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Retirement Target 2035 CIT
Retirement Target 2035 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 growth-oriented mix of investments that seeks to earn a good portion of the long-term growth of the stock market with less volatility. The portfolio is diversified primarily among various stock investments in both domestic and foreign markets. A substantial portion of the portfolio may be invested in long-term, fixed income securities. Stock exposure can range from 44% - 77%.
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 2035
- Who have time to pursue growth and can accept potentially significant 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
$14.27
Daily $ Change
-$0.06
Daily % Change
-0.42%
as of 07/09/2020
CUSIP
56382R837
Inception Date
05/14/2015
This fund is available only for use within certain qualified employee benefit plans.
Important Documents
| Annual Report | |
| Applications & Forms |
Each Retirement Target CIT Fund seeks to achieve its investment objectives by investing in a combination of other Manning & Napier CIT Funds (the “underlying CIT Funds”) in order to meet its target asset allocations and investment style. The financial statements of the underlying Pro-Mix® CIT Funds should be read in conjunction with the Retirement Target CIT Funds’ financial statements.
Pro-Mix® CIT Fund Annual Report
Performance
As of 06/30/2020
YTD
4.07%
1 Year
11.33%
3 Year
9.37%
5 Year
7.54%
10 Year
9.46%
Inception
(01/01/2000)
7.35%
US Stock Market Cycle (04/01/2000 - 06/30/2020)
7.48%
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 (08/03/2012) is not the past performance of the Retirement Target CIT Fund and is based on historical performance data of the Manning & Napier Pro-Mix® CIT Fund(s) that would have been held according to the Retirement Target CIT Fund’s glide path. Returns are net of the Class 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. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.
Expense Ratio
| Gross | 0.50% |
| 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 06/30/2020
| TREASURY NOTES | 6.00% |
| GOVERNMENT AGENCY | 3.30% |
| MASTERCARD INC-CLASS A | 2.05% |
| VISA INC - CLASS A SHARES | 1.90% |
| TREASURY BONDS | 1.89% |
| AMAZON.COM INC | 1.70% |
| EXPEDIA INC | 1.70% |
| NEXON CO LTD | 1.70% |
| JOHNSON & JOHNSON | 1.61% |
| MICRON TECHNOLOGY INC | 1.58% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 06/30/2020
| Stocks | 65.69% |
| Bonds | 34.11% |
| Cash | 0.20% |
Detailed Asset Class Allocation
As of 06/30/2020
| International Equities | 18.22% |
| Small Capitalization | 1.14% |
| Mid Capitalization | 3.77% |
| Large Capitalization | 42.56% |
| Long Term Fixed Income | 10.80% |
| Intermediate Term Fixed Income | 20.59% |
| Short Term Fixed Income | 2.72% |
| Cash | 0.20% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
June Fund Holdings
As of 06/30/2020
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 61,492.73 | $70,048.94 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 214.61 | $21,069.99 |
| 00507V109 | ACTIVISION INC | US | ATVI | 7,145.94 | $542,376.89 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 182,530.69 | $175,374.30 | |
| 00791GAA5 | AG MERGER SUB II INC 10.75000 08/01/2027 | US | 4,697.53 | $4,603.58 | |
| 008492100 | AGREE REALTY CORP | US | ADC | 205 | $13,470.32 |
| 00912XAV6 | AIR LEASE CORP 3.62500 04/01/2027 | US | 157,449.73 | $154,426.55 | |
| 01166WAA5 | ALASKA AIR 2020-1 CL B 8.00000 08/15/2025 | US | 8,515.75 | $8,622.20 | |
| 013822AC5 | ALCOA NEDERLAND HOLDING 6.12500 05/15/2028 | NL | 11,844.15 | $12,132.91 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 73.02 | $11,848.17 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 2,810.8 | $606,288.89 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 218,364.09 | $242,593.16 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 61.68 | $5,982.06 |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 19.86 | $28,080.67 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 360.9 | $511,769.13 |
| 023135106 | AMAZON.COM INC | US | AMZN | 310.21 | $855,827.13 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 34,437.76 | $90,915.68 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 9,020.38 | $299,812.55 |
| 02406PBA7 | AMERICAN AXLE & MFG INC 6.87500 07/01/2028 | US | 8,515.75 | $8,430.59 | |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 568 | $19,857.27 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 772.01 | $20,767.12 |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 1,500.28 | $387,883.38 |
| 03027XAW0 | AMERICAN TOWER CORP 3.80000 08/15/2029 | US | 191,099.7 | $216,281.85 | |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 2,285.01 | $2,286.94 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 669.65 | $24,308.36 |
| 032654105 | ANALOG DEVICES INC | US | ADI | 57.92 | $7,103.48 |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 14,682.73 | $11,599.36 | |
| 03690AAF3 | ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 | US | 13,998.17 | $11,058.55 | |
| 03748R754 | APARTMENT INVT & MGMT CO -A | US | AIV | 410.06 | $15,434.57 |
| 039483102 | ARCHER-DANIELS-MIDLAND CO | US | ADM | 125.1 | $4,991.29 |
| 053015103 | AUTOMATIC DATA PROCESSING | US | ADP | 55.3 | $8,233.62 |
| 053332102 | AUTOZONE INC | US | AZO | 94.45 | $106,555.21 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 190.01 | $29,382.83 |
| 05401AAJ0 | AVOLON HOLDINGS FNDG LTD 3.25000 02/15/2027 | KY | 99,250.1 | $80,166.88 | |
| 055622104 | BP PLC-SPONS ADR | GB | BP | 322.77 | $7,527.07 |
| 05722G100 | BAKER HUGHES CO | US | BKR | 259.36 | $3,991.62 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 918 | $21,802.42 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 95,567.5 | $105,540.45 | |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 3,020.71 | $539,226.98 |
| 086516101 | BEST BUY INC | US | BBY | 69.56 | $6,070.52 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 3,559.01 | $438,967.76 |
| 09247X101 | BLACKROCK INC | US | BLK | 259.02 | $140,928.89 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 1,915.41 | $25,170.77 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 194.39 | $309,540.90 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 64.04 | $5,787.92 |
| 101137107 | BOSTON SCIENTIFIC CORP | US | BSX | 1,543.39 | $54,188.58 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 1,041.55 | $11,342.45 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 311.96 | $18,343.28 |
| 11680JAA0 | BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 | US | 43,753.13 | $875.06 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 4,050.82 | $377,860.29 |
| 12541W209 | C.H. ROBINSON WORLDWIDE INC | US | CHRW | 46.77 | $3,697.73 |
| 12555DAA3 | CIM 2019-INV1 A1 3.84515 02/25/2049 | US | 32,698.66 | $33,636.00 | |
| 12572Q105 | CME GROUP INC | US | CME | 1,540.89 | $250,456.06 |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 60,594.27 | $62,550.09 | |
| 12653CAC2 | CNX RESOURCES CORP 7.25000 03/14/2027 | US | 4,502.78 | $4,142.56 | |
| 12654TAA8 | CNX MIDSTREAM PTR/CNX 6.50000 03/15/2026 | US | 4,012.97 | $3,691.93 | |
| 127097103 | CABOT OIL & GAS CORP | US | COG | 45,983.22 | $789,991.74 |
| 131477AT8 | CALUMET SPECIALTY PROD 11.00000 04/15/2025 | US | 6,851.55 | $6,611.75 | |
| 133131102 | CAMDEN PROPERTY TRUST | US | CPT | 300.52 | $27,413.79 |
| 13321L108 | CAMECO CORP | CA | CCJ | 3,723.13 | $38,162.08 |
| 14180LAA4 | CARGO AIRCRAFT MANAGEMENT 4.75000 02/01/2028 | US | 11,844.15 | $11,740.51 | |
| 143905AN7 | CARRIAGE SERVICES INC 6.62500 06/01/2026 | US | 7,341.37 | $7,717.61 | |
| 149123101 | CATERPILLAR INC | US | CAT | 95.89 | $12,130.09 |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 43,753.31 | $43,364.69 | |
| 15135UAF6 | CENOVUS ENERGY INC 6.75000 11/15/2039 | CA | 8,515.75 | $8,291.47 | |
| 16119P108 | CHARTER COMMUNICATIONS INC-A | US | CHTR | 1,007.43 | $513,832.06 |
| 16411QAD3 | CHENIERE ENERGY PARTNERS 5.62500 10/01/2026 | US | 13,508.35 | $13,440.81 | |
| 166764100 | CHEVRON CORP | US | CVX | 1,111.04 | $99,137.96 |
| 172062101 | CINCINNATI FINANCIAL CORP | US | CINF | 34.35 | $2,199.42 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 531.11 | $24,771.04 |
| 172967424 | CITIGROUP INC | US | C | 275.87 | $14,097.18 |
| 172967KA8 | CITIGROUP INCA 4.45000 09/29/2027 | US | 164,496.03 | $187,799.73 | |
| 191216100 | COCA COLA CO/THE | US | KO | 17,114.12 | $764,658.81 |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 170.16 | $12,466.24 |
| 20030N101 | COMCAST CORP-CL A | US | CMCSA | 418.16 | $16,300.03 |
| 20030NCY5 | COMCAST CORP 3.25000 11/01/2039 | US | 147,629.86 | $163,764.72 | |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 322.83 | $13,203.80 |
| 20451NAG6 | COMPASS MINERALS INTERNA 6.75000 12/01/2027 | US | 6,361.73 | $6,679.82 | |
| 205887102 | CONAGRA BRAND INC. | US | CAG | 132.98 | $4,676.84 |
| 20605P101 | CONCHO RESOURCES INC | US | CXO | 6,271.53 | $322,984.02 |
| 20825C104 | CONOCOPHILLIPS | US | COP | 4,832.5 | $203,061.86 |
| 21036P108 | CONSTELLATION BRANDS INC-A | US | STZ | 377.35 | $66,016.71 |
| 217204106 | COPART INC | US | CPRT | 2,783.89 | $231,814.37 |
| 21870Q105 | CORESITE REALTY CORP | US | COR | 56.97 | $6,897.07 |
| 222795502 | COUSINS PROPERTIES INC | US | CUZ | 805.21 | $24,019.37 |
| 22534GAA1 | CAALT 2020-1A 2.01000 02/15/2029 | US | 91,105.89 | $92,626.11 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 165.53 | $27,701.26 |
| 22822VAN1 | CROWN CASTLE INTL CORP 3.10000 11/15/2029 | US | 120,554.34 | $129,232.88 | |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 39,178.79 | $40,148.09 | |
| 231021106 | CUMMINS INC | US | CMI | 37.83 | $6,554.73 |
| 247361ZZ4 | DELTA AIR LINES INC 7.37500 01/15/2026 | US | 13,018.53 | $12,594.11 | |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 268.02 | $38,089.00 |
| 254687106 | WALT DISNEY CO/THE | US | DIS | 719.41 | $80,221.05 |
