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

$15.30

Daily $ Change

$0.00

Daily % Change

0.00%

as of 01/23/2020

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 12/31/2019

YTD

---

1 Year

13.96%

3 Year

7.25%

5 Year

4.22%

10 Year

6.15%

Inception
(01/01/2000)

6.43%

US Stock Market Cycle (04/01/2000 - 12/31/2019)

6.36%

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 12/31/2019

GOVERNMENT AGENCY 14.13%
TREASURY NOTES 7.47%
UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 4.01%
TREASURY BONDS 2.90%
TSY INFL IX N/B 0.50000 04/15/2024 1.96%
EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 1.32%
BANK OF AMERICA CORP 4.00000 01/22/2025 1.32%
VERIZON COMMUNICATIONS 5.25000 03/16/2037 1.23%
BOOKING HOLDINGS INC 3.60000 06/01/2026 1.23%
SABINE PASS LIQUEFACTION 5.87500 06/30/2026 1.09%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 12/31/2019

Bonds 67.40%
Stocks 30.77%
Cash 1.83%

Detailed Asset Class Allocation

As of 12/31/2019

International Equities 9.27%
Small Capitalization 0.46%
Mid Capitalization 1.06%
Large Capitalization 19.98%
Long Term Fixed Income 19.61%
Intermediate Term Fixed Income 36.25%
Short Term Fixed Income 11.54%
Cash 1.83%

