 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 292,709.31 | $316,340.57 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 104,059.35 | $114,060.91 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 4,577.21 | $4,623.55 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 77,452.02 | $78,748.39 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 578,875.53 | $608,694.61 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 553,826.6 | $582,377.26 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 902,290.47 | $899,541.55 | |
| 31418MDZ2 | FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 | US | 159,205.55 | $175,650.59 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 63,303.63 | $69,814.35 | |
| 31418MJC7 | FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 | US | 185,815.87 | $201,247.01 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 298,159.17 | $326,631.77 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 14,393.54 | $14,982.75 | |
| 31419BBV6 | FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 | US | 510,267.19 | $539,371.58 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 7,965 | $1,444,930.65 |
| 315786AC7 | FIDELITY & GUARA NTY LIFE 5.50000 05/01/2025 | US | 115,000 | $115,431.25 | |
| 3163836 | INTERTEK GROUP PLC | GB | ITRK LN | 935 | $59,231.89 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 2,260 | $79,913.60 |
| 335934AK1 | FIRST QUANTUM MINERALS L 7.25000 04/01/2023 | CA | 50,000 | $48,875.00 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 140,000 | $138,250.00 | |
| 357081AE8 | FREMF 2015-K720 B FLT 3.39034 07/25/2022 | US | 970,000 | $977,740.02 | |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 1,500,000 | $1,509,644.21 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 | US | 1,900,000 | $1,892,008.03 | |
| 36143WAS0 | GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 | US | 900,000 | $894,483.00 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 37,227.95 | $37,492.44 | |
| 369604BQ5 | GENERAL ELECTRIC CO 5.00000 01/21/2021 | US | 2,340,000 | $2,185,560.00 | |
| 37045VAR1 | GENERAL MOTORS CO FLT 3.50063 09/10/2021 | US | 1,820,000 | $1,805,129.58 | |
| 37045XAR7 | GENERAL MOTORS FINL CO 3.15000 01/15/2020 | US | 2,300,000 | $2,303,214.34 | |
| 37185LAF9 | GENESIS ENERGY LP/GENESI 5.62500 06/15/2024 | US | 115,000 | $110,400.00 | |
| 374297109 | GETTY REALTY CORP | US | GTY | 2,620 | $83,918.60 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 325,000 | $320,937.50 | |
| 38141GVR2 | GOLDMAN SACHS GROUP INC 4.25000 10/21/2025 | US | 1,320,000 | $1,351,172.95 | |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 1,238,351.43 | $1,194,708.33 | |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 130,000 | $130,325.00 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 425 | $37,812.25 |
| 4012250 | AIRBUS SE | FR | AIR FP | 550 | $72,895.28 |
| 4031976 | ADIDAS AG | DE | ADS GR | 245 | $59,589.52 |
| 40414L109 | HCP INC | US | HCP | 4,705 | $147,266.50 |
| 4057808 | L'OREAL | FR | OR FP | 375 | $100,984.74 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 250 | $92,083.87 |
| 406216101 | HALLIBURTON CO | US | HAL | 71,085 | $2,082,790.50 |
| 4076836 | INTESA SANPAOLO | IT | ISP IM | 20,530 | $50,104.06 |
| 4162791 | THALES SA | FR | HO FP | 110 | $13,179.18 |
| 4163437 | CAP GEMINI | FR | CAP FP | 165 | $20,021.50 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 4,010 | $128,761.10 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 6,375 | $182,261.25 |
| 43300A203 | HILTON WORLDWIDE HOLDINGS INC | US | HLT | 1,070 | $88,927.70 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 4,680 | $88,452.00 |
| 444454AB8 | HUGHES SATELITE SYSTEMS 6.50000 06/15/2019 | US | 200,000 | $201,020.00 | |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 255,000 | $253,087.50 | |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 255,000 | $250,218.75 | |
| 45337C102 | INCYTE CORP | US | INCY | 43,680 | $3,756,916.80 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 7,905 | $85,294.95 |
| 4574813 | MEDIOBANCA SPA | IT | MB IM | 4,870 | $50,707.08 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 100,000 | $101,520.00 | |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 22,450 | $1,709,343.00 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 2,715,000 | $2,724,922.16 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 3.33175 12/17/2036 | US | 504,887.44 | $502,675.12 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.63175 12/17/2036 | US | 390,000 | $389,734.72 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 6,350 | $154,495.50 |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 450 | $39,168.00 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 3,820,000 | $3,827,409.50 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 433,618.03 | $429,806.96 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 507,219.38 | $505,612.00 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 706,749.99 | $707,371.79 | |
| 46647PAY2 | JPMORGAN CHASE & CO 4.02300 12/05/2024 | US | 1,960,000 | $2,034,054.50 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 1,207,175.32 | $1,207,741.49 | |
| 4682329 | PERNOD-RICARD SA | FR | RI FP | 440 | $79,007.09 |
| 4712798 | RENAULT SA | FR | RNO FP | 300 | $19,835.41 |
| 4741844 | MERCK KGAA | DE | MRK GR | 34,840 | $3,977,735.59 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 4,360 | $91,734.40 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 36,430 | $5,092,549.70 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 245,000 | $129,850.00 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,230 | $133,167.42 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 20 | $49,813.95 |
| 4834108 | SCHNEIDER ELECTRIC SE | FR | SU FP | 790 | $62,006.28 |
| 4834777 | VIVENDI | FR | VIV FP | 900 | $26,082.19 |
| 4846288 | SAP AG | DE | SAP GR | 520 | $60,114.64 |
| 49446R109 | KIMCO REALTY CORP | US | KIM | 4,030 | $74,555.00 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 3,300,000 | $4,029,374.28 | |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 200,000 | $199,500.00 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 110,000 | $111,408.00 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 120,000 | $124,224.00 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 575 | $58,750.56 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 1,085 | $112,955.27 |
| 5176177 | ORANGE | FR | ORA FP | 1,985 | $32,361.71 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 90 | $59,424.81 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 250 | $10,810.58 |
| 529043101 | LEXINGTON REALTY TRUST | US | LXP | 7,975 | $72,253.50 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 3,540 | $171,406.80 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 125 | $18,631.17 |
| 53815P108 | LIVERAMP HOLDINGS INC | US | RAMP | 34,635 | $1,890,031.95 |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 115,000 | $111,550.00 | |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 11,590 | $88,336.29 |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | 20 | $36,150.65 |
| 550021109 | LULULEMON - ADR | CA | LULU | 20,455 | $3,351,960.85 |
| 5505072 | KERING | FR | KER FP | 65 | $37,284.33 |
| 5533976 | SWISSCOM AG-REG | CH | SCMN SW | 80 | $39,141.66 |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 275,000 | $261,250.00 | |
| 5596991 | UCB SA | BE | UCB BB | 450 | $38,656.23 |
| 5669354 | REPSOL SA | ES | REP SM | 7,794 | $133,342.55 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 1,150 | $101,688.27 |
| 5713422 | METSO OYJ | FI | METSO FH | 425 | $14,652.84 |
| 5735631 | TAG IMMOBILIEN AG | DE | TEG GR | 3,995 | $98,668.35 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 25,440 | $5,989,848.00 |
| 58502BAC0 | MEDNAX INC 6.25000 01/15/2027 | US | 155,000 | $156,550.00 | |
| 58933Y105 | MERCK & CO INC | US | MRK | 22,610 | $1,880,473.70 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 105,000 | $101,818.50 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 64,185 | $7,569,978.90 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 1,230 | $134,475.90 |
| 5962280 | CHOCOLADEFABRIKEN LINDT-PC | CH | LISP SW | 8 | $54,395.13 |
| 5966516 | SOCIETE GENERALE | FR | GLE FP | 1,135 | $32,794.26 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 20 | $51,190.66 |
| 5986622 | KONINKLIJKE PHILIPS NV | NL | PHIA NA | 955 | $39,019.17 |
| 6055112 | AYALA LAND INC | PH | ALI PM | 60,300 | $51,597.20 |
| 6074968 | BANK OF THE PHILIPPINE ISLAN | PH | BPI PM | 14,640 | $23,498.65 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 80,390 | $4,013,068.80 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 2,400 | $53,192.72 |
