Search
Filter by type
Retirement Target 2015 CIT
Retirement Target 2015 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 capital growth and manage risk for investors planning to retire in or around the year indicated in the fund’s name.
Investment Strategy
Currently: The portfolio is currently invested in a moderately conservative mix of securities that seeks a more stable rate of growth than that of the stock market by placing a greater emphasis on bonds to help maintain stability. The portfolio is diversified primarily among fixed income securities, with a focus on intermediate maturities. Stock exposure can range from 18% - 54%.
Over Time: The portfolio’s investment mix will gradually become more conservative as the target date approaches and for several years after the target date. At five years after the target date and beyond, the focus will be on capital preservation, and stock exposure can range from 15% - 45%.
May be Appropriate for Investors
- Who may have stopped contributions and started periodic withdrawals around the year 2015
- Who currently have a moderately low tolerance for risk and are looking to minimize extreme declines in account value
- Who prefer to take advantage of professional management through a single, diversified investment portfolio that becomes more conservative over time
About Target Date Funds
A target date fund is a single investment portfolio designed to meet an investor’s changing needs over time. The fund gradually shifts from a more aggressive to a more conservative investment objective over the years to reflect an appropriate risk/return trade-off for the investor’s changing time horizon.
Daily Price
$13.15
Daily $ Change
-$0.07
Daily % Change
-0.53%
as of 10/18/2018
CUSIP
302027677
Inception Date
08/17/2012
This fund is only available for use within certain qualified employee benefit plans.
Important Documents
| Annual Report | |
| Applications & Forms |
Each Retirement Target CIT Fund seeks to achieve its investment objectives by investing in a combination of other Manning & Napier CIT Funds (the “underlying CIT Funds”) in order to meet its target asset allocations and investment style. The financial statements of the underlying Pro-Mix® CIT Funds should be read in conjunction with the Retirement Target CIT Funds’ financial statements.
Pro-Mix® CIT Fund Annual Report
Performance
As of 09/30/2018
YTD
1.58%
1 Year
2.98%
3 Year
5.45%
5 Year
3.78%
10 Year
5.34%
Inception
(01/01/2000)
6.06%
US Stock Market Cycle (04/01/2000 - 09/30/2018)
5.99%
Performance through the inception date of the Retirement Target CIT Class S units is based on historical performance of the CIT's oldest unit class. Performance through the inception date of the oldest unit class (08/03/2012) is not the past performance of the Retirement Target CIT Fund and is based on historical performance data of the Manning & Napier Pro-Mix® CIT Fund(s) that would have been held according to the Retirement Target CIT Fund’s glide path. Returns are net of the Class S expenses. The Retirement Target CIT Fund will gradually become more conservative over time. 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 | 0.99% |
| Net | 0.89%* |
*Includes acquired fund fees and expenses of the underlying collective investment trusts and reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 09/30/2018
| TREASURY NOTES | 13.32% |
| GOVERNMENT AGENCY | 8.60% |
| UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | 4.86% |
| TREASURY BONDS | 3.87% |
| INCYTE CORP | 1.13% |
| SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | 1.06% |
| EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | 0.98% |
| VERIZON COMMUNICATIONS 5.50000 03/16/2047 | 0.95% |
| KINDER MORGAN ENER PART 6.95000 01/15/2038 | 0.94% |
| MORGAN STANLEY FLT 3.56325 05/08/2024 | 0.92% |
Top Ten Investments list is unaudited and excludes cash.
Asset Allocation
As of 09/30/2018
| Bonds | 66.66% |
| Stocks | 32.35% |
| Cash | 0.99% |
Detailed Asset Class Allocation
As of 09/30/2018
| International Equities | 9.17% |
| Small Capitalization | 0.80% |
| Mid Capitalization | 2.96% |
| Large Capitalization | 19.42% |
| Long Term Fixed Income | 19.69% |
| Intermediate Term Fixed Income | 28.03% |
| Short Term Fixed Income | 18.94% |
| Cash | 0.99% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
September Fund Holdings
As of 09/30/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 000375204 | ABB LTD-SPON ADR | CH | ABB | 279.38 | $6,601.65 |
| 00101JAM8 | ADT CORP 5.25000 03/15/2020 | US | 3,657.19 | $3,712.04 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 113,187.21 | $111,725.10 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 205,670.37 | $202,622.34 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 160 | $15,132.42 |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 17,589.34 | $17,941.13 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 89.79 | $2,516.68 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 236.16 | $2,624.33 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 37.61 | $1,193.21 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 110,592.06 | $109,427.07 | |
| 0081180 | BARRATT DEVELOPMENTS PLC | GB | BDEV LN | 68.62 | $506.75 |
| 008492100 | AGREE REALTY CORP | US | ADC | 39.72 | $2,109.97 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 3,047.66 | $3,143.36 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 15.46 | $1,944.12 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 417.53 | $68,791.67 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 186,967.59 | $174,271.46 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 6,487.87 | $6,552.75 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 33.29 | $3,285.30 |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 6,155.26 | $6,155.26 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 43.98 | $52,489.41 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 42.92 | $51,806.02 |
| 02155FAC9 | ALTICE US FINANCE I CORP 5.50000 05/15/2026 | US | 1,962.78 | $1,960.33 | |
| 023135106 | AMAZON.COM INC | US | AMZN | 21.85 | $43,769.13 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 21,926.21 | $100,202.78 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 3,178.74 | $112,617.39 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 94.61 | $3,893.97 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 215.28 | $1,765.28 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 370.07 | $8,100.82 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 121,092.55 | $115,847.57 | |
| 02753GAA7 | AMERICAN MIDSTREAM PTR/F 9.50000 12/15/2021 | US | 5,642.8 | $5,642.80 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 337.77 | $49,077.86 |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 3,719.13 | $3,742.74 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 70.2 | $1,756.34 |
| 031162100 | AMGEN INC | US | AMGN | 66.35 | $13,753.09 |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 138.8 | $6,125.32 |
| 037612306 | APOLLO GLOBAL MANAGMENT - A | US | APO | 146.61 | $5,065.27 |
| 037833100 | APPLE COMPUTER INC | US | AAPL | 48.62 | $10,975.40 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 182.6 | $3,193.74 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | IE | 4,876.25 | $4,772.63 | |
| 04014Y101 | ARES MANAGEMENT LP | US | ARES | 148.1 | $3,435.99 |
| 0405207 | HALMA PLC | GB | HLMA LN | 64.46 | $1,213.54 |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 19.55 | $2,157.42 |
| 053015103 | AUTOMATIC DATA PROCESSING | US | ADP | 58.57 | $8,823.85 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 85.36 | $15,462.46 |
| 055622104 | BP PLC-SPONS ADR | GB | BP | 334.73 | $15,430.94 |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 62,809.05 | $60,331.17 | |
| 058498106 | BALL CORP | US | BLL | 2,437.44 | $107,222.95 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 679.18 | $20,008.61 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 177,843.18 | $175,506.71 | |
| 06652K103 | BANKUNITED INC | US | BKU | 58.34 | $2,065.36 |
| 0822011 | DS SMITH PLC | GB | SMDS LN | 237.32 | $1,478.27 |
| 088606108 | BHP LIMITED-SPONS ADR | AU | BHP | 199.04 | $9,920.22 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 840.23 | $81,477.55 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 105.46 | $37,260.72 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 55.04 | $1,004.13 |
| 09247X101 | BLACKROCK INC | US | BLK | 209.7 | $98,836.04 |
| 09253U108 | BLACKSTONE GROUP LP/THE | US | BX | 142.49 | $5,426.13 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 114.08 | $2,617.15 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 172.81 | $1,693.50 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 163,842.52 | $173,391.67 | |
| 097023105 | BOEING CO | US | BA | 49.59 | $18,443.28 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 85.21 | $169,054.34 |
| 0989529 | ASTRAZENECA PLC | GB | AZN LN | 96.87 | $7,550.12 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 86.87 | $10,693.04 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 472.21 | $7,423.07 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 1,208.36 | $75,014.88 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 34.15 | $1,592.53 |
| 11135F101 | BROADCOM INC | US | AVGO | 30.59 | $7,548.20 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 3,814.21 | $3,776.07 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 6,016.8 | $5,949.11 | |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 1,669.11 | $90,866.44 |
| 125896100 | CMS ENERGY CORP | US | CMS | 123.79 | $6,065.86 |
| 12591QAR3 | COMM 2014-UBS4 A5 3.69400 08/10/2047 | US | 56,528.14 | $56,656.77 | |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 117,749.41 | $117,902.48 | |
| 12593GAF9 | COMM 2015-PC1 A5 3.90200 07/10/2050 | US | 29,834.3 | $30,160.43 | |
| 12629NAF2 | COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 | US | 65,949.5 | $64,697.05 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 12,444.72 | $12,164.71 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 54,371.99 | $50,296.48 | |
| 126650100 | CVS HEALTH CORP | US | CVS | 116.09 | $9,138.51 |
| 13321L108 | CAMECO CORP | CA | CCJ | 81.59 | $930.11 |
| 149123101 | CATERPILLAR INC | US | CAT | 47.42 | $7,231.51 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 593.02 | $6,778.24 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 5,504.15 | $5,490.39 | |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 50,901.85 | $50,769.46 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 11,267.05 | $10,481.73 | |
| 15672WAJ3 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 1,648.74 | $1,729.11 | |
| 16411QAB7 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 5,721.31 | $5,728.35 | |
| 165183BB9 | CFII 2017-4A A1 2.12000 11/15/2029 | US | 31,211.66 | $30,838.75 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 94.43 | $3,028.38 |
| 166764100 | CHEVRON CORP | US | CVX | 85.65 | $10,472.72 |
| 16941R108 | CHINA PETROLEUM & CHEM-ADR | CN | SNP | 121.62 | $12,215.90 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 399.06 | $19,414.03 |
| 172967424 | CITIGROUP INC | US | C | 243.1 | $17,439.87 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 121,249.57 | $175,019.57 | |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 123.27 | $8,252.89 |
| 19625JAA1 | CAH 2015-1A A 3.33100 07/17/2032 | US | 80,828.17 | $80,928.23 | |
| 19626G108 | COLONY CAPITAL INC | US | CLNY | 983.82 | $5,991.48 |
| 199908104 | COMFORT SYSTEMS | US | FIX | 80.78 | $4,556.18 |
| 20030N101 | COMCAST CORP-CL A | US | CMCSA | 331.66 | $11,744.11 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 299.44 | $9,276.55 |
| 2099084 | BORALEX INC -A | CA | BLX CN | 175.78 | $2,453.68 |
| 2162760 | CAE INC | CA | CAE CN | 27.09 | $549.84 |
| 2171573 | CANADIAN NATURAL RESOURCES | CA | CNQ CN | 48.44 | $1,582.65 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 6.6 | $591.77 |
| 21871N101 | CORECIVIC INC | US | CXW | 335.11 | $8,153.24 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 77,968.59 | $86,263.63 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 822.72 | $7,313.96 |