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

December Fund Holdings

As of 12/31/2019

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00101JAK2 ADT SEC CORP 6.25000 10/15/2021 US 1,478.72 $1,560.04
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 93,861.04 $103,095.29
00287Y109 ABBVIE INC US ABBV 236.96 $20,980.35
004239109 ACADIA REALTY TRUST US AKR 44.77 $1,160.91
00489LAA1 ACRISURE LLC / FIN INC 7.00000 11/15/2025 US 2,049.19 $1,977.47
00507V109 ACTIVISION INC US ATVI 782.78 $46,512.83
00774MAG0 AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 IE 93,906.36 $100,978.99
00791GAA5 AG MERGER SUB II INC 10.75000 08/01/2027 US 2,453.44 $2,453.44
008492100 AGREE REALTY CORP US ADC 28.23 $1,981.17
00912XAV6 AIR LEASE CORP 3.62500 04/01/2027 US 95,988.8 $99,554.56
013093AD1 ALBERTSONS COS LLC/SAFEW 5.75000 03/15/2025 US 1,511.96 $1,564.88
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 10.22 $1,651.03
01609W102 ALIBABA GROUP - ADR CN BABA 139.32 $29,550.10
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 73,823.95 $76,918.08
020002101 ALLSTATE CORPORATION US ALL 2.07 $233.28
02079K107 ALPHABET INC-CL C US GOOG 30.78 $41,159.79
02079K305 ALPHABET INC-CL A US GOOGL 30.04 $40,238.92
023135106 AMAZON.COM INC US AMZN 31.12 $57,499.58
02319V103 AMBEV SA-ADR BR ABEV 3,197.51 $14,900.38
0237400 DIAGEO PLC GB DGE LN 717.52 $30,233.95
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 74.62 $3,509.22
0263494 BAE SYSTEMS PLC GB BA/ LN 248.78 $1,862.72
02665T306 AMERICAN HOMES 4 RENT- A US AMH 228.26 $5,982.64
03019LAA4 AMERICAN TANKER INC 9.25000 02/22/2022 US 3,561.16 $3,649.24
03027X100 AMERICAN TOWER REIT INC US AMT 120.51 $27,696.51
03027XAW0 AMERICAN TOWER CORP 3.80000 08/15/2029 US 93,031.37 $99,462.59
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 1,510.04 $1,520.24
03064D108 AMERICOLD REALTY TRUST US COLD 168.88 $5,920.81
031162100 AMGEN INC US AMGN 103.01 $24,833.50
03690AAD8 ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 US 1,511.96 $1,329.58
03690AAF3 ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 US 1,511.96 $1,315.41
03748R754 APARTMENT INVT & MGMT CO -A US AIV 121.5 $6,275.25
038222105 APPLIED MATERIALS INC US AMAT 5.05 $308.46
039483102 ARCHER-DANIELS-MIDLAND CO US ADM 3.81 $176.59
045086AF2 ASHTON WOODS USA/FINANCE 6.75000 08/01/2025 US 1,511.96 $1,545.98
053484101 AVALONBAY COMMUNITIES INC US AVB 42.32 $8,873.99
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 26,596.98 $26,875.14
05722G100 BAKER HUGHES CO US BKR 6.62 $169.57
060505104 BANK OF AMERICA CORP US BAC 740.69 $26,087.01
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 147,049.48 $156,857.20
084670702 BERKSHIRE HATHAWAY INC-CL B US BRK/B 308.57 $69,890.67
086516101 BEST BUY INC US BBY 2.75 $241.11
088606108 BHP GROUP LTD AU BHP 307.55 $16,826.18
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 410.37 $34,696.94
09247X101 BLACKROCK INC US BLK 27.3 $13,721.38
0946580 WEIR GROUP PLC/THE GB WEIR LN 86.14 $1,722.83
097023105 BOEING CO US BA 72.2 $23,521.43
09857L108 BOOKING HOLDINGS INC US BKNG 13.61 $27,960.37
101121101 BOSTON PROPERTIES INC US BXP 37.19 $5,126.75
105368203 BRANDYWINE REALTY TRUST US BDN 357.7 $5,633.73
110122108 BRISTOL MYERS SQUIBB CO US BMY 234.73 $15,067.53
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 19.81 $841.33
11135F101 BROADCOM INC US AVGO 52.07 $16,454.99
11680JAA0 BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 US 1,511.96 $982.77
12503M108 CBOE GLOBAL MARKETS INC US CBOE 233.3 $27,995.58
12541W209 C.H. ROBINSON WORLDWIDE INC US CHRW 1.78 $138.83
12555DAA3 CIM 2019-INV1 A1 4.00000 02/25/2049 US 15,588.7 $15,821.20
12572Q105 CME GROUP INC US CME 133.73 $26,842.17
12591QAR3 COMM 2014-UBS4 A5 3.69400 08/10/2047 US 23,937.29 $25,195.78
12593GAF9 COMM 2015-PC1 A5 3.90200 07/10/2050 US 12,633.57 $13,449.86
12629NAF2 COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 US 13,298.49 $13,849.42
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 39,178.24 $38,454.51
126650100 CVS HEALTH CORP US CVS 212.78 $15,807.44
131477AT8 CALUMET SPECIALTY PROD 11.00000 04/15/2025 US 2,049.19 $2,228.50
133131102 CAMDEN PROPERTY TRUST US CPT 55.49 $5,887.81
13321L108 CAMECO CORP CA CCJ 128.27 $1,141.61
149123101 CATERPILLAR INC US CAT 87.98 $12,993.33
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 52.23 $52.13
14980AAA0 CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 US 20,589.59 $20,706.93
156700AW6 CENTURYLINK INC 5.62500 04/01/2020 US 1,478.72 $1,487.96
165183AL8 CFII 2017-2A A1 1.99000 05/15/2029 US 28,113.99 $28,090.86
165183BB9 CFII 2017-4A A1 2.12000 11/15/2029 US 7,029.45 $7,031.18
166764100 CHEVRON CORP US CVX 173.45 $20,902.57
16941R108 CHINA PETROLEUM & CHEM-ADR CN SNP 196.14 $11,797.90
17275R102 CISCO SYSTEMS INC US CSCO 523.19 $25,092.34
172967424 CITIGROUP INC US C 217.8 $17,399.92
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 44,970.48 $75,076.26
191216100 COCA COLA CO/THE US KO 1,011.08 $55,963.10
192422103 COGNEX CORP US CGNX 247.07 $13,845.53
194162103 COLGATE-PALMOLIVE CO US CL 166.11 $11,435.31
20030NCY5 COMCAST CORP 3.25000 11/01/2039 US 72,605.92 $73,758.10
20268CAA6 CBSLT 2019-AGS A1 MTGE 2.54000 01/25/2047 US 39,986.1 $39,613.63
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 81.07 $3,474.60
20451NAG6 COMPASS MINERALS INTERNA 6.75000 12/01/2027 US 2,586.43 $2,748.08
205887102 CONAGRA BRAND INC. US CAG 4.55 $155.95
222795502 COUSINS PROPERTIES INC US CUZ 211.4 $8,709.48
225310AN1 CREDIT ACCEPTANC 5.12500 12/31/2024 US 1,511.96 $1,570.11
22546QAD9 CREDIT SUISSE AG 5.40000 01/14/2020 CH 99,044.49 $99,137.39
22822V101 CROWN CASTLE INTL CORP US CCI 30.65 $4,357.48
22822VAN1 CROWN CASTLE INTL CORP 3.10000 11/15/2029 US 81,658.19 $82,704.98
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 27,766.83 $26,894.69
231021106 CUMMINS INC US CMI 1.44 $257.03
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 38.27 $388.10
25277LAC0 DIAMOND SPORTS GR/DIAMON 6.62500 08/15/2027 US 2,015.95 $1,960.51
253868103 DIGITAL REALTY TRUST INC US DLR 35.49 $4,250.11
25470DAT6 DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 US 88,999.47 $103,746.47
25787GAC4 DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 US 2,519.94 $2,576.63
25960P109 DOUGLAS EMMETT INC US DEI 93.94 $4,124.18
260557103 DOW INC US DOW 4.32 $236.18
2715777 QUEBECOR INC -CL B CA QBR/B CN 576.8 $14,720.28
277432100 EASTMAN CHEM CO US EMN 1.7 $134.92
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 750.82 $15,235.47
285512109 ELECTRONIC ARTS US EA 379.79 $40,830.85
2866857 LUNDIN MINING CORP CA LUN CN 67.79 $405.10
291011104 EMERSON ELEC CO US EMR 128.34 $9,787.14
29273RAR0 ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 US 60,765.61 $72,280.92
29413XAD9 ENVIVA PARTNERS LP/FIN C 6.50000 01/15/2026 US 2,049.19 $2,193.93
29444U700 EQUINIX INC US EQIX 92.83 $54,183.26
29446M102 EQUINOR ASA-SPON ADR NO EQNR 410.39 $8,170.93
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 43.06 $3,030.96
29476L107 EQUITY RESIDENTIAL US EQR 60.8 $4,920.27
29670E107 ESSENTIAL PROPERTIES REALTY US EPRT 139.62 $3,463.91
297178105 ESSEX PROPERTY TRUST INC US ESS 14.61 $4,395.17
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 156,402.25 $157,307.53
30225T102 EXTRA SPACE STORAGE INC US EXR 14.59 $1,540.75
30261UAJ3 FREMF 2013-K713 B 3.16852 04/25/2046 US 7,979.1 $7,972.65
30262DAL5 FREMF 2011-K13 B 4.61212 01/25/2048 US 33,148.38 $33,847.99
30262SAR9 FREMF 2015-K42 B FLT 3.85105 12/25/2024 US 14,552.95 $15,082.68
30286XAN9 FREMF 2015-K43 B FLT 3.73360 02/25/2048 US 15,293.27 $15,745.38
30287EAE0 FREMF 2014-K41 B FLT 3.83246 11/25/2047 US 56,594.79 $59,746.67
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 1,544,229.42 $3,831.70
30303M102 FACEBOOK INC -A US FB 543.9 $111,635.83
30744W107 FARFETCH LTD - CLASS A GB FTCH 40.93 $423.59
311900104 FASTENAL CO US FAST 5.49 $202.94
3128M1AM1 FHLM POOL G11912 5.50000 03/01/2021 US 326.16 $328.82
3128M5A91 FHLM POOL G03332 6.00000 10/01/2037 US 271.67 $311.74
3128M5NM8 FHLM POOL G03696 5.50000 01/01/2038 US 570.52 $640.64
3128M6B98 FHLM POOL G04264 5.50000 04/01/2038 US 2,022.72 $2,270.95
3128M6HZ4 FHLM POOL G04448 5.50000 07/01/2038 US 11,157.37 $12,503.42
3128M6SU3 FHLM POOL G04731 5.50000 04/01/2038 US 260.19 $292.24
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 520.22 $595.26
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 1,642.19 $1,836.56
3128M7KW5 FHLM POOL G05409 5.50000 03/01/2039 US 1,392.2 $1,563.95
3128M82W3 FHLM POOL G06789 6.00000 05/01/2040 US 9,212.98 $10,571.33
3128M8AW4 FHLM POOL G06021 5.50000 01/01/2040 US 546.87 $614.19
3128M9C83 FHLM POOL G06995 6.00000 05/01/2040 US 1,688.88 $1,937.91
