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Retirement Target 2030 CIT
Retirement Target 2030 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 growth-oriented mix of securities that seeks potential for growth with some stability. The portfolio is diversified among various stock investments and fixed income securities, which will typically be intermediate to long-term maturities. Stock exposure can range from 38% - 74%.
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 2030
- Who have some time to pursue growth 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.
Daily Price
$11.46
Daily $ Change
$0.00
Daily % Change
0.00%
as of 05/18/2018
CUSIP
56382R845
Inception Date
04/17/2015
This fund is available only 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
Annualized Performance
As of 04/30/2018
YTD
-0.62%
1 Year
6.81%
3 Year
4.02%
5 Year
6.23%
10 Year
6.05%
Inception
(01/01/2000)
7.15%
US Stock Market Cycle (04/01/2000 - 04/30/2018)
7.30%
Performance through the inception date of the Retirement Target CIT Class U1 units is based on the historical performance of the CIT’s oldest unit class. Performance through the inception date of the oldest unit class (01/06/2005) 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 U1 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. Your investment may fluctuate in value and there is a potential for loss as well as profit.
Expense Ratio
| Gross | 0.49% |
| Net | 0.49%* |
*Includes acquired fund fees and expenses of the underlying collective investment trusts and reflects the Trustee’s contractual agreement to limit its fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 04/30/2018
| TREASURY NOTES | 11.63% |
| TREASURY BONDS | 4.82% |
| GOVERNMENT AGENCY | 4.25% |
| QORVO INC | 1.99% |
| INCYTE CORP | 1.84% |
| BOOKING HOLDINGS INC | 1.83% |
| FACEBOOK INC -A | 1.72% |
| ANHEUSER-BUSCH INBEV SA/NV | 1.46% |
| MEDTRONIC INC | 1.42% |
| MASTERCARD INC-CLASS A | 1.42% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 04/30/2018
| Stocks | 54.11% |
| Bonds | 44.85% |
| Cash | 1.04% |
Detailed Asset Class Allocation
As of 04/30/2018
| International Equities | 18.15% |
| Small Capitalization | 0.96% |
| Mid Capitalization | 6.52% |
| Large Capitalization | 28.48% |
| Long Term Fixed Income | 13.19% |
| Intermediate Term Fixed Income | 22.33% |
| Short Term Fixed Income | 9.33% |
| Cash | 1.04% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
April Fund Holdings
As of 04/30/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00163UAB2 | AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 | US | 73,047.37 | $72,682.13 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 855,675.6 | $849,456.87 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 1,340,247.56 | $1,314,851.60 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 253,023.47 | $263,776.97 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 1,035.26 | $24,432.09 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 57,232.69 | $764,686.59 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 3,725.97 | $103,481.19 |
| 00724F101 | ADOBE SYS INC | US | ADBE | 1,008.66 | $223,519.54 |
| 00790X101 | ADVANCED DISPOSAL SERVICES | US | ADSW | 7,460.86 | $164,437.33 |
| 008492100 | AGREE REALTY CORP | US | ADC | 458.54 | $22,413.32 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 32,557.06 | $33,818.65 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 375.36 | $46,758.52 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 13,260.39 | $2,367,509.99 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 1,368,315.1 | $1,288,253.64 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 68,943.4 | $69,632.83 | |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 58,546.13 | $58,516.86 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 1,137.27 | $1,156,979.57 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 1,128.51 | $1,149,481.12 |
| 02155FAC9 | ALTICE US FINANCE I CORP 5.50000 05/15/2026 | US | 53,609.9 | $52,403.68 | |
| 02209S103 | ALTRIA GROUP INC | US | MO | 2,573.57 | $144,403.12 |
| 023135106 | AMAZON.COM INC | US | AMZN | 635.22 | $994,832.14 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 405,691.19 | $2,685,675.70 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 82,044.91 | $2,926,945.55 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 1,409.24 | $55,115.21 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 4,727.15 | $39,662.13 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 4,705.67 | $95,054.62 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 887,408.59 | $853,158.17 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 5,949.28 | $811,243.87 |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 39,940.93 | $40,360.40 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 1,251.38 | $25,790.91 |
| 034863AT7 | ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 | GB | 898,896.42 | $846,830.24 | |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 1,683.37 | $68,344.80 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 2,388.95 | $42,977.26 |
| 0405207 | HALMA PLC | GB | HLMA LN | 4,800.5 | $80,548.23 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 794,956.52 | $824,889.71 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,014.06 | $103,109.54 |
| 053332102 | AUTOZONE INC | US | AZO | 415.06 | $259,211.27 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,144.41 | $186,538.63 |
| 05501U106 | AZUL S.A SPONSORED ADR PFD | BR | AZUL | 2,362.42 | $73,234.96 |
| 0557681 | HOWDEN JOINERY GROUP INC | GB | HWDN LN | 5,950.68 | $38,947.24 |
| 058498106 | BALL CORP | US | BLL | 62,571.53 | $2,508,492.50 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 1,305,398.5 | $1,290,251.88 | |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 31,679.89 | $2,645,587.75 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 7,031.17 | $1,923,727.40 |
| 09247X101 | BLACKROCK INC | US | BLK | 4,725.8 | $2,464,504.50 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 6,412.81 | $187,651.76 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 1,997.48 | $17,957.32 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 1,198,711.69 | $1,278,712.49 | |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 2,065.48 | $4,498,617.27 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 850.04 | $103,203.13 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 2,556.42 | $41,183.86 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 19,198.71 | $1,000,828.92 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 1,355.36 | $74,029.49 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 141,441.39 | $132,954.91 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 50,612.89 | $49,281.77 | |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 6,006.37 | $233,047.33 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 863,334.16 | $865,492.49 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 129,678.86 | $121,492.88 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 361,756.6 | $336,989.23 | |
| 13321L108 | CAMECO CORP | CA | CCJ | 3,907.57 | $41,146.71 |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 6,395.34 | $260,801.79 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 6,280.95 | $81,903.59 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 84,290.85 | $83,764.03 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 119,830.98 | $113,989.22 | |
| 15672WAJ3 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 56,631.49 | $57,410.18 | |
| 16411QAA9 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 93,017.83 | $90,924.93 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 1,231.96 | $36,392.02 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 894,517.77 | $1,295,553.58 | |
| 191216100 | COCA COLA CO/THE | US | KO | 5,512.21 | $238,182.46 |
| 19238VAG0 | COGECO CABLE INC 4.87500 05/01/2020 | CA | 34,471.7 | $34,644.06 | |
| 19625W104 | COLONY NORTHSTAR INC-CLASS A | US | CLNS | 5,197.34 | $31,755.73 |
| 198287203 | COLUMBIA PROPERTY TRUST INC | US | CXP | 1,294.89 | $27,658.86 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 2,729.29 | $69,596.92 |
| 21871N101 | CORECIVIC INC | US | CXW | 3,605.34 | $72,683.71 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 764,855.29 | $857,293.72 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 13,158.04 | $116,975.00 |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 61,010.15 | $60,400.05 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 552.1 | $55,689.98 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 254,930.68 | $235,428.99 | |
| 229663109 | CUBESMART | US | CUBE | 1,785.14 | $52,554.66 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 34,471.7 | $36,281.46 | |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 5,144.12 | $74,119.92 |
| 23918K108 | DAVITA INC. | US | DVA | 30,699.3 | $1,927,609.00 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 95,207.16 | $90,227.83 | |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 13,868.54 | $43,343.71 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 50,071.17 | $920,808.76 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 7,163.64 | $237,044.98 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,286.94 | $136,016.77 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 887,408.59 | $867,952.78 | |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 95,481.85 | $95,959.26 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 36,669.32 | $121,407.25 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 129,678.86 | $131,299.85 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 24,971.32 | $1,515,259.55 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 36,057.07 | $672,305.21 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 218.87 | $19,649.92 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 36,758.15 | $755,518.20 |
| 285512109 | ELECTRONIC ARTS | US | EA | 16,957.64 | $2,000,661.96 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 108,256.23 | $716,677.43 |
| 294429105 | EQUIFAX INC | US | EFX | 12,805.82 | $1,434,892.09 |
