Investment Objective

To provide capital growth and manage risk for investors planning to retire in or around the year indicated in the fund’s name.

Investment Strategy

Currently: The portfolio is currently invested in a moderately conservative mix of securities that seeks a more stable rate of growth than that of the stock market by placing a greater emphasis on bonds to help maintain stability. The portfolio is diversified primarily among fixed income securities, with a focus on intermediate maturities. Stock exposure can range from 16% - 48%.

Over Time: The portfolio’s investment mix will gradually become more conservative as the target date approaches and for several years after the target date. At five years after the target date and beyond, the focus will be on capital preservation, and stock exposure can range from 15% - 45%.

May be Appropriate for Investors

  • Who may have stopped contributions and started periodic withdrawals around the year 2015
  • Who currently have a moderately low tolerance for risk and are looking to minimize extreme declines in account value
  • Who prefer to take advantage of professional management through a single, diversified investment portfolio that becomes more conservative over time

About Target Date Funds

A target date fund is a single investment portfolio designed to meet an investor’s changing needs over time. The fund gradually shifts from a more aggressive to a more conservative investment objective over the years to reflect an appropriate risk/return trade-off for the investor’s changing time horizon.

Target Series Glide Path Overview

Learn more about our Glide Range SM

Daily Price

$14.49

Daily $ Change

$0.02

Daily % Change

0.14%

as of 06/24/2019

CUSIP

302027685

Inception Date

08/03/2012

This fund is only available for use within certain qualified employee benefit plans.

Important Documents

Annual Report
Applications & Forms

Each Retirement Target CIT Fund seeks to achieve its investment objectives by investing in a combination of other Manning & Napier CIT Funds (the “underlying CIT Funds”) in order to meet its target asset allocations and investment style. The financial statements of the underlying Pro-Mix® CIT Funds should be read in conjunction with the Retirement Target CIT Funds’ financial statements.
Pro-Mix® CIT Fund Annual Report

Performance

As of 05/31/2019

YTD

6.79%

1 Year

4.51%

3 Year

5.07%

5 Year

2.73%

10 Year

6.87%

Inception
(01/01/2000)

6.27%

US Stock Market Cycle (04/01/2000 - 05/31/2019)

6.20%

Performance through the inception date of the Retirement Target CIT Class I Units 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. The Retirement Target CIT Fund will gradually become more conservative over time. Returns are net of the Class I expenses. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.

Expense Ratio

Gross 0.73%
Net 0.69%*

*Includes acquired fund fees and expenses of the underlying collective investment trusts and reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.

Top Ten Investments

As of 05/31/2019

TREASURY NOTES 9.70%
GOVERNMENT AGENCY 9.27%
TREASURY BILLS 4.27%
UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 3.99%
TREASURY BONDS 3.79%
SWEDISH EXPORT CREDIT 1.12500 08/28/2019 1.19%
VERIZON COMMUNICATIONS 5.50000 03/16/2047 1.19%
BOOKING HOLDINGS INC 3.60000 06/01/2026 1.12%
EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 1.10%
BANK OF AMERICA CORP 4.00000 01/22/2025 1.10%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 05/31/2019

Bonds 71.04%
Stocks 28.54%
Cash 0.42%

Detailed Asset Class Allocation

As of 05/31/2019

International Equities 8.25%
Small Capitalization 0.62%
Mid Capitalization 1.37%
Large Capitalization 18.31%
Long Term Fixed Income 21.75%
Intermediate Term Fixed Income 30.50%
Short Term Fixed Income 18.78%
Cash 0.42%