| 254687FW1 | WALT DISNEY COMPANY/THE 2.20000 01/13/2028 | US | 59,757.63 | $62,388.76 | |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 180,725 | $210,259.05 | |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 745.5 | $142,025.84 |
| 256746108 | DOLLAR TREE STORES INC | US | DLTR | 4,030.06 | $373,505.79 |
| 25746UDG1 | DOMINION ENERGY 3.37500 04/01/2030 | US | 100,442.13 | $110,871.09 | |
| 25787GAC4 | DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 | US | 15,662.37 | $15,428.84 | |
| 25960P109 | DOUGLAS EMMETT INC | US | DEI | 555.05 | $17,017.71 |
| 260003108 | DOVER CORP | US | DOV | 30.91 | $2,984.38 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 27,382.67 | $28,067.24 | |
| 26439XAC7 | DCP MIDSTREAM OPERATING 8.12500 08/16/2030 | US | 4,012.97 | $4,213.62 | |
| 264411505 | DUKE RLTY INVTS INC | US | DRE | 550.91 | $19,496.64 |
| 26875P101 | EOG RESOURCES INC | US | EOG | 5,373.01 | $272,196.63 |
| 26884L109 | EQT CORP | US | EQT | 20,726.21 | $246,641.95 |
| 26884LAG4 | EQT CORP 7.00000 02/01/2030 | US | 8,515.75 | $8,771.48 | |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 1,797.77 | $38,627.60 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 66.35 | $7,869.59 |
| 285512109 | ELECTRONIC ARTS | US | EA | 3,788.81 | $500,312.42 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 4,216.98 | $22,613.16 |
| 291011104 | EMERSON ELEC CO | US | EMR | 140.27 | $8,701.24 |
| 29273RAR0 | ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 | US | 171,742.96 | $186,038.22 | |
| 29444U700 | EQUINIX INC | US | EQIX | 693.47 | $487,020.45 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 417.8 | $26,104.32 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 244.13 | $14,359.72 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 39.04 | $8,946.31 |
| 30212P303 | EXPEDIA INC | US | EXPE | 10,397.37 | $854,663.65 |
| 30212PAS4 | EXPEDIA GROUP INC 6.25000 05/01/2025 | US | 83,794.25 | $89,263.77 | |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 301,237.23 | $303,725.45 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 74.59 | $6,890.24 |
| 30231G102 | EXXON MOBIL CORP | US | XOM | 4,640.48 | $207,522.39 |
| 302491303 | FMC CORP | US | FMC | 2,646.74 | $263,668.04 |
| 30264DAA7 | FS ENERGY & POWER FUND 7.50000 08/15/2023 | US | 7,341.37 | $6,258.52 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.86118 02/25/2048 | US | 205,722.98 | $220,784.50 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 13,506,675.97 | $27,428.01 | |
| 30291XAE2 | FREMF 2014-K715 B FLT 4.12096 02/25/2046 | US | 171,435.82 | $173,184.16 | |
| 30303M102 | FACEBOOK INC -A | US | FB | 2,151.77 | $488,601.99 |
| 311900104 | FASTENAL CO | US | FAST | 152.79 | $6,545.70 |
| 3128M5DD9 | FHLM POOL G03400 5.50000 03/01/2037 | US | 21,538.7 | $24,703.46 | |
| 3128M6NC8 | FHLM POOL G04587 5.50000 08/01/2038 | US | 12,638.64 | $14,471.18 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 8,845.42 | $10,233.93 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 409.54 | $426.25 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 738.16 | $754.34 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 520.26 | $533.99 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 500.35 | $519.63 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 777.49 | $804.03 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 94,722.56 | $102,377.96 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 18,804.14 | $21,542.19 | |
| 3128P76R9 | FHLM POOL C91780 4.50000 07/01/2034 | US | 69,160.55 | $75,834.82 | |
| 3132LMMM5 | FHLM POOL K91364 4.50000 11/01/2033 | US | 33,091.49 | $35,603.18 | |
| 3132LNE83 | FHLM POOL K92059 4.50000 09/01/2034 | US | 52,382.7 | $57,070.88 | |
| 3133A6DB4 | FEDERAL NATL MTG ASSN FR QB0098 2.50000 06/01/2050 | US | 177,978.51 | $185,560.45 | |
| 3136AY6W8 | FNA 2017-M15 A1 FLT 3.05797 09/25/2027 | US | 125,081.24 | $136,298.53 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 52,018.76 | $53,961.67 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.35336 08/25/2020 | US | 416,873.17 | $85.38 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.32363 04/25/2021 | US | 327,123.42 | $1,994.83 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.63485 10/25/2021 | US | 369,883.6 | $5,686.41 | |
| 3137AME78 | FHMS K017 X1 FLT 1.43323 12/25/2021 | US | 2,492,797.07 | $33,280.83 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.54788 06/25/2022 | US | 1,170,396.16 | $25,777.74 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.28853 04/25/2023 | US | 4,383,833.31 | $19,534.80 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.20687 05/25/2023 | US | 2,818,252.85 | $8,805.07 | |
| 3137F4YU0 | FHR 4791 BA MTGE 4.00000 03/15/2044 | US | 55,184.28 | $56,360.58 | |
| 3137FG2L8 | FHR 4801 BA MTGE 4.50000 05/15/2044 | US | 35,776.76 | $36,368.70 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 16,142.13 | $17,949.71 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 7,780.14 | $8,656.75 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.64500 01/01/2049 | US | 240,598.54 | $281,807.43 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 44,220.56 | $50,807.15 | |
| 31407EJW4 | FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 | US | 23,472.85 | $26,943.35 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 437.3 | $445.51 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 540.7 | $551.85 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 2,454.68 | $2,481.36 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 2,715.66 | $2,746.83 | |
| 31410KGB4 | FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 | US | 42,572.56 | $48,926.94 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 8,320.82 | $9,526.04 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 29 | $29.20 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 1,542.86 | $1,559.55 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 63,994.97 | $70,152.11 | |
| 31418CYJ7 | FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 | US | 40,641.63 | $42,923.41 | |
| 31418DNN8 | FEDERAL NATL MTG ASSN FN MA3996 2.50000 04/01/2050 | US | 99,136.76 | $102,195.29 | |
| 31418DQG0 | FEDERAL NATL MTG ASSN FN MA4054 2.50000 06/01/2040 | US | 250,932.27 | $261,766.35 | |
| 31418DQZ8 | FEDERAL NATL MTG ASSN FN MA4071 2.00000 07/01/2040 | US | 188,089.59 | $193,144.07 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 3,235.01 | $3,774.23 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 859.03 | $907.23 | |
| 315786AC7 | FIDELITY & GUARA NTY LIFE 5.50000 05/01/2025 | US | 16,346.93 | $17,654.69 | |
| 316067107 | FIDELITY CASH RESERVES | US | 10,688.57 | $10,688.57 | |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 175.17 | $3,377.32 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 382.45 | $14,701.28 |
| 33834YAA6 | FIVE POINT OP CO LP/FIVE 7.87500 11/15/2025 | US | 13,213.28 | $12,486.55 | |
| 34461LAA2 | FONTAINEBLEAU MIAMI BEACH TRUST 3.14400 12/10/2036 | US | 95,024.43 | $95,425.34 | |
| 345370CX6 | FORD MOTOR COMPANY 9.62500 04/22/2030 | US | 15,562.05 | $18,430.14 | |
| 345397XU2 | FORD MOTOR CREDIT CO LLC 4.38900 01/08/2026 | US | 8,321 | $7,923.09 | |
| 346232AE1 | FORESTAR GROUP INC 5.00000 03/01/2028 | US | 13,703.1 | $13,429.04 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 14,682.73 | $13,217.54 | |
| 35166FAA0 | FOXTROT ESCROW ISSUER 12.25000 11/15/2026 | US | 10,179.95 | $9,887.28 | |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 5,119.79 | $59,235.91 |
| 357081AE8 | FREMF 2015-K720 B FLT 3.50973 07/25/2022 | US | 104,820.76 | $108,190.44 | |
| 36166LAA5 | GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 | AE | 8,321 | $7,904.95 | |
| 36223NTR5 | GNMA POOL 312960 9.00000 09/15/2021 | US | 9.95 | $9.99 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 810.48 | $810.51 | |
| 36257MAA3 | GSMS 2019-70P A 1.18475 10/15/2036 | US | 90,616.08 | $88,007.65 | |
| 369550108 | GENERAL DYNAMICS CORP | US | GD | 51.04 | $7,627.78 |
| 369604BQ5 | GENERAL ELECTRIC CO 5.00000 01/21/2021 | US | 146,886.16 | $114,729.84 | |
| 370334104 | GENERAL MLS INC | US | GIS | 151.23 | $9,323.27 |
| 37185LAL6 | GENESIS ENERGY LP/FIN 7.75000 02/01/2028 | US | 6,361.73 | $5,661.94 | |
| 372460105 | GENUINE PARTS CO | US | GPC | 47.83 | $4,159.09 |
| 374297109 | GETTY REALTY CORP | US | GTY | 354.94 | $10,534.65 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 220.05 | $16,930.31 |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 120,261.15 | $125,627.56 | |
| 384802104 | WW GRAINGER INC | US | GWW | 10.92 | $3,429.15 |
| 388689101 | GRAPHIC PACKAGING HOLDING CO | US | GPK | 32,515.15 | $454,886.95 |
| 400501102 | GRUPO AEROPORTUARIO CEN-ADR | MX | OMAB | 857.29 | $31,848.32 |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 614.13 | $44,106.60 |
| 40051E202 | GRUPO AEROPORTUARIO DEL SURESTE | MX | ASR | 377.26 | $42,363.05 |
| 4012250 | AIRBUS SE | FR | AIR FP | 133.4 | $9,558.74 |
| 4031976 | ADIDAS AG | DE | ADS GR | 1,183.33 | $311,984.72 |
| 404119BX6 | HCA INC 4.12500 06/15/2029 | US | 142,932.33 | $157,666.88 | |
| 404139AD9 | HC2 HOLDINGS INC 11.50000 12/01/2021 | US | 3,171.42 | $3,020.78 | |
| 416515104 | HARTFORD FINL SVCS | US | HIG | 89.92 | $3,466.56 |
| 418751AB9 | HAT HOLDINGS I LLC 6.00000 04/15/2025 | US | 13,018.53 | $13,636.91 | |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 233.57 | $6,841.16 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 257.95 | $6,840.70 |
| 42250P103 | HEALTHPEAK PROPERTIES INC | US | PEAK | 817.3 | $22,524.77 |
| 427866108 | HERSHEY CO/THE | US | HSY | 47.14 | $6,110.68 |
| 431571AB4 | HILLENBRAND INC 4.50000 09/15/2026 | US | 13,213.28 | $13,266.93 | |
| 43300A203 | HILTON WORLDWIDE HOLDINGS INC | US | HLT | 158.19 | $11,619.31 |
| 437076102 | HOME DEPOT INC | US | HD | 128.06 | $32,080.60 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 107.76 | $15,581.56 |
| 440452100 | HORMEL FOODS CORP | US | HRL | 91.39 | $4,411.43 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 475.94 | $5,135.43 |