| 22282E102 | COVANTA HOLDING CORP | US | CVA | 451.79 | $7,341.57 |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 5,859.78 | $5,725.00 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 128.15 | $14,267.08 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 37,828.3 | $34,706.93 | |
| 229663109 | CUBESMART | US | CUBE | 93.95 | $2,680.41 |
| 23311RAD8 | DCP MIDSTREAM OPERATING 5.35000 03/15/2020 | US | 3,657.19 | $3,739.47 | |
| 23331A109 | DR HORTON INC | US | DHI | 22.08 | $931.40 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 112.74 | $1,283.97 |
| 23918K108 | DAVITA INC. | US | DVA | 1,164.16 | $83,388.78 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 8,297.9 | $7,914.12 | |
| 2392471 | GRUPO BIMBO SAB- SERIES A | MX | BIMBOA MM | 255.55 | $543.77 |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 454.66 | $1,556.59 |
| 247361702 | DELTA AIR LINES INC. | US | DAL | 80.04 | $4,628.45 |
| 2491914 | KIMBERLY CLARK DE MEXICO S.A.B. | MX | 635.94 | $1,128.21 | |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 1,722.46 | $34,449.25 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 148.1 | $5,254.69 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 138.01 | $15,523.31 |
| 254683BK0 | DCENT 2014-A4 2.12000 12/15/2021 | US | 2,826.41 | $2,813.62 | |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 121,249.57 | $118,550.14 | |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 83.4 | $9,115.77 |
| 26078J100 | DOWDUPONT INC | US | DWDP | 139.58 | $8,976.12 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 9,655.43 | $9,776.12 | |
| 2639349 | GRUPO AEROPORT DEL SURESTE-B | MX | 49.54 | $1,012.31 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 144.46 | $415.77 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 12,347.65 | $12,409.38 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 782.57 | $40,998.71 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 1,444.15 | $28,957.87 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 17.97 | $1,718.47 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 1,324.39 | $25,807.97 |
| 285512109 | ELECTRONIC ARTS | US | EA | 549.78 | $66,243.58 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 4,452.13 | $23,576.47 |
| 291011104 | EMERSON ELEC CO | US | EMR | 91.93 | $7,039.89 |
| 294429105 | EQUIFAX INC | US | EFX | 358.63 | $46,825.98 |
| 29444U700 | EQUINIX INC | US | EQIX | 213.4 | $92,378.84 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 41.83 | $4,034.16 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 158.29 | $10,488.18 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 19.11 | $4,715.23 |
| 30161N101 | EXELON CORP | US | EXC | 86.77 | $3,788.26 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 189,347.22 | $185,855.66 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 41.49 | $3,594.65 |
| 30231G102 | EXXON MOBIL CORP | US | XOM | 331.36 | $28,172.36 |
| 302491303 | FMC CORP | US | FMC | 120.8 | $10,531.44 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 6,854.33 | $6,820.95 | |
| 30261UAJ3 | FREMF 2013-K713 B 3.26256 04/25/2046 | US | 18,842.71 | $18,784.81 | |
| 30262DAL5 | FREMF 2011-K13 B 4.76796 01/25/2048 | US | 30,667.77 | $31,431.36 | |
| 30262SAR9 | FREMF 2015-K42 B FLT 3.98340 12/25/2024 | US | 13,463.9 | $13,217.92 | |
| 30264DAA7 | FS ENERGY & POWER FUND 7.50000 08/15/2023 | US | 6,783.35 | $6,919.02 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.86212 02/25/2048 | US | 36,115.2 | $35,121.21 | |
| 30287EAE0 | FREMF 2014-K41 B FLT 3.96247 11/25/2047 | US | 52,359.61 | $51,481.96 | |
| 30290HAE8 | FREMF 2012-K708 FLT 3.88522 02/25/2045 | US | 25,123.62 | $25,143.88 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.47300 05/25/2045 | US | 96,618.39 | $96,600.07 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 2,484,549.71 | $8,645.98 | |
| 3128M1AM1 | FHLM POOL G11912 5.50000 03/01/2021 | US | 1,065.43 | $1,078.57 | |
| 3128M5A91 | FHLM POOL G03332 6.00000 10/01/2037 | US | 792.86 | $877.64 | |
| 3128M5NM8 | FHLM POOL G03696 5.50000 01/01/2038 | US | 1,693.85 | $1,826.51 | |
| 3128M6B98 | FHLM POOL G04264 5.50000 04/01/2038 | US | 5,872.07 | $6,331.15 | |
| 3128M6HZ4 | FHLM POOL G04448 5.50000 07/01/2038 | US | 13,429.37 | $14,480.53 | |
| 3128M6SU3 | FHLM POOL G04731 5.50000 04/01/2038 | US | 299.17 | $322.56 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 2,184.26 | $2,413.21 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 3,561.58 | $3,942.28 | |
| 3128M7KW5 | FHLM POOL G05409 5.50000 03/01/2039 | US | 4,159.69 | $4,485.10 | |
| 3128M82W3 | FHLM POOL G06789 6.00000 05/01/2040 | US | 10,467.07 | $11,582.18 | |
| 3128M8AW4 | FHLM POOL G06021 5.50000 01/01/2040 | US | 1,623.43 | $1,750.41 | |
| 3128M9C83 | FHLM POOL G06995 6.00000 05/01/2040 | US | 5,103.29 | $5,648.88 | |
| 3128M9ZU9 | FHLM POOL G07655 5.50000 12/01/2035 | US | 3,517.06 | $3,809.33 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 7,477.42 | $7,695.34 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 948.57 | $977.20 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 270.76 | $278.72 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 211.08 | $217.91 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 855.98 | $883.15 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 84,423.13 | $87,521.55 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 11,314.32 | $12,197.15 | |
| 3128P75F6 | FHLM POOL C91746 4.50000 12/01/2033 | US | 3,854.08 | $3,999.51 | |
| 312941ZQ3 | FHLM POOL Q93451 4.50000 08/01/2040 | US | 37,701.14 | $39,335.01 | |
| 3132QUNJ8 | FHLM POOL Q37592 4.00000 12/01/2045 | US | 12,221.17 | $12,372.02 | |
| 3132WJYG0 | FHLM POOL Q45210 4.00000 01/01/2047 | US | 30,341.14 | $30,679.89 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 53,734.28 | $54,310.84 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 61,525.08 | $62,185.26 | |
| 3132XTPU6 | FHLM GOLD POOL FG Q51334 4.00000 10/01/2047 | US | 45,136.91 | $45,616.55 | |
| 31335ABB3 | FHLM POOL G60034 4.50000 02/01/2045 | US | 45,330.42 | $46,857.75 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 11,845.82 | $11,987.88 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 922.59 | $930.76 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 49,206.78 | $48,702.81 | |
| 31371MLB1 | FEDERAL NATL MTG ASSN 256022 5.50000 12/01/2035 | US | 4,353.14 | $4,700.14 | |
| 31371MRU3 | FEDERAL NATL MTG ASSN 256199 5.00000 04/01/2021 | US | 507.57 | $523.16 | |
| 31371NCJ2 | FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 | US | 8,096.81 | $8,731.40 | |
| 31371NDQ5 | FEDERAL NATL MTG ASSN 256711 5.50000 05/01/2037 | US | 569.97 | $614.01 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.44868 08/25/2020 | US | 254,087.41 | $4,888.03 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.32335 04/25/2021 | US | 932,660.76 | $23,145.66 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.66787 10/25/2021 | US | 253,658.76 | $9,440.06 | |
| 3137AL6W4 | FHMS K706 X1 FLT 1.69370 10/25/2018 | US | 121,474.8 | $14.63 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.58570 06/25/2022 | US | 1,444,922.05 | $64,149.77 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.31093 04/25/2023 | US | 3,015,715.23 | $24,001.17 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.21916 05/25/2023 | US | 1,811,345.44 | $8,754.78 | |
| 3137F4YU0 | FHLM POOL FHR4791 4.00000 03/15/2044 | US | 64,052.36 | $65,012.81 | |
| 3137FG2L8 | FHLM POOL 4801 4.50000 05/15/2044 | US | 64,414.79 | $66,385.17 | |
| 3138A7BL1 | FEDERAL NATL MTG ASSN AH5442 4.50000 05/01/2041 | US | 21,781.37 | $22,602.48 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 3,763.05 | $3,915.98 | |
| 3138AJ4A7 | FEDERAL NATL MTG ASSN AI5316 4.50000 07/01/2041 | US | 2,371.72 | $2,447.60 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 2,102.01 | $2,187.01 | |
| 3138EPLE2 | FEDERAL NATL MTG ASSN AL6624 4.50000 09/01/2042 | US | 8,361.93 | $8,698.04 | |
| 3138EQTZ5 | FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 | US | 29,456.11 | $30,652.17 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65400 01/01/2049 | US | 88,274.67 | $94,070.36 | |
| 3138WDRZ6 | FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 | US | 51,269.27 | $53,348.75 | |
| 3138YTGK4 | FEDERAL NATL MTG ASSN AZ2001 3.50000 05/01/2045 | US | 81,067.03 | $80,134.60 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 13,732.98 | $14,837.57 | |
| 31403DVZ9 | FEDERAL NATL MTG ASSN 745932 6.50000 11/01/2036 | US | 812.4 | $904.53 | |
| 31406PTV1 | FEDERAL NATL MTG ASSN 816064 4.50000 04/01/2020 | US | 523.07 | $529.76 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 10,236.03 | $10,369.99 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 20,722.94 | $20,474.91 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 11,960.63 | $11,817.46 | |
| 3140F4UB0 | FEDERAL NATL MTG ASSN BC8677 4.00000 05/01/2046 | US | 50,064.52 | $50,608.39 | |
| 3140F9M51 | FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 | US | 33,091.5 | $33,449.29 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 38,954.72 | $39,380.09 | |
| 3140FEXR0 | FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 | US | 25,741.6 | $26,013.30 | |
| 3140FPGW3 | FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 | US | 69,527.66 | $70,259.73 | |
| 3140HPUY1 | FEDERAL NATL MTG ASSN FN BK9598 4.50000 08/01/2048 | US | 21,698.08 | $22,397.30 | |
| 3140Q9D42 | FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 | US | 43,591.22 | $45,823.15 | |
| 3140Q9PD9 | FEDERAL NATL MTG ASSN FN CA2219 5.00000 08/01/2048 | US | 26,749.51 | $28,117.78 | |
| 3140Q9T78 | FEDERAL NATL MTG ASSN FN CA2373 5.00000 09/01/2048 | US | 24,664.52 | $25,924.87 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 666.53 | $684.59 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 822.47 | $844.69 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 5,992.74 | $6,106.85 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 7,237.46 | $7,371.39 | |
| 31410HAQ4 | MACYS RETAIL HLDGS INC 6.90000 04/01/2029 | US | 52,266.93 | $55,312.97 | |
| 31410KJV7 | FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 | US | 5,114.07 | $5,628.45 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 6,275.93 | $6,750.19 | |
| 31410WSY5 | FEDERAL NATL MTG ASSN 899735 6.50000 09/01/2037 | US | 991.82 | $1,094.88 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 4,808.95 | $5,166.41 | |
| 31411RHZ4 | FEDERAL NATL MTG ASSN 912948 5.00000 05/01/2038 | US | 338.12 | $354.95 | |
| 31413CCL1 | FEDERAL NATL MTG ASSN 941175 6.00000 11/01/2037 | US | 407.47 | $439.86 | |
| 31413MR66 | FEDERAL NATL MTG ASSN 949709 6.50000 09/01/2037 | US | 1,447.24 | $1,610.78 | |
| 31413S6R0 | FEDERAL NATL MTG ASSN 954580 6.00000 02/01/2038 | US | 898.86 | $984.35 | |
| 31414CQ50 | FEDERAL NATL MTG ASSN 962276 6.00000 03/01/2038 | US | 199.67 | $219.27 | |
| 31414DJ23 | FEDERAL NATL MTG ASSN 962981 6.00000 05/01/2038 | US | 841.21 | $912.45 | |
| 31414QX28 | FEDERAL NATL MTG ASSN 973297 4.50000 03/01/2023 | US | 670.46 | $684.32 | |
| 31414UF52 | FEDERAL NATL MTG ASSN 976388 4.50000 04/01/2023 | US | 3,619.38 | $3,681.94 | |
| 31415ALX7 | FEDERAL NATL MTG ASSN 981042 6.00000 04/01/2038 | US | 950.65 | $1,026.21 | |
| 31415BBC2 | FEDERAL NATL MTG ASSN 981635 5.00000 06/01/2038 | US | 1,163.24 | $1,233.38 | |
| 31415BBT5 | FEDERAL NATL MTG ASSN 981650 5.00000 06/01/2038 | US | 795.68 | $840.13 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 124.04 | $125.87 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 4,091.15 | $4,169.71 | |
| 31417YJC2 | FEDERAL NATL MTG ASSN MA0258 4.50000 12/01/2039 | US | 1,387.75 | $1,445.19 | |
| 31418B6G6 | FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 | US | 31,997.9 | $30,654.60 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 29,573.7 | $30,662.18 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 26,469.74 | $27,444.93 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 50,114.73 | $48,008.24 | |
| 31418CRE6 | FEDERAL NATL MTG ASSN FN MA3184 4.50000 11/01/2047 | US | 42,535.84 | $43,908.27 | |