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

May Fund Holdings

As of 05/31/2019

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00101JAM8 ADT CORP 5.25000 03/15/2020 US 3,147.28 $3,178.76
00206R102 AT&T INC US T 95.47 $2,919.51
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 100,239.92 $104,462.34
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 177,703.25 $177,189.68
00287Y109 ABBVIE INC US ABBV 167.05 $12,814.74
004239109 ACADIA REALTY TRUST US AKR 55.09 $1,506.65
00507V109 ACTIVISION INC US ATVI 988.87 $42,887.08
00774MAG0 AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 IE 100,263.1 $103,442.64
0081180 BARRATT DEVELOPMENTS PLC GB BDEV LN 81.22 $572.93
008492100 AGREE REALTY CORP US ADC 35.12 $2,351.47
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 102,683.78 $104,344.78
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 13.38 $1,959.13
01609W102 ALIBABA GROUP - ADR CN BABA 4.37 $652.46
020002101 ALLSTATE CORPORATION US ALL 44.57 $4,256.97
02079K107 ALPHABET INC-CL C US GOOG 57.67 $63,643.02
02079K305 ALPHABET INC-CL A US GOOGL 54.94 $60,788.40
023135106 AMAZON.COM INC US AMZN 15.74 $27,937.91
02319V103 AMBEV SA-ADR BR ABEV 7,419.32 $33,164.37
0237400 DIAGEO PLC GB DGE LN 1,982.93 $83,405.42
02376RAA0 AMERICAN AIRLINES GROUP 5.50000 10/01/2019 US 17,963.18 $18,030.54
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 56.64 $2,623.54
0263494 BAE SYSTEMS PLC GB BA/ LN 126.32 $722.14
02665T306 AMERICAN HOMES 4 RENT- A US AMH 356.75 $8,708.26
026874784 AMERICAN INTL GROUP INC US AIG 79.63 $4,066.73
02753GAA7 AMERICAN MIDSTREAM PTR/F 9.50000 12/15/2021 US 4,785.21 $4,641.65
03019LAA4 AMERICAN TANKER INC 9.25000 02/22/2022 US 4,913.78 $4,961.75
03027X100 AMERICAN TOWER REIT INC US AMT 181.61 $37,915.22
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 2,388.17 $2,411.54
03064D108 AMERICOLD REALTY TRUST US COLD 51.48 $1,611.33
031162100 AMGEN INC US AMGN 72.77 $12,130.10
03748R754 APARTMENT INVT & MGMT CO -A US AIV 101.11 $5,050.68
03784Y200 APPLE HOSPITALITY REIT INC US APLE 97.82 $1,510.37
038222105 APPLIED MATERIALS INC US AMAT 3.72 $144.01
039483102 ARCHER-DANIELS-MIDLAND CO US ADM 2.61 $100.01
03968AAA9 ARD SECURITIES FINANCE 8.75000 01/31/2023 LU 1,016.95 $976.27
03990B101 ARES MANAGEMENT CORP - A US ARES 187.95 $4,828.31
0405207 HALMA PLC GB HLMA LN 18.67 $427.90
045086AF2 ASHTON WOODS USA/FINANCE 6.75000 08/01/2025 US 2,033.91 $1,901.70
04621X108 ASSURANT INC US AIZ 27.4 $2,738.88
0490656 KERRY GROUP PLC-A IE KYGA LN 7.62 $876.54
05278C107 AUTOHOME INC-ADR CN ATHM 6.97 $599.14
053484101 AVALONBAY COMMUNITIES INC US AVB 82.7 $16,789.38
054937107 BB&T CORP US BBT 2.79 $130.43
055622104 BP PLC-SPONS ADR GB BP 292.84 $11,924.24
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 25,713.58 $26,077.77
05722G100 BAKER HUGHES A GE CO US BHGE 4.56 $97.58
060505104 BANK OF AMERICA CORP US BAC 1,261.52 $33,556.46
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 157,510.68 $162,580.67
0673123 ASSOCIATED BRITISH FOODS PLC GB ABF LN 24.88 $775.42
06759L103 BARINGS BDC INC US BBDC 298.4 $2,954.17
0682538 PERSIMMON PLC GB PSN LN 23.11 $574.87
084670702 BERKSHIRE HATHAWAY INC-CL B US BRK/B 418.13 $82,547.47
086516101 BEST BUY INC US BBY 1.8 $112.80
0870612 LLOYDS BANKING GROUP PLC GB LLOY LN 1,010.8 $730.61
0878230 TAYLOR WIMPEY PLC GB TW/ LN 274.56 $573.64
088606108 BHP GROUP LTD AU BHP 225.19 $11,689.71
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 370.98 $30,509.78
0922320 SMITH & NEPHEW PLC GB SN/ LN 40.47 $850.16
09247X101 BLACKROCK INC US BLK 51.26 $21,301.80
0925288 GLAXOSMITHKLINE PLC GB GSK LN 150.27 $2,901.13
09253U108 BLACKSTONE GROUP LP/THE US BX 230.76 $8,734.17
0946580 WEIR GROUP PLC/THE GB WEIR LN 53.1 $981.84
097023105 BOEING CO US BA 50.08 $17,108.25
09857L108 BOOKING HOLDINGS INC US BKNG 53.88 $89,231.94
0989529 ASTRAZENECA PLC GB AZN LN 51.37 $3,785.93
101121101 BOSTON PROPERTIES INC US BXP 69.86 $9,139.77
105368203 BRANDYWINE REALTY TRUST US BDN 451.2 $6,817.66
110122108 BRISTOL MYERS SQUIBB CO US BMY 279.63 $12,686.79
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 8.58 $297.53
11134LAB5 BROADCOM CRP / CAYMN FI 2.37500 01/15/2020 US 107,560.4 $107,267.61
11135F101 BROADCOM INC US AVGO 37.59 $9,458.72
11680JAA0 BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 US 4,228.52 $3,795.10
12503M108 CBOE GLOBAL MARKETS INC US CBOE 316.36 $34,337.67
12541W209 C.H. ROBINSON WORLDWIDE INC US CHRW 1.22 $96.75
12555DAA3 CIM 2019-INV1 A1 4.00000 02/25/2049 US 22,212.75 $22,904.74
12572Q105 CME GROUP INC US CME 184.94 $35,529.84
125896100 CMS ENERGY CORP US CMS 145.99 $8,191.47
12591QAR3 COMM 2014-UBS4 A5 3.69400 08/10/2047 US 23,142.22 $24,270.01
12592BAB0 CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 US 104,307.73 $104,177.34
12593GAF9 COMM 2015-PC1 A5 3.90200 07/10/2050 US 12,213.95 $12,954.56
12629NAF2 COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 US 26,999.25 $27,800.94
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 47,412.13 $45,886.88
126650100 CVS HEALTH CORP US CVS 147.72 $7,736.20
133131102 CAMDEN PROPERTY TRUST US CPT 16.56 $1,711.70
13321L108 CAMECO CORP CA CCJ 46.42 $468.37
149123101 CATERPILLAR INC US CAT 61.61 $7,381.61
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 1,821.65 $1,816.72
14980AAA0 CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 US 34,309.78 $34,364.43
156504AH5 CENTURY COMMUNITIES 5.87500 07/15/2025 US 5,737.88 $5,594.43
156504AJ1 CENTURY COMMUNITIES 6.75000 06/01/2027 US 4,099.95 $4,037.22
165183AL8 CFII 2017-2A A1 1.99000 05/15/2029 US 46,295.11 $46,070.89
165183BB9 CFII 2017-4A A1 2.12000 11/15/2029 US 9,467.13 $9,409.61
165240102 CHESAPEAKE LODGING TRUST US CHSP 85.02 $2,445.96
166764100 CHEVRON CORP US CVX 219.4 $24,978.88
16941R108 CHINA PETROLEUM & CHEM-ADR CN SNP 143.08 $9,458.90
17275R102 CISCO SYSTEMS INC US CSCO 363.7 $18,923.42
172967424 CITIGROUP INC US C 418.39 $26,002.76
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 54,509.19 $84,218.30
191216100 COCA COLA CO/THE US KO 1,390.6 $68,320.12
194162103 COLGATE-PALMOLIVE CO US CL 215.87 $15,028.81
2011646 ALIMENTATION COUCHE-TARD -B CA ATD/B CN 14.21 $871.89
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 223.56 $8,748.08
205887102 CONAGRA BRAND INC. US CAG 2.96 $79.33
2099084 BORALEX INC -A CA BLX CN 193.51 $2,642.95
21036PAM0 CONSTELLATION BRANDS INC 3.87500 11/15/2019 US 52,475.28 $52,725.86
222795106 COUSINS PROPERTIES INC US CUZ 727.12 $6,580.40
22282E102 COVANTA HOLDING CORP US CVA 542.43 $9,145.37
22546QAD9 CREDIT SUISSE AG 5.40000 01/14/2020 CH 103,513.14 $105,104.44
22822V101 CROWN CASTLE INTL CORP US CCI 107.66 $13,996.60
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 33,200.3 $32,420.33
229663109 CUBESMART US CUBE 72.42 $2,441.95
231021106 CUMMINS INC US CMI .94 $141.50
23311RAD8 DCP MIDSTREAM OPERATING 5.35000 03/15/2020 US 3,147.28 $3,182.69
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 23.17 $168.72
2434760 MEXICHEM SAB DE CV MX MEXCHEM* MM 169.07 $352.56
2521800 LOBLAW COMPANIES LTD CA L CN 17.16 $880.79
25271C102 DIAMOND OFFSHORE DRILLING US DO 1,026.67 $8,079.87
253868103 DIGITAL REALTY TRUST INC US DLR 45.2 $5,320.46
254683BK0 DCENT 2014-A4 2.12000 12/15/2021 US 1,157.11 $1,156.77
25470DAT6 DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 US 107,390.73 $107,550.92
256677105 DOLLAR GENERAL CORP US DG 95.9 $12,206.05
25787GAC4 DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 US 4,196.38 $4,290.80
25960P109 DOUGLAS EMMETT INC US DEI 80.62 $3,248.11
260557103 DOW INC US DOW 2.93 $137.07
26078J100 DU PONT DE NEMOURS INC US DWDP 200.45 $6,117.63
26151AAA7 DRAX FINCO PLC 6.62500 11/01/2025 GB 10,426.66 $10,570.24
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 10,555.23 $9,981.55
269246401 ETRADE FINANCIAL CORP US ETFC 354.39 $15,876.65
2715777 QUEBECOR INC -CL B CA QBR/B CN 778.74 $18,379.60
277432100 EASTMAN CHEM CO US EMN 1.14 $74.28
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 945.66 $19,205.57
285512109 ELECTRONIC ARTS US EA 515 $47,936.14
2866857 LUNDIN MINING CORP CA LUN CN 36.83 $164.61
291011104 EMERSON ELEC CO US EMR 91.2 $5,494.12
29273RAR0 ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 US 73,007.19 $82,161.14
29444U700 EQUINIX INC US EQIX 165.29 $80,294.60
29446M102 EQUINOR ASA-SPON ADR NO EQNR 285.56 $5,468.42
