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 balanced mix of securities that seeks a more stable rate of long-term growth than that of the broad stock market. The portfolio is diversified among fixed income securities, primarily with intermediate to long-term maturities, and various stocks. Stock exposure can range from 28% - 68%.

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. During the target year, the portfolio’s stock exposure can range from 20% - 60%. 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 plan to stop contributions and start periodic withdrawals around the year 2025
  • Who have a moderate tolerance for risk and can accept fluctuations in current 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.

Target Series Glide Path Overview

Learn more about our Glide Range SM

Daily Price

$14.59

Daily $ Change

-$0.01

Daily % Change

-0.07%

as of 07/19/2018

CUSIP

302027636

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

Performance

As of 06/30/2018

YTD

1.06%

1 Year

5.82%

3 Year

3.91%

5 Year

5.61%

10 Year

6.07%

Inception
(01/01/2000)

6.38%

US Stock Market Cycle (04/01/2000 - 06/30/2018)

6.53%

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 0.91%
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 06/30/2018

TREASURY NOTES 14.04%
GOVERNMENT AGENCY 5.89%
TREASURY BONDS 5.20%
FACEBOOK INC -A 2.20%
INCYTE CORP 1.74%
TREASURY BILLS 1.53%
BOOKING HOLDINGS INC 1.47%
REGENERON PHARMACEUTICALS INC 1.38%
QORVO INC 1.31%
ANHEUSER-BUSCH INBEV SA/NV 1.27%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 06/30/2018

Bonds 54.18%
Stocks 44.15%
Cash 1.67%

Detailed Asset Class Allocation

As of 06/30/2018

International Equities 13.76%
Small Capitalization 0.67%
Mid Capitalization 2.92%
Large Capitalization 26.79%
Long Term Fixed Income 16.63%
Intermediate Term Fixed Income 25.27%
Short Term Fixed Income 12.29%
Cash 1.67%

Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.

