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 18% - 54%.

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.

Learn more about our Glide Range SM

Daily Price

$13.73

Daily $ Change

-$0.02

Daily % Change

-0.15%

as of 01/18/2018

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

Annualized Performance

As of 12/31/2017

YTD

---

1 Year

10.78%

3 Year

3.36%

5 Year

5.41%

10 Year

4.56%

Inception
(---)

---

US Stock Market Cycle (04/01/2000 - 12/31/2017)

6.46%

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. 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 12/31/2017

TREASURY NOTES 14.56%
GOVERNMENT AGENCY 7.73%
TREASURY BONDS 3.33%
FACEBOOK INC -A 1.36%
SERVICENOW INC 1.23%
PRICELINE GROUP INC 1.21%
SKYWORKS SOLUTIONS INC 1.08%
KFW 1.50000 06/15/2021 1.04%
SWEDISH EXPORT CREDIT 1.12500 08/28/2019 0.98%
DAVITA INC. 0.97%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 12/31/2017

Bonds 64.29%
Stocks 34.38%
Cash 1.33%

Detailed Asset Class Allocation

As of 12/31/2017

International Equities 8.89%
Small Capitalization 0.83%
Mid Capitalization 4.40%
Large Capitalization 20.26%
Long Term Fixed Income 14.77%
Intermediate Term Fixed Income 40.13%
Short Term Fixed Income 9.39%
Cash 1.33%