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 37.49 $4,560.84
29476L107 EQUITY RESIDENTIAL US EQR 147.86 $11,321.29
29670E107 ESSENTIAL PROPERTIES REALTY US EPRT 173.04 $3,678.78
297178105 ESSEX PROPERTY TRUST INC US ESS 24.99 $7,289.25
30161N101 EXELON CORP US EXC 102.32 $4,919.59
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 162,770.38 $163,010.95
30225T102 EXTRA SPACE STORAGE INC US EXR 25.68 $2,751.97
30231G102 EXXON MOBIL CORP US XOM 254.73 $18,027.40
302491303 FMC CORP US FMC 137.86 $10,125.46
30251JAA9 FDIC 2011-R1 A 2.67200 07/25/2026 US 2,739.54 $2,729.50
30261UAJ3 FREMF 2013-K713 B 3.15445 04/25/2046 US 7,714.07 $7,727.09
30262DAL5 FREMF 2011-K13 B 4.61178 01/25/2048 US 35,105.96 $36,092.69
30262SAR9 FREMF 2015-K42 B FLT 3.85100 12/25/2024 US 15,412.37 $15,856.96
30264DAA7 FS ENERGY & POWER FUND 7.50000 08/15/2023 US 5,802.16 $5,860.18
30286XAN9 FREMF 2015-K43 B FLT 3.73399 02/25/2048 US 14,785.31 $15,135.77
30287EAE0 FREMF 2014-K41 B FLT 3.83223 11/25/2047 US 59,937 $61,993.42
30291EAE4 FREMF 2013-K712 B FLT 3.34978 05/25/2045 US 102,807.09 $102,774.59
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 1,595,311.26 $4,805.24
311900104 FASTENAL CO US FAST 3.65 $111.69
3128M1AM1 FHLM POOL G11912 5.50000 03/01/2021 US 715.36 $721.19
3128M5A91 FHLM POOL G03332 6.00000 10/01/2037 US 292.2 $328.17
3128M5NM8 FHLM POOL G03696 5.50000 01/01/2038 US 626.47 $686.88
3128M6B98 FHLM POOL G04264 5.50000 04/01/2038 US 2,192.04 $2,390.47
3128M6HZ4 FHLM POOL G04448 5.50000 07/01/2038 US 13,716.33 $14,990.63
3128M6SU3 FHLM POOL G04731 5.50000 04/01/2038 US 308.63 $337.66
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 616.46 $690.29
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 2,218.66 $2,492.59
3128M7KW5 FHLM POOL G05409 5.50000 03/01/2039 US 1,514.73 $1,656.18
3128M82W3 FHLM POOL G06789 6.00000 05/01/2040 US 10,715.11 $12,039.90
3128M8AW4 FHLM POOL G06021 5.50000 01/01/2040 US 589.17 $642.50
3128M9C83 FHLM POOL G06995 6.00000 05/01/2040 US 1,808.25 $2,031.04
3128M9ZU9 FHLM POOL G07655 5.50000 12/01/2035 US 3,653.17 $4,011.14
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 6,120.38 $6,328.16
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 541.35 $554.00
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 76.64 $78.86
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 63.85 $66.16
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 501.84 $518.33
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 63,869.75 $67,311.00
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 9,032.39 $9,831.97
3128MJY87 FHLM POOL FG G08734 4.00000 11/01/2046 US 4,279.57 $4,440.47
3128P75F6 FHLM POOL C91746 4.50000 12/01/2033 US 3,807.64 $4,035.95
312941ZQ3 FHLM POOL Q93451 4.50000 08/01/2040 US 41,084.13 $43,957.24
3132QUNJ8 FHLM POOL Q37592 4.00000 12/01/2045 US 13,118.61 $13,682.62
3132VLY43 FHLM POOL FG Q60730 4.00000 01/01/2049 US 12,438.81 $12,873.51
3132XTPU6 FHLM GOLD POOL FG Q51334 4.00000 10/01/2047 US 48,882.89 $50,720.62
31335ABB3 FHLM POOL G60034 4.50000 02/01/2045 US 17,117.3 $18,093.93
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 4,019.06 $4,180.20
31335CCY8 FHLM POOL FG G61887 MTGE 5.00000 02/01/2049 US 42,866.15 $45,260.43
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 182.3 $182.59
3134865 BARCLAYS PLC GB BARC LN 202.11 $380.89
3136AY6W8 FNA 2017-M15 A1 2.95932 09/25/2027 US 52,473.14 $54,026.22
3136B1YD0 FNR 2018-31 KP 3.50000 07/25/2047 US 42,579.86 $44,071.00
31371MLB1 FEDERAL NATL MTG ASSN 256022 5.50000 12/01/2035 US 4,518.01 $4,960.41
31371MRU3 FEDERAL NATL MTG ASSN 256199 5.00000 04/01/2021 US 390.84 $400.39
31371NCJ2 FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 US 2,965.51 $3,251.82
31371NDQ5 FEDERAL NATL MTG ASSN 256711 5.50000 05/01/2037 US 572.96 $628.86
313747206 FEDERAL RLTY INVT TR SH BEN INT US FRT 12.49 $1,633.17
3137A2B34 FHMS K009 X1 FLT 1.26039 08/25/2020 US 160,330.48 $1,992.27
3137ADTK3 FHMS K014 X1 FLT 1.14912 04/25/2021 US 977,055.02 $18,188.66
3137AJMG6 FMHS K016 X1 FLT 1.47799 10/25/2021 US 226,387.03 $6,913.14
3137AUPF0 FHMS K021 x1 FLT 1.43622 06/25/2022 US 1,443,554.94 $53,916.63
3137B3NB0 FHMS K030 X1 FLT 0.19234 04/25/2023 US 2,867,362.5 $19,642.87
3137B4GZ3 FHMS K032 X1 FLT 0.10076 05/25/2023 US 1,698,189.4 $7,242.78
3137F4YU0 FHR 4791 BA MTGE 4.00000 03/15/2044 US 51,593.05 $53,316.03
3137FG2L8 FHR 4801 BA MTGE 4.50000 05/15/2044 US 49,192.73 $51,284.44
3138A7BL1 FEDERAL NATL MTG ASSN AH5442 4.50000 05/01/2041 US 16,195.33 $16,950.00
3138ABBY4 FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 US 1,376.36 $1,471.31
3138AJ4A7 FEDERAL NATL MTG ASSN AI5316 4.50000 07/01/2041 US 2,670.14 $2,789.33
3138ASSD5 FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 US 804.43 $859.77
3138EPLE2 FEDERAL NATL MTG ASSN AL6624 4.50000 09/01/2042 US 8,672.33 $9,263.92
3138EQTZ5 FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 US 11,088.11 $11,854.48
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.65000 01/01/2049 US 67,169.75 $74,699.86
3138WDAY7 FEDERAL NATL MTG ASSN FN AS3622 3.50000 10/01/2044 US 96,294.32 $99,187.86
3138WDRZ6 FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 US 52,469.45 $55,367.66
3138WGK37 FEDERAL NATL MTG ASSN FN AS6613 4.00000 02/01/2046 US 17,322.95 $17,963.64
3138YTGK4 FEDERAL NATL MTG ASSN AZ2001 3.50000 05/01/2045 US 91,407.47 $94,338.34
31403DDX4 FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 US 8,175.96 $8,973.12
31403DVZ9 FEDERAL NATL MTG ASSN 745932 6.50000 11/01/2036 US 825.03 $962.99
31406PTV1 FEDERAL NATL MTG ASSN 816064 4.50000 04/01/2020 US 264.73 $269.42
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 3,617.63 $3,760.11
3140EWG66 FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 US 6,522.02 $6,659.73
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 4,335.69 $4,436.53
3140F4UB0 FEDERAL NATL MTG ASSN BC8677 4.00000 05/01/2046 US 49,288.73 $51,107.84
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78471CAB5 SOFI 2017-D A2FX 2.65000 09/25/2040 US 74,921.25 $75,209.11
78490DAA2 SOFI 2018-C A1FX 3.08000 01/25/2048 US 14,117.9 $14,208.76
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 124,500.29 $138,304.24
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806857108 SCHLUMBERGER LTD NL SLB 822.23 $28,523.32
808513105 CHARLES SCHWAB CORP/THE US SCHW 756.33 $31,470.85
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81211K100 SEALED AIR CORP US SEE 195.22 $8,179.86
812578102 SEATTLE GENETICS INC US SGEN 493.56 $32,115.84
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 28,030.82 $27,820.88
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832696405 JM SMUCKER CO/THE-NEW COM WI US SJM .84 $102.37
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83402DAC5 SOFI 2016-C A2B 2.36000 12/27/2032 US 29,192.96 $29,201.63
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 517.82 $516.38
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83404YAA1 SCLP 2016-5 A 3.06000 09/25/2028 US 1,338.15 $1,344.05
83405DAB4 SOFI 2017-C A2A 1.75000 07/25/2040 US 1,179.13 $1,173.90
83405LAA8 SCLP 2017-5 A1 2.14000 09/25/2026 US 5,072.62 $5,066.64
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85254J102 STAG INDUSTRIAL INC US STAG 260.34 $7,596.78
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862121100 STORE CAPITAL CORP US STOR 53.18 $1,819.90
866674104 SUN COMMUNITIES US SUI 58.6 $7,399.28
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 154.51 $2,073.58
867914103 SUNTRUST BANKS INC US STI 2.17 $130.00
871829107 SYSCO CORP US SYY 2.73 $188.02
874080104 TAL EDUCATION GROUP - ADR CN TAL 5.91 $203.50
87612E106 TARGET CORP US TGT 114.31 $9,196.11
876664103 TAUBMAN CTRS INC US TCO 23.61 $1,047.56
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 16,266.39 $16,197.81
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 6,230.28 $5,731.86
88160RAE1 TESLA INC 5.30000 08/15/2025 US 1,016.95 $828.84
882508104 TEXAS INSTRUMENTS INC US TXN 101.38 $10,575.46
88579Y101 3M CO US MMM 73.59 $11,756.35
88650V208 TIER REIT INC US TIER 227.79 $6,132.06
89151E109 TOTAL S A SPONSORED ADR FR TOT 184.26 $9,489.57
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 78,708.84 $78,221.94
89173FAA8 TPMT 2017-1 A1 2.75000 10/25/2056 US 37,110.3 $37,036.43
89177EAA7 TPMT 2019-HY1 A1 3.42975 10/25/2048 US 35,772.19 $35,916.13