| 31418MDZ2 | FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 | US | 2,758.27 | $3,035.83 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 3,432.84 | $3,778.73 | |
| 31418MJC7 | FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 | US | 10,943.44 | $11,761.14 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 6,575.25 | $7,091.93 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 274.5 | $284.68 | |
| 31419BBV6 | FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 | US | 8,691.12 | $9,047.86 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 324.71 | $78,188.10 |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 73.68 | $2,057.07 |
| 3174300 | BURBERRY GROUP PLC | GB | BRBY LN | 40.67 | $1,067.94 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 93.34 | $2,930.91 |
| 3208986 | NEXT PLC | GB | NXT LN | 7.22 | $516.93 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 6,686.28 | $6,251.68 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 4,816.3 | $4,782.34 | |
| 357081AE8 | FREMF 2015-K720 B FLT 3.50676 07/25/2022 | US | 22,711.14 | $22,116.20 | |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 105,162.4 | $107,241.64 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.49490 12/15/2034 | US | 112,113.69 | $111,970.54 | |
| 36143WAS0 | GAHR 2015-NRF DFX FLT 3.49490 12/15/2034 | US | 47,043.79 | $46,769.65 | |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 8,601.94 | $8,412.42 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 2,463.4 | $2,483.20 | |
| 36294VKJ8 | GNMA POOL 660997 5.50000 05/15/2037 | US | 2,342.45 | $2,511.60 | |
| 363576109 | ARTHUR J GALLAGHER & CO | US | AJG | 53.48 | $3,981.17 |
| 37045VAR1 | GENERAL MOTORS CO FLT 3.22706 09/10/2021 | US | 109,058.95 | $109,017.84 | |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 612.66 | $55,745.48 |
| 37185LAF9 | GENESIS ENERGY LP/GENESI 5.62500 06/15/2024 | US | 4,423.74 | $4,180.44 | |
| 374297109 | GETTY REALTY CORP | US | GTY | 113.62 | $3,245.02 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 139.65 | $10,782.42 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 13,271.22 | $13,204.87 | |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 54,177.14 | $51,029.41 | |
| 388689101 | GRAPHIC PACKAGING HOLDING CO | US | GPK | 867.67 | $12,156.11 |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 6,095.31 | $5,942.93 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 12.4 | $1,354.35 |
| 404121AH8 | HCA INC 5.37500 09/01/2026 | US | 5,485.78 | $5,540.64 | |
| 40414L109 | HCP INC | US | HCP | 214.54 | $5,646.67 |
| 4057808 | L'OREAL | FR | OR FP | 4.55 | $1,097.83 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 1.88 | $665.85 |
| 4163437 | CAP GEMINI | FR | CAP FP | 4.87 | $612.83 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 138.13 | $4,041.75 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 152.34 | $4,062.79 |
| 42809H107 | HESS CORP | US | HES | 106.59 | $7,629.66 |
| 4354350 | FUCHS PETROLUB SE - PREF | DE | FPE3 GR | 9.42 | $525.74 |
| 437076102 | HOME DEPOT INC | US | HD | 96.57 | $20,003.67 |
| 438128308 | HONDA MOTOR CO LTD -SPONS ADR | JP | HMC | 235.69 | $7,089.65 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 75.55 | $12,571.09 |
| 44053FAA8 | HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 | US | 4,710.68 | $5,028.65 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 375.57 | $7,924.61 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 9,988.03 | $9,738.33 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 17.04 | $1,863.25 |
| 446150104 | HUNTINGTON BANCSHARES | US | HBAN | 137.26 | $2,047.87 |
| 4497749 | KBC GROEP NV | BE | KBC BB | 16.17 | $1,202.62 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 9,614.04 | $9,469.82 | |
| 45337C102 | INCYTE CORP | US | INCY | 3,110.31 | $214,859.89 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 251.08 | $2,643.82 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 7,928.18 | $7,888.54 | |
| 458140100 | INTEL CORP | US | INTC | 807.39 | $38,181.25 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 90.28 | $13,651.68 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 120,423.07 | $122,765.31 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 3.00844 12/17/2036 | US | 20,020.93 | $20,070.94 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.30844 12/17/2036 | US | 15,099.82 | $15,137.19 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 321.69 | $7,369.96 |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 75.82 | $6,067.25 | |
| 466032109 | J&J SNACK FOODS CORP | US | JJSF | 45.25 | $6,828.33 |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 396.36 | $44,725.52 |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 170,685.83 | $174,065.10 | |
| 46635GAE0 | JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 | US | 3,595.46 | $3,636.18 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 26,764.34 | $25,600.71 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 30,917.16 | $30,094.70 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 37,762.14 | $37,194.24 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 57,825.87 | $56,926.04 | |
| 46649HAE2 | JPMMT 2017-6 A5 3.50000 12/25/2048 | US | 27,131.39 | $26,763.46 | |
| 4741844 | MERCK KGAA | DE | MRK GR | 498.88 | $51,544.85 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 303.91 | $5,862.51 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 1,071.68 | $148,074.55 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 10,953 | $8,379.05 | |
| 4800659 | LUXOTTICA GROUP SPA | IT | LUX IM | 8.87 | $601.27 |
| 4821100 | SOLVAY SA | BE | SOLB BB | 19.31 | $2,589.08 |
| 4824778 | SGS SA-REG | CH | SGSN SW | .24 | $620.15 |
| 4846288 | SAP AG | DE | SAP GR | 5.02 | $617.86 |
| 485170302 | KANSAS CITY SOUTHERN | US | KSU | 90.13 | $10,210.30 |
| 493267108 | KEYCORP | US | KEY | 331.74 | $6,598.22 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 147,560.76 | $178,870.03 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 4,876.25 | $4,985.97 | |
| 500472303 | KONINKLIJKE PHILIPS NVR - NY ADR | NL | PHG | 128.28 | $5,838.07 |
| 500754106 | KRAFT HEINZ CO/THE | US | KHC | 115.34 | $6,356.43 |
| 50187T106 | LGI HOMES INC | US | LGIH | 15.53 | $736.92 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 8,002.42 | $7,862.37 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 7,549.91 | $7,370.60 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 6,861.87 | $7,187.80 | |
| 50218LAC0 | LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 | US | 295.05 | $294.22 | |
| 5048566 | SWEDISH MATCH AB | SE | SWMA SS | 9.66 | $493.62 |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 5,328.76 | $5,402.03 | |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 23.55 | $2,655.02 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 74.33 | $5,782.98 |
| 5228658 | RANDSTAD HOLDING NV | NL | RAND NA | 28.19 | $1,504.39 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 1.73 | $1,144.34 |
| 526057104 | LENNAR CORP | US | LEN | 17.19 | $802.45 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 10.52 | $654.19 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 23.32 | $968.08 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 155.04 | $6,550.53 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 20.86 | $1,985.28 |
| 532457108 | ELI LILLY & CO | US | LLY | 173.83 | $18,654.12 |
| 534187109 | LINCOLN NATL CORP IND | US | LNC | 45.63 | $3,087.17 |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 29.25 | $10,118.15 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 31.8 | $2,974.40 |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 157.02 | $1,442.38 |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | .24 | $446.01 |
| 550021109 | LULULEMON - ADR | CA | LULU | 690.72 | $112,234.76 |
| 554382101 | THE MACERICH CO | US | MAC | 45.6 | $2,521.18 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 27.56 | $1,048.78 |
| 55616XAC1 | MACYS RETAIL HLDGS INC 7.00000 02/15/2028 | US | 52,188.42 | $56,138.22 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 10,302.08 | $10,134.67 | |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 15.31 | $2,454.12 |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 67.47 | $5,395.50 |
| 5669354 | REPSOL SA | ES | REP SM | 129.47 | $2,577.30 |
| 5671519 | WOLTERS KLUWER | NL | WKL NA | 8.48 | $528.59 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 98.21 | $8,774.93 |
| 5699373 | WIENERBERGER AG | AT | WIE AV | 40.28 | $1,006.87 |
| 5713422 | METSO OYJ | FI | METSO FH | 47.73 | $1,689.44 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 17.12 | $2,188.44 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 676.4 | $150,573.53 |
| 580135101 | MCDONALDS CORP | US | MCD | 79.21 | $13,251.48 |
| 5852842 | ACCOR SA | FR | AC FP | 29.91 | $1,536.68 |
| 58933Y105 | MERCK & CO INC | US | MRK | 1,233.18 | $87,481.73 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 4,266.72 | $3,936.05 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 1,438.82 | $164,557.87 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 77.2 | $7,733.67 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | .16 | $386.37 |
| 5999330 | TELEPERFORMANCE | FR | TEP FP | 2.59 | $488.78 |
| 6054603 | ASAHI KASEI CORP | JP | 3407 JP | 32.97 | $499.97 |
| 60871R209 | MOLSON COORS BREWING CO -B | US | TAP | 44.88 | $2,760.10 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 2,102.76 | $90,334.69 |
| 6125286 | TREND MICRO INC | JP | 4704 JP | 15.7 | $1,010.03 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 36.12 | $970.69 |
| 6136749 | OBIC CO LTD | JP | 4684 JP | 9.42 | $891.09 |
| 6141680 | ORACLE CORP JAPAN | JP | 4716 JP | 12.56 | $1,012.13 |
| 61744YAG3 | MORGAN STANLEY FLT 3.56325 05/08/2024 | US | 173,123.95 | $175,939.00 | |
| 6180412 | COMPUTERSHARE LTD | AU | CPU AU | 41.69 | $600.38 |
| 6196408 | CHUGAI PHARMACEUTICAL CO LTD | JP | 4519 JP | 15.7 | $1,009.39 |
| 6198578 | REA GROUP LTD | AU | REA AU | 8.32 | $516.33 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 9,457.01 | $9,646.15 | |
| 624758108 | MUELLER WATER PRODUCTS INC - A | US | MWA | 763.7 | $8,790.21 |
| 6248990 | KDDI CORP | JP | 9433 JP | 39.26 | $1,082.94 |
| 62913TAM4 | NGL ENRGY PART LP/FIN CO 6.12500 03/01/2025 | US | 6,252.33 | $5,861.56 | |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 1,570.23 | $1,577.68 |
| 62943WAE9 | NRG YIELD OPERATING LLC 5.00000 09/15/2026 | US | 3,814.21 | $3,652.11 | |
| 62944T105 | NVR INC | US | NVR | .08 | $193.99 |
| 6308913 | ELBIT SYSTEMS LTD | IL | ESLT IT | 3.85 | $488.83 |
| 6353418 | FRUTAROM | IL | FRUT IT | 5.65 | $586.51 |
| 6356934 | FANUC LTD | JP | 6954 JP | 3.69 | $694.22 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 70.65 | $3,166.53 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 21.98 | $1,110.11 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 5,171.74 | $5,482.04 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 5.57 | $1,272.33 |
| 6441506 | HOYA CORP | JP | 7741 JP | 9.42 | $559.54 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 9.03 | $1,094.36 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 11.7 | $1,091.29 |
| 6467104 | ISUZU MOTORS LTD | JP | 7202 JP | 32.97 | $519.83 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 22.53 | $1,667.65 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 28.26 | $1,002.07 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 37,494.39 | $37,430.71 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 46,030.26 | $45,922.55 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 64,730.99 | $64,418.89 | |
| 6483809 | KAO CORP | JP | 4452 JP | 4.71 | $380.52 |
| 6490809 | KIKKOMAN CORP | JP | 2801 JP | 7.85 | $467.59 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 4.4 | $2,553.95 |
| 651229106 | NEWELL BRANDS INC | US | NWL | 377.36 | $7,660.47 |
| 6518808 | LION CORP | JP | 4912 JP | 47.11 | $1,046.22 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 533.88 | $1,063.19 |
| 6555805 | MAKITA CORP | JP | 6586 JP | 9.42 | $471.79 |