3128M9ZU9 FHLM POOL G07655 5.50000 12/01/2035 US 2,996.2 $3,368.26
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 4,184.83 $4,330.21
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 347.24 $354.69
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 53.08 $54.44
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 47.82 $49.48
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 341.2 $352.06
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 50,610.69 $53,662.81
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 7,759.7 $8,715.73
3128MJY87 FHLM POOL FG G08734 4.00000 11/01/2046 US 3,487.91 $3,679.91
3128P75F6 FHLM POOL C91746 4.50000 12/01/2033 US 3,209.48 $3,455.35
312941ZQ3 FHLM POOL Q93451 4.50000 08/01/2040 US 33,420.59 $36,312.24
3131XVYW9 FEDERAL NATL MTG ASSN FR ZM2525 3.00000 12/01/2046 US 49,911.88 $51,061.87
3132QUNJ8 FHLM POOL Q37592 4.00000 12/01/2045 US 10,574.85 $11,222.63
3132VLY43 FHLM POOL FG Q60730 4.00000 01/01/2049 US 10,487.63 $10,943.07
3132XTPU6 FHLM GOLD POOL FG Q51334 4.00000 10/01/2047 US 38,606.25 $40,584.46
3132Y33P7 FHLM POOL FG Q59805 4.50000 11/01/2048 US 32,773.6 $34,561.42
31335ABB3 FHLM POOL G60034 4.50000 02/01/2045 US 16,084.11 $17,339.57
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 3,421.25 $3,619.96
31335CCY8 FHLM POOL FG G61887 MTGE 5.00000 02/01/2049 US 31,810.25 $34,032.21
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 15.83 $15.85
3133G6L60 FEDERAL NATL MTG ASSN FR QN0349 3.00000 08/01/2034 US 54,714.54 $56,114.47
3136AY6W8 FNA 2017-M15 A1 2.95932 09/25/2027 US 48,627.92 $50,344.45
3136B1YD0 FNR 2018-31 KP 3.50000 07/25/2047 US 37,998.22 $39,468.44
31371MLB1 FEDERAL NATL MTG ASSN 256022 5.50000 12/01/2035 US 3,831.7 $4,313.15
31371MRU3 FEDERAL NATL MTG ASSN 256199 5.00000 04/01/2021 US 229.7 $237.30
31371NCJ2 FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 US 2,801.73 $3,147.66
31371NDQ5 FEDERAL NATL MTG ASSN 256711 5.50000 05/01/2037 US 488.07 $548.08
313747206 FEDERAL RLTY INVT TR SH BEN INT US FRT 10.18 $1,311.09
3137A2B34 FHMS K009 X1 FLT 1.25990 08/25/2020 US 154,135.78 $771.51
3137ADTK3 FHMS K014 X1 FLT 1.14922 04/25/2021 US 914,851.39 $10,736.79
3137AJMG6 FMHS K016 X1 FLT 1.47780 10/25/2021 US 210,693.59 $4,720.23
3137AUPF0 FHMS K021 x1 FLT 1.42508 06/25/2022 US 1,351,478.76 $40,492.33
3137B3NB0 FHMS K030 X1 FLT 0.18323 04/25/2023 US 2,683,366.18 $14,607.17
3137B4GZ3 FHMS K032 X1 FLT 0.09665 05/25/2023 US 1,594,646.46 $5,881.69
3137F4YU0 FHR 4791 BA MTGE 4.00000 03/15/2044 US 38,057.51 $38,816.09
3137FG2L8 FHR 4801 BA MTGE 4.50000 05/15/2044 US 31,212.06 $31,889.63
3138A7BL1 FEDERAL NATL MTG ASSN AH5442 4.50000 05/01/2041 US 14,930.74 $15,844.03
3138ABBY4 FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 US 1,256.69 $1,364.92
3138AJ4A7 FEDERAL NATL MTG ASSN AI5316 4.50000 07/01/2041 US 2,483.1 $2,614.40
3138ASSD5 FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 US 712.11 $772.93
3138EPLE2 FEDERAL NATL MTG ASSN AL6624 4.50000 09/01/2042 US 7,237.58 $7,856.82
3138EQTZ5 FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 US 10,264.99 $11,143.60
3138ERN30 FEDERAL NATL MTG ASSN FN AL9409 3.50000 11/01/2031 US 42,507.54 $44,207.70
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.64200 01/01/2049 US 58,179.9 $64,971.95
3138WDAY7 FEDERAL NATL MTG ASSN FN AS3622 3.50000 10/01/2044 US 86,222.39 $90,974.03
3138WDRZ6 FEDERAL NATL MTG ASSN AS4103 4.50000 12/01/2044 US 43,662.67 $47,042.35
3138WGK37 FEDERAL NATL MTG ASSN FN AS6613 4.00000 02/01/2046 US 16,638.71 $17,611.84
3138YTGK4 FEDERAL NATL MTG ASSN AZ2001 3.50000 05/01/2045 US 81,604.93 $85,560.64
31403DDX4 FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 US 7,120.69 $8,012.97
31403DVZ9 FEDERAL NATL MTG ASSN 745932 6.50000 11/01/2036 US 699.53 $793.14
31406PTV1 FEDERAL NATL MTG ASSN 816064 4.50000 04/01/2020 US 33.37 $34.45
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 3,219.14 $3,389.23
3140EWG66 FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 US 5,709.59 $5,961.85
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 4,026.52 $4,200.55
3140F4UB0 FEDERAL NATL MTG ASSN BC8677 4.00000 05/01/2046 US 43,148 $45,568.79
3140F9M51 FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 US 16,817.54 $17,762.23
3140FEXR0 FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 US 10,639.96 $11,205.57
3140FPGW3 FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 US 36,356.4 $38,276.61
3140HPUY1 FEDERAL NATL MTG ASSN FN BK9598 4.50000 08/01/2048 US 12,808.85 $13,499.00
3140JGVQ5 FEDERAL NATL MTG ASSN FN BN0622 4.50000 01/01/2049 US 44,319.17 $46,692.21
3140Q84E2 FEDERAL NATL MTG ASSN FN CA1720 5.00000 05/01/2048 US 39,503.16 $43,645.95
3140Q9D42 FEDERAL NATL MTG ASSN FN CA1922 5.00000 06/01/2048 US 26,038.86 $27,912.63
3140Q9JA2 FEDERAL NATL MTGE ASSN FN CA2056 4.50000 07/01/2048 US 30,264.84 $31,973.63
3140Q9PD9 FEDERAL NATL MTG ASSN FN CA2219 5.00000 08/01/2048 US 26,775.63 $28,701.86
3140Q9T78 FEDERAL NATL MTG ASSN FN CA2373 5.00000 09/01/2048 US 18,561.55 $19,896.43
3140X4JC1 FEDERAL NATL MTG ASSN FM1158 3.50000 06/01/2034 US 73,894.16 $76,605.04
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 220.29 $224.46
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 254.82 $260.22
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 1,617.79 $1,637.36
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 1,980.98 $2,004.08
31410KJV7 FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 US 1,785.57 $2,047.62
31410KLD4 FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 US 2,970.33 $3,335.86
31410WSY5 FEDERAL NATL MTG ASSN 899735 6.50000 09/01/2037 US 795.32 $882.76
31411JXP6 FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 US 3,531.57 $3,954.48
31411RHZ4 FEDERAL NATL MTG ASSN 912948 5.00000 05/01/2038 US 352.29 $376.40
31413CCL1 FEDERAL NATL MTG ASSN 941175 6.00000 11/01/2037 US 298.46 $329.34
31413MR66 FEDERAL NATL MTG ASSN 949709 6.50000 09/01/2037 US 1,373.49 $1,543.97
31413S6R0 FEDERAL NATL MTG ASSN 954580 6.00000 02/01/2038 US 937.95 $1,071.21
31414CQ50 FEDERAL NATL MTG ASSN 962276 6.00000 03/01/2038 US 204.52 $233.24
31414DJ23 FEDERAL NATL MTG ASSN 962981 6.00000 05/01/2038 US 610.73 $685.47
31414QX28 FEDERAL NATL MTG ASSN 973297 4.50000 03/01/2023 US 439.71 $455.44
31414UF52 FEDERAL NATL MTG ASSN 976388 4.50000 04/01/2023 US 2,380.91 $2,457.95
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31415BBC2 FEDERAL NATL MTG ASSN 981635 5.00000 06/01/2038 US 1,051.7 $1,155.97
31415BBT5 FEDERAL NATL MTG ASSN 981650 5.00000 06/01/2038 US 572.06 $618.77
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 8.16 $8.22
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 1,094.5 $1,107.54
31417YJC2 FEDERAL NATL MTG ASSN MA0258 4.50000 12/01/2039 US 1,221.56 $1,325.65
31418B6G6 FEDERAL NATL MTG ASSN FN MA2670 3.00000 07/01/2046 US 29,594.26 $30,308.33
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 18,501.26 $19,907.51
31418BDH6 FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 US 20,279.2 $21,820.85
31418C4F8 FEDERAL NATL MTG ASSN FN MA3521 4.00000 11/01/2048 US 82,490.67 $85,806.16
31418CAF1 FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 US 37,876.94 $38,756.10
31418CRE6 FEDERAL NATL MTG ASSN FN MA3184 4.50000 11/01/2047 US 34,225.5 $36,155.44
31418CYJ7 FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 US 27,305.46 $28,435.57
31418CZH0 FEDERAL NATL MTG ASSN FN MA3443 4.00000 08/01/2048 US 39,623.07 $41,173.75
31418DC67 FEDERAL NATL MTG ASSN FN MA3692 3.50000 07/01/2049 US 97,064.49 $99,772.81
31418MDZ2 FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 US 889.12 $1,016.92
31418MG63 FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 US 2,369.74 $2,716.35
31418MJC7 FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 US 7,733.09 $8,703.54
31418MKV3 FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 US 3,000.96 $3,369.13
31418MQQ8 FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 US 72.33 $75.59
31419BBV6 FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 US 2,931.35 $3,183.39
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316067107 FIDELITY CASH RESERVES US 1,767.56 $1,767.56
316773100 FIFTH THIRD BANCORP US FITB 6.35 $195.20
32054K103 FIRST INDUSTRIAL REALTY TR US FR 67.59 $2,805.83
33834YAA6 FIVE POINT OP CO LP/FIVE 7.87500 11/15/2025 US 2,082.44 $2,097.66
34461LAA2 FONTAINEBLEAU MIAMI BEACH TRUST 3.14400 12/10/2036 US 46,244.42 $47,337.09
346232AD3 FORESTAR GROUP INC 8.00000 04/15/2024 US 1,478.72 $1,608.10
34960PAB7 FORTRESS TRANS & INFRAST 6.50000 10/01/2025 US 2,990.68 $3,156.66
35166FAA0 FOXTROT ESCROW ISSUER 12.25000 11/15/2026 US 2,015.95 $2,099.11