June Fund Holdings

As of 06/30/2018

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00163UAB2 AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 US 24,864.61 $26,372.02
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 322,354.83 $315,493.44
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 585,828.96 $576,104.20
00289XAA7 ABENGOA YIELD PLC 7.00000 11/15/2019 GB 86,282.59 $89,302.48
004239109 ACADIA REALTY TRUST US AKR 310.28 $8,492.45
0045614 ANTOFAGASTA PLC GB ANTO LN 2,416.49 $31,395.51
0053673 ASHTEAD GROUP PLC GB AHT LN 985.05 $29,334.22
008492100 AGREE REALTY CORP US ADC 137.44 $7,252.54
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 10,523.98 $10,885.27
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 56.94 $7,184.38
01609W102 ALIBABA GROUP - ADR CN BABA 2,886.44 $535,521.16
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 524,834.73 $489,008.62
01748XAA0 ALLEGIANT TRAVEL CO 5.50000 07/15/2019 US 23,503.51 $23,621.02
02005NAT7 ALLY FINANCIAL INC 3.50000 01/27/2019 US 18,641.5 $18,618.20
02079K107 ALPHABET INC-CL C US GOOG 302.32 $337,284.66
02079K305 ALPHABET INC-CL A US GOOGL 299.96 $338,716.16
02155FAC9 ALTICE US FINANCE I CORP 5.50000 05/15/2026 US 17,960.95 $17,332.32
023135106 AMAZON.COM INC US AMZN 104.69 $177,957.92
02319V103 AMBEV SA-ADR BR ABEV 105,589.74 $488,880.49
0237400 DIAGEO PLC GB DGE LN 20,337.42 $730,639.23
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 362.6 $15,548.38
0263494 BAE SYSTEMS PLC GB BA/ LN 1,726.08 $14,684.25
02665T306 AMERICAN HOMES 4 RENT- A US AMH 1,391.05 $30,853.39
02666TAA5 AMERICAN HOMES 4 RENT 4.25000 02/15/2028 US 339,810.27 $325,425.44
03027X100 AMERICAN TOWER REIT INC US AMT 1,172.87 $169,092.98
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 12,941.67 $13,058.56
03064D108 AMERICOLD REALTY TRUST US COLD 258.46 $5,691.36
03748R101 APARTMENT INVT & MGMT CO -A US AIV 502.11 $21,239.19
03784Y200 APPLE HOSPITALITY REIT INC US APLE 701.78 $12,547.79
03969AAL4 ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 IE 17,596.14 $17,134.24
0405207 HALMA PLC GB HLMA LN 789.95 $14,224.09
04621WAC4 ASSURED GUARANTY US HLDG 5.00000 07/01/2024 US 327,573.44 $342,309.34
0490656 KERRY GROUP PLC-A IE KYGA LN 273.35 $28,554.31
053484101 AVALONBAY COMMUNITIES INC US AVB 317.98 $54,657.65
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 291,850.91 $277,244.36
058498106 BALL CORP US BLL 15,812.48 $562,133.67
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 500,138.63 $493,713.07
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 7,657.53 $721,339.51
09062X103 BIOGEN IDEC INC US BIIB 1,363.49 $395,737.91
0922320 SMITH & NEPHEW PLC GB SN/ LN 389.99 $7,183.81
09247X101 BLACKROCK INC US BLK 1,248.12 $622,862.01
0946580 WEIR GROUP PLC/THE GB WEIR LN 1,665.1 $43,729.21
09627J102 BLUEROCK RESIDENTIAL GROWTH US 598.3 $5,336.88
096630AE8 BOARDWALK PIPELINES LP 5.95000 06/01/2026 US 459,740.8 $493,004.94
09857L108 BOOKING HOLDINGS INC US BKNG 532.84 $1,080,116.99
101121101 BOSTON PROPERTIES INC US BXP 254.92 $31,972.06
105368203 BRANDYWINE REALTY TRUST US BDN 1,766.76 $29,822.82
110122108 BRISTOL MYERS SQUIBB CO US BMY 5,274.33 $291,881.63
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 353.45 $17,831.43
12467AAD0 C&S GROUP ENTERPRISES 5.37500 07/15/2022 US 28,435.86 $27,867.14
1248EPBR3 CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 US 15,919.3 $15,436.95
125269100 CF INDUSTRIES HOLDINGS INC US CF 12,131.13 $538,622.39
12591QAR3 COMM 2014-UBS4 A5 3.69400 08/10/2047 US 262,665.82 $264,621.03
12592BAB0 CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 US 330,914.04 $331,178.77
12593GAF9 COMM 2015-PC1 A5 3.90200 07/10/2050 US 138,629.18 $140,063.70
12629NAF2 COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 US 306,443.46 $302,924.75
126307AH0 CSC HOLDINGS LLC 5.25000 06/01/2024 US 45,014.44 $42,538.65
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 131,092.78 $122,289.88
13321L108 CAMECO CORP CA CCJ 986.3 $11,095.88
14912Y202 CATCHMARK TIMBER TRUST INC US CTT 1,877 $23,894.24
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 23,962.15 $23,842.34
156504AH5 CENTURY COMMUNITIES 5.87500 07/15/2025 US 37,963.56 $35,875.56
15672WAJ3 CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 US 16,501.7 $16,703.02
16411QAA9 CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 US 29,116.41 $28,401.60
165240102 CHESAPEAKE LODGING TRUST US CHSP 362.02 $11,454.31
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 341,802.84 $480,788.63
19625JAA1 CAH 2015-1A A 3.24638 07/17/2032 US 75,709.11 $75,674.56
19626G108 COLONY CAPITAL INC US CLNY 1,553.75 $9,695.39
198287203 COLUMBIA PROPERTY TRUST INC US CXP 387.54 $8,801.12
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 542.66 $16,209.30
2112226 SAPUTO INC CA SAP CN 211.09 $7,008.60
2162760 CAE INC CA CAE CN 365.16 $7,585.63
21871N101 CORECIVIC INC US CXW 1,554.04 $37,125.91
21987BAK4 CODELCO INC 5.62500 09/21/2035 CL 292,508.79 $326,936.16
222795106 COUSINS PROPERTIES INC US CUZ 3,076.13 $29,807.68
22663AAA7 ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 US 19,322.05 $18,887.31
22822V101 CROWN CASTLE INTL CORP US CCI 197.44 $21,287.76
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 89,915.31 $83,468.92
229663109 CUBESMART US CUBE 664.66 $21,415.45
23311RAC0 DCP MIDSTREAM OPERATING 9.75000 03/15/2019 US 11,204.53 $11,666.72
23331A109 DR HORTON INC US DHI 81.56 $3,344.01
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 343.4 $5,059.66
23918K108 DAVITA INC. US DVA 8,117.84 $563,702.59
23918KAR9 DAVITA INC 5.00000 05/01/2025 US 31,256.21 $29,419.91
2392471 GRUPO BIMBO SAB- SERIES A MX BIMBOA MM 3,687.43 $7,187.24
2434760 MEXICHEM SAB DE CV MX MEXCHEM* MM 6,216.51 $17,960.66
25271C102 DIAMOND OFFSHORE DRILLING US DO 11,421.22 $238,246.60
253868103 DIGITAL REALTY TRUST INC US DLR 384.72 $42,927.43
254683BK0 DCENT 2014-A4 2.12000 12/15/2021 US 13,133.29 $13,062.72
25470DAT6 DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 US 340,539.9 $330,304.84
2554475 MAGNA INTERNATIONAL INC CA MG CN 110.57 $6,430.92
2583952 METRO INC CA MRU CN 211.72 $7,197.06
26151AAA7 DRAX FINCO PLC 6.62500 11/01/2025 GB 30,161.77 $30,010.96
2639349 GRUPO AEROPORT DEL SURESTE-B MX 877.88 $13,945.95
2643674 GRUPO MEXICO SAB DE CV-SER MX GMEXICOB MM 3,971.16 $11,255.47
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 42,825.56 $42,825.56
269246401 ETRADE FINANCIAL CORP US ETFC 4,956.39 $303,132.99
2715777 QUEBECOR INC -CL B CA QBR/B CN 9,177.72 $187,931.65
277276101 EASTGROUP PROPERTIES US EGP 65.47 $6,256.65
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 8,396.98 $171,050.15
285512109 ELECTRONIC ARTS US EA 3,471.55 $489,558.08
2866857 LUNDIN MINING CORP CA LUN CN 27,950.37 $155,415.68
294429105 EQUIFAX INC US EFX 3,392.65 $424,454.36
29444U700 EQUINIX INC US EQIX 1,223.38 $525,919.59
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 160.77 $14,774.32
29476L107 EQUITY RESIDENTIAL US EQR 512.33 $32,630.39
297178105 ESSEX PROPERTY TRUST INC US ESS 69.51 $16,617.21
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 535,278.5 $525,486.65
30225T102 EXTRA SPACE STORAGE INC US EXR 220.33 $21,991.27
30251JAA9 FDIC 2011-R1 A 2.67200 07/25/2026 US 27,734.9 $27,632.03
30286XAN9 FREMF 2015-K43 B FLT 3.86221 02/25/2048 US 300,423.46 $296,354.26
30290HAE8 FREMF 2012-K708 FLT 3.88202 02/25/2045 US 141,999.26 $142,496.11
30291EAE4 FREMF 2013-K712 B FLT 3.47721 05/25/2045 US 134,498.61 $134,802.90
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 16,917,712.19 $62,274.10
30291XAE2 FREMF 2014-K715 B FLT 4.11938 02/25/2046 US 110,507.66 $112,172.68
30303M102 FACEBOOK INC -A US FB 8,330.61 $1,618,804.19
3128M5A91 FHLM POOL G03332 6.00000 10/01/2037 US 3,904.63 $4,300.81
3128M5DD9 FHLM POOL G03400 5.50000 03/01/2037 US 18,842.51 $20,401.42
3128M5NM8 FHLM POOL G03696 5.50000 01/01/2038 US 8,290.32 $8,968.33
3128M6B98 FHLM POOL G04264 5.50000 04/01/2038 US 28,495.89 $30,835.33
3128M6NC8 FHLM POOL G04587 5.50000 08/01/2038 US 11,635.41 $12,575.52
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 10,484.35 $11,515.46
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 21,281.68 $23,483.74
3128M7KW5 FHLM POOL G05409 5.50000 03/01/2039 US 20,512.95 $22,194.29
3128M8AW4 FHLM POOL G06021 5.50000 01/01/2040 US 7,965.36 $8,615.89
3128M9C83 FHLM POOL G06995 6.00000 05/01/2040 US 25,050.86 $27,540.25
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 1,837.63 $1,899.03
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 3,893.44 $4,029.99
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 2,722.87 $2,819.54
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 2,114.63 $2,200.09
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 3,706.89 $3,850.17
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 270,468.81 $282,584.83
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 37,108.11 $40,127.86
3128P76G3 FHLM POOL C91771 4.50000 06/01/2034 US 60,687.27 $64,016.03
3128P76R9 FHLM POOL C91780 4.50000 07/01/2034 US 58,753.53 $61,473.83
3132LMMM5 FHLM POOL K91364 4.50000 11/01/2033 US 32,589.08 $34,002.12
3132LNE83 FHLM POOL K92059 4.50000 09/01/2034 US 51,394.75 $54,374.35
3132WPDP9 FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 US 144,521.56 $147,482.31
3132XSLZ1 FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 US 165,021.38 $168,357.50
31335ABB3 FHLM POOL G60034 4.50000 02/01/2045 US 220,903.92 $230,303.17
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 59,777.42 $61,159.41
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 4,816.73 $4,876.13
3136B1YD0 FNR 2018-31 KP 3.50000 07/25/2047 US 134,453.57 $134,500.06
31371NCJ2 FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 US 39,469.29 $42,760.80
3137A2B34 FHMS K009 X1 FLT 1.45484 08/25/2020 US 1,727,385.13 $38,682.03
3137ADTK3 FHMS K014 X1 FLT 1.34101 04/25/2021 US 707,825.79 $19,526.51
3137AJMG6 FMHS K016 X1 FLT 1.67213 10/25/2021 US 584,061.59 $23,756.65
3137AL6W4 FHMS K706 X1 FLT 1.68593 10/25/2018 US 820,986.67 $1,246.18
3137AME78 FHMS K017 X1 FLT 1.48754 12/25/2021 US 1,834,524.1 $68,951.69
3137AUPF0 FHMS K021 x1 FLT 1.58997 06/25/2022 US 1,931,065.18 $91,927.39
3137B3NB0 FHMS K030 X1 FLT 0.31344 04/25/2023 US 6,391,289.88 $54,472.32
3137B4GZ3 FHMS K032 X1 FLT 0.22073 05/25/2023 US 4,110,202.34 $21,336.47
3137B5KW2 FHMS K035 A2 3.45800 08/25/2023 US 496,447.95 $504,234.83
3137BT7J4 FHMS KJ10 A2 2.91200 12/25/2023 US 282,608.21 $279,293.24
3137BWVV3 FHMS KJ13 A2 2.86400 08/25/2022 US 202,071.15 $200,780.16
3137F4YU0 FHLM POOL FHR4791 4.00000 03/15/2044 US 179,274.96 $183,682.43
3137FG2L8 FHLM POOL 4801 4.50000 05/15/2044 US 179,631.49 $186,557.67
3138ABBY4 FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 US 33,846.47 $35,611.68
3138ASSD5 FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 US 17,537.31 $18,436.03
3138EGGZ1 FEDERAL NATL MTG ASSN AL0215 4.50000 04/01/2041 US 102,709.99 $108,062.58
3138EQTZ5 FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 US 142,519.61 $149,916.07
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.65100 01/01/2049 US 394,397.52 $424,753.51
31403DDX4 FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 US 85,168.91 $92,428.58
31407EJW4 FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 US 21,715.8 $23,522.64
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 50,901.45 $52,089.60
3140EWG66 FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 US 228,056.14 $227,666.27
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 56,531.64 $56,435.00
3140F9M51 FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 US 126,442.56 $129,006.22
3140FA5G3 FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 US 104,262.9 $106,506.83
3140FEXR0 FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 US 120,176.5 $122,625.60
3140FPGW3 FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 US 223,265.16 $227,838.19
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 2,928.11 $3,024.16
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 3,600.08 $3,717.29
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 25,662.04 $26,258.77