| 29444U700 | EQUINIX INC | US | EQIX | 643.2 | $270,652.03 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 662.62 | $59,079.28 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 1,277.66 | $78,844.31 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 233.09 | $55,870.29 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 1,177,503.21 | $1,153,392.66 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 881.5 | $78,974.00 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 97,135.59 | $96,808.19 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.86222 02/25/2048 | US | 804,148.54 | $780,871.01 | |
| 30290HAE8 | FREMF 2012-K708 FLT 3.88201 02/25/2045 | US | 153,171.15 | $153,957.24 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.47714 05/25/2045 | US | 516,952.63 | $518,590.29 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 55,675,370.61 | $211,750.14 | |
| 30291XAE2 | FREMF 2014-K715 B FLT 4.11961 02/25/2046 | US | 670,123.78 | $681,280.13 | |
| 30303M102 | FACEBOOK INC -A | US | FB | 24,636.96 | $4,237,557.33 |
| 3128M5DD9 | FHLM POOL G03400 5.50000 03/01/2037 | US | 119,101.52 | $130,286.53 | |
| 3128M6NC8 | FHLM POOL G04587 5.50000 08/01/2038 | US | 72,786.4 | $79,465.41 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 62,470.44 | $69,657.48 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 5,122.95 | $5,307.38 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 12,000.45 | $12,452.48 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 8,352.12 | $8,666.46 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 6,446.57 | $6,718.31 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 11,306.11 | $11,768.76 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 643,814.18 | $673,247.24 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 108,930.15 | $119,016.72 | |
| 3128P76G3 | FHLM POOL C91771 4.50000 06/01/2034 | US | 370,860.96 | $391,568.72 | |
| 3128P76R9 | FHLM POOL C91780 4.50000 07/01/2034 | US | 377,928.74 | $397,656.54 | |
| 3132LMMM5 | FHLM POOL K91364 4.50000 11/01/2033 | US | 199,062.76 | $208,801.78 | |
| 3132LNE83 | FHLM POOL K92059 4.50000 09/01/2034 | US | 313,940.35 | $332,436.70 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 418,599.09 | $427,076.27 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 456,412.18 | $465,531.83 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 16,829.93 | $17,065.44 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.45890 08/25/2020 | US | 5,686,413.86 | $138,462.47 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.35057 04/25/2021 | US | 1,387,407.41 | $40,655.06 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.67495 10/25/2021 | US | 1,659,036.25 | $71,217.95 | |
| 3137AL6W4 | FHMS K706 X1 FLT 1.68589 10/25/2018 | US | 2,374,208.93 | $9,845.85 | |
| 3137AME78 | FHMS K017 X1 FLT 1.49098 12/25/2021 | US | 11,164,519.42 | $441,661.69 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.59275 06/25/2022 | US | 4,847,422.95 | $239,850.49 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.31510 04/25/2023 | US | 18,193,396.58 | $161,158.93 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.22177 05/25/2023 | US | 11,685,040.29 | $62,926.28 | |
| 3137B5KW2 | FHMS K035 A2 3.45800 08/25/2023 | US | 1,240,686.31 | $1,257,644.13 | |
| 3137BT7J4 | FHMS KJ10 A2 2.91200 12/25/2023 | US | 1,072,198.05 | $1,058,127.48 | |
| 3137BWVV3 | FHMS KJ13 A2 2.86400 08/25/2022 | US | 1,225,369.2 | $1,216,985.96 | |
| 3137F4YU0 | FHLM POOL FHR4791 4.00000 03/15/2044 | US | 467,554.93 | $476,889.62 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 97,525.01 | $102,643.81 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 46,694.95 | $49,111.97 | |
| 3138EGGZ1 | FEDERAL NATL MTG ASSN AL0215 4.50000 04/01/2041 | US | 641,199.35 | $674,888.14 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65100 01/01/2049 | US | 1,366,455.57 | $1,472,124.36 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 264,186.88 | $289,213.23 | |
| 31407EJW4 | FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 | US | 138,212.98 | $151,220.54 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 864,022.23 | $858,920.93 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 287,763.24 | $293,711.59 | |
| 3140FPGW3 | FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 | US | 665,953.01 | $679,028.17 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 9,026.03 | $9,349.23 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 11,000.21 | $11,380.36 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 81,376.02 | $83,557.73 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 97,576.67 | $100,135.78 | |
| 31410KGB4 | FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 | US | 247,745.35 | $271,027.38 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 48,938.12 | $53,370.50 | |
| 31412SY41 | FEDERAL NATL MTG ASSN 933731 5.50000 04/01/2038 | US | 191,584.12 | $208,840.00 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 4,572.78 | $4,665.25 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 55,251.86 | $56,666.60 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 553,946.66 | $579,759.13 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 356,453.04 | $374,800.77 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 227,091.09 | $219,413.96 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 20,186.92 | $22,511.57 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 8,001.12 | $8,359.79 | |
| 31418MSR4 | FEDERAL NATL MTG ASSN AD0527 5.50000 06/01/2039 | US | 46,439.2 | $50,598.52 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 8,166.62 | $2,018,788.76 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 2,702.74 | $84,082.38 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 32,282.37 | $30,910.37 | |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 1,898.71 | $38,088.06 |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 11,636.42 | $176,990.00 |
| 357081AE8 | FREMF 2015-K720 B FLT 3.50460 07/25/2022 | US | 409,732.83 | $403,481.94 | |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 42,404.95 | $42,949.20 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.49490 12/15/2034 | US | 919,026.9 | $918,281.66 | |
| 36174X101 | GGP INC | US | GGP | 2,313.44 | $46,245.69 |
| 36223NTR5 | GNMA POOL 312960 9.00000 09/15/2021 | US | 235.09 | $238.24 | |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 200,654.21 | $197,775.96 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 22,825.36 | $23,102.86 | |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 17,794.8 | $1,266,989.74 |
| 374297109 | GETTY REALTY CORP | US | GTY | 1,481.74 | $37,117.64 |
| 37950E366 | GLOBAL X MSCI GREECE ETF | GR | 10,496.59 | $111,998.57 | |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 137,612.11 | $135,203.90 | |
| 37954A204 | GLOBAL MEDICAL REIT INC | US | GMRE | 3,071.81 | $23,929.40 |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 66,754.07 | $66,086.53 | |
| 399909100 | GRUPO FINANCIERO GALICIA-ADR | AR | GGAL | 833.74 | $53,292.47 |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 280.48 | $29,218.05 |
| 40054A108 | GRUPO SUPERVIELLE SA-SP ADR | AR | SUPV | 1,686.35 | $47,116.73 |
| 40414L109 | HCP INC | US | HCP | 3,353.4 | $78,335.47 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 56,906.18 | $54,629.94 | |
| 4116099 | BPER BANCA | IT | BPE IM | 12,034.96 | $69,471.56 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 1,760.55 | $43,996.03 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 86,175.15 | $85,313.40 | |
| 431475AB8 | HILL-ROM HOLDINGS INC 5.00000 02/15/2025 | US | 91,103.19 | $90,468.20 | |
| 44053FAA8 | HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 | US | 118,707.64 | $126,423.64 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 4,898.55 | $95,815.68 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 135,422.78 | $132,375.77 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 534.09 | $100,647.00 |
| 4497749 | KBC GROEP NV | BE | KBC BB | 1,163.45 | $101,150.43 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 101,225.77 | $98,189.00 | |
| 45337C102 | INCYTE CORP | US | INCY | 73,085.85 | $4,526,937.71 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 3,245.03 | $30,503.32 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 91,386.08 | $88,187.56 | |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 878,561.16 | $907,385.18 | |
| 46115HAT4 | INTESA SANPAOLO SPA 5.01700 06/26/2024 | IT | 76,585.57 | $74,963.85 | |
| 46115HBD8 | INTESA SANPAOLO SPA 3.87500 01/12/2028 | IT | 1,368,315.1 | $1,278,097.02 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 416.43 | $183,554.12 |
| 46186YAA2 | IHSFR 2015-SFR3 A FLT 3.19563 08/17/2032 | US | 791,949.64 | $793,709.75 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.74550 12/17/2036 | US | 188,683.33 | $188,978.00 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.04550 12/17/2036 | US | 141,683.31 | $142,101.93 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 4,099.35 | $94,859.04 |
| 464286608 | ISHARES MSCI EMU | XX | 3,610.75 | $160,064.74 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 1,250,140.46 | $1,294,221.56 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 173,235.51 | $167,009.94 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 206,894.38 | $203,338.48 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 365,576.64 | $361,678.13 | |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 19,874.82 | $2,513,966.47 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 119,830.98 | $95,864.78 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 714.5 | $99,365.17 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 1,080,537.05 | $1,282,377.76 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 111,073.66 | $113,850.50 | |
| 500630CK2 | KOREA DEVELOPMENT BANK 1.37500 09/12/2019 | KR | 76,585.57 | $74,655.99 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 85,084.59 | $82,532.05 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 91,103.19 | $91,444.83 | |
| 50218LAC0 | LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 | US | 39,399.22 | $39,224.50 | |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 58,546.13 | $59,570.69 | |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 2,696.67 | $305,096.46 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 583.01 | $37,143.80 |