357081AE8 FREMF 2015-K720 B FLT 3.39170 07/25/2022 US 14,534.74 $14,782.49
36246MAT6 GTP AQUISITION PARTNERS 2.35000 06/15/2020 US 9,297.72 $9,299.21
36248EAA3 GSMS 2010-C2 3.84900 12/10/2043 US 885.86 $890.68
36294VKJ8 GNMA POOL 660997 5.50000 05/15/2037 US 2,435.94 $2,611.62
364760108 GAP INC US GPS 4.75 $83.94
369550108 GENERAL DYNAMICS CORP US GD 1.51 $266.18
369604BQ5 GENERAL ELECTRIC CO 5.00000 01/21/2021 US 75,563.35 $74,011.27
370334104 GENERAL MLS INC US GIS 5.51 $294.88
372460105 GENUINE PARTS CO US GPC 1.75 $185.77
374297109 GETTY REALTY CORP US GTY 58.85 $1,934.55
375558103 GILEAD SCIENCES INC US GILD 230.22 $14,959.53
37953TAB1 GLOBAL SHIP LEASE INC 9.87500 11/15/2022 MH 1,329.85 $1,386.37
37960JAA6 GLOBAL AIR LEASE CO LTD 6.50000 09/15/2024 KY 2,990.68 $3,120.62
38379RRX3 GNR 2017-54 AH MTGE 2.60000 12/16/2056 US 44,682.04 $44,692.46
388689101 GRAPHIC PACKAGING HOLDING CO US GPK 1,643.31 $27,361.18
400506101 GRUPO AEROPORTUARIO PAC-ADR MX PAC 7.21 $855.70
40051E202 GRUPO AEROPORTUARIO DEL SURESTE MX ASR 4.42 $828.59
404119BX6 HCA INC 4.12500 06/15/2029 US 69,571.4 $73,820.77
404139AD9 HC2 HOLDINGS INC 11.50000 12/01/2021 US 570.48 $530.55
406216101 HALLIBURTON CO US HAL 1,410.29 $34,509.91
416515104 HARTFORD FINL SVCS US HIG 2.63 $160.01
421946104 HEALTHCARE REALTY TRUST INC US HR 117.74 $3,929.07
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 72.53 $2,196.33
42250P103 HEALTHPEAK PROPERTIES INC US PEAK 198.51 $6,842.71
427866108 HERSHEY CO/THE US HSY 1.89 $277.55
43300A203 HILTON WORLDWIDE HOLDINGS INC US HLT 17.51 $1,942.24
437076102 HOME DEPOT INC US HD 141.03 $30,797.52
438128308 HONDA MOTOR CO LTD -SPONS ADR JP HMC 338.03 $9,569.70
438516106 HONEYWELL INTERNATIONAL INC US HON 107.05 $18,947.57
44107P104 HOST MARRIOTT CORP US HST 135.25 $2,508.97
45031UCG4 ISTAR INC 4.25000 08/01/2025 US 1,511.96 $1,528.53
450913AE8 IAMGOLD CORP 7.00000 04/15/2025 CA 2,049.19 $2,134.97
452308109 ILLINOIS TOOL WKS INC US ITW 57.65 $10,355.95
45337C102 INCYTE CORP US INCY 184.5 $16,110.39
45378A106 INDEPENDENCE REALTY TRUST IN US IRT 196.49 $2,766.59
45682RAA8 INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 AU 2,049.19 $2,112.27
458140100 INTEL CORP US INTC 522.37 $31,263.81
45866F104 INTERCONTINENTALEXCHANGE INC US ICE 295.15 $27,316.42
459200101 INTERNATIONAL BUSINESS MACH CORP US IBM 137.44 $18,422.28
460146103 INTERNATIONAL PAPER CO US IP 3.17 $145.75
46187BAA1 IHSFR 2017-SFR2 A 2.58738 12/17/2036 US 15,292.21 $15,234.06
46187BAB9 IHSFR 2017-SFR2 B 2.88738 12/17/2036 US 12,295.17 $12,277.61
46187W107 INVITATION HOMES INC US INVH 322.22 $9,656.85
46625H100 JP MORGAN CHASE & CO US JPM 255.62 $35,633.43
46635GAE0 JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 US 3,183.75 $3,200.68
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 19,818.76 $19,968.65
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 22,635.43 $23,111.77
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 25,537.88 $25,786.57
46647PAY2 JPMORGAN CHASE & CO 4.02300 12/05/2024 US 72,683 $77,514.39
46647SAJ9 JPMMT 2017-3 1A5 3.50000 08/25/2047 US 32,567.07 $32,915.63
46649HAE2 JPMMT 2017-6 A5 3.50000 12/25/2048 US 21,709.34 $21,982.95
4741844 MERCK KGAA DE MRK GR 484.45 $57,114.17
476405105 JERNIGAN CAPITAL INC US JCAP 260.73 $4,990.34
478160104 JOHNSON & JOHNSON US JNJ 795.74 $116,074.77
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 2,619.67 $772.80
4821100 SOLVAY SA BE SOLB BB 18.95 $2,205.70
482480100 KLA-TENCOR CORPORATION US KLAC 1.54 $274.85
487526AB1 KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 US 2,015.95 $2,111.71
487836108 KELLOGG CO US K 3.01 $208.32
493267108 KEYCORP US KEY 8.74 $176.84
49427F108 KILROY REALTY CORP US KRC 17.21 $1,443.87
494368103 KIMBERLY CLARK CORP US KMB 73.51 $10,111.39
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 75,286.79 $99,745.80
500255104 KOHLS CORP US KSS 1.99 $101.29
501044101 KROGER CO US KR 5.45 $158.06
50187TAE6 LGI HOMES INC 6.87500 07/15/2026 US 2,586.43 $2,709.28
5107401 BEIERSDORF AG DE BEI GR 10.54 $1,260.79
512807108 LAM RESEARCH CORP US LRCX .88 $258.58
516806AD8 LAREDO PETROLEUM INC 5.62500 01/15/2022 US 1,511.96 $1,466.60
531172104 LIBERTY PROPERTY TRUST US LPT 35.06 $2,105.17
53223X107 LIFE STORAGE INC US LSI 13.14 $1,423.04
539830109 LOCKHEED MARTIN CORP US LMT 44.61 $17,372.00
54238XAC2 LONESTAR RESOURCES AMERICA 11.25000 01/01/2023 US 1,511.96 $1,031.91
550021109 LULULEMON - ADR CA LULU 242.77 $56,242.58
56585A102 MARATHON PETROLEUM CORP US MPC 159.64 $9,618.55
57636Q104 MASTERCARD INC-CLASS A US MA 302.46 $90,312.82
57772K101 MAXIM INTEGRATED PRODUCTS US MXIM 2.56 $157.46
58933Y105 MERCK & CO INC US MRK 535.56 $48,709.53
594918104 MICROSOFT CORP US MSFT 353.14 $55,689.98
595112103 MICRON TECHNOLOGY INC US MU 1,486.21 $79,928.51
59522J103 MID-AMERICA APARTMENT COMM US MAA 20.91 $2,756.77
60871R209 MOLSON COORS BREWING CO -B US TAP 2.12 $114.33
609207105 MONDELEZ INTERNATIONAL INC US MDLZ 1,224.25 $67,431.96
615369105 MOODY'S CORPORATION US MCO 117.7 $27,943.17
61965RAA3 MOSS CREEK RESOURCES HLD 7.50000 01/15/2026 US 1,478.72 $1,123.82
61965RAB1 MOSS CREEK RESOURCES HLD 10.50000 05/15/2027 US 503.99 $420.83
62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 3,023.92 $2,918.09
6356934 FANUC LTD JP 6954 JP 3.32 $613.94
637417106 NATIONAL RETAIL PROPERTIES US NNN 47.36 $2,539.31
637870106 NATIONAL STORAGE AFFILIATES US NSA 51.16 $1,720.06
63938CAA6 NAVIENT CORP 5.00000 10/26/2020 US 2,015.95 $2,045.58
63940YAA4 NAVSL 2019-CA A1 2.82000 02/15/2068 US 24,871.91 $24,982.66
63941RAB6 NAVSL 2019-2A A2 2.79200 02/27/2068 US 80,849.7 $80,639.61
64110D104 NETAPP INC US NTAP 1.86 $115.90
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 24,861.18 $25,645.46
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 31,758.29 $32,792.53
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 42,941.22 $44,348.43
6490995 KEYENCE CORP JP 6861 JP 3.32 $1,167.40
6514442 METROPOLITAN BANK & TRUST PH MBT PM 24.24 $31.73
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 2,619.67 $1,964.76
66987V109 NOVARTIS AG- REG CH NVS 933.26 $88,369.97
670346105 NUCOR CORP US NUE 3.35 $188.61
67059TAD7 NUSTAR LOGISTICS LP 6.75000 02/01/2021 US 1,511.96 $1,568.66
67066G104 NVIDIA CORP US NVDA 231.61 $54,498.55
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 664.92 $664.37
6742340 SHANDONG WEIGAO CN 1066 HK 1,037.28 $1,242.92
674599105 OCCIDENTAL PETROLEUM CORP US OXY 4.51 $186.06
675232102 OCEANEERING INTL INC US OII 1,485.17 $22,143.84
675232AB8 OCEANEERING INTL INC 6.00000 02/01/2028 US 2,015.95 $1,975.63
680665AL0 OLIN CORP 5.62500 08/01/2029 US 1,511.96 $1,596.93
681936100 OMEGA HEALTHCARE INVS INC US OHI 65.71 $2,782.86
6821506 SONY CORP FIRST SECTION JP 6758 JP 24.6 $1,670.43
7021963 DEUTSCHE BOERSE AG DE DB1 GR 11.47 $1,798.64
70450Y103 PAYPAL HOLDINGS INC US PYPL 251.89 $27,247.47
7123870 NESTLE SA-REGISTERED CH NESN SW 548.33 $59,364.96
713448108 PEPSICO INC US PEP 399.71 $54,629.02
71654V101 PETROLEO BRASIL-SP PREF ADR BR PBR/A 744.79 $11,112.23
717081103 PFIZER INC US PFE 730.94 $28,638.13
718546104 PHILLIPS 66 US PSX 2.6 $289.65
719245AD4 PHOTO HOLDINGS MERGER SU 8.50000 10/01/2026 US 2,049.19 $1,905.75
71943U104 PHYSICIANS REALTY TRUST US DOC 244.32 $4,627.50
729640102 PLYMOUTH INDUSTRIAL REIT INC US 84.67 $1,557.05
741503AZ9 BOOKING HOLDINGS INC 3.60000 06/01/2026 US 136,717.32 $145,954.40
74166MAB2 PRIME SECSRVC BRW/FINANC 5.25000 04/15/2024 US 1,611.7 $1,705.18
74166MAC0 PRIME SECSRVC BRW/FINANC 5.75000 04/15/2026 US 1,478.72 $1,607.19
74333KAA6 PROG 2017-SFR2 A 2.89700 12/17/2034 US 24,209.85 $24,239.59
74340W103 PROLOGIS US PLD 157.67 $14,054.99
74460D109 PUBLIC STORAGE INC US PSA 23.83 $5,075.04
74834L100 QUEST DIAGNOSTICS INC US DGX 1.39 $148.41
750236AW1 RADIAN GROUP INC 4.87500 03/15/2027 US 2,453.44 $2,582.25
756109104 REALTY INCOME CORP US O 21.38 $1,574.03
7591EP100 REGIONS FINANCIAL CORP. US RF 7.84 $134.53
76131D103 RESTAURANT BRANDS INTERN CA QSR 28.86 $1,840.26
767204100 RIO TINTO PLC - SPON ADR GB RIO 227.92 $13,529.05
7698356 GETINGE AB-B SHS SE GETIB SS 53.86 $1,001.62
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 2,049.19 $2,070.91
773903109 ROCKWELL AUTOMATION INC US ROK .81 $164.41
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 328.71 $28,798.38
78409V104 S&P GLOBAL INC US SPGI 100.73 $27,504.12
78410G104 SBA COMMUNICATIONS CORP US SBAC 116.44 $28,060.08
78442PGC4 SLM CORP 5.12500 04/05/2022 US 2,619.67 $2,711.36
78443BAG1 SLMA 2006-10 A6 FLT 2.08963 03/25/2044 US 10,510.46 $9,853.29
78471CAB5 SOFI 2017-D A2FX 2.65000 09/25/2040 US 65,086.64 $65,033.85