| 615369105 | MOODY'S CORPORATION | US | MCO | 14,455 | $2,617,655.95 |
| 61744YAG3 | MORGAN STANLEY FLT 3.95763 05/08/2024 | US | 3,930,000 | $3,959,392.47 | |
| 6211732 | DAEWOO SHIPBUILDING& MARINE | KR | 042660 KS | 1,125 | $27,767.22 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 245,000 | $244,387.50 | |
| 6248990 | KDDI CORP | JP | 9433 JP | 2,300 | $49,535.79 |
| 6250508 | DAITO TRUST CONSTRUCT CO LTD | JP | 1878 JP | 400 | $55,807.18 |
| 6250865 | SUMITOMO DAINIPPON PHARMA CO | JP | 4506 JP | 1,400 | $34,746.72 |
| 6264189 | NCSOFT CORP | KR | 036570 KS | 90 | $39,346.65 |
| 6272483 | DMCI HOLDINGS INC | PH | DMC PM | 83,200 | $19,013.52 |
| 6284864 | GLOBE TELECOM INC | PH | GLO PM | 630 | $23,251.57 |
| 62913TAM4 | NGL ENRGY PART LP/FIN CO 6.12500 03/01/2025 | US | 160,000 | $154,400.00 | |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 114,000 | $90,477.90 |
| 62957HAC9 | NABORS INDUSTRIES INC 5.50000 01/15/2023 | US | 140,000 | $133,630.00 | |
| 6332439 | FAST RETAILING CO LTD | JP | 9983 JP | 100 | $47,096.11 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 1,590 | $88,070.10 |
| 637870106 | NATIONAL STORAGE AFFILIATES | US | NSA | 1,305 | $37,205.55 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 1,300 | $59,214.45 |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 170 | $41,046.50 |
| 6441506 | HOYA CORP | JP | 7741 JP | 600 | $39,742.36 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 1,045 | $109,787.26 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 2,300 | $119,347.55 |
| 6474494 | JOLLIBEE FOODS CORP | PH | JFC PM | 5,120 | $30,909.16 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 1,155 | $104,053.95 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 1,900 | $47,140.58 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 587,711.93 | $593,322.93 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 775,428.45 | $784,133.80 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 1,406,362.6 | $1,420,825.49 | |
| 6483809 | KAO CORP | JP | 4452 JP | 800 | $63,141.33 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 280 | $175,054.61 |
| 6499550 | KYOWA HAKKO KIRIN CO LTD | JP | 4151 JP | 2,900 | $63,288.00 |
| 6514442 | METROPOLITAN BANK & TRUST | PH | MBT PM | 20,130 | $30,660.17 |
| 6518808 | LION CORP | JP | 4912 JP | 3,100 | $65,329.93 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 36,000 | $69,083.46 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 2,100 | $105,154.34 |
| 6644800 | NITORI HOLDINGS CO LTD | JP | 9843 JP | 400 | $51,718.17 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 245,000 | $215,600.00 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 72,060 | $6,927,848.40 |
| 67059TAD7 | NUSTAR LOGISTICS LP 6.75000 02/01/2021 | US | 120,000 | $124,800.00 | |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 100,000 | $101,209.35 | |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 64,000 | $61,200.84 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 4,200 | $74,965.60 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 4,715 | $34,381.15 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 600 | $51,455.36 |
| 6818843 | SM PRIME HOLDINGS INC | PH | SMPH PM | 83,850 | $63,752.73 |
| 6821120 | SONIC HEALTHCARE LTD | AU | SHL AU | 2,200 | $38,395.51 |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 1,300,000 | $1,296,399.00 | |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 1,900 | $84,223.02 |
| 6883807 | SYSMEX CORP | JP | 6869 JP | 900 | $54,518.91 |
| 6885074 | TERUMO CORP | JP | 4543 JP | 1,800 | $55,090.25 |
| 6911485 | UNICHARM CORP | JP | 8113 JP | 1,700 | $56,358.76 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 200,000 | $205,500.00 | |
| 6919519 | UNIVERSAL ROBINA CORP | PH | URC PM | 11,080 | $32,061.34 |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 2,560 | $62,848.17 |
| 6985112 | YAKULT HONSHA CO LTD | JP | 2267 JP | 800 | $56,090.92 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 205,000 | $203,975.00 | |
| 7021963 | DEUTSCHE BOERSE AG | DE | DB1 GR | 655 | $83,984.25 |
| 7062713 | SODEXO | FR | SW FP | 525 | $57,812.94 |
| 7088429 | AXA SA | FR | CS FP | 2,370 | $59,607.90 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 1,780 | $171,092.78 |
| 7103526 | PEUGEOT SA | FR | UG FP | 515 | $12,566.90 |
| 7110388 | ROCHE HOLDING AG-GENUSSCHEIN | CH | ROG SW | 830 | $228,710.55 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 135 | $31,883.27 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 46,769 | $4,459,443.38 |
| 7133608 | EQUINOR ASA | NO | EQNR NO | 5,955 | $130,534.06 |
| 713448108 | PEPSICO INC | US | PEP | 30,250 | $3,707,137.50 |
| 7145056 | ENI SPA | IT | ENI IM | 7,700 | $136,048.33 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 510 | $101,066.60 |
| 71642QAB3 | PDLLN 7 1/4 05/01/22 7.25000 05/01/2022 | GB | 120,000 | $112,200.00 | |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 10,980 | $206,533.80 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 300 | $32,772.12 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 1,635 | $19,740.98 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 1,755 | $29,519.10 | |
| 7309681 | BNP PARIBAS | FR | BNP FP | 1,525 | $72,572.36 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 545 | $19,761.23 |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 4,060,000 | $4,125,844.71 | |
| 74166MAB2 | PRIME SECSRVC BRW/FINANC 5.25000 04/15/2024 | US | 125,000 | $125,000.00 | |
| 74340W103 | PROLOGIS | US | PLD | 5,610 | $403,639.50 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 2,480,000 | $2,622,600.00 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 1,070 | $233,024.60 |
| 756109104 | REALTY INCOME CORP | US | O | 730 | $53,698.80 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 4,065 | $1,669,170.30 |
| 76131D103 | RESTAURANT BRANDS INTERN | CA | QSR | 935 | $60,877.85 |
| 7698356 | GETINGE AB-B SHS | SE | GETIB SS | 5,845 | $68,161.57 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 170,000 | $173,612.50 | |
| 77714PAB5 | SEMGROUP / ROSE ROCK FIN 5.62500 07/15/2022 | US | 180,000 | $177,975.00 | |
| 7792559 | HEINEKEN NV | NL | HEIA NA | 370 | $39,106.98 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 3,020 | $193,129.00 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 608 | $45,563.52 |
| 78409V104 | S&P GLOBAL INC | US | SPGI | 12,195 | $2,567,657.25 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 9,930 | $1,982,623.80 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 235,000 | $230,887.50 | |
| 78463V107 | SPDR GOLD SHARES | US | 2,115 | $258,051.15 | |
| 78490DAA2 | SOFI 2018-C A1FX 3.08000 01/25/2048 | US | 2,375,968.05 | $2,381,938.14 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 3,650,000 | $4,059,830.54 | |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 2,430,000 | $2,504,260.12 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 41,365 | $1,802,273.05 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 38,935 | $1,664,860.60 |
| 81141R100 | SEA LTD - ADR | SG | SE | 4,335 | $101,959.20 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 15,925 | $1,166,347.00 |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 531,882.72 | $522,933.53 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 737,694.46 | $728,073.08 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 566,842.21 | $518,986.84 | |
| 81762P102 | SERVICENOW INC | US | NOW | 3,920 | $966,240.80 |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 140,000 | $133,000.00 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 2,585 | $471,012.85 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 198,099.1 | $196,881.44 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 225,000 | $223,631.08 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 236,498.46 | $236,427.75 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 465,944.75 | $464,070.72 | |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 2,390,000 | $2,452,710.40 | |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 220,000 | $216,150.00 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 3,470 | $102,885.50 |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.70375 11/15/2027 | US | 1,531,712.26 | $1,527,965.84 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 1,480 | $49,580.00 |
| 866674104 | SUN COMMUNITIES | US | SUI | 1,590 | $188,446.80 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,990 | $57,456.00 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 920 | $33,193.60 |
| 876664103 | TAUBMAN CTRS INC | US | TCO | 610 | $32,256.80 |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 385,796.12 | $383,231.12 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 170,000 | $159,375.00 | |