| 5129074 | FRESENIUS MEDICAL | DE | FME GR | 1,581.99 | $160,525.65 |
| 5228658 | RANDSTAD HOLDING NV | NL | RAND NA | 2,027.3 | $130,483.57 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 646.59 | $39,938.11 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 1,671.04 | $81,716.36 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 283.98 | $25,115.33 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 613.2 | $79,464.08 |
| 54150E104 | LOMA NEGRA CIA IND-SPON ADR | AR | LOMA | 2,448.4 | $50,779.83 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 3,498.44 | $316,812.27 |
| 550021109 | LULULEMON - ADR | CA | LULU | 21,247.22 | $2,120,472.94 |
| 554382101 | THE MACERICH CO | US | MAC | 545.25 | $31,417.53 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 2,800.55 | $118,104.82 |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 107,244.38 | $103,222.72 | |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 670.11 | $143,040.29 |
| 5669354 | REPSOL SA | ES | REP SM | 4,350.09 | $83,011.87 |
| 5699373 | WIENERBERGER AG | AT | WIE AV | 4,537 | $114,322.74 |
| 5713422 | METSO OYJ | FI | METSO FH | 3,760.25 | $133,640.50 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 1,696.48 | $215,444.54 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 19,563.09 | $3,487,512.03 |
| 5852842 | ACCOR SA | FR | AC FP | 1,196.37 | $67,620.88 |
| 58933Y105 | MERCK & CO INC | US | MRK | 21,553.98 | $1,268,882.61 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 86,724.54 | $82,279.90 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 33,749.89 | $3,156,290.16 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 1,181.07 | $108,020.65 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 3,976.96 | $157,090.07 |
| 61744YAG3 | MORGAN STANLEY FLT 3.01070 05/08/2024 | US | 1,269,836.23 | $1,294,848.22 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 145,545.36 | $144,089.90 | |
| 6250724 | DAIKIN INDUSTRIES LTD | JP | 6367 JP | 673.12 | $78,630.60 |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 58,993.83 | $57,451.70 |
| 6356934 | FANUC LTD | JP | 6954 JP | 268.58 | $57,533.21 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 851.94 | $32,407.97 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 52,527.52 | $54,891.26 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 198.12 | $50,931.23 |
| 6429104 | HITACHI LTD FIRST SECTION | JP | 6501 JP | 18,786.66 | $137,115.57 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 248.45 | $27,504.24 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 320.14 | $26,586.53 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 1,603.46 | $54,790.42 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 257,243.35 | $256,939.24 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 461,941.37 | $463,713.06 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 805,455.51 | $806,804.97 | |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 385.26 | $234,921.54 |
| 654106103 | NIKE INC CLASS B | US | NKE | 3,477.58 | $237,831.50 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 74,700.43 | $104,778.97 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 1,138.29 | $54,925.68 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 167,979.84 | $171,053.87 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 40,948.37 | $3,140,330.14 |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 57,439.18 | $59,042.16 | |
| 67091GAA1 | OCI NV 6.62500 04/15/2023 | NL | 94,932.47 | $96,261.53 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 1,841.25 | $471,488.36 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 3,856.21 | $26,360.01 |
| 680665205 | OLIN CORP | US | OLN | 5,444.63 | $164,373.47 |
| 683235AA3 | ONTARIO (PROVINCE OF) 2.00000 09/27/2018 | CA | 344,635.09 | $344,138.93 | |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 344,635.09 | $339,621.35 | |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 1,390.02 | $74,710.60 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 1,619.74 | $30,370.07 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 90,828.5 | $92,645.07 | |
| 697660207 | PAMPA ENERGIA SA | AR | PAM | 844.41 | $48,165.09 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 90,828.5 | $86,968.29 | |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 272.8 | $59,982.41 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 4,268.59 | $330,688.21 |
| 713448CX4 | PEPSICO INC 3.10000 07/17/2022 | US | 325,488.69 | $325,073.44 | |
| 7145056 | ENI SPA | IT | ENI IM | 2,853.38 | $55,778.92 |
| 7147892 | TEMENOS GROUP AG-REG | CH | TEMN SW | 459.42 | $57,807.75 |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 1,340,960.77 | $1,229,661.03 | |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 1,644.3 | $134,832.20 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 4,673.99 | $69,829.41 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 5,945.09 | $97,899.82 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 645.72 | $11,106.42 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 112,172.42 | $114,135.44 | |
| 7339451 | ORPEA SA | FR | ORP FP | 658.89 | $84,434.05 |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 2,245.1 | $112,297.54 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 2,596.17 | $135,834.06 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 1,328,923.55 | $1,288,219.65 | |
| 74340W103 | PROLOGIS | US | PLD | 3,212.15 | $208,500.87 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 808,625.49 | $860,175.37 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 569.88 | $114,989.93 |
| 74736K101 | QORVO INC | US | QRVO | 72,518.77 | $4,887,764.83 |
| 749685103 | RPM INTERNATIONAL INC | US | RPM | 3,458.9 | $167,064.78 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 787.44 | $46,340.92 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 10,916.71 | $3,315,186.03 |
| 76169C100 | REXFORD INDUSTRIAL REALITY IN | US | REXR | 817.47 | $24,973.80 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 52,527.52 | $54,382.27 | |
| 7759435 | ILIAD SA | FR | ILD FP | 351.36 | $70,378.24 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 1,570.07 | $113,704.42 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 289.62 | $31,850.01 |
| 78408XAD3 | SCGT 2013-SRP1 AJ FLT 4.09688 11/15/2026 | US | 1,187,076.41 | $1,184,585.21 | |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 5,240.02 | $839,609.12 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 80,705.93 | $81,512.99 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 1,194,882.41 | $1,297,653.39 | |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 883,579.31 | $856,101.87 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 42,244.19 | $2,896,262.00 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 48,683.79 | $2,710,713.69 |
| 81211K100 | SEALED AIR CORP | US | SEE | 39,411.67 | $1,728,201.91 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 47,571.4 | $2,435,180.14 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 121,196.24 | $115,439.41 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 210,448.03 | $202,061.89 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 299,322.48 | $288,045.74 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 254,365.77 | $229,318.62 | |
| 81762P102 | SERVICENOW INC | US | NOW | 17,001.24 | $2,824,585.40 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 65,114.12 | $63,323.48 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 60,460.77 | $61,367.68 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 1,475.72 | $230,713.30 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 25,365.29 | $2,200,692.35 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 133,713.43 | $132,521.44 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 86,158.77 | $83,929.87 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 301,324.65 | $299,277.44 | |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 2,704.32 | $142,815.37 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 | US | 95,207.16 | $93,303.02 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 30,367.73 | $31,221.83 | |
| 85208M102 | SPROUTS FARMERS MARKET INC | US | SFM | 6,740.07 | $168,704.00 |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,513.46 | $61,755.75 |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.11688 11/15/2027 | US | 530,768.56 | $531,269.93 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 1,410.33 | $35,582.74 |
| 866674104 | SUN COMMUNITIES | US | SUI | 890.52 | $83,575.33 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,794.63 | $59,196.29 |
| 87243QAB2 | TENET HEALTHCARE CORP 6.00000 10/01/2020 | US | 34,471.7 | $35,576.52 | |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 89,188.55 | $90,526.38 | |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 247,240.09 | $247,049.81 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 78,516.6 | $69,290.90 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 898,896.42 | $854,219.22 | |
| 88146M101 | TERRENO REALTY CORP | US | TRNO | 671.38 | $24,941.70 |
| 88161DAA9 | TESLA 2018-A A 2.32000 12/20/2019 | US | 400,334.58 | $398,672.83 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 11,839.96 | $1,200,927.48 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 620.53 | $130,527.44 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 1,087,241.92 | $1,065,140.03 | |
| 893870204 | TRANSPORTADOR GAS SUR-SP ADR | AR | TGS | 2,344.44 | $44,684.95 |
| 89613BAA5 | TAH 2013-SFR1 A 2.58900 11/17/2033 | US | 857,069.98 | $830,555.83 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 287,195.91 | $277,078.43 | |
| 896356AE2 | TRINIDAD DRILLING LTD 6.62500 02/15/2025 | CA | 107,244.38 | $102,820.55 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 100,951.08 | $103,444.57 | |
| 902653104 | UDR INC | US | UDR | 2,997.41 | $108,356.23 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 2,353.12 | $31,837.66 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 194,219.03 | $189,849.10 | |
| 90384S303 | ULTA BEAUTY INC | US | ULTA | 1,071.84 | $268,935.60 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 42,454.93 | $2,376,202.30 |