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 12/31/2017

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
000375204 ABB LTD-SPON ADR CH ABB 195.5 $5,243.20
00163UAB2 AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 US 6,287.79 $6,122.74
00206REM0 AT&T INC 3.90000 08/14/2027 US 90,807.95 $91,414.71
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 179,050.05 $176,249.70
00287Y109 ABBVIE INC US ABBV 109.74 $10,612.67
00289XAA7 ABENGOA YIELD PLC 7.00000 11/15/2019 GB 32,407.92 $34,149.84
004239109 ACADIA REALTY TRUST US AKR 76.53 $2,093.73
0045614 ANTOFAGASTA PLC GB ANTO LN 1,876.07 $25,319.56
00507VAM1 ACTIVISION BLIZZARD 3.40000 06/15/2027 US 88,889.45 $89,514.87
0053673 ASHTEAD GROUP PLC GB AHT LN 135.49 $3,634.05
00772BAF8 AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 IE 85,478.82 $89,771.46
008492100 AGREE REALTY CORP US ADC 33.89 $1,743.44
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 2,664.42 $2,810.96
009563AD9 AIRXCEL INC 8.50000 02/15/2022 US 11,084.04 $11,749.08
013093AD1 ALBERTSONS COS LLC/SAFEW 5.75000 03/15/2025 US 1,385.62 $1,249.82
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 62.35 $8,142.25
01609W102 ALIBABA GROUP - ADR CN BABA 45.59 $7,861.02
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 67,787.73 $67,770.64
01748XAA0 ALLEGIANT TRAVEL CO 5.50000 07/15/2019 US 5,861.42 $6,015.29
020002101 ALLSTATE CORPORATION US ALL 18.56 $1,943.39
02005NAT7 ALLY FINANCIAL INC 3.50000 01/27/2019 US 3,943.51 $3,963.23
02079K107 ALPHABET INC-CL C US GOOG 52 $54,410.78
02079K305 ALPHABET INC-CL A US GOOGL 51.47 $54,213.42
023135106 AMAZON.COM INC US AMZN 93.34 $109,159.97
023135BA3 AMAZON.COM INC 3.15000 08/22/2027 US 44,977.61 $45,045.39
02319V103 AMBEV SA-ADR BR ABEV 17,989.6 $116,212.80
0237400 DIAGEO PLC GB DGE LN 3,780.31 $138,564.66
02376RAA0 AMERICAN AIRLINES GROUP 5.50000 10/01/2019 US 5,754.91 $5,913.17
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 75.67 $3,104.84
02665T306 AMERICAN HOMES 4 RENT- A US AMH 281.37 $6,145.20
026874784 AMERICAN INTL GROUP INC US AIG 28.59 $1,703.17
026874CY1 AMERICAN INTL GROUP 4.12500 02/15/2024 US 63,735.93 $67,343.59
03027XAH3 AMERICAN TOWER CORP 3.30000 02/15/2021 US 88,036.72 $89,650.93
03040WAQ8 AMERICAN WATER CAPITAL C 2.95000 09/01/2027 US 93,160.18 $92,197.00
03063NAA5 AMERICOLD LLC TRUST 3.84730 01/14/2029 US 4,095.74 $4,180.95
031162100 AMGEN INC US AMGN 47.79 $8,309.98
034863AB6 ANGLO AMERICAN CAPITAL 9.37500 04/08/2019 GB 4,156.55 $4,507.09
034863AT7 ANGLO AMERICAN CAPITAL 4.00000 09/11/2027 GB 89,528.56 $88,930.44
03523TBF4 ANHEUSER-BUSCH INBEV WOR 8.20000 01/15/2039 US 56,914.67 $90,515.78
03748R101 APARTMENT INVT & MGMT CO -A US AIV 156.25 $6,829.58
03761U106 APOLLO INVESTMENT CORP US AINV 179.62 $1,016.67
037833100 APPLE COMPUTER INC US AAPL 36.48 $6,173.42
038222AL9 APPLIED MATERIALS INC 3.30000 04/01/2027 US 90,388.36 $91,933.86
03938LAQ7 ARCELORMITTAL 5.75000 08/05/2020 LU 1,385.62 $1,461.82
03965L100 ARCONIC INC. US ARNC 2,857.98 $77,880.09
04010L103 ARES CAPITAL CORP US ARCC 77.23 $1,213.98
0405207 HALMA PLC GB HLMA LN 144.12 $2,448.74
044186104 ASHLAND GLOBAL HOLDINGS INC US ASH 824.34 $58,692.68
04621WAC4 ASSURED GUARANTY US HLDG 5.00000 07/01/2024 US 103,810.78 $111,846.35
0490656 KERRY GROUP PLC-A IE KYGA LN 25.03 $2,815.04
053015103 AUTOMATIC DATA PROCESSING US ADP 38.95 $4,565.03
053484101 AVALONBAY COMMUNITIES INC US AVB 47.64 $8,499.76
054937107 BB & T CORPORATION US BBT 80.98 $4,026.33
05501U106 AZUL S.A SPONSORED ADR PFD BR AZUL 93.52 $2,228.64
055622104 BP PLC-SPONS ADR GB BP 220.8 $9,280.08
05565QCS5 BP CAPITAL MARKETS PLC 3.53500 11/04/2024 GB 30,932.87 $32,138.36
05565QDG0 BP CAPITAL MARKETS PLC 3.21600 11/28/2023 GB 80,224.4 $81,950.42
0557681 HOWDEN JOINERY GROUP INC GB HWDN LN 213.36 $1,343.04
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 85,214.24 $83,695.41
058498106 BALL CORP US BLL 1,747.06 $66,126.03
060505104 BANK OF AMERICA CORP US BAC 366.29 $10,812.82
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 63,355.77 $65,912.92
06652K103 BANKUNITED INC US BKU 47.79 $1,945.84
06739FFU0 BARCLAYS BANK PLC 10.17900 06/12/2021 GB 36,792.21 $44,839.88
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 1,193.19 $106,396.58
09062X103 BIOGEN IDEC INC US BIIB 253.6 $80,788.83
09247X101 BLACKROCK INC US BLK 106.34 $54,628.28
0946580 WEIR GROUP PLC/THE GB WEIR LN 290.69 $8,332.15
09627J102 BLUEROCK RESIDENTIAL GROWTH US 147.4 $1,490.23
096630AE8 BOARDWALK PIPELINES LP 5.95000 06/01/2026 US 58,939.69 $65,744.32
097023105 BOEING CO US BA 36.56 $10,783.32
0989529 ASTRAZENECA PLC GB AZN LN 55.04 $3,798.00
101121101 BOSTON PROPERTIES INC US BXP 62.99 $8,190.52
105368203 BRANDYWINE REALTY TRUST US BDN 188.75 $3,433.45
110122108 BRISTOL MYERS SQUIBB CO US BMY 1,014.06 $62,141.68
110448107 BRITISH AMERICAN TOB-SP ADR GB BTI 27.69 $1,855.26
11120U105 BRIXMOR PROPERTY GROUP INC US BRX 75.57 $1,410.06
11133T103 BROADRIDGE FINANCIAL SOLUTIONS US BR 44.59 $4,038.60
12467AAD0 C&S GROUP ENTERPRISES 5.37500 07/15/2022 US 11,829.37 $11,149.18
12527GAB9 CF INDUSTRIES INC 7.12500 05/01/2020 US 1,385.62 $1,510.74
125896100 CMS ENERGY CORP US CMS 75.52 $3,572.04
12591QAR3 COMM 2014-UBS4 A5 3.69400 08/10/2047 US 76,692.82 $79,912.87
12593GAF9 COMM 2015-PC1 A5 3.90200 07/10/2050 US 40,476.77 $42,641.69
12626K203 CRH PLC -SPONSORED ADR IE CRH 92.97 $3,355.26
12629NAF2 COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 US 89,474.96 $91,092.66
126307AH0 CSC HOLDINGS LLC 5.25000 06/01/2024 US 11,296.48 $11,127.04
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 45,757.46 $43,528.57
126650100 CVS HEALTH CORP US CVS 72.02 $5,221.47
133131102 CAMDEN PROPERTY TRUST US CPT 39.22 $3,610.76
13321L108 CAMECO CORP CA CCJ 119.11 $1,099.37
134429109 CAMPBELL SOUP CO US CPB 100.91 $4,854.55
14041NFF3 CAPITAL ONE MULTI-ASSET 1.33000 06/15/2022 US 14,933.11 $14,747.69
14314WAD3 CARMX 2017-3 A3 1.97000 04/15/2022 US 16,981.08 $16,889.24
14912Y202 CATCHMARK TIMBER TRUST INC US CTT 759.91 $9,977.67
149806AA9 CAZ 2015-1A A 2.00000 12/10/2023 US 10,650.59 $10,610.65
156504AH5 CENTURY COMMUNITIES 5.87500 07/15/2025 US 9,698.72 $9,747.21
156700BA3 CENTURYLINK INC 7.50000 04/01/2024 US 5,541.87 $5,528.02
161175BB9 CHARTER COMM OPT LLC/CAP 4.46400 07/23/2022 US 2,664.42 $2,779.92
16411QAA9 CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 US 8,205.99 $8,349.60
16412XAD7 CHENIERE CORP CHRISTI HD 7.00000 06/30/2024 US 9,594.85 $10,920.14
165240102 CHESAPEAKE LODGING TRUST US CHSP 132.8 $3,597.55
166764100 CHEVRON CORP US CVX 48 $6,009.03
16941R108 CHINA PETROLEUM & CHEM-ADR CN SNP 83.67 $6,138.73
17275R102 CISCO SYSTEMS INC US CSCO 290.94 $11,142.99
172967424 CITIGROUP INC US C 135.46 $10,079.92
172967JL6 CITIGROUP INC 3.87500 03/26/2025 US 88,036.72 $90,118.67
194162103 COLGATE-PALMOLIVE CO US CL 69.5 $5,244.00
19625JAA1 CAH 2015-1A A 2.63185 07/17/2032 US 60,058.26 $60,262.29
19625W104 COLONY NORTHSTAR INC-CLASS A US CLNS 790.08 $9,014.78
198287203 COLUMBIA PROPERTY TRUST INC US CXP 94.96 $2,179.41
199908104 COMFORT SYSTEMS US FIX 100.48 $4,385.89
20030NBP5 COMCAST CORP 4.40000 08/15/2035 US 41,353.65 $45,211.71
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 378.46 $10,634.85
20825C104 CONOCOPHILLIPS US COP 71.25 $3,911.04
20826FAD8 CONOCOPHILLIPS COMPANY 3.35000 11/15/2024 US 60,346.08 $62,129.02
21871N101 CORECIVIC INC US CXW 355.09 $7,989.55
21987BAW8 CODELCO INC 3.62500 08/01/2027 CL 85,693.92 $85,787.32
222795106 COUSINS PROPERTIES INC US CUZ 580.01 $5,365.12
22282E102 COVANTA HOLDING CORP US CVA 253.01 $4,275.86
22663AAA7 ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 US 5,009.28 $5,034.33
22822V101 CROWN CASTLE INTL CORP US CCI 103 $11,433.69
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 33,531.36 $32,087.47
229663109 CUBESMART US CUBE 316.38 $9,149.64
2347608 FIRST QUANTUM MINERALS LTD CA FM CN 2,056.46 $28,810.10
23918K108 DAVITA INC. US DVA 2,406.41 $173,863.15
23918KAR9 DAVITA INC 5.00000 05/01/2025 US 7,779.92 $7,777.59
2434760 MEXICHEM SAB DE CV MX MEXCHEM* MM 498.5 $1,233.93
247361702 DELTA AIR LINES INC. US DAL 55.04 $3,082.19
25271C102 DIAMOND OFFSHORE DRILLING US DO 2,017.75 $37,510.06
253393102 DICK'S SPORTING GOODS INC US DKS 164.26 $4,720.95
253868103 DIGITAL REALTY TRUST INC US DLR 84.85 $9,664.79
254683BK0 DCENT 2014-A4 2.12000 12/15/2021 US 3,834.64 $3,836.48
25470DAR0 DISCOVERY COMMUNICATIONS 3.95000 03/20/2028 US 68,638.7 $68,271.87
25470XAJ4 DISH DBS CORP 5.87500 07/15/2022 US 2,664.42 $2,677.74
256677105 DOLLAR GENERAL CORP US DG 95.36 $8,869.30
256677AC9 DOLLAR GENERAL CORP 3.25000 04/15/2023 US 44,124.88 $44,719.93
257559AH7 DOMTAR CORP 4.40000 04/01/2022 US 42,976.43 $45,212.49
26078J100 DOWDUPONT INC US DWDP 101.8 $7,250.28
2643674 GRUPO MEXICO SAB DE CV-SER MX GMEXICOB MM 1,348.52 $4,453.10
26780TAA5 DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 MH 10,870.71 $10,952.24