| 88104LAE3 | TERRAFORM POWER OPERATIN 5.00000 01/31/2028 | US | 100,000 | $96,500.00 | |
| 88650V208 | TIER REIT INC | US | TIER | 5,865 | $168,090.90 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 1,930,540.45 | $1,896,710.43 | |
| 89173FAA8 | TPMT 2017-1 A1 2.75000 10/25/2056 | US | 1,140,574.42 | $1,127,829.53 | |
| 89177EAA7 | TPMT 2019-HY1 A1 3.48550 10/25/2048 | US | 1,111,362.73 | $1,111,361.62 | |
| 89613BAA5 | TAH 2016-SFR1 A 2.58900 11/17/2033 | US | 1,983,849.85 | $1,958,525.21 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 912,704.6 | $902,674.16 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 255,000 | $254,076.90 | |
| 902653104 | UDR INC | US | UDR | 3,435 | $156,155.10 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 3,250 | $45,760.00 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 63,883 | $3,687,326.76 |
| 912796SE0 | TREASURY BILL 0.00000 08/22/2019 | US | 2,000,000 | $1,981,122.02 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 6,933,000 | $9,491,168.71 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 7,459,000 | $9,787,897.91 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 2,565,449.88 | $2,496,070.83 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 10,747,000 | $10,139,962.37 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 7,304,000 | $7,569,340.59 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 9,455,000 | $9,724,615.19 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 14,203,200.04 | $14,135,988.22 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 10,271,000 | $9,797,169.91 | |
| 912828S92 | US TREASURY N/B 1.25000 07/31/2023 | US | 19,720,000 | $18,915,793.75 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 2,533,340.55 | $2,504,364.12 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 9,766,000 | $9,775,918.54 | |
| 912828XB1 | UNITED STATES TREAS NTS 2.12500 05/15/2025 | US | 9,860,000 | $9,757,163.26 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 5,875 | $111,625.00 |
| 92189F106 | MARKET VECTORS GOLD MINERS | US | 5,690 | $127,569.80 | |
| 92276F100 | VENTAS INC | US | VTR | 1,500 | $95,715.00 |
| 92339V100 | VEREIT INC | US | VER | 15,860 | $132,748.20 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 3,680,000 | $4,307,049.85 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 7,430 | $1,366,748.50 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 34,580 | $5,401,050.20 |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 275,000 | $277,790.78 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 2,005 | $135,217.20 |
| 92922PAL0 | W & T OFFSHORE INC 9.75000 11/01/2023 | US | 120,000 | $119,550.00 | |
| 92960PAA7 | W/S PACKAGING HOLDINGS 9.00000 04/15/2023 | US | 145,000 | $151,887.50 | |
| 93065PAA9 | WBHT 2019-WBM A FLT 3.53375 12/15/2033 | US | 1,045,000 | $1,040,471.91 | |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 250,000 | $238,750.00 | |
| 948741103 | WEINGARTEN REALTY INVESTORS | US | WRI | 3,795 | $111,459.15 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 1,790 | $138,904.00 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 560,000 | $560,700.00 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 135,000 | $135,675.00 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 1,910,000 | $1,896,171.29 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 641,254.48 | $641,895.61 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 790,166.09 | $787,884.17 | |
| 98850P109 | YUM CHINA HOLDINGS INC | CN | YUMC | 1,395 | $62,649.45 |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 270,000 | $259,875.00 | |
| B01FLR7 | PING AN INSURANCE GROUP CO-H | CN | 2318 HK | 10,000 | $112,582.19 |
| B01JCK9 | LI NING CO LTD | CN | 2331 HK | 43,909 | $69,035.31 |
| B02L3W3 | BERKELEY GROUP HOLDINGS | GB | BKG LN | 2,555 | $122,832.02 |
| B058TZ6 | SAFRAN SA | FR | SAF FP | 340 | $46,600.88 |
| B068DB9 | SM INVESTMENTS CORP | PH | SM PM | 2,385 | $42,466.57 |
| B0744B3 | BUNZL PLC | GB | BNZL LN | 1,760 | $58,090.97 |
| B07DRZ5 | RECORDATI SPA | IT | REC IM | 1,030 | $40,134.89 |
| B09DHL9 | MTU AERO ENGINES HOLDING AG | DE | MTX GR | 260 | $58,932.16 |
| B0C2CQ3 | ENGIE | FR | ENGI FP | 1,755 | $26,172.17 |
| B0SWJX3 | LONDON STOCK EXCHANGE GROUP | GB | LSE LN | 3,480 | $215,260.15 |
| B0YZ0Z5 | DEUTSCHE WOHNEN SE | DE | DWNI GR | 3,881 | $188,327.46 |
| B11TCY0 | SCHINDLER HOLDING-PART CERT | CH | SCHP SW | 285 | $59,136.64 |
| B15C557 | TOTAL SA | FR | FP FP | 2,295 | $127,715.80 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 8,235 | $131,955.70 |
| B1JB4K8 | SYMRISE AG | DE | SY1 GR | 650 | $58,596.47 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 9,000 | $50,739.69 |
| B1WGG93 | GEBERIT AG-REG | CH | GEBN SW | 140 | $57,258.64 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 1,265 | $66,112.19 |
| B1XH026 | VINCI SA | FR | DG FP | 1,760 | $171,252.00 |
| B1Y9TB3 | DANONE | FR | BN FP | 3,055 | $235,239.04 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 9,000 | $61,352.94 |
| B1YXBJ7 | AIR LIQUIDE | FR | AI FP | 460 | $58,540.53 |
| B1Z9Q99 | ABOITIZ POWER CORP | PH | AP PM | 35,900 | $24,202.25 |
| B247XZ6 | MANILA ELECTRIC COMPANY | PH | MER PM | 3,620 | $26,231.64 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 1,900 | $63,484.48 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 2,905 | $94,148.65 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 2,850,000 | $142,968.02 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 360,000 | $279,379.50 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 4,000,000 | $198,455.97 | |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 1,925 | $77,870.47 |
| B4YN9R2 | SINGAPORE GOVERNMENT 2.50000 06/01/2019 | SG | 660,000 | $487,378.77 | |
| B5VJH76 | BDO UNIBANK INC | PH | BDO PM | 17,530 | $44,744.33 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 2,595 | $64,061.85 |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 5,300,000 | $273,802.50 | |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 11,535 | $122,446.53 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 10,600 | $166,698.98 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 1,000,000 | $49,781.95 | |
| B725S29 | PUREGOLD PRICE CLUB INC | PH | PGOLD PM | 22,100 | $20,272.65 |
| B7T7721 | ROYAL BANK OF SCOTLAND | GB | RBS LN | 39,200 | $126,227.44 |
| B8FMRX8 | COLOPLAST-B | DK | COLOB DC | 535 | $58,727.29 |
| B8K9X70 | GRAND CITY PROPERTIES | DE | GYC GR | 4,064 | $98,146.05 |
| B92RW83 | LT GROUP INC | PH | LTG PM | 68,300 | $20,941.34 |
| B9G6L89 | LEG IMMOBILIEN AG | DE | LEG GR | 1,215 | $149,307.35 |
| BBD7Q84 | SUNTORY BEVERAGE & FOOD LTD | JP | 2587 JP | 1,200 | $56,437.82 |
| BBG00NCXF4P1 | RAMP US 04/18/19 P50 | US | -237 | -$10,665.00 | |
| BBG00NG63J67 | EA US 04/05/19 P90 | US | -134 | -$402.00 | |
| BBG00NH7KDD0 | LULU US 04/05/19 P130 | CA | -69 | -$207.00 | |
| BBJPFY1 | VONOVIA SE | DE | VNA GR | 3,750 | $194,609.31 |
| BD0Q398 | KONINKLIJKE AHOLD DELHAIZE N | NL | AD NA | 1,425 | $37,939.04 |
| BD3JR69 | CHINA MAPLE LEAF EDUCATIONAL | CN | 1317 HK | 106,000 | $51,199.84 |
| BD4TZK8 | OCI NV | NL | OCI NA | 2,035 | $56,060.20 |
| BD9Y5C0 | TECHNOGYM SPA | IT | TGYM IM | 5,635 | $69,418.53 |
| BD9Y9B7 | BASIC-FIT NV | NL | BFIT NA | 1,950 | $65,622.69 |
| BDQZ7T7 | WISDOM EDUCATION INTERNATION | CN | 6068 HK | 104,000 | $50,640.80 |
| BDXN0J5 | UK TREASURY BILL GBP 0.00000 05/28/2019 | GB | 287,000 | $373,352.69 | |
| BDZV116 | EPIROC AB-A | SE | EPIA SS | 1,530 | $15,452.47 |
| BF1K7P7 | ESSITY AKTIEBOLAG-B | SE | ESSITYB SS | 1,365 | $39,391.62 |
| BF2DSG3 | SIKA AG-REG | CH | SIKA SW | 430 | $60,136.42 |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 280,000 | $274,400.00 | |
| BFTCYP4 | ROBINSONS RETAIL HOLDINGS IN | PH | RRHI PM | 11,880 | $17,873.17 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 46,695 | $69,980.17 |
| BGLP232 | MONCLER SPA | IT | MONC IM | 1,395 | $56,301.98 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 137,000 | $125,907.96 |
| BHC8X90 | NOVO NORDISK A/S-B | DK | NOVOB DC | 1,150 | $60,105.18 |
| BJ2KSG2 | AKZO NOBEL | NL | AKZA NA | 1,800 | $159,900.89 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 127,892 | $5,881,471.43 |
| BMTRW10 | B&M EUROPEAN VALUE RETAIL SA | GB | BME LN | 11,235 | $54,728.81 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 10,095 | $133,005.42 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 78,245 | $2,300,525.79 |
| BQRRZ00 | RECRUIT HOLDINGS CO LTD | JP | 6098 JP | 2,100 | $60,207.97 |
| BSQXJ01 | THULE GROUP AB/THE | SE | THULE SS | 4,630 | $104,778.00 |
| BSS7GP5 | AGL ENERGY LTD | AU | AGL AU | 2,465 | $38,103.49 |
| BW1YVH8 | WALMART DE MEXICO SAB DE CV | MX | WALMEX* MM | 21,755 | $58,158.29 |