| 912796PY9 | TREASURY BILL 0.00000 09/06/2018 | US | 2,278,420.85 | $2,263,125.95 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 1,736,296.23 | $2,314,021.68 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 2,764,194.89 | $3,466,041.25 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 1,224,771.36 | $1,190,822.54 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 1,834,224.52 | $1,636,328.90 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 4,506,224.44 | $4,423,316.94 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 2,220,981.67 | $2,186,105.32 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 4,403,670.55 | $4,374,771.46 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 1,173,405.94 | $1,163,560.75 | |
| 912828K58 | UNITED STATES TREAS NTS 1.37500 04/30/2020 | US | 4,461,109.73 | $4,363,522.95 | |
| 912828R28 | US TREASURY N/B 1.62500 04/30/2023 | US | 2,374,152.82 | $2,244,780.03 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 2,428,911.5 | $2,203,098.64 | |
| 912828RT9 | US TREASURY N/B 1.37500 11/30/2018 | US | 2,374,152.82 | $2,364,136.86 | |
| 912828S92 | US TREASURY N/B 1.25000 07/31/2023 | US | 7,014,784.62 | $6,481,003.35 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 1,186,493.66 | $1,158,930.51 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 4,577,915.4 | $4,375,485.70 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 3,500.32 | $72,001.60 |
| 92276F100 | VENTAS INC | US | VTR | 714.07 | $36,717.70 |
| 92339V100 | VEREIT INC | US | VER | 5,213.44 | $35,451.41 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 1,206,370.25 | $1,286,038.81 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 6,074.2 | $930,323.96 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 22,477.57 | $2,851,953.69 |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 145,512.59 | $148,840.80 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 1,181.08 | $80,348.74 |
| 92936CAE9 | WFRBS 2011-C4 A3 4.39400 06/15/2044 | US | 17,639.71 | $17,738.43 | |
| 92960PAA7 | W/S PACKAGING HOLDINGS 9.00000 04/15/2023 | US | 86,999.23 | $88,956.71 | |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 56,631.49 | $55,923.60 | |
| 94856TAA2 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 99,036.44 | $96,065.35 | |
| 94987MAB7 | WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 | US | 229,756.72 | $235,891.64 | |
| 95040Q104 | WELLTOWER INC. | US | WELL | 944.96 | $50,498.79 |
| 962166104 | WEYERHAEUSER CO | US | WY | 40,370.58 | $1,484,830.11 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 64,839.43 | $64,920.48 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 56,906.18 | $57,688.64 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 285,186.06 | $285,557.74 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 304,594.93 | $299,741.66 | |
| 98416JAE0 | XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 | US | 66,754.07 | $69,591.12 | |
| 984245100 | YPF S.A.-SPONSORED ADR | AR | YPF | 2,273.55 | $49,768.08 |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 55,234.18 | $2,005,000.83 |
| AN7903213 | SONGA BULK ASA 6.58875 06/13/2022 | NO | 76,585.57 | $76,585.57 | |
| AP0787667 | MPC CONTAINER SHIPS FLT 6.99814 09/22/2022 | NL | 76,585.57 | $77,277.14 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 76,585.57 | $76,394.11 | |
| B037HR3 | ITAU UNIBANCO HOLDINGS S-PREF | BR | ITUB4 BZ | 5,133.2 | $74,539.24 |
| B037JC2 | NEXITY | FR | NXI FP | 1,625.34 | $101,632.51 |
| B0386J1 | JYSKE BANK-REG | DK | JYSK DC | 1,048.77 | $62,799.76 |
| B06JSP1 | SYDBANK A/S | DK | SYDB DC | 1,500.23 | $55,460.73 |
| B0CGYD6 | LOJAS RENNER S.A. | BR | LREN3 BZ | 5,299.47 | $49,164.45 |
| B11ZRK9 | LEGRAND SA | FR | LR FP | 1,180.1 | $91,827.11 |
| B138HB7 | KAUFMAN & BROAD SA | FR | KOF FP | 1,641.2 | $86,461.59 |
| B13X013 | EIFFAGE | FR | FGR FP | 955.22 | $113,701.78 |
| B15C557 | TOTAL SA | FR | FP FP | 1,376.07 | $86,488.13 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 5,599.23 | $107,466.12 |
| B1HDJL2 | NATIXIS | FR | KN FP | 12,010.49 | $98,641.38 |
| B1HKSV6 | BANCA GENERALI SPA | IT | BGN IM | 2,651.92 | $86,025.89 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 5,522.11 | $29,128.16 |
| B1WGG93 | GEBERIT AG-REG | CH | GEBN SW | 174.03 | $74,264.69 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 1,327.63 | $76,655.80 |
| B1XH026 | VINCI SA | FR | DG FP | 4,639.72 | $463,895.91 |
| B1Y9TB3 | DANONE | FR | BN FP | 1,164.55 | $94,335.08 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 14,338.06 | $81,815.75 |
| B1YY4B3 | UNIBAIL-RODAMCO SE | FR | UL NA | 530.26 | $127,299.41 |
| B232R05 | SK INNOVATION CO LTD | KR | 096770 KS | 314.12 | $57,560.53 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 1,220.37 | $54,362.62 |
| B283W97 | CAIXABANK S.A | ES | CABK SM | 58,845.22 | $286,156.45 |
| B3FP8W8 | CANADA HOUSING TRUST 4.10000 12/15/2018 | CA | 160,829.71 | $127,237.03 | |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 1,464.72 | $56,013.01 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 478,659.84 | $24,972.81 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 202,951.77 | $162,187.54 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 1,187,076.41 | $61,484.45 | |
| B4Q2TX3 | CHINA LONGYUAN POWER GROUP-H | CN | 916 HK | 129,370.53 | $127,070.36 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 5,922.17 | $351,471.22 |
| B4WTBY3 | HUANENG RENEWABLES CORP-H | CN | 958 HK | 281,506.82 | $125,017.95 |
| B4X4D29 | FLEURY SA | BR | FLRY3 BZ | 9,146.71 | $68,172.12 |
| B4YN9R2 | SINGAPORE GOVERNMENT 2.50000 06/01/2019 | SG | 354,208.28 | $269,620.09 | |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 1,288.52 | $73,795.93 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 1,603.73 | $54,209.02 |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 1,838,053.79 | $99,625.35 | |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 5,768.34 | $82,394.70 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 6,250 | $90,946.28 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 574,391.81 | $31,138.45 | |
| B7FQV64 | RAIA DROGASIL S.A. | BR | RADL3 BZ | 3,232.59 | $63,411.63 |
| B7VQL46 | FNAC DARTY SA | FR | FNAC FP | 773.27 | $82,968.97 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 1,529.56 | $127,496.06 |
| BBG00HRBPKX0 | REGN US 05/18/18 C360 | US | -15.32 | -$750.54 | |
| BBG00JH41PQ6 | QRVO US 05/18/18 P62.5 | US | -89.22 | -$11,152.77 | |
| BBG00K3YL815 | BKNG US 05/18/18 P1990 | US | -2.68 | -$4,329.00 | |
| BBG00K996BS5 | AMZN US 04/27/18 P1350 | US | -3.83 | $0.00 | |
| BBG00KC00T34 | EA US 05/18/18 P110 | US | -49.01 | -$7,744.33 | |
| BBG00KCT50R3 | SGEN US 05/18/18 C55 | US | -101.48 | -$11,771.20 | |
| BBG00KD5VQ43 | ZAYO 05/18/18 C40 | US | -140.15 | -$1,401.52 | |
| BBG00KHC9JX3 | SWKS US 05/11/18 P85 | US | -66.25 | -$13,911.77 | |
| BBG00KJ2JW81 | BABA US 05/25/18 P160 | CN | -34.85 | -$3,763.42 | |
| BBG00KQTTLF9 | TXN US 05/18/18 P92 | US | -60.5 | -$2,117.59 | |
| BDZZRC1 | BOLSAS Y MERCADOS ARGENTINOS | AR | 5,286.19 | $96,885.50 | |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 123,110.87 | $117,570.89 | |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 23,104.78 | $41,405.52 |
| BGSH2S6 | CVC BRASIL OPERADORA E AGENCIA | BR | CVCB3 BZ | 3,239.72 | $53,508.22 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 76,009.11 | $72,504.86 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 31,384.49 | $1,542,953.64 |
| BNBNSG0 | EURONEXT NV | NL | ENX FP | 2,009.5 | $144,049.28 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 26,672.97 | $317,615.37 |
| BP269Z8 | AXIA REAL ESTATE SOCIMI SA | ES | AXIA SM | 967.14 | $20,502.49 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 55,082.13 | $1,707,444.34 |
| BVRZ8L1 | AENA SA | ES | AENA SM | 956.62 | $197,186.99 |
| BVSS790 | ELIS SA | FR | ELIS FP | 3,597.09 | $86,029.09 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,085.47 | $68,218.76 |
| BYY8LS2 | MAISONS DU MONDE SA | FR | MDM FP | 1,394.95 | $56,682.71 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 36,143.84 | $3,590,294.08 |
| BYZ43T4 | EUROBANK ERGASIAS SA | GR | EUROB GA | 70,755.98 | $89,308.87 |
| BYZFYS3 | SPIE SA | FR | SPIE FP | 5,105.87 | $115,530.30 |
| BYZFZ91 | SOPHOS GROUP PLC | GB | SOPH LN | 12,410.58 | $84,742.89 |
| BYZR014 | AMUNDI SA | FR | AMUN FP | 1,532.58 | $130,338.06 |
| BYZWX76 | CRODA INTERNATIONAL PLC | GB | CRDA LN | 1,668.57 | $102,071.73 |
| BZ3C3Q4 | BANKIA SA | ES | BKIA SM | 40,187.14 | $176,325.34 |
| BZCNN35 | BANCO COMERCIAL PORTUGUES-R | PT | BCP PL | 144,494.19 | $48,369.93 |
| G02602103 | AMDOCS LTD | GG | DOX | 5,244.35 | $352,682.61 |
| G06242104 | ATLASSIAN CORP PLC-CLASS A | AU | TEAM | 4,030.94 | $225,652.23 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 5,471.28 | $169,062.49 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 82,479.07 | $466,006.76 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 74,687.32 | $79,168.56 | |
| G45667105 | HOLLYSYS AUTOMATION TECHNOLOGIES | CN | HOLI | 2,558.61 | $56,442.92 |
| G57279104 | LUXOFT HOLDING INC | CH | LXFT | 488.18 | $19,698.04 |
| G5960L103 | MEDTRONIC INC | IE | MDT | 43,624.03 | $3,495,593.15 |
| G68707101 | PAGSEGURO DIGITAL LTD-CL A | BR | PAGS | 3,935.59 | $130,779.81 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 5,782.77 | $451,865.27 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 125,034.17 | $1,546,672.67 |
| N47279109 | INTERXION HOLDING NX | NL | INXN | 1,888.83 | $122,811.48 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 9,994.01 | $326,903.98 |
| USD | US DOLLAR | US | 2,571,704.57 | $2,571,704.57 |
Based on the investments of the underlying fund(s): Manning & Napier Pro-Mix® Maximum Term CIT Fund and Manning & Napier Pro-Mix® Extended 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
$11.46
Daily $ Change
$0.00
Daily % Change
0.00%
as of 05/18/2018
CUSIP
56382R845
Inception Date
04/17/2015
This fund is available only 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 growth-oriented mix of securities that seeks potential for growth with some stability. The portfolio is diversified among various stock investments and fixed income securities, which will typically be intermediate to long-term maturities. Stock exposure can range from 38% - 74%.