| 443201AA6 | HOWMET AEROSPACE INC 6.87500 05/01/2025 | US | 13,508.35 | $14,654.68 | |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 8,515.75 | $8,806.99 | |
| 450913AE8 | IAMGOLD CORP 7.00000 04/15/2025 | CA | 16,346.93 | $16,432.10 | |
| 452308109 | ILLINOIS TOOL WKS INC | US | ITW | 61.68 | $10,784.24 |
| 45337C102 | INCYTE CORP | US | INCY | 1,840.89 | $191,397.59 |
| 45569LAA9 | INDIGO NATURAL RES LLC 6.87500 02/15/2026 | US | 9,200.32 | $8,556.29 | |
| 45682RAA8 | INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 | AU | 7,341.37 | $6,625.58 | |
| 45778Q107 | INSPERITY INC | US | NSP | 3,166.46 | $204,964.86 |
| 458140100 | INTEL CORP | US | INTC | 491.71 | $29,419.29 |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 2,938.1 | $269,130.21 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 133.76 | $16,154.29 |
| 459506101 | INTERNATIONAL FLVRS & FRAGRANCES | US | IFF | 22.93 | $2,807.51 |
| 46116VAE5 | INTL FC STORE INC 8.62500 06/15/2025 | US | 19,380.27 | $20,240.36 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 67.58 | $38,508.13 |
| 46187BAA1 | IHSFR 2017-SFR2 A 1.04388 12/17/2036 | US | 44,231.68 | $43,686.24 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 1.34388 12/17/2036 | US | 36,246.43 | $36,087.73 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 1,106.05 | $30,449.53 |
| 46284VAL5 | IRON MOUNTAIN INC 5.62500 07/15/2032 | US | 9,200.32 | $9,181.00 | |
| 465410BX5 | ITALY GOV'T INT BOND 2.37500 10/17/2024 | IT | 48,981.66 | $49,591.99 | |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 303.34 | $28,532.02 |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 28,667.27 | $29,433.05 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 34,597.16 | $36,192.70 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 60,388.65 | $61,968.31 | |
| 46647PBP0 | JPMORGAN CHASE & CO 2.95600 05/13/2031 | US | 157,720.95 | $167,276.24 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 43,775.81 | $44,294.53 | |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 713.24 | $9,757.12 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 5,744.01 | $807,780.79 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 10,179.95 | $1,247.04 | |
| 482480100 | KLA-TENCOR CORPORATION | US | KLAC | 37.83 | $7,357.52 |
| 487526AB1 | KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 | US | 9,690.13 | $10,319.99 | |
| 49427F108 | KILROY REALTY CORP | US | KRC | 353.24 | $20,734.92 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 64.47 | $9,113.45 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 152,917.53 | $204,934.13 | |
| 501044101 | KROGER CO | US | KR | 187.18 | $6,336.14 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 13,508.35 | $13,744.75 | |
| 505742AG1 | LADDER CAP FIN LLLP/CORP 5.25000 10/01/2025 | US | 13,018.53 | $11,224.58 | |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 722.97 | $82,211.98 |
| 512816109 | LAMAR ADVERTISING CO-A | US | LAMR | 100.73 | $6,724.43 |
| 516806AG1 | LAREDO PETROLEUM INC 10.12500 01/15/2028 | US | 6,361.73 | $4,389.60 | |
| 53223X107 | LIFE STORAGE INC | US | LSI | 65.78 | $6,246.11 |
| 532457108 | ELI LILLY & CO | US | LLY | 92.45 | $15,177.97 |
| 539473AE8 | LLOYDS BANK PLC 12.00000 12/16/2024 | GB | 13,691.33 | $15,797.06 | |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 44.89 | $16,382.50 |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 14,682.73 | $1,394.86 | |
| 550021109 | LULULEMON - ADR | CA | LULU | 1,177.44 | $367,372.36 |
| 552697AQ7 | MDC PARTNERS INC 6.50000 05/01/2024 | CA | 9,200.32 | $8,556.29 | |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 157.06 | $5,870.84 |
| 573284106 | MARTIN MARIETTA MATERIALS | US | MLM | 726.31 | $150,034.84 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 3,486.79 | $1,031,045.08 |
| 58933Y105 | MERCK & CO INC | US | MRK | 835.82 | $64,633.73 |
| 59001KAG5 | MERITOR INC 6.25000 06/01/2025 | US | 8,515.75 | $8,600.91 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 3,519.68 | $716,290.85 |
| 595112103 | MICRON TECHNOLOGY INC | US | MU | 15,429.35 | $794,920.21 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 173.36 | $19,879.20 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 12,176.56 | $622,587.75 |
| 615369105 | MOODY'S CORPORATION | US | MCO | 1,123.33 | $308,612.71 |
| 61965RAA3 | MOSS CREEK RESOURCES HLD 7.50000 01/15/2026 | US | 9,005.57 | $4,502.78 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 4,502.78 | $2,499.04 | |
| 6253983 | ARISTOCRAT LEISURE LTD | AU | ALL AU | 335.98 | $6,016.13 |
| 62913TAJ1 | NGL ENRGY PART LP/FIN CO 7.50000 11/01/2023 | US | 8,515.75 | $7,068.07 | |
| 6321954 | TRAVELSKY TECHNOLOGY LTD-H | CN | 696 HK | 4,971.42 | $8,802.08 |
| 63938CAH1 | NAVIENT CORP 6.75000 06/25/2025 | US | 13,018.53 | $12,416.43 | |
| 63938EAC8 | NAVSL 2014-1 A3 FLT 0.69450 06/25/2031 | US | 80,358.87 | $77,257.19 | |
| 63938NAF1 | NAVIOS SA LOGIST/FIN US 10.75000 07/01/2025 | MH | 5,187.35 | $5,355.94 | |
| 64110D104 | NETAPP INC | US | NTAP | 64.75 | $2,872.88 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 39,429.12 | $42,083.79 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 73,632.92 | $78,959.70 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 135,387.32 | $143,891.93 | |
| 654106103 | NIKE INC CLASS B | US | NKE | 1,151.56 | $112,910.19 |
| 655844108 | NORFOLK SOUTHN CORP | US | NSC | 38.07 | $6,683.36 |
| 6642321 | NIKON CORP | JP | 7731 JP | 30,693.69 | $257,775.60 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 41,894.18 | $429.42 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 8,867.29 | $774,469.11 |
| 670346105 | NUCOR CORP | US | NUE | 92.35 | $3,824.18 |
| 67401PAB4 | OAKTREE SPECIALTY LEND 3.50000 02/25/2025 | US | 8,321 | $8,129.42 | |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 22,845.64 | $51,010.87 |
| 674599EA9 | OCCIDENTAL PETROLEUM COR 8.87500 07/15/2030 | US | 5,187.35 | $5,180.87 | |
| 675232AB8 | OCEANEERING INTL INC 6.00000 02/01/2028 | US | 12,723.47 | $8,906.43 | |
| 6821506 | SONY CORP FIRST SECTION | JP | 6758 JP | 289.52 | $19,985.92 |
| 68389X105 | ORACLE CORP | US | ORCL | 285.36 | $15,771.93 |
| 69144AAA7 | OXFIN 2020-1A A2 3.10100 02/15/2028 | US | 78,370.66 | $79,562.30 | |
| 69318FAH1 | PBF HOLDING CO LLC 6.00000 02/15/2028 | US | 7,831.18 | $6,499.88 | |
| 69327RAJ0 | PDC ENERGY INC 5.75000 05/15/2026 | US | 7,831.18 | $7,126.38 | |
| 693456AW5 | PMTLT 2013-J1 a9 3.50000 09/25/2043 | US | 67,979.49 | $71,612.48 | |
| 693475105 | PNC FINANCIAL SERVICES GROUP | US | PNC | 59.15 | $6,223.55 |
| 693506107 | PPG INDUSTRIES INC | US | PPG | 43.7 | $4,634.84 |
| 701094104 | PARKER HANNIFIN CORP | US | PH | 26.64 | $4,882.79 |
| 7021963 | DEUTSCHE BOERSE AG | DE | DB1 GR | 965.17 | $174,672.73 |
| 70450Y103 | PAYPAL HOLDINGS INC | US | PYPL | 4,112.86 | $716,583.88 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 5,477.07 | $607,245.83 |
| 713448108 | PEPSICO INC | US | PEP | 2,032.53 | $268,822.01 |
| 717081103 | PFIZER INC | US | PFE | 738.54 | $24,150.25 |
| 719245AD4 | PHOTO HOLDINGS MERGER SU 8.50000 10/01/2026 | US | 11,354.33 | $10,715.65 | |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 440.3 | $7,714.04 |
| 71953LAA9 | PICASSO FINANCE SUB INC 6.12500 06/15/2025 | US | 12,528.72 | $12,810.61 | |
| 723787107 | PIONEER NATURAL RESOURCES CO | US | PXD | 3,868.09 | $377,912.14 |
| 73179PAM8 | POLYONE CORP 5.75000 05/15/2025 | US | 8,025.93 | $8,256.68 | |
| 733174AK2 | POPULAR INC 6.12500 09/14/2023 | PR | 8,321 | $8,404.21 | |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 273,011.16 | $299,607.71 | |
| 74166MAE6 | PRIME SECSRVC BRW/FINANC 6.25000 01/15/2028 | US | 13,703.1 | $12,915.17 | |
| 74340W103 | PROLOGIS | US | PLD | 875.12 | $81,674.75 |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 138.22 | $26,522.49 |
| 747525103 | QUALCOMM INC | US | QCOM | 134.03 | $12,225.29 |
| 74834L100 | QUEST DIAGNOSTICS INC | US | DGX | 38.93 | $4,436.13 |
| 750236AW1 | RADIAN GROUP INC 4.87500 03/15/2027 | US | 19,185.52 | $18,034.39 | |
| 75513E101 | RAYTHEON TECHNOLOGIES CORP | US | RTX | 226.21 | $13,938.93 |
| 756109104 | REALTY INCOME CORP | US | O | 157.21 | $9,354.22 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 163.86 | $7,519.75 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 261.38 | $2,906.54 |
| 76131D103 | RESTAURANT BRANDS INTERN | CA | QSR | 751.57 | $41,058.00 |
| 76169C100 | REXFORD INDUSTRIAL REALITY IN | US | REXR | 472.31 | $19,567.73 |
| 7698356 | GETINGE AB-B SHS | SE | GETIB SS | 1,721.52 | $32,079.43 |
| 773903109 | ROCKWELL AUTOMATION INC | US | ROK | 27.15 | $5,783.23 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 4,055.28 | $123,483.30 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 5,916.12 | $392,475.10 |
| 78409V104 | S&P GLOBAL INC | US | SPGI | 900.41 | $296,666.84 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 1,311.71 | $390,785.85 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 14,192.92 | $14,050.99 | |
| 78449UAB4 | SMB 2020-A A2A MTGE 2.23000 09/15/2037 | US | 103,351.31 | $105,275.01 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 214,197.86 | $251,682.49 | |
| 79466L302 | SALESFORCE.COM | US | CRM | 2,080.18 | $389,679.59 |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 8,449.02 | $155,377.41 |
| 808625AA5 | SCIENCE APPLICATIONS INT 4.87500 04/01/2028 | US | 9,005.57 | $8,952.07 | |
| 81141R100 | SEA LTD - ADR | SG | SE | 1,387.8 | $148,827.27 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 458.64 | $77,931.51 |
| 81745BAB1 | SEMT 2013-6 A2 3.00000 05/25/2043 | US | 87,842.22 | $91,866.19 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 37,608.39 | $39,009.33 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 52,053.12 | $54,332.18 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 43,011.87 | $43,327.60 | |
| 81762P102 | SERVICENOW INC | US | NOW | 1,089.07 | $441,140.48 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 34.49 | $4,409.48 |