| BYMXPS7 | UNICREDIT SPA | IT | UCG IM | 3,902 | $50,123.37 |
| BYNXBZ5 | ADO PROPERTIES SA | DE | ADJ GR | 875 | $49,751.83 |
| BYW0PQ6 | LAND SECURITIES GROUP PLC | GB | LAND LN | 5,410 | $64,411.65 |
| BYWPGC4 | CHINA YUHUA EDUCATION CORP L | CN | 6169 HK | 162,000 | $66,659.59 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,280 | $92,550.52 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 54,612 | $4,584,379.98 |
| BYZFZ91 | SOPHOS GROUP PLC | GB | SOPH LN | 18,655 | $73,190.78 |
| G02602103 | AMDOCS LTD | GG | DOX | 1,940 | $104,973.40 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 1,360 | $48,796.80 |
| G25839104 | COCA-COLA EUROPEAN PARTNERS | GB | CCEP | 775 | $40,098.50 |
| G27358103 | DESPEGAR.COM CORP | AR | DESP | 1,705 | $25,404.50 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 290,000 | $300,150.00 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 69,155 | $6,298,637.40 |
| G8473T100 | STERIS PLC | GB | STE | 315 | $40,329.45 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 2,270 | $109,323.20 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 84,430 | $735,385.30 |
| M22465104 | CHECK POINT SOFTWARE TECH | IL | CHKP | 480 | $60,715.20 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 970 | $66,862.10 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 49,265 | $3,287,453.45 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 1,295 | $52,680.60 |
| USD | US DOLLAR | US | 5,994,912.07 | $5,994,912.07 |
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
$30.38
Daily $ Change
$0.05
Daily % Change
0.16%
as of 04/18/2019
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 03/31/2019
YTD
7.25%
1 Year
4.48%
3 Year
5.59%
5 Year
3.14%
10 Year
7.55%
Inception
(01/01/2000)
5.90%
US Stock Market Cycle (04/01/2000 - 03/31/2019)
5.88%
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 03/31/2019
| TREASURY NOTES | 12.02% |
| GOVERNMENT AGENCY | 8.07% |
| TREASURY BONDS | 7.67% |
| UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | 2.93% |
| MICROSOFT CORP | 1.57% |
| NOVARTIS AG- REG | 1.44% |
| MEDTRONIC INC | 1.31% |
| MASTERCARD INC-CLASS A | 1.24% |
| TENCENT HOLDINGS LTD | 1.22% |
| VISA INC - CLASS A SHARES | 1.12% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 03/31/2019
| Bonds | 62.35% | |
| Stocks | 36.42% | |
| Cash | 1.23% |
Detailed Asset Class Allocation
As of 03/31/2019
| International Equities | 14.00% | |
| Small Capitalization | 0.39% | |
| Mid Capitalization | 1.01% | |
| Large Capitalization | 21.02% | |
| Long Term Fixed Income | 21.99% | |
| Intermediate Term Fixed Income | 29.11% | |
| Short Term Fixed Income | 11.25% | |
| Cash | 1.23% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
March Fund Holdings
As of 03/31/2019
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00101JAH9 | ADT SEC CORP 4.12500 06/15/2023 | US | 140,000 | $135,030.00 | |
| 00101JAM8 | ADT CORP 5.25000 03/15/2020 | US | 90,000 | $90,900.00 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 2,540,000 | $2,611,487.03 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 5,000,000 | $4,970,283.75 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 620,000 | $623,100.00 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 1,510 | $41,177.70 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 2,470,000 | $2,483,759.21 | |
| 0081180 | BARRATT DEVELOPMENTS PLC | GB | BDEV LN | 16,205 | $126,583.09 |
| 008492100 | AGREE REALTY CORP | US | ADC | 935 | $64,832.90 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 120,000 | $122,194.63 | |
| 0136701 | BRITISH LAND CO PLC | GB | BLND LN | 8,465 | $64,991.49 |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 350 | $49,896.00 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 690 | $125,890.50 |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 3,110 | $3,648,994.10 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 3,085 | $3,630,705.65 |
| 023135106 | AMAZON.COM INC | US | AMZN | 970 | $1,727,327.50 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 417,670 | $1,795,981.00 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 98,875 | $4,046,188.61 |
| 02376RAA0 | AMERICAN AIRLINES GROUP 5.50000 10/01/2019 | US | 530,000 | $536,572.00 | |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 1,485 | $70,656.30 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 18,290 | $114,967.25 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 9,210 | $209,251.20 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 1,320,000 | $1,306,419.75 | |
| 02753GAA7 | AMERICAN MIDSTREAM PTR/F 9.50000 12/15/2021 | US | 145,000 | $133,400.00 | |
| 03019LAA4 | AMERICAN TANKER INC 9.25000 02/22/2022 | US | 100,000 | $98,000.00 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 10,270 | $2,023,806.20 |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 66,656.51 | $67,110.53 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 1,415 | $43,171.65 |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 130,000 | $131,950.00 | |
| 03748R754 | APARTMENT INVT & MGMT CO -A | US | AIV | 2,756.4 | $138,619.43 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 2,630 | $42,869.00 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | MUL | 120,000 | $120,000.00 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 2,905 | $63,334.98 |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,185 | $131,598.73 |
| 05278C107 | AUTOHOME INC-ADR | CN | ATHM | 1,085 | $114,055.20 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,760 | $353,284.80 |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 4,000,000 | $3,977,576.80 | |
| 058498106 | BALL CORP | US | BLL | 90,110 | $5,213,764.60 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 3,990,000 | $4,069,138.90 | |
| 0673123 | ASSOCIATED BRITISH FOODS PLC | GB | ABF LN | 1,880 | $59,780.55 |
| 0682538 | PERSIMMON PLC | GB | PSN LN | 4,430 | $125,305.88 |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 22,155 | $4,450,717.95 |
| 0870612 | LLOYDS BANKING GROUP PLC | GB | LLOY LN | 157,240 | $127,393.11 |
| 0878230 | TAYLOR WIMPEY PLC | GB | TW/ LN | 54,985 | $125,762.31 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 18,950 | $1,683,328.50 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 4,975 | $98,799.29 |
| 09247X101 | BLACKROCK INC | US | BLK | 2,180 | $931,666.60 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 8,260 | $167,885.47 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 2,920 | $5,095,137.20 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 2,175 | $291,189.00 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 12,115 | $192,143.90 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 1,335 | $55,696.20 |
| 11680JAA0 | BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 | US | 125,000 | $119,687.50 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 16,180 | $1,544,219.20 |
| 12555DAA3 | CIM 2019-INV1 A1 4.00000 02/25/2049 | US | 555,000 | $564,040.95 | |
| 12572Q105 | CME GROUP INC | US | CME | 9,455 | $1,556,103.90 |
| 12591QAR3 | COMM 2014-UBS4 A5 3.69400 08/10/2047 | US | 3,600,000 | $3,727,936.80 | |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 2,640,000 | $2,643,300.00 | |
| 12593GAF9 | COMM 2015-PC1 A5 3.90200 07/10/2050 | US | 1,900,000 | $1,979,900.32 | |
| 12629NAF2 | COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 | US | 4,200,000 | $4,256,684.88 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 938,246.64 | $896,810.20 | |
| 133131102 | CAMDEN PROPERTY TRUST | US | CPT | 445 | $45,167.50 |
| 13321L108 | CAMECO CORP | CA | CCJ | 4,421 | $52,123.59 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 49,004.3 | $48,820.53 | |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 1,155,041.09 | $1,152,665.63 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 265,000 | $251,750.00 | |
| 165183BB9 | CFII 2017-4A A1 2.12000 11/15/2029 | US | 1,600,144.56 | $1,584,522.83 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 2,170 | $60,347.70 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 1,420,000 | $2,134,622.34 | |
| 191216100 | COCA COLA CO/THE | US | KO | 71,070 | $3,330,340.20 |
| 2011646 | ALIMENTATION COUCHE-TARD -B | CA | ATD/B CN | 675 | $39,762.04 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 4,410 | $158,274.90 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 680 | $60,873.57 |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 18,740 | $181,028.40 |
| 22282EAH5 | COVANTA HOLDING CORP 6.00000 01/01/2027 | US | 130,000 | $130,000.00 | |
| 22546QAD9 | CREDIT SUISSE AG 5.40000 01/14/2020 | CH | 2,250,000 | $2,290,612.73 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 1,030 | $131,840.00 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 614,829.96 | $592,051.74 | |