| 6619604 | NGK SPARK PLUG CO LTD | JP | 5334 JP | 21.98 | $640.80 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 1,221.29 | $1,054.45 |
| 6640507 | NIPPON PAINT HOLDINGS CO LTD | JP | 4612 JP | 14.13 | $527.49 |
| 6641588 | NISSAN CHEMICAL INDUSTRIES | JP | 4021 JP | 9.42 | $497.64 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 28.26 | $1,497.65 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 9,457.01 | $9,669.80 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 1,757.78 | $151,450.53 |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 1,570.23 | $1,600.70 | |
| 67091GAA1 | OCI NV 6.62500 04/15/2023 | NL | 8,828.92 | $9,137.93 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 17.58 | $6,105.15 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 65.95 | $1,148.79 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 71.84 | $523.14 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 4.71 | $383.88 |
| 6793821 | SEKISUI CHEMICAL CO LTD | JP | 4204 JP | 28.26 | $521.22 |
| 680223104 | OLD REPUBLIC INTL CORP | US | ORI | 161.19 | $3,607.50 |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 54,072.69 | $53,504.67 | |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 25.12 | $1,439.86 |
| 6883807 | SYSMEX CORP | JP | 6869 JP | 6.28 | $541.62 |
| 6885074 | TERUMO CORP | JP | 4543 JP | 17.27 | $1,022.26 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 217.8 | $4,345.07 |
| 6913168 | GUANGDONG INVESTMENT LTD | HK | 270 HK | 659.5 | $1,168.60 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 8,376.41 | $8,543.94 | |
| 693475105 | PNC FINANCIAL SERVICES GROUP | US | PNC | 25.81 | $3,514.49 |
| 6948836 | WESFARMERS LTD | AU | WES AU | 14.29 | $514.54 |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 55.74 | $1,555.06 |
| 6985383 | ASTELLAS PHARMA INC | JP | 4503 JP | 28.26 | $493.57 |
| 6986427 | YOKOGAWA ELECTRIC CORP | JP | 6841 JP | 23.55 | $498.22 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 9,202.92 | $8,984.35 | |
| 70338P100 | PATTERN ENERGY GROUP INC -A | US | PEGI | 157.08 | $3,121.16 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 30.07 | $2,588.36 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 2.36 | $557.58 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 74.02 | $6,161.21 |
| 713448108 | PEPSICO INC | US | PEP | 196.87 | $22,010.31 |
| 7145056 | ENI SPA | IT | ENI IM | 80.63 | $1,519.86 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 2.51 | $498.62 |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 90,062.14 | $82,496.92 | |
| 717081103 | PFIZER INC | US | PFE | 485.82 | $21,410.19 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 491.18 | $8,281.36 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 7.93 | $1,173.74 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 204.97 | $3,177.05 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 5,799.83 | $5,947.72 | |
| 733174AK2 | POPULAR INC 6.12500 09/14/2023 | PR | 6,095.31 | $6,170.77 | |
| 7339451 | ORPEA SA | FR | ORP FP | 16.88 | $2,183.73 |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 25.52 | $1,063.93 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 78.12 | $3,366.99 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 181,186.32 | $175,776.78 | |
| 74251V102 | PRINCIPAL FINANCIAL GROUP | US | PFG | 49.37 | $2,892.45 |
| 74333KAA6 | PROG 2017-SFR2 A 2.89700 12/17/2034 | US | 22,439.83 | $21,669.29 | |
| 74340W103 | PROLOGIS | US | PLD | 226.58 | $15,359.76 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 110,749.08 | $117,117.15 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 47.05 | $9,487.46 |
| 74736K101 | QORVO INC | US | QRVO | 1,902.87 | $146,311.66 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 68.28 | $4,415.97 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 181.91 | $73,499.61 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 210.93 | $3,870.65 |
| 767204100 | RIO TINTO PLC - SPON ADR | GB | RIO | 144.21 | $7,357.76 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 4,797.74 | $4,929.68 | |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 153.9 | $10,916.34 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 8.21 | $788.71 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 323.62 | $51,983.08 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 7,609.86 | $7,571.81 | |
| 78471CAB5 | SOFI 2017-D A2FX 2.65000 09/25/2040 | US | 65,449.52 | $63,416.81 | |
| 78490DAA2 | SOFI 2018-C A1FX 3.08000 01/25/2048 | US | 45,034.87 | $45,030.62 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 162,780.48 | $175,802.57 | |
| 80105N105 | SANOFI-AVENTIS-ADR | FR | SNY | 266.14 | $11,888.31 |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 109,963.97 | $108,587.88 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 1,539.15 | $93,765.06 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 2,341.73 | $115,096.16 |
| 81211K100 | SEALED AIR CORP | US | SEE | 1,621.98 | $65,122.57 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 989.93 | $76,343.48 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 9,337.11 | $9,173.71 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 31,629.62 | $29,945.60 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 43,262.97 | $40,989.84 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 33,757.49 | $29,920.43 | |
| 81762P102 | SERVICENOW INC | US | NOW | 275.06 | $53,809.74 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 6,409.36 | $6,233.10 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 5,564.29 | $5,738.18 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 118.57 | $20,956.78 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 610.83 | $55,408.05 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 4,372.93 | $4,331.00 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 3,533.01 | $3,425.09 | |
| 83401LAB0 | SOFI 2015-A A2 2.42000 03/25/2030 | US | 29,403.32 | $28,977.62 | |
| 83402DAC5 | SOFI 2016-C A2B 2.36000 12/27/2032 | US | 30,368.58 | $29,640.70 | |
| 83404FAB0 | SOFI 2017-A A2A 1.55000 03/26/2040 | US | 1,584.83 | $1,572.48 | |
| 83404LAC5 | SOFI 2016-D A2B 2.34000 04/25/2033 | US | 9,723.93 | $9,427.72 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 5,266.76 | $5,245.93 | |
| 83405DAB4 | SOFI 2017-C A2A 1.75000 07/25/2040 | US | 2,305.51 | $2,285.71 | |
| 83405LAA8 | SCLP 2017-5 A1 2.14000 09/25/2026 | US | 21,450.64 | $21,345.90 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 9,593.46 | $9,507.49 | |
| 835495102 | SONOCO PRODUCTS CO | US | SON | 223.65 | $12,412.59 |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 39.41 | $1,700.26 |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 107,839.89 | $111,124.52 | |
| 844741108 | SOUTHWEST AIRLS CO | US | LUV | 73.68 | $4,601.16 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 8,690.46 | $8,625.28 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 3,047.66 | $3,066.55 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 267.28 | $7,350.28 |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.37844 11/15/2027 | US | 92,722.01 | $92,756.15 | |
| 866674104 | SUN COMMUNITIES | US | SUI | 76.59 | $7,776.77 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 290.15 | $4,746.89 |
| 867914103 | SUNTRUST BANKS INC | US | STI | 54.6 | $3,646.97 |
| 874039100 | TAIWAN SEMICONDUCTOR - SP ADR | TW | TSM | 429.72 | $18,976.56 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 20.26 | $520.78 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 3,814.21 | $3,885.73 | |
| 87612E106 | TARGET CORP | US | TGT | 78.91 | $6,960.95 |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 24,370.94 | $24,303.84 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 7,157.35 | $6,763.70 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 122,468.64 | $115,918.12 | |
| 88104LAE3 | TERRAFORM POWER OPERATIN 5.00000 01/31/2028 | US | 3,814.21 | $3,547.21 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 661.27 | $70,947.56 |
| 88579Y101 | 3M CO | US | MMM | 86.77 | $18,282.75 |
| 88650V208 | TIER REIT INC | US | TIER | 275.5 | $6,639.61 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 101,344.62 | $98,474.97 | |
| 89613BAA5 | TAH 2013-SFR1 A 2.58900 11/17/2033 | US | 91,598.29 | $88,303.58 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 51,767.29 | $49,519.63 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 9,614.04 | $9,878.42 | |
| 902653104 | UDR INC | US | UDR | 216.41 | $8,749.48 |
| 902973304 | U.S. BANCORP | US | USB | 194.55 | $10,274.36 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 140.2 | $2,192.67 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 4,562.2 | $4,556.50 | |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 2,007.9 | $110,374.09 |
| 907818108 | UNION PAC CORP | US | UNP | 78.61 | $12,800.75 |
| 911312106 | UNITED PARCEL SERVICE | US | UPS | 103 | $12,025.11 |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 142,561.21 | $186,705.07 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 229,201.43 | $281,488.00 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 115,660.43 | $108,528.03 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 168,663.11 | $147,718.58 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 125,649.5 | $121,016.18 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 83,221.99 | $81,138.19 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 948,593.14 | $944,072.51 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 937,755.66 | $925,508.66 | |
| 912828R28 | US TREASURY N/B 1.62500 04/30/2023 | US | 330,060.17 | $311,494.29 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 203,309.37 | $183,915.56 | |
| 912828RT9 | US TREASURY N/B 1.37500 11/30/2018 | US | 143,889.4 | $143,702.54 | |
| 912828S76 | US TREASURY N/B 1.12500 07/31/2021 | US | 273,017.99 | $260,038.97 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 97,677.03 | $94,557.88 | |
| 912828WZ9 | UNITED STATES TREAS NTS 1.75000 04/30/2022 | US | 341,251.98 | $327,801.85 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 160,257.29 | $152,150.52 | |
| 912828XB1 | UNITED STATES TREAS NTS 2.12500 05/15/2025 | US | 81,651.76 | $77,310.82 | |
| 912828XQ8 | US TREASURY N/B 2.00000 07/31/2022 | US | 59,839.56 | $57,843.35 | |
| 913017109 | UNITED TECHNOLOGIES CORP | US | UTX | 86.92 | $12,151.86 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 303.13 | $6,693.20 |
| 91913Y100 | VALERO ENERGY | US | VLO | 59.76 | $6,798.24 |
| 92276F100 | VENTAS INC | US | VTR | 62.18 | $3,381.16 |
| 92339V100 | VEREIT INC | US | VER | 432.81 | $3,142.18 |
| 92343V104 | VERIZON COMMUNICATIONS | US | VZ | 173.16 | $9,245.05 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 164,747.54 | $180,393.97 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 239.44 | $46,148.91 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 886.31 | $133,026.82 |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 8,058.09 | $8,194.23 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 102.57 | $7,487.38 |
| 92960PAA7 | W/S PACKAGING HOLDINGS 9.00000 04/15/2023 | US | 5,642.8 | $5,833.25 | |
| 931142103 | WAL MART STORES | US | WMT | 244 | $22,913.65 |
| 931427108 | WALGREENS BOOTS ALLIANCE INC | US | WBA | 93.35 | $6,805.19 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 115.19 | $10,408.67 |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 5,328.76 | $5,155.57 | |
| 94856UAA9 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 9,535.52 | $9,082.59 | |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 637.07 | $33,484.24 |
| 95040Q104 | WELLTOWER INC. | US | WELL | 79.62 | $5,120.99 |
| 962166104 | WEYERHAEUSER CO | US | WY | 215.09 | $6,940.82 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 6,330.85 | $6,362.50 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 5,642.8 | $5,600.48 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 86,090.91 | $81,951.14 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 39,202.89 | $39,170.97 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 47,339.75 | $46,206.03 | |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 2,006.61 | $69,669.60 |