78490DAA2 SOFI 2018-C A1FX 3.08000 01/25/2048 US 9,360.85 $9,400.43
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 112,823.67 $129,693.52
80282KAE6 SANTANDER HOLDINGS USA 4.50000 07/17/2025 US 93,773.38 $101,232.63
806857108 SCHLUMBERGER LTD NL SLB 957.88 $38,506.94
81141R100 SEA LTD - ADR SG SE 33.28 $1,338.50
812578102 SEATTLE GENETICS INC US SGEN 153.97 $17,592.49
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 24,575.81 $24,621.46
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 33,408.31 $33,647.61
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 24,826.44 $23,689.73
81762P102 SERVICENOW INC US NOW 195.02 $55,058.70
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 1,511.96 $1,440.14
828806109 SIMON PROPERTY GROUP INC US SPG 62.28 $9,277.65
832696405 JM SMUCKER CO/THE-NEW COM WI US SJM 1.36 $141.25
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 450.75 $450.43
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 1,496.08 $1,507.86
83401LAB0 SOFI 2015-A A2 2.42000 03/25/2030 US 15,602.84 $15,600.43
83402DAC5 SOFI 2016-C A2B 2.36000 12/27/2032 US 20,145.51 $20,064.92
83404LAC5 SOFI 2016-D A2B 2.34000 04/25/2033 US 7,141.46 $7,144.48
83404YAA1 SCLP 2016-5 A 3.06000 09/25/2028 US 820.9 $824.30
83406CAA7 SCLP 2019-2 A MTGE 3.01000 04/25/2028 US 23,370.54 $23,521.66
83406EAB1 SOFI 2018-A A2A 2.39000 02/25/2042 US 1,549.76 $1,552.84
835699307 SONY CORP SPONSORED ADR JP SNE 825.31 $56,120.91
84265VAD7 SOUTHERN COPPER CORP 5.37500 04/16/2020 US 103,576.56 $104,404.98
852061AR1 SPRINT COMMUNICATIONS 7.00000 08/15/2020 US 3,090.42 $3,156.09
85207UAE5 SPRINT CORP 7.25000 09/15/2021 US 1,478.72 $1,563.74
85207UAH8 SPRINT CORP 7.12500 06/15/2024 US 1,478.72 $1,595.16
85254J102 STAG INDUSTRIAL INC US STAG 102.78 $3,244.89
85571BAP0 STARWOOD PROPERTY TRUST 3.62500 02/01/2021 US 2,015.95 $2,028.55
85571XAA5 SRPT 2014-STAR A FLTG RATE 3.20975 11/15/2027 US 81,486.34 $81,236.37
862121100 STORE CAPITAL CORP US STOR 63.29 $2,356.95
86212XAA8 STR 2019-1 A1 MTGE 2.82000 11/20/2049 US 24,213.31 $24,118.24
866674104 SUN COMMUNITIES US SUI 38.05 $5,710.95
86723CAF5 SUNCOKE ENRGY PART LP/FI 7.50000 06/15/2025 US 1,478.72 $1,422.04
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 112.43 $1,565.05
86935CAA0 SCML 2019-SBC8 2.86000 04/25/2041 US 13,119.38 $13,121.39
871829107 SYSCO CORP US SYY 4.18 $357.19
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 12,416.34 $12,409.32
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 1,578.45 $1,341.69
88032WAN6 TENCENT HOLDINGS 3.97500 04/11/2029 KY 69,571.4 $75,134.14
882508104 TEXAS INSTRUMENTS INC US TXN 139.57 $17,904.83
88579Y101 3M CO US MMM 99.54 $17,561.70
89151E109 TOTAL S A SPONSORED ADR FR TOT 258.56 $14,298.22
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 63,222.78 $63,226.74
89173FAA8 TPMT 2017-1 A1 2.75000 10/25/2056 US 30,832.53 $31,042.92
89177EAA7 TPMT 2019-HY1 A1 2.79200 10/25/2048 US 27,658.23 $27,718.21
892231AA9 TOWNSQUARE MEDIA INC 6.50000 04/01/2023 US 1,511.96 $1,534.64
89417E109 TRAVELLERS COS INC US TRV 1.53 $209.44
89613BAA5 TAH 2016-SFR1 A 2.58900 11/17/2033 US 76,341.49 $76,199.92
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 46,377.34 $46,709.83
89832Q109 TRUIST FINANCIAL CORP US TFC 8.62 $485.33
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 6,324.4 $6,103.05
902494103 TYSON FOODS INC -CL A US TSN 2.31 $210.06
902653104 UDR INC US UDR 101.53 $4,741.66
902973304 U.S. BANCORP US USB 268.03 $15,891.52
903002103 UMH PROPERTIES INC US UMH 89.54 $1,408.50
904767704 UNILEVER PLC - ADR GB UL 1,204.66 $68,870.59
907818108 UNION PAC CORP US UNP 107.15 $19,371.51
911312106 UNITED PARCEL SERVICE US UPS 156.71 $18,344.75
912796SZ3 TREASURY BILL 0.00000 07/16/2020 US 94,601.36 $93,810.12
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 37,029.65 $51,018.47
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 58,990.26 $61,266.03
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 48,938.45 $50,051.04
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 131,294.26 $147,875.29
9128284P2 US TREASURY N/B 2.62500 05/15/2021 US 236,876.5 $240,133.55
9128286N5 TSY INFL IX N/B 0.50000 04/15/2024 US 229,737.64 $233,451.75
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 477,732.26 $477,153.75
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 217,839.17 $215,635.25
912828VB3 UNITED STATES TREAS NTS 1.75000 05/15/2023 US 24,961.27 $25,057.80
912828VS6 US TREASURY N/B 2.50000 08/15/2023 US 92,977.15 $95,762.83
912828WJ5 US TREASURY N/B 2.50000 05/15/2024 US 185,550.05 $191,993.57
912828XB1 UNITED STATES TREAS NTS 2.12500 05/15/2025 US 210,986.3 $215,337.89
913017109 UNITED TECHNOLOGIES CORP US UTX 126.95 $19,011.71
91704F104 URBAN EDGE PROPERTIES US UE 175.69 $3,369.72
918204108 VF CORP US VFC 82.62 $8,233.94
91913Y100 VALERO ENERGY US VLO 90.2 $8,447.06
92276F100 VENTAS INC US VTR 54.38 $3,140.15
92339V100 VEREIT INC US VER 475.41 $4,392.76
92343VDU5 VERIZON COMMUNICATIONS 5.25000 03/16/2037 US 116,302.45 $146,067.65
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 79.21 $17,341.98
92556H206 VIACOMCBS INC US VIAC 2.66 $111.63
92826C839 VISA INC - CLASS A SHARES US V 437.2 $82,150.20
92840JAA7 VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 MUL 2,082.44 $1,978.32
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 5,871.03 $5,892.28
929042109 VORNADO REALTY TRUST US VNO 15.63 $1,039.32
92922PAL0 W & T OFFSHORE INC 9.75000 11/01/2023 US 1,478.72 $1,410.32
93065PAA9 WBHT 2019-WBM A FLT 2.78975 12/15/2033 US 38,479.84 $38,433.08
931142103 WAL MART STORES US WMT 290.57 $34,530.93
931427108 WALGREENS BOOTS ALLIANCE INC US WBA 187.83 $11,074.70
94106L109 WASTE MANAGEMENT INC US WM 89.32 $10,179.27
94856UAA9 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 2,486.69 $2,579.94
948741103 WEINGARTEN REALTY INVESTORS US WRI 110.95 $3,466.16
949746101 WELLS FARGO COMPANY US WFC 586.54 $31,555.60
95040Q104 WELLTOWER INC. US WELL 69.21 $5,660.27
958102105 WESTERN DIGITAL CORP US WDC 2.74 $173.88
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 60,289.57 $62,885.63
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 19,274.98 $19,285.71
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 31,639.77 $32,267.63
98311A105 WYNDHAM HOTELS & RESORTS INC US WH 31.16 $1,957.04
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 3,057.17 $2,812.60
B02J639 ADMIRAL GROUP PLC GB ADM LN 63.13 $1,929.30
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 112.37 $841.33
B1XH026 VINCI SA FR DG FP 7.45 $829.42
B1Y47Y7 GERRESHEIMER AG DE GXI GR 15.39 $1,190.53
B1Y9TB3 DANONE FR BN FP 23.31 $1,935.45
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 51,290.23 $2,702.17
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 13,712.69 $10,823.79
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 115,531.65 $6,074.80
B4R2R50 JULIUS BAER CH BAER SW 21.54 $1,110.63
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 180,770.46 $9,611.26
B63QM77 NEXON CO LTD JP 3659 JP 6,092.78 $80,822.46
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 34,946.64 $1,971.67
B7KR2P8 EASY JET PLC GB EZJ LN 1,810.47 $34,103.83
BBG00R1HNZB6 NVDA US 01/24/20 P215 US -.85 -$128.47
BBG00R1LGYF4 SLB US 01/24/20 P36 NL -5.42 -$113.85
BBQ3850 KEYWORDS STUDIOS PLC IE KWS LN 22.84 $454.24
BD3HF92 BSR REAL ESTATE INVESTMENT CA HOM/U CN 55.96 $648.62
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 1,393.21 $2,203.51
BGHVXC0 DRILLING CO OF 1972/THE DK DRLCO DC 12.67 $836.38
BH3T8K8 ORBIA ADVANCE CORP SAB DE CV MX 245.29 $523.08
BJ2KSG2 AKZO NOBEL NL AKZA NA 11.94 $1,218.90
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 1,187.07 $57,188.70
BMTRW10 B&M EUROPEAN VALUE RETAIL SA GB BME LN 228.47 $1,239.72
BNGN9Z1 FINECOBANK SPA IT FBK IM 126.73 $1,520.29
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 1,385.99 $48,981.78
BVYVFW2 AUTO TRADER GROUP PLC GB AUTO LN 50.67 $400.13
BYXS699 QIAGEN N.V. NL QIA GR 30.25 $1,030.86
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 671.14 $54,967.15
G0772R208 BANK OF N.T. BUTTERFIELD&SON BM NTB 33.01 $1,222.16
G29183103 EATON CORP PLC US ETN 95.85 $9,078.70
G51502105 JOHNSON CONTROLS INTERNATIONAL US JCI 6.71 $273.13
G5960L103 MEDTRONIC INC IE MDT 999.25 $113,364.71
G97822103 PERRIGO CO PLC IE PRGO 21.74 $1,123.25
H01301128 ALCON INC CH ALC 508.46 $28,763.73
H1467J104 CHUBB LTD CH CB 58.96 $9,177.31
H8817H100 TRANSOCEAN LTD US RIG 1,576.87 $10,848.85
N22717107 CORE LABORATORIES N.V. NL CLB 22.24 $837.85
N47279109 INTERXION HOLDING NV NL INXN 96.74 $8,107.45
N53745100 LYONDELLBASELL INDU-CL A US LYB 3.23 $305.32
N72482123 QIAGEN N.V. ADR NL QGEN 17.92 $605.69
USD US DOLLAR US 219,288.45 $219,288.45