| 229663109 | CUBESMART | US | CUBE | 1,215 | $38,928.60 |
| 23311RAD8 | DCP MIDSTREAM OPERATING 5.35000 03/15/2020 | US | 90,000 | $91,590.30 | |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 2,490 | $28,228.76 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 115,000 | $110,198.75 | |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 26,300 | $62,869.88 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 55,030 | $577,264.70 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,575 | $187,425.00 |
| 254683BK0 | DCENT 2014-A4 2.12000 12/15/2021 | US | 180,000 | $179,773.45 | |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 2,720,000 | $2,643,454.20 | |
| 25787GAC4 | DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 | US | 120,000 | $120,900.00 | |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 290,000 | $294,350.00 | |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 310,000 | $294,500.00 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 18,100 | $840,383.00 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 40,690 | $997,496.46 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 50,405 | $1,048,949.04 |
| 285512109 | ELECTRONIC ARTS | US | EA | 27,900 | $2,835,477.00 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 5,730 | $26,584.35 |
| 29444U700 | EQUINIX INC | US | EQIX | 6,465 | $2,929,679.40 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 970 | $110,871.00 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 3,820 | $287,722.40 |
| 29670E107 | ESSENTIAL PROPERTIES REALTY | US | EPRT | 4,474 | $87,332.48 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 690 | $199,575.60 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 4,675,000 | $4,663,920.25 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 995 | $101,400.45 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 89,336.91 | $88,950.39 | |
| 30261UAJ3 | FREMF 2013-K713 B 3.15484 04/25/2046 | US | 1,200,000 | $1,200,644.28 | |
| 30264DAA7 | FS ENERGY & POWER FUND 7.50000 08/15/2023 | US | 170,000 | $174,356.25 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.73430 02/25/2048 | US | 2,300,000 | $2,329,487.38 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.35855 05/25/2045 | US | 675,000 | $674,563.55 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 104,626,022.12 | $327,448.06 | |
| 3128M5A91 | FHLM POOL G03332 6.00000 10/01/2037 | US | 46,479.08 | $51,215.20 | |
| 3128M5NM8 | FHLM POOL G03696 5.50000 01/01/2038 | US | 99,898.58 | $109,648.87 | |
| 3128M6B98 | FHLM POOL G04264 5.50000 04/01/2038 | US | 346,301.34 | $378,732.00 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 102,665.96 | $111,671.04 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 140,430.75 | $154,740.03 | |
| 3128M7KW5 | FHLM POOL G05409 5.50000 03/01/2039 | US | 242,295.38 | $265,438.71 | |
| 3128M8AW4 | FHLM POOL G06021 5.50000 01/01/2040 | US | 94,334.29 | $103,152.97 | |
| 3128M9C83 | FHLM POOL G06995 6.00000 05/01/2040 | US | 292,380.71 | $321,885.61 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 10,338.86 | $10,683.59 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 18,948.62 | $19,387.54 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 13,176.84 | $13,568.31 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 10,733.74 | $11,119.59 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 18,539.22 | $19,157.74 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 2,052,226.42 | $2,159,427.96 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 238,410.25 | $260,425.35 | |
| 3132VLY43 | FHLM POOL FG Q60730 4.00000 01/01/2049 | US | 1,940,667.84 | $2,000,327.04 | |
| 31335ABB3 | FHLM POOL G60034 4.50000 02/01/2045 | US | 2,693,064.6 | $2,825,180.48 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 684,560.03 | $709,024.73 | |
| 31335CCY8 | FHLM POOL FG G61887 MTGE 5.00000 02/01/2049 | US | 1,349,456.03 | $1,428,600.10 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 9,617.95 | $9,652.31 | |
| 3134865 | BARCLAYS PLC | GB | BARC LN | 62,745 | $126,386.01 |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 1,040,765.55 | $1,060,560.70 | |
| 31371NCJ2 | FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 | US | 485,546.05 | $533,870.33 | |
| 313747206 | FEDERAL RLTY INVT TR SH BEN INT | US | FRT | 345 | $47,558.25 |
| 3137A2B34 | FHMS K009 X1 FLT 1.26972 08/25/2020 | US | 10,666,103.1 | $143,151.90 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.14985 04/25/2021 | US | 6,583,099.33 | $134,708.64 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.47861 10/25/2021 | US | 3,985,277.03 | $129,970.64 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.44016 06/25/2022 | US | 15,223,237.14 | $597,201.50 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.19480 04/25/2023 | US | 45,768,725.9 | $327,365.39 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.10256 05/25/2023 | US | 29,445,550.75 | $130,779.47 | |
| 3137F4YU0 | FHR 4791 BA MTGE 4.00000 03/15/2044 | US | 1,275,119.78 | $1,314,010.17 | |
| 3137FG2L8 | FHR 4801 BA MTGE 4.50000 05/15/2044 | US | 1,259,034.94 | $1,310,734.94 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 223,682.11 | $236,490.85 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 126,386.51 | $133,584.90 | |
| 3138EQTZ5 | FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 | US | 1,755,256.41 | $1,855,655.53 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65100 01/01/2049 | US | 2,150,729.15 | $2,368,048.16 | |
| 3138WDAY7 | FEDERAL NATL MTG ASSN FN AS3622 3.50000 10/01/2044 | US | 3,041,047.14 | $3,100,991.35 | |
| 3138WGK37 | FEDERAL NATL MTG ASSN FN AS6613 4.00000 02/01/2046 | US | 2,725,309.93 | $2,818,301.37 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 509,954.34 | $560,945.97 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 591,462.06 | $612,155.04 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 1,021,524.78 | $1,036,727.38 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 704,336.25 | $716,274.81 | |
| 3140F9M51 | FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 | US | 1,563,238.67 | $1,616,015.80 | |
| 3140FEXR0 | FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 | US | 1,623,409.1 | $1,677,802.61 | |
| 3140HPUY1 | FEDERAL NATL MTG ASSN FN BK9598 4.50000 08/01/2048 | US | 507,233.04 | $530,570.85 | |
| 3140JGVQ5 | FEDERAL NATL MTG ASSN FN BN0622 4.50000 01/01/2049 | US | 1,995,377.86 | $2,083,925.11 | |
| 3140Q84E2 | FEDERAL NATL MTG ASSN FN CA1720 5.00000 05/01/2048 | US | 1,897,593.94 | $2,006,959.07 | |
| 3140Q9D42 | FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 | US | 804,802.2 | $851,188.94 | |
| 3140Q9PD9 | FEDERAL NATL MTG ASSN FN CA2219 5.00000 08/01/2048 | US | 636,127.28 | $672,987.90 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 14,160.62 | $14,488.73 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 16,632.75 | $17,020.25 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 108,994.11 | $110,717.66 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 134,693.45 | $136,855.34 | |
| 31410KJV7 | FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 | US | 301,400.7 | $332,540.18 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 292,709.31 | $316,340.57 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 104,059.35 | $114,060.91 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 4,577.21 | $4,623.55 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 77,452.02 | $78,748.39 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 578,875.53 | $608,694.61 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 553,826.6 | $582,377.26 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 902,290.47 | $899,541.55 | |
| 31418MDZ2 | FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 | US | 159,205.55 | $175,650.59 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 63,303.63 | $69,814.35 | |
| 31418MJC7 | FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 | US | 185,815.87 | $201,247.01 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 298,159.17 | $326,631.77 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 14,393.54 | $14,982.75 | |
| 31419BBV6 | FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 | US | 510,267.19 | $539,371.58 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 7,965 | $1,444,930.65 |
| 315786AC7 | FIDELITY & GUARA NTY LIFE 5.50000 05/01/2025 | US | 115,000 | $115,431.25 | |
| 3163836 | INTERTEK GROUP PLC | GB | ITRK LN | 935 | $59,231.89 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 2,260 | $79,913.60 |
| 335934AK1 | FIRST QUANTUM MINERALS L 7.25000 04/01/2023 | CA | 50,000 | $48,875.00 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 140,000 | $138,250.00 | |