| 832696405 | JM SMUCKER CO/THE-NEW COM WI | US | SJM | 34.53 | $3,653.17 |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 20,975.04 | $21,440.20 | |
| 83404RAB4 | SOFI 2018-B A2FX MTGE 3.34000 08/25/2047 | US | 84,248.46 | $87,107.20 | |
| 83406TAB8 | SOFI 2020-A A2FX MTGE 2.54000 05/15/2046 | US | 65,145.61 | $67,507.03 | |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 1,962.69 | $78,056.24 |
| 844741BJ6 | SOUTHWEST AIRLINES CO 5.25000 05/04/2025 | US | 126,372.69 | $133,405.19 | |
| 85172FAN9 | SPRINGLEAF FINANCE CORP 7.12500 03/15/2026 | US | 13,703.1 | $14,182.57 | |
| 85207UAH8 | SPRINT CORP 7.12500 06/15/2024 | US | 10,669.77 | $12,047.66 | |
| 852234103 | SQUARE INC - A | US | SQ | 512.58 | $53,790.38 |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 331.56 | $9,721.32 |
| 854502101 | STANLEY WORKS/THE | US | SWK | 32.65 | $4,550.47 |
| 85571BAL9 | STARWOOD PROPERTY TRUST 4.75000 03/15/2025 | US | 13,703.1 | $12,469.82 | |
| 85571BAP0 | STARWOOD PROPERTY TRUST 3.62500 02/01/2021 | US | 6,851.55 | $6,731.65 | |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 1.65475 11/15/2027 | US | 130,243.46 | $99,496.65 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 285.25 | $6,791.69 |
| 866674104 | SUN COMMUNITIES | US | SUI | 263.42 | $35,740.25 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 565.03 | $4,605.01 |
| 87105L104 | SWITCH INC - A | US | SWCH | 483.81 | $8,621.50 |
| 871829107 | SYSCO CORP | US | SYY | 103.26 | $5,644.44 |
| 872540109 | TJX COMPANIES INC | US | TJX | 2,156.66 | $109,040.85 |
| 872540AR0 | TJX COS INC 3.50000 04/15/2025 | US | 100,442.13 | $111,807.32 | |
| 87422VAJ7 | TALEN ENERGY SUPPLY LLC 7.62500 06/01/2028 | US | 12,528.72 | $12,528.72 | |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 25,640.39 | $25,705.04 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 6,166.98 | $1,372.15 | |
| 88032WAN6 | TENCENT HOLDINGS 3.97500 04/11/2029 | KY | 142,542.83 | $159,769.88 | |
| 88146M101 | TERRENO REALTY CORP | US | TRNO | 145.85 | $7,677.73 |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 143.07 | $18,165.86 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 818.78 | $296,675.80 |
| 88579Y101 | 3M CO | US | MMM | 92.45 | $14,420.83 |
| 89151E109 | TOTAL S A SPONSORED ADR | FR | TOT | 5,894.7 | $226,710.33 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 160,925.78 | $163,677.36 | |
| 89173FAA8 | TPMT 2017-1 A1 2.75000 10/25/2056 | US | 88,196.09 | $90,243.14 | |
| 89177EAA7 | TPMT 2019-HY1 A1 1.18450 10/25/2048 | US | 78,386.48 | $78,018.37 | |
| 892231AA9 | TOWNSQUARE MEDIA INC 6.50000 04/01/2023 | US | 12,234.83 | $10,521.95 | |
| 89417E109 | TRAVELLERS COS INC | US | TRV | 49.8 | $5,680.08 |
| 89613BAA5 | TAH 2016-SFR1 A 2.58900 11/17/2033 | US | 209,409.56 | $210,314.69 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 73,146.45 | $76,023.22 | |
| 89832Q109 | TRUIST FINANCIAL CORP | US | TFC | 254.18 | $9,544.49 |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 22,413.6 | $21,348.95 | |
| 902494103 | TYSON FOODS INC -CL A | US | TSN | 80.98 | $4,835.57 |
| 902653104 | UDR INC | US | UDR | 290.43 | $10,856.10 |
| 902973304 | U.S. BANCORP | US | USB | 264.96 | $9,755.79 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 13,207.27 | $724,814.91 |
| 907818108 | UNION PAC CORP | US | UNP | 102.31 | $17,296.89 |
| 91086QBG2 | UNITED MEXICAN STATES 4.12500 01/21/2026 | MX | 19,592.67 | $21,160.27 | |
| 912796SZ3 | TREASURY BILL 0.00000 07/16/2020 | US | 626,965.29 | $626,931.98 | |
| 912810FS2 | TSY INFL IX N/B 2.00000 01/15/2026 | US | 518,210.23 | $602,222.44 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 698,224.38 | $951,712.56 | |
| 9128286N5 | TSY INFL IX N/B 0.50000 04/15/2024 | US | 376,440.97 | $395,630.11 | |
| 912828K74 | US TREASURY N/B 2.00000 08/15/2025 | US | 706,328.13 | $766,752.30 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 1,207,182.61 | $1,293,713.08 | |
| 912828WJ5 | US TREASURY N/B 2.50000 05/15/2024 | US | 876,893.74 | $954,067.24 | |
| 912828ZJ2 | TSY INFL IX N/B 0.12500 04/15/2025 | US | 363,671.61 | $380,985.63 | |
| 91324P102 | UNITEDHEALTH GROUP INC | US | UNH | 335.94 | $99,086.65 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 704.23 | $8,359.26 |
| 918204108 | VF CORP | US | VFC | 95.66 | $5,829.23 |
| 91913Y100 | VALERO ENERGY | US | VLO | 92.99 | $5,469.95 |
| 92343VDU5 | VERIZON COMMUNICATIONS 5.25000 03/16/2037 | US | 237,697.3 | $318,219.97 | |
| 92511U102 | VERRA MOBILITY CORP | US | VRRM | 6,157.06 | $63,294.61 |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 234.67 | $68,128.17 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 4,941.92 | $954,631.64 |
| 92826CAK8 | VISA INC 2.70000 04/15/2040 | US | 150,863.52 | $161,428.85 | |
| 92840JAA7 | VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 | MUL | 9,005.57 | $8,105.01 | |
| 92840VAG7 | VISTRA OPERATIONS CO LLC 3.70000 01/30/2027 | US | 8,515.75 | $8,769.77 | |
| 928668BE1 | VOLKSWAGEN GROUP AMERICA 3.35000 05/13/2025 | US | 92,085.53 | $98,276.97 | |
| 929160109 | VULCAN MATERIALS CO | US | VMC | 2,324.45 | $269,287.23 |
| 93065PAA9 | WBHT 2019-WBM A FLT 1.23475 12/15/2033 | US | 111,188.38 | $103,947.10 | |
| 931142103 | WAL MART STORES | US | WMT | 257.83 | $30,883.33 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 84.56 | $8,956.18 |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 566.01 | $14,489.83 |
| 94987MAB7 | WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 | US | 13,587.43 | $13,617.56 | |
| 95040Q104 | WELLTOWER INC. | US | WELL | 371.26 | $19,212.68 |
| 95081QAP9 | WESCO DISTRIBUTION INC 7.25000 06/15/2028 | US | 8,515.75 | $9,005.41 | |
| 955306105 | WEST PHARMACEUTICAL SERVICES | US | WST | 240.13 | $54,549.62 |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 13,018.53 | $13,370.16 | |
| 966387AH5 | WHITING PETROLEUM CORP 5.75000 03/15/2021 | US | 44,437.7 | $8,554.26 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 146,260.73 | $156,588.76 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 9,393.79 | $9,409.60 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 42,381.34 | $43,637.10 | |
| 98212BAM5 | WPX ENERGY 5.87500 06/15/2028 | US | 4,012.97 | $3,856.26 | |
| 98311A105 | WYNDHAM HOTELS & RESORTS INC | US | WH | 367.79 | $15,675.39 |
| 983919101 | XILINX INC | US | XLNX | 47.28 | $4,651.87 |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 2,353.35 | $66,738.31 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 2,423.25 | $11,263.05 |
| B1Y47Y7 | GERRESHEIMER AG | DE | GXI GR | 464.61 | $42,937.32 |
| B1Y9TB3 | DANONE | FR | BN FP | 667.54 | $46,336.14 |
| B3QJ0H8 | TOURMALINE OIL CORP | CA | TOU CN | 3,880.02 | $33,924.44 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 122,454.16 | $5,413.03 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 51,920.56 | $40,057.16 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 303,686.31 | $13,659.51 | |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 2,546.04 | $134,990.81 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 37,789.51 | $852,396.36 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 146,944.99 | $7,224.66 | |
| BBG00V0BGWX2 | EOG US 07/02/20 P46 | US | -27.63 | -$138.13 | |
| BBG00V0C53Z4 | EXPE US 07/02/20 P76.5 | US | -16.65 | -$666.15 | |
| BBQ3850 | KEYWORDS STUDIOS PLC | IE | KWS LN | 440.86 | $9,898.40 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 6,646.07 | $8,390.67 |
| BH8295835 | SAUDI INTERNATIONAL BOND 2.90000 10/22/2025 | SA | 19,592.67 | $20,776.06 | |
| BJ2KSG2 | AKZO NOBEL | NL | AKZA NA | 382.12 | $34,329.54 |
| BJVB695 | BUONI POLIENNALI DEL TES 2.45000 09/01/2050 | IT | 66,615.06 | $78,579.55 | |
| BK0939417 | AMERICAN TANKER INC 7.75000 07/02/2025 | US | 19,592.67 | $19,592.67 | |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 11,183.23 | $716,598.30 |
| BMTRW10 | B&M EUROPEAN VALUE RETAIL SA | GB | BME LN | 6,703.15 | $32,995.53 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 4,824.17 | $65,290.34 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 3,855.53 | $102,299.97 |
| BVYVFW2 | AUTO TRADER GROUP PLC | GB | AUTO LN | 3,215.52 | $20,935.39 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 6,700.73 | $330,320.33 |
| BZ0VW78 | BINGO INDUSTRIES LTD | AU | BIN AU | 11,656.15 | $17,478.36 |
| BZ1HM42 | ADYEN NV | NL | ADYEN NA | 11.34 | $16,508.96 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 849.86 | $20,728.12 |
| G1151C101 | ACCENTURE PLC - CL A | IE | ACN | 621.96 | $133,547.03 |
| G29183103 | EATON CORP PLC | US | ETN | 90.06 | $7,878.50 |
| G51502105 | JOHNSON CONTROLS INTERNATIONAL | US | JCI | 197.82 | $6,753.72 |
| G5494J103 | LINDE PLC | GB | LIN | 59.43 | $12,605.16 |
| G5960L103 | MEDTRONIC INC | IE | MDT | 3,643.19 | $334,080.45 |
| G85158106 | STONECO LTD-A | BR | STNE | 475.7 | $18,438.26 |
| G8994E103 | TRANE TECHNOLOGIES | IE | TT | 45.03 | $4,006.80 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 565 | $31,227.72 |
| H01301128 | ALCON INC | CH | ALC | 5,185.72 | $297,245.55 |
| H1467J104 | CHUBB LTD | CH | CB | 73.65 | $9,325.40 |
| H2906T109 | GARMIN LTD | CH | GRMN | 38.75 | $3,778.24 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 89.51 | $5,882.79 |
| USD | US DOLLAR | US | 90,677.37 | $90,677.37 |
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
$14.27
Daily $ Change
-$0.06
Daily % Change
-0.42%
as of 07/09/2020
CUSIP
56382R837
Inception Date
05/14/2015
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 growth-oriented mix of investments that seeks to earn a good portion of the long-term growth of the stock market with less volatility. The portfolio is diversified primarily among various stock investments in both domestic and foreign markets. A substantial portion of the portfolio may be invested in long-term, fixed income securities. Stock exposure can range from 44% - 77%.
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 2035
- Who have time to pursue growth and can accept potentially significant 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.