26884U109 ENTERTAINMENT PROPERTIES TR US EPR 24.41 $1,597.68
269246BP8 E*TRADE FINANCIAL CORP 2.95000 08/24/2022 US 44,977.61 $44,597.92
2715777 QUEBECOR INC -CL B CA QBR/B CN 67.11 $1,265.25
2801836 SHAW COMMUNICATIONS INC-B CA SJR/B CN 26.84 $612.66
28140H203 EDUCATION REALTY TRUST INC US EDR 46.36 $1,618.98
28370TAG4 KINDER MORGAN ENER PART 4.30000 05/01/2024 US 86,118.22 $89,662.65
285512109 ELECTRONIC ARTS US EA 764.2 $80,287.18
2866857 LUNDIN MINING CORP CA LUN CN 3,297.8 $21,932.84
291011104 EMERSON ELEC CO US EMR 60.29 $4,201.41
29250NAR6 ENBRIDGE INC 3.70000 07/15/2027 CA 45,831.22 $46,024.46
29413XAB3 ENVIVA PARTNERS LP /FIN C 8.50000 11/01/2021 US 8,632.65 $9,193.78
294429105 EQUIFAX INC US EFX 583.28 $68,779.81
29444U700 EQUINIX INC US EQIX 42 $19,033.82
294628102 EQUITY COMMONWEALTH US EQC 110.42 $3,368.85
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 32.29 $2,874.82
29476L107 EQUITY RESIDENTIAL US EQR 94.54 $6,028.64
297178105 ESSEX PROPERTY TRUST INC US ESS 6.82 $1,646.45
298736109 EURONET WORLDWIDE INC US EEFT 749.18 $63,133.37
30040W108 EVERSOURCE ENERGY US ES 50.35 $3,180.85
30161N101 EXELON CORP US EXC 53.55 $2,110.24
302154BV0 EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 KR 165,726.49 $164,262.96
30219G108 EXPRESS SCRIPTS HOLDING CO US ESRX 737.35 $55,035.98
30219GAK4 EXPRESS SCRIPTS HOLDING 3.50000 06/15/2024 US 66,507.16 $67,095.42
30225T102 EXTRA SPACE STORAGE INC US EXR 65.12 $5,694.83
30231G102 EXXON MOBIL CORP US XOM 133.76 $11,187.52
302491303 FMC CORP US FMC 39.47 $3,735.86
30251JAA9 FDIC 2011-R1 A 2.67200 07/25/2026 US 8,618.43 $8,620.44
30262SAR9 FREMF 2015-K42 B FLT 3.85231 12/25/2024 US 7,679.88 $7,859.19
30263FAL9 FREMF MORTGAGE TRUST FLT 4.77381 04/25/2044 US 14,912.49 $14,916.27
30286XAN9 FREMF 2015-K43 B FLT 3.73450 02/25/2048 US 48,998.19 $49,791.70
30287EAE0 FREMF 2014-K41 B FLT 3.83172 11/25/2047 US 29,866.22 $30,536.62
30290HAE8 FREMF 2012-K708 FLT 3.75032 02/25/2045 US 34,085.7 $34,467.85
30291EAE4 FREMF 2013-K712 B FLT 3.36178 05/25/2045 US 63,445.83 $64,010.25
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 2,772,025.02 $11,358.10
30303M102 FACEBOOK INC -A US FB 1,379.66 $243,455.16
3128M1AM1 FHLM POOL G11912 5.50000 03/01/2021 US 1,005.57 $1,031.89
3128M5A91 FHLM POOL G03332 6.00000 10/01/2037 US 1,191.74 $1,341.44
3128M5NM8 FHLM POOL G03696 5.50000 01/01/2038 US 2,700.55 $2,983.92
3128M6B98 FHLM POOL G04264 5.50000 04/01/2038 US 9,133.42 $10,099.71
3128M6HZ4 FHLM POOL G04448 5.50000 07/01/2038 US 8,934.1 $9,868.92
3128M6SU3 FHLM POOL G04731 5.50000 04/01/2038 US 201.15 $222.27
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 3,644.69 $4,106.91
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 4,290.04 $4,843.83
3128M74G8 FHLM POOL G05923 5.50000 02/01/2040 US 9,695.98 $10,719.10
3128M7KW5 FHLM POOL G05409 5.50000 03/01/2039 US 6,658.82 $7,357.73
3128M82W3 FHLM POOL G06789 6.00000 05/01/2040 US 7,269.61 $8,171.36
3128M8AW4 FHLM POOL G06021 5.50000 01/01/2040 US 2,620.75 $2,896.67
3128M9C83 FHLM POOL G06995 6.00000 05/01/2040 US 8,108.83 $9,108.46
3128M9ZU9 FHLM POOL G07655 5.50000 12/01/2035 US 2,316.68 $2,576.61
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 6,059.12 $6,359.57
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 1,187.32 $1,246.22
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 530.09 $555.95
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 403.33 $425.58
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 1,095.98 $1,153.89
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 85,163.52 $90,864.13
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 11,258.04 $12,443.88
3128P75F6 FHLM POOL C91746 4.50000 12/01/2033 US 2,626.98 $2,819.62
3128P75P4 FHLM POOL C91754 4.50000 03/01/2034 US 15,102.5 $16,191.09
312941ZQ3 FHLM POOL Q93451 4.50000 08/01/2040 US 23,778.74 $25,370.20
3132QUNJ8 FHLM POOL Q37592 4.00000 12/01/2045 US 8,022.35 $8,435.38
3132WJYG0 FHLM POOL Q45210 4.00000 01/01/2047 US 20,966.35 $21,928.43
3132WPDP9 FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 US 48,269.89 $50,482.09
3132XSLZ1 FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 US 50,872.88 $53,204.44
31335ABB3 FHLM POOL G60034 4.50000 02/01/2045 US 70,641.8 $75,215.80
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 19,900.41 $20,860.95
31336WBS7 FHLM POOL G11850 5.50000 07/01/2020 US 2,017.51 $2,059.33
3135G0ZR7 FEDERAL NATL MTG ASSN 2.62500 09/06/2024 US 144,552.49 $146,477.21
31371MLB1 FEDERAL NATL MTG ASSN 256022 5.50000 12/01/2035 US 2,916.38 $3,231.01
31371MRU3 FEDERAL NATL MTG ASSN 256199 5.00000 04/01/2021 US 551.11 $574.45
31371NCJ2 FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 US 12,976.3 $14,364.71
31371NDQ5 FEDERAL NATL MTG ASSN 256711 5.50000 05/01/2037 US 398.96 $439.69
3137A2B34 FHMS K009 X1 FLT 1.30017 08/25/2020 US 283,299.26 $8,063.86
3137ADTK3 FHMS K014 X1 FLT 1.18352 04/25/2021 US 645,890.41 $21,375.23
3137AJMG6 FMHS K016 X1 FLT 1.52418 10/25/2021 US 202,506.02 $9,670.90
3137AL6W4 FHMS K706 X1 FLT 1.54648 10/25/2018 US 285,473.29 $2,582.13
3137AUPF0 FHMS K021 x1 FLT 1.46532 06/25/2022 US 1,031,473.32 $55,573.00
3137B3NB0 FHMS K030 X1 FLT 0.20689 04/25/2023 US 2,334,437.78 $22,355.28
3137B4GZ3 FHMS K032 X1 FLT 0.10997 05/25/2023 US 1,428,683.44 $8,242.22
3137B5KW2 FHMS K035 A2 3.45800 08/25/2023 US 85,214.24 $89,209.78
3137BT7J4 FHMS KJ10 A2 2.91200 12/25/2023 US 30,890.16 $31,320.82
3138A7BL1 FEDERAL NATL MTG ASSN AH5442 4.50000 05/01/2041 US 12,726.25 $13,627.91
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81211K100 SEALED AIR CORP US SEE 1,571.4 $77,469.92
812578102 SEATTLE GENETICS INC US SGEN 2,106.77 $112,712.28
81663AAC9 SEMGROUP CORP 6.37500 03/15/2025 US 9,698.13 $9,552.66
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 27,216.55 $27,148.51
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 37,276.01 $37,103.46
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 28,977.65 $27,370.31
81762P102 SERVICENOW INC US NOW 1,699.53 $221,602.07
81783QAC9 SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 CA 5,754.91 $5,812.46
828806109 SIMON PROPERTY GROUP INC US SPG 89.53 $15,375.53
82967NAY4 SIRIUS XM RADIO INC 3.87500 08/01/2022 US 2,025.02 $2,030.08
83088M102 SKYWORKS SOLUTIONS INC US SWKS 2,034.61 $193,186.13
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 8,521.42 $8,499.29
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 4,793.3 $4,799.69
83401LAB0 SOFI 2015-A A2 2.42000 03/25/2030 US 25,115.6 $25,121.83
83402DAC5 SOFI 2016-C A2B 2.36000 12/27/2032 US 17,322.41 $17,103.24
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 1,899.7 $1,890.52
83404LAC5 SOFI 2016-D A2B 2.34000 04/25/2033 US 5,546.58 $5,456.32
83404YAA1 SCLP 2016-5 A 3.06000 09/25/2028 US 10,719.82 $10,746.51
83405DAB4 SOFI 2017-C A2A 1.75000 07/25/2040 US 2,479.74 $2,469.71
83405LAA8 SCLP 2017-5 A1 2.14000 09/25/2026 US 26,516.73 $26,447.48
834423AA3 SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 US 45,575.82 $46,537.80
835495102 SONOCO PRODUCTS CO US SON 112.21 $5,962.93
84265V105 SOUTHERN COPPER CORPORATION US SCCO 702.62 $33,339.09
84265VAH8 SOUTHERN COPPER CORP 3.87500 04/23/2025 US 43,059.11 $44,653.57
844741108 SOUTHWEST AIRLS CO US LUV 48.85 $3,197.40
845467AL3 SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 US 7,673.41 $7,970.75
852061AK6 SPRINT COMMUNICATIONS 9.00000 11/15/2018 US 2,664.42 $2,804.57
852061AR1 SPRINT COMMUNICATIONS 7.00000 08/15/2020 US 2,664.42 $2,824.28
85254J102 STAG INDUSTRIAL INC US STAG 252.22 $6,893.25
85571BAJ4 STARWOOD PROPERTY TRUST 4.75000 03/15/2025 US 3,943.51 $3,913.94
85571XAA5 SRPT 2014-STAR A FLTG RATE 2.69703 11/15/2027 US 73,552.29 $73,605.08
862121100 STORE CAPITAL CORP US STOR 203.3 $5,293.99
866674104 SUN COMMUNITIES US SUI 36.24 $3,362.12
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 204.42 $3,379.10
867914103 SUNTRUST BANKS INC US STI 30.08 $1,942.84
871829107 SYSCO CORP US SYY 55.3 $3,358.08
874039100 TAIWAN SEMICONDUCTOR - SP ADR TW TSM 310.4 $12,307.17
87470LAA9 TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 US 11,829.66 $12,140.19
87612E106 TARGET CORP US TGT 55.72 $3,635.85
876664103 TAUBMAN CTRS INC US TCO 24.73 $1,617.88
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 25,295.67 $25,323.03
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 9,378.57 $7,690.43
88033GBW9 TENET HEALTHCARE CORP 6.75000 02/01/2020 US 2,664.42 $2,691.06
88146M101 TERRENO REALTY CORP US TRNO 94 $3,295.79
882508104 TEXAS INSTRUMENTS INC US TXN 669.31 $69,902.73
88579Y101 3M CO US MMM 68.22 $16,057.64
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 100,969.66 $100,242.81
893870204 TRANSPORTADOR GAS SUR-SP ADR AR TGS 85.32 $1,896.68
89613BAA5 TAH 2013-SFR1 A 2.58900 11/17/2033 US 77,166.6 $76,082.44
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 40,825.77 $40,658.14