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

$15.30

Daily $ Change

$0.00

Daily % Change

0.00%

as of 01/23/2020

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 12/31/2019

YTD

---

1 Year

13.96%

3 Year

7.25%

5 Year

4.22%

10 Year

6.15%

Inception
(01/01/2000)

6.43%

US Stock Market Cycle (04/01/2000 - 12/31/2019)

6.36%

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 12/31/2019

GOVERNMENT AGENCY 14.13%
TREASURY NOTES 7.47%
UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 4.01%
TREASURY BONDS 2.90%
TSY INFL IX N/B 0.50000 04/15/2024 1.96%
EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 1.32%
BANK OF AMERICA CORP 4.00000 01/22/2025 1.32%
VERIZON COMMUNICATIONS 5.25000 03/16/2037 1.23%
BOOKING HOLDINGS INC 3.60000 06/01/2026 1.23%
SABINE PASS LIQUEFACTION 5.87500 06/30/2026 1.09%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 12/31/2019

Bonds
67.40%
Stocks
30.77%
Cash
1.83%

Detailed Asset Class Allocation

As of 12/31/2019

International Equities
9.27%
Small Capitalization
0.46%
Mid Capitalization
1.06%
Large Capitalization
19.98%
Long Term Fixed Income
19.61%
Intermediate Term Fixed Income
36.25%
Short Term Fixed Income
11.54%
Cash
1.83%