| AP0787667 | MPC CONTAINER SHIPS FLT 7.11638 09/22/2022 | NL | 3,140.45 | $3,208.07 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 10,971.56 | $10,834.42 | |
| B0190C7 | TECHTRONIC INDUSTRIES CO LTD | HK | 669 HK | 78.51 | $500.80 |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 22.53 | $610.80 |
| B037JC2 | NEXITY | FR | NXI FP | 17.82 | $985.01 |
| B0386J1 | JYSKE BANK-REG | DK | JYSK DC | 26.54 | $1,284.96 |
| B05LZ02 | HAKUHODO DY HOLDINGS INC | JP | 2433 JP | 28.26 | $496.41 |
| B06JSP1 | SYDBANK A/S | DK | SYDB DC | 31.25 | $918.66 |
| B09DHL9 | MTU AERO ENGINES HOLDING AG | DE | MTX GR | 2.51 | $565.98 |
| B09M9D2 | KONE OYJ-B | FI | KNEBV FH | 20.57 | $1,098.00 |
| B0JDQD4 | BANDAI NAMCO HOLDINGS INC | JP | 7832 JP | 26.69 | $1,037.08 |
| B11TCY0 | SCHINDLER HOLDING-PART CERT | CH | SCHP SW | 4.16 | $1,038.43 |
| B138HB7 | KAUFMAN & BROAD SA | FR | KOF FP | 31.48 | $1,477.44 |
| B13X013 | EIFFAGE | FR | FGR FP | 17.74 | $1,982.13 |
| B15C557 | TOTAL SA | FR | FP FP | 126.24 | $8,208.21 |
| B19NLV4 | EXPERIAN PLC | GB | EXPN LN | 22.93 | $588.27 |
| B1CRLC4 | MONDI PLC | GB | MNDI LN | 21.36 | $584.70 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 155.3 | $3,079.17 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 120.91 | $864.13 |
| B1WGG93 | GEBERIT AG-REG | CH | GEBN SW | 3.22 | $1,494.06 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 30.46 | $1,783.47 |
| B1XH026 | VINCI SA | FR | DG FP | 52.45 | $4,989.66 |
| B1Y9TB3 | DANONE | FR | BN FP | 29.13 | $2,263.66 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 219.83 | $1,049.44 |
| B232R05 | SK INNOVATION CO LTD | KR | 096770 KS | 6.52 | $1,263.15 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 29.83 | $1,223.45 |
| B283W97 | CAIXABANK S.A | ES | CABK SM | 599.51 | $2,726.53 |
| B296BQ5 | STORAGEVAULT CANADA INC | CA | SVI CN | 499.31 | $1,024.40 |
| B29TNV3 | INNERGEX RENEWABLE ENERGY | CA | INE CN | 298.82 | $3,002.93 |
| B3FF8W8 | HOSHIZAKI CORP | JP | 6465 JP | 4.71 | $487.58 |
| B3FP8W8 | CANADA HOUSING TRUST 4.10000 12/15/2018 | CA | 12,938.62 | $10,064.30 | |
| B3MSM28 | AMADEUS IT HOLDING SA-A SHS | ES | AMS SM | 6.05 | $560.34 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 37.45 | $1,449.11 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 74,671.23 | $3,868.35 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 16,124.74 | $12,684.44 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 145,088.44 | $7,440.26 | |
| B4Q2TX3 | CHINA LONGYUAN POWER GROUP-H | CN | 916 HK | 2,433.85 | $2,049.52 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 69.95 | $3,496.01 |
| B4WTBY3 | HUANENG RENEWABLES CORP-H | CN | 958 HK | 6,061.07 | $1,807.33 |
| B4YN9R2 | SINGAPORE GOVERNMENT 2.50000 06/01/2019 | SG | 28,315.36 | $20,806.16 | |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 14.46 | $891.88 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 52.52 | $1,730.67 |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 217,861 | $11,679.67 | |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 178.85 | $2,257.42 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 144.46 | $1,888.32 |
| B68XHC3 | NORTHLAND POWER INC | CA | NPI CN | 175.4 | $2,946.84 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 41,882.07 | $2,189.78 | |
| B798FW0 | NOVOZYMES A/S-B SHARES | DK | NZYMB DC | 10.91 | $598.57 |
| B7VQL46 | FNAC DARTY SA | FR | FNAC FP | 19.08 | $1,504.42 |
| B8FMRX8 | COLOPLAST-B | DK | COLOB DC | 10.68 | $1,090.77 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 24.18 | $1,484.77 |
| BBG00LNRP8L0 | AMZN US 09/28/18 P1825 | US | -.17 | -$0.17 | |
| BBG00LRS8WH5 | QRVO US 10/19/18 P70 | US | -5.09 | -$173.21 | |
| BBG00LXHFRM9 | SCHW US 10/26/18 C51.5 | US | -5.39 | -$409.28 | |
| BD3JR69 | CHINA MAPLE LEAF EDUCATIONAL | CN | 1317 HK | 1,476.01 | $774.94 |
| BD6G507 | FERRARI NV | IT | RACE IM | 4.24 | $582.34 |
| BD6K457 | COMPASS GROUP PLC | GB | CPG LN | 26.93 | $598.73 |
| BD82246 | EAGLE BULK SHIPCO 8.25000 11/28/2022 | MH | 18,100.34 | $18,507.60 | |
| BDQZ7T7 | WISDOM EDUCATION INTERNATION | CN | 6068 HK | 1,444.61 | $759.90 |
| BDZV116 | EPIROC AB-A | SE | EPIA SS | 161.42 | $1,803.56 |
| BF2DSG3 | SIKA AG-REG | CH | SIKA SW | 3.45 | $502.70 |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 11,876.58 | $11,163.98 | |
| BFYFZP5 | FERGUSON PLC | CH | FERG LN | 7.08 | $600.69 |
| BFYM460 | UNIBAIL-RODAMCO-WESTFIELD | FR | URW NA | 28.82 | $5,804.68 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 2,001.52 | $3,299.89 |
| BGLP232 | MONCLER SPA | IT | MONC IM | 25.05 | $1,077.63 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 2,151.21 | $1,679.82 |
| BHC8X90 | NOVO NORDISK A/S-B | DK | NOVOB DC | 11.38 | $535.80 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 2,371.88 | $96,845.64 |
| BNBNSG0 | EURONEXT NV | NL | ENX FP | 27.32 | $1,795.20 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 191.49 | $2,553.49 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 2,101.84 | $63,499.87 |
| BQRRZ00 | RECRUIT HOLDINGS CO LTD | JP | 6098 JP | 29.83 | $996.51 |
| BVSS790 | ELIS SA | FR | ELIS FP | 87.15 | $2,051.84 |
| BYQ32R1 | NEMAK SAB DE CV | MX | 1,297.01 | $977.23 | |
| BYWPGC4 | CHINA YUHUA EDUCATION CORP L | CN | 6169 HK | 2,135.51 | $1,028.98 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 32.97 | $1,248.84 |
| BYY8LS2 | MAISONS DU MONDE SA | FR | MDM FP | 39.1 | $1,140.36 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 1,433.91 | $125,518.43 |
| BYZ43T4 | EUROBANK ERGASIAS SA | GR | EUROB GA | 1,181.44 | $891.93 |
| BYZFYS3 | SPIE SA | FR | SPIE FP | 115.88 | $2,307.82 |
| BYZWX76 | CRODA INTERNATIONAL PLC | GB | CRDA LN | 23.37 | $1,583.77 |
| BZ01RF1 | WILLIAM DEMANT HOLDING | DK | WDH DC | 27.09 | $1,016.78 |
| BZ3C3Q4 | BANKIA SA | ES | BKIA SM | 436.3 | $1,703.20 |
| BZCNN35 | BANCO COMERCIAL PORTUGUES-R | PT | BCP PL | 3,689.48 | $1,092.34 |
| G02602103 | AMDOCS LTD | GG | DOX | 45.22 | $2,983.78 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 17.98 | $932.40 |
| G27358103 | DESPEGAR.COM CORP | AR | DESP | 23.79 | $401.32 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 4,357.76 | $36,779.48 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 9,909.52 | $10,305.90 | |
| G51502105 | JOHNSON CONTROLS INTERNATIONAL | US | JCI | 156.33 | $5,471.58 |
| G5960L103 | MEDTRONIC INC | IE | MDT | 1,623.9 | $159,742.68 |
| G96629103 | WILLIS TOWERS WATSON PLC | GB | WLTW | 22.07 | $3,109.96 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 35.64 | $2,523.60 |
| H1467J104 | CHUBB LTD | CH | CB | 34.78 | $4,648.23 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 3,984.71 | $55,586.72 |
| M22465104 | CHECK POINT SOFTWARE TECH | IL | CHKP | 8.48 | $997.75 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 9.97 | $1,154.93 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 938.75 | $63,177.99 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 63.65 | $6,525.21 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 23.08 | $874.36 |
| USD | US DOLLAR | US | 191,252.72 | $191,252.72 |
Based on the investments of the underlying fund(s): Manning & Napier Pro-Mix® Moderate Term CIT Fund and Manning & Napier Pro-Mix® Conservative Term CIT Fund. Investments will change over time and as the target date fund gradually becomes more conservative. Fund holdings list does not include securities with positions less than 0.005 shares.
A Word About Risk
Each Manning & Napier Retirement Target CIT Fund is invested in one or two of four proprietary risk-based funds, the Manning & Napier Pro-Mix® CIT Funds, based on the Retirement Target CIT Fund becoming increasingly conservative over time. Because the underlying funds invest 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 target date funds will also involve a number of other risks, including issuer-specific risk, foreign investment risk, and small-cap/mid-cap risk, as the underlying investments change over time. 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. Principal value is not guaranteed at any time, including at the target date (the approximate year when an investor plans to stop contributions and start periodic withdrawals).
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 life cycle 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
$13.15
Daily $ Change
-$0.07
Daily % Change
-0.53%
as of 10/18/2018
CUSIP
302027677
Inception Date
08/17/2012
This fund is only available for use within certain qualified employee benefit plans.
Important Documents
| Annual Report | |
| Fact Sheet | |
| Applications & Forms |
Each Retirement Target CIT Fund seeks to achieve its investment objectives by investing in a combination of other Manning & Napier CIT Funds (the “underlying CIT Funds”) in order to meet its target asset allocations and investment style. The financial statements of the underlying Pro-Mix® CIT Funds should be read in conjunction with the Retirement Target CIT Funds’ financial statements.
Pro-Mix® CIT Fund Annual Report
Investment Objective
To provide capital growth and manage risk for investors planning to retire in or around the year indicated in the fund’s name.
Investment Strategy
Currently: The portfolio is currently invested in a moderately conservative mix of securities that seeks a more stable rate of growth than that of the stock market by placing a greater emphasis on bonds to help maintain stability. The portfolio is diversified primarily among fixed income securities, with a focus on intermediate maturities. Stock exposure can range from 18% - 54%.
Over Time: The portfolio’s investment mix will gradually become more conservative as the target date approaches and for several years after the target date. At five years after the target date and beyond, the focus will be on capital preservation, and stock exposure can range from 15% - 45%.
May be Appropriate for Investors
- Who may have stopped contributions and started periodic withdrawals around the year 2015
- Who currently have a moderately low tolerance for risk and are looking to minimize extreme declines in account value
- Who prefer to take advantage of professional management through a single, diversified investment portfolio that becomes more conservative over time
About Target Date Funds
A target date fund is a single investment portfolio designed to meet an investor’s changing needs over time. The fund gradually shifts from a more aggressive to a more conservative investment objective over the years to reflect an appropriate risk/return trade-off for the investor’s changing time horizon.
Performance
As of 09/30/2018
YTD
1.58%
1 Year
2.98%
3 Year
5.45%
5 Year
3.78%
10 Year
5.34%
Inception
(01/01/2000)
6.06%
US Stock Market Cycle (04/01/2000 - 09/30/2018)
5.99%
Performance through the inception date of the Retirement Target CIT Class S units is based on historical performance of the CIT's oldest unit class. Performance through the inception date of the oldest unit class (08/03/2012) is not the past performance of the Retirement Target CIT Fund and is based on historical performance data of the Manning & Napier Pro-Mix® CIT Fund(s) that would have been held according to the Retirement Target CIT Fund’s glide path. Returns are net of the Class S expenses. The Retirement Target CIT Fund will gradually become more conservative over time. 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 | 0.99% |
| Net | 0.89%* |
*Includes acquired fund fees and expenses of the underlying collective investment trusts and reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 09/30/2018
| TREASURY NOTES | 13.32% |
| GOVERNMENT AGENCY | 8.60% |
| UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | 4.86% |
| TREASURY BONDS | 3.87% |
| INCYTE CORP | 1.13% |
| SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | 1.06% |
| EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | 0.98% |
| VERIZON COMMUNICATIONS 5.50000 03/16/2047 | 0.95% |
| KINDER MORGAN ENER PART 6.95000 01/15/2038 | 0.94% |
| MORGAN STANLEY FLT 3.56325 05/08/2024 | 0.92% |
Top Ten Investments list is unaudited and excludes cash.