896356AE2 TRINIDAD DRILLING LTD 6.62500 02/15/2025 CA 8,951.91 $8,504.32
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 8,632.36 $9,279.79
902653104 UDR INC US UDR 119.58 $4,606.36
902973304 U.S. BANCORP US USB 127.96 $6,855.85
903002103 UMH PROPERTIES INC US UMH 171.28 $2,552.00
90320MAA3 UPCB FINANCE IV LTD 5.37500 01/15/2025 KY 11,293.24 $11,371.17
904767704 UNILEVER PLC - ADR GB UL 2,029.22 $112,297.26
907818108 UNION PAC CORP US UNP 55.76 $7,478.02
911312106 UNITED PARCEL SERVICE US UPS 64 $7,625.49
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 129,514.6 $182,084.37
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 208,384.13 $277,614.87
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 95,614.47 $96,545.06
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 145,310.02 $138,526.99
912828D23 US TREASURY N/B 1.62500 04/30/2019 US 214,226.11 $213,565.02
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 69,958.29 $69,814.82
912828K58 UNITED STATES TREAS NTS 1.37500 04/30/2020 US 493,138.57 $487,032.13
912828Q78 US TREASURY N/B 1.37500 04/30/2021 US 451,303.27 $441,536.79
912828R28 US TREASURY N/B 1.62500 04/30/2023 US 275,668.08 $267,258.05
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 113,462.77 $106,867.74
912828RT9 US TREASURY N/B 1.37500 11/30/2018 US 136,401.69 $135,895.51
912828S76 US TREASURY N/B 1.12500 07/31/2021 US 97,235.87 $94,030.13
912828UH1 UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 US 92,480.82 $91,762.59
912828WZ9 UNITED STATES TREAS NTS 1.75000 04/30/2022 US 494,613.35 $486,092.86
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 217,424.14 $216,804.15
912828XQ8 US TREASURY N/B 2.00000 07/31/2022 US 166,998.61 $165,726.55
913017109 UNITED TECHNOLOGIES CORP US UTX 54.74 $6,983.25
91704F104 URBAN EDGE PROPERTIES US UE 259.52 $6,615.24
918370AB3 VTR FINANCE BV 6.87500 01/15/2024 NL 8,201.87 $8,652.97
91911KAJ1 VALEANT PHARMACEUTICALS 6.50000 03/15/2022 CA 1,385.62 $1,454.90
91913Y100 VALERO ENERGY US VLO 46.46 $4,270.44
92276F100 VENTAS INC US VTR 53.18 $3,191.55
92339V100 VEREIT INC US VER 513.72 $4,001.86
92343VDY7 VERIZON COMMUNICATIONS 4.12500 03/16/2027 US 86,970.95 $90,685.74
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 573.26 $85,908.59
92826C839 VISA INC - CLASS A SHARES US V 972.62 $110,898.50
92826CAC6 VISA INC 2.80000 12/14/2022 US 66,507.16 $67,481.54
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 7,991.78 $8,275.46
929042109 VORNADO REALTY TRUST US VNO 87.4 $6,832.65
931142103 WAL MART STORES US WMT 158.21 $15,622.80
94106L109 WASTE MANAGEMENT INC US WM 89.68 $7,739.73
948565AC0 WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 US 7,779.92 $7,741.02
94856TAA2 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 8,525.84 $8,483.21
949746101 WELLS FARGO COMPANY US WFC 378.23 $22,947.48
95040Q104 WELLTOWER INC. US HCN 91.98 $5,865.52
962166104 WEYERHAEUSER CO US WY 2,309.95 $81,448.75
962178AL3 TRI POINTE HOLDINGS INC 4.37500 06/15/2019 US 5,648.39 $5,761.36
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 4,902.47 $5,233.39
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 65,867.47 $66,004.37
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 39,236.68 $39,615.24
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 43,827.25 $44,505.21
98416JAE0 XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 US 5,648.39 $5,718.99
984245100 YPF S.A.-SPONSORED ADR AR YPF 94.48 $2,164.57
98919V105 ZAYO GROUP HOLDINGS INC US ZAYO 2,326.26 $85,606.48
98954UAB9 ZIGGO BOND FINANCE BV 6.00000 01/15/2027 NL 1,918.5 $1,870.54
AP0787667 MPC CONTAINER SHIPS FLT 6.40793 09/22/2022 NL 4,260.71 $4,181.59
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 4,260.71 $4,239.66
B037HR3 ITAU UNIBANCO HOLDINGS S-PREF BR ITUB4 BZ 183.21 $2,351.79
B037JC2 NEXITY FR NXI FP 50.28 $2,990.65
B0386J1 JYSKE BANK-REG DK JYSK DC 36 $2,047.02
B06JSP1 SYDBANK A/S DK SYDB DC 51.55 $2,075.13
B0CGYD6 LOJAS RENNER S.A. BR LREN3 BZ 180.97 $1,936.26
B0LF188 EFG INTERNATIONAL AG CH EFGN SW 269.81 $2,848.65
B11ZRK9 LEGRAND SA FR LR FP 40.48 $3,111.80
B138HB7 KAUFMAN & BROAD SA FR KOF FP 44.52 $2,113.40
B13X013 EIFFAGE FR FGR FP 47.83 $5,234.19
B15C557 TOTAL SA FR FP FP 111.8 $6,171.57
B1FRH89 M DIAS BRANCO SA BR MDIA3 BZ 161.91 $2,542.99
B1FW751 GALP ENERGIA SGPS SA PT GALP PL 160.1 $2,941.40
B1HDJL2 NATIXIS FR KN FP 516.93 $4,082.97
B1HKSV6 BANCA GENERALI SPA IT BGN IM 90.65 $3,012.12
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 117.17 $607.29
B1NXMK6 IGUATEMI EMP DE SHOPPING BR IGTA3 BZ 203.45 $2,415.92
B1VWPC8 UK TSY 5% 2018 5.00000 03/07/2018 GB 9,123.17 $12,421.09
B1WGG93 GEBERIT AG-REG CH GEBN SW 6.18 $2,719.36
B1XFTL2 HEXAGON AB-B SHS SE HEXAB SS 72.01 $3,612.12
B1XH026 VINCI SA FR DG FP 63.7 $6,502.98
B1Y9TB3 DANONE FR BN FP 36 $3,016.72
B1YVKN8 ANTA SPORTS PRODUCTS LTD CN 2020 HK 617.8 $2,803.22
B1YY4B3 UNIBAIL-RODAMCO SE FR UL NA 17.9 $4,505.30
B232R05 SK INNOVATION CO LTD KR 096770 KS 12.46 $2,377.50
B23FNB7 ALIANSCE SHOPPING CENTERS SA BR ALSC3 BZ 456.43 $2,482.28
B283W97 CAIXABANK S.A ES CABK SM 1,117.58 $5,195.44
B2B0DG9 RELX PLC GB REL LN 115.68 $2,712.44
B2QY968 HYPERMARCAS SA BR HYPE3 BZ 289.73 $3,144.38
B3FP8W8 CANADA HOUSING TRUST 4.10000 12/15/2018 CA 11,084.33 $9,028.48
B3NB1P2 SUNCOR ENERGY INC CA SU CN 65.3 $2,397.28
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 77,781.56 $3,820.74
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 13,642.53 $11,272.39
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 132,146.87 $6,433.18
B4Q2TX3 CHINA LONGYUAN POWER GROUP-H CN 916 HK 5,389.8 $3,827.17
B4R2R50 JULIUS BAER CH BAER SW 33.87 $2,071.38
B4WTBY3 HUANENG RENEWABLES CORP-H CN 958 HK 11,376.1 $3,851.26
B4X4D29 FLEURY SA BR FLRY3 BZ 332.97 $2,972.29
B4YN9R2 SINGAPORE GOVERNMENT 2.50000 06/01/2019 SG 24,300.2 $18,381.08
B4YVF56 BRENNTAG AG DE BNR GR 58.5 $3,688.01
B5W0S97 ROYAL BANK OF CANADA 3.77000 03/30/2018 CA 12,682.98 $10,146.49
B615Y14 MEX BONOS DESARR FIX RT 8.00000 06/11/2020 MX 189,707.72 $9,726.35
B61JC67 TREASURY WINE ESTATES LTD AU TWE AU 293.78 $3,645.46
B63QM77 NEXON CO LTD JP 3659 JP 87.34 $2,533.02
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 36,236.67 $1,843.95
B725S29 PUREGOLD PRICE CLUB INC PH PGOLD PM 2,966.84 $2,971.59
B7311V6 KALBE FARMA TBK PT ID KLBF IJ 25,149.17 $3,132.64
B7FQV64 RAIA DROGASIL S.A. BR RADL3 BZ 67.64 $1,871.89
BB22L96 KION GROUP AG DE KGX GR 50.49 $4,346.18
BBG00B6C5VY1 REGN US 01/19/18 P350 US -.79 -$116.70
BBG00BKPTRR7 LULU US 01/19/18 C80 CA -3.56 -$651.31
BBG00J640583 MDT US 12/29/17 P77.5 IE -3.67 -$11.00
BBG00JG6RS79 SWKS US 12/29/17 C97.5 US -2.94 -$14.71
BD0PJ08 INMOBILIARIA COLONIAL SOCMI ES COL SM 215.17 $2,135.94
BDZZRC1 BOLSAS Y MERCADOS ARGENTINOS AR 62.85 $1,147.25
BF955D8 TELENET FINANCE LUX NOTE 5.50000 03/01/2028 LU 4,260.71 $4,250.06
BFNX8F1 REPSOL SA-RTS ES 191.63 $87.14
BFTCYP4 ROBINSONS RETAIL HOLDINGS IN PH RRHI PM 1,626.1 $3,133.63
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 1,707.11 $3,121.56
BGSH2S6 CVC BRASIL OPERADORA E AGENCIA BR CVCB3 BZ 187.47 $2,741.06
BH4TZ73 FU SHOU YUAN INTERNATIONAL CN 1448 HK 2,620.34 $2,237.04
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 1,319.84 $68,312.29
BNBNSG0 EURONEXT NV NL ENX FP 74.67 $4,631.62
BNGN9Z1 FINECOBANK SPA IT FBK IM 362.59 $3,703.67
BNGNB77 MERLIN PROPERTIES SOCIMI SA ES MRL SM 155.94 $2,112.09
BP269Z8 AXIA REAL ESTATE SOCIMI SA ES AXIA SM 71.52 $1,580.58
BP9DL90 INDUSTRIA DE DISENO TEXTIL ES ITX SM 99.17 $3,448.24
BVRZ8L1 AENA SA ES AENA SM 43.89 $8,881.46
BVSS790 ELIS SA FR ELIS FP 112.7 $3,111.58
BYXS699 QIAGEN N.V. NL QIA GR 73.71 $2,299.06
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 970.19 $108,313.15
BYZ43T4 EUROBANK ERGASIAS SA GR EUROB GA 2,270 $2,315.10
BYZFYS3 SPIE SA FR SPIE FP 150.19 $3,904.80
BYZFZ91 SOPHOS GROUP PLC GB SOPH LN 449.4 $3,460.27
BYZR014 AMUNDI SA FR AMUN FP 41.01 $3,473.27
BYZWX76 CRODA INTERNATIONAL PLC GB CRDA LN 61.35 $3,657.48
BZ3C3Q4 BANKIA SA ES BKIA SM 453.04 $2,162.34
G02602103 AMDOCS LTD GG DOX 66.79 $4,373.19
G06242104 ATLASSIAN CORP PLC-CLASS A AU TEAM 25.52 $1,161.75
G29183103 EATON CORP PLC US ETN 47.53 $3,755.34
G3157S106 ENSCO INTERNATIONAL INC US ESV 3,348.24 $19,788.11
G37585AC3 GASLOG LTD 8.87500 03/22/2022 BM 7,140.52 $7,551.10
G45667105 HOLLYSYS AUTOMATION TECHNOLOGIES CN HOLI 87.45 $1,947.54
G5960L103 MEDTRONIC INC IE MDT 1,838.17 $148,432.24
G6518L108 NIELSEN HOLDINGS PLC US NLSN 3,082.04 $112,186.21
G96629103 WILLIS TOWERS WATSON PLC GB WLTW 12.37 $1,864.51
G97822103 PERRIGO CO PLC IE PRGO 93.8 $8,175.85
H1467J104 CHUBB LTD CH CB 19.41 $2,836.83
H8817H100 TRANSOCEAN LTD US RIG 5,079.93 $54,253.61
N47279109 INTERXION HOLDING NX NL INXN 103.06 $6,073.54
N53745100 LYONDELLBASELL INDU-CL A US LYB 39.68 $4,377.43
N72482123 QIAGEN N.V. ADR NL QGEN 58.05 $1,795.55
USD US DOLLAR US 242,463.82 $242,463.82