| 357081AE8 | FREMF 2015-K720 B FLT 3.39034 07/25/2022 | US | 970,000 | $977,740.02 | |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 1,500,000 | $1,509,644.21 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 | US | 1,900,000 | $1,892,008.03 | |
| 36143WAS0 | GAHR 2015-NRF DFX FLT 3.38216 12/15/2034 | US | 900,000 | $894,483.00 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 37,227.95 | $37,492.44 | |
| 369604BQ5 | GENERAL ELECTRIC CO 5.00000 01/21/2021 | US | 2,340,000 | $2,185,560.00 | |
| 37045VAR1 | GENERAL MOTORS CO FLT 3.50063 09/10/2021 | US | 1,820,000 | $1,805,129.58 | |
| 37045XAR7 | GENERAL MOTORS FINL CO 3.15000 01/15/2020 | US | 2,300,000 | $2,303,214.34 | |
| 37185LAF9 | GENESIS ENERGY LP/GENESI 5.62500 06/15/2024 | US | 115,000 | $110,400.00 | |
| 374297109 | GETTY REALTY CORP | US | GTY | 2,620 | $83,918.60 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 325,000 | $320,937.50 | |
| 38141GVR2 | GOLDMAN SACHS GROUP INC 4.25000 10/21/2025 | US | 1,320,000 | $1,351,172.95 | |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 1,238,351.43 | $1,194,708.33 | |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 130,000 | $130,325.00 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 425 | $37,812.25 |
| 4012250 | AIRBUS SE | FR | AIR FP | 550 | $72,895.28 |
| 4031976 | ADIDAS AG | DE | ADS GR | 245 | $59,589.52 |
| 40414L109 | HCP INC | US | HCP | 4,705 | $147,266.50 |
| 4057808 | L'OREAL | FR | OR FP | 375 | $100,984.74 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 250 | $92,083.87 |
| 406216101 | HALLIBURTON CO | US | HAL | 71,085 | $2,082,790.50 |
| 4076836 | INTESA SANPAOLO | IT | ISP IM | 20,530 | $50,104.06 |
| 4162791 | THALES SA | FR | HO FP | 110 | $13,179.18 |
| 4163437 | CAP GEMINI | FR | CAP FP | 165 | $20,021.50 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 4,010 | $128,761.10 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 6,375 | $182,261.25 |
| 43300A203 | HILTON WORLDWIDE HOLDINGS INC | US | HLT | 1,070 | $88,927.70 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 4,680 | $88,452.00 |
| 444454AB8 | HUGHES SATELITE SYSTEMS 6.50000 06/15/2019 | US | 200,000 | $201,020.00 | |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 255,000 | $253,087.50 | |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 255,000 | $250,218.75 | |
| 45337C102 | INCYTE CORP | US | INCY | 43,680 | $3,756,916.80 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 7,905 | $85,294.95 |
| 4574813 | MEDIOBANCA SPA | IT | MB IM | 4,870 | $50,707.08 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 100,000 | $101,520.00 | |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 22,450 | $1,709,343.00 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 2,715,000 | $2,724,922.16 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 3.33175 12/17/2036 | US | 504,887.44 | $502,675.12 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.63175 12/17/2036 | US | 390,000 | $389,734.72 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 6,350 | $154,495.50 |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 450 | $39,168.00 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 3,820,000 | $3,827,409.50 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 433,618.03 | $429,806.96 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 507,219.38 | $505,612.00 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 706,749.99 | $707,371.79 | |
| 46647PAY2 | JPMORGAN CHASE & CO 4.02300 12/05/2024 | US | 1,960,000 | $2,034,054.50 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 1,207,175.32 | $1,207,741.49 | |
| 4682329 | PERNOD-RICARD SA | FR | RI FP | 440 | $79,007.09 |
| 4712798 | RENAULT SA | FR | RNO FP | 300 | $19,835.41 |
| 4741844 | MERCK KGAA | DE | MRK GR | 34,840 | $3,977,735.59 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 4,360 | $91,734.40 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 36,430 | $5,092,549.70 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 245,000 | $129,850.00 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 1,230 | $133,167.42 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 20 | $49,813.95 |
| 4834108 | SCHNEIDER ELECTRIC SE | FR | SU FP | 790 | $62,006.28 |
| 4834777 | VIVENDI | FR | VIV FP | 900 | $26,082.19 |
| 4846288 | SAP AG | DE | SAP GR | 520 | $60,114.64 |
| 49446R109 | KIMCO REALTY CORP | US | KIM | 4,030 | $74,555.00 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 3,300,000 | $4,029,374.28 | |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 200,000 | $199,500.00 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 110,000 | $111,408.00 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 120,000 | $124,224.00 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 575 | $58,750.56 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 1,085 | $112,955.27 |
| 5176177 | ORANGE | FR | ORA FP | 1,985 | $32,361.71 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 90 | $59,424.81 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 250 | $10,810.58 |
| 529043101 | LEXINGTON REALTY TRUST | US | LXP | 7,975 | $72,253.50 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 3,540 | $171,406.80 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 125 | $18,631.17 |
| 53815P108 | LIVERAMP HOLDINGS INC | US | RAMP | 34,635 | $1,890,031.95 |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 115,000 | $111,550.00 | |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 11,590 | $88,336.29 |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | 20 | $36,150.65 |
| 550021109 | LULULEMON - ADR | CA | LULU | 20,455 | $3,351,960.85 |
| 5505072 | KERING | FR | KER FP | 65 | $37,284.33 |
| 5533976 | SWISSCOM AG-REG | CH | SCMN SW | 80 | $39,141.66 |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 275,000 | $261,250.00 | |
| 5596991 | UCB SA | BE | UCB BB | 450 | $38,656.23 |
| 5669354 | REPSOL SA | ES | REP SM | 7,794 | $133,342.55 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 1,150 | $101,688.27 |
| 5713422 | METSO OYJ | FI | METSO FH | 425 | $14,652.84 |
| 5735631 | TAG IMMOBILIEN AG | DE | TEG GR | 3,995 | $98,668.35 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 25,440 | $5,989,848.00 |
| 58502BAC0 | MEDNAX INC 6.25000 01/15/2027 | US | 155,000 | $156,550.00 | |
| 58933Y105 | MERCK & CO INC | US | MRK | 22,610 | $1,880,473.70 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 105,000 | $101,818.50 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 64,185 | $7,569,978.90 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 1,230 | $134,475.90 |
| 5962280 | CHOCOLADEFABRIKEN LINDT-PC | CH | LISP SW | 8 | $54,395.13 |
| 5966516 | SOCIETE GENERALE | FR | GLE FP | 1,135 | $32,794.26 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 20 | $51,190.66 |
| 5986622 | KONINKLIJKE PHILIPS NV | NL | PHIA NA | 955 | $39,019.17 |
| 6055112 | AYALA LAND INC | PH | ALI PM | 60,300 | $51,597.20 |
| 6074968 | BANK OF THE PHILIPPINE ISLAN | PH | BPI PM | 14,640 | $23,498.65 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 80,390 | $4,013,068.80 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 2,400 | $53,192.72 |
| 615369105 | MOODY'S CORPORATION | US | MCO | 14,455 | $2,617,655.95 |
| 61744YAG3 | MORGAN STANLEY FLT 3.95763 05/08/2024 | US | 3,930,000 | $3,959,392.47 | |
| 6211732 | DAEWOO SHIPBUILDING& MARINE | KR | 042660 KS | 1,125 | $27,767.22 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 245,000 | $244,387.50 | |
| 6248990 | KDDI CORP | JP | 9433 JP | 2,300 | $49,535.79 |
| 6250508 | DAITO TRUST CONSTRUCT CO LTD | JP | 1878 JP | 400 | $55,807.18 |
| 6250865 | SUMITOMO DAINIPPON PHARMA CO | JP | 4506 JP | 1,400 | $34,746.72 |
| 6264189 | NCSOFT CORP | KR | 036570 KS | 90 | $39,346.65 |
| 6272483 | DMCI HOLDINGS INC | PH | DMC PM | 83,200 | $19,013.52 |
| 6284864 | GLOBE TELECOM INC | PH | GLO PM | 630 | $23,251.57 |
| 62913TAM4 | NGL ENRGY PART LP/FIN CO 6.12500 03/01/2025 | US | 160,000 | $154,400.00 | |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 114,000 | $90,477.90 |
| 62957HAC9 | NABORS INDUSTRIES INC 5.50000 01/15/2023 | US | 140,000 | $133,630.00 | |
| 6332439 | FAST RETAILING CO LTD | JP | 9983 JP | 100 | $47,096.11 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 1,590 | $88,070.10 |
| 637870106 | NATIONAL STORAGE AFFILIATES | US | NSA | 1,305 | $37,205.55 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 1,300 | $59,214.45 |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 170 | $41,046.50 |
| 6441506 | HOYA CORP | JP | 7741 JP | 600 | $39,742.36 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 1,045 | $109,787.26 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 2,300 | $119,347.55 |