Performance
As of 06/30/2020
YTD
4.07%
1 Year
11.33%
3 Year
9.37%
5 Year
7.54%
10 Year
9.46%
Inception
(01/01/2000)
7.35%
US Stock Market Cycle (04/01/2000 - 06/30/2020)
7.48%
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 (08/03/2012) is not the past performance of the Retirement Target CIT Fund and is based on historical performance data of the Manning & Napier Pro-Mix® CIT Fund(s) that would have been held according to the Retirement Target CIT Fund’s glide path. Returns are net of the Class 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. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.
Expense Ratio
| Gross | 0.50% |
| 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 06/30/2020
| TREASURY NOTES | 6.00% |
| GOVERNMENT AGENCY | 3.30% |
| MASTERCARD INC-CLASS A | 2.05% |
| VISA INC - CLASS A SHARES | 1.90% |
| TREASURY BONDS | 1.89% |
| AMAZON.COM INC | 1.70% |
| EXPEDIA INC | 1.70% |
| NEXON CO LTD | 1.70% |
| JOHNSON & JOHNSON | 1.61% |
| MICRON TECHNOLOGY INC | 1.58% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 06/30/2020
| Stocks | 65.69% | |
| Bonds | 34.11% | |
| Cash | 0.20% |
Detailed Asset Class Allocation
As of 06/30/2020
| International Equities | 18.22% | |
| Small Capitalization | 1.14% | |
| Mid Capitalization | 3.77% | |
| Large Capitalization | 42.56% | |
| Long Term Fixed Income | 10.80% | |
| Intermediate Term Fixed Income | 20.59% | |
| Short Term Fixed Income | 2.72% | |
| Cash | 0.20% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
June Fund Holdings
As of 06/30/2020
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 61,492.73 | $70,048.94 | |
| 00287Y109 | ABBVIE INC | US | ABBV | 214.61 | $21,069.99 |
| 00507V109 | ACTIVISION INC | US | ATVI | 7,145.94 | $542,376.89 |
| 00774MAG0 | AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 | IE | 182,530.69 | $175,374.30 | |
| 00791GAA5 | AG MERGER SUB II INC 10.75000 08/01/2027 | US | 4,697.53 | $4,603.58 | |
| 008492100 | AGREE REALTY CORP | US | ADC | 205 | $13,470.32 |
| 00912XAV6 | AIR LEASE CORP 3.62500 04/01/2027 | US | 157,449.73 | $154,426.55 | |
| 01166WAA5 | ALASKA AIR 2020-1 CL B 8.00000 08/15/2025 | US | 8,515.75 | $8,622.20 | |
| 013822AC5 | ALCOA NEDERLAND HOLDING 6.12500 05/15/2028 | NL | 11,844.15 | $12,132.91 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 73.02 | $11,848.17 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 2,810.8 | $606,288.89 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 218,364.09 | $242,593.16 | |
| 020002101 | ALLSTATE CORPORATION | US | ALL | 61.68 | $5,982.06 |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 19.86 | $28,080.67 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 360.9 | $511,769.13 |
| 023135106 | AMAZON.COM INC | US | AMZN | 310.21 | $855,827.13 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 34,437.76 | $90,915.68 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 9,020.38 | $299,812.55 |
| 02406PBA7 | AMERICAN AXLE & MFG INC 6.87500 07/01/2028 | US | 8,515.75 | $8,430.59 | |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 568 | $19,857.27 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 772.01 | $20,767.12 |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 1,500.28 | $387,883.38 |
| 03027XAW0 | AMERICAN TOWER CORP 3.80000 08/15/2029 | US | 191,099.7 | $216,281.85 | |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 2,285.01 | $2,286.94 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 669.65 | $24,308.36 |
| 032654105 | ANALOG DEVICES INC | US | ADI | 57.92 | $7,103.48 |
| 03690AAD8 | ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 | US | 14,682.73 | $11,599.36 | |
| 03690AAF3 | ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 | US | 13,998.17 | $11,058.55 | |
| 03748R754 | APARTMENT INVT & MGMT CO -A | US | AIV | 410.06 | $15,434.57 |
| 039483102 | ARCHER-DANIELS-MIDLAND CO | US | ADM | 125.1 | $4,991.29 |
| 053015103 | AUTOMATIC DATA PROCESSING | US | ADP | 55.3 | $8,233.62 |
| 053332102 | AUTOZONE INC | US | AZO | 94.45 | $106,555.21 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 190.01 | $29,382.83 |
| 05401AAJ0 | AVOLON HOLDINGS FNDG LTD 3.25000 02/15/2027 | KY | 99,250.1 | $80,166.88 | |
| 055622104 | BP PLC-SPONS ADR | GB | BP | 322.77 | $7,527.07 |
| 05722G100 | BAKER HUGHES CO | US | BKR | 259.36 | $3,991.62 |
| 060505104 | BANK OF AMERICA CORP | US | BAC | 918 | $21,802.42 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 95,567.5 | $105,540.45 | |
| 084670702 | BERKSHIRE HATHAWAY INC-CL B | US | BRK/B | 3,020.71 | $539,226.98 |
| 086516101 | BEST BUY INC | US | BBY | 69.56 | $6,070.52 |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 3,559.01 | $438,967.76 |
| 09247X101 | BLACKROCK INC | US | BLK | 259.02 | $140,928.89 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 1,915.41 | $25,170.77 |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 194.39 | $309,540.90 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 64.04 | $5,787.92 |
| 101137107 | BOSTON SCIENTIFIC CORP | US | BSX | 1,543.39 | $54,188.58 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 1,041.55 | $11,342.45 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 311.96 | $18,343.28 |
| 11680JAA0 | BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 | US | 43,753.13 | $875.06 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 4,050.82 | $377,860.29 |
| 12541W209 | C.H. ROBINSON WORLDWIDE INC | US | CHRW | 46.77 | $3,697.73 |
| 12555DAA3 | CIM 2019-INV1 A1 3.84515 02/25/2049 | US | 32,698.66 | $33,636.00 | |
| 12572Q105 | CME GROUP INC | US | CME | 1,540.89 | $250,456.06 |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 60,594.27 | $62,550.09 | |
| 12653CAC2 | CNX RESOURCES CORP 7.25000 03/14/2027 | US | 4,502.78 | $4,142.56 | |
| 12654TAA8 | CNX MIDSTREAM PTR/CNX 6.50000 03/15/2026 | US | 4,012.97 | $3,691.93 | |
| 127097103 | CABOT OIL & GAS CORP | US | COG | 45,983.22 | $789,991.74 |
| 131477AT8 | CALUMET SPECIALTY PROD 11.00000 04/15/2025 | US | 6,851.55 | $6,611.75 | |
| 133131102 | CAMDEN PROPERTY TRUST | US | CPT | 300.52 | $27,413.79 |
| 13321L108 | CAMECO CORP | CA | CCJ | 3,723.13 | $38,162.08 |
| 14180LAA4 | CARGO AIRCRAFT MANAGEMENT 4.75000 02/01/2028 | US | 11,844.15 | $11,740.51 | |
| 143905AN7 | CARRIAGE SERVICES INC 6.62500 06/01/2026 | US | 7,341.37 | $7,717.61 | |
| 149123101 | CATERPILLAR INC | US | CAT | 95.89 | $12,130.09 |
| 14980AAA0 | CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 | US | 43,753.31 | $43,364.69 | |
| 15135UAF6 | CENOVUS ENERGY INC 6.75000 11/15/2039 | CA | 8,515.75 | $8,291.47 | |
| 16119P108 | CHARTER COMMUNICATIONS INC-A | US | CHTR | 1,007.43 | $513,832.06 |
| 16411QAD3 | CHENIERE ENERGY PARTNERS 5.62500 10/01/2026 | US | 13,508.35 | $13,440.81 | |
| 166764100 | CHEVRON CORP | US | CVX | 1,111.04 | $99,137.96 |
| 172062101 | CINCINNATI FINANCIAL CORP | US | CINF | 34.35 | $2,199.42 |
| 17275R102 | CISCO SYSTEMS INC | US | CSCO | 531.11 | $24,771.04 |
| 172967424 | CITIGROUP INC | US | C | 275.87 | $14,097.18 |
| 172967KA8 | CITIGROUP INCA 4.45000 09/29/2027 | US | 164,496.03 | $187,799.73 | |
| 191216100 | COCA COLA CO/THE | US | KO | 17,114.12 | $764,658.81 |
| 194162103 | COLGATE-PALMOLIVE CO | US | CL | 170.16 | $12,466.24 |
| 20030N101 | COMCAST CORP-CL A | US | CMCSA | 418.16 | $16,300.03 |
| 20030NCY5 | COMCAST CORP 3.25000 11/01/2039 | US | 147,629.86 | $163,764.72 | |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 322.83 | $13,203.80 |
| 20451NAG6 | COMPASS MINERALS INTERNA 6.75000 12/01/2027 | US | 6,361.73 | $6,679.82 | |
| 205887102 | CONAGRA BRAND INC. | US | CAG | 132.98 | $4,676.84 |
| 20605P101 | CONCHO RESOURCES INC | US | CXO | 6,271.53 | $322,984.02 |
| 20825C104 | CONOCOPHILLIPS | US | COP | 4,832.5 | $203,061.86 |
| 21036P108 | CONSTELLATION BRANDS INC-A | US | STZ | 377.35 | $66,016.71 |
| 217204106 | COPART INC | US | CPRT | 2,783.89 | $231,814.37 |
| 21870Q105 | CORESITE REALTY CORP | US | COR | 56.97 | $6,897.07 |
| 222795502 | COUSINS PROPERTIES INC | US | CUZ | 805.21 | $24,019.37 |
| 22534GAA1 | CAALT 2020-1A 2.01000 02/15/2029 | US | 91,105.89 | $92,626.11 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 165.53 | $27,701.26 |
| 22822VAN1 | CROWN CASTLE INTL CORP 3.10000 11/15/2029 | US | 120,554.34 | $129,232.88 | |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 39,178.79 | $40,148.09 | |
| 231021106 | CUMMINS INC | US | CMI | 37.83 | $6,554.73 |
| 247361ZZ4 | DELTA AIR LINES INC 7.37500 01/15/2026 | US | 13,018.53 | $12,594.11 | |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 268.02 | $38,089.00 |
| 254687106 | WALT DISNEY CO/THE | US | DIS | 719.41 | $80,221.05 |
| 254687FW1 | WALT DISNEY COMPANY/THE 2.20000 01/13/2028 | US | 59,757.63 | $62,388.76 | |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 180,725 | $210,259.05 | |
| 256677105 | DOLLAR GENERAL CORP | US | DG | 745.5 | $142,025.84 |
| 256746108 | DOLLAR TREE STORES INC | US | DLTR | 4,030.06 | $373,505.79 |
| 25746UDG1 | DOMINION ENERGY 3.37500 04/01/2030 | US | 100,442.13 | $110,871.09 | |
| 25787GAC4 | DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 | US | 15,662.37 | $15,428.84 | |
| 25960P109 | DOUGLAS EMMETT INC | US | DEI | 555.05 | $17,017.71 |
| 260003108 | DOVER CORP | US | DOV | 30.91 | $2,984.38 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 27,382.67 | $28,067.24 | |
| 26439XAC7 | DCP MIDSTREAM OPERATING 8.12500 08/16/2030 | US | 4,012.97 | $4,213.62 | |
| 264411505 | DUKE RLTY INVTS INC | US | DRE | 550.91 | $19,496.64 |