Asset Allocation
As of 09/30/2018
| Bonds | 66.66% | |
| Stocks | 32.35% | |
| Cash | 0.99% |
Detailed Asset Class Allocation
As of 09/30/2018
| International Equities | 9.17% | |
| Small Capitalization | 0.80% | |
| Mid Capitalization | 2.96% | |
| Large Capitalization | 19.42% | |
| Long Term Fixed Income | 19.69% | |
| Intermediate Term Fixed Income | 28.03% | |
| Short Term Fixed Income | 18.94% | |
| Cash | 0.99% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
September Fund Holdings
As of 09/30/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 000375204 | ABB LTD-SPON ADR | CH | ABB | 279.38 | $6,601.65 |
| 00101JAM8 | ADT CORP 5.25000 03/15/2020 | US | 3,657.19 | $3,712.04 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 113,187.21 | $111,725.10 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 205,670.37 | $202,622.34 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 160 | $15,132.42 |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 17,589.34 | $17,941.13 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 89.79 | $2,516.68 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 236.16 | $2,624.33 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 37.61 | $1,193.21 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 110,592.06 | $109,427.07 | |
| 0081180 | BARRATT DEVELOPMENTS PLC | GB | BDEV LN | 68.62 | $506.75 |
| 008492100 | AGREE REALTY CORP | US | ADC | 39.72 | $2,109.97 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 3,047.66 | $3,143.36 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 15.46 | $1,944.12 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 417.53 | $68,791.67 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 186,967.59 | $174,271.46 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 6,487.87 | $6,552.75 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 33.29 | $3,285.30 |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 6,155.26 | $6,155.26 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 43.98 | $52,489.41 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 42.92 | $51,806.02 |
| 02155FAC9 | ALTICE US FINANCE I CORP 5.50000 05/15/2026 | US | 1,962.78 | $1,960.33 | |
| 023135106 | AMAZON.COM INC | US | AMZN | 21.85 | $43,769.13 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 21,926.21 | $100,202.78 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 3,178.74 | $112,617.39 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 94.61 | $3,893.97 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 215.28 | $1,765.28 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 370.07 | $8,100.82 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 121,092.55 | $115,847.57 | |
| 02753GAA7 | AMERICAN MIDSTREAM PTR/F 9.50000 12/15/2021 | US | 5,642.8 | $5,642.80 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 337.77 | $49,077.86 |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 3,719.13 | $3,742.74 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 70.2 | $1,756.34 |
| 031162100 | AMGEN INC | US | AMGN | 66.35 | $13,753.09 |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 138.8 | $6,125.32 |
| 037612306 | APOLLO GLOBAL MANAGMENT - A | US | APO | 146.61 | $5,065.27 |
| 037833100 | APPLE COMPUTER INC | US | AAPL | 48.62 | $10,975.40 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 182.6 | $3,193.74 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | IE | 4,876.25 | $4,772.63 | |
| 04014Y101 | ARES MANAGEMENT LP | US | ARES | 148.1 | $3,435.99 |
| 0405207 | HALMA PLC | GB | HLMA LN | 64.46 | $1,213.54 |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 19.55 | $2,157.42 |
| 053015103 | AUTOMATIC DATA PROCESSING | US | ADP | 58.57 | $8,823.85 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 85.36 | $15,462.46 |
| 055622104 | BP PLC-SPONS ADR | GB | BP | 334.73 | $15,430.94 |
| 05604LAA0 | BWAY 2015-1740 A 2.91700 01/10/2035 | US | 62,809.05 | $60,331.17 | |
| 058498106 | BALL CORP | US | BLL | 2,437.44 | $107,222.95 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 679.18 | $20,008.61 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 177,843.18 | $175,506.71 | |
| 06652K103 | BANKUNITED INC | US | BKU | 58.34 | $2,065.36 |
| 0822011 | DS SMITH PLC | GB | SMDS LN | 237.32 | $1,478.27 |
| 088606108 | BHP LIMITED-SPONS ADR | AU | BHP | 199.04 | $9,920.22 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 840.23 | $81,477.55 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 105.46 | $37,260.72 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 55.04 | $1,004.13 |
| 09247X101 | BLACKROCK INC | US | BLK | 209.7 | $98,836.04 |
| 09253U108 | BLACKSTONE GROUP LP/THE | US | BX | 142.49 | $5,426.13 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 114.08 | $2,617.15 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 172.81 | $1,693.50 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 163,842.52 | $173,391.67 | |
| 097023105 | BOEING CO | US | BA | 49.59 | $18,443.28 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 85.21 | $169,054.34 |
| 0989529 | ASTRAZENECA PLC | GB | AZN LN | 96.87 | $7,550.12 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 86.87 | $10,693.04 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 472.21 | $7,423.07 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 1,208.36 | $75,014.88 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 34.15 | $1,592.53 |
| 11135F101 | BROADCOM INC | US | AVGO | 30.59 | $7,548.20 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 3,814.21 | $3,776.07 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 6,016.8 | $5,949.11 | |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 1,669.11 | $90,866.44 |
| 125896100 | CMS ENERGY CORP | US | CMS | 123.79 | $6,065.86 |
| 12591QAR3 | COMM 2014-UBS4 A5 3.69400 08/10/2047 | US | 56,528.14 | $56,656.77 | |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 117,749.41 | $117,902.48 | |
| 12593GAF9 | COMM 2015-PC1 A5 3.90200 07/10/2050 | US | 29,834.3 | $30,160.43 | |
| 12629NAF2 | COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 | US | 65,949.5 | $64,697.05 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 12,444.72 | $12,164.71 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 54,371.99 | $50,296.48 | |
| 126650100 | CVS HEALTH CORP | US | CVS | 116.09 | $9,138.51 |
| 13321L108 | CAMECO CORP | CA | CCJ | 81.59 | $930.11 |
| 149123101 | CATERPILLAR INC | US | CAT | 47.42 | $7,231.51 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 593.02 | $6,778.24 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 5,504.15 | $5,490.39 | |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 50,901.85 | $50,769.46 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 11,267.05 | $10,481.73 | |
| 15672WAJ3 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 1,648.74 | $1,729.11 | |
| 16411QAB7 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 5,721.31 | $5,728.35 | |
| 165183BB9 | CFII 2017-4A A1 2.12000 11/15/2029 | US | 31,211.66 | $30,838.75 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 94.43 | $3,028.38 |
| 166764100 | CHEVRON CORP | US | CVX | 85.65 | $10,472.72 |
| 16941R108 | CHINA PETROLEUM & CHEM-ADR | CN | SNP | 121.62 | $12,215.90 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 399.06 | $19,414.03 |
| 172967424 | CITIGROUP INC | US | C | 243.1 | $17,439.87 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 121,249.57 | $175,019.57 | |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 123.27 | $8,252.89 |
| 19625JAA1 | CAH 2015-1A A 3.33100 07/17/2032 | US | 80,828.17 | $80,928.23 | |
| 19626G108 | COLONY CAPITAL INC | US | CLNY | 983.82 | $5,991.48 |
| 199908104 | COMFORT SYSTEMS | US | FIX | 80.78 | $4,556.18 |
| 20030N101 | COMCAST CORP-CL A | US | CMCSA | 331.66 | $11,744.11 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 299.44 | $9,276.55 |
| 2099084 | BORALEX INC -A | CA | BLX CN | 175.78 | $2,453.68 |
| 2162760 | CAE INC | CA | CAE CN | 27.09 | $549.84 |
| 2171573 | CANADIAN NATURAL RESOURCES | CA | CNQ CN | 48.44 | $1,582.65 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 6.6 | $591.77 |
| 21871N101 | CORECIVIC INC | US | CXW | 335.11 | $8,153.24 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 77,968.59 | $86,263.63 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 822.72 | $7,313.96 |
| 22282E102 | COVANTA HOLDING CORP | US | CVA | 451.79 | $7,341.57 |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 5,859.78 | $5,725.00 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 128.15 | $14,267.08 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 37,828.3 | $34,706.93 | |
| 229663109 | CUBESMART | US | CUBE | 93.95 | $2,680.41 |
| 23311RAD8 | DCP MIDSTREAM OPERATING 5.35000 03/15/2020 | US | 3,657.19 | $3,739.47 | |
| 23331A109 | DR HORTON INC | US | DHI | 22.08 | $931.40 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 112.74 | $1,283.97 |
| 23918K108 | DAVITA INC. | US | DVA | 1,164.16 | $83,388.78 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 8,297.9 | $7,914.12 | |
| 2392471 | GRUPO BIMBO SAB- SERIES A | MX | BIMBOA MM | 255.55 | $543.77 |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 454.66 | $1,556.59 |
| 247361702 | DELTA AIR LINES INC. | US | DAL | 80.04 | $4,628.45 |
| 2491914 | KIMBERLY CLARK DE MEXICO S.A.B. | MX | 635.94 | $1,128.21 | |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 1,722.46 | $34,449.25 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 148.1 | $5,254.69 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 138.01 | $15,523.31 |
| 254683BK0 | DCENT 2014-A4 2.12000 12/15/2021 | US | 2,826.41 | $2,813.62 | |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 121,249.57 | $118,550.14 | |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 83.4 | $9,115.77 |
| 26078J100 | DOWDUPONT INC | US | DWDP | 139.58 | $8,976.12 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 9,655.43 | $9,776.12 | |
| 2639349 | GRUPO AEROPORT DEL SURESTE-B | MX | 49.54 | $1,012.31 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 144.46 | $415.77 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 12,347.65 | $12,409.38 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 782.57 | $40,998.71 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 1,444.15 | $28,957.87 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 17.97 | $1,718.47 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 1,324.39 | $25,807.97 |
| 285512109 | ELECTRONIC ARTS | US | EA | 549.78 | $66,243.58 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 4,452.13 | $23,576.47 |
| 291011104 | EMERSON ELEC CO | US | EMR | 91.93 | $7,039.89 |
| 294429105 | EQUIFAX INC | US | EFX | 358.63 | $46,825.98 |
| 29444U700 | EQUINIX INC | US | EQIX | 213.4 | $92,378.84 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 41.83 | $4,034.16 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 158.29 | $10,488.18 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 19.11 | $4,715.23 |
| 30161N101 | EXELON CORP | US | EXC | 86.77 | $3,788.26 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 189,347.22 | $185,855.66 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 41.49 | $3,594.65 |
| 30231G102 | EXXON MOBIL CORP | US | XOM | 331.36 | $28,172.36 |
| 302491303 | FMC CORP | US | FMC | 120.8 | $10,531.44 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 6,854.33 | $6,820.95 | |
| 30261UAJ3 | FREMF 2013-K713 B 3.26256 04/25/2046 | US | 18,842.71 | $18,784.81 | |
| 30262DAL5 | FREMF 2011-K13 B 4.76796 01/25/2048 | US | 30,667.77 | $31,431.36 | |
| 30262SAR9 | FREMF 2015-K42 B FLT 3.98340 12/25/2024 | US | 13,463.9 | $13,217.92 | |
| 30264DAA7 | FS ENERGY & POWER FUND 7.50000 08/15/2023 | US | 6,783.35 | $6,919.02 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.86212 02/25/2048 | US | 36,115.2 | $35,121.21 | |
| 30287EAE0 | FREMF 2014-K41 B FLT 3.96247 11/25/2047 | US | 52,359.61 | $51,481.96 | |
| 30290HAE8 | FREMF 2012-K708 FLT 3.88522 02/25/2045 | US | 25,123.62 | $25,143.88 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.47300 05/25/2045 | US | 96,618.39 | $96,600.07 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 2,484,549.71 | $8,645.98 | |
| 3128M1AM1 | FHLM POOL G11912 5.50000 03/01/2021 | US | 1,065.43 | $1,078.57 | |
| 3128M5A91 | FHLM POOL G03332 6.00000 10/01/2037 | US | 792.86 | $877.64 | |
| 3128M5NM8 | FHLM POOL G03696 5.50000 01/01/2038 | US | 1,693.85 | $1,826.51 | |
| 3128M6B98 | FHLM POOL G04264 5.50000 04/01/2038 | US | 5,872.07 | $6,331.15 | |
| 3128M6HZ4 | FHLM POOL G04448 5.50000 07/01/2038 | US | 13,429.37 | $14,480.53 | |
| 3128M6SU3 | FHLM POOL G04731 5.50000 04/01/2038 | US | 299.17 | $322.56 | |
| 3128M73H7 | FHLM POOL G05900 6.00000 03/01/2040 | US | 2,184.26 | $2,413.21 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 3,561.58 | $3,942.28 | |
| 3128M7KW5 | FHLM POOL G05409 5.50000 03/01/2039 | US | 4,159.69 | $4,485.10 | |
| 3128M82W3 | FHLM POOL G06789 6.00000 05/01/2040 | US | 10,467.07 | $11,582.18 | |
| 3128M8AW4 | FHLM POOL G06021 5.50000 01/01/2040 | US | 1,623.43 | $1,750.41 | |
| 3128M9C83 | FHLM POOL G06995 6.00000 05/01/2040 | US | 5,103.29 | $5,648.88 | |
| 3128M9ZU9 | FHLM POOL G07655 5.50000 12/01/2035 | US | 3,517.06 | $3,809.33 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 7,477.42 | $7,695.34 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 948.57 | $977.20 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 270.76 | $278.72 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 211.08 | $217.91 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 855.98 | $883.15 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 84,423.13 | $87,521.55 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 11,314.32 | $12,197.15 | |