89417E109 TRAVELLERS COS INC US TRV 1 $145.98
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89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 48,571.96 $48,807.22
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 8,061.06 $7,741.44
902494103 TYSON FOODS INC -CL A US TSN 1.57 $119.04
902653104 UDR INC US UDR 132.97 $5,954.17
902973304 U.S. BANCORP US USB 189.91 $9,533.50
903002103 UMH PROPERTIES INC US UMH 121.07 $1,611.48
904767704 UNILEVER PLC - ADR GB UL 1,274.34 $77,619.90
907818108 UNION PAC CORP US UNP 73.34 $12,232.32
911312106 UNITED PARCEL SERVICE US UPS 201.61 $18,733.25
912796SE0 TREASURY BILL 0.00000 08/22/2019 US 215,154.01 $214,056.72
912796SJ9 TREASURY BILL 0.00000 09/19/2019 US 421,935.7 $419,025.93
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 44,568.05 $62,245.55
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 184,177.62 $249,049.87
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 83,408.51 $83,995.82
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 203,234.44 $200,424.09
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 46,952.99 $50,899.97
9128283W8 US TREASURY N/B 2.75000 02/15/2028 US 294,106.63 $308,938.34
9128286B1 US TREASURY N/B 2.62500 02/15/2029 US 252,322.44 $262,918.01
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 596,221.28 $591,446.85
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 310,009.13 $301,810.85
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 308,093.26 $314,880.94
912828XB1 UNITED STATES TREAS NTS 2.12500 05/15/2025 US 248,738.54 $250,458.33
913017109 UNITED TECHNOLOGIES CORP US UTX 89.38 $11,288.40
91704F104 URBAN EDGE PROPERTIES US UE 218.01 $3,760.60
918204108 VF CORP US VFC 60.26 $4,934.11
91913Y100 VALERO ENERGY US VLO 64.35 $4,530.47
92189F106 MARKET VECTORS GOLD MINERS US 36.58 $789.71
92276F100 VENTAS INC US VTR 95.41 $6,135.01
92339V100 VEREIT INC US VER 582.31 $5,170.88
92343V104 VERIZON COMMUNICATIONS US VZ 197.36 $10,726.73
92343VDV3 VERIZON COMMUNICATIONS 5.50000 03/16/2047 US 146,099.21 $176,685.69
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 189.57 $31,503.25
92553P201 VIACOM INC CL B US VIAB 2.86 $83.04
92826C839 VISA INC - CLASS A SHARES US V 651.27 $105,069.63
92840JAA7 VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 MUL 6,133.86 $5,972.54
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 6,049.02 $6,128.63
929042109 VORNADO REALTY TRUST US VNO 51.36 $3,401.70
92922PAL0 W & T OFFSHORE INC 9.75000 11/01/2023 US 4,196.38 $4,128.19
93065PAA9 WBHT 2019-WBM A FLT 3.48963 12/15/2033 US 40,111.14 $39,874.43
931142103 WAL MART STORES US WMT 205.44 $20,840.02
931427108 WALGREENS BOOTS ALLIANCE INC US WBA 127.77 $6,304.20
94106L109 WASTE MANAGEMENT INC US WM 206.38 $22,567.21
94856UAA9 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 8,028.92 $7,888.41
948741103 WEINGARTEN REALTY INVESTORS US WRI 139.99 $3,947.68
949746101 WELLS FARGO COMPANY US WFC 664.76 $29,495.41
95040Q104 WELLTOWER INC. US WELL 77.44 $6,289.58
958102105 WESTERN DIGITAL CORP US WDC 2.08 $77.28
962178AL3 TRI POINTE HOLDINGS INC 4.37500 06/15/2019 US 16,443.54 $16,320.22
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 4,720.93 $4,674.52
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 78,039.26 $78,973.22
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 31,098.79 $31,192.86
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 40,401.99 $40,697.00
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 9,441.85 $9,123.66
B01FLR7 PING AN INSURANCE GROUP CO-H CN 2318 HK 54.64 $606.31
B02L3W3 BERKELEY GROUP HOLDINGS GB BKG LN 12.95 $572.61
B037JC2 NEXITY FR NXI FP 2.86 $126.12
B058TZ6 SAFRAN SA FR SAF FP 3.18 $417.50
B068DB9 SM INVESTMENTS CORP PH SM PM 16.39 $296.22
B07DRZ5 RECORDATI SPA IT REC IM 21.05 $869.66
B0C2CQ3 ENGIE FR ENGI FP 18 $250.94
B0MP1B0 SHENZHOU INTERNATIONAL GROUP CN 2313 HK 32.14 $380.29
B0SWJX3 LONDON STOCK EXCHANGE GROUP GB LSE LN 21.54 $1,437.94
B11ZRK9 LEGRAND SA FR LR FP 2.44 $164.22
B15C557 TOTAL SA FR FP FP 14.75 $764.92
B1FW751 GALP ENERGIA SGPS SA PT GALP PL 52.94 $795.22
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 57.86 $349.81
B1L3CS6 UBISOFT ENTERTAINMENT FR UBI FP 10.05 $821.61
B1XFTL2 HEXAGON AB-B SHS SE HEXAB SS 8.13 $377.20
B1XH026 VINCI SA FR DG FP 8.2 $808.24
B1Y9TB3 DANONE FR BN FP 22.79 $1,820.35
B1YVKN8 ANTA SPORTS PRODUCTS LTD CN 2020 HK 57.86 $356.29
B1YXBJ7 AIR LIQUIDE FR AI FP 4.05 $503.57
B1Z9Q99 ABOITIZ POWER CORP PH AP PM 251.35 $175.88
B247XZ6 MANILA ELECTRIC COMPANY PH MER PM 23.27 $171.96
B29TNV3 INNERGEX RENEWABLE ENERGY CA INE CN 321.52 $3,358.87
B3NB1P2 SUNCOR ENERGY INC CA SU CN 18.67 $575.46
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 52,570.63 $2,610.51
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 14,301.62 $10,999.85
B4JSTL6 WYNN MACAU LTD MO 1128 HK 244.28 $521.93
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 119,900.28 $5,893.11
B4P8HQ1 MGM CHINA HOLDINGS LTD MO 2282 HK 228.85 $353.63
B4R2R50 JULIUS BAER CH BAER SW 9.77 $385.16
B4YN9R2 SINGAPORE GOVERNMENT 2.50000 06/01/2019 SG 24,792.57 $18,048.00
B5B23W2 SANDS CHINA LTD MO 1928 HK 118.28 $536.04
B5VJH76 BDO UNIBANK INC PH BDO PM 112.69 $298.34
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 188,194.19 $9,599.67
B61JC67 TREASURY WINE ESTATES LTD AU TWE AU 34.89 $362.49
B63QM77 NEXON CO LTD JP 3659 JP 109.93 $1,630.48
B68XHC3 NORTHLAND POWER INC CA NPI CN 193.08 $3,565.66
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 36,396.89 $1,803.38
B725S29 PUREGOLD PRICE CLUB INC PH PGOLD PM 142.07 $121.58
B7T7721 ROYAL BANK OF SCOTLAND GB RBS LN 142 $383.15
B92RW83 LT GROUP INC PH LTG PM 403.7 $115.63
BB22L96 KION GROUP AG DE KGX GR 5.11 $277.96
BBG00JQ6ZYX7 BKNG US 06/21/19 P1650 US -.13 -$477.30
BBG00KT3R5C3 MDT US 06/21/19 P82.5 IE -3.05 -$45.80
BBG00NWQ17B7 DLTR US 5/31/19 P90 US -4.18 -$20.89
BBG00NYKM5H3 RAMP US 06/21/19 P50 US -5.1 -$637.56
BBG00P3GM1T7 ATVI US 06/28/19 P40 US -6.31 -$353.38
BBG00P3LNW08 EA US 06/14/19 P88 US -2.82 -$301.52
BBQ3850 KEYWORDS STUDIOS PLC IE KWS LN 11.44 $246.82
BD0PJ08 INMOBILIARIA COLONIAL SOCIMI ES COL SM 23.24 $257.28
BD3JR69 CHINA MAPLE LEAF EDUCATIONAL CN 1317 HK 617.13 $245.70
BD4TZK8 OCI NV NL OCI NA 6.27 $141.93
BD9Y5C0 TECHNOGYM SPA IT TGYM IM 36.22 $415.02
BD9Y9B7 BASIC-FIT NV NL BFIT NA 12.54 $407.52
BDQZ7T7 WISDOM EDUCATION INTERNATION CN 6068 HK 629.98 $329.03
BDZV116 EPIROC AB-A SE EPIA SS 9.84 $91.47
BF1K7P7 ESSITY AKTIEBOLAG-B SE ESSITYB SS 28.45 $834.61
BFTCYP4 ROBINSONS RETAIL HOLDINGS IN PH RRHI PM 85.18 $119.21
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 1,768.2 $2,698.34
BH4TZ73 FU SHOU YUAN INTERNATIONAL CN 1448 HK 707.12 $559.21
BJ2KSG2 AKZO NOBEL NL AKZA NA 11.57 $974.63
BJT1GR5 ALCON INC CH ALC SW 7.11 $413.49
BMJ6DW5 INFORMA PLC GB INF LN 77.94 $763.94
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 2,101.29 $87,619.00
BMTRW10 B&M EUROPEAN VALUE RETAIL SA GB BME LN 1,840.36 $8,187.74
BNGN9Z1 FINECOBANK SPA IT FBK IM 60.27 $622.71
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 1,484.24 $39,636.70
BSQXJ01 THULE GROUP AB/THE SE THULE SS 29.76 $677.19
BSS7GP5 AGL ENERGY LTD AU AGL AU 53.9 $766.65
BYWPGC4 CHINA YUHUA EDUCATION CORP L CN 6169 HK 1,041.4 $425.25
BYXS699 QIAGEN N.V. NL QIA GR 14.66 $558.05
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 1,021.95 $83,120.44
BYZFZ91 SOPHOS GROUP PLC GB SOPH LN 119.92 $631.19
BYZR014 AMUNDI SA FR AMUN FP 3.89 $252.02
G0772R208 BANK OF N.T. BUTTERFIELD&SON BM NTB 10.83 $357.67
G25839104 COCA-COLA EUROPEAN PARTNERS GB CCEP 15.3 $847.60
G27358103 DESPEGAR.COM CORP AR DESP 10.96 $131.52
G29183103 EATON CORP PLC US ETN 66.8 $4,975.61
G37585AC3 GASLOG LTD 8.87500 03/22/2022 BM 9,998.54 $10,286.00
G45667105 HOLLYSYS AUTOMATION TECHNOLOGIES CN HOLI 13.76 $245.15
G51502105 JOHNSON CONTROLS INTERNATIONAL US JCI 313.51 $12,076.29
G5960L103 MEDTRONIC INC IE MDT 1,505.41 $139,371.18
G97822103 PERRIGO CO PLC IE PRGO 12.79 $537.54
H01301128 ALCON INC CH ALC 247.63 $14,406.88
H1467J104 CHUBB LTD CH CB 42.26 $6,173.42
H8817H100 TRANSOCEAN LTD US RIG 1,618.19 $10,032.78
N22717107 CORE LABORATORIES N.V. NL CLB 6.07 $289.41
N47279109 INTERXION HOLDING NV NL INXN 882.89 $65,077.48
N53745100 LYONDELLBASELL INDU-CL A US LYB 2.13 $157.99
N72482123 QIAGEN N.V. ADR NL QGEN 8.32 $317.01
USD US DOLLAR US 61,439.66 $61,439.66