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 2030
- Who have some time to pursue growth 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.
Annualized Performance
As of 04/30/2018
YTD
-0.62%
1 Year
6.81%
3 Year
4.02%
5 Year
6.23%
10 Year
6.05%
Inception
(01/01/2000)
7.15%
US Stock Market Cycle (04/01/2000 - 04/30/2018)
7.30%
Performance through the inception date of the Retirement Target CIT Class U1 units is based on the historical performance of the CIT’s oldest unit class. Performance through the inception date of the oldest unit class (01/06/2005) 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 U1 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. Your investment may fluctuate in value and there is a potential for loss as well as profit.
Expense Ratio
| Gross | 0.49% |
| Net | 0.49%* |
*Includes acquired fund fees and expenses of the underlying collective investment trusts and reflects the Trustee’s contractual agreement to limit its fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 04/30/2018
| TREASURY NOTES | 11.63% |
| TREASURY BONDS | 4.82% |
| GOVERNMENT AGENCY | 4.25% |
| QORVO INC | 1.99% |
| INCYTE CORP | 1.84% |
| BOOKING HOLDINGS INC | 1.83% |
| FACEBOOK INC -A | 1.72% |
| ANHEUSER-BUSCH INBEV SA/NV | 1.46% |
| MEDTRONIC INC | 1.42% |
| MASTERCARD INC-CLASS A | 1.42% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 04/30/2018
| Stocks | 54.11% | |
| Bonds | 44.85% | |
| Cash | 1.04% |
Detailed Asset Class Allocation
As of 04/30/2018
| International Equities | 18.15% | |
| Small Capitalization | 0.96% | |
| Mid Capitalization | 6.52% | |
| Large Capitalization | 28.48% | |
| Long Term Fixed Income | 13.19% | |
| Intermediate Term Fixed Income | 22.33% | |
| Short Term Fixed Income | 9.33% | |
| Cash | 1.04% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
April Fund Holdings
As of 04/30/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00163UAB2 | AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 | US | 73,047.37 | $72,682.13 | |
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 855,675.6 | $849,456.87 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 1,340,247.56 | $1,314,851.60 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 253,023.47 | $263,776.97 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 1,035.26 | $24,432.09 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 57,232.69 | $764,686.59 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 3,725.97 | $103,481.19 |
| 00724F101 | ADOBE SYS INC | US | ADBE | 1,008.66 | $223,519.54 |
| 00790X101 | ADVANCED DISPOSAL SERVICES | US | ADSW | 7,460.86 | $164,437.33 |
| 008492100 | AGREE REALTY CORP | US | ADC | 458.54 | $22,413.32 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 32,557.06 | $33,818.65 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 375.36 | $46,758.52 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 13,260.39 | $2,367,509.99 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 1,368,315.1 | $1,288,253.64 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 68,943.4 | $69,632.83 | |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 58,546.13 | $58,516.86 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 1,137.27 | $1,156,979.57 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 1,128.51 | $1,149,481.12 |
| 02155FAC9 | ALTICE US FINANCE I CORP 5.50000 05/15/2026 | US | 53,609.9 | $52,403.68 | |
| 02209S103 | ALTRIA GROUP INC | US | MO | 2,573.57 | $144,403.12 |
| 023135106 | AMAZON.COM INC | US | AMZN | 635.22 | $994,832.14 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 405,691.19 | $2,685,675.70 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 82,044.91 | $2,926,945.55 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 1,409.24 | $55,115.21 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 4,727.15 | $39,662.13 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 4,705.67 | $95,054.62 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 887,408.59 | $853,158.17 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 5,949.28 | $811,243.87 |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 39,940.93 | $40,360.40 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 1,251.38 | $25,790.91 |
| 034863AT7 | ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 | GB | 898,896.42 | $846,830.24 | |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 1,683.37 | $68,344.80 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 2,388.95 | $42,977.26 |
| 0405207 | HALMA PLC | GB | HLMA LN | 4,800.5 | $80,548.23 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 794,956.52 | $824,889.71 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 1,014.06 | $103,109.54 |
| 053332102 | AUTOZONE INC | US | AZO | 415.06 | $259,211.27 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 1,144.41 | $186,538.63 |
| 05501U106 | AZUL S.A SPONSORED ADR PFD | BR | AZUL | 2,362.42 | $73,234.96 |
| 0557681 | HOWDEN JOINERY GROUP INC | GB | HWDN LN | 5,950.68 | $38,947.24 |
| 058498106 | BALL CORP | US | BLL | 62,571.53 | $2,508,492.50 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 1,305,398.5 | $1,290,251.88 | |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 31,679.89 | $2,645,587.75 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 7,031.17 | $1,923,727.40 |
| 09247X101 | BLACKROCK INC | US | BLK | 4,725.8 | $2,464,504.50 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 6,412.81 | $187,651.76 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 1,997.48 | $17,957.32 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 1,198,711.69 | $1,278,712.49 | |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 2,065.48 | $4,498,617.27 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 850.04 | $103,203.13 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 2,556.42 | $41,183.86 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 19,198.71 | $1,000,828.92 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 1,355.36 | $74,029.49 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 141,441.39 | $132,954.91 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 50,612.89 | $49,281.77 | |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 6,006.37 | $233,047.33 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 863,334.16 | $865,492.49 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 129,678.86 | $121,492.88 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 361,756.6 | $336,989.23 | |
| 13321L108 | CAMECO CORP | CA | CCJ | 3,907.57 | $41,146.71 |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 6,395.34 | $260,801.79 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 6,280.95 | $81,903.59 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 84,290.85 | $83,764.03 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 119,830.98 | $113,989.22 | |
| 15672WAJ3 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 56,631.49 | $57,410.18 | |
| 16411QAA9 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 93,017.83 | $90,924.93 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 1,231.96 | $36,392.02 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 894,517.77 | $1,295,553.58 | |
| 191216100 | COCA COLA CO/THE | US | KO | 5,512.21 | $238,182.46 |
| 19238VAG0 | COGECO CABLE INC 4.87500 05/01/2020 | CA | 34,471.7 | $34,644.06 | |
| 19625W104 | COLONY NORTHSTAR INC-CLASS A | US | CLNS | 5,197.34 | $31,755.73 |
| 198287203 | COLUMBIA PROPERTY TRUST INC | US | CXP | 1,294.89 | $27,658.86 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 2,729.29 | $69,596.92 |
| 21871N101 | CORECIVIC INC | US | CXW | 3,605.34 | $72,683.71 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 764,855.29 | $857,293.72 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 13,158.04 | $116,975.00 |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 61,010.15 | $60,400.05 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 552.1 | $55,689.98 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 254,930.68 | $235,428.99 | |
| 229663109 | CUBESMART | US | CUBE | 1,785.14 | $52,554.66 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 34,471.7 | $36,281.46 | |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 5,144.12 | $74,119.92 |
| 23918K108 | DAVITA INC. | US | DVA | 30,699.3 | $1,927,609.00 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 95,207.16 | $90,227.83 | |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 13,868.54 | $43,343.71 |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 50,071.17 | $920,808.76 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 7,163.64 | $237,044.98 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 1,286.94 | $136,016.77 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 887,408.59 | $867,952.78 | |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 95,481.85 | $95,959.26 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 36,669.32 | $121,407.25 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 129,678.86 | $131,299.85 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 24,971.32 | $1,515,259.55 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 36,057.07 | $672,305.21 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 218.87 | $19,649.92 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 36,758.15 | $755,518.20 |
| 285512109 | ELECTRONIC ARTS | US | EA | 16,957.64 | $2,000,661.96 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 108,256.23 | $716,677.43 |
| 294429105 | EQUIFAX INC | US | EFX | 12,805.82 | $1,434,892.09 |
| 29444U700 | EQUINIX INC | US | EQIX | 643.2 | $270,652.03 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 662.62 | $59,079.28 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 1,277.66 | $78,844.31 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 233.09 | $55,870.29 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 1,177,503.21 | $1,153,392.66 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 881.5 | $78,974.00 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 97,135.59 | $96,808.19 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.86222 02/25/2048 | US | 804,148.54 | $780,871.01 | |