| 3128P75F6 | FHLM POOL C91746 4.50000 12/01/2033 | US | 3,854.08 | $3,999.51 | |
| 312941ZQ3 | FHLM POOL Q93451 4.50000 08/01/2040 | US | 37,701.14 | $39,335.01 | |
| 3132QUNJ8 | FHLM POOL Q37592 4.00000 12/01/2045 | US | 12,221.17 | $12,372.02 | |
| 3132WJYG0 | FHLM POOL Q45210 4.00000 01/01/2047 | US | 30,341.14 | $30,679.89 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 53,734.28 | $54,310.84 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 61,525.08 | $62,185.26 | |
| 3132XTPU6 | FHLM GOLD POOL FG Q51334 4.00000 10/01/2047 | US | 45,136.91 | $45,616.55 | |
| 31335ABB3 | FHLM POOL G60034 4.50000 02/01/2045 | US | 45,330.42 | $46,857.75 | |
| 31335AFY9 | FHLM POOL G60183 4.00000 12/01/2044 | US | 11,845.82 | $11,987.88 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 922.59 | $930.76 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 49,206.78 | $48,702.81 | |
| 31371MLB1 | FEDERAL NATL MTG ASSN 256022 5.50000 12/01/2035 | US | 4,353.14 | $4,700.14 | |
| 31371MRU3 | FEDERAL NATL MTG ASSN 256199 5.00000 04/01/2021 | US | 507.57 | $523.16 | |
| 31371NCJ2 | FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 | US | 8,096.81 | $8,731.40 | |
| 31371NDQ5 | FEDERAL NATL MTG ASSN 256711 5.50000 05/01/2037 | US | 569.97 | $614.01 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.44868 08/25/2020 | US | 254,087.41 | $4,888.03 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.32335 04/25/2021 | US | 932,660.76 | $23,145.66 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.66787 10/25/2021 | US | 253,658.76 | $9,440.06 | |
| 3137AL6W4 | FHMS K706 X1 FLT 1.69370 10/25/2018 | US | 121,474.8 | $14.63 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.58570 06/25/2022 | US | 1,444,922.05 | $64,149.77 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.31093 04/25/2023 | US | 3,015,715.23 | $24,001.17 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.21916 05/25/2023 | US | 1,811,345.44 | $8,754.78 | |
| 3137F4YU0 | FHLM POOL FHR4791 4.00000 03/15/2044 | US | 64,052.36 | $65,012.81 | |
| 3137FG2L8 | FHLM POOL 4801 4.50000 05/15/2044 | US | 64,414.79 | $66,385.17 | |
| 3138A7BL1 | FEDERAL NATL MTG ASSN AH5442 4.50000 05/01/2041 | US | 21,781.37 | $22,602.48 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 3,763.05 | $3,915.98 | |
| 3138AJ4A7 | FEDERAL NATL MTG ASSN AI5316 4.50000 07/01/2041 | US | 2,371.72 | $2,447.60 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 2,102.01 | $2,187.01 | |
| 3138EPLE2 | FEDERAL NATL MTG ASSN AL6624 4.50000 09/01/2042 | US | 8,361.93 | $8,698.04 | |
| 3138EQTZ5 | FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 | US | 29,456.11 | $30,652.17 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65400 01/01/2049 | US | 88,274.67 | $94,070.36 | |
| 3138WDRZ6 | FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 | US | 51,269.27 | $53,348.75 | |
| 3138YTGK4 | FEDERAL NATL MTG ASSN AZ2001 3.50000 05/01/2045 | US | 81,067.03 | $80,134.60 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 13,732.98 | $14,837.57 | |
| 31403DVZ9 | FEDERAL NATL MTG ASSN 745932 6.50000 11/01/2036 | US | 812.4 | $904.53 | |
| 31406PTV1 | FEDERAL NATL MTG ASSN 816064 4.50000 04/01/2020 | US | 523.07 | $529.76 | |
| 3140E2GZ8 | FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 | US | 10,236.03 | $10,369.99 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 20,722.94 | $20,474.91 | |
| 3140F2QS2 | FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 | US | 11,960.63 | $11,817.46 | |
| 3140F4UB0 | FEDERAL NATL MTG ASSN BC8677 4.00000 05/01/2046 | US | 50,064.52 | $50,608.39 | |
| 3140F9M51 | FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 | US | 33,091.5 | $33,449.29 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 38,954.72 | $39,380.09 | |
| 3140FEXR0 | FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 | US | 25,741.6 | $26,013.30 | |
| 3140FPGW3 | FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 | US | 69,527.66 | $70,259.73 | |
| 3140HPUY1 | FEDERAL NATL MTG ASSN FN BK9598 4.50000 08/01/2048 | US | 21,698.08 | $22,397.30 | |
| 3140Q9D42 | FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 | US | 43,591.22 | $45,823.15 | |
| 3140Q9PD9 | FEDERAL NATL MTG ASSN FN CA2219 5.00000 08/01/2048 | US | 26,749.51 | $28,117.78 | |
| 3140Q9T78 | FEDERAL NATL MTG ASSN FN CA2373 5.00000 09/01/2048 | US | 24,664.52 | $25,924.87 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 666.53 | $684.59 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 822.47 | $844.69 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 5,992.74 | $6,106.85 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 7,237.46 | $7,371.39 | |
| 31410HAQ4 | MACYS RETAIL HLDGS INC 6.90000 04/01/2029 | US | 52,266.93 | $55,312.97 | |
| 31410KJV7 | FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 | US | 5,114.07 | $5,628.45 | |
| 31410KLD4 | FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 | US | 6,275.93 | $6,750.19 | |
| 31410WSY5 | FEDERAL NATL MTG ASSN 899735 6.50000 09/01/2037 | US | 991.82 | $1,094.88 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 4,808.95 | $5,166.41 | |
| 31411RHZ4 | FEDERAL NATL MTG ASSN 912948 5.00000 05/01/2038 | US | 338.12 | $354.95 | |
| 31413CCL1 | FEDERAL NATL MTG ASSN 941175 6.00000 11/01/2037 | US | 407.47 | $439.86 | |
| 31413MR66 | FEDERAL NATL MTG ASSN 949709 6.50000 09/01/2037 | US | 1,447.24 | $1,610.78 | |
| 31413S6R0 | FEDERAL NATL MTG ASSN 954580 6.00000 02/01/2038 | US | 898.86 | $984.35 | |
| 31414CQ50 | FEDERAL NATL MTG ASSN 962276 6.00000 03/01/2038 | US | 199.67 | $219.27 | |
| 31414DJ23 | FEDERAL NATL MTG ASSN 962981 6.00000 05/01/2038 | US | 841.21 | $912.45 | |
| 31414QX28 | FEDERAL NATL MTG ASSN 973297 4.50000 03/01/2023 | US | 670.46 | $684.32 | |
| 31414UF52 | FEDERAL NATL MTG ASSN 976388 4.50000 04/01/2023 | US | 3,619.38 | $3,681.94 | |
| 31415ALX7 | FEDERAL NATL MTG ASSN 981042 6.00000 04/01/2038 | US | 950.65 | $1,026.21 | |
| 31415BBC2 | FEDERAL NATL MTG ASSN 981635 5.00000 06/01/2038 | US | 1,163.24 | $1,233.38 | |
| 31415BBT5 | FEDERAL NATL MTG ASSN 981650 5.00000 06/01/2038 | US | 795.68 | $840.13 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 124.04 | $125.87 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 4,091.15 | $4,169.71 | |
| 31417YJC2 | FEDERAL NATL MTG ASSN MA0258 4.50000 12/01/2039 | US | 1,387.75 | $1,445.19 | |
| 31418B6G6 | FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 | US | 31,997.9 | $30,654.60 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 29,573.7 | $30,662.18 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 26,469.74 | $27,444.93 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 50,114.73 | $48,008.24 | |
| 31418CRE6 | FEDERAL NATL MTG ASSN FN MA3184 4.50000 11/01/2047 | US | 42,535.84 | $43,908.27 | |
| 31418MDZ2 | FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 | US | 2,758.27 | $3,035.83 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 3,432.84 | $3,778.73 | |
| 31418MJC7 | FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 | US | 10,943.44 | $11,761.14 | |
| 31418MKV3 | FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 | US | 6,575.25 | $7,091.93 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 274.5 | $284.68 | |
| 31419BBV6 | FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 | US | 8,691.12 | $9,047.86 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 324.71 | $78,188.10 |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 73.68 | $2,057.07 |
| 3174300 | BURBERRY GROUP PLC | GB | BRBY LN | 40.67 | $1,067.94 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 93.34 | $2,930.91 |
| 3208986 | NEXT PLC | GB | NXT LN | 7.22 | $516.93 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 6,686.28 | $6,251.68 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 4,816.3 | $4,782.34 | |
| 357081AE8 | FREMF 2015-K720 B FLT 3.50676 07/25/2022 | US | 22,711.14 | $22,116.20 | |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 105,162.4 | $107,241.64 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.49490 12/15/2034 | US | 112,113.69 | $111,970.54 | |
| 36143WAS0 | GAHR 2015-NRF DFX FLT 3.49490 12/15/2034 | US | 47,043.79 | $46,769.65 | |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 8,601.94 | $8,412.42 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 2,463.4 | $2,483.20 | |
| 36294VKJ8 | GNMA POOL 660997 5.50000 05/15/2037 | US | 2,342.45 | $2,511.60 | |
| 363576109 | ARTHUR J GALLAGHER & CO | US | AJG | 53.48 | $3,981.17 |
| 37045VAR1 | GENERAL MOTORS CO FLT 3.22706 09/10/2021 | US | 109,058.95 | $109,017.84 | |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 612.66 | $55,745.48 |
| 37185LAF9 | GENESIS ENERGY LP/GENESI 5.62500 06/15/2024 | US | 4,423.74 | $4,180.44 | |
| 374297109 | GETTY REALTY CORP | US | GTY | 113.62 | $3,245.02 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 139.65 | $10,782.42 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 13,271.22 | $13,204.87 | |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 54,177.14 | $51,029.41 | |
| 388689101 | GRAPHIC PACKAGING HOLDING CO | US | GPK | 867.67 | $12,156.11 |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 6,095.31 | $5,942.93 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 12.4 | $1,354.35 |
| 404121AH8 | HCA INC 5.37500 09/01/2026 | US | 5,485.78 | $5,540.64 | |
| 40414L109 | HCP INC | US | HCP | 214.54 | $5,646.67 |
| 4057808 | L'OREAL | FR | OR FP | 4.55 | $1,097.83 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 1.88 | $665.85 |
| 4163437 | CAP GEMINI | FR | CAP FP | 4.87 | $612.83 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 138.13 | $4,041.75 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 152.34 | $4,062.79 |
| 42809H107 | HESS CORP | US | HES | 106.59 | $7,629.66 |
| 4354350 | FUCHS PETROLUB SE - PREF | DE | FPE3 GR | 9.42 | $525.74 |
| 437076102 | HOME DEPOT INC | US | HD | 96.57 | $20,003.67 |
| 438128308 | HONDA MOTOR CO LTD -SPONS ADR | JP | HMC | 235.69 | $7,089.65 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 75.55 | $12,571.09 |
| 44053FAA8 | HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 | US | 4,710.68 | $5,028.65 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 375.57 | $7,924.61 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 9,988.03 | $9,738.33 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 17.04 | $1,863.25 |
| 446150104 | HUNTINGTON BANCSHARES | US | HBAN | 137.26 | $2,047.87 |
| 4497749 | KBC GROEP NV | BE | KBC BB | 16.17 | $1,202.62 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 9,614.04 | $9,469.82 | |
| 45337C102 | INCYTE CORP | US | INCY | 3,110.31 | $214,859.89 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 251.08 | $2,643.82 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 7,928.18 | $7,888.54 | |
| 458140100 | INTEL CORP | US | INTC | 807.39 | $38,181.25 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 90.28 | $13,651.68 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 120,423.07 | $122,765.31 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 3.00844 12/17/2036 | US | 20,020.93 | $20,070.94 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.30844 12/17/2036 | US | 15,099.82 | $15,137.19 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 321.69 | $7,369.96 |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 75.82 | $6,067.25 | |
| 466032109 | J&J SNACK FOODS CORP | US | JJSF | 45.25 | $6,828.33 |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 396.36 | $44,725.52 |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 170,685.83 | $174,065.10 | |
| 46635GAE0 | JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 | US | 3,595.46 | $3,636.18 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 26,764.34 | $25,600.71 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 30,917.16 | $30,094.70 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 37,762.14 | $37,194.24 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 57,825.87 | $56,926.04 | |
| 46649HAE2 | JPMMT 2017-6 A5 3.50000 12/25/2048 | US | 27,131.39 | $26,763.46 | |
| 4741844 | MERCK KGAA | DE | MRK GR | 498.88 | $51,544.85 |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 303.91 | $5,862.51 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 1,071.68 | $148,074.55 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 10,953 | $8,379.05 | |
| 4800659 | LUXOTTICA GROUP SPA | IT | LUX IM | 8.87 | $601.27 |
| 4821100 | SOLVAY SA | BE | SOLB BB | 19.31 | $2,589.08 |
| 4824778 | SGS SA-REG | CH | SGSN SW | .24 | $620.15 |
| 4846288 | SAP AG | DE | SAP GR | 5.02 | $617.86 |
| 485170302 | KANSAS CITY SOUTHERN | US | KSU | 90.13 | $10,210.30 |
| 493267108 | KEYCORP | US | KEY | 331.74 | $6,598.22 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 147,560.76 | $178,870.03 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 4,876.25 | $4,985.97 | |
| 500472303 | KONINKLIJKE PHILIPS NVR - NY ADR | NL | PHG | 128.28 | $5,838.07 |
| 500754106 | KRAFT HEINZ CO/THE | US | KHC | 115.34 | $6,356.43 |
| 50187T106 | LGI HOMES INC | US | LGIH | 15.53 | $736.92 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 8,002.42 | $7,862.37 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 7,549.91 | $7,370.60 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 6,861.87 | $7,187.80 | |
| 50218LAC0 | LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 | US | 295.05 | $294.22 | |
| 5048566 | SWEDISH MATCH AB | SE | SWMA SS | 9.66 | $493.62 |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 5,328.76 | $5,402.03 | |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 23.55 | $2,655.02 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 74.33 | $5,782.98 |