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.

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.

Daily Price

$13.73

Daily $ Change

-$0.02

Daily % Change

-0.15%

as of 01/18/2018

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 18% - 54%.

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.

Learn more about our Glide Range SM

Annualized Performance

As of 12/31/2017

YTD

---

1 Year

10.78%

3 Year

3.36%

5 Year

5.41%

10 Year

4.56%

Inception
(---)

---

US Stock Market Cycle (04/01/2000 - 12/31/2017)

6.46%

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. 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 12/31/2017

TREASURY NOTES 14.56%
GOVERNMENT AGENCY 7.73%
TREASURY BONDS 3.33%
FACEBOOK INC -A 1.36%
SERVICENOW INC 1.23%
PRICELINE GROUP INC 1.21%
SKYWORKS SOLUTIONS INC 1.08%
KFW 1.50000 06/15/2021 1.04%
SWEDISH EXPORT CREDIT 1.12500 08/28/2019 0.98%
DAVITA INC. 0.97%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 12/31/2017

Bonds
64.29%
Stocks
34.38%
Cash
1.33%

Detailed Asset Class Allocation

As of 12/31/2017

International Equities
8.89%
Small Capitalization
0.83%
Mid Capitalization
4.40%
Large Capitalization
20.26%
Long Term Fixed Income
14.77%
Intermediate Term Fixed Income
40.13%
Short Term Fixed Income
9.39%
Cash
1.33%