Based on the investments of the underlying fund(s): Manning & Napier Pro-Mix® Moderate Term CIT Fund and Manning & Napier Pro-Mix® Conservative Term CIT Fund. Investments will change over time and as the target date fund gradually becomes more conservative. Fund holdings list does not include securities with positions less than 0.005 shares.

A Word About Risk

Each Manning & Napier Retirement Target CIT Fund is invested in one or two of four proprietary risk-based funds, the Manning & Napier Pro-Mix® CIT Funds, based on the Retirement Target CIT Fund becoming increasingly conservative over time. Because the underlying funds invest in both stocks and bonds, the value of your investment will fluctuate in response to stock market movements and changes in interest rates. Investing in target date funds will also involve a number of other risks, including issuer-specific risk, foreign investment risk, and small-cap/mid-cap risk, as the underlying investments change over time. Investments in options and futures, like all derivatives, can be highly volatile and involve risks in addition to the risks of the underlying instrument on which the derivative is based, such as counterparty, correlation and liquidity risk. Also, the use of leverage increases exposure to the market and may magnify potential losses. Principal value is not guaranteed at any time, including at the target date (the approximate year when an investor plans to stop contributions and start periodic withdrawals).

About The Fund Manager

Manning & Napier Advisors, LLC (Manning & Napier) provides investment advisory services to Exeter Trust Company, Trustee of the Manning & Napier Collective Investment Trust Funds. Manning & Napier is headquartered in Rochester, NY and has more than 45 years of experience managing life cycle investment objectives. The Firm’s active management approach focuses on participating in rising markets and, as important, helping to reduce the risk of large losses in sustained bear market periods. A team of investment analysts and professionals make all investment decisions in an effort to provide investors with strong risk-adjusted returns.

Daily Price

$14.49

Daily $ Change

$0.02

Daily % Change

0.14%

as of 06/24/2019

CUSIP

302027685

Inception Date

08/03/2012

This fund is only available for use within certain qualified employee benefit plans.

Important Documents

Annual Report
Fact Sheet
Applications & Forms

Each Retirement Target CIT Fund seeks to achieve its investment objectives by investing in a combination of other Manning & Napier CIT Funds (the “underlying CIT Funds”) in order to meet its target asset allocations and investment style. The financial statements of the underlying Pro-Mix® CIT Funds should be read in conjunction with the Retirement Target CIT Funds’ financial statements.
Pro-Mix® CIT Fund Annual Report

Investment Objective

To provide capital growth and manage risk for investors planning to retire in or around the year indicated in the fund’s name.