| 26875P101 | EOG RESOURCES INC | US | EOG | 5,373.01 | $272,196.63 |
| 26884L109 | EQT CORP | US | EQT | 20,726.21 | $246,641.95 |
| 26884LAG4 | EQT CORP 7.00000 02/01/2030 | US | 8,515.75 | $8,771.48 | |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 1,797.77 | $38,627.60 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 66.35 | $7,869.59 |
| 285512109 | ELECTRONIC ARTS | US | EA | 3,788.81 | $500,312.42 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 4,216.98 | $22,613.16 |
| 291011104 | EMERSON ELEC CO | US | EMR | 140.27 | $8,701.24 |
| 29273RAR0 | ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 | US | 171,742.96 | $186,038.22 | |
| 29444U700 | EQUINIX INC | US | EQIX | 693.47 | $487,020.45 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 417.8 | $26,104.32 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 244.13 | $14,359.72 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 39.04 | $8,946.31 |
| 30212P303 | EXPEDIA INC | US | EXPE | 10,397.37 | $854,663.65 |
| 30212PAS4 | EXPEDIA GROUP INC 6.25000 05/01/2025 | US | 83,794.25 | $89,263.77 | |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 301,237.23 | $303,725.45 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 74.59 | $6,890.24 |
| 30231G102 | EXXON MOBIL CORP | US | XOM | 4,640.48 | $207,522.39 |
| 302491303 | FMC CORP | US | FMC | 2,646.74 | $263,668.04 |
| 30264DAA7 | FS ENERGY & POWER FUND 7.50000 08/15/2023 | US | 7,341.37 | $6,258.52 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.86118 02/25/2048 | US | 205,722.98 | $220,784.50 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 13,506,675.97 | $27,428.01 | |
| 30291XAE2 | FREMF 2014-K715 B FLT 4.12096 02/25/2046 | US | 171,435.82 | $173,184.16 | |
| 30303M102 | FACEBOOK INC -A | US | FB | 2,151.77 | $488,601.99 |
| 311900104 | FASTENAL CO | US | FAST | 152.79 | $6,545.70 |
| 3128M5DD9 | FHLM POOL G03400 5.50000 03/01/2037 | US | 21,538.7 | $24,703.46 | |
| 3128M6NC8 | FHLM POOL G04587 5.50000 08/01/2038 | US | 12,638.64 | $14,471.18 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 8,845.42 | $10,233.93 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 409.54 | $426.25 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 738.16 | $754.34 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 520.26 | $533.99 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 500.35 | $519.63 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 777.49 | $804.03 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 94,722.56 | $102,377.96 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 18,804.14 | $21,542.19 | |
| 3128P76R9 | FHLM POOL C91780 4.50000 07/01/2034 | US | 69,160.55 | $75,834.82 | |
| 3132LMMM5 | FHLM POOL K91364 4.50000 11/01/2033 | US | 33,091.49 | $35,603.18 | |
| 3132LNE83 | FHLM POOL K92059 4.50000 09/01/2034 | US | 52,382.7 | $57,070.88 | |
| 3133A6DB4 | FEDERAL NATL MTG ASSN FR QB0098 2.50000 06/01/2050 | US | 177,978.51 | $185,560.45 | |
| 3136AY6W8 | FNA 2017-M15 A1 FLT 3.05797 09/25/2027 | US | 125,081.24 | $136,298.53 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 52,018.76 | $53,961.67 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.35336 08/25/2020 | US | 416,873.17 | $85.38 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.32363 04/25/2021 | US | 327,123.42 | $1,994.83 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.63485 10/25/2021 | US | 369,883.6 | $5,686.41 | |
| 3137AME78 | FHMS K017 X1 FLT 1.43323 12/25/2021 | US | 2,492,797.07 | $33,280.83 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.54788 06/25/2022 | US | 1,170,396.16 | $25,777.74 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.28853 04/25/2023 | US | 4,383,833.31 | $19,534.80 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.20687 05/25/2023 | US | 2,818,252.85 | $8,805.07 | |
| 3137F4YU0 | FHR 4791 BA MTGE 4.00000 03/15/2044 | US | 55,184.28 | $56,360.58 | |
| 3137FG2L8 | FHR 4801 BA MTGE 4.50000 05/15/2044 | US | 35,776.76 | $36,368.70 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 16,142.13 | $17,949.71 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 7,780.14 | $8,656.75 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.64500 01/01/2049 | US | 240,598.54 | $281,807.43 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 44,220.56 | $50,807.15 | |
| 31407EJW4 | FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 | US | 23,472.85 | $26,943.35 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 437.3 | $445.51 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 540.7 | $551.85 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 2,454.68 | $2,481.36 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 2,715.66 | $2,746.83 | |
| 31410KGB4 | FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 | US | 42,572.56 | $48,926.94 | |
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| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 29 | $29.20 | |
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| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 63,994.97 | $70,152.11 | |
| 31418CYJ7 | FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 | US | 40,641.63 | $42,923.41 | |
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| 31418DQG0 | FEDERAL NATL MTG ASSN FN MA4054 2.50000 06/01/2040 | US | 250,932.27 | $261,766.35 | |
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| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 3,235.01 | $3,774.23 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 859.03 | $907.23 | |
| 315786AC7 | FIDELITY & GUARA NTY LIFE 5.50000 05/01/2025 | US | 16,346.93 | $17,654.69 | |
| 316067107 | FIDELITY CASH RESERVES | US | 10,688.57 | $10,688.57 | |
| 316773100 | FIFTH THIRD BANCORP | US | FITB | 175.17 | $3,377.32 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 382.45 | $14,701.28 |
| 33834YAA6 | FIVE POINT OP CO LP/FIVE 7.87500 11/15/2025 | US | 13,213.28 | $12,486.55 | |
| 34461LAA2 | FONTAINEBLEAU MIAMI BEACH TRUST 3.14400 12/10/2036 | US | 95,024.43 | $95,425.34 | |
| 345370CX6 | FORD MOTOR COMPANY 9.62500 04/22/2030 | US | 15,562.05 | $18,430.14 | |
| 345397XU2 | FORD MOTOR CREDIT CO LLC 4.38900 01/08/2026 | US | 8,321 | $7,923.09 | |
| 346232AE1 | FORESTAR GROUP INC 5.00000 03/01/2028 | US | 13,703.1 | $13,429.04 | |
| 34960PAB7 | FORTRESS TRANS & INFRAST 6.50000 10/01/2025 | US | 14,682.73 | $13,217.54 | |
| 35166FAA0 | FOXTROT ESCROW ISSUER 12.25000 11/15/2026 | US | 10,179.95 | $9,887.28 | |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 5,119.79 | $59,235.91 |
| 357081AE8 | FREMF 2015-K720 B FLT 3.50973 07/25/2022 | US | 104,820.76 | $108,190.44 | |
| 36166LAA5 | GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 | AE | 8,321 | $7,904.95 | |
| 36223NTR5 | GNMA POOL 312960 9.00000 09/15/2021 | US | 9.95 | $9.99 | |
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| 36257MAA3 | GSMS 2019-70P A 1.18475 10/15/2036 | US | 90,616.08 | $88,007.65 | |
| 369550108 | GENERAL DYNAMICS CORP | US | GD | 51.04 | $7,627.78 |
| 369604BQ5 | GENERAL ELECTRIC CO 5.00000 01/21/2021 | US | 146,886.16 | $114,729.84 | |
| 370334104 | GENERAL MLS INC | US | GIS | 151.23 | $9,323.27 |
| 37185LAL6 | GENESIS ENERGY LP/FIN 7.75000 02/01/2028 | US | 6,361.73 | $5,661.94 | |
| 372460105 | GENUINE PARTS CO | US | GPC | 47.83 | $4,159.09 |
| 374297109 | GETTY REALTY CORP | US | GTY | 354.94 | $10,534.65 |
| 375558103 | GILEAD SCIENCES INC | US | GILD | 220.05 | $16,930.31 |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 120,261.15 | $125,627.56 | |
| 384802104 | WW GRAINGER INC | US | GWW | 10.92 | $3,429.15 |
| 388689101 | GRAPHIC PACKAGING HOLDING CO | US | GPK | 32,515.15 | $454,886.95 |
| 400501102 | GRUPO AEROPORTUARIO CEN-ADR | MX | OMAB | 857.29 | $31,848.32 |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 614.13 | $44,106.60 |
| 40051E202 | GRUPO AEROPORTUARIO DEL SURESTE | MX | ASR | 377.26 | $42,363.05 |
| 4012250 | AIRBUS SE | FR | AIR FP | 133.4 | $9,558.74 |
| 4031976 | ADIDAS AG | DE | ADS GR | 1,183.33 | $311,984.72 |
| 404119BX6 | HCA INC 4.12500 06/15/2029 | US | 142,932.33 | $157,666.88 | |
| 404139AD9 | HC2 HOLDINGS INC 11.50000 12/01/2021 | US | 3,171.42 | $3,020.78 | |
| 416515104 | HARTFORD FINL SVCS | US | HIG | 89.92 | $3,466.56 |
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| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 233.57 | $6,841.16 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 257.95 | $6,840.70 |
| 42250P103 | HEALTHPEAK PROPERTIES INC | US | PEAK | 817.3 | $22,524.77 |
| 427866108 | HERSHEY CO/THE | US | HSY | 47.14 | $6,110.68 |
| 431571AB4 | HILLENBRAND INC 4.50000 09/15/2026 | US | 13,213.28 | $13,266.93 | |
| 43300A203 | HILTON WORLDWIDE HOLDINGS INC | US | HLT | 158.19 | $11,619.31 |
| 437076102 | HOME DEPOT INC | US | HD | 128.06 | $32,080.60 |
| 438516106 | HONEYWELL INTERNATIONAL INC | US | HON | 107.76 | $15,581.56 |
| 440452100 | HORMEL FOODS CORP | US | HRL | 91.39 | $4,411.43 |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 475.94 | $5,135.43 |
| 443201AA6 | HOWMET AEROSPACE INC 6.87500 05/01/2025 | US | 13,508.35 | $14,654.68 | |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 8,515.75 | $8,806.99 | |
| 450913AE8 | IAMGOLD CORP 7.00000 04/15/2025 | CA | 16,346.93 | $16,432.10 | |
| 452308109 | ILLINOIS TOOL WKS INC | US | ITW | 61.68 | $10,784.24 |
| 45337C102 | INCYTE CORP | US | INCY | 1,840.89 | $191,397.59 |
| 45569LAA9 | INDIGO NATURAL RES LLC 6.87500 02/15/2026 | US | 9,200.32 | $8,556.29 | |