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 31,310.2 $32,055.91
31410HAQ4 MACYS RETAIL HLDGS INC 6.90000 04/01/2029 US 151,502.48 $162,708.15
31410KGB4 FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 US 39,562.31 $42,921.06
31410KJV7 FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 US 25,419.44 $28,028.40
31410KLD4 FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 US 24,125.93 $26,081.27
31411JXP6 FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 US 16,375.38 $17,704.88
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 1,378.53 $1,403.24
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 17,628.74 $18,049.12
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 140,564 $147,085.72
31418BDH6 FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 US 102,770.94 $107,542.17
31418CAF1 FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 US 107,554.86 $104,348.19
31418MDZ2 FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 US 13,658.42 $15,021.87
31418MG63 FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 US 8,472.07 $9,307.86
31418MJC7 FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 US 15,645.62 $16,919.88
31418MKV3 FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 US 25,047.78 $27,116.18
31418MQQ8 FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 US 2,648.66 $2,764.31
31419BBV6 FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 US 41,935.69 $44,122.37
31428X106 FEDEX CORPORATION US FDX 2,055.23 $466,659.72
3163836 INTERTEK GROUP PLC GB ITRK LN 98.52 $7,407.72
3174300 BURBERRY GROUP PLC GB BRBY LN 271.35 $7,711.99
32054K103 FIRST INDUSTRIAL REALTY TR US FR 533.6 $17,790.12
3208986 NEXT PLC GB NXT LN 91.81 $7,308.12
336130AB5 FIRST QUALITY FINANCE CO 5.00000 07/01/2025 US 20,318.34 $18,591.28
345605109 FOREST CITY REALTY TRUST - A US FCE/A 568.92 $12,977.10
357081AE8 FREMF 2015-K720 B FLT 3.50443 07/25/2022 US 138,341.39 $135,443.78
35802XAA1 FRESENIUS MED CARE US 6.50000 09/15/2018 US 14,291.55 $14,385.95
35802XAD5 FRESENIUS MED CARE II 5.62500 07/31/2019 US 127,585.09 $130,693.22
36143WAN1 GAHR 2015-NRF BFX FLT 3.49490 12/15/2034 US 290,182.54 $290,089.83
36143WAS0 GAHR 2015-NRF DFX FLT 3.49490 12/15/2034 US 65,666.45 $65,277.89
36174X101 GGP INC US GGP 683.89 $13,971.95
36223NTR5 GNMA POOL 312960 9.00000 09/15/2021 US 32.86 $33.25
36246MAT6 GTP AQUISITION PARTNERS 2.35000 06/15/2020 US 33,089.15 $32,466.80
36248EAA3 GSMS 2010-C2 3.84900 12/10/2043 US 7,474.26 $7,553.07
371559105 GENESEE & WYOMING INC -CL A US GWR 4,354.76 $354,128.87
374297109 GETTY REALTY CORP US GTY 435.15 $12,258.12
37953TAB1 GLOBAL SHIP LEASE INC 9.87500 11/15/2022 MH 46,642.2 $46,059.17
39807UAB2 GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 US 21,363.7 $20,722.79
400506101 GRUPO AEROPORTUARIO PAC-ADR MX PAC 154.22 $14,328.56
40414L109 HCP INC US HCP 823.58 $21,264.92
4057808 L'OREAL FR OR FP 29.45 $7,261.06
4061412 LVMH MOET HENNESSY LOUIS VUITTON FR MC FP 20.12 $6,680.90
410345AL6 HANESBRANDS INC 4.87500 05/15/2026 US 18,325.77 $17,684.37
4163437 CAP GEMINI FR CAP FP 52.93 $7,093.03
421946104 HEALTHCARE REALTY TRUST INC US HR 516.68 $15,025.09
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 527.39 $14,218.35
431318AQ7 HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 US 18,957.24 $18,909.85
4354134 UNITED INTERNET AG-REG SHARE DE UTDI GR 111.2 $6,348.87
44053FAA8 HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 US 41,464.46 $44,522.46
44107P104 HOST MARRIOTT CORP US HST 1,440.01 $30,341.03
444454AD4 HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 US 45,961.65 $43,089.05
4457624 TRIGANO SA FR TRI FP 143.89 $25,527.92
4497749 KBC GROEP NV BE KBC BB 175.56 $13,482.71
45031UCD1 ISTAR INC 5.25000 09/15/2022 US 34,392.3 $33,296.05
45337C102 INCYTE CORP US INCY 19,044.38 $1,275,973.26
45378A106 INDEPENDENCE REALTY TRUST IN US IRT 941.16 $9,703.34
45763PAE6 INMARSAT FINANCE PLC 4.87500 05/15/2022 GB 31,695.3 $31,140.63
459745GH2 INTL LEASE FINANCE CORP 6.25000 05/15/2019 US 342,385.24 $351,037.89
46186YAA2 IHSFR 2015-SFR3 A FLT 3.37325 08/17/2032 US 285,138.15 $285,492.84
46187BAA1 IHSFR 2017-SFR2 A 2.93506 12/17/2036 US 68,882.36 $68,882.27
46187BAB9 IHSFR 2017-SFR2 B 3.23506 12/17/2036 US 51,819.94 $52,120.25
46187W107 INVITATION HOMES INC US INVH 1,211.7 $27,941.85
46625HHL7 JPMORGAN CHASE & CO 6.30000 04/23/2019 US 478,894.35 $492,365.12
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 62,558.74 $60,545.16
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 73,596.68 $72,423.76
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 117,099.24 $116,106.70
46647SAJ9 JPMMT 2017-3 1A5 3.50000 08/25/2047 US 173,786.35 $171,736.19
476405105 JERNIGAN CAPITAL INC US JCAP 387.39 $7,383.65
478160104 JOHNSON & JOHNSON US JNJ 4,894.06 $593,844.92
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 36,504.3 $29,477.22
4800659 LUXOTTICA GROUP SPA IT LUX IM 111.2 $7,159.99
4821100 SOLVAY SA BE SOLB BB 185.81 $23,401.05
4824778 SGS SA-REG CH SGSN SW 3.35 $8,911.36
4834108 SCHNEIDER ELECTRIC SA FR SU FP 79.76 $6,633.26
4846288 SAP AG DE SAP GR 62.99 $7,270.19
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 413,800.42 $471,618.83
497864AA6 KISSNER GR HLDG 8.37500 12/01/2022 CA 36,335.8 $37,153.35
500630CK2 KOREA DEVELOPMENT BANK 1.37500 09/12/2019 KR 12,629.45 $12,377.29
50187T106 LGI HOMES INC US LGIH 57.62 $3,326.55
50187TAE6 LGI HOMES INC 6.87500 07/15/2026 US 29,432.15 $29,358.57
50212YAB0 LPL HOLDINGS INC 5.75000 09/15/2025 US 27,488.65 $26,732.71
502160AM6 LSB INDUSTRIES 9.62500 05/01/2023 US 37,914.48 $38,198.84
50218LAC0 LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 US 6,055.45 $6,030.51
5048566 SWEDISH MATCH AB SE SWMA SS 148.09 $7,319.10
505742AD8 LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 US 18,276.69 $18,677.86
5107401 BEIERSDORF AG DE BEI GR 219.25 $24,851.04
512816109 LAMAR ADVERTISING CO US LAMR 150.29 $10,266.33
5129074 FRESENIUS MEDICAL DE FME GR 123.36 $12,420.93
5228658 RANDSTAD HOLDING NV NL RAND NA 535.76 $31,446.56
526057104 LENNAR CORP US LEN 66.06 $3,467.93
5263574 FLSMIDTH & CO A/S DK FLS DC 161.55 $9,639.21
5289837 ERSTE GROUP BANK AG AT EBS AV 327.64 $13,659.12
531172104 LIBERTY PROPERTY TRUST US LPT 580.06 $25,714.24
53223X107 LIFE STORAGE INC US LSI 77.16 $7,508.66
5330047 DASSAULT SYSTEMES SA FR DSY FP 162.29 $22,711.24
5458314 AKZO NOBEL NL AKZA NA 328.35 $28,005.80
5474008 BANKINTER S.A. ES BKT SM 1,709.36 $16,585.91
550021109 LULULEMON - ADR CA LULU 5,341.69 $666,910.35
55354GAF7 MSCI INC 5.37500 05/15/2027 US 18,957.24 $18,957.24
554382101 THE MACERICH CO US MAC 163 $9,263.47
5545670 JUNGHEINRICH AG DE JUN3 GR 366.06 $13,532.10
55616XAC1 MACYS RETAIL HLDGS INC 7.00000 02/15/2028 US 150,821.93 $163,731.97
55933JAB0 MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 US 36,798.77 $35,595.45
5633616 SOPRA STERIA GROUP FR SOP FP 177.38 $36,091.33
5654781 ATOS ORIGIN SA FR ATO FP 49.58 $6,741.12
5669354 REPSOL SA ES REP SM 1,150.08 $22,448.50
5671519 WOLTERS KLUWER NL WKL NA 129.33 $7,265.57
5699373 WIENERBERGER AG AT WIE AV 1,084.78 $27,058.44
5701513 ELISA OYJ FI ELISA FH 154.12 $7,120.03
5713422 METSO OYJ FI METSO FH 714.25 $23,823.89
5727973 SIEMENS AG-REG DE SIE GR 212.35 $27,978.12
57636Q104 MASTERCARD INC-CLASS A US MA 4,441.95 $872,931.92
5852842 ACCOR SA FR AC FP 315.43 $15,448.37
58933Y105 MERCK & CO INC US MRK 5,608.61 $340,442.53
59001ABA9 MERITAGE HOMES CORP 5.12500 06/06/2027 US 27,439.57 $25,518.80
594918104 MICROSOFT CORP US MSFT 8,568.65 $844,954.81
59522J103 MID-AMERICA APARTMENT COMM US MAA 347.2 $34,952.12
5980613 GIVAUDAN - REG CH GIVN SW 3.35 $7,595.45
5999330 TELEPERFORMANCE FR TEP FP 39.88 $7,038.52
6054603 ASAHI KASEI CORP JP 3407 JP 529.29 $6,712.18
6125286 TREND MICRO INC JP 4704 JP 120.54 $6,861.76
6129277 NTT DOCOMO INC JP 9437 JP 274.61 $6,997.67
6136233 HENGAN INTL GROUP CO LTD CN 1044 HK 702.31 $6,736.44
6136749 OBIC CO LTD JP 4684 JP 87 $7,187.57
6141680 ORACLE CORP JAPAN JP 4716 JP 87 $7,090.87
61744YAG3 MORGAN STANLEY FLT 3.58313 05/08/2024 US 486,429.48 $491,293.77
6180412 COMPUTERSHARE LTD AU CPU AU 537.99 $7,328.77
62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 46,810.7 $46,635.16
6248990 KDDI CORP JP 9433 JP 268.29 $7,336.47
6250724 DAIKIN INDUSTRIES LTD JP 6367 JP 181.29 $21,667.08
6267058 OTSUKA CORP JP 4768 JP 174 $6,811.57
6291819 CHINA PETROLEUM & CHEMICAL - H CN 386 HK 15,553.18 $13,921.92
62944T105 NVR INC US NVR .68 $2,021.47
6356934 FANUC LTD JP 6954 JP 72.34 $14,339.13
637417106 NATIONAL RETAIL PROPERTIES US NNN 254.09 $11,169.89
6390921 NOMURA RESEARCH INSTITUTE LT JP 4307 JP 140.46 $6,795.71
63938CAE8 NAVIENT CORP 7.25000 09/25/2023 US 16,599.85 $17,388.35
64110W102 NETEASE.COM INC- ADR CN NTES 51.3 $12,962.31
6429104 HITACHI LTD FIRST SECTION JP 6501 JP 1,962.11 $13,823.04
6446620 HYUNDAI HEAVY INDUSTRIES KR 009540 KS 65.35 $5,976.03
6451066 HYUNDAI MIPO DOCKYARD KR 010620 KS 84.47 $6,494.74
647581107 NEW ORIENTAL EDUCATIO- SP ADR CN EDU 157.84 $14,941.15
6482903 KANAMOTO CO LTD JP 9678 JP 422.37 $13,335.78
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 91,437.63 $91,304.55
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 138,575.83 $138,857.97
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 243,735.88 $243,966.43
6483809 KAO CORP JP 4452 JP 100.61 $7,668.66
6490995 KEYENCE CORP JP 6861 JP 53.27 $30,042.87
6496324 KOITO MANUFACTURINING CO LTD JP 7276 JP 100.61 $6,645.61
6518808 LION CORP JP 4912 JP 764.05 $13,980.75
65409QBB7 NIELSEN FINANCE LLC/CO 5.00000 04/15/2022 US 18,957.24 $18,627.38
6555805 MAKITA CORP JP 6586 JP 147.76 $6,609.66
6619604 NGK SPARK PLUG CO LTD JP 5334 JP 254.68 $7,240.32
6630940 CHINA EVERBRIGHT INTL LTD HK 257 HK 12,734.14 $16,400.04
6640507 NIPPON PAINT HOLDINGS CO LTD JP 4612 JP 174 $7,482.82
6641588 NISSAN CHEMICAL INDUSTRIES JP 4021 JP 154.07 $7,177.02
6642387 YAMAHA CORP JP 7951 JP 294.53 $15,285.65
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 57,215.26 $57,072.22
66987V109 NOVARTIS AG- REG CH NVS 10,510.35 $793,951.56
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 16,768.36 $17,183.35
67091GAA1 OCI NV 6.62500 04/15/2023 NL 29,796.96 $30,264.77
6743882 JAPAN EXCHANGE GROUP INC JP 8697 JP 716.9 $13,297.17
6758455 RYOHIN KEIKAKU CO LTD JP 7453 JP 13.61 $4,781.86
6772217 SAMSUNG HEAVY INDUSTRIES KR 010140 KS 1,015.16 $6,500.61
6776606 SANTEN PHARMACEUTICAL CO LTD JP 4536 JP 422.37 $7,347.66
6791591 SECOM CO LTD JP 9735 JP 87 $6,671.43
683235AA3 ONTARIO (PROVINCE OF) 2.00000 09/27/2018 CA 151,684.06 $151,561.19
68323ADY7 ONTARIO (PROVINCE OF) 1.25000 06/17/2019 CA 151,684.06 $149,747.87
6865504 SUZUKI MOTOR CORP JP 7269 JP 368.9 $20,329.60
6895200 TOHO CO LTD JP 9602 JP 193.92 $6,495.30
6897466 TOTO LTD JP 5332 JP 134.15 $6,209.08
69007J106 OUTFRONT MEDIA INC US OUT 476.31 $9,264.19
6913168 GUANGDONG INVESTMENT LTD HK 270 HK 4,422.92 $6,999.87
69145LAA2 OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 US 28,800.67 $29,232.68
70014LAC4 PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 KY 29,165.49 $27,701.38
7110902 TECAN GROUP AG-REG CH TECN SW 62.99 $15,286.71
7123870 NESTLE SA-REGISTERED CH NESN SW 380.15 $29,462.33
7145056 ENI SPA IT ENI IM 754.38 $13,987.25
7147892 TEMENOS GROUP AG-REG CH TEMN SW 97.16 $14,611.31
7156036 SONOVA HOLDING AG-REG CH SOON SW 42.24 $7,555.44
71654QCJ9 PETROLEOS MEXICANOS 6.35000 02/12/2048 MX 513,847.78 $463,747.62
71943U104 PHYSICIANS REALTY TRUST US DOC 1,814.32 $28,920.31
7212477 ESSILOR INTERNATIONAL FR EI FP 51.57 $7,270.90
7262610 CREDIT AGRICOLE SA FR ACA FP 954.09 $12,663.14
729640102 PLYMOUTH INDUSTRIAL REIT INC US 171.78 $2,748.50
733174AJ5 POPULAR INC 7.00000 07/01/2019 US 37,795.05 $38,361.98
7339451 ORPEA SA FR ORP FP 177.26 $23,610.77
7380062 AAREAL BANK AG DE ARL GR 314.95 $13,817.27
7380482 COMPAGNIE DE SAINT-GOBAIN FR SGO FP 686.31 $30,571.68
741503AZ9 PRICELINE GROUP INC/THE 3.60000 06/01/2026 US 509,034.85 $495,345.64
74340W103 PROLOGIS US PLD 960.11 $63,069.43
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 310,399.39 $327,859.36
74460D109 PUBLIC STORAGE INC US PSA 170.08 $38,583.28
74736K101 QORVO INC US QRVO 12,000.83 $962,106.48