Investment Strategy

Currently: The portfolio is currently invested in a moderately conservative mix of securities that seeks a more stable rate of growth than that of the stock market by placing a greater emphasis on bonds to help maintain stability. The portfolio is diversified primarily among fixed income securities, with a focus on intermediate maturities. Stock exposure can range from 16% - 48%.

Over Time: The portfolio’s investment mix will gradually become more conservative as the target date approaches and for several years after the target date. At five years after the target date and beyond, the focus will be on capital preservation, and stock exposure can range from 15% - 45%.

May be Appropriate for Investors

  • Who may have stopped contributions and started periodic withdrawals around the year 2015
  • Who currently have a moderately low tolerance for risk and are looking to minimize extreme declines in account value
  • Who prefer to take advantage of professional management through a single, diversified investment portfolio that becomes more conservative over time

About Target Date Funds

A target date fund is a single investment portfolio designed to meet an investor’s changing needs over time. The fund gradually shifts from a more aggressive to a more conservative investment objective over the years to reflect an appropriate risk/return trade-off for the investor’s changing time horizon.

Target Series Glide Path Overview

Learn more about our Glide Range SM

Performance

As of 05/31/2019

YTD

6.79%

1 Year

4.51%

3 Year

5.07%

5 Year

2.73%

10 Year

6.87%

Inception
(01/01/2000)

6.27%

US Stock Market Cycle (04/01/2000 - 05/31/2019)

6.20%

Performance through the inception date of the Retirement Target CIT Class I Units 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. The Retirement Target CIT Fund will gradually become more conservative over time. Returns are net of the Class I expenses. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.

Expense Ratio

Gross 0.73%
Net 0.69%*

*Includes acquired fund fees and expenses of the underlying collective investment trusts and reflects the Trustee’s contractual agreement to limit fees and voluntary agreement to reimburse certain expenses.

Top Ten Investments

As of 05/31/2019

TREASURY NOTES 9.70%
GOVERNMENT AGENCY 9.27%
TREASURY BILLS 4.27%
UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 3.99%
TREASURY BONDS 3.79%
SWEDISH EXPORT CREDIT 1.12500 08/28/2019 1.19%
VERIZON COMMUNICATIONS 5.50000 03/16/2047 1.19%
BOOKING HOLDINGS INC 3.60000 06/01/2026 1.12%
EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 1.10%
BANK OF AMERICA CORP 4.00000 01/22/2025 1.10%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 05/31/2019

Bonds
71.04%
Stocks
28.54%
Cash
0.42%

Detailed Asset Class Allocation

As of 05/31/2019

International Equities
8.25%
Small Capitalization
0.62%
Mid Capitalization
1.37%
Large Capitalization
18.31%
Long Term Fixed Income
21.75%
Intermediate Term Fixed Income
30.50%
Short Term Fixed Income
18.78%
Cash
0.42%