| 5228658 | RANDSTAD HOLDING NV | NL | RAND NA | 28.19 | $1,504.39 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 1.73 | $1,144.34 |
| 526057104 | LENNAR CORP | US | LEN | 17.19 | $802.45 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 10.52 | $654.19 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 23.32 | $968.08 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 155.04 | $6,550.53 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 20.86 | $1,985.28 |
| 532457108 | ELI LILLY & CO | US | LLY | 173.83 | $18,654.12 |
| 534187109 | LINCOLN NATL CORP IND | US | LNC | 45.63 | $3,087.17 |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 29.25 | $10,118.15 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 31.8 | $2,974.40 |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 157.02 | $1,442.38 |
| 5476929 | BARRY CALLEBAUT AG-REG | CH | BARN SW | .24 | $446.01 |
| 550021109 | LULULEMON - ADR | CA | LULU | 690.72 | $112,234.76 |
| 554382101 | THE MACERICH CO | US | MAC | 45.6 | $2,521.18 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 27.56 | $1,048.78 |
| 55616XAC1 | MACYS RETAIL HLDGS INC 7.00000 02/15/2028 | US | 52,188.42 | $56,138.22 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 10,302.08 | $10,134.67 | |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 15.31 | $2,454.12 |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 67.47 | $5,395.50 |
| 5669354 | REPSOL SA | ES | REP SM | 129.47 | $2,577.30 |
| 5671519 | WOLTERS KLUWER | NL | WKL NA | 8.48 | $528.59 |
| 5671735 | SANOFI-AVENTIS | FR | SAN FP | 98.21 | $8,774.93 |
| 5699373 | WIENERBERGER AG | AT | WIE AV | 40.28 | $1,006.87 |
| 5713422 | METSO OYJ | FI | METSO FH | 47.73 | $1,689.44 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 17.12 | $2,188.44 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 676.4 | $150,573.53 |
| 580135101 | MCDONALDS CORP | US | MCD | 79.21 | $13,251.48 |
| 5852842 | ACCOR SA | FR | AC FP | 29.91 | $1,536.68 |
| 58933Y105 | MERCK & CO INC | US | MRK | 1,233.18 | $87,481.73 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 4,266.72 | $3,936.05 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 1,438.82 | $164,557.87 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 77.2 | $7,733.67 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | .16 | $386.37 |
| 5999330 | TELEPERFORMANCE | FR | TEP FP | 2.59 | $488.78 |
| 6054603 | ASAHI KASEI CORP | JP | 3407 JP | 32.97 | $499.97 |
| 60871R209 | MOLSON COORS BREWING CO -B | US | TAP | 44.88 | $2,760.10 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 2,102.76 | $90,334.69 |
| 6125286 | TREND MICRO INC | JP | 4704 JP | 15.7 | $1,010.03 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 36.12 | $970.69 |
| 6136749 | OBIC CO LTD | JP | 4684 JP | 9.42 | $891.09 |
| 6141680 | ORACLE CORP JAPAN | JP | 4716 JP | 12.56 | $1,012.13 |
| 61744YAG3 | MORGAN STANLEY FLT 3.56325 05/08/2024 | US | 173,123.95 | $175,939.00 | |
| 6180412 | COMPUTERSHARE LTD | AU | CPU AU | 41.69 | $600.38 |
| 6196408 | CHUGAI PHARMACEUTICAL CO LTD | JP | 4519 JP | 15.7 | $1,009.39 |
| 6198578 | REA GROUP LTD | AU | REA AU | 8.32 | $516.33 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 9,457.01 | $9,646.15 | |
| 624758108 | MUELLER WATER PRODUCTS INC - A | US | MWA | 763.7 | $8,790.21 |
| 6248990 | KDDI CORP | JP | 9433 JP | 39.26 | $1,082.94 |
| 62913TAM4 | NGL ENRGY PART LP/FIN CO 6.12500 03/01/2025 | US | 6,252.33 | $5,861.56 | |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 1,570.23 | $1,577.68 |
| 62943WAE9 | NRG YIELD OPERATING LLC 5.00000 09/15/2026 | US | 3,814.21 | $3,652.11 | |
| 62944T105 | NVR INC | US | NVR | .08 | $193.99 |
| 6308913 | ELBIT SYSTEMS LTD | IL | ESLT IT | 3.85 | $488.83 |
| 6353418 | FRUTAROM | IL | FRUT IT | 5.65 | $586.51 |
| 6356934 | FANUC LTD | JP | 6954 JP | 3.69 | $694.22 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 70.65 | $3,166.53 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 21.98 | $1,110.11 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 5,171.74 | $5,482.04 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 5.57 | $1,272.33 |
| 6441506 | HOYA CORP | JP | 7741 JP | 9.42 | $559.54 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 9.03 | $1,094.36 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 11.7 | $1,091.29 |
| 6467104 | ISUZU MOTORS LTD | JP | 7202 JP | 32.97 | $519.83 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 22.53 | $1,667.65 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 28.26 | $1,002.07 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 37,494.39 | $37,430.71 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 46,030.26 | $45,922.55 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 64,730.99 | $64,418.89 | |
| 6483809 | KAO CORP | JP | 4452 JP | 4.71 | $380.52 |
| 6490809 | KIKKOMAN CORP | JP | 2801 JP | 7.85 | $467.59 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 4.4 | $2,553.95 |
| 651229106 | NEWELL BRANDS INC | US | NWL | 377.36 | $7,660.47 |
| 6518808 | LION CORP | JP | 4912 JP | 47.11 | $1,046.22 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 533.88 | $1,063.19 |
| 6555805 | MAKITA CORP | JP | 6586 JP | 9.42 | $471.79 |
| 6619604 | NGK SPARK PLUG CO LTD | JP | 5334 JP | 21.98 | $640.80 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 1,221.29 | $1,054.45 |
| 6640507 | NIPPON PAINT HOLDINGS CO LTD | JP | 4612 JP | 14.13 | $527.49 |
| 6641588 | NISSAN CHEMICAL INDUSTRIES | JP | 4021 JP | 9.42 | $497.64 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 28.26 | $1,497.65 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 9,457.01 | $9,669.80 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 1,757.78 | $151,450.53 |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 1,570.23 | $1,600.70 | |
| 67091GAA1 | OCI NV 6.62500 04/15/2023 | NL | 8,828.92 | $9,137.93 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 17.58 | $6,105.15 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 65.95 | $1,148.79 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 71.84 | $523.14 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 4.71 | $383.88 |
| 6793821 | SEKISUI CHEMICAL CO LTD | JP | 4204 JP | 28.26 | $521.22 |
| 680223104 | OLD REPUBLIC INTL CORP | US | ORI | 161.19 | $3,607.50 |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 54,072.69 | $53,504.67 | |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 25.12 | $1,439.86 |
| 6883807 | SYSMEX CORP | JP | 6869 JP | 6.28 | $541.62 |
| 6885074 | TERUMO CORP | JP | 4543 JP | 17.27 | $1,022.26 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 217.8 | $4,345.07 |
| 6913168 | GUANGDONG INVESTMENT LTD | HK | 270 HK | 659.5 | $1,168.60 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 8,376.41 | $8,543.94 | |
| 693475105 | PNC FINANCIAL SERVICES GROUP | US | PNC | 25.81 | $3,514.49 |
| 6948836 | WESFARMERS LTD | AU | WES AU | 14.29 | $514.54 |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 55.74 | $1,555.06 |
| 6985383 | ASTELLAS PHARMA INC | JP | 4503 JP | 28.26 | $493.57 |
| 6986427 | YOKOGAWA ELECTRIC CORP | JP | 6841 JP | 23.55 | $498.22 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 9,202.92 | $8,984.35 | |
| 70338P100 | PATTERN ENERGY GROUP INC -A | US | PEGI | 157.08 | $3,121.16 |
| 7103065 | NOVARTIS AG-REG | CH | NOVN SW | 30.07 | $2,588.36 |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 2.36 | $557.58 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 74.02 | $6,161.21 |
| 713448108 | PEPSICO INC | US | PEP | 196.87 | $22,010.31 |
| 7145056 | ENI SPA | IT | ENI IM | 80.63 | $1,519.86 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 2.51 | $498.62 |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 90,062.14 | $82,496.92 | |
| 717081103 | PFIZER INC | US | PFE | 485.82 | $21,410.19 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 491.18 | $8,281.36 |
| 7212477 | ESSILORLUXOTTICA | FR | EL FP | 7.93 | $1,173.74 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 204.97 | $3,177.05 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 5,799.83 | $5,947.72 | |
| 733174AK2 | POPULAR INC 6.12500 09/14/2023 | PR | 6,095.31 | $6,170.77 | |
| 7339451 | ORPEA SA | FR | ORP FP | 16.88 | $2,183.73 |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 25.52 | $1,063.93 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 78.12 | $3,366.99 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 181,186.32 | $175,776.78 | |
| 74251V102 | PRINCIPAL FINANCIAL GROUP | US | PFG | 49.37 | $2,892.45 |
| 74333KAA6 | PROG 2017-SFR2 A 2.89700 12/17/2034 | US | 22,439.83 | $21,669.29 | |
| 74340W103 | PROLOGIS | US | PLD | 226.58 | $15,359.76 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 110,749.08 | $117,117.15 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 47.05 | $9,487.46 |
| 74736K101 | QORVO INC | US | QRVO | 1,902.87 | $146,311.66 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 68.28 | $4,415.97 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 181.91 | $73,499.61 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 210.93 | $3,870.65 |
| 767204100 | RIO TINTO PLC - SPON ADR | GB | RIO | 144.21 | $7,357.76 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 4,797.74 | $4,929.68 | |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 153.9 | $10,916.34 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 8.21 | $788.71 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 323.62 | $51,983.08 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 7,609.86 | $7,571.81 | |
| 78471CAB5 | SOFI 2017-D A2FX 2.65000 09/25/2040 | US | 65,449.52 | $63,416.81 | |
| 78490DAA2 | SOFI 2018-C A1FX 3.08000 01/25/2048 | US | 45,034.87 | $45,030.62 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 162,780.48 | $175,802.57 | |
| 80105N105 | SANOFI-AVENTIS-ADR | FR | SNY | 266.14 | $11,888.31 |
| 80282KAE6 | SANTANDER HOLDINGS USA 4.50000 07/17/2025 | US | 109,963.97 | $108,587.88 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 1,539.15 | $93,765.06 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 2,341.73 | $115,096.16 |
| 81211K100 | SEALED AIR CORP | US | SEE | 1,621.98 | $65,122.57 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 989.93 | $76,343.48 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 9,337.11 | $9,173.71 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 31,629.62 | $29,945.60 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 43,262.97 | $40,989.84 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 33,757.49 | $29,920.43 | |
| 81762P102 | SERVICENOW INC | US | NOW | 275.06 | $53,809.74 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 6,409.36 | $6,233.10 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 5,564.29 | $5,738.18 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 118.57 | $20,956.78 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 610.83 | $55,408.05 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 4,372.93 | $4,331.00 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 3,533.01 | $3,425.09 | |
| 83401LAB0 | SOFI 2015-A A2 2.42000 03/25/2030 | US | 29,403.32 | $28,977.62 | |
| 83402DAC5 | SOFI 2016-C A2B 2.36000 12/27/2032 | US | 30,368.58 | $29,640.70 | |
| 83404FAB0 | SOFI 2017-A A2A 1.55000 03/26/2040 | US | 1,584.83 | $1,572.48 | |
| 83404LAC5 | SOFI 2016-D A2B 2.34000 04/25/2033 | US | 9,723.93 | $9,427.72 | |
| 83404YAA1 | SCLP 2016-5 A 3.06000 09/25/2028 | US | 5,266.76 | $5,245.93 | |
| 83405DAB4 | SOFI 2017-C A2A 1.75000 07/25/2040 | US | 2,305.51 | $2,285.71 | |
| 83405LAA8 | SCLP 2017-5 A1 2.14000 09/25/2026 | US | 21,450.64 | $21,345.90 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 9,593.46 | $9,507.49 | |
| 835495102 | SONOCO PRODUCTS CO | US | SON | 223.65 | $12,412.59 |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 39.41 | $1,700.26 |
| 84265VAD7 | SOUTHERN COPPER CORP 5.37500 04/16/2020 | US | 107,839.89 | $111,124.52 | |
| 844741108 | SOUTHWEST AIRLS CO | US | LUV | 73.68 | $4,601.16 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 8,690.46 | $8,625.28 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 3,047.66 | $3,066.55 | |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 267.28 | $7,350.28 |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.37844 11/15/2027 | US | 92,722.01 | $92,756.15 | |
| 866674104 | SUN COMMUNITIES | US | SUI | 76.59 | $7,776.77 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 290.15 | $4,746.89 |
| 867914103 | SUNTRUST BANKS INC | US | STI | 54.6 | $3,646.97 |
| 874039100 | TAIWAN SEMICONDUCTOR - SP ADR | TW | TSM | 429.72 | $18,976.56 |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 20.26 | $520.78 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 3,814.21 | $3,885.73 | |
| 87612E106 | TARGET CORP | US | TGT | 78.91 | $6,960.95 |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 24,370.94 | $24,303.84 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 7,157.35 | $6,763.70 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 122,468.64 | $115,918.12 | |
| 88104LAE3 | TERRAFORM POWER OPERATIN 5.00000 01/31/2028 | US | 3,814.21 | $3,547.21 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 661.27 | $70,947.56 |
| 88579Y101 | 3M CO | US | MMM | 86.77 | $18,282.75 |
| 88650V208 | TIER REIT INC | US | TIER | 275.5 | $6,639.61 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 101,344.62 | $98,474.97 | |
| 89613BAA5 | TAH 2013-SFR1 A 2.58900 11/17/2033 | US | 91,598.29 | $88,303.58 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 |