| 45682RAA8 | INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 | AU | 7,341.37 | $6,625.58 | |
| 45778Q107 | INSPERITY INC | US | NSP | 3,166.46 | $204,964.86 |
| 458140100 | INTEL CORP | US | INTC | 491.71 | $29,419.29 |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 2,938.1 | $269,130.21 |
| 459200101 | INTERNATIONAL BUSINESS MACH CORP | US | IBM | 133.76 | $16,154.29 |
| 459506101 | INTERNATIONAL FLVRS & FRAGRANCES | US | IFF | 22.93 | $2,807.51 |
| 46116VAE5 | INTL FC STORE INC 8.62500 06/15/2025 | US | 19,380.27 | $20,240.36 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 67.58 | $38,508.13 |
| 46187BAA1 | IHSFR 2017-SFR2 A 1.04388 12/17/2036 | US | 44,231.68 | $43,686.24 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 1.34388 12/17/2036 | US | 36,246.43 | $36,087.73 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 1,106.05 | $30,449.53 |
| 46284VAL5 | IRON MOUNTAIN INC 5.62500 07/15/2032 | US | 9,200.32 | $9,181.00 | |
| 465410BX5 | ITALY GOV'T INT BOND 2.37500 10/17/2024 | IT | 48,981.66 | $49,591.99 | |
| 46625H100 | JP MORGAN CHASE & CO | US | JPM | 303.34 | $28,532.02 |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 28,667.27 | $29,433.05 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 34,597.16 | $36,192.70 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 60,388.65 | $61,968.31 | |
| 46647PBP0 | JPMORGAN CHASE & CO 2.95600 05/13/2031 | US | 157,720.95 | $167,276.24 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 43,775.81 | $44,294.53 | |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 713.24 | $9,757.12 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 5,744.01 | $807,780.79 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 10,179.95 | $1,247.04 | |
| 482480100 | KLA-TENCOR CORPORATION | US | KLAC | 37.83 | $7,357.52 |
| 487526AB1 | KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 | US | 9,690.13 | $10,319.99 | |
| 49427F108 | KILROY REALTY CORP | US | KRC | 353.24 | $20,734.92 |
| 494368103 | KIMBERLY CLARK CORP | US | KMB | 64.47 | $9,113.45 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 152,917.53 | $204,934.13 | |
| 501044101 | KROGER CO | US | KR | 187.18 | $6,336.14 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 13,508.35 | $13,744.75 | |
| 505742AG1 | LADDER CAP FIN LLLP/CORP 5.25000 10/01/2025 | US | 13,018.53 | $11,224.58 | |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 722.97 | $82,211.98 |
| 512816109 | LAMAR ADVERTISING CO-A | US | LAMR | 100.73 | $6,724.43 |
| 516806AG1 | LAREDO PETROLEUM INC 10.12500 01/15/2028 | US | 6,361.73 | $4,389.60 | |
| 53223X107 | LIFE STORAGE INC | US | LSI | 65.78 | $6,246.11 |
| 532457108 | ELI LILLY & CO | US | LLY | 92.45 | $15,177.97 |
| 539473AE8 | LLOYDS BANK PLC 12.00000 12/16/2024 | GB | 13,691.33 | $15,797.06 | |
| 539830109 | LOCKHEED MARTIN CORP | US | LMT | 44.89 | $16,382.50 |
| 54238XAC2 | LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 | US | 14,682.73 | $1,394.86 | |
| 550021109 | LULULEMON - ADR | CA | LULU | 1,177.44 | $367,372.36 |
| 552697AQ7 | MDC PARTNERS INC 6.50000 05/01/2024 | CA | 9,200.32 | $8,556.29 | |
| 56585A102 | MARATHON PETROLEUM CORP | US | MPC | 157.06 | $5,870.84 |
| 573284106 | MARTIN MARIETTA MATERIALS | US | MLM | 726.31 | $150,034.84 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 3,486.79 | $1,031,045.08 |
| 58933Y105 | MERCK & CO INC | US | MRK | 835.82 | $64,633.73 |
| 59001KAG5 | MERITOR INC 6.25000 06/01/2025 | US | 8,515.75 | $8,600.91 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 3,519.68 | $716,290.85 |
| 595112103 | MICRON TECHNOLOGY INC | US | MU | 15,429.35 | $794,920.21 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 173.36 | $19,879.20 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 12,176.56 | $622,587.75 |
| 615369105 | MOODY'S CORPORATION | US | MCO | 1,123.33 | $308,612.71 |
| 61965RAA3 | MOSS CREEK RESOURCES HLD 7.50000 01/15/2026 | US | 9,005.57 | $4,502.78 | |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 4,502.78 | $2,499.04 | |
| 6253983 | ARISTOCRAT LEISURE LTD | AU | ALL AU | 335.98 | $6,016.13 |
| 62913TAJ1 | NGL ENRGY PART LP/FIN CO 7.50000 11/01/2023 | US | 8,515.75 | $7,068.07 | |
| 6321954 | TRAVELSKY TECHNOLOGY LTD-H | CN | 696 HK | 4,971.42 | $8,802.08 |
| 63938CAH1 | NAVIENT CORP 6.75000 06/25/2025 | US | 13,018.53 | $12,416.43 | |
| 63938EAC8 | NAVSL 2014-1 A3 FLT 0.69450 06/25/2031 | US | 80,358.87 | $77,257.19 | |
| 63938NAF1 | NAVIOS SA LOGIST/FIN US 10.75000 07/01/2025 | MH | 5,187.35 | $5,355.94 | |
| 64110D104 | NETAPP INC | US | NTAP | 64.75 | $2,872.88 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 39,429.12 | $42,083.79 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 73,632.92 | $78,959.70 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 135,387.32 | $143,891.93 | |
| 654106103 | NIKE INC CLASS B | US | NKE | 1,151.56 | $112,910.19 |
| 655844108 | NORFOLK SOUTHN CORP | US | NSC | 38.07 | $6,683.36 |
| 6642321 | NIKON CORP | JP | 7731 JP | 30,693.69 | $257,775.60 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 41,894.18 | $429.42 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 8,867.29 | $774,469.11 |
| 670346105 | NUCOR CORP | US | NUE | 92.35 | $3,824.18 |
| 67401PAB4 | OAKTREE SPECIALTY LEND 3.50000 02/25/2025 | US | 8,321 | $8,129.42 | |
| 6742340 | SHANDONG WEIGAO | CN | 1066 HK | 22,845.64 | $51,010.87 |
| 674599EA9 | OCCIDENTAL PETROLEUM COR 8.87500 07/15/2030 | US | 5,187.35 | $5,180.87 | |
| 675232AB8 | OCEANEERING INTL INC 6.00000 02/01/2028 | US | 12,723.47 | $8,906.43 | |
| 6821506 | SONY CORP FIRST SECTION | JP | 6758 JP | 289.52 | $19,985.92 |
| 68389X105 | ORACLE CORP | US | ORCL | 285.36 | $15,771.93 |
| 69144AAA7 | OXFIN 2020-1A A2 3.10100 02/15/2028 | US | 78,370.66 | $79,562.30 | |
| 69318FAH1 | PBF HOLDING CO LLC 6.00000 02/15/2028 | US | 7,831.18 | $6,499.88 | |
| 69327RAJ0 | PDC ENERGY INC 5.75000 05/15/2026 | US | 7,831.18 | $7,126.38 | |
| 693456AW5 | PMTLT 2013-J1 a9 3.50000 09/25/2043 | US | 67,979.49 | $71,612.48 | |
| 693475105 | PNC FINANCIAL SERVICES GROUP | US | PNC | 59.15 | $6,223.55 |
| 693506107 | PPG INDUSTRIES INC | US | PPG | 43.7 | $4,634.84 |
| 701094104 | PARKER HANNIFIN CORP | US | PH | 26.64 | $4,882.79 |
| 7021963 | DEUTSCHE BOERSE AG | DE | DB1 GR | 965.17 | $174,672.73 |
| 70450Y103 | PAYPAL HOLDINGS INC | US | PYPL | 4,112.86 | $716,583.88 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 5,477.07 | $607,245.83 |
| 713448108 | PEPSICO INC | US | PEP | 2,032.53 | $268,822.01 |
| 717081103 | PFIZER INC | US | PFE | 738.54 | $24,150.25 |
| 719245AD4 | PHOTO HOLDINGS MERGER SU 8.50000 10/01/2026 | US | 11,354.33 | $10,715.65 | |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 440.3 | $7,714.04 |
| 71953LAA9 | PICASSO FINANCE SUB INC 6.12500 06/15/2025 | US | 12,528.72 | $12,810.61 | |
| 723787107 | PIONEER NATURAL RESOURCES CO | US | PXD | 3,868.09 | $377,912.14 |
| 73179PAM8 | POLYONE CORP 5.75000 05/15/2025 | US | 8,025.93 | $8,256.68 | |
| 733174AK2 | POPULAR INC 6.12500 09/14/2023 | PR | 8,321 | $8,404.21 | |
| 741503AZ9 | BOOKING HOLDINGS INC 3.60000 06/01/2026 | US | 273,011.16 | $299,607.71 | |
| 74166MAE6 | PRIME SECSRVC BRW/FINANC 6.25000 01/15/2028 | US | 13,703.1 | $12,915.17 | |
| 74340W103 | PROLOGIS | US | PLD | 875.12 | $81,674.75 |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 138.22 | $26,522.49 |
| 747525103 | QUALCOMM INC | US | QCOM | 134.03 | $12,225.29 |
| 74834L100 | QUEST DIAGNOSTICS INC | US | DGX | 38.93 | $4,436.13 |
| 750236AW1 | RADIAN GROUP INC 4.87500 03/15/2027 | US | 19,185.52 | $18,034.39 | |
| 75513E101 | RAYTHEON TECHNOLOGIES CORP | US | RTX | 226.21 | $13,938.93 |
| 756109104 | REALTY INCOME CORP | US | O | 157.21 | $9,354.22 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 163.86 | $7,519.75 |
| 7591EP100 | REGIONS FINANCIAL CORP. | US | RF | 261.38 | $2,906.54 |
| 76131D103 | RESTAURANT BRANDS INTERN | CA | QSR | 751.57 | $41,058.00 |
| 76169C100 | REXFORD INDUSTRIAL REALITY IN | US | REXR | 472.31 | $19,567.73 |
| 7698356 | GETINGE AB-B SHS | SE | GETIB SS | 1,721.52 | $32,079.43 |
| 773903109 | ROCKWELL AUTOMATION INC | US | ROK | 27.15 | $5,783.23 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 4,055.28 | $123,483.30 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 5,916.12 | $392,475.10 |
| 78409V104 | S&P GLOBAL INC | US | SPGI | 900.41 | $296,666.84 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 1,311.71 | $390,785.85 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 14,192.92 | $14,050.99 | |
| 78449UAB4 | SMB 2020-A A2A MTGE 2.23000 09/15/2037 | US | 103,351.31 | $105,275.01 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 214,197.86 | $251,682.49 | |
| 79466L302 | SALESFORCE.COM | US | CRM | 2,080.18 | $389,679.59 |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 8,449.02 | $155,377.41 |
| 808625AA5 | SCIENCE APPLICATIONS INT 4.87500 04/01/2028 | US | 9,005.57 | $8,952.07 | |
| 81141R100 | SEA LTD - ADR | SG | SE | 1,387.8 | $148,827.27 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 458.64 | $77,931.51 |
| 81745BAB1 | SEMT 2013-6 A2 3.00000 05/25/2043 | US | 87,842.22 | $91,866.19 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 37,608.39 | $39,009.33 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 52,053.12 | $54,332.18 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 43,011.87 | $43,327.60 | |