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

December Fund Holdings

As of 12/31/2019

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00101JAK2 ADT SEC CORP 6.25000 10/15/2021 US 1,478.72 $1,560.04
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 93,861.04 $103,095.29
00287Y109 ABBVIE INC US ABBV 236.96 $20,980.35
004239109 ACADIA REALTY TRUST US AKR 44.77 $1,160.91
00489LAA1 ACRISURE LLC / FIN INC 7.00000 11/15/2025 US 2,049.19 $1,977.47
00507V109 ACTIVISION INC US ATVI 782.78 $46,512.83
00774MAG0 AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 IE 93,906.36 $100,978.99
00791GAA5 AG MERGER SUB II INC 10.75000 08/01/2027 US 2,453.44 $2,453.44
008492100 AGREE REALTY CORP US ADC 28.23 $1,981.17
00912XAV6 AIR LEASE CORP 3.62500 04/01/2027 US 95,988.8 $99,554.56
013093AD1 ALBERTSONS COS LLC/SAFEW 5.75000 03/15/2025 US 1,511.96 $1,564.88
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 10.22 $1,651.03
01609W102 ALIBABA GROUP - ADR CN BABA 139.32 $29,550.10
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 73,823.95 $76,918.08
020002101 ALLSTATE CORPORATION US ALL 2.07 $233.28
02079K107 ALPHABET INC-CL C US GOOG 30.78 $41,159.79
02079K305 ALPHABET INC-CL A US GOOGL 30.04 $40,238.92
023135106 AMAZON.COM INC US AMZN 31.12 $57,499.58
02319V103 AMBEV SA-ADR BR ABEV 3,197.51 $14,900.38
0237400 DIAGEO PLC GB DGE LN 717.52 $30,233.95
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 74.62 $3,509.22
0263494 BAE SYSTEMS PLC GB BA/ LN 248.78 $1,862.72
02665T306 AMERICAN HOMES 4 RENT- A US AMH 228.26 $5,982.64
03019LAA4 AMERICAN TANKER INC 9.25000 02/22/2022 US 3,561.16 $3,649.24
03027X100 AMERICAN TOWER REIT INC US AMT 120.51 $27,696.51
03027XAW0 AMERICAN TOWER CORP 3.80000 08/15/2029 US 93,031.37 $99,462.59
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 1,510.04 $1,520.24
03064D108 AMERICOLD REALTY TRUST US COLD 168.88 $5,920.81
031162100 AMGEN INC US AMGN 103.01 $24,833.50
03690AAD8 ANTERO MIDSTREAM PART / FI 5.75000 03/01/2027 US 1,511.96 $1,329.58
03690AAF3 ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 US 1,511.96 $1,315.41
03748R754 APARTMENT INVT & MGMT CO -A US AIV 121.5 $6,275.25
038222105 APPLIED MATERIALS INC US AMAT 5.05 $308.46
039483102 ARCHER-DANIELS-MIDLAND CO US ADM 3.81 $176.59
045086AF2 ASHTON WOODS USA/FINANCE 6.75000 08/01/2025 US 1,511.96 $1,545.98
053484101 AVALONBAY COMMUNITIES INC US AVB 42.32 $8,873.99
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 26,596.98 $26,875.14
05722G100 BAKER HUGHES CO US BKR 6.62 $169.57
060505104 BANK OF AMERICA CORP US BAC 740.69 $26,087.01
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 147,049.48 $156,857.20
084670702 BERKSHIRE HATHAWAY INC-CL B US BRK/B 308.57 $69,890.67
086516101 BEST BUY INC US BBY 2.75 $241.11
088606108 BHP GROUP LTD AU BHP 307.55 $16,826.18
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 410.37 $34,696.94
09247X101 BLACKROCK INC US BLK 27.3 $13,721.38
0946580 WEIR GROUP PLC/THE GB WEIR LN 86.14 $1,722.83
097023105 BOEING CO US BA 72.2 $23,521.43
09857L108 BOOKING HOLDINGS INC US BKNG 13.61 $27,960.37
101121101 BOSTON PROPERTIES INC US BXP 37.19 $5,126.75
105368203 BRANDYWINE REALTY TRUST US BDN 357.7 $5,633.73
110122108 BRISTOL MYERS SQUIBB CO US BMY 234.73 $15,067.53
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 19.81 $841.33
11135F101 BROADCOM INC US AVGO 52.07 $16,454.99
11680JAA0 BRUIN E&P PARTNERS LLC 8.87500 08/01/2023 US 1,511.96 $982.77
12503M108 CBOE GLOBAL MARKETS INC US CBOE 233.3 $27,995.58
12541W209 C.H. ROBINSON WORLDWIDE INC US CHRW 1.78 $138.83
12555DAA3 CIM 2019-INV1 A1 4.00000 02/25/2049 US 15,588.7 $15,821.20
12572Q105 CME GROUP INC US CME 133.73 $26,842.17
12591QAR3 COMM 2014-UBS4 A5 3.69400 08/10/2047 US 23,937.29 $25,195.78
12593GAF9 COMM 2015-PC1 A5 3.90200 07/10/2050 US 12,633.57 $13,449.86
12629NAF2 COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 US 13,298.49 $13,849.42
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 39,178.24 $38,454.51
126650100 CVS HEALTH CORP US CVS 212.78 $15,807.44
131477AT8 CALUMET SPECIALTY PROD 11.00000 04/15/2025 US 2,049.19 $2,228.50
133131102 CAMDEN PROPERTY TRUST US CPT 55.49 $5,887.81
13321L108 CAMECO CORP CA CCJ 128.27 $1,141.61
149123101 CATERPILLAR INC US CAT 87.98 $12,993.33
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 52.23 $52.13
14980AAA0 CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 US 20,589.59 $20,706.93
156700AW6 CENTURYLINK INC 5.62500 04/01/2020 US 1,478.72 $1,487.96
165183AL8 CFII 2017-2A A1 1.99000 05/15/2029 US 28,113.99 $28,090.86
165183BB9 CFII 2017-4A A1 2.12000 11/15/2029 US 7,029.45 $7,031.18
166764100 CHEVRON CORP US CVX 173.45 $20,902.57
16941R108 CHINA PETROLEUM & CHEM-ADR CN SNP 196.14 $11,797.90
17275R102 CISCO SYSTEMS INC US CSCO 523.19 $25,092.34
172967424 CITIGROUP INC US C 217.8 $17,399.92
172967EW7 CITIGROUP INC 8.12500 07/15/2039 US 44,970.48 $75,076.26
191216100 COCA COLA CO/THE US KO 1,011.08 $55,963.10
192422103 COGNEX CORP US CGNX 247.07 $13,845.53
194162103 COLGATE-PALMOLIVE CO US CL 166.11 $11,435.31
20030NCY5 COMCAST CORP 3.25000 11/01/2039 US 72,605.92 $73,758.10
20268CAA6 CBSLT 2019-AGS A1 MTGE 2.54000 01/25/2047 US 39,986.1 $39,613.63
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 81.07 $3,474.60
20451NAG6 COMPASS MINERALS INTERNA 6.75000 12/01/2027 US 2,586.43 $2,748.08
205887102 CONAGRA BRAND INC. US CAG 4.55 $155.95
222795502 COUSINS PROPERTIES INC US CUZ 211.4 $8,709.48
225310AN1 CREDIT ACCEPTANC 5.12500 12/31/2024 US 1,511.96 $1,570.11
22546QAD9 CREDIT SUISSE AG 5.40000 01/14/2020 CH 99,044.49 $99,137.39
22822V101 CROWN CASTLE INTL CORP US CCI 30.65 $4,357.48
22822VAN1 CROWN CASTLE INTL CORP 3.10000 11/15/2029 US 81,658.19 $82,704.98
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 27,766.83 $26,894.69
231021106 CUMMINS INC US CMI 1.44 $257.03
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 38.27 $388.10
25277LAC0 DIAMOND SPORTS GR/DIAMON 6.62500 08/15/2027 US 2,015.95 $1,960.51
253868103 DIGITAL REALTY TRUST INC US DLR 35.49 $4,250.11
25470DAT6 DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 US 88,999.47 $103,746.47
25787GAC4 DONNELLEY FINANCIAL SOL 8.25000 10/15/2024 US 2,519.94 $2,576.63
25960P109 DOUGLAS EMMETT INC US DEI 93.94 $4,124.18
260557103 DOW INC US DOW 4.32 $236.18
2715777 QUEBECOR INC -CL B CA QBR/B CN 576.8 $14,720.28
277432100 EASTMAN CHEM CO US EMN 1.7 $134.92
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 750.82 $15,235.47
285512109 ELECTRONIC ARTS US EA 379.79 $40,830.85
2866857 LUNDIN MINING CORP CA LUN CN 67.79 $405.10
291011104 EMERSON ELEC CO US EMR 128.34 $9,787.14
29273RAR0 ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 US 60,765.61 $72,280.92
29413XAD9 ENVIVA PARTNERS LP/FIN C 6.50000 01/15/2026 US 2,049.19 $2,193.93
29444U700 EQUINIX INC US EQIX 92.83 $54,183.26
29446M102 EQUINOR ASA-SPON ADR NO EQNR 410.39 $8,170.93
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 43.06 $3,030.96
29476L107 EQUITY RESIDENTIAL US EQR 60.8 $4,920.27
29670E107 ESSENTIAL PROPERTIES REALTY US EPRT 139.62 $3,463.91
297178105 ESSEX PROPERTY TRUST INC US ESS 14.61 $4,395.17
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 156,402.25 $157,307.53
30225T102 EXTRA SPACE STORAGE INC US EXR 14.59 $1,540.75
30261UAJ3 FREMF 2013-K713 B 3.16852 04/25/2046 US 7,979.1 $7,972.65
30262DAL5 FREMF 2011-K13 B 4.61212 01/25/2048 US 33,148.38 $33,847.99
30262SAR9 FREMF 2015-K42 B FLT 3.85105 12/25/2024 US 14,552.95 $15,082.68
30286XAN9 FREMF 2015-K43 B FLT 3.73360 02/25/2048 US 15,293.27 $15,745.38
30287EAE0 FREMF 2014-K41 B FLT 3.83246 11/25/2047 US 56,594.79 $59,746.67
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 1,544,229.42 $3,831.70
30303M102 FACEBOOK INC -A US FB 543.9 $111,635.83
30744W107 FARFETCH LTD - CLASS A GB FTCH 40.93 $423.59
311900104 FASTENAL CO US FAST 5.49 $202.94
3128M1AM1 FHLM POOL G11912 5.50000 03/01/2021 US 326.16 $328.82
3128M5A91 FHLM POOL G03332 6.00000 10/01/2037 US 271.67 $311.74
3128M5NM8 FHLM POOL G03696 5.50000 01/01/2038 US 570.52 $640.64
3128M6B98 FHLM POOL G04264 5.50000 04/01/2038 US 2,022.72 $2,270.95
3128M6HZ4 FHLM POOL G04448 5.50000 07/01/2038 US 11,157.37 $12,503.42
3128M6SU3 FHLM POOL G04731 5.50000 04/01/2038 US 260.19 $292.24
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 520.22 $595.26
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 1,642.19 $1,836.56
3128M7KW5 FHLM POOL G05409 5.50000 03/01/2039 US 1,392.2 $1,563.95
3128M82W3 FHLM POOL G06789 6.00000 05/01/2040 US 9,212.98 $10,571.33
3128M8AW4 FHLM POOL G06021 5.50000 01/01/2040 US 546.87 $614.19
3128M9C83 FHLM POOL G06995 6.00000 05/01/2040 US 1,688.88 $1,937.91
3128M9ZU9 FHLM POOL G07655 5.50000 12/01/2035 US 2,996.2 $3,368.26
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 4,184.83 $4,330.21
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 347.24 $354.69
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 53.08 $54.44
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 47.82 $49.48
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 341.2 $352.06