758849103 REGENCY CENTERS CORP US REG 236.22 $14,664.59
75886F107 REGENERON PHARMACEUTICALS INC US REGN 2,937.96 $1,013,565.78
76169C100 REXFORD INDUSTRIAL REALITY IN US REXR 141.86 $4,452.89
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 16,599.85 $16,994.10
7759435 ILIAD SA FR ILD FP 62.99 $9,938.92
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 415.08 $30,155.31
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 76.1 $8,693.41
78410G104 SBA COMMUNICATIONS CORP US SBAC 1,040.62 $171,827.13
78442PGC4 SLM CORP 5.12500 04/05/2022 US 25,397.92 $25,270.93
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 457,650.07 $490,827.19
80282KAS5 SANTANDER HOLDINGS USA 3.40000 01/18/2023 US 338,449.17 $326,777.67
806857108 SCHLUMBERGER LTD NL SLB 9,838.85 $659,498.20
808513105 CHARLES SCHWAB CORP/THE US SCHW 11,798.34 $602,895.42
81211K100 SEALED AIR CORP US SEE 9,196.59 $390,395.08
812578102 SEATTLE GENETICS INC US SGEN 7,550.79 $501,296.95
81663AAD7 SEMGROUP CORP 6.37500 03/15/2025 US 39,738.55 $37,751.62
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 76,188.04 $73,470.49
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 105,564.44 $102,185.22
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 86,078.99 $77,323.68
81762P102 SERVICENOW INC US NOW 3,823.44 $659,429.42
81783QAC9 SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 CA 22,507.22 $21,635.07
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 19,686.87 $19,834.52
828806109 SIMON PROPERTY GROUP INC US SPG 443.97 $75,558.78
83088M102 SKYWORKS SOLUTIONS INC US SWKS 6,408.17 $619,349.29
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 43,505.33 $43,121.21
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 30,624.74 $29,899.51
83404YAA1 SCLP 2016-5 A 3.06000 09/25/2028 US 28,239.14 $28,123.06
83406EAB1 SOFI 2018-A A2A 2.39000 02/25/2042 US 95,901.93 $95,317.21
84265V105 SOUTHERN COPPER CORPORATION US SCCO 430.36 $20,170.87
845467AL3 SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 US 30,891.4 $30,234.96
852061AK6 SPRINT COMMUNICATIONS 9.00000 11/15/2018 US 10,208.25 $10,412.41
85254J102 STAG INDUSTRIAL INC US STAG 572.99 $15,602.57
85571XAA5 SRPT 2014-STAR A FLTG RATE 3.29325 11/15/2027 US 201,226.92 $201,316.82
857949BL0 SS INT BEARING FD .022% 01/02/15 US 1,246,009.8 $1,246,009.80
866674104 SUN COMMUNITIES US SUI 311.59 $30,498.31
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 1,115.39 $18,537.84
87243QAB2 TENET HEALTHCARE CORP 6.00000 10/01/2020 US 11,204.53 $11,512.66
874080104 TAL EDUCATION GROUP - ADR CN TAL 182.26 $6,707.28
87470LAA9 TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 US 28,484.94 $29,054.64
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 77,724.04 $77,626.81
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 24,717.37 $21,998.46
88032WAG1 TENCENT HOLDINGS LTD 3.59500 01/19/2028 KY 344,623.19 $326,020.43
88146M101 TERRENO REALTY CORP US TRNO 97.07 $3,656.50
88161DAA9 TESLA 2018-A A 2.32000 12/20/2019 US 123,485.89 $123,081.99
882508104 TEXAS INSTRUMENTS INC US TXN 3,048.43 $336,089.24
88650V208 TIER REIT INC US TIER 608.04 $14,459.12
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 338,473.97 $330,547.65
89613BAA5 TAH 2013-SFR1 A 2.58900 11/17/2033 US 286,726.47 $277,475.87
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 114,121.32 $109,922.47
896356AE2 TRINIDAD DRILLING LTD 6.62500 02/15/2025 CA 36,433.95 $35,067.68
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 34,392.3 $34,435.29
902653104 UDR INC US UDR 808.41 $30,347.89
903002103 UMH PROPERTIES INC US UMH 525.16 $8,061.26
90320MAA3 UPCB FINANCE IV LTD 5.37500 01/15/2025 KY 64,091.11 $60,892.96
904767704 UNILEVER PLC - ADR GB UL 10,974.81 $606,687.35
912796PY9 TREASURY BILL 0.00000 09/06/2018 US 1,130,890.27 $1,126,997.66
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 529,303.22 $708,335.90
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 842,921.54 $1,068,304.27
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 377,253.31 $368,320.16
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 592,648.02 $540,351.46
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 1,502,896.16 $1,507,299.18
9128283W8 US TREASURY N/B 2.75000 02/15/2028 US 752,956.41 $746,515.10
912828D23 US TREASURY N/B 1.62500 04/30/2019 US 1,871,708.01 $1,860,960.31
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 182,749.7 $180,801.04
912828K58 UNITED STATES TREAS NTS 1.37500 04/30/2020 US 1,908,905.94 $1,869,833.02
912828R28 US TREASURY N/B 1.62500 04/30/2023 US 391,512.85 $371,967.79
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 789,142.39 $721,849.51
912828RT9 US TREASURY N/B 1.37500 11/30/2018 US 712,548.85 $710,433.47
912828S92 US TREASURY N/B 1.25000 07/31/2023 US 1,441,398.76 $1,339,431.06
912828UH1 UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 US 368,810.11 $360,534.26
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 1,450,391.09 $1,396,737.94
912828XQ8 US TREASURY N/B 2.00000 07/31/2022 US 1,336,239.39 $1,300,014.77
91704F104 URBAN EDGE PROPERTIES US UE 1,053.95 $24,103.89
92276F100 VENTAS INC US VTR 215.21 $12,256.16
92339V100 VEREIT INC US VER 1,555.66 $11,574.12
92343VDV3 VERIZON COMMUNICATIONS 5.50000 03/16/2047 US 461,733.37 $483,832.26
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 1,530.26 $260,082.84
92826C839 VISA INC - CLASS A SHARES US V 5,081.78 $673,081.88
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 44,060.7 $44,908.23
929042109 VORNADO REALTY TRUST US VNO 354.18 $26,180.65
92936CAE9 WFRBS 2011-C4 A3 4.39400 06/15/2044 US 1,915.29 $1,926.93
92960PAA7 W/S PACKAGING HOLDINGS 9.00000 04/15/2023 US 27,804.39 $28,151.94
948565AC0 WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 US 17,960.95 $17,489.48
94856TAA2 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 33,711.75 $31,941.89
94987MAB7 WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 US 37,888.34 $38,785.31
95040Q104 WELLTOWER INC. US WELL 282.48 $17,708.60
962166104 WEYERHAEUSER CO US WY 284.97 $10,389.90
962178AL3 TRI POINTE HOLDINGS INC 4.37500 06/15/2019 US 22,142.41 $22,257.55
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 19,055.39 $18,912.48
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 127,684.77 $120,563.34
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 97,994.29 $98,108.40
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 112,833.81 $110,870.11
98919V105 ZAYO GROUP HOLDINGS INC US ZAYO 13,666.52 $498,554.73
AN7903213 SONGA BULK ASA 6.83263 06/13/2022 NO 27,221.99 $28,273.85
AP0787667 MPC CONTAINER SHIPS FLT 7.08188 09/22/2022 NL 27,221.99 $27,916.43
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 39,275.58 $38,735.54
B0190C7 TECHTRONIC INDUSTRIES CO LTD HK 669 HK 1,137.3 $6,316.46
B02J639 ADMIRAL GROUP PLC GB ADM LN 269.99 $6,785.51
B037JC2 NEXITY FR NXI FP 437.1 $27,594.54
B0386J1 JYSKE BANK-REG DK JYSK DC 282.12 $15,420.78
B06JSP1 SYDBANK A/S DK SYDB DC 403.9 $13,845.79
B09DHL9 MTU AERO ENGINES HOLDING AG DE MTX GR 37.52 $7,187.00
B09M9D2 KONE OYJ-B FI KNEBV FH 136.67 $6,949.21
B11TCY0 SCHINDLER HOLDING-PART CERT CH SCHP SW 32.18 $6,908.20
B11ZRK9 LEGRAND SA FR LR FP 317.34 $23,243.96
B138HB7 KAUFMAN & BROAD SA FR KOF FP 440.72 $20,754.26
B13X013 EIFFAGE FR FGR FP 256.8 $27,899.81
B15C557 TOTAL SA FR FP FP 363.78 $22,090.55
B19NLV4 EXPERIAN PLC GB EXPN LN 286.76 $7,073.97
B1CRLC4 MONDI PLC GB MNDI LN 263.02 $7,095.71
B1FW751 GALP ENERGIA SGPS SA PT GALP PL 1,490.88 $28,362.06
B1HDJL2 NATIXIS FR KN FP 3,227.18 $22,834.15
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 1,456.67 $7,607.45
B1WGG93 GEBERIT AG-REG CH GEBN SW 47.05 $20,144.92
B1WY233 SMITHS GROUP PLC GB SMIN LN 312.23 $6,974.38
B1XFTL2 HEXAGON AB-B SHS SE HEXAB SS 356.83 $19,827.98
B1XH026 VINCI SA FR DG FP 615.44 $59,076.99
B1Y9TB3 DANONE FR BN FP 295.89 $21,603.58
B1YVKN8 ANTA SPORTS PRODUCTS LTD CN 2020 HK 3,825.15 $20,171.19
B232R05 SK INNOVATION CO LTD KR 096770 KS 90.04 $16,309.45
B249GC0 MATSUMOTOKIYOSHI HOLDINGS CO JP 3088 JP 321.76 $14,438.43
B283W97 CAIXABANK S.A ES CABK SM 6,618.35 $28,487.31
B3FP8W8 CANADA HOUSING TRUST 4.10000 12/15/2018 CA 48,410.66 $37,231.63
B3MPN59 SUN ART RETAIL GROUP LTD HK 6808 HK 6,162.9 $8,039.95
B3MSM28 AMADEUS IT HOLDING SA-A SHS ES AMS SM 90.45 $7,112.39
B3NB1P2 SUNCOR ENERGY INC CA SU CN 387.25 $15,759.27
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 286,877.82 $13,984.03
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 59,734.62 $46,658.11
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 487,607.34 $23,550.70
B4Q2TX3 CHINA LONGYUAN POWER GROUP-H CN 916 HK 33,905.78 $27,236.91
B4R2R50 JULIUS BAER CH BAER SW 812.66 $47,598.41
B4WTBY3 HUANENG RENEWABLES CORP-H CN 958 HK 71,417.83 $23,672.39
B4YN9R2 SINGAPORE GOVERNMENT 2.50000 06/01/2019 SG 106,566.59 $78,707.07
B4YVF56 BRENNTAG AG DE BNR GR 323.75 $17,987.84
B607XS1 VERMILION ENERGY INC CA VET CN 423.78 $15,282.58
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 689,809.18 $34,913.08
B61JC67 TREASURY WINE ESTATES LTD AU TWE AU 2,283.39 $29,337.06
B63QM77 NEXON CO LTD JP 3659 JP 1,651.58 $23,963.33
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 167,683.58 $8,525.92
B7VQL46 FNAC DARTY SA FR FNAC FP 204.52 $19,387.22
BB22L96 KION GROUP AG DE KGX GR 257.21 $18,462.31
BBG00J8JCGT8 BABA US 07/20/18 P185 CN -11.78 -$6,067.40
BBG00KWNZGX9 SCHW US 06/29/18 P51.5 US -31.63 -$632.62
BBG00KZ9KMK4 QRVO US 07/20/18 P75 US -22.04 -$1,344.54
BBG00KZB2V74 REGN US 07/20/18 C360 US -4.49 -$2,243.03
BBG00KZD4H15 SGEN US 07/20/18 P60 US -27.47 -$1,098.83
BBG00L3N2DV4 FB US 07/27/18 P180 US -12.12 -$2,023.49
BD4TZK8 OCI NV NL OCI NA 590.39 $15,853.98
BD6K457 COMPASS GROUP PLC GB CPG LN 328.27 $6,997.22
BD82246 EAGLE BULK SHIPCO 8.25000 11/28/2022 MH 27,221.99 $27,630.32
BD97BN2 ATLAS COPCO AB-A SHS SE ATCOA SS 173.56 $5,026.48
BDQZ7T7 WISDOM EDUCATION INTERNATION CN 6068 HK 15,805.77 $13,733.63
BDZV116 EPIROC AB-A SE EPIA SS 2,281.54 $23,941.91
BF2DSG3 SIKA AG-REG CH SIKA SW 81.67 $11,283.76
BF955D8 TELENET FINANCE LUX NOTE 5.50000 03/01/2028 LU 39,689.47 $36,117.42
BFMDQ58 REPSOL SA-RTS ES 1,150.08 $652.86
BFYFZP5 FERGUSON PLC CH FERG LN 86.98 $7,037.34
BFYM460 UNIBAIL-RODAMCO-WESTFIELD FR URW NA 146.54 $32,267.37
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 6,928.72 $12,137.06
BH4TZ73 FU SHOU YUAN INTERNATIONAL CN 1448 HK 20,530.36 $23,106.07
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 7,553.3 $379,291.99
BNBNSG0 EURONEXT NV NL ENX FP 527.35 $33,416.84
BNGN9Z1 FINECOBANK SPA IT FBK IM 2,486.09 $27,986.09
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 13,942.68 $474,806.32
BQRRZ00 RECRUIT HOLDINGS CO LTD JP 6098 JP 254.68 $7,034.00
BSBMKM2 CHINA MAPLE LEAF EDUCATIONAL CN 1317 HK 7,504.37 $13,475.76
BVSS790 ELIS SA FR ELIS FP 950.84 $21,744.04
BYM4063 BECLE SAB DE CV MX 4,813.28 $6,936.27
BYPC1T4 ASSA ABLOY AB-B SE ASSAB SS 327.64 $6,949.68
BYQ32R1 NEMAK SAB DE CV MX 20,191.36 $13,877.57
BYWPGC4 CHINA YUHUA EDUCATION CORP L CN 6169 HK 9,516.57 $6,732.82
BYXS699 QIAGEN N.V. NL QIA GR 359.46 $13,030.17
BYY8LS2 MAISONS DU MONDE SA FR MDM FP 368.81 $13,562.43
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 9,279.9 $936,018.02
BYZ43T4 EUROBANK ERGASIAS SA GR EUROB GA 13,739.41 $14,285.92
BYZFYS3 SPIE SA FR SPIE FP 1,349.46 $27,314.69
BYZFZ91 SOPHOS GROUP PLC GB SOPH LN 2,792.66 $23,482.26
BYZWX76 CRODA INTERNATIONAL PLC GB CRDA LN 441.09 $27,866.72
BZ3C3Q4 BANKIA SA ES BKIA SM 3,903.99 $14,558.26
BZCNN35 BANCO COMERCIAL PORTUGUES-R PT BCP PL 38,825.92 $11,610.19
G02602103 AMDOCS LTD GG DOX 511.64 $33,865.30
G06242104 ATLASSIAN CORP PLC-CLASS A AU TEAM 75.39 $4,713.31
G27358103 DESPEGAR.COM CORP AR DESP 196.08 $4,111.77
G3157S106 ENSCO INTERNATIONAL INC US ESV 31,697.91 $230,126.84
G37585AC3 GASLOG LTD 8.87500 03/22/2022 BM 36,553.38 $37,924.13
G5960L103 MEDTRONIC INC IE MDT 9,545.69 $817,206.21
G68707101 PAGSEGURO DIGITAL LTD-CL A BR PAGS 216.78 $6,015.55
G97822103 PERRIGO CO PLC IE PRGO 358.96 $26,171.94
H8817H100 TRANSOCEAN LTD US RIG 24,488.88 $329,130.54
N47279109 INTERXION HOLDING NX NL INXN 564.59 $35,241.90
N72482123 QIAGEN N.V. ADR NL QGEN 251.61 $9,098.21