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

May Fund Holdings

As of 05/31/2019

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00101JAM8 ADT CORP 5.25000 03/15/2020 US 3,147.28 $3,178.76
00206R102 AT&T INC US T 95.47 $2,919.51
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 100,239.92 $104,462.34
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 177,703.25 $177,189.68
00287Y109 ABBVIE INC US ABBV 167.05 $12,814.74
004239109 ACADIA REALTY TRUST US AKR 55.09 $1,506.65
00507V109 ACTIVISION INC US ATVI 988.87 $42,887.08
00774MAG0 AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 IE 100,263.1 $103,442.64
0081180 BARRATT DEVELOPMENTS PLC GB BDEV LN 81.22 $572.93
008492100 AGREE REALTY CORP US ADC 35.12 $2,351.47
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 102,683.78 $104,344.78
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 13.38 $1,959.13
01609W102 ALIBABA GROUP - ADR CN BABA 4.37 $652.46
020002101 ALLSTATE CORPORATION US ALL 44.57 $4,256.97
02079K107 ALPHABET INC-CL C US GOOG 57.67 $63,643.02
02079K305 ALPHABET INC-CL A US GOOGL 54.94 $60,788.40
023135106 AMAZON.COM INC US AMZN 15.74 $27,937.91
02319V103 AMBEV SA-ADR BR ABEV 7,419.32 $33,164.37
0237400 DIAGEO PLC GB DGE LN 1,982.93 $83,405.42
02376RAA0 AMERICAN AIRLINES GROUP 5.50000 10/01/2019 US 17,963.18 $18,030.54
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 56.64 $2,623.54
0263494 BAE SYSTEMS PLC GB BA/ LN 126.32 $722.14
02665T306 AMERICAN HOMES 4 RENT- A US AMH 356.75 $8,708.26
026874784 AMERICAN INTL GROUP INC US AIG 79.63 $4,066.73
02753GAA7 AMERICAN MIDSTREAM PTR/F 9.50000 12/15/2021 US 4,785.21 $4,641.65
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364760108 GAP INC US GPS 3.29 $61.48
369550108 GENERAL DYNAMICS CORP US GD .98 $157.14
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374297109 GETTY REALTY CORP US GTY 101.61 $3,145.86
375558103 GILEAD SCIENCES INC US GILD 164.05 $10,211.91
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388689101 GRAPHIC PACKAGING HOLDING CO US GPK 1,075.44 $13,980.73
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40414L109 HCP INC US HCP 174.52 $5,534.11
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4061412 LVMH MOET HENNESSY LOUIS VUITTON FR MC FP 2.54 $958.16
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42225P501 HEALTHCARE TRUST OF AMERICA US HTA 346.66 $9,980.33
427866108 HERSHEY CO/THE US HSY 1.2 $158.63
42809H107 HESS CORP US HES 108.74 $6,074.37
43300A203 HILTON WORLDWIDE HOLDINGS INC US HLT 41.13 $3,678.50
437076102 HOME DEPOT INC US HD 94.83 $18,004.33
438128308 HONDA MOTOR CO LTD -SPONS ADR JP HMC 247.54 $6,091.95
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4457624 TRIGANO SA FR TRI FP 1.61 $121.23
452308109 ILLINOIS TOOL WKS INC US ITW 41.74 $5,828.13
45337C102 INCYTE CORP US INCY 414.81 $32,616.54
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458140100 INTEL CORP US INTC 672.48 $29,616.11
45866F104 INTERCONTINENTALEXCHANGE INC US ICE 439.29 $36,114.28
4588364 MICHELIN (CGDE)-B FR ML FP 1.77 $202.74
459200101 INTERNATIONAL BUSINESS MACH CORP US IBM 95.73 $12,157.19
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46187BAA1 IHSFR 2017-SFR2 A 3.28238 12/17/2036 US 16,288.72 $16,179.38
46187BAB9 IHSFR 2017-SFR2 B 3.58238 12/17/2036 US 12,781.99 $12,749.17
46187W107 INVITATION HOMES INC US INVH 233.99 $5,997.13
464287598 ISHARES RUSSELL 1000 VALUE US 108.31 $12,951.19
466032109 J&J SNACK FOODS CORP US JJSF 54.8 $8,814.51
46625H100 JP MORGAN CHASE & CO US JPM 387.06 $41,013.23
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46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 26,557.48 $26,852.85
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46647SAJ9 JPMMT 2017-3 1A5 3.50000 08/25/2047 US 45,612.05 $46,080.63
46649HAE2 JPMMT 2017-6 A5 3.50000 12/25/2048 US 28,495.77 $28,788.51
4682329 PERNOD-RICARD SA FR RI FP 5.37 $946.37
4741844 MERCK KGAA DE MRK GR 637.13 $61,484.92
476405105 JERNIGAN CAPITAL INC US JCAP 436.03 $9,208.90
478160104 JOHNSON & JOHNSON US JNJ 1,028.75 $134,920.77
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 9,709.26 $5,704.19
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4824778 SGS SA-REG CH SGSN SW .16 $405.35
482480100 KLA-TENCOR CORPORATION US KLAC 1.1 $113.30
4834108 SCHNEIDER ELECTRIC SE FR SU FP 5.17 $408.71
4834777 VIVENDI FR VIV FP 9.67 $260.51
485170302 KANSAS CITY SOUTHERN US KSU 101.04 $11,445.43
487836108 KELLOGG CO US K 1.98 $104.07
493267108 KEYCORP US KEY 305.1 $4,872.45
494368103 KIMBERLY CLARK CORP US KMB 51.13 $6,538.76
49446R109 KIMCO REALTY CORP US KIM 146.64 $2,551.48
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 94,850.58 $116,800.24
49456BAE1 KINDER MORGAN INC/ DELAWA 3.05000 12/01/2019 US 27,485.39 $27,509.51
500255104 KOHLS CORP US KSS 1.54 $75.77
50050N103 KONTOOR BRANDS INC US KTB 8.61 $252.23
501044101 KROGER CO US KR 3.68 $83.87
50187TAE6 LGI HOMES INC 6.87500 07/15/2026 US 9,634.7 $9,706.96
50212YAB0 LPL HOLDINGS INC 5.75000 09/15/2025 US 4,560.22 $4,583.02
502160AM6 LSB INDUSTRIES 9.62500 05/01/2023 US 4,196.38 $4,327.52
5107401 BEIERSDORF AG DE BEI GR 6.97 $802.60
512807108 LAM RESEARCH CORP US LRCX .64 $111.12
5176177 ORANGE FR ORA FP 19.03 $294.46
5253973 HERMES INTERNATIONAL FR RMS FP .29 $192.21
5263574 FLSMIDTH & CO A/S DK FLS DC 2.09 $82.08
529043101 LEXINGTON REALTY TRUST US LXP 635.65 $5,828.93
531172104 LIBERTY PROPERTY TRUST US LPT 133.64 $6,343.89
5330047 DASSAULT SYSTEMES SA FR DSY FP 1.41 $209.84
534187109 LINCOLN NATL CORP IND US LNC 47.95 $2,850.60
53815P108 LIVERAMP HOLDINGS INC US RAMP 607.1 $31,192.82
539830109 LOCKHEED MARTIN CORP US LMT 31.02 $10,502.44
54238XAC2 LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 US 3,736.12 $3,633.37
5474008 BANKINTER S.A. ES BKT SM 74.51 $537.55
5476929 BARRY CALLEBAUT AG-REG CH BARN SW .23 $441.75
550021109 LULULEMON - ADR CA LULU 388.9 $64,397.41
5505072 KERING FR KER FP .77 $401.52
5533976 SWISSCOM AG-REG CH SCMN SW 1.8 $860.93
5545670 JUNGHEINRICH AG DE JUN3 GR 8.74 $246.71
55933JAB0 MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 US 8,617.75 $8,273.04
5608915 ALTEN SA FR ATE FP 2.44 $247.77
563571AL2 MANITOWOC COMPANY INC 9.00000 04/01/2026 US 2,033.91 $1,977.97
56585A102 MARATHON PETROLEUM CORP US MPC 107.92 $4,963.35
5669354 REPSOL SA ES REP SM 50.1 $806.72
5671735 SANOFI-AVENTIS FR SAN FP 83.38 $6,733.34
5727973 SIEMENS AG-REG DE SIE GR 2.64 $298.68
57636Q104 MASTERCARD INC-CLASS A US MA 429.47 $108,007.28
57772K101 MAXIM INTEGRATED PRODUCTS US MXIM 1.71 $89.93
585464100 MELCO CROWN ENTERTAINME-ADR HK MLCO 19.74 $380.89
58933Y105 MERCK & CO INC US MRK 812.47 $64,355.60
594918104 MICROSOFT CORP US MSFT 1,186.24 $146,714.15
59522J103 MID-AMERICA APARTMENT COMM US MAA 45.15 $5,155.63
5962280 CHOCOLADEFABRIKEN LINDT-PC CH LISP SW .05 $337.13
5980613 GIVAUDAN - REG CH GIVN SW .16 $424.91
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6055112 AYALA LAND INC PH ALI PM 387.63 $368.75
6074968 BANK OF THE PHILIPPINE ISLAN PH BPI PM 105.17 $163.06
60871R209 MOLSON COORS BREWING CO -B US TAP 121.26 $6,666.66
609207105 MONDELEZ INTERNATIONAL INC US MDLZ 1,775.75 $90,296.91
6108179 HARMONIC DRIVE SYSTEMS INC JP 6324 JP 7.07 $231.07
615369105 MOODY'S CORPORATION US MCO 178.09 $32,568.32
61744YAG3 MORGAN STANLEY FLT 3.77988 05/08/2024 US 160,549.95 $162,285.98
6194037 KAKAO CORP KR 035720 KS 7.62 $795.58
61965RAB1 MOSS CREEK RESOURCES HLD 10.50000 05/15/2027 US 1,016.95 $939.41
6211732 DAEWOO SHIPBUILDING& MARINE KR 042660 KS 8.77 $219.59