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 12/31/2017

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
000375204 ABB LTD-SPON ADR CH ABB 195.5 $5,243.20
00163UAB2 AMAG PHARMACEUTICALS INC 7.87500 09/01/2023 US 6,287.79 $6,122.74
00206REM0 AT&T INC 3.90000 08/14/2027 US 90,807.95 $91,414.71
00254EML3 SWEDISH EXPORT CREDIT 1.12500 08/28/2019 SE 179,050.05 $176,249.70
00287Y109 ABBVIE INC US ABBV 109.74 $10,612.67
00289XAA7 ABENGOA YIELD PLC 7.00000 11/15/2019 GB 32,407.92 $34,149.84
004239109 ACADIA REALTY TRUST US AKR 76.53 $2,093.73
0045614 ANTOFAGASTA PLC GB ANTO LN 1,876.07 $25,319.56
00507VAM1 ACTIVISION BLIZZARD 3.40000 06/15/2027 US 88,889.45 $89,514.87
0053673 ASHTEAD GROUP PLC GB AHT LN 135.49 $3,634.05
00772BAF8 AERCAP IRELAND CAP LTD/A 4.50000 05/15/2021 IE 85,478.82 $89,771.46
008492100 AGREE REALTY CORP US ADC 33.89 $1,743.44
00928QAK7 AIRCASTLE LTD 6.25000 12/01/2019 BM 2,664.42 $2,810.96
009563AD9 AIRXCEL INC 8.50000 02/15/2022 US 11,084.04 $11,749.08
013093AD1 ALBERTSONS COS LLC/SAFEW 5.75000 03/15/2025 US 1,385.62 $1,249.82
015271109 ALEXANDRIA REAL EST EQUITIES US ARE 62.35 $8,142.25
01609W102 ALIBABA GROUP - ADR CN BABA 45.59 $7,861.02
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 67,787.73 $67,770.64
01748XAA0 ALLEGIANT TRAVEL CO 5.50000 07/15/2019 US 5,861.42 $6,015.29
020002101 ALLSTATE CORPORATION US ALL 18.56 $1,943.39
02005NAT7 ALLY FINANCIAL INC 3.50000 01/27/2019 US 3,943.51 $3,963.23
02079K107 ALPHABET INC-CL C US GOOG 52 $54,410.78
02079K305 ALPHABET INC-CL A US GOOGL 51.47 $54,213.42
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369604103 GENERAL ELEC CO US GE 118.4 $2,066.05
370334104 GENERAL MLS INC US GIS 56.49 $3,349.28
371559105 GENESEE & WYOMING INC -CL A US GWR 702.62 $55,316.94
374297109 GETTY REALTY CORP US GTY 92.94 $2,524.21
375558103 GILEAD SCIENCES INC US GILD 87.51 $6,269.07
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37953TAB1 GLOBAL SHIP LEASE INC 9.87500 11/15/2022 MH 11,829.66 $12,228.91
37954A204 GLOBAL MEDICAL REIT INC US GMRE 628.67 $5,155.10
38141GVR2 GOLDMAN SACHS GROUP INC 4.25000 10/21/2025 US 43,059.11 $45,002.36
388689101 GRAPHIC PACKAGING HOLDING CO US GPK 439.46 $6,789.66
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40412CAC5 HCA HEALTHCARE INC 6.25000 02/15/2021 US 2,664.42 $2,824.28
40414L109 HCP INC US HCP 248.76 $6,487.62
410345AL6 HANESBRANDS INC 4.87500 05/15/2026 US 4,689.43 $4,806.67
4116099 BPER BANCA IT BPE IM 413.72 $2,084.15
4162791 THALES SA FR HO FP 26.84 $2,888.78
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42809H107 HESS CORP US HES 186.02 $8,830.55
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431475AB8 HILL-ROM HOLDINGS INC 5.00000 02/15/2025 US 7,247.33 $7,390.11
437076102 HOME DEPOT INC US HD 76.46 $14,490.99
437302AA0 HOME PARTNERS OF AMERICA FLT RT 3.10951 03/17/2033 US 36,991.07 $37,214.75
438128308 HONDA MOTOR CO LTD -SPONS ADR JP HMC 155.05 $5,284.05
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44107P104 HOST MARRIOTT CORP US HST 164.56 $3,266.54
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4457624 TRIGANO SA FR TRI FP 18.32 $3,235.95
446150104 HUNTINGTON BANCSHARES US HBAN 129.7 $1,888.50
4497749 KBC GROEP NV BE KBC BB 36.54 $3,113.32
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45378A106 INDEPENDENCE REALTY TRUST IN US IRT 239.81 $2,419.65
456788108 INFOSYS LIMITED-SP ADR IN INFY 218.19 $3,539.11
4571784 NH HOTEL GROUP SA ES NHH SM 245.63 $1,768.31
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458140100 INTEL CORP US INTC 388.82 $17,947.72
459200101 INTERNATIONAL BUSINESS MACH CORP US IBM 59.82 $9,177.24
459745GH2 INTL LEASE FINANCE CORP 6.25000 05/15/2019 US 5,648.39 $5,918.97
46115HAL1 INTESA SANPAOLO SPA 3.87500 01/15/2019 IT 45,874.18 $46,486.21
46115HAT4 INTESA SANPAOLO SPA 5.01700 06/26/2024 IT 4,260.71 $4,362.64
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46187BAB9 IHSFR 2017-SFR2 B 2.64078 12/17/2036 US 13,428.31 $13,453.63
46187W107 INVITATION HOMES INC US INVH 241.45 $5,690.94
464286608 ISHARES MSCI EMU XX 181.72 $7,882.99
46434G798 ISHARES MSCI RUSSIA CAPPED E RU 68.17 $2,285.11
46434V621 ISHARES CORE DIVIDEND GROWTH US 135.04 $4,696.62
466032109 J&J SNACK FOODS CORP US JJSF 26.67 $4,048.74
46625H100 JP MORGAN CHASE & CO US JPM 265.17 $28,357.21
46635GAE0 JP MORGAN CHASE COMMERCIAL MORTG 4.06980 11/15/2043 US 2,133.3 $2,207.63
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46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 27,238.32 $27,677.43
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46647PAE6 JPMORGAN CHASE & CO 2.77600 04/25/2023 US 89,955.22 $90,042.40
46649HAE2 JPMMT 2017-6 A5 3.50000 12/25/2048 US 17,066.41 $17,293.07
478160104 JOHNSON & JOHNSON US JNJ 969.03 $135,392.87
47987LAA9 JONAH NRG LLC/FINANCE 7.25000 10/15/2025 US 9,272.64 $9,342.19
4813345 SKANDINAVISKA ENSKILDA BAN-A SE SEBA SS 162.44 $1,907.43
4821100 SOLVAY SA BE SOLB BB 23.65 $3,287.78
4846523 SWEDBANK AB-A SHARES SE SWEDA SS 81.59 $1,968.41
485170302 KANSAS CITY SOUTHERN US KSU 60.59 $6,374.83
493267108 KEYCORP US KEY 184.32 $3,717.68
494368103 KIMBERLY CLARK CORP US KMB 31.74 $3,830.17
497864AA6 KISSNER GR HLDG 8.37500 12/01/2022 CA 9,165.54 $9,257.19
500472303 KONINKLIJKE PHILIPS NVR - NY ADR NL PHG 93.57 $3,536.82
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50212YAB0 LPL HOLDINGS INC 5.75000 09/15/2025 US 6,714.16 $6,831.65
50218LAC0 LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 US 656.5 $654.90
505742AD8 LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 US 8,419.32 $8,671.90
5107401 BEIERSDORF AG DE BEI GR 18.64 $2,185.29
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5129074 FRESENIUS MEDICAL DE FME GR 29.29 $3,075.98
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5228658 RANDSTAD HOLDING NV NL RAND NA 59.22 $3,633.91
5289837 ERSTE GROUP BANK AG AT EBS AV 47.72 $2,067.97
53223X107 LIFE STORAGE INC US LSI 37.41 $3,332.09
532457108 ELI LILLY & CO US LLY 45.01 $3,801.77
5330047 DASSAULT SYSTEMES SA FR DSY FP 37.49 $3,981.10
534187109 LINCOLN NATL CORP IND US LNC 24.75 $1,902.25
539439AM1 LLOYDS BANKING GROUP PLC 4.58200 12/10/2025 GB 86,246.81 $90,434.22
539830109 LOCKHEED MARTIN CORP US LMT 21.85 $7,013.34
54150E104 LOMA NEGRA CIA IND-SPON ADR AR LOMA 110.46 $2,544.97
5458314 AKZO NOBEL NL AKZA NA 43.14 $3,785.29
550021109 LULULEMON - ADR CA LULU 1,121.35 $88,126.97
554382101 THE MACERICH CO US MAC 48.71 $3,199.11
5545670 JUNGHEINRICH AG DE JUN3 GR 66.79 $3,140.05
559222AR5 MAGNA INTERNATIONAL INC 4.15000 10/01/2025 CA 63,522.9 $67,509.74
55933JAB0 MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 US 9,271.76 $8,993.61
5633616 SOPRA STERIA GROUP FR SOP FP 21.41 $4,001.07
5669354 REPSOL SA ES REP SM 191.63 $3,383.42
5671735 SANOFI-AVENTIS FR SAN FP 40.23 $3,463.82
5699373 WIENERBERGER AG AT WIE AV 161.8 $3,915.92