Based on the investments of the underlying fund(s): Manning & Napier Pro-Mix® Extended Term CIT Fund and Manning & Napier Pro-Mix® Moderate 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

$14.59

Daily $ Change

-$0.01

Daily % Change

-0.07%

as of 07/19/2018

CUSIP

302027636

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 balanced mix of securities that seeks a more stable rate of long-term growth than that of the broad stock market. The portfolio is diversified among fixed income securities, primarily with intermediate to long-term maturities, and various stocks. Stock exposure can range from 28% - 68%.

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. During the target year, the portfolio’s stock exposure can range from 20% - 60%. 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 plan to stop contributions and start periodic withdrawals around the year 2025
  • Who have a moderate tolerance for risk and can accept fluctuations in current 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.

Target Series Glide Path Overview

Learn more about our Glide Range SM

Performance

As of 06/30/2018

YTD

1.06%

1 Year

5.82%

3 Year

3.91%

5 Year

5.61%

10 Year

6.07%

Inception
(01/01/2000)

6.38%

US Stock Market Cycle (04/01/2000 - 06/30/2018)

6.53%

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 0.91%
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 06/30/2018

TREASURY NOTES 14.04%
GOVERNMENT AGENCY 5.89%
TREASURY BONDS 5.20%
FACEBOOK INC -A 2.20%
INCYTE CORP 1.74%
TREASURY BILLS 1.53%
BOOKING HOLDINGS INC 1.47%
REGENERON PHARMACEUTICALS INC 1.38%
QORVO INC 1.31%
ANHEUSER-BUSCH INBEV SA/NV 1.27%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 06/30/2018

Bonds
54.18%
Stocks
44.15%
Cash
1.67%

Detailed Asset Class Allocation

As of 06/30/2018

International Equities
13.76%
Small Capitalization
0.67%
Mid Capitalization
2.92%
Large Capitalization
26.79%
Long Term Fixed Income
16.63%
Intermediate Term Fixed Income
25.27%
Short Term Fixed Income
12.29%
Cash
1.67%

Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.