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 50,610.69 $53,662.81
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 7,759.7 $8,715.73
3128MJY87 FHLM POOL FG G08734 4.00000 11/01/2046 US 3,487.91 $3,679.91
3128P75F6 FHLM POOL C91746 4.50000 12/01/2033 US 3,209.48 $3,455.35
312941ZQ3 FHLM POOL Q93451 4.50000 08/01/2040 US 33,420.59 $36,312.24
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80282KAE6 SANTANDER HOLDINGS USA 4.50000 07/17/2025 US 93,773.38 $101,232.63
806857108 SCHLUMBERGER LTD NL SLB 957.88 $38,506.94
81141R100 SEA LTD - ADR SG SE 33.28 $1,338.50
812578102 SEATTLE GENETICS INC US SGEN 153.97 $17,592.49
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 24,575.81 $24,621.46
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 33,408.31 $33,647.61
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 24,826.44 $23,689.73
81762P102 SERVICENOW INC US NOW 195.02 $55,058.70
822538AE4 SHELF DRILL HOLD LTD 8.25000 02/15/2025 KY 1,511.96 $1,440.14
828806109 SIMON PROPERTY GROUP INC US SPG 62.28 $9,277.65
832696405 JM SMUCKER CO/THE-NEW COM WI US SJM 1.36 $141.25
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 450.75 $450.43
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 1,496.08 $1,507.86
83401LAB0 SOFI 2015-A A2 2.42000 03/25/2030 US 15,602.84 $15,600.43
83402DAC5 SOFI 2016-C A2B 2.36000 12/27/2032 US 20,145.51 $20,064.92
83404LAC5 SOFI 2016-D A2B 2.34000 04/25/2033 US 7,141.46 $7,144.48
83404YAA1 SCLP 2016-5 A 3.06000 09/25/2028 US 820.9 $824.30
83406CAA7 SCLP 2019-2 A MTGE 3.01000 04/25/2028 US 23,370.54 $23,521.66
83406EAB1 SOFI 2018-A A2A 2.39000 02/25/2042 US 1,549.76 $1,552.84
835699307 SONY CORP SPONSORED ADR JP SNE 825.31 $56,120.91
84265VAD7 SOUTHERN COPPER CORP 5.37500 04/16/2020 US 103,576.56 $104,404.98
852061AR1 SPRINT COMMUNICATIONS 7.00000 08/15/2020 US 3,090.42 $3,156.09
85207UAE5 SPRINT CORP 7.25000 09/15/2021 US 1,478.72 $1,563.74
85207UAH8 SPRINT CORP 7.12500 06/15/2024 US 1,478.72 $1,595.16
85254J102 STAG INDUSTRIAL INC US STAG 102.78 $3,244.89
85571BAP0 STARWOOD PROPERTY TRUST 3.62500 02/01/2021 US 2,015.95 $2,028.55
85571XAA5 SRPT 2014-STAR A FLTG RATE 3.20975 11/15/2027 US 81,486.34 $81,236.37
862121100 STORE CAPITAL CORP US STOR 63.29 $2,356.95
86212XAA8 STR 2019-1 A1 MTGE 2.82000 11/20/2049 US 24,213.31 $24,118.24
866674104 SUN COMMUNITIES US SUI 38.05 $5,710.95
86723CAF5 SUNCOKE ENRGY PART LP/FI 7.50000 06/15/2025 US 1,478.72 $1,422.04
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 112.43 $1,565.05
86935CAA0 SCML 2019-SBC8 2.86000 04/25/2041 US 13,119.38 $13,121.39
871829107 SYSCO CORP US SYY 4.18 $357.19
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 12,416.34 $12,409.32
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 1,578.45 $1,341.69
88032WAN6 TENCENT HOLDINGS 3.97500 04/11/2029 KY 69,571.4 $75,134.14
882508104 TEXAS INSTRUMENTS INC US TXN 139.57 $17,904.83
88579Y101 3M CO US MMM 99.54 $17,561.70
89151E109 TOTAL S A SPONSORED ADR FR TOT 258.56 $14,298.22
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 63,222.78 $63,226.74
89173FAA8 TPMT 2017-1 A1 2.75000 10/25/2056 US 30,832.53 $31,042.92
89177EAA7 TPMT 2019-HY1 A1 2.79200 10/25/2048 US 27,658.23 $27,718.21
892231AA9 TOWNSQUARE MEDIA INC 6.50000 04/01/2023 US 1,511.96 $1,534.64
89417E109 TRAVELLERS COS INC US TRV 1.53 $209.44
89613BAA5 TAH 2016-SFR1 A 2.58900 11/17/2033 US 76,341.49 $76,199.92
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 46,377.34 $46,709.83
89832Q109 TRUIST FINANCIAL CORP US TFC 8.62 $485.33
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 6,324.4 $6,103.05
902494103 TYSON FOODS INC -CL A US TSN 2.31 $210.06
902653104 UDR INC US UDR 101.53 $4,741.66
902973304 U.S. BANCORP US USB 268.03 $15,891.52
903002103 UMH PROPERTIES INC US UMH 89.54 $1,408.50
904767704 UNILEVER PLC - ADR GB UL 1,204.66 $68,870.59
907818108 UNION PAC CORP US UNP 107.15 $19,371.51
911312106 UNITED PARCEL SERVICE US UPS 156.71 $18,344.75
912796SZ3 TREASURY BILL 0.00000 07/16/2020 US 94,601.36 $93,810.12
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 37,029.65 $51,018.47
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 58,990.26 $61,266.03
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 48,938.45 $50,051.04
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 131,294.26 $147,875.29
9128284P2 US TREASURY N/B 2.62500 05/15/2021 US 236,876.5 $240,133.55
9128286N5 TSY INFL IX N/B 0.50000 04/15/2024 US 229,737.64 $233,451.75
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 477,732.26 $477,153.75
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 217,839.17 $215,635.25
912828VB3 UNITED STATES TREAS NTS 1.75000 05/15/2023 US 24,961.27 $25,057.80
912828VS6 US TREASURY N/B 2.50000 08/15/2023 US 92,977.15 $95,762.83
912828WJ5 US TREASURY N/B 2.50000 05/15/2024 US 185,550.05 $191,993.57
912828XB1 UNITED STATES TREAS NTS 2.12500 05/15/2025 US 210,986.3 $215,337.89
913017109 UNITED TECHNOLOGIES CORP US UTX 126.95 $19,011.71
91704F104 URBAN EDGE PROPERTIES US UE 175.69 $3,369.72
918204108 VF CORP US VFC 82.62 $8,233.94
91913Y100 VALERO ENERGY US VLO 90.2 $8,447.06
92276F100 VENTAS INC US VTR 54.38 $3,140.15
92339V100 VEREIT INC US VER 475.41 $4,392.76
92343VDU5 VERIZON COMMUNICATIONS 5.25000 03/16/2037 US 116,302.45 $146,067.65
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 79.21 $17,341.98
92556H206 VIACOMCBS INC US VIAC 2.66 $111.63
92826C839 VISA INC - CLASS A SHARES US V 437.2 $82,150.20
92840JAA7 VISTAJET MALTA/XO MGMT 10.50000 06/01/2024 MUL 2,082.44 $1,978.32
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 5,871.03 $5,892.28
929042109 VORNADO REALTY TRUST US VNO 15.63 $1,039.32
92922PAL0 W & T OFFSHORE INC 9.75000 11/01/2023 US 1,478.72 $1,410.32
93065PAA9 WBHT 2019-WBM A FLT 2.78975 12/15/2033 US 38,479.84 $38,433.08
931142103 WAL MART STORES US WMT 290.57 $34,530.93
931427108 WALGREENS BOOTS ALLIANCE INC US WBA 187.83 $11,074.70
94106L109 WASTE MANAGEMENT INC US WM 89.32 $10,179.27
94856UAA9 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 2,486.69 $2,579.94
948741103 WEINGARTEN REALTY INVESTORS US WRI 110.95 $3,466.16
949746101 WELLS FARGO COMPANY US WFC 586.54 $31,555.60
95040Q104 WELLTOWER INC. US WELL 69.21 $5,660.27
958102105 WESTERN DIGITAL CORP US WDC 2.74 $173.88
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 60,289.57 $62,885.63
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 19,274.98 $19,285.71
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 31,639.77 $32,267.63
98311A105 WYNDHAM HOTELS & RESORTS INC US WH 31.16 $1,957.04
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 3,057.17 $2,812.60
B02J639 ADMIRAL GROUP PLC GB ADM LN 63.13 $1,929.30
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 112.37 $841.33
B1XH026 VINCI SA FR DG FP 7.45 $829.42
B1Y47Y7 GERRESHEIMER AG DE GXI GR 15.39 $1,190.53
B1Y9TB3 DANONE FR BN FP 23.31 $1,935.45
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 51,290.23 $2,702.17
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 13,712.69 $10,823.79
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 115,531.65 $6,074.80
B4R2R50 JULIUS BAER CH BAER SW 21.54 $1,110.63
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 180,770.46 $9,611.26
B63QM77 NEXON CO LTD JP 3659 JP 6,092.78 $80,822.46
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 34,946.64 $1,971.67
B7KR2P8 EASY JET PLC GB EZJ LN 1,810.47 $34,103.83
BBG00R1HNZB6 NVDA US 01/24/20 P215 US -.85 -$128.47
BBG00R1LGYF4 SLB US 01/24/20 P36 NL -5.42 -$113.85
BBQ3850 KEYWORDS STUDIOS PLC IE KWS LN 22.84 $454.24
BD3HF92 BSR REAL ESTATE INVESTMENT CA HOM/U CN 55.96 $648.62
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 1,393.21 $2,203.51
BGHVXC0 DRILLING CO OF 1972/THE DK DRLCO DC 12.67 $836.38
BH3T8K8 ORBIA ADVANCE CORP SAB DE CV MX 245.29 $523.08
BJ2KSG2 AKZO NOBEL NL AKZA NA 11.94 $1,218.90
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 1,187.07 $57,188.70
BMTRW10 B&M EUROPEAN VALUE RETAIL SA GB BME LN 228.47 $1,239.72
BNGN9Z1 FINECOBANK SPA IT FBK IM 126.73 $1,520.29
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 1,385.99 $48,981.78
BVYVFW2 AUTO TRADER GROUP PLC GB AUTO LN 50.67 $400.13
BYXS699 QIAGEN N.V. NL QIA GR 30.25 $1,030.86
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 671.14 $54,967.15
G0772R208 BANK OF N.T. BUTTERFIELD&SON BM NTB 33.01 $1,222.16
G29183103 EATON CORP PLC US ETN 95.85 $9,078.70
G51502105 JOHNSON CONTROLS INTERNATIONAL US JCI 6.71 $273.13
G5960L103 MEDTRONIC INC IE MDT 999.25 $113,364.71
G97822103 PERRIGO CO PLC IE PRGO 21.74 $1,123.25
H01301128 ALCON INC CH ALC 508.46 $28,763.73
H1467J104 CHUBB LTD CH CB 58.96 $9,177.31
H8817H100 TRANSOCEAN LTD US RIG 1,576.87 $10,848.85
N22717107 CORE LABORATORIES N.V. NL CLB 22.24 $837.85
N47279109 INTERXION HOLDING NV NL INXN 96.74 $8,107.45
N53745100 LYONDELLBASELL INDU-CL A US LYB 3.23 $305.32
N72482123 QIAGEN N.V. ADR NL QGEN 17.92 $605.69
USD US DOLLAR US 219,288.45 $219,288.45

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.


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