| 6474494 | JOLLIBEE FOODS CORP | PH | JFC PM | 5,120 | $30,909.16 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 1,155 | $104,053.95 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 1,900 | $47,140.58 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 587,711.93 | $593,322.93 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 775,428.45 | $784,133.80 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 1,406,362.6 | $1,420,825.49 | |
| 6483809 | KAO CORP | JP | 4452 JP | 800 | $63,141.33 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 280 | $175,054.61 |
| 6499550 | KYOWA HAKKO KIRIN CO LTD | JP | 4151 JP | 2,900 | $63,288.00 |
| 6514442 | METROPOLITAN BANK & TRUST | PH | MBT PM | 20,130 | $30,660.17 |
| 6518808 | LION CORP | JP | 4912 JP | 3,100 | $65,329.93 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 36,000 | $69,083.46 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 2,100 | $105,154.34 |
| 6644800 | NITORI HOLDINGS CO LTD | JP | 9843 JP | 400 | $51,718.17 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 245,000 | $215,600.00 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 72,060 | $6,927,848.40 |
| 67059TAD7 | NUSTAR LOGISTICS LP 6.75000 02/01/2021 | US | 120,000 | $124,800.00 | |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 100,000 | $101,209.35 | |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 64,000 | $61,200.84 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 4,200 | $74,965.60 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 4,715 | $34,381.15 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 600 | $51,455.36 |
| 6818843 | SM PRIME HOLDINGS INC | PH | SMPH PM | 83,850 | $63,752.73 |
| 6821120 | SONIC HEALTHCARE LTD | AU | SHL AU | 2,200 | $38,395.51 |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 1,300,000 | $1,296,399.00 | |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 1,900 | $84,223.02 |
| 6883807 | SYSMEX CORP | JP | 6869 JP | 900 | $54,518.91 |
| 6885074 | TERUMO CORP | JP | 4543 JP | 1,800 | $55,090.25 |
| 6911485 | UNICHARM CORP | JP | 8113 JP | 1,700 | $56,358.76 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 200,000 | $205,500.00 | |
| 6919519 | UNIVERSAL ROBINA CORP | PH | URC PM | 11,080 | $32,061.34 |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 2,560 | $62,848.17 |
| 6985112 | YAKULT HONSHA CO LTD | JP | 2267 JP | 800 | $56,090.92 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 205,000 | $203,975.00 | |
| 7021963 | DEUTSCHE BOERSE AG | DE | DB1 GR | 655 | $83,984.25 |
| 7062713 | SODEXO | FR | SW FP | 525 | $57,812.94 |
| 7088429 | AXA SA | FR | CS FP | 2,370 | $59,607.90 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 1,780 | $171,092.78 |
| 7103526 | PEUGEOT SA | FR | UG FP | 515 | $12,566.90 |
| 7110388 | ROCHE HOLDING AG-GENUSSCHEIN | CH | ROG SW | 830 | $228,710.55 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 135 | $31,883.27 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 46,769 | $4,459,443.38 |
| 7133608 | EQUINOR ASA | NO | EQNR NO | 5,955 | $130,534.06 |
| 713448108 | PEPSICO INC | US | PEP | 30,250 | $3,707,137.50 |
| 7145056 | ENI SPA | IT | ENI IM | 7,700 | $136,048.33 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 510 | $101,066.60 |
| 71642QAB3 | PDLLN 7 1/4 05/01/22 7.25000 05/01/2022 | GB | 120,000 | $112,200.00 | |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 10,980 | $206,533.80 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 300 | $32,772.12 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 1,635 | $19,740.98 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 1,755 | $29,519.10 | |
| 7309681 | BNP PARIBAS | FR | BNP FP | 1,525 | $72,572.36 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 545 | $19,761.23 |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 4,060,000 | $4,125,844.71 | |
| 74166MAB2 | PRIME SECSRVC BRW/FINANC 5.25000 04/15/2024 | US | 125,000 | $125,000.00 | |
| 74340W103 | PROLOGIS | US | PLD | 5,610 | $403,639.50 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 2,480,000 | $2,622,600.00 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 1,070 | $233,024.60 |
| 756109104 | REALTY INCOME CORP | US | O | 730 | $53,698.80 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 4,065 | $1,669,170.30 |
| 76131D103 | RESTAURANT BRANDS INTERN | CA | QSR | 935 | $60,877.85 |
| 7698356 | GETINGE AB-B SHS | SE | GETIB SS | 5,845 | $68,161.57 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 170,000 | $173,612.50 | |
| 77714PAB5 | SEMGROUP / ROSE ROCK FIN 5.62500 07/15/2022 | US | 180,000 | $177,975.00 | |
| 7792559 | HEINEKEN NV | NL | HEIA NA | 370 | $39,106.98 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 3,020 | $193,129.00 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 608 | $45,563.52 |
| 78409V104 | S&P GLOBAL INC | US | SPGI | 12,195 | $2,567,657.25 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 9,930 | $1,982,623.80 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 235,000 | $230,887.50 | |
| 78463V107 | SPDR GOLD SHARES | US | 2,115 | $258,051.15 | |
| 78490DAA2 | SOFI 2018-C A1FX 3.08000 01/25/2048 | US | 2,375,968.05 | $2,381,938.14 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 3,650,000 | $4,059,830.54 | |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 2,430,000 | $2,504,260.12 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 41,365 | $1,802,273.05 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 38,935 | $1,664,860.60 |
| 81141R100 | SEA LTD - ADR | SG | SE | 4,335 | $101,959.20 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 15,925 | $1,166,347.00 |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 531,882.72 | $522,933.53 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 737,694.46 | $728,073.08 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 566,842.21 | $518,986.84 | |
| 81762P102 | SERVICENOW INC | US | NOW | 3,920 | $966,240.80 |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 140,000 | $133,000.00 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 2,585 | $471,012.85 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 198,099.1 | $196,881.44 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 225,000 | $223,631.08 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 236,498.46 | $236,427.75 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 465,944.75 | $464,070.72 | |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 2,390,000 | $2,452,710.40 | |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 220,000 | $216,150.00 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 3,470 | $102,885.50 |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.70375 11/15/2027 | US | 1,531,712.26 | $1,527,965.84 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 1,480 | $49,580.00 |
| 866674104 | SUN COMMUNITIES | US | SUI | 1,590 | $188,446.80 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,990 | $57,456.00 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 920 | $33,193.60 |
| 876664103 | TAUBMAN CTRS INC | US | TCO | 610 | $32,256.80 |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 385,796.12 | $383,231.12 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 170,000 | $159,375.00 | |
| 88104LAE3 | TERRAFORM POWER OPERATIN 5.00000 01/31/2028 | US | 100,000 | $96,500.00 | |
| 88650V208 | TIER REIT INC | US | TIER | 5,865 | $168,090.90 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 1,930,540.45 | $1,896,710.43 | |
| 89173FAA8 | TPMT 2017-1 A1 2.75000 10/25/2056 | US | 1,140,574.42 | $1,127,829.53 | |
| 89177EAA7 | TPMT 2019-HY1 A1 3.48550 10/25/2048 | US | 1,111,362.73 | $1,111,361.62 | |
| 89613BAA5 | TAH 2016-SFR1 A 2.58900 11/17/2033 | US | 1,983,849.85 | $1,958,525.21 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 912,704.6 | $902,674.16 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 255,000 | $254,076.90 | |
| 902653104 | UDR INC | US | UDR | 3,435 | $156,155.10 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 3,250 | $45,760.00 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 63,883 | $3,687,326.76 |
| 912796SE0 | TREASURY BILL 0.00000 08/22/2019 | US | 2,000,000 | $1,981,122.02 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 6,933,000 | $9,491,168.71 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 7,459,000 | $9,787,897.91 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 2,565,449.88 | $2,496,070.83 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 10,747,000 | $10,139,962.37 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 7,304,000 | $7,569,340.59 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 9,455,000 | $9,724,615.19 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 14,203,200.04 | $14,135,988.22 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 10,271,000 | $9,797,169.91 | |