June Fund Holdings

As of 06/30/2018

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00163UAB2 AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 US 24,864.61 $26,372.02
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 322,354.83 $315,493.44
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 585,828.96 $576,104.20
00289XAA7 ABENGOA YIELD PLC 7.00000 11/15/2019 GB 86,282.59 $89,302.48
004239109 ACADIA REALTY TRUST US AKR 310.28 $8,492.45
0045614 ANTOFAGASTA PLC GB ANTO LN 2,416.49 $31,395.51
0053673 ASHTEAD GROUP PLC GB AHT LN 985.05 $29,334.22
008492100 AGREE REALTY CORP US ADC 137.44 $7,252.54
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 10,523.98 $10,885.27
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 56.94 $7,184.38
01609W102 ALIBABA GROUP - ADR CN BABA 2,886.44 $535,521.16
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 524,834.73 $489,008.62
01748XAA0 ALLEGIANT TRAVEL CO 5.50000 07/15/2019 US 23,503.51 $23,621.02
02005NAT7 ALLY FINANCIAL INC 3.50000 01/27/2019 US 18,641.5 $18,618.20
02079K107 ALPHABET INC-CL C US GOOG 302.32 $337,284.66
02079K305 ALPHABET INC-CL A US GOOGL 299.96 $338,716.16
02155FAC9 ALTICE US FINANCE I CORP 5.50000 05/15/2026 US 17,960.95 $17,332.32
023135106 AMAZON.COM INC US AMZN 104.69 $177,957.92
02319V103 AMBEV SA-ADR BR ABEV 105,589.74 $488,880.49
0237400 DIAGEO PLC GB DGE LN 20,337.42 $730,639.23
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 362.6 $15,548.38
0263494 BAE SYSTEMS PLC GB BA/ LN 1,726.08 $14,684.25
02665T306 AMERICAN HOMES 4 RENT- A US AMH 1,391.05 $30,853.39
02666TAA5 AMERICAN HOMES 4 RENT 4.25000 02/15/2028 US 339,810.27 $325,425.44
03027X100 AMERICAN TOWER REIT INC US AMT 1,172.87 $169,092.98
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 12,941.67 $13,058.56
03064D108 AMERICOLD REALTY TRUST US COLD 258.46 $5,691.36
03748R101 APARTMENT INVT & MGMT CO -A US AIV 502.11 $21,239.19
03784Y200 APPLE HOSPITALITY REIT INC US APLE 701.78 $12,547.79
03969AAL4 ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 IE 17,596.14 $17,134.24
0405207 HALMA PLC GB HLMA LN 789.95 $14,224.09
04621WAC4 ASSURED GUARANTY US HLDG 5.00000 07/01/2024 US 327,573.44 $342,309.34
0490656 KERRY GROUP PLC-A IE KYGA LN 273.35 $28,554.31
053484101 AVALONBAY COMMUNITIES INC US AVB 317.98 $54,657.65
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 291,850.91 $277,244.36
058498106 BALL CORP US BLL 15,812.48 $562,133.67
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 500,138.63 $493,713.07
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 7,657.53 $721,339.51
09062X103 BIOGEN IDEC INC US BIIB 1,363.49 $395,737.91
0922320 SMITH & NEPHEW PLC GB SN/ LN 389.99 $7,183.81
09247X101 BLACKROCK INC US BLK 1,248.12 $622,862.01
0946580 WEIR GROUP PLC/THE GB WEIR LN 1,665.1 $43,729.21
09627J102 BLUEROCK RESIDENTIAL GROWTH US 598.3 $5,336.88
096630AE8 BOARDWALK PIPELINES LP 5.95000 06/01/2026 US 459,740.8 $493,004.94
09857L108 BOOKING HOLDINGS INC US BKNG 532.84 $1,080,116.99
101121101 BOSTON PROPERTIES INC US BXP 254.92 $31,972.06
105368203 BRANDYWINE REALTY TRUST US BDN 1,766.76 $29,822.82
110122108 BRISTOL MYERS SQUIBB CO US BMY 5,274.33 $291,881.63
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 353.45 $17,831.43
12467AAD0 C&S GROUP ENTERPRISES 5.37500 07/15/2022 US 28,435.86 $27,867.14
1248EPBR3 CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 US 15,919.3 $15,436.95
125269100 CF INDUSTRIES HOLDINGS INC US CF 12,131.13 $538,622.39
12591QAR3 COMM 2014-UBS4 A5 3.69400 08/10/2047 US 262,665.82 $264,621.03
12592BAB0 CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 US 330,914.04 $331,178.77
12593GAF9 COMM 2015-PC1 A5 3.90200 07/10/2050 US 138,629.18 $140,063.70
12629NAF2 COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 US 306,443.46 $302,924.75
126307AH0 CSC HOLDINGS LLC 5.25000 06/01/2024 US 45,014.44 $42,538.65
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 131,092.78 $122,289.88
13321L108 CAMECO CORP CA CCJ 986.3 $11,095.88
14912Y202 CATCHMARK TIMBER TRUST INC US CTT 1,877 $23,894.24
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 23,962.15 $23,842.34
156504AH5 CENTURY COMMUNITIES 5.87500 07/15/2025 US 37,963.56 $35,875.56
15672WAJ3 CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 US 16,501.7 $16,703.02
16411QAA9 CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 US 29,116.41 $28,401.60
165240102 CHESAPEAKE LODGING TRUST US CHSP 362.02 $11,454.31
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 341,802.84 $480,788.63
19625JAA1 CAH 2015-1A A 3.24638 07/17/2032 US 75,709.11 $75,674.56
19626G108 COLONY CAPITAL INC US CLNY 1,553.75 $9,695.39
198287203 COLUMBIA PROPERTY TRUST INC US CXP 387.54 $8,801.12
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 542.66 $16,209.30
2112226 SAPUTO INC CA SAP CN 211.09 $7,008.60
2162760 CAE INC CA CAE CN 365.16 $7,585.63
21871N101 CORECIVIC INC US CXW 1,554.04 $37,125.91
21987BAK4 CODELCO INC 5.62500 09/21/2035 CL 292,508.79 $326,936.16
222795106 COUSINS PROPERTIES INC US CUZ 3,076.13 $29,807.68
22663AAA7 ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 US 19,322.05 $18,887.31
22822V101 CROWN CASTLE INTL CORP US CCI 197.44 $21,287.76
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 89,915.31 $83,468.92
229663109 CUBESMART US CUBE 664.66 $21,415.45
23311RAC0 DCP MIDSTREAM OPERATING 9.75000 03/15/2019 US 11,204.53 $11,666.72
23331A109 DR HORTON INC US DHI 81.56 $3,344.01
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 343.4 $5,059.66
23918K108 DAVITA INC. US DVA 8,117.84 $563,702.59
23918KAR9 DAVITA INC 5.00000 05/01/2025 US 31,256.21 $29,419.91
2392471 GRUPO BIMBO SAB- SERIES A MX BIMBOA MM 3,687.43 $7,187.24
2434760 MEXICHEM SAB DE CV MX MEXCHEM* MM 6,216.51 $17,960.66
25271C102 DIAMOND OFFSHORE DRILLING US DO 11,421.22 $238,246.60
253868103 DIGITAL REALTY TRUST INC US DLR 384.72 $42,927.43
254683BK0 DCENT 2014-A4 2.12000 12/15/2021 US 13,133.29 $13,062.72
25470DAT6 DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 US 340,539.9 $330,304.84
2554475 MAGNA INTERNATIONAL INC CA MG CN 110.57 $6,430.92
2583952 METRO INC CA MRU CN 211.72 $7,197.06
26151AAA7 DRAX FINCO PLC 6.62500 11/01/2025 GB 30,161.77 $30,010.96
2639349 GRUPO AEROPORT DEL SURESTE-B MX 877.88 $13,945.95
2643674 GRUPO MEXICO SAB DE CV-SER MX GMEXICOB MM 3,971.16 $11,255.47
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 42,825.56 $42,825.56
269246401 ETRADE FINANCIAL CORP US ETFC 4,956.39 $303,132.99
2715777 QUEBECOR INC -CL B CA QBR/B CN 9,177.72 $187,931.65
277276101 EASTGROUP PROPERTIES US EGP 65.47 $6,256.65
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 8,396.98 $171,050.15
285512109 ELECTRONIC ARTS US EA 3,471.55 $489,558.08
2866857 LUNDIN MINING CORP CA LUN CN 27,950.37 $155,415.68
294429105 EQUIFAX INC US EFX 3,392.65 $424,454.36
29444U700 EQUINIX INC US EQIX 1,223.38 $525,919.59
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 160.77 $14,774.32
29476L107 EQUITY RESIDENTIAL US EQR 512.33 $32,630.39
297178105 ESSEX PROPERTY TRUST INC US ESS 69.51 $16,617.21
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 535,278.5 $525,486.65
30225T102 EXTRA SPACE STORAGE INC US EXR 220.33 $21,991.27
30251JAA9 FDIC 2011-R1 A 2.67200 07/25/2026 US 27,734.9 $27,632.03
30286XAN9 FREMF 2015-K43 B FLT 3.86221 02/25/2048 US 300,423.46 $296,354.26
30290HAE8 FREMF 2012-K708 FLT 3.88202 02/25/2045 US 141,999.26 $142,496.11
30291EAE4 FREMF 2013-K712 B FLT 3.47721 05/25/2045 US 134,498.61 $134,802.90
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 16,917,712.19 $62,274.10
30291XAE2 FREMF 2014-K715 B FLT 4.11938 02/25/2046 US 110,507.66 $112,172.68
30303M102 FACEBOOK INC -A US FB 8,330.61 $1,618,804.19
3128M5A91 FHLM POOL G03332 6.00000 10/01/2037 US 3,904.63 $4,300.81
3128M5DD9 FHLM POOL G03400 5.50000 03/01/2037 US 18,842.51 $20,401.42
3128M5NM8 FHLM POOL G03696 5.50000 01/01/2038 US 8,290.32 $8,968.33
3128M6B98 FHLM POOL G04264 5.50000 04/01/2038 US 28,495.89 $30,835.33
3128M6NC8 FHLM POOL G04587 5.50000 08/01/2038 US 11,635.41 $12,575.52
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 10,484.35 $11,515.46
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 21,281.68 $23,483.74
3128M7KW5 FHLM POOL G05409 5.50000 03/01/2039 US 20,512.95 $22,194.29
3128M8AW4 FHLM POOL G06021 5.50000 01/01/2040 US 7,965.36 $8,615.89
3128M9C83 FHLM POOL G06995 6.00000 05/01/2040 US 25,050.86 $27,540.25
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 1,837.63 $1,899.03
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 3,893.44 $4,029.99
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 2,722.87 $2,819.54
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 2,114.63 $2,200.09
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 3,706.89 $3,850.17
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 270,468.81 $282,584.83
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 37,108.11 $40,127.86
3128P76G3 FHLM POOL C91771 4.50000 06/01/2034 US 60,687.27 $64,016.03
3128P76R9 FHLM POOL C91780 4.50000 07/01/2034 US 58,753.53 $61,473.83
3132LMMM5 FHLM POOL K91364 4.50000 11/01/2033 US 32,589.08 $34,002.12
3132LNE83 FHLM POOL K92059 4.50000 09/01/2034 US 51,394.75 $54,374.35
3132WPDP9 FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 US 144,521.56 $147,482.31
3132XSLZ1 FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 US 165,021.38 $168,357.50
31335ABB3 FHLM POOL G60034 4.50000 02/01/2045 US 220,903.92 $230,303.17
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 59,777.42 $61,159.41
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 4,816.73 $4,876.13
3136B1YD0 FNR 2018-31 KP 3.50000 07/25/2047 US 134,453.57 $134,500.06
31371NCJ2 FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 US 39,469.29 $42,760.80
3137A2B34 FHMS K009 X1 FLT 1.45484 08/25/2020 US 1,727,385.13 $38,682.03
3137ADTK3 FHMS K014 X1 FLT 1.34101 04/25/2021 US 707,825.79 $19,526.51
3137AJMG6 FMHS K016 X1 FLT 1.67213 10/25/2021 US 584,061.59 $23,756.65
3137AL6W4 FHMS K706 X1 FLT 1.68593 10/25/2018 US 820,986.67 $1,246.18
3137AME78 FHMS K017 X1 FLT 1.48754 12/25/2021 US 1,834,524.1 $68,951.69
3137AUPF0 FHMS K021 x1 FLT 1.58997 06/25/2022 US 1,931,065.18 $91,927.39
3137B3NB0 FHMS K030 X1 FLT 0.31344 04/25/2023 US 6,391,289.88 $54,472.32
3137B4GZ3 FHMS K032 X1 FLT 0.22073 05/25/2023 US 4,110,202.34 $21,336.47
3137B5KW2 FHMS K035 A2 3.45800 08/25/2023 US 496,447.95 $504,234.83
3137BT7J4 FHMS KJ10 A2 2.91200 12/25/2023 US 282,608.21 $279,293.24
3137BWVV3 FHMS KJ13 A2 2.86400 08/25/2022 US 202,071.15 $200,780.16
3137F4YU0 FHLM POOL FHR4791 4.00000 03/15/2044 US 179,274.96 $183,682.43
3137FG2L8 FHLM POOL 4801 4.50000 05/15/2044 US 179,631.49 $186,557.67
3138ABBY4 FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 US 33,846.47 $35,611.68
3138ASSD5 FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 US 17,537.31 $18,436.03
3138EGGZ1 FEDERAL NATL MTG ASSN AL0215 4.50000 04/01/2041 US 102,709.99 $108,062.58
3138EQTZ5 FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 US 142,519.61 $149,916.07
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.65100 01/01/2049 US 394,397.52 $424,753.51
31403DDX4 FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 US 85,168.91 $92,428.58
31407EJW4 FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 US 21,715.8 $23,522.64
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 50,901.45 $52,089.60
3140EWG66 FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 US 228,056.14 $227,666.27
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 56,531.64 $56,435.00
3140F9M51 FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 US 126,442.56 $129,006.22
3140FA5G3 FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 US 104,262.9 $106,506.83
3140FEXR0 FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 US 120,176.5 $122,625.60
3140FPGW3 FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 US 223,265.16 $227,838.19
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 2,928.11 $3,024.16
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 3,600.08 $3,717.29
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 25,662.04 $26,258.77
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 31,310.2 $32,055.91