| 30290HAE8 | FREMF 2012-K708 FLT 3.88201 02/25/2045 | US | 153,171.15 | $153,957.24 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.47714 05/25/2045 | US | 516,952.63 | $518,590.29 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 55,675,370.61 | $211,750.14 | |
| 30291XAE2 | FREMF 2014-K715 B FLT 4.11961 02/25/2046 | US | 670,123.78 | $681,280.13 | |
| 30303M102 | FACEBOOK INC -A | US | FB | 24,636.96 | $4,237,557.33 |
| 3128M5DD9 | FHLM POOL G03400 5.50000 03/01/2037 | US | 119,101.52 | $130,286.53 | |
| 3128M6NC8 | FHLM POOL G04587 5.50000 08/01/2038 | US | 72,786.4 | $79,465.41 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 62,470.44 | $69,657.48 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 5,122.95 | $5,307.38 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 12,000.45 | $12,452.48 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 8,352.12 | $8,666.46 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 6,446.57 | $6,718.31 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 11,306.11 | $11,768.76 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 643,814.18 | $673,247.24 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 108,930.15 | $119,016.72 | |
| 3128P76G3 | FHLM POOL C91771 4.50000 06/01/2034 | US | 370,860.96 | $391,568.72 | |
| 3128P76R9 | FHLM POOL C91780 4.50000 07/01/2034 | US | 377,928.74 | $397,656.54 | |
| 3132LMMM5 | FHLM POOL K91364 4.50000 11/01/2033 | US | 199,062.76 | $208,801.78 | |
| 3132LNE83 | FHLM POOL K92059 4.50000 09/01/2034 | US | 313,940.35 | $332,436.70 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 418,599.09 | $427,076.27 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 456,412.18 | $465,531.83 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 16,829.93 | $17,065.44 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.45890 08/25/2020 | US | 5,686,413.86 | $138,462.47 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.35057 04/25/2021 | US | 1,387,407.41 | $40,655.06 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.67495 10/25/2021 | US | 1,659,036.25 | $71,217.95 | |
| 3137AL6W4 | FHMS K706 X1 FLT 1.68589 10/25/2018 | US | 2,374,208.93 | $9,845.85 | |
| 3137AME78 | FHMS K017 X1 FLT 1.49098 12/25/2021 | US | 11,164,519.42 | $441,661.69 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.59275 06/25/2022 | US | 4,847,422.95 | $239,850.49 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.31510 04/25/2023 | US | 18,193,396.58 | $161,158.93 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.22177 05/25/2023 | US | 11,685,040.29 | $62,926.28 | |
| 3137B5KW2 | FHMS K035 A2 3.45800 08/25/2023 | US | 1,240,686.31 | $1,257,644.13 | |
| 3137BT7J4 | FHMS KJ10 A2 2.91200 12/25/2023 | US | 1,072,198.05 | $1,058,127.48 | |
| 3137BWVV3 | FHMS KJ13 A2 2.86400 08/25/2022 | US | 1,225,369.2 | $1,216,985.96 | |
| 3137F4YU0 | FHLM POOL FHR4791 4.00000 03/15/2044 | US | 467,554.93 | $476,889.62 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 97,525.01 | $102,643.81 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 46,694.95 | $49,111.97 | |
| 3138EGGZ1 | FEDERAL NATL MTG ASSN AL0215 4.50000 04/01/2041 | US | 641,199.35 | $674,888.14 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65100 01/01/2049 | US | 1,366,455.57 | $1,472,124.36 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 264,186.88 | $289,213.23 | |
| 31407EJW4 | FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 | US | 138,212.98 | $151,220.54 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 864,022.23 | $858,920.93 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 287,763.24 | $293,711.59 | |
| 3140FPGW3 | FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 | US | 665,953.01 | $679,028.17 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 9,026.03 | $9,349.23 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 11,000.21 | $11,380.36 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 81,376.02 | $83,557.73 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 97,576.67 | $100,135.78 | |
| 31410KGB4 | FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 | US | 247,745.35 | $271,027.38 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 48,938.12 | $53,370.50 | |
| 31412SY41 | FEDERAL NATL MTG ASSN 933731 5.50000 04/01/2038 | US | 191,584.12 | $208,840.00 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 4,572.78 | $4,665.25 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 55,251.86 | $56,666.60 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 553,946.66 | $579,759.13 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 356,453.04 | $374,800.77 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 227,091.09 | $219,413.96 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 20,186.92 | $22,511.57 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 8,001.12 | $8,359.79 | |
| 31418MSR4 | FEDERAL NATL MTG ASSN AD0527 5.50000 06/01/2039 | US | 46,439.2 | $50,598.52 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 8,166.62 | $2,018,788.76 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 2,702.74 | $84,082.38 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 32,282.37 | $30,910.37 | |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 1,898.71 | $38,088.06 |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 11,636.42 | $176,990.00 |
| 357081AE8 | FREMF 2015-K720 B FLT 3.50460 07/25/2022 | US | 409,732.83 | $403,481.94 | |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 42,404.95 | $42,949.20 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.49490 12/15/2034 | US | 919,026.9 | $918,281.66 | |
| 36174X101 | GGP INC | US | GGP | 2,313.44 | $46,245.69 |
| 36223NTR5 | GNMA POOL 312960 9.00000 09/15/2021 | US | 235.09 | $238.24 | |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 200,654.21 | $197,775.96 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 22,825.36 | $23,102.86 | |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 17,794.8 | $1,266,989.74 |
| 374297109 | GETTY REALTY CORP | US | GTY | 1,481.74 | $37,117.64 |
| 37950E366 | GLOBAL X MSCI GREECE ETF | GR | 10,496.59 | $111,998.57 | |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 137,612.11 | $135,203.90 | |
| 37954A204 | GLOBAL MEDICAL REIT INC | US | GMRE | 3,071.81 | $23,929.40 |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 66,754.07 | $66,086.53 | |
| 399909100 | GRUPO FINANCIERO GALICIA-ADR | AR | GGAL | 833.74 | $53,292.47 |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 280.48 | $29,218.05 |
| 40054A108 | GRUPO SUPERVIELLE SA-SP ADR | AR | SUPV | 1,686.35 | $47,116.73 |
| 40414L109 | HCP INC | US | HCP | 3,353.4 | $78,335.47 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 56,906.18 | $54,629.94 | |
| 4116099 | BPER BANCA | IT | BPE IM | 12,034.96 | $69,471.56 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 1,760.55 | $43,996.03 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 86,175.15 | $85,313.40 | |
| 431475AB8 | HILL-ROM HOLDINGS INC 5.00000 02/15/2025 | US | 91,103.19 | $90,468.20 | |
| 44053FAA8 | HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 | US | 118,707.64 | $126,423.64 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 4,898.55 | $95,815.68 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 135,422.78 | $132,375.77 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 534.09 | $100,647.00 |
| 4497749 | KBC GROEP NV | BE | KBC BB | 1,163.45 | $101,150.43 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 101,225.77 | $98,189.00 | |
| 45337C102 | INCYTE CORP | US | INCY | 73,085.85 | $4,526,937.71 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 3,245.03 | $30,503.32 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 91,386.08 | $88,187.56 | |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 878,561.16 | $907,385.18 | |
| 46115HAT4 | INTESA SANPAOLO SPA 5.01700 06/26/2024 | IT | 76,585.57 | $74,963.85 | |
| 46115HBD8 | INTESA SANPAOLO SPA 3.87500 01/12/2028 | IT | 1,368,315.1 | $1,278,097.02 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 416.43 | $183,554.12 |
| 46186YAA2 | IHSFR 2015-SFR3 A FLT 3.19563 08/17/2032 | US | 791,949.64 | $793,709.75 | |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.74550 12/17/2036 | US | 188,683.33 | $188,978.00 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.04550 12/17/2036 | US | 141,683.31 | $142,101.93 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 4,099.35 | $94,859.04 |
| 464286608 | ISHARES MSCI EMU | XX | 3,610.75 | $160,064.74 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 1,250,140.46 | $1,294,221.56 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 173,235.51 | $167,009.94 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 206,894.38 | $203,338.48 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 365,576.64 | $361,678.13 | |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 19,874.82 | $2,513,966.47 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 119,830.98 | $95,864.78 | |
| 4821100 | SOLVAY SA | BE | SOLB BB | 714.5 | $99,365.17 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 1,080,537.05 | $1,282,377.76 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 111,073.66 | $113,850.50 | |
| 500630CK2 | KOREA DEVELOPMENT BANK 1.37500 09/12/2019 | KR | 76,585.57 | $74,655.99 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 85,084.59 | $82,532.05 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 91,103.19 | $91,444.83 | |
| 50218LAC0 | LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 | US | 39,399.22 | $39,224.50 | |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 58,546.13 | $59,570.69 | |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 2,696.67 | $305,096.46 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 583.01 | $37,143.80 |
| 5129074 | FRESENIUS MEDICAL | DE | FME GR | 1,581.99 | $160,525.65 |