62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 7,996.78 $7,976.79
6250025 DAIFUKU CO LTD JP 6383 JP 5.14 $255.82
6272483 DMCI HOLDINGS INC PH DMC PM 534.84 $108.48
6284864 GLOBE TELECOM INC PH GLO PM 4.53 $188.54
62913TAM4 NGL ENRGY PART LP/FIN CO 6.12500 03/01/2025 US 5,020.48 $4,932.62
6291819 CHINA PETROLEUM & CHEMICAL - H CN 386 HK 784.26 $521.08
62957HAC9 NABORS INDUSTRIES INC 5.50000 01/15/2023 US 4,228.52 $3,709.26
6356934 FANUC LTD JP 6954 JP 3.21 $542.03
637417106 NATIONAL RETAIL PROPERTIES US NNN 61.17 $3,274.30
637870106 NATIONAL STORAGE AFFILIATES US NSA 62.61 $1,865.23
63902MAE8 NATURAL RESRCE PART LP 9.12500 06/30/2025 US 1,016.95 $1,034.75
63940YAA4 NAVSL 2019-CA A1 2.82000 02/15/2068 US 43,668.38 $43,850.13
63941RAB6 NAVSL 2019-2A A2 3.48000 02/27/2068 US 85,624.28 $86,377.85
64110D104 NETAPP INC US NTAP 1.27 $75.35
6441506 HOYA CORP JP 7741 JP 11.57 $800.94
6446620 HYUNDAI HEAVY INDUSTRIES KR 009540 KS 8.23 $810.98
6451066 HYUNDAI MIPO DOCKYARD KR 010620 KS 16.84 $678.75
6465874 GALAXY ENTERTAINMENT GROUP L HK 27 HK 90 $544.92
6474494 JOLLIBEE FOODS CORP PH JFC PM 35.03 $193.68
647581107 NEW ORIENTAL EDUCATIO- SP ADR CN EDU 7.42 $635.93
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 30,257.35 $30,948.62
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 37,866.3 $39,064.25
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 50,716.58 $51,875.14
6490995 KEYENCE CORP JP 6861 JP 1.8 $1,011.31
6499550 KYOWA KIRIN CO LTD JP 4151 JP 961.26 $18,093.57
6514442 METROPOLITAN BANK & TRUST PH MBT PM 138.44 $190.10
6531827 GEELY AUTOMOBILE HOLDINGS LT CN 175 HK 231.42 $379.17
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 7,996.78 $6,217.49
6687571 NABTESCO CORP JP 6268 JP 9.64 $240.16
66987V109 NOVARTIS AG- REG CH NVS 1,438.96 $123,232.95
670346105 NUCOR CORP US NUE 2.25 $108.00
67059TAD7 NUSTAR LOGISTICS LP 6.75000 02/01/2021 US 3,768.26 $3,900.15
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 642.84 $651.47
67103H107 O'REILLY AUTOMOTIVE INC US ORLY 19.27 $7,154.62
6742340 SHANDONG WEIGAO CN 1066 HK 359.99 $313.18
674599105 OCCIDENTAL PETROLEUM CORP US OXY 101.91 $5,072.11
6772217 SAMSUNG HEAVY INDUSTRIES KR 010140 KS 30.31 $199.81
6818843 SM PRIME HOLDINGS INC PH SMPH PM 539.02 $412.13
6821120 SONIC HEALTHCARE LTD AU SHL AU 45.45 $822.69
68323ADY7 ONTARIO (PROVINCE OF) 1.25000 06/17/2019 CA 46,887.84 $46,866.74
6895200 TOHO CO LTD JP 9602 JP 19.93 $854.09
6919519 UNIVERSAL ROBINA CORP PH URC PM 71.23 $228.16
693475105 PNC FINANCIAL SERVICES GROUP US PNC 27.4 $3,486.89
6979728 WOODSIDE PETROLEUM LTD AU WPL AU 16.46 $402.76
70014LAC4 PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 KY 5,438.32 $5,499.07
7021963 DEUTSCHE BOERSE AG DE DB1 GR 4.21 $579.50
70338P100 PATTERN ENERGY GROUP INC -A US PEGI 189.66 $4,022.64
7088429 AXA SA FR CS FP 18.9 $465.32
7103065 NOVARTIS AG-REG CH NOVN SW 11.44 $983.35
7103526 PEUGEOT SA FR UG FP 5.46 $121.96
7110388 ROCHE HOLDING AG-GENUSSCHEIN CH ROG SW 4.76 $1,249.44
7110902 TECAN GROUP AG-REG CH TECN SW .87 $207.46
7123870 NESTLE SA-REGISTERED CH NESN SW 767.94 $76,178.63
7133608 EQUINOR ASA NO EQNR NO 38.28 $731.24
713448108 PEPSICO INC US PEP 618.73 $79,197.08
7145056 ENI SPA IT ENI IM 49.5 $745.58
7156036 SONOVA HOLDING AG-REG CH SOON SW 4.18 $930.40
71654V101 PETROLEO BRASIL-SP PREF ADR BR PBR/A 588.15 $7,634.23
717081103 PFIZER INC US PFE 517.4 $21,482.29
718546104 PHILLIPS 66 US PSX 1.72 $139.20
71943U104 PHYSICIANS REALTY TRUST US DOC 607.88 $11,130.21
7212477 ESSILORLUXOTTICA FR EL FP 2.92 $335.24
7262610 CREDIT AGRICOLE SA FR ACA FP 10.51 $119.46
729640102 PLYMOUTH INDUSTRIAL REIT INC US 158.98 $2,826.73
7309681 BNP PARIBAS FR BNP FP 11.19 $512.92
7380482 COMPAGNIE DE SAINT-GOBAIN FR SGO FP 4.6 $165.78
741503AZ9 BOOKING HOLDINGS INC 3.60000 06/01/2026 US 160,529.4 $166,330.02
74251V102 PRINCIPAL FINANCIAL GROUP US PFG 53.09 $2,737.70
74333KAA6 PROG 2017-SFR2 A 2.89700 12/17/2034 US 25,687.28 $25,790.86
74340W103 PROLOGIS US PLD 211.59 $15,588.06
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 98,141.73 $102,803.46
74460D109 PUBLIC STORAGE INC US PSA 33.91 $8,067.22
74834L100 QUEST DIAGNOSTICS INC US DGX .87 $83.85
749685103 RPM INTERNATIONAL INC US RPM 151.98 $8,134.14
756109104 REALTY INCOME CORP US O 26.1 $1,829.00
7591EP100 REGIONS FINANCIAL CORP. US RF 196.6 $2,718.93
760759100 REPUBLIC SERVICES INC US RSG 66.79 $5,649.51
76131D103 RESTAURANT BRANDS INTERN CA QSR 5.27 $346.85
767204100 RIO TINTO PLC - SPON ADR GB RIO 168.51 $9,761.70
7698356 GETINGE AB-B SHS SE GETIB SS 31.79 $431.08
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 4,517.8 $4,585.43
773903109 ROCKWELL AUTOMATION INC US ROK .57 $85.16
7742468 GECINA SA FR GFC FP 1.74 $248.19
77714PAB5 SEMGROUP / ROSE ROCK FIN 5.62500 07/15/2022 US 5,866.45 $5,807.78
7792559 HEINEKEN NV NL HEIA NA 7.75 $813.09
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 115.74 $7,275.48
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 4.94 $321.99
78409V104 S&P GLOBAL INC US SPGI 156.57 $33,486.14
78410G104 SBA COMMUNICATIONS CORP US SBAC 179.43 $38,829.74
78442PGC4 SLM CORP 5.12500 04/05/2022 US 7,932.49 $7,734.18
78463V107 SPDR GOLD SHARES US 13.6 $1,676.80
78471CAB5 SOFI 2017-D A2FX 2.65000 09/25/2040 US 74,921.25 $75,209.11
78490DAA2 SOFI 2018-C A1FX 3.08000 01/25/2048 US 14,117.9 $14,208.76
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 124,500.29 $138,304.24
80282KAE6 SANTANDER HOLDINGS USA 4.50000 07/17/2025 US 99,877.39 $104,805.41
806857108 SCHLUMBERGER LTD NL SLB 822.23 $28,523.32
808513105 CHARLES SCHWAB CORP/THE US SCHW 756.33 $31,470.85
81141R100 SEA LTD - ADR SG SE 24.2 $688.33
81211K100 SEALED AIR CORP US SEE 195.22 $8,179.86
812578102 SEATTLE GENETICS INC US SGEN 493.56 $32,115.84
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 28,030.82 $27,820.88
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 38,301.67 $38,159.70
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 29,758.14 $27,469.19
81762P102 SERVICENOW INC US NOW 65.18 $17,073.37
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 4,753.07 $4,396.59
828806109 SIMON PROPERTY GROUP INC US SPG 90.92 $14,736.63
832696405 JM SMUCKER CO/THE-NEW COM WI US SJM .84 $102.37
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 1,076.11 $1,071.37
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 1,446.39 $1,460.53
83401LAB0 SOFI 2015-A A2 2.42000 03/25/2030 US 24,218.48 $24,168.89
83402DAC5 SOFI 2016-C A2B 2.36000 12/27/2032 US 29,192.96 $29,201.63
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 517.82 $516.38
83404LAC5 SOFI 2016-D A2B 2.34000 04/25/2033 US 9,740.45 $9,691.26
83404YAA1 SCLP 2016-5 A 3.06000 09/25/2028 US 1,338.15 $1,344.05
83405DAB4 SOFI 2017-C A2A 1.75000 07/25/2040 US 1,179.13 $1,173.90
83405LAA8 SCLP 2017-5 A1 2.14000 09/25/2026 US 5,072.62 $5,066.64
83406CAA7 SCLP 2019-2 A MTGE 3.01000 04/25/2028 US 36,818.44 $37,027.87
83406EAB1 SOFI 2018-A A2A 2.39000 02/25/2042 US 2,660.57 $2,654.92
835495102 SONOCO PRODUCTS CO US SON 96.76 $5,982.39
84265VAD7 SOUTHERN COPPER CORP 5.37500 04/16/2020 US 107,969.28 $110,376.73
845467AL3 SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 US 9,548.55 $8,877.19
85207UAH8 SPRINT CORP 7.12500 06/15/2024 US 4,099.95 $4,263.95
85254J102 STAG INDUSTRIAL INC US STAG 260.34 $7,596.78
855030AN2 STAPLES INC 7.50000 04/15/2026 US 5,866.45 $5,632.43
85571XAA5 SRPT 2014-STAR A FLTG RATE 3.65963 11/15/2027 US 86,589.97 $86,318.56
862121100 STORE CAPITAL CORP US STOR 53.18 $1,819.90
866674104 SUN COMMUNITIES US SUI