31410HAQ4 MACYS RETAIL HLDGS INC 6.90000 04/01/2029 US 151,502.48 $162,708.15
31410KGB4 FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 US 39,562.31 $42,921.06
31410KJV7 FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 US 25,419.44 $28,028.40
31410KLD4 FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 US 24,125.93 $26,081.27
31411JXP6 FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 US 16,375.38 $17,704.88
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 1,378.53 $1,403.24
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 17,628.74 $18,049.12
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 140,564 $147,085.72
31418BDH6 FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 US 102,770.94 $107,542.17
31418CAF1 FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 US 107,554.86 $104,348.19
31418MDZ2 FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 US 13,658.42 $15,021.87
31418MG63 FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 US 8,472.07 $9,307.86
31418MJC7 FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 US 15,645.62 $16,919.88
31418MKV3 FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 US 25,047.78 $27,116.18
31418MQQ8 FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 US 2,648.66 $2,764.31
31419BBV6 FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 US 41,935.69 $44,122.37
31428X106 FEDEX CORPORATION US FDX 2,055.23 $466,659.72
3163836 INTERTEK GROUP PLC GB ITRK LN 98.52 $7,407.72
3174300 BURBERRY GROUP PLC GB BRBY LN 271.35 $7,711.99
32054K103 FIRST INDUSTRIAL REALTY TR US FR 533.6 $17,790.12
3208986 NEXT PLC GB NXT LN 91.81 $7,308.12
336130AB5 FIRST QUALITY FINANCE CO 5.00000 07/01/2025 US 20,318.34 $18,591.28
345605109 FOREST CITY REALTY TRUST - A US FCE/A 568.92 $12,977.10
357081AE8 FREMF 2015-K720 B FLT 3.50443 07/25/2022 US 138,341.39 $135,443.78
35802XAA1 FRESENIUS MED CARE US 6.50000 09/15/2018 US 14,291.55 $14,385.95
35802XAD5 FRESENIUS MED CARE II 5.62500 07/31/2019 US 127,585.09 $130,693.22
36143WAN1 GAHR 2015-NRF BFX FLT 3.49490 12/15/2034 US 290,182.54 $290,089.83
36143WAS0 GAHR 2015-NRF DFX FLT 3.49490 12/15/2034 US 65,666.45 $65,277.89
36174X101 GGP INC US GGP 683.89 $13,971.95
36223NTR5 GNMA POOL 312960 9.00000 09/15/2021 US 32.86 $33.25
36246MAT6 GTP AQUISITION PARTNERS 2.35000 06/15/2020 US 33,089.15 $32,466.80
36248EAA3 GSMS 2010-C2 3.84900 12/10/2043 US 7,474.26 $7,553.07
371559105 GENESEE & WYOMING INC -CL A US GWR 4,354.76 $354,128.87
374297109 GETTY REALTY CORP US GTY 435.15 $12,258.12
37953TAB1 GLOBAL SHIP LEASE INC 9.87500 11/15/2022 MH 46,642.2 $46,059.17
39807UAB2 GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 US 21,363.7 $20,722.79
400506101 GRUPO AEROPORTUARIO PAC-ADR MX PAC 154.22 $14,328.56
40414L109 HCP INC US HCP 823.58 $21,264.92
4057808 L'OREAL FR OR FP 29.45 $7,261.06
4061412 LVMH MOET HENNESSY LOUIS VUITTON FR MC FP 20.12 $6,680.90
410345AL6 HANESBRANDS INC 4.87500 05/15/2026 US 18,325.77 $17,684.37
4163437 CAP GEMINI FR CAP FP 52.93 $7,093.03
421946104 HEALTHCARE REALTY TRUST INC US HR 516.68 $15,025.09
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 527.39 $14,218.35
431318AQ7 HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 US 18,957.24 $18,909.85
4354134 UNITED INTERNET AG-REG SHARE DE UTDI GR 111.2 $6,348.87
44053FAA8 HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 US 41,464.46 $44,522.46
44107P104 HOST MARRIOTT CORP US HST 1,440.01 $30,341.03
444454AD4 HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 US 45,961.65 $43,089.05
4457624 TRIGANO SA FR TRI FP 143.89 $25,527.92
4497749 KBC GROEP NV BE KBC BB 175.56 $13,482.71
45031UCD1 ISTAR INC 5.25000 09/15/2022 US 34,392.3 $33,296.05
45337C102 INCYTE CORP US INCY 19,044.38 $1,275,973.26
45378A106 INDEPENDENCE REALTY TRUST IN US IRT 941.16 $9,703.34
45763PAE6 INMARSAT FINANCE PLC 4.87500 05/15/2022 GB 31,695.3 $31,140.63
459745GH2 INTL LEASE FINANCE CORP 6.25000 05/15/2019 US 342,385.24 $351,037.89
46186YAA2 IHSFR 2015-SFR3 A FLT 3.37325 08/17/2032 US 285,138.15 $285,492.84
46187BAA1 IHSFR 2017-SFR2 A 2.93506 12/17/2036 US 68,882.36 $68,882.27
46187BAB9 IHSFR 2017-SFR2 B 3.23506 12/17/2036 US 51,819.94 $52,120.25
46187W107 INVITATION HOMES INC US INVH 1,211.7 $27,941.85
46625HHL7 JPMORGAN CHASE & CO 6.30000 04/23/2019 US 478,894.35 $492,365.12
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 62,558.74 $60,545.16
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 73,596.68 $72,423.76
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 117,099.24 $116,106.70
46647SAJ9 JPMMT 2017-3 1A5 3.50000 08/25/2047 US 173,786.35 $171,736.19
476405105 JERNIGAN CAPITAL INC US JCAP 387.39 $7,383.65
478160104 JOHNSON & JOHNSON US JNJ 4,894.06 $593,844.92
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 36,504.3 $29,477.22
4800659 LUXOTTICA GROUP SPA IT LUX IM 111.2 $7,159.99
4821100 SOLVAY SA BE SOLB BB 185.81 $23,401.05
4824778 SGS SA-REG CH SGSN SW 3.35 $8,911.36
4834108 SCHNEIDER ELECTRIC SA FR SU FP 79.76 $6,633.26
4846288 SAP AG DE SAP GR 62.99 $7,270.19
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 413,800.42 $471,618.83
497864AA6 KISSNER GR HLDG 8.37500 12/01/2022 CA 36,335.8 $37,153.35
500630CK2 KOREA DEVELOPMENT BANK 1.37500 09/12/2019 KR 12,629.45 $12,377.29
50187T106 LGI HOMES INC US LGIH 57.62 $3,326.55
50187TAE6 LGI HOMES INC 6.87500 07/15/2026 US 29,432.15 $29,358.57
50212YAB0 LPL HOLDINGS INC 5.75000 09/15/2025 US 27,488.65 $26,732.71
502160AM6 LSB INDUSTRIES 9.62500 05/01/2023 US 37,914.48 $38,198.84
50218LAC0 LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 US 6,055.45 $6,030.51
5048566 SWEDISH MATCH AB SE SWMA SS 148.09 $7,319.10
505742AD8 LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 US 18,276.69 $18,677.86
5107401 BEIERSDORF AG DE BEI GR 219.25 $24,851.04
512816109 LAMAR ADVERTISING CO US LAMR 150.29 $10,266.33
5129074 FRESENIUS MEDICAL DE FME GR 123.36 $12,420.93
5228658 RANDSTAD HOLDING NV NL RAND NA 535.76 $31,446.56
526057104 LENNAR CORP US LEN 66.06 $3,467.93
5263574 FLSMIDTH & CO A/S DK FLS DC 161.55 $9,639.21
5289837 ERSTE GROUP BANK AG AT EBS AV 327.64 $13,659.12
531172104 LIBERTY PROPERTY TRUST US LPT 580.06 $25,714.24
53223X107 LIFE STORAGE INC US LSI 77.16 $7,508.66
5330047 DASSAULT SYSTEMES SA FR DSY FP 162.29 $22,711.24
5458314 AKZO NOBEL NL AKZA NA 328.35 $28,005.80
5474008 BANKINTER S.A. ES BKT SM 1,709.36 $16,585.91
550021109 LULULEMON - ADR CA LULU 5,341.69 $666,910.35
55354GAF7 MSCI INC 5.37500 05/15/2027 US 18,957.24 $18,957.24
554382101 THE MACERICH CO US MAC 163 $9,263.47
5545670 JUNGHEINRICH AG DE JUN3 GR 366.06 $13,532.10
55616XAC1 MACYS RETAIL HLDGS INC 7.00000 02/15/2028 US 150,821.93 $163,731.97
55933JAB0 MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 US 36,798.77 $35,595.45
5633616 SOPRA STERIA GROUP FR SOP FP 177.38 $36,091.33
5654781 ATOS ORIGIN SA FR ATO FP 49.58 $6,741.12
5669354 REPSOL SA ES REP SM 1,150.08 $22,448.50
5671519 WOLTERS KLUWER NL WKL NA 129.33 $7,265.57
5699373 WIENERBERGER AG AT WIE AV 1,084.78 $27,058.44
5701513 ELISA OYJ FI ELISA FH 154.12 $7,120.03
5713422 METSO OYJ FI METSO FH 714.25 $23,823.89
5727973 SIEMENS AG-REG DE SIE GR 212.35 $27,978.12
57636Q104 MASTERCARD INC-CLASS A US MA 4,441.95 $872,931.92
5852842 ACCOR SA FR AC FP 315.43 $15,448.37
58933Y105 MERCK & CO INC US MRK 5,608.61 $340,442.53
59001ABA9 MERITAGE HOMES CORP 5.12500 06/06/2027 US 27,439.57 $25,518.80
594918104 MICROSOFT CORP US MSFT 8,568.65 $844,954.81
59522J103 MID-AMERICA APARTMENT COMM US MAA 347.2 $34,952.12
5980613 GIVAUDAN - REG CH GIVN SW 3.35 $7,595.45
5999330 TELEPERFORMANCE FR TEP FP 39.88 $7,038.52
6054603 ASAHI KASEI CORP JP 3407 JP 529.29 $6,712.18
6125286 TREND MICRO INC JP 4704 JP 120.54 $6,861.76
6129277 NTT DOCOMO INC JP 9437 JP 274.61 $6,997.67
6136233 HENGAN INTL GROUP CO LTD CN 1044 HK 702.31 $6,736.44
6136749 OBIC CO LTD JP 4684 JP 87 $7,187.57
6141680 ORACLE CORP JAPAN JP 4716 JP 87 $7,090.87
61744YAG3 MORGAN STANLEY FLT 3.58313 05/08/2024 US 486,429.48 $491,293.77
6180412 COMPUTERSHARE LTD AU CPU AU 537.99 $7,328.77
62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 46,810.7 $46,635.16
6248990 KDDI CORP JP 9433 JP 268.29 $7,336.47
6250724 DAIKIN INDUSTRIES LTD JP 6367 JP 181.29 $21,667.08
6267058 OTSUKA CORP JP 4768 JP 174 $6,811.57
6291819 CHINA PETROLEUM & CHEMICAL - H CN 386 HK 15,553.18 $13,921.92
62944T105 NVR INC US NVR .68 $2,021.47
6356934 FANUC LTD JP 6954 JP 72.34 $14,339.13
637417106 NATIONAL RETAIL PROPERTIES US NNN 254.09 $11,169.89
6390921 NOMURA RESEARCH INSTITUTE LT JP 4307 JP 140.46 $6,795.71
63938CAE8 NAVIENT CORP 7.25000 09/25/2023 US 16,599.85 $17,388.35
64110W102 NETEASE.COM INC- ADR CN NTES 51.3 $12,962.31
6429104 HITACHI LTD FIRST SECTION JP 6501 JP 1,962.11 $13,823.04
6446620 HYUNDAI HEAVY INDUSTRIES KR 009540 KS 65.35 $5,976.03
6451066 HYUNDAI MIPO DOCKYARD KR 010620 KS 84.47 $6,494.74
647581107 NEW ORIENTAL EDUCATIO- SP ADR CN EDU 157.84 $14,941.15
6482903 KANAMOTO CO LTD JP 9678 JP 422.37 $13,335.78
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 91,437.63 $91,304.55
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 138,575.83 $138,857.97
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 243,735.88 $243,966.43
6483809 KAO CORP JP 4452 JP 100.61 $7,668.66
6490995 KEYENCE CORP JP 6861 JP 53.27 $30,042.87
6496324 KOITO MANUFACTURINING CO LTD JP 7276 JP 100.61 $6,645.61
6518808 LION CORP JP 4912 JP 764.05 $13,980.75
65409QBB7 NIELSEN FINANCE LLC/CO 5.00000 04/15/2022 US 18,957.24 $18,627.38
6555805 MAKITA CORP JP 6586 JP 147.76 $6,609.66
6619604 NGK SPARK PLUG CO LTD JP 5334 JP 254.68 $7,240.32
6630940 CHINA EVERBRIGHT INTL LTD HK 257 HK 12,734.14 $16,400.04
6640507 NIPPON PAINT HOLDINGS CO LTD JP 4612 JP 174 $7,482.82
6641588 NISSAN CHEMICAL INDUSTRIES JP 4021 JP 154.07 $7,177.02
6642387 YAMAHA CORP JP 7951 JP 294.53 $15,285.65
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 57,215.26 $57,072.22
66987V109 NOVARTIS AG- REG CH NVS 10,510.35 $793,951.56
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 16,768.36 $17,183.35
67091GAA1 OCI NV 6.62500 04/15/2023 NL 29,796.96 $30,264.77
6743882 JAPAN EXCHANGE GROUP INC JP 8697 JP 716.9 $13,297.17
6758455 RYOHIN KEIKAKU CO LTD JP 7453 JP 13.61 $4,781.86
6772217 SAMSUNG HEAVY INDUSTRIES KR 010140 KS 1,015.16 $6,500.61
6776606 SANTEN PHARMACEUTICAL CO LTD JP 4536 JP 422.37 $7,347.66
6791591 SECOM CO LTD JP 9735 JP 87 $6,671.43
683235AA3 ONTARIO (PROVINCE OF) 2.00000 09/27/2018 CA 151,684.06 $151,561.19
68323ADY7 ONTARIO (PROVINCE OF) 1.25000 06/17/2019 CA 151,684.06 $149,747.87
6865504 SUZUKI MOTOR CORP JP 7269 JP 368.9 $20,329.60
6895200 TOHO CO LTD JP 9602 JP 193.92 $6,495.30
6897466 TOTO LTD JP 5332 JP 134.15 $6,209.08
69007J106 OUTFRONT MEDIA INC US OUT 476.31 $9,264.19
6913168 GUANGDONG INVESTMENT LTD HK 270 HK 4,422.92 $6,999.87
69145LAA2 OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 US 28,800.67 $29,232.68
70014LAC4 PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 KY 29,165.49 $27,701.38
7110902 TECAN GROUP AG-REG CH TECN SW 62.99 $15,286.71
7123870 NESTLE SA-REGISTERED CH NESN SW 380.15 $29,462.33
7145056 ENI SPA IT ENI IM 754.38 $13,987.25
7147892 TEMENOS GROUP AG-REG CH TEMN SW 97.16 $14,611.31
7156036 SONOVA HOLDING AG-REG CH SOON SW 42.24 $7,555.44
71654QCJ9 PETROLEOS MEXICANOS 6.35000 02/12/2048 MX 513,847.78 $463,747.62
71943U104 PHYSICIANS REALTY TRUST US DOC 1,814.32 $28,920.31
7212477 ESSILOR INTERNATIONAL FR EI FP 51.57 $7,270.90
7262610 CREDIT AGRICOLE SA FR ACA FP 954.09 $12,663.14
729640102 PLYMOUTH INDUSTRIAL REIT INC US 171.78 $2,748.50
733174AJ5 POPULAR INC 7.00000 07/01/2019 US 37,795.05 $38,361.98
7339451 ORPEA SA FR ORP FP 177.26 $23,610.77
7380062 AAREAL BANK AG DE ARL GR 314.95 $13,817.27
7380482 COMPAGNIE DE SAINT-GOBAIN FR SGO FP 686.31 $30,571.68
741503AZ9 PRICELINE GROUP INC/THE 3.60000 06/01/2026 US 509,034.85 $495,345.64
74340W103 PROLOGIS US PLD 960.11 $63,069.43
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 310,399.39 $327,859.36
74460D109 PUBLIC STORAGE INC US PSA 170.08 $38,583.28
74736K101 QORVO INC US QRVO 12,000.83 $962,106.48
758849103 REGENCY CENTERS CORP US REG 236.22 $14,664.59
75886F107 REGENERON PHARMACEUTICALS INC US REGN 2,937.96 $1,013,565.78