| 5228658 | RANDSTAD HOLDING NV | NL | RAND NA | 2,027.3 | $130,483.57 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 646.59 | $39,938.11 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 1,671.04 | $81,716.36 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 283.98 | $25,115.33 |
| 5330047 | DASSAULT SYSTEMES SA | FR | DSY FP | 613.2 | $79,464.08 |
| 54150E104 | LOMA NEGRA CIA IND-SPON ADR | AR | LOMA | 2,448.4 | $50,779.83 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 3,498.44 | $316,812.27 |
| 550021109 | LULULEMON - ADR | CA | LULU | 21,247.22 | $2,120,472.94 |
| 554382101 | THE MACERICH CO | US | MAC | 545.25 | $31,417.53 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 2,800.55 | $118,104.82 |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 107,244.38 | $103,222.72 | |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 670.11 | $143,040.29 |
| 5669354 | REPSOL SA | ES | REP SM | 4,350.09 | $83,011.87 |
| 5699373 | WIENERBERGER AG | AT | WIE AV | 4,537 | $114,322.74 |
| 5713422 | METSO OYJ | FI | METSO FH | 3,760.25 | $133,640.50 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 1,696.48 | $215,444.54 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 19,563.09 | $3,487,512.03 |
| 5852842 | ACCOR SA | FR | AC FP | 1,196.37 | $67,620.88 |
| 58933Y105 | MERCK & CO INC | US | MRK | 21,553.98 | $1,268,882.61 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 86,724.54 | $82,279.90 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 33,749.89 | $3,156,290.16 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 1,181.07 | $108,020.65 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 3,976.96 | $157,090.07 |
| 61744YAG3 | MORGAN STANLEY FLT 3.01070 05/08/2024 | US | 1,269,836.23 | $1,294,848.22 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 145,545.36 | $144,089.90 | |
| 6250724 | DAIKIN INDUSTRIES LTD | JP | 6367 JP | 673.12 | $78,630.60 |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 58,993.83 | $57,451.70 |
| 6356934 | FANUC LTD | JP | 6954 JP | 268.58 | $57,533.21 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 851.94 | $32,407.97 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 52,527.52 | $54,891.26 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 198.12 | $50,931.23 |
| 6429104 | HITACHI LTD FIRST SECTION | JP | 6501 JP | 18,786.66 | $137,115.57 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 248.45 | $27,504.24 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 320.14 | $26,586.53 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 1,603.46 | $54,790.42 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 257,243.35 | $256,939.24 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 461,941.37 | $463,713.06 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 805,455.51 | $806,804.97 | |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 385.26 | $234,921.54 |
| 654106103 | NIKE INC CLASS B | US | NKE | 3,477.58 | $237,831.50 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 74,700.43 | $104,778.97 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 1,138.29 | $54,925.68 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 167,979.84 | $171,053.87 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 40,948.37 | $3,140,330.14 |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 57,439.18 | $59,042.16 | |
| 67091GAA1 | OCI NV 6.62500 04/15/2023 | NL | 94,932.47 | $96,261.53 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 1,841.25 | $471,488.36 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 3,856.21 | $26,360.01 |
| 680665205 | OLIN CORP | US | OLN | 5,444.63 | $164,373.47 |
| 683235AA3 | ONTARIO (PROVINCE OF) 2.00000 09/27/2018 | CA | 344,635.09 | $344,138.93 | |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 344,635.09 | $339,621.35 | |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 1,390.02 | $74,710.60 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 1,619.74 | $30,370.07 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 90,828.5 | $92,645.07 | |
| 697660207 | PAMPA ENERGIA SA | AR | PAM | 844.41 | $48,165.09 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 90,828.5 | $86,968.29 | |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 272.8 | $59,982.41 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 4,268.59 | $330,688.21 |
| 713448CX4 | PEPSICO INC 3.10000 07/17/2022 | US | 325,488.69 | $325,073.44 | |
| 7145056 | ENI SPA | IT | ENI IM | 2,853.38 | $55,778.92 |
| 7147892 | TEMENOS GROUP AG-REG | CH | TEMN SW | 459.42 | $57,807.75 |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 1,340,960.77 | $1,229,661.03 | |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 1,644.3 | $134,832.20 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 4,673.99 | $69,829.41 |
| 7262610 | CREDIT AGRICOLE SA | FR | ACA FP | 5,945.09 | $97,899.82 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 645.72 | $11,106.42 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 112,172.42 | $114,135.44 | |
| 7339451 | ORPEA SA | FR | ORP FP | 658.89 | $84,434.05 |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 2,245.1 | $112,297.54 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 2,596.17 | $135,834.06 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 1,328,923.55 | $1,288,219.65 | |
| 74340W103 | PROLOGIS | US | PLD | 3,212.15 | $208,500.87 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 808,625.49 | $860,175.37 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 569.88 | $114,989.93 |
| 74736K101 | QORVO INC | US | QRVO | 72,518.77 | $4,887,764.83 |
| 749685103 | RPM INTERNATIONAL INC | US | RPM | 3,458.9 | $167,064.78 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 787.44 | $46,340.92 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 10,916.71 | $3,315,186.03 |
| 76169C100 | REXFORD INDUSTRIAL REALITY IN | US | REXR | 817.47 | $24,973.80 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 52,527.52 | $54,382.27 | |
| 7759435 | ILIAD SA | FR | ILD FP | 351.36 | $70,378.24 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 1,570.07 | $113,704.42 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 289.62 | $31,850.01 |
| 78408XAD3 | SCGT 2013-SRP1 AJ FLT 4.09688 11/15/2026 | US | 1,187,076.41 | $1,184,585.21 | |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 5,240.02 | $839,609.12 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 80,705.93 | $81,512.99 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 1,194,882.41 | $1,297,653.39 | |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 883,579.31 | $856,101.87 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 42,244.19 | $2,896,262.00 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 48,683.79 | $2,710,713.69 |
| 81211K100 | SEALED AIR CORP | US | SEE | 39,411.67 | $1,728,201.91 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 47,571.4 | $2,435,180.14 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 121,196.24 | $115,439.41 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 210,448.03 | $202,061.89 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 299,322.48 | $288,045.74 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 254,365.77 | $229,318.62 | |
| 81762P102 | SERVICENOW INC | US | NOW | 17,001.24 | $2,824,585.40 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 65,114.12 | $63,323.48 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 60,460.77 | $61,367.68 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 1,475.72 | $230,713.30 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 25,365.29 | $2,200,692.35 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 133,713.43 | $132,521.44 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 86,158.77 | $83,929.87 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 301,324.65 | $299,277.44 | |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 2,704.32 | $142,815.37 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 | US | 95,207.16 | $93,303.02 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 30,367.73 | $31,221.83 | |
| 85208M102 | SPROUTS FARMERS MARKET INC | US | SFM | 6,740.07 | $168,704.00 |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 2,513.46 | $61,755.75 |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.11688 11/15/2027 | US | 530,768.56 | $531,269.93 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 1,410.33 | $35,582.74 |
| 866674104 | SUN COMMUNITIES | US | SUI | 890.52 | $83,575.33 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 3,794.63 | $59,196.29 |
| 87243QAB2 | TENET HEALTHCARE CORP 6.00000 10/01/2020 | US | 34,471.7 | $35,576.52 | |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 89,188.55 | $90,526.38 | |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 247,240.09 | $247,049.81 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 78,516.6 | $69,290.90 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 898,896.42 | $854,219.22 | |
| 88146M101 | TERRENO REALTY CORP | US | TRNO | 671.38 | $24,941.70 |
| 88161DAA9 | TESLA 2018-A A 2.32000 12/20/2019 | US | 400,334.58 | $398,672.83 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 11,839.96 | $1,200,927.48 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 620.53 | $130,527.44 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 1,087,241.92 | $1,065,140.03 | |
| 893870204 | TRANSPORTADOR GAS SUR-SP ADR | AR | TGS | 2,344.44 | $44,684.95 |
| 89613BAA5 | TAH 2013-SFR1 A 2.58900 11/17/2033 | US | 857,069.98 | $830,555.83 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 287,195.91 | $277,078.43 | |
| 896356AE2 | TRINIDAD DRILLING LTD 6.62500 02/15/2025 | CA | 107,244.38 | $102,820.55 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 100,951.08 | $103,444.57 | |
| 902653104 | UDR INC | US | UDR | 2,997.41 | $108,356.23 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 2,353.12 | $31,837.66 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 194,219.03 | $189,849.10 | |