| 912828S92 | US TREASURY N/B 1.25000 07/31/2023 | US | 19,720,000 | $18,915,793.75 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 2,533,340.55 | $2,504,364.12 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 9,766,000 | $9,775,918.54 | |
| 912828XB1 | UNITED STATES TREAS NTS 2.12500 05/15/2025 | US | 9,860,000 | $9,757,163.26 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 5,875 | $111,625.00 |
| 92189F106 | MARKET VECTORS GOLD MINERS | US | 5,690 | $127,569.80 | |
| 92276F100 | VENTAS INC | US | VTR | 1,500 | $95,715.00 |
| 92339V100 | VEREIT INC | US | VER | 15,860 | $132,748.20 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 3,680,000 | $4,307,049.85 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 7,430 | $1,366,748.50 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 34,580 | $5,401,050.20 |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 275,000 | $277,790.78 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 2,005 | $135,217.20 |
| 92922PAL0 | W & T OFFSHORE INC 9.75000 11/01/2023 | US | 120,000 | $119,550.00 | |
| 92960PAA7 | W/S PACKAGING HOLDINGS 9.00000 04/15/2023 | US | 145,000 | $151,887.50 | |
| 93065PAA9 | WBHT 2019-WBM A FLT 3.53375 12/15/2033 | US | 1,045,000 | $1,040,471.91 | |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 250,000 | $238,750.00 | |
| 948741103 | WEINGARTEN REALTY INVESTORS | US | WRI | 3,795 | $111,459.15 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 1,790 | $138,904.00 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 560,000 | $560,700.00 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 135,000 | $135,675.00 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 1,910,000 | $1,896,171.29 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 641,254.48 | $641,895.61 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 790,166.09 | $787,884.17 | |
| 98850P109 | YUM CHINA HOLDINGS INC | CN | YUMC | 1,395 | $62,649.45 |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 270,000 | $259,875.00 | |
| B01FLR7 | PING AN INSURANCE GROUP CO-H | CN | 2318 HK | 10,000 | $112,582.19 |
| B01JCK9 | LI NING CO LTD | CN | 2331 HK | 43,909 | $69,035.31 |
| B02L3W3 | BERKELEY GROUP HOLDINGS | GB | BKG LN | 2,555 | $122,832.02 |
| B058TZ6 | SAFRAN SA | FR | SAF FP | 340 | $46,600.88 |
| B068DB9 | SM INVESTMENTS CORP | PH | SM PM | 2,385 | $42,466.57 |
| B0744B3 | BUNZL PLC | GB | BNZL LN | 1,760 | $58,090.97 |
| B07DRZ5 | RECORDATI SPA | IT | REC IM | 1,030 | $40,134.89 |
| B09DHL9 | MTU AERO ENGINES HOLDING AG | DE | MTX GR | 260 | $58,932.16 |
| B0C2CQ3 | ENGIE | FR | ENGI FP | 1,755 | $26,172.17 |
| B0SWJX3 | LONDON STOCK EXCHANGE GROUP | GB | LSE LN | 3,480 | $215,260.15 |
| B0YZ0Z5 | DEUTSCHE WOHNEN SE | DE | DWNI GR | 3,881 | $188,327.46 |
| B11TCY0 | SCHINDLER HOLDING-PART CERT | CH | SCHP SW | 285 | $59,136.64 |
| B15C557 | TOTAL SA | FR | FP FP | 2,295 | $127,715.80 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 8,235 | $131,955.70 |
| B1JB4K8 | SYMRISE AG | DE | SY1 GR | 650 | $58,596.47 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 9,000 | $50,739.69 |
| B1WGG93 | GEBERIT AG-REG | CH | GEBN SW | 140 | $57,258.64 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 1,265 | $66,112.19 |
| B1XH026 | VINCI SA | FR | DG FP | 1,760 | $171,252.00 |
| B1Y9TB3 | DANONE | FR | BN FP | 3,055 | $235,239.04 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 9,000 | $61,352.94 |
| B1YXBJ7 | AIR LIQUIDE | FR | AI FP | 460 | $58,540.53 |
| B1Z9Q99 | ABOITIZ POWER CORP | PH | AP PM | 35,900 | $24,202.25 |
| B247XZ6 | MANILA ELECTRIC COMPANY | PH | MER PM | 3,620 | $26,231.64 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 1,900 | $63,484.48 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 2,905 | $94,148.65 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 2,850,000 | $142,968.02 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 360,000 | $279,379.50 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 4,000,000 | $198,455.97 | |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 1,925 | $77,870.47 |
| B4YN9R2 | SINGAPORE GOVERNMENT 2.50000 06/01/2019 | SG | 660,000 | $487,378.77 | |
| B5VJH76 | BDO UNIBANK INC | PH | BDO PM | 17,530 | $44,744.33 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 2,595 | $64,061.85 |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 5,300,000 | $273,802.50 | |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 11,535 | $122,446.53 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 10,600 | $166,698.98 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 1,000,000 | $49,781.95 | |
| B725S29 | PUREGOLD PRICE CLUB INC | PH | PGOLD PM | 22,100 | $20,272.65 |
| B7T7721 | ROYAL BANK OF SCOTLAND | GB | RBS LN | 39,200 | $126,227.44 |
| B8FMRX8 | COLOPLAST-B | DK | COLOB DC | 535 | $58,727.29 |
| B8K9X70 | GRAND CITY PROPERTIES | DE | GYC GR | 4,064 | $98,146.05 |
| B92RW83 | LT GROUP INC | PH | LTG PM | 68,300 | $20,941.34 |
| B9G6L89 | LEG IMMOBILIEN AG | DE | LEG GR | 1,215 | $149,307.35 |
| BBD7Q84 | SUNTORY BEVERAGE & FOOD LTD | JP | 2587 JP | 1,200 | $56,437.82 |
| BBG00NCXF4P1 | RAMP US 04/18/19 P50 | US | -237 | -$10,665.00 | |
| BBG00NG63J67 | EA US 04/05/19 P90 | US | -134 | -$402.00 | |
| BBG00NH7KDD0 | LULU US 04/05/19 P130 | CA | -69 | -$207.00 | |
| BBJPFY1 | VONOVIA SE | DE | VNA GR | 3,750 | $194,609.31 |
| BD0Q398 | KONINKLIJKE AHOLD DELHAIZE N | NL | AD NA | 1,425 | $37,939.04 |
| BD3JR69 | CHINA MAPLE LEAF EDUCATIONAL | CN | 1317 HK | 106,000 | $51,199.84 |
| BD4TZK8 | OCI NV | NL | OCI NA | 2,035 | $56,060.20 |
| BD9Y5C0 | TECHNOGYM SPA | IT | TGYM IM | 5,635 | $69,418.53 |
| BD9Y9B7 | BASIC-FIT NV | NL | BFIT NA | 1,950 | $65,622.69 |
| BDQZ7T7 | WISDOM EDUCATION INTERNATION | CN | 6068 HK | 104,000 | $50,640.80 |
| BDXN0J5 | UK TREASURY BILL GBP 0.00000 05/28/2019 | GB | 287,000 | $373,352.69 | |
| BDZV116 | EPIROC AB-A | SE | EPIA SS | 1,530 | $15,452.47 |
| BF1K7P7 | ESSITY AKTIEBOLAG-B | SE | ESSITYB SS | 1,365 | $39,391.62 |
| BF2DSG3 | SIKA AG-REG | CH | SIKA SW | 430 | $60,136.42 |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 280,000 | $274,400.00 | |
| BFTCYP4 | ROBINSONS RETAIL HOLDINGS IN | PH | RRHI PM | 11,880 | $17,873.17 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 46,695 | $69,980.17 |
| BGLP232 | MONCLER SPA | IT | MONC IM | 1,395 | $56,301.98 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 137,000 | $125,907.96 |
| BHC8X90 | NOVO NORDISK A/S-B | DK | NOVOB DC | 1,150 | $60,105.18 |
| BJ2KSG2 | AKZO NOBEL | NL | AKZA NA | 1,800 | $159,900.89 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 127,892 | $5,881,471.43 |
| BMTRW10 | B&M EUROPEAN VALUE RETAIL SA | GB | BME LN | 11,235 | $54,728.81 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 10,095 | $133,005.42 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 78,245 | $2,300,525.79 |
| BQRRZ00 | RECRUIT HOLDINGS CO LTD | JP | 6098 JP | 2,100 | $60,207.97 |
| BSQXJ01 | THULE GROUP AB/THE | SE | THULE SS | 4,630 | $104,778.00 |
| BSS7GP5 | AGL ENERGY LTD | AU | AGL AU | 2,465 | $38,103.49 |
| BW1YVH8 | WALMART DE MEXICO SAB DE CV | MX | WALMEX* MM | 21,755 | $58,158.29 |
| BYMXPS7 | UNICREDIT SPA | IT | UCG IM | 3,902 | $50,123.37 |
| BYNXBZ5 | ADO PROPERTIES SA | DE | ADJ GR | 875 | $49,751.83 |
| BYW0PQ6 | LAND SECURITIES GROUP PLC | GB | LAND LN | 5,410 | $64,411.65 |
| BYWPGC4 | CHINA YUHUA EDUCATION CORP L | CN | 6169 HK | 162,000 | $66,659.59 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,280 | $92,550.52 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 54,612 | $4,584,379.98 |
| BYZFZ91 | SOPHOS GROUP PLC | GB | SOPH LN | 18,655 | $73,190.78 |
| G02602103 | AMDOCS LTD | GG | DOX | 1,940 | $104,973.40 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 1,360 | $48,796.80 |
| G25839104 | COCA-COLA EUROPEAN PARTNERS | GB | CCEP | 775 | $40,098.50 |
| G27358103 | DESPEGAR.COM CORP | AR | DESP | 1,705 | $25,404.50 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 290,000 | $300,150.00 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 69,155 | $6,298,637.40 |
| G8473T100 | STERIS PLC | GB | STE | 315 | $40,329.45 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 2,270 | $109,323.20 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 84,430 | $735,385.30 |
| M22465104 | CHECK POINT SOFTWARE TECH | IL | CHKP | 480 | $60,715.20 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 970 | $66,862.10 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 49,265 | $3,287,453.45 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 1,295 | $52,680.60 |
| USD | US DOLLAR | US | 5,994,912.07 | $5,994,912.07 |
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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