76169C100 REXFORD INDUSTRIAL REALITY IN US REXR 141.86 $4,452.89
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 16,599.85 $16,994.10
7759435 ILIAD SA FR ILD FP 62.99 $9,938.92
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 415.08 $30,155.31
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 76.1 $8,693.41
78410G104 SBA COMMUNICATIONS CORP US SBAC 1,040.62 $171,827.13
78442PGC4 SLM CORP 5.12500 04/05/2022 US 25,397.92 $25,270.93
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 457,650.07 $490,827.19
80282KAS5 SANTANDER HOLDINGS USA 3.40000 01/18/2023 US 338,449.17 $326,777.67
806857108 SCHLUMBERGER LTD NL SLB 9,838.85 $659,498.20
808513105 CHARLES SCHWAB CORP/THE US SCHW 11,798.34 $602,895.42
81211K100 SEALED AIR CORP US SEE 9,196.59 $390,395.08
812578102 SEATTLE GENETICS INC US SGEN 7,550.79 $501,296.95
81663AAD7 SEMGROUP CORP 6.37500 03/15/2025 US 39,738.55 $37,751.62
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 76,188.04 $73,470.49
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 105,564.44 $102,185.22
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 86,078.99 $77,323.68
81762P102 SERVICENOW INC US NOW 3,823.44 $659,429.42
81783QAC9 SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 CA 22,507.22 $21,635.07
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 19,686.87 $19,834.52
828806109 SIMON PROPERTY GROUP INC US SPG 443.97 $75,558.78
83088M102 SKYWORKS SOLUTIONS INC US SWKS 6,408.17 $619,349.29
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 43,505.33 $43,121.21
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 30,624.74 $29,899.51
83404YAA1 SCLP 2016-5 A 3.06000 09/25/2028 US 28,239.14 $28,123.06
83406EAB1 SOFI 2018-A A2A 2.39000 02/25/2042 US 95,901.93 $95,317.21
84265V105 SOUTHERN COPPER CORPORATION US SCCO 430.36 $20,170.87
845467AL3 SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 US 30,891.4 $30,234.96
852061AK6 SPRINT COMMUNICATIONS 9.00000 11/15/2018 US 10,208.25 $10,412.41
85254J102 STAG INDUSTRIAL INC US STAG 572.99 $15,602.57
85571XAA5 SRPT 2014-STAR A FLTG RATE 3.29325 11/15/2027 US 201,226.92 $201,316.82
857949BL0 SS INT BEARING FD .022% 01/02/15 US 1,246,009.8 $1,246,009.80
866674104 SUN COMMUNITIES US SUI 311.59 $30,498.31
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 1,115.39 $18,537.84
87243QAB2 TENET HEALTHCARE CORP 6.00000 10/01/2020 US 11,204.53 $11,512.66
874080104 TAL EDUCATION GROUP - ADR CN TAL 182.26 $6,707.28
87470LAA9 TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 US 28,484.94 $29,054.64
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 77,724.04 $77,626.81
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 24,717.37 $21,998.46
88032WAG1 TENCENT HOLDINGS LTD 3.59500 01/19/2028 KY 344,623.19 $326,020.43
88146M101 TERRENO REALTY CORP US TRNO 97.07 $3,656.50
88161DAA9 TESLA 2018-A A 2.32000 12/20/2019 US 123,485.89 $123,081.99
882508104 TEXAS INSTRUMENTS INC US TXN 3,048.43 $336,089.24
88650V208 TIER REIT INC US TIER 608.04 $14,459.12
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 338,473.97 $330,547.65
89613BAA5 TAH 2013-SFR1 A 2.58900 11/17/2033 US 286,726.47 $277,475.87
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 114,121.32 $109,922.47
896356AE2 TRINIDAD DRILLING LTD 6.62500 02/15/2025 CA 36,433.95 $35,067.68
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 34,392.3 $34,435.29
902653104 UDR INC US UDR 808.41 $30,347.89
903002103 UMH PROPERTIES INC US UMH 525.16 $8,061.26
90320MAA3 UPCB FINANCE IV LTD 5.37500 01/15/2025 KY 64,091.11 $60,892.96
904767704 UNILEVER PLC - ADR GB UL 10,974.81 $606,687.35
912796PY9 TREASURY BILL 0.00000 09/06/2018 US 1,130,890.27 $1,126,997.66
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 529,303.22 $708,335.90
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 842,921.54 $1,068,304.27
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 377,253.31 $368,320.16
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 592,648.02 $540,351.46
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 1,502,896.16 $1,507,299.18
9128283W8 US TREASURY N/B 2.75000 02/15/2028 US 752,956.41 $746,515.10
912828D23 US TREASURY N/B 1.62500 04/30/2019 US 1,871,708.01 $1,860,960.31
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 182,749.7 $180,801.04
912828K58 UNITED STATES TREAS NTS 1.37500 04/30/2020 US 1,908,905.94 $1,869,833.02
912828R28 US TREASURY N/B 1.62500 04/30/2023 US 391,512.85 $371,967.79
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 789,142.39 $721,849.51
912828RT9 US TREASURY N/B 1.37500 11/30/2018 US 712,548.85 $710,433.47
912828S92 US TREASURY N/B 1.25000 07/31/2023 US 1,441,398.76 $1,339,431.06
912828UH1 UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 US 368,810.11 $360,534.26
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 1,450,391.09 $1,396,737.94
912828XQ8 US TREASURY N/B 2.00000 07/31/2022 US 1,336,239.39 $1,300,014.77
91704F104 URBAN EDGE PROPERTIES US UE 1,053.95 $24,103.89
92276F100 VENTAS INC US VTR 215.21 $12,256.16
92339V100 VEREIT INC US VER 1,555.66 $11,574.12
92343VDV3 VERIZON COMMUNICATIONS 5.50000 03/16/2047 US 461,733.37 $483,832.26
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 1,530.26 $260,082.84
92826C839 VISA INC - CLASS A SHARES US V 5,081.78 $673,081.88
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 44,060.7 $44,908.23
929042109 VORNADO REALTY TRUST US VNO 354.18 $26,180.65
92936CAE9 WFRBS 2011-C4 A3 4.39400 06/15/2044 US 1,915.29 $1,926.93
92960PAA7 W/S PACKAGING HOLDINGS 9.00000 04/15/2023 US 27,804.39 $28,151.94
948565AC0 WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 US 17,960.95 $17,489.48
94856TAA2 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 33,711.75 $31,941.89
94987MAB7 WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 US 37,888.34 $38,785.31
95040Q104 WELLTOWER INC. US WELL 282.48 $17,708.60
962166104 WEYERHAEUSER CO US WY 284.97 $10,389.90
962178AL3 TRI POINTE HOLDINGS INC 4.37500 06/15/2019 US 22,142.41 $22,257.55
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 19,055.39 $18,912.48
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 127,684.77 $120,563.34
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 97,994.29 $98,108.40
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 112,833.81 $110,870.11
98919V105 ZAYO GROUP HOLDINGS INC US ZAYO 13,666.52 $498,554.73
AN7903213 SONGA BULK ASA 6.83263 06/13/2022 NO 27,221.99 $28,273.85
AP0787667 MPC CONTAINER SHIPS FLT 7.08188 09/22/2022 NL 27,221.99 $27,916.43
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 39,275.58 $38,735.54
B0190C7 TECHTRONIC INDUSTRIES CO LTD HK 669 HK 1,137.3 $6,316.46
B02J639 ADMIRAL GROUP PLC GB ADM LN 269.99 $6,785.51
B037JC2 NEXITY FR NXI FP 437.1 $27,594.54
B0386J1 JYSKE BANK-REG DK JYSK DC 282.12 $15,420.78
B06JSP1 SYDBANK A/S DK SYDB DC 403.9 $13,845.79
B09DHL9 MTU AERO ENGINES HOLDING AG DE MTX GR 37.52 $7,187.00
B09M9D2 KONE OYJ-B FI KNEBV FH 136.67 $6,949.21
B11TCY0 SCHINDLER HOLDING-PART CERT CH SCHP SW 32.18 $6,908.20
B11ZRK9 LEGRAND SA FR LR FP 317.34 $23,243.96
B138HB7 KAUFMAN & BROAD SA FR KOF FP 440.72 $20,754.26
B13X013 EIFFAGE FR FGR FP 256.8 $27,899.81
B15C557 TOTAL SA FR FP FP 363.78 $22,090.55
B19NLV4 EXPERIAN PLC GB EXPN LN 286.76 $7,073.97
B1CRLC4 MONDI PLC GB MNDI LN 263.02 $7,095.71
B1FW751 GALP ENERGIA SGPS SA PT GALP PL 1,490.88 $28,362.06
B1HDJL2 NATIXIS FR KN FP 3,227.18 $22,834.15
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 1,456.67 $7,607.45
B1WGG93 GEBERIT AG-REG CH GEBN SW 47.05 $20,144.92
B1WY233 SMITHS GROUP PLC GB SMIN LN 312.23 $6,974.38
B1XFTL2 HEXAGON AB-B SHS SE HEXAB SS 356.83 $19,827.98
B1XH026 VINCI SA FR DG FP 615.44 $59,076.99
B1Y9TB3 DANONE FR BN FP 295.89 $21,603.58
B1YVKN8 ANTA SPORTS PRODUCTS LTD CN 2020 HK 3,825.15 $20,171.19
B232R05 SK INNOVATION CO LTD KR 096770 KS 90.04 $16,309.45
B249GC0 MATSUMOTOKIYOSHI HOLDINGS CO JP 3088 JP 321.76 $14,438.43
B283W97 CAIXABANK S.A ES CABK SM 6,618.35 $28,487.31
B3FP8W8 CANADA HOUSING TRUST 4.10000 12/15/2018 CA 48,410.66 $37,231.63
B3MPN59 SUN ART RETAIL GROUP LTD HK 6808 HK 6,162.9 $8,039.95
B3MSM28 AMADEUS IT HOLDING SA-A SHS ES AMS SM 90.45 $7,112.39
B3NB1P2 SUNCOR ENERGY INC CA SU CN 387.25 $15,759.27
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 286,877.82 $13,984.03
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 59,734.62 $46,658.11
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 487,607.34 $23,550.70
B4Q2TX3 CHINA LONGYUAN POWER GROUP-H CN 916 HK 33,905.78 $27,236.91
B4R2R50 JULIUS BAER CH BAER SW 812.66 $47,598.41
B4WTBY3 HUANENG RENEWABLES CORP-H CN 958 HK 71,417.83 $23,672.39
B4YN9R2 SINGAPORE GOVERNMENT 2.50000 06/01/2019 SG 106,566.59 $78,707.07
B4YVF56 BRENNTAG AG DE BNR GR 323.75 $17,987.84
B607XS1 VERMILION ENERGY INC CA VET CN 423.78 $15,282.58
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 689,809.18 $34,913.08
B61JC67 TREASURY WINE ESTATES LTD AU TWE AU 2,283.39 $29,337.06
B63QM77 NEXON CO LTD JP 3659 JP 1,651.58 $23,963.33
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 167,683.58 $8,525.92
B7VQL46 FNAC DARTY SA FR FNAC FP 204.52 $19,387.22
BB22L96 KION GROUP AG DE KGX GR 257.21 $18,462.31
BBG00J8JCGT8 BABA US 07/20/18 P185 CN -11.78 -$6,067.40
BBG00KWNZGX9 SCHW US 06/29/18 P51.5 US -31.63 -$632.62
BBG00KZ9KMK4 QRVO US 07/20/18 P75 US -22.04 -$1,344.54
BBG00KZB2V74 REGN US 07/20/18 C360 US -4.49 -$2,243.03
BBG00KZD4H15 SGEN US 07/20/18 P60 US -27.47 -$1,098.83
BBG00L3N2DV4 FB US 07/27/18 P180 US -12.12 -$2,023.49
BD4TZK8 OCI NV NL OCI NA 590.39 $15,853.98
BD6K457 COMPASS GROUP PLC GB CPG LN 328.27 $6,997.22
BD82246 EAGLE BULK SHIPCO 8.25000 11/28/2022 MH 27,221.99 $27,630.32
BD97BN2 ATLAS COPCO AB-A SHS SE ATCOA SS 173.56 $5,026.48
BDQZ7T7 WISDOM EDUCATION INTERNATION CN 6068 HK 15,805.77 $13,733.63
BDZV116 EPIROC AB-A SE EPIA SS 2,281.54 $23,941.91
BF2DSG3 SIKA AG-REG CH SIKA SW 81.67 $11,283.76
BF955D8 TELENET FINANCE LUX NOTE 5.50000 03/01/2028 LU 39,689.47 $36,117.42
BFMDQ58 REPSOL SA-RTS ES 1,150.08 $652.86
BFYFZP5 FERGUSON PLC CH FERG LN 86.98 $7,037.34
BFYM460 UNIBAIL-RODAMCO-WESTFIELD FR URW NA 146.54 $32,267.37
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 6,928.72 $12,137.06
BH4TZ73 FU SHOU YUAN INTERNATIONAL CN 1448 HK 20,530.36 $23,106.07
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 7,553.3 $379,291.99
BNBNSG0 EURONEXT NV NL ENX FP 527.35 $33,416.84
BNGN9Z1 FINECOBANK SPA IT FBK IM 2,486.09 $27,986.09
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 13,942.68 $474,806.32
BQRRZ00 RECRUIT HOLDINGS CO LTD JP 6098 JP 254.68 $7,034.00
BSBMKM2 CHINA MAPLE LEAF EDUCATIONAL CN 1317 HK 7,504.37 $13,475.76
BVSS790 ELIS SA FR ELIS FP 950.84 $21,744.04
BYM4063 BECLE SAB DE CV MX 4,813.28 $6,936.27
BYPC1T4 ASSA ABLOY AB-B SE ASSAB SS 327.64 $6,949.68
BYQ32R1 NEMAK SAB DE CV MX 20,191.36 $13,877.57
BYWPGC4 CHINA YUHUA EDUCATION CORP L CN 6169 HK 9,516.57 $6,732.82
BYXS699 QIAGEN N.V. NL QIA GR 359.46 $13,030.17
BYY8LS2 MAISONS DU MONDE SA FR MDM FP 368.81 $13,562.43
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 9,279.9 $936,018.02
BYZ43T4 EUROBANK ERGASIAS SA GR EUROB GA 13,739.41 $14,285.92
BYZFYS3 SPIE SA FR SPIE FP 1,349.46 $27,314.69
BYZFZ91 SOPHOS GROUP PLC GB SOPH LN 2,792.66 $23,482.26
BYZWX76 CRODA INTERNATIONAL PLC GB CRDA LN 441.09 $27,866.72
BZ3C3Q4 BANKIA SA ES BKIA SM 3,903.99 $14,558.26
BZCNN35 BANCO COMERCIAL PORTUGUES-R PT BCP PL 38,825.92 $11,610.19
G02602103 AMDOCS LTD GG DOX 511.64 $33,865.30
G06242104 ATLASSIAN CORP PLC-CLASS A AU TEAM 75.39 $4,713.31
G27358103 DESPEGAR.COM CORP AR DESP 196.08 $4,111.77
G3157S106 ENSCO INTERNATIONAL INC US ESV 31,697.91 $230,126.84
G37585AC3 GASLOG LTD 8.87500 03/22/2022 BM 36,553.38 $37,924.13
G5960L103 MEDTRONIC INC IE MDT 9,545.69 $817,206.21
G68707101 PAGSEGURO DIGITAL LTD-CL A BR PAGS 216.78 $6,015.55
G97822103 PERRIGO CO PLC IE PRGO 358.96 $26,171.94
H8817H100 TRANSOCEAN LTD US RIG 24,488.88 $329,130.54
N47279109 INTERXION HOLDING NX NL INXN 564.59 $35,241.90
N72482123 QIAGEN N.V. ADR NL QGEN 251.61 $9,098.21

Based on the investments of the underlying fund(s): Manning & Napier Pro-Mix® Extended Term CIT Fund and Manning & Napier Pro-Mix® Moderate 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.


Loading...