5713422 METSO OYJ FI METSO FH 72.22 $2,463.76
5727973 SIEMENS AG-REG DE SIE GR 55.18 $7,639.55
57636Q104 MASTERCARD INC-CLASS A US MA 728.83 $110,315.23
580037AB5 MCDERMOTT INTERNATIONAL 8.00000 05/01/2021 PA 8,099.48 $8,325.05
580135101 MCDONALDS CORP US MCD 50.86 $8,753.66
58503F106 MEDLEY CAPITAL CORP US MCC 142.5 $743.87
5852842 ACCOR SA FR AC FP 87.66 $4,512.94
58933Y105 MERCK & CO INC US MRK 229.54 $12,916.40
59001ABA9 MERITAGE HOMES CORP 5.12500 06/06/2027 US 5,861.42 $5,964.00
594918104 MICROSOFT CORP US MSFT 1,053.7 $90,133.91
59522J103 MID-AMERICA APARTMENT COMM US MAA 56.27 $5,658.98
6174467X1 MORGAN STANLEY 5.00000 11/24/2025 US 61,604.4 $67,410.11
61744YAG3 MORGAN STANLEY FLT 2.61703 05/08/2024 US 68,000.48 $69,430.43
62426EAA3 MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 CA 4,689.43 $4,636.68
624758108 MUELLER WATER PRODUCTS INC - A US MWA 309.76 $3,881.23
6291819 CHINA PETROLEUM & CHEMICAL - H CN 386 HK 3,152.93 $2,309.31
62942M201 NTT DOCOMO INC -SPON ADR JP DCM 290.9 $6,914.62
62944TAE5 NVR INC 3.95000 09/15/2022 US 68,636.93 $71,651.25
633067D34 NATIONAL BANK OF CANADA 1.40000 04/20/2018 CA 70,398.94 $70,329.39
6356934 FANUC LTD JP 6954 JP 13.53 $3,245.26
637417106 NATIONAL RETAIL PROPERTIES US NNN 86.12 $3,714.24
64110W102 NETEASE.COM INC- ADR CN NTES 3.83 $1,323.22
6429104 HITACHI LTD FIRST SECTION JP 6501 JP 647.63 $5,024.43
6474494 JOLLIBEE FOODS CORP PH JFC PM 610.99 $3,096.54
6474535 JAPAN TOBACCO INC JP 2914 JP 117.17 $3,773.23
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 35,696.98 $36,467.83
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 44,042.7 $45,110.67
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 65,345.85 $66,769.77
6490995 KEYENCE CORP JP 6861 JP 14.49 $8,092.57
654106103 NIKE INC CLASS B US NKE 47.15 $2,948.98
6630940 CHINA EVERBRIGHT INTL LTD HK 257 HK 2,641.64 $3,768.69
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 15,667.25 $16,176.43
66977WAQ2 NOVA CHEMICALS CORP 4.87500 06/01/2024 CA 5,861.42 $5,846.77
66987V109 NOVARTIS AG- REG CH NVS 1,759.34 $147,714.17
67087MAA4 OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 US 2,130.36 $2,227.47
67103H107 O'REILLY AUTOMOTIVE INC US ORLY 19.84 $4,772.24
680223104 OLD REPUBLIC INTL CORP US ORI 89.17 $1,906.50
683235AA3 ONTARIO (PROVINCE OF) 2.00000 09/27/2018 CA 46,894.34 $46,913.63
68323ADY7 ONTARIO (PROVINCE OF) 1.25000 06/17/2019 CA 46,894.34 $46,305.85
69007J106 OUTFRONT MEDIA INC US OUT 188.04 $4,362.52
69145LAA2 OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 US 6,394.6 $6,602.43
69318FAG3 PBF HOLDING CO LLC 7.25000 06/15/2025 US 7,993.25 $8,392.92
693475105 PNC FINANCIAL SERVICES GROUP US PNC 14.08 $2,031.57
697660207 PAMPA ENERGIA SA AR PAM 53.05 $3,568.93
70014LAC4 PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 KY 4,582.62 $4,376.40
708062104 PENNANTPARK INVESTMENT CORP US PNNT 136.96 $946.38
7110388 ROCHE HOLDING AG-GENUSSCHEIN CH ROG SW 16 $4,045.62
7110902 TECAN GROUP AG-REG CH TECN SW 9.27 $1,924.64
7123870 NESTLE SA-REGISTERED CH NESN SW 42.59 $3,661.37
713448108 PEPSICO INC US PEP 115.75 $13,881.09
713448CX4 PEPSICO INC 3.10000 07/17/2022 US 45,661.15 $46,755.17
7147892 TEMENOS GROUP AG-REG CH TEMN SW 13.63 $1,744.79
71654QCB6 PETROLEOS MEXICANOS 6.87500 08/04/2026 MX 39,861.81 $45,193.33
717081103 PFIZER INC US PFE 346.66 $12,556.08
71943U104 PHYSICIANS REALTY TRUST US DOC 345 $6,206.59
7262610 CREDIT AGRICOLE SA FR ACA FP 176.71 $2,917.89
729640102 PLYMOUTH INDUSTRIAL REIT INC US 41.36 $764.28
733174AJ5 POPULAR INC 7.00000 07/01/2019 US 10,018.27 $10,419.00
7339451 ORPEA SA FR ORP FP 33.45 $3,937.86
7380062 AAREAL BANK AG DE ARL GR 48.25 $2,178.71
7380482 COMPAGNIE DE SAINT-GOBAIN FR SGO FP 69.56 $3,828.10
741503403 PRICELINE GROUP INC US PCLN 125.09 $217,381.39
741503AZ9 PRICELINE GROUP INC/THE 3.60000 06/01/2026 US 91,241.09 $91,631.86
74251V102 PRINCIPAL FINANCIAL GROUP US PFG 27.31 $1,926.73
74333KAA6 PROG 2017-SFR2 A 2.89700 12/17/2034 US 12,799.81 $12,695.88
74340W103 PROLOGIS US PLD 170.85 $11,021.47
744320AL6 PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 US 42,420.89 $46,344.82
74460D109 PUBLIC STORAGE INC US PSA 24.3 $5,078.80
74736K101 QORVO INC US QRVO 2,268.42 $151,076.81
747525103 QUALCOMM INC US QCOM 108.67 $6,957.08
749685103 RPM INTERNATIONAL INC US RPM 117.33 $6,150.52
7520794 BANQUE CANTONALE VAUDOIS-REG CH BCVN SW 2.77 $2,088.84
755111507 RAYTHEON COMPANY US RTN 26.96 $5,065.36
758849103 REGENCY CENTERS CORP US REG 58.24 $4,028.75
75886F107 REGENERON PHARMACEUTICALS INC US REGN 351.84 $132,277.84
7591EP100 REGIONS FINANCIAL CORP. US RF 118.18 $2,042.23
76169C100 REXFORD INDUSTRIAL REALITY IN US REXR 111.06 $3,238.43
767754CH5 RITE AID CORP 6.12500 04/01/2023 US 1,385.62 $1,250.52
77340RAK3 ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 US 11,189.97 $11,721.49
7759435 ILIAD SA FR ILD FP 13.42 $3,215.94
780097AY7 ROYAL BK SCOTLND GRP PLC 6.10000 06/10/2023 GB 2,664.42 $2,933.96
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 105.32 $7,192.52
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 30.53 $3,180.71
78408XAD3 SCGT 2013-SRP1 AJ FLT 3.42703 11/15/2026 US 123,651.95 $123,246.98
78442FET1 SLM CORP 6.12500 03/25/2024 US 6,288.08 $6,366.69
78442PGC4 SLM CORP 5.12500 04/05/2022 US 8,206.58 $8,534.85
78471CAB5 SOFI 2017-D A2FX 2.65000 09/25/2040 US 37,332.77 $37,106.24
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 40,074.84 $45,022.82
80105N105 SANOFI-AVENTIS-ADR FR SNY 183.76 $7,901.79
80282KAQ9 SANTANDER HOLDINGS USA 3.40000 01/18/2023 US 60,113.74 $59,879.51
806857108 SCHLUMBERGER LTD NL SLB 1,807.76 $121,825.15
808524797 SCHWAB US DVD EQUITY ETF US 91.69 $4,691.74
81211K100 SEALED AIR CORP US SEE 1,571.4 $77,469.92
812578102 SEATTLE GENETICS INC US SGEN 2,106.77 $112,712.28
81663AAC9 SEMGROUP CORP 6.37500 03/15/2025 US 9,698.13 $9,552.66
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 27,216.55 $27,148.51
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 37,276.01 $37,103.46
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 28,977.65 $27,370.31
81762P102 SERVICENOW INC US NOW 1,699.53 $221,602.07
81783QAC9 SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 CA 5,754.91 $5,812.46
828806109 SIMON PROPERTY GROUP INC US SPG 89.53 $15,375.53
82967NAY4 SIRIUS XM RADIO INC 3.87500 08/01/2022 US 2,025.02 $2,030.08
83088M102 SKYWORKS SOLUTIONS INC US SWKS 2,034.61 $193,186.13
83401BAA4 SOFI 2017-F A1FX 2.05000 01/25/2041 US 8,521.42 $8,499.29
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 4,793.3 $4,799.69
83401LAB0 SOFI 2015-A A2 2.42000 03/25/2030 US 25,115.6 $25,121.83
83402DAC5 SOFI 2016-C A2B 2.36000 12/27/2032 US 17,322.41 $17,103.24
83404FAB0 SOFI 2017-A A2A 1.55000 03/26/2040 US 1,899.7 $1,890.52
83404LAC5 SOFI 2016-D A2B 2.34000 04/25/2033 US 5,546.58 $5,456.32
83404YAA1 SCLP 2016-5 A 3.06000 09/25/2028 US 10,719.82 $10,746.51