| 90384S303 | ULTA BEAUTY INC | US | ULTA | 1,071.84 | $268,935.60 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 42,454.93 | $2,376,202.30 |
| 912796PY9 | TREASURY BILL 0.00000 09/06/2018 | US | 2,278,420.85 | $2,263,125.95 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 1,736,296.23 | $2,314,021.68 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 2,764,194.89 | $3,466,041.25 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 1,224,771.36 | $1,190,822.54 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 1,834,224.52 | $1,636,328.90 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 4,506,224.44 | $4,423,316.94 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 2,220,981.67 | $2,186,105.32 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 4,403,670.55 | $4,374,771.46 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 1,173,405.94 | $1,163,560.75 | |
| 912828K58 | UNITED STATES TREAS NTS 1.37500 04/30/2020 | US | 4,461,109.73 | $4,363,522.95 | |
| 912828R28 | US TREASURY N/B 1.62500 04/30/2023 | US | 2,374,152.82 | $2,244,780.03 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 2,428,911.5 | $2,203,098.64 | |
| 912828RT9 | US TREASURY N/B 1.37500 11/30/2018 | US | 2,374,152.82 | $2,364,136.86 | |
| 912828S92 | US TREASURY N/B 1.25000 07/31/2023 | US | 7,014,784.62 | $6,481,003.35 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 1,186,493.66 | $1,158,930.51 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 4,577,915.4 | $4,375,485.70 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 3,500.32 | $72,001.60 |
| 92276F100 | VENTAS INC | US | VTR | 714.07 | $36,717.70 |
| 92339V100 | VEREIT INC | US | VER | 5,213.44 | $35,451.41 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 1,206,370.25 | $1,286,038.81 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 6,074.2 | $930,323.96 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 22,477.57 | $2,851,953.69 |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 145,512.59 | $148,840.80 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 1,181.08 | $80,348.74 |
| 92936CAE9 | WFRBS 2011-C4 A3 4.39400 06/15/2044 | US | 17,639.71 | $17,738.43 | |
| 92960PAA7 | W/S PACKAGING HOLDINGS 9.00000 04/15/2023 | US | 86,999.23 | $88,956.71 | |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 56,631.49 | $55,923.60 | |
| 94856TAA2 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 99,036.44 | $96,065.35 | |
| 94987MAB7 | WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 | US | 229,756.72 | $235,891.64 | |
| 95040Q104 | WELLTOWER INC. | US | WELL | 944.96 | $50,498.79 |
| 962166104 | WEYERHAEUSER CO | US | WY | 40,370.58 | $1,484,830.11 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 64,839.43 | $64,920.48 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 56,906.18 | $57,688.64 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 285,186.06 | $285,557.74 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 304,594.93 | $299,741.66 | |
| 98416JAE0 | XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 | US | 66,754.07 | $69,591.12 | |
| 984245100 | YPF S.A.-SPONSORED ADR | AR | YPF | 2,273.55 | $49,768.08 |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 55,234.18 | $2,005,000.83 |
| AN7903213 | SONGA BULK ASA 6.58875 06/13/2022 | NO | 76,585.57 | $76,585.57 | |
| AP0787667 | MPC CONTAINER SHIPS FLT 6.99814 09/22/2022 | NL | 76,585.57 | $77,277.14 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 76,585.57 | $76,394.11 | |
| B037HR3 | ITAU UNIBANCO HOLDINGS S-PREF | BR | ITUB4 BZ | 5,133.2 | $74,539.24 |
| B037JC2 | NEXITY | FR | NXI FP | 1,625.34 | $101,632.51 |
| B0386J1 | JYSKE BANK-REG | DK | JYSK DC | 1,048.77 | $62,799.76 |
| B06JSP1 | SYDBANK A/S | DK | SYDB DC | 1,500.23 | $55,460.73 |
| B0CGYD6 | LOJAS RENNER S.A. | BR | LREN3 BZ | 5,299.47 | $49,164.45 |
| B11ZRK9 | LEGRAND SA | FR | LR FP | 1,180.1 | $91,827.11 |
| B138HB7 | KAUFMAN & BROAD SA | FR | KOF FP | 1,641.2 | $86,461.59 |
| B13X013 | EIFFAGE | FR | FGR FP | 955.22 | $113,701.78 |
| B15C557 | TOTAL SA | FR | FP FP | 1,376.07 | $86,488.13 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 5,599.23 | $107,466.12 |
| B1HDJL2 | NATIXIS | FR | KN FP | 12,010.49 | $98,641.38 |
| B1HKSV6 | BANCA GENERALI SPA | IT | BGN IM | 2,651.92 | $86,025.89 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 5,522.11 | $29,128.16 |
| B1WGG93 | GEBERIT AG-REG | CH | GEBN SW | 174.03 | $74,264.69 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 1,327.63 | $76,655.80 |
| B1XH026 | VINCI SA | FR | DG FP | 4,639.72 | $463,895.91 |
| B1Y9TB3 | DANONE | FR | BN FP | 1,164.55 | $94,335.08 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 14,338.06 | $81,815.75 |
| B1YY4B3 | UNIBAIL-RODAMCO SE | FR | UL NA | 530.26 | $127,299.41 |
| B232R05 | SK INNOVATION CO LTD | KR | 096770 KS | 314.12 | $57,560.53 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 1,220.37 | $54,362.62 |
| B283W97 | CAIXABANK S.A | ES | CABK SM | 58,845.22 | $286,156.45 |
| B3FP8W8 | CANADA HOUSING TRUST 4.10000 12/15/2018 | CA | 160,829.71 | $127,237.03 | |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 1,464.72 | $56,013.01 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 478,659.84 | $24,972.81 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 202,951.77 | $162,187.54 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 1,187,076.41 | $61,484.45 | |
| B4Q2TX3 | CHINA LONGYUAN POWER GROUP-H | CN | 916 HK | 129,370.53 | $127,070.36 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 5,922.17 | $351,471.22 |
| B4WTBY3 | HUANENG RENEWABLES CORP-H | CN | 958 HK | 281,506.82 | $125,017.95 |
| B4X4D29 | FLEURY SA | BR | FLRY3 BZ | 9,146.71 | $68,172.12 |
| B4YN9R2 | SINGAPORE GOVERNMENT 2.50000 06/01/2019 | SG | 354,208.28 | $269,620.09 | |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 1,288.52 | $73,795.93 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 1,603.73 | $54,209.02 |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 1,838,053.79 | $99,625.35 | |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 5,768.34 | $82,394.70 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 6,250 | $90,946.28 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 574,391.81 | $31,138.45 | |
| B7FQV64 | RAIA DROGASIL S.A. | BR | RADL3 BZ | 3,232.59 | $63,411.63 |
| B7VQL46 | FNAC DARTY SA | FR | FNAC FP | 773.27 | $82,968.97 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 1,529.56 | $127,496.06 |
| BBG00HRBPKX0 | REGN US 05/18/18 C360 | US | -15.32 | -$750.54 | |
| BBG00JH41PQ6 | QRVO US 05/18/18 P62.5 | US | -89.22 | -$11,152.77 | |
| BBG00K3YL815 | BKNG US 05/18/18 P1990 | US | -2.68 | -$4,329.00 | |
| BBG00K996BS5 | AMZN US 04/27/18 P1350 | US | -3.83 | $0.00 | |
| BBG00KC00T34 | EA US 05/18/18 P110 | US | -49.01 | -$7,744.33 | |
| BBG00KCT50R3 | SGEN US 05/18/18 C55 | US | -101.48 | -$11,771.20 | |
| BBG00KD5VQ43 | ZAYO 05/18/18 C40 | US | -140.15 | -$1,401.52 | |
| BBG00KHC9JX3 | SWKS US 05/11/18 P85 | US | -66.25 | -$13,911.77 | |
| BBG00KJ2JW81 | BABA US 05/25/18 P160 | CN | -34.85 | -$3,763.42 | |
| BBG00KQTTLF9 | TXN US 05/18/18 P92 | US | -60.5 | -$2,117.59 | |
| BDZZRC1 | BOLSAS Y MERCADOS ARGENTINOS | AR | 5,286.19 | $96,885.50 | |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 123,110.87 | $117,570.89 | |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 23,104.78 | $41,405.52 |
| BGSH2S6 | CVC BRASIL OPERADORA E AGENCIA | BR | CVCB3 BZ | 3,239.72 | $53,508.22 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 76,009.11 | $72,504.86 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 31,384.49 | $1,542,953.64 |
| BNBNSG0 | EURONEXT NV | NL | ENX FP | 2,009.5 | $144,049.28 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 26,672.97 | $317,615.37 |
| BP269Z8 | AXIA REAL ESTATE SOCIMI SA | ES | AXIA SM | 967.14 | $20,502.49 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 55,082.13 | $1,707,444.34 |
| BVRZ8L1 | AENA SA | ES | AENA SM | 956.62 | $197,186.99 |
| BVSS790 | ELIS SA | FR | ELIS FP | 3,597.09 | $86,029.09 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 2,085.47 | $68,218.76 |
| BYY8LS2 | MAISONS DU MONDE SA | FR | MDM FP | 1,394.95 | $56,682.71 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 36,143.84 | $3,590,294.08 |
| BYZ43T4 | EUROBANK ERGASIAS SA | GR | EUROB GA | 70,755.98 | $89,308.87 |
| BYZFYS3 | SPIE SA | FR | SPIE FP | 5,105.87 | $115,530.30 |
| BYZFZ91 | SOPHOS GROUP PLC | GB | SOPH LN | 12,410.58 | $84,742.89 |
| BYZR014 | AMUNDI SA | FR | AMUN FP | 1,532.58 | $130,338.06 |
| BYZWX76 | CRODA INTERNATIONAL PLC | GB | CRDA LN | 1,668.57 | $102,071.73 |
| BZ3C3Q4 | BANKIA SA | ES | BKIA SM | 40,187.14 | $176,325.34 |
| BZCNN35 | BANCO COMERCIAL PORTUGUES-R | PT | BCP PL | 144,494.19 | $48,369.93 |
| G02602103 | AMDOCS LTD | GG | DOX | 5,244.35 | $352,682.61 |
| G06242104 | ATLASSIAN CORP PLC-CLASS A | AU | TEAM | 4,030.94 | $225,652.23 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 5,471.28 | $169,062.49 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 82,479.07 | $466,006.76 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 74,687.32 | $79,168.56 | |
| G45667105 | HOLLYSYS AUTOMATION TECHNOLOGIES | CN | HOLI | 2,558.61 | $56,442.92 |
| G57279104 | LUXOFT HOLDING INC | CH | LXFT | 488.18 | $19,698.04 |
| G5960L103 | MEDTRONIC INC | IE | MDT | 43,624.03 | $3,495,593.15 |
| G68707101 | PAGSEGURO DIGITAL LTD-CL A | BR | PAGS | 3,935.59 | $130,779.81 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 5,782.77 | $451,865.27 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 125,034.17 | $1,546,672.67 |
| N47279109 | INTERXION HOLDING NX | NL | INXN | 1,888.83 | $122,811.48 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 9,994.01 | $326,903.98 |
| USD | US DOLLAR | US | 2,571,704.57 | $2,571,704.57 |
Based on the investments of the underlying fund(s): Manning & Napier Pro-Mix® Maximum Term CIT Fund and Manning & Napier Pro-Mix® Extended 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.
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