| 81762P102 | SERVICENOW INC | US | NOW | 1,089.07 | $441,140.48 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 34.49 | $4,409.48 |
| 832696405 | JM SMUCKER CO/THE-NEW COM WI | US | SJM | 34.53 | $3,653.17 |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 20,975.04 | $21,440.20 | |
| 83404RAB4 | SOFI 2018-B A2FX MTGE 3.34000 08/25/2047 | US | 84,248.46 | $87,107.20 | |
| 83406TAB8 | SOFI 2020-A A2FX MTGE 2.54000 05/15/2046 | US | 65,145.61 | $67,507.03 | |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 1,962.69 | $78,056.24 |
| 844741BJ6 | SOUTHWEST AIRLINES CO 5.25000 05/04/2025 | US | 126,372.69 | $133,405.19 | |
| 85172FAN9 | SPRINGLEAF FINANCE CORP 7.12500 03/15/2026 | US | 13,703.1 | $14,182.57 | |
| 85207UAH8 | SPRINT CORP 7.12500 06/15/2024 | US | 10,669.77 | $12,047.66 | |
| 852234103 | SQUARE INC - A | US | SQ | 512.58 | $53,790.38 |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 331.56 | $9,721.32 |
| 854502101 | STANLEY WORKS/THE | US | SWK | 32.65 | $4,550.47 |
| 85571BAL9 | STARWOOD PROPERTY TRUST 4.75000 03/15/2025 | US | 13,703.1 | $12,469.82 | |
| 85571BAP0 | STARWOOD PROPERTY TRUST 3.62500 02/01/2021 | US | 6,851.55 | $6,731.65 | |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 1.65475 11/15/2027 | US | 130,243.46 | $99,496.65 | |
| 862121100 | STORE CAPITAL CORP | US | STOR | 285.25 | $6,791.69 |
| 866674104 | SUN COMMUNITIES | US | SUI | 263.42 | $35,740.25 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 565.03 | $4,605.01 |
| 87105L104 | SWITCH INC - A | US | SWCH | 483.81 | $8,621.50 |
| 871829107 | SYSCO CORP | US | SYY | 103.26 | $5,644.44 |
| 872540109 | TJX COMPANIES INC | US | TJX | 2,156.66 | $109,040.85 |
| 872540AR0 | TJX COS INC 3.50000 04/15/2025 | US | 100,442.13 | $111,807.32 | |
| 87422VAJ7 | TALEN ENERGY SUPPLY LLC 7.62500 06/01/2028 | US | 12,528.72 | $12,528.72 | |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 25,640.39 | $25,705.04 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 6,166.98 | $1,372.15 | |
| 88032WAN6 | TENCENT HOLDINGS 3.97500 04/11/2029 | KY | 142,542.83 | $159,769.88 | |
| 88146M101 | TERRENO REALTY CORP | US | TRNO | 145.85 | $7,677.73 |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 143.07 | $18,165.86 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 818.78 | $296,675.80 |
| 88579Y101 | 3M CO | US | MMM | 92.45 | $14,420.83 |
| 89151E109 | TOTAL S A SPONSORED ADR | FR | TOT | 5,894.7 | $226,710.33 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 160,925.78 | $163,677.36 | |
| 89173FAA8 | TPMT 2017-1 A1 2.75000 10/25/2056 | US | 88,196.09 | $90,243.14 | |
| 89177EAA7 | TPMT 2019-HY1 A1 1.18450 10/25/2048 | US | 78,386.48 | $78,018.37 | |
| 892231AA9 | TOWNSQUARE MEDIA INC 6.50000 04/01/2023 | US | 12,234.83 | $10,521.95 | |
| 89417E109 | TRAVELLERS COS INC | US | TRV | 49.8 | $5,680.08 |
| 89613BAA5 | TAH 2016-SFR1 A 2.58900 11/17/2033 | US | 209,409.56 | $210,314.69 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 73,146.45 | $76,023.22 | |
| 89832Q109 | TRUIST FINANCIAL CORP | US | TFC | 254.18 | $9,544.49 |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 22,413.6 | $21,348.95 | |
| 902494103 | TYSON FOODS INC -CL A | US | TSN | 80.98 | $4,835.57 |
| 902653104 | UDR INC | US | UDR | 290.43 | $10,856.10 |
| 902973304 | U.S. BANCORP | US | USB | 264.96 | $9,755.79 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 13,207.27 | $724,814.91 |
| 907818108 | UNION PAC CORP | US | UNP | 102.31 | $17,296.89 |
| 91086QBG2 | UNITED MEXICAN STATES 4.12500 01/21/2026 | MX | 19,592.67 | $21,160.27 | |
| 912796SZ3 | TREASURY BILL 0.00000 07/16/2020 | US | 626,965.29 | $626,931.98 | |
| 912810FS2 | TSY INFL IX N/B 2.00000 01/15/2026 | US | 518,210.23 | $602,222.44 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 698,224.38 | $951,712.56 | |
| 9128286N5 | TSY INFL IX N/B 0.50000 04/15/2024 | US | 376,440.97 | $395,630.11 | |
| 912828K74 | US TREASURY N/B 2.00000 08/15/2025 | US | 706,328.13 | $766,752.30 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 1,207,182.61 | $1,293,713.08 | |
| 912828WJ5 | US TREASURY N/B 2.50000 05/15/2024 | US | 876,893.74 | $954,067.24 | |
| 912828ZJ2 | TSY INFL IX N/B 0.12500 04/15/2025 | US | 363,671.61 | $380,985.63 | |
| 91324P102 | UNITEDHEALTH GROUP INC | US | UNH | 335.94 | $99,086.65 |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 704.23 | $8,359.26 |
| 918204108 | VF CORP | US | VFC | 95.66 | $5,829.23 |
| 91913Y100 | VALERO ENERGY | US | VLO | 92.99 | $5,469.95 |
| 92343VDU5 | VERIZON COMMUNICATIONS 5.25000 03/16/2037 | US | 237,697.3 | $318,219.97 | |
| 92511U102 | VERRA MOBILITY CORP | US | VRRM | 6,157.06 | $63,294.61 |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 234.67 | $68,128.17 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 4,941.92 | $954,631.64 |
| 92826CAK8 | VISA INC 2.70000 04/15/2040 | US | 150,863.52 | $161,428.85 | |
| 92840JAA7 | VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 | MUL | 9,005.57 | $8,105.01 | |
| 92840VAG7 | VISTRA OPERATIONS CO LLC 3.70000 01/30/2027 | US | 8,515.75 | $8,769.77 | |
| 928668BE1 | VOLKSWAGEN GROUP AMERICA 3.35000 05/13/2025 | US | 92,085.53 | $98,276.97 | |
| 929160109 | VULCAN MATERIALS CO | US | VMC | 2,324.45 | $269,287.23 |
| 93065PAA9 | WBHT 2019-WBM A FLT 1.23475 12/15/2033 | US | 111,188.38 | $103,947.10 | |
| 931142103 | WAL MART STORES | US | WMT | 257.83 | $30,883.33 |
| 94106L109 | WASTE MANAGEMENT INC | US | WM | 84.56 | $8,956.18 |
| 949746101 | WELLS FARGO COMPANY | US | WFC | 566.01 | $14,489.83 |
| 94987MAB7 | WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 | US | 13,587.43 | $13,617.56 | |
| 95040Q104 | WELLTOWER INC. | US | WELL | 371.26 | $19,212.68 |
| 95081QAP9 | WESCO DISTRIBUTION INC 7.25000 06/15/2028 | US | 8,515.75 | $9,005.41 | |
| 955306105 | WEST PHARMACEUTICAL SERVICES | US | WST | 240.13 | $54,549.62 |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 13,018.53 | $13,370.16 | |
| 966387AH5 | WHITING PETROLEUM CORP 5.75000 03/15/2021 | US | 44,437.7 | $8,554.26 | |
| 96949LAD7 | WILLIAMS PARTNERS LP 3.75000 06/15/2027 | US | 146,260.73 | $156,588.76 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 9,393.79 | $9,409.60 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 42,381.34 | $43,637.10 | |
| 98212BAM5 | WPX ENERGY 5.87500 06/15/2028 | US | 4,012.97 | $3,856.26 | |
| 98311A105 | WYNDHAM HOTELS & RESORTS INC | US | WH | 367.79 | $15,675.39 |
| 983919101 | XILINX INC | US | XLNX | 47.28 | $4,651.87 |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 2,353.35 | $66,738.31 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 2,423.25 | $11,263.05 |
| B1Y47Y7 | GERRESHEIMER AG | DE | GXI GR | 464.61 | $42,937.32 |
| B1Y9TB3 | DANONE | FR | BN FP | 667.54 | $46,336.14 |
| B3QJ0H8 | TOURMALINE OIL CORP | CA | TOU CN | 3,880.02 | $33,924.44 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 122,454.16 | $5,413.03 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 51,920.56 | $40,057.16 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 303,686.31 | $13,659.51 | |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 2,546.04 | $134,990.81 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 37,789.51 | $852,396.36 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 146,944.99 | $7,224.66 | |
| BBG00V0BGWX2 | EOG US 07/02/20 P46 | US | -27.63 | -$138.13 | |
| BBG00V0C53Z4 | EXPE US 07/02/20 P76.5 | US | -16.65 | -$666.15 | |
| BBQ3850 | KEYWORDS STUDIOS PLC | IE | KWS LN | 440.86 | $9,898.40 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 6,646.07 | $8,390.67 |
| BH8295835 | SAUDI INTERNATIONAL BOND 2.90000 10/22/2025 | SA | 19,592.67 | $20,776.06 | |
| BJ2KSG2 | AKZO NOBEL | NL | AKZA NA | 382.12 | $34,329.54 |
| BJVB695 | BUONI POLIENNALI DEL TES 2.45000 09/01/2050 | IT | 66,615.06 | $78,579.55 | |
| BK0939417 | AMERICAN TANKER INC 7.75000 07/02/2025 | US | 19,592.67 | $19,592.67 | |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 11,183.23 | $716,598.30 |
| BMTRW10 | B&M EUROPEAN VALUE RETAIL SA | GB | BME LN | 6,703.15 | $32,995.53 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 4,824.17 | $65,290.34 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 3,855.53 | $102,299.97 |
| BVYVFW2 | AUTO TRADER GROUP PLC | GB | AUTO LN | 3,215.52 | $20,935.39 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 6,700.73 | $330,320.33 |
| BZ0VW78 | BINGO INDUSTRIES LTD | AU | BIN AU | 11,656.15 | $17,478.36 |
| BZ1HM42 | ADYEN NV | NL | ADYEN NA | 11.34 | $16,508.96 |
| G0772R208 | BANK OF N.T. BUTTERFIELD&SON | BM | NTB | 849.86 | $20,728.12 |
| G1151C101 | ACCENTURE PLC - CL A | IE | ACN | 621.96 | $133,547.03 |
| G29183103 | EATON CORP PLC | US | ETN | 90.06 | $7,878.50 |
| G51502105 | JOHNSON CONTROLS INTERNATIONAL | US | JCI | 197.82 | $6,753.72 |
| G5494J103 | LINDE PLC | GB | LIN | 59.43 | $12,605.16 |
| G5960L103 | MEDTRONIC INC | IE | MDT | 3,643.19 | $334,080.45 |
| G85158106 | STONECO LTD-A | BR | STNE | 475.7 | $18,438.26 |
| G8994E103 | TRANE TECHNOLOGIES | IE | TT | 45.03 | $4,006.80 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 565 | $31,227.72 |
| H01301128 | ALCON INC | CH | ALC | 5,185.72 | $297,245.55 |
| H1467J104 | CHUBB LTD | CH | CB | 73.65 | $9,325.40 |
| H2906T109 | GARMIN LTD | CH | GRMN | 38.75 | $3,778.24 |
| N53745100 | LYONDELLBASELL INDU-CL A | US | LYB | 89.51 | $5,882.79 |
| USD | US DOLLAR | US | 90,677.37 | $90,677.37 |
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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