83405DAB4 SOFI 2017-C A2A 1.75000 07/25/2040 US 2,479.74 $2,469.71
83405LAA8 SCLP 2017-5 A1 2.14000 09/25/2026 US 26,516.73 $26,447.48
834423AA3 SOLVAY FINANCE (AMERICA) 3.40000 12/03/2020 US 45,575.82 $46,537.80
835495102 SONOCO PRODUCTS CO US SON 112.21 $5,962.93
84265V105 SOUTHERN COPPER CORPORATION US SCCO 702.62 $33,339.09
84265VAH8 SOUTHERN COPPER CORP 3.87500 04/23/2025 US 43,059.11 $44,653.57
844741108 SOUTHWEST AIRLS CO US LUV 48.85 $3,197.40
845467AL3 SOUTHWESTERN ENERGY CO 6.70000 01/23/2025 US 7,673.41 $7,970.75
852061AK6 SPRINT COMMUNICATIONS 9.00000 11/15/2018 US 2,664.42 $2,804.57
852061AR1 SPRINT COMMUNICATIONS 7.00000 08/15/2020 US 2,664.42 $2,824.28
85254J102 STAG INDUSTRIAL INC US STAG 252.22 $6,893.25
85571BAJ4 STARWOOD PROPERTY TRUST 4.75000 03/15/2025 US 3,943.51 $3,913.94
85571XAA5 SRPT 2014-STAR A FLTG RATE 2.69703 11/15/2027 US 73,552.29 $73,605.08
862121100 STORE CAPITAL CORP US STOR 203.3 $5,293.99
866674104 SUN COMMUNITIES US SUI 36.24 $3,362.12
867892101 SUNSTONE HOTEL INVESTORS INC US SHO 204.42 $3,379.10
867914103 SUNTRUST BANKS INC US STI 30.08 $1,942.84
871829107 SYSCO CORP US SYY 55.3 $3,358.08
874039100 TAIWAN SEMICONDUCTOR - SP ADR TW TSM 310.4 $12,307.17
87470LAA9 TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 US 11,829.66 $12,140.19
87612E106 TARGET CORP US TGT 55.72 $3,635.85
876664103 TAUBMAN CTRS INC US TCO 24.73 $1,617.88
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 25,295.67 $25,323.03
87854WAA1 TECHNIPLAS LLC 10.00000 05/01/2020 US 9,378.57 $7,690.43
88033GBW9 TENET HEALTHCARE CORP 6.75000 02/01/2020 US 2,664.42 $2,691.06
88146M101 TERRENO REALTY CORP US TRNO 94 $3,295.79
882508104 TEXAS INSTRUMENTS INC US TXN 669.31 $69,902.73
88579Y101 3M CO US MMM 68.22 $16,057.64
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 100,969.66 $100,242.81
893870204 TRANSPORTADOR GAS SUR-SP ADR AR TGS 85.32 $1,896.68
89613BAA5 TAH 2013-SFR1 A 2.58900 11/17/2033 US 77,166.6 $76,082.44
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 40,825.77 $40,658.14
896356AE2 TRINIDAD DRILLING LTD 6.62500 02/15/2025 CA 8,951.91 $8,504.32
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 8,632.36 $9,279.79
902653104 UDR INC US UDR 119.58 $4,606.36
902973304 U.S. BANCORP US USB 127.96 $6,855.85
903002103 UMH PROPERTIES INC US UMH 171.28 $2,552.00
90320MAA3 UPCB FINANCE IV LTD 5.37500 01/15/2025 KY 11,293.24 $11,371.17
904767704 UNILEVER PLC - ADR GB UL 2,029.22 $112,297.26
907818108 UNION PAC CORP US UNP 55.76 $7,478.02
911312106 UNITED PARCEL SERVICE US UPS 64 $7,625.49
912810FM5 UNITED STATES TREAS BOND 6.25000 05/15/2030 US 129,514.6 $182,084.37
912810PT9 UNITED STATES TREAS BOND 4.75000 02/15/2037 US 208,384.13 $277,614.87
912810QV3 UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 US 95,614.47 $96,545.06
912810RK6 US TREASURY N/B 2.50000 02/15/2045 US 145,310.02 $138,526.99
912828D23 US TREASURY N/B 1.62500 04/30/2019 US 214,226.11 $213,565.02
912828K33 UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 US 69,958.29 $69,814.82
912828K58 UNITED STATES TREAS NTS 1.37500 04/30/2020 US 493,138.57 $487,032.13
912828Q78 US TREASURY N/B 1.37500 04/30/2021 US 451,303.27 $441,536.79
912828R28 US TREASURY N/B 1.62500 04/30/2023 US 275,668.08 $267,258.05
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 113,462.77 $106,867.74
912828RT9 US TREASURY N/B 1.37500 11/30/2018 US 136,401.69 $135,895.51
912828S76 US TREASURY N/B 1.12500 07/31/2021 US 97,235.87 $94,030.13
912828UH1 UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 US 92,480.82 $91,762.59
912828WZ9 UNITED STATES TREAS NTS 1.75000 04/30/2022 US 494,613.35 $486,092.86
912828X88 US TREASURY N/B 2.37500 05/15/2027 US 217,424.14 $216,804.15
912828XQ8 US TREASURY N/B 2.00000 07/31/2022 US 166,998.61 $165,726.55
913017109 UNITED TECHNOLOGIES CORP US UTX 54.74 $6,983.25
91704F104 URBAN EDGE PROPERTIES US UE 259.52 $6,615.24
918370AB3 VTR FINANCE BV 6.87500 01/15/2024 NL 8,201.87 $8,652.97
91911KAJ1 VALEANT PHARMACEUTICALS 6.50000 03/15/2022 CA 1,385.62 $1,454.90
91913Y100 VALERO ENERGY US VLO 46.46 $4,270.44
92276F100 VENTAS INC US VTR 53.18 $3,191.55
92339V100 VEREIT INC US VER 513.72 $4,001.86
92343VDY7 VERIZON COMMUNICATIONS 4.12500 03/16/2027 US 86,970.95 $90,685.74
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 573.26 $85,908.59
92826C839 VISA INC - CLASS A SHARES US V 972.62 $110,898.50
92826CAC6 VISA INC 2.80000 12/14/2022 US 66,507.16 $67,481.54
92903PAC3 VNO 2010 - VNO A2FX 4.00350 09/13/2028 US 7,991.78 $8,275.46
929042109 VORNADO REALTY TRUST US VNO 87.4 $6,832.65
931142103 WAL MART STORES US WMT 158.21 $15,622.80
94106L109 WASTE MANAGEMENT INC US WM 89.68 $7,739.73
948565AC0 WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 US 7,779.92 $7,741.02
94856TAA2 WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 US 8,525.84 $8,483.21
949746101 WELLS FARGO COMPANY US WFC 378.23 $22,947.48
95040Q104 WELLTOWER INC. US HCN 91.98 $5,865.52
962166104 WEYERHAEUSER CO US WY 2,309.95 $81,448.75
962178AL3 TRI POINTE HOLDINGS INC 4.37500 06/15/2019 US 5,648.39 $5,761.36
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 4,902.47 $5,233.39
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 65,867.47 $66,004.37
97651JAE6 WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 US 39,236.68 $39,615.24
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 43,827.25 $44,505.21
98416JAE0 XERIUM TECHNOLOGIES INC 9.50000 08/15/2021 US 5,648.39 $5,718.99
984245100 YPF S.A.-SPONSORED ADR AR YPF 94.48 $2,164.57
98919V105 ZAYO GROUP HOLDINGS INC US ZAYO 2,326.26 $85,606.48
98954UAB9 ZIGGO BOND FINANCE BV 6.00000 01/15/2027 NL 1,918.5 $1,870.54
AP0787667 MPC CONTAINER SHIPS FLT 6.40793 09/22/2022 NL 4,260.71 $4,181.59
AP8694550 BOREALIS FINANCE LLC 7.50000 11/16/2022 MH 4,260.71 $4,239.66
B037HR3 ITAU UNIBANCO HOLDINGS S-PREF BR ITUB4 BZ 183.21 $2,351.79
B037JC2 NEXITY FR NXI FP 50.28 $2,990.65
B0386J1 JYSKE BANK-REG DK JYSK DC 36 $2,047.02
B06JSP1 SYDBANK A/S DK SYDB DC 51.55 $2,075.13
B0CGYD6 LOJAS RENNER S.A. BR LREN3 BZ 180.97 $1,936.26
B0LF188 EFG INTERNATIONAL AG CH EFGN SW 269.81 $2,848.65
B11ZRK9 LEGRAND SA FR LR FP 40.48 $3,111.80
B138HB7 KAUFMAN & BROAD SA FR KOF FP 44.52 $2,113.40
B13X013 EIFFAGE FR FGR FP 47.83 $5,234.19
B15C557 TOTAL SA FR FP FP 111.8 $6,171.57
B1FRH89 M DIAS BRANCO SA BR MDIA3 BZ 161.91 $2,542.99
B1FW751 GALP ENERGIA SGPS SA PT GALP PL 160.1 $2,941.40
B1HDJL2 NATIXIS FR KN FP 516.93 $4,082.97
B1HKSV6 BANCA GENERALI SPA IT BGN IM 90.65 $3,012.12
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 117.17 $607.29
B1NXMK6 IGUATEMI EMP DE SHOPPING BR IGTA3 BZ 203.45 $2,415.92
B1VWPC8 UK TSY 5% 2018 5.00000 03/07/2018 GB 9,123.17 $12,421.09
B1WGG93 GEBERIT AG-REG CH GEBN SW 6.18 $2,719.36
B1XFTL2 HEXAGON AB-B SHS SE HEXAB SS 72.01 $3,612.12
B1XH026 VINCI SA FR DG FP 63.7 $6,502.98
B1Y9TB3 DANONE FR BN FP