Investment Objective

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

Investment Strategy

Currently: The portfolio is currently invested in a moderately growth-oriented mix of investments that seeks potential for growth with some stability. The portfolio is diversified among various stock investments and fixed income securities, which will typically be intermediate to long-term maturities. Stock exposure can range from 30% - 70%.

Over Time: The portfolio’s investment mix will gradually become more conservative as the target date approaches and for several years after the target date. During the target year, the portfolio’s stock exposure can range from 20% - 60%. At five years after the target date and beyond, the focus will be on capital preservation, and stock exposure can range from 15% - 45%.

May be Appropriate for Investors

  • Who plan to stop contributions and start periodic withdrawals around the year 2030
  • Who have some time to pursue growth and can accept fluctuations in current account value
  • Who prefer to take advantage of professional management through a single, diversified investment portfolio that becomes more conservative over time

About Target Date Funds

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

Target Series Glide Path Overview

Learn more about our Glide Range SM

Daily Price

$22.85

Daily $ Change

-$0.18

Daily % Change

-0.79%

as of 03/04/2021

CUSIP

302027628

Inception Date

05/31/2007

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 01/31/2021

YTD

-0.66%

1 Year

16.03%

3 Year

9.71%

5 Year

11.03%

10 Year

8.13%

Inception
(01/01/2000)

7.58%

Performance through 06/04/2012 reflects the performance of the Retirement Target Institutional CIT Fund, which was merged into the Retirement Target CIT Fund on 06/04/2012 to establish the Class I units. Performance through the Institutional CIT Fund inception date (05/31/2007) is based on historical performance data of the Manning & Napier Pro-Mix® CIT Fund(s) that would have been held according to the Retirement Target CIT Fund’s glide path. Returns are net of the Class I expenses. The Retirement Target CIT Fund will gradually become more conservative over time. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.

Expense Ratio

Gross 0.69%
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 01/31/2021

TREASURY NOTES 9.27%
GOVERNMENT AGENCY 6.96%
TREASURY BONDS 2.20%
JOHNSON & JOHNSON 1.56%
UNILEVER PLC - ADR 1.55%
ALPHABET INC-CL A 1.54%
AMAZON.COM INC 1.48%
EXPEDIA INC 1.44%
FACEBOOK INC -A 1.43%
ALCON INC 1.42%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 01/31/2021

Stocks 55.63%
Bonds 42.37%
Cash 2.00%

Detailed Asset Class Allocation

As of 01/31/2021

Unknown Capitalization 0.02%
International Equities 16.45%
Small Capitalization 2.30%
Mid Capitalization 7.08%
Large Capitalization 29.78%
Long Term Fixed Income 14.48%
Intermediate Term Fixed Income 25.77%
Short Term Fixed Income 2.12%
Cash 2.00%

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

January Fund Holdings

As of 01/31/2021

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 227,015.24 $263,608.42
00287Y109 ABBVIE INC US ABBV 405.13 $41,517.58
00507V109 ACTIVISION INC US ATVI 6,452.69 $587,194.39
00653VAA9 ADAPTHEALTH LLC 6.12500 08/01/2028 US 29,347.76 $31,548.84
00774MAG0 AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 IE 686,546.85 $754,648.19
00791GAA5 AG MERGER SUB II INC 10.75000 08/01/2027 US 42,253.42 $46,901.30
00842XAA7 AFFINITY GAMING 6.87500 12/15/2027 US 29,536.57 $31,013.40
008474108 AGNICO EAGLE MINES LTD CA AEM 8,417.15 $587,937.64
008492100 AGREE REALTY CORP US ADC 939.9 $59,401.79
00912XAV6 AIR LEASE CORP 3.62500 04/01/2027 US 447,891.31 $486,193.13
00914AAB8 AIR LEASE CORP 3.75000 06/01/2026 US 65,227.63 $71,670.68
01166WAA5 ALASKA AIR 2020-1 CL B 8.00000 08/15/2025 US 60,251.95 $66,909.48
01609W102 ALIBABA GROUP - ADR CN BABA 4,018.37 $1,019,984.01
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 809,816.63 $898,627.27
020002101 ALLSTATE CORPORATION US ALL 116.06 $12,439.54
02079K305 ALPHABET INC-CL A US GOOGL 1,016.6 $1,857,699.40
023135106 AMAZON.COM INC US AMZN 556.24 $1,783,419.01
0237400 DIAGEO PLC GB DGE LN 13,515.27 $542,599.97
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 911.28 $37,508.19
025816109 AMERICAN EXPRESS CO US AXP 6,214.65 $722,515.27
02665T306 AMERICAN HOMES 4 RENT- A US AMH 2,874.26 $86,889.01
03027X100 AMERICAN TOWER REIT INC US AMT 3,884.39 $883,155.19
03027XAW0 AMERICAN TOWER CORP 3.80000 08/15/2029 US 644,109.6 $730,711.95
03064D108 AMERICOLD REALTY TRUST US COLD 2,592.99 $90,521.32
032654105 ANALOG DEVICES INC US ADI 105.89 $15,601.03
03690AAF3 ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 US 29,929.51 $29,929.51
03750L109 APARTMENT INCOME REIT CO US AIRC 1,021.53 $39,604.62
03784Y200 APPLE HOSPITALITY REIT INC US APLE 3,628.09 $45,278.57
039483102 ARCHER-DANIELS-MIDLAND CO US ADM 232.28 $11,616.55
04364VAR4 ASCENT RESOURCES 8.25000 12/31/2028 US 25,040.77 $25,484.24
045054AJ2 ASHTEAD CAPITAL INC 4.00000 05/01/2028 US 236,415.1 $252,136.71
053015103 AUTOMATIC DATA PROCESSING US ADP 103.11 $17,025.96
053484101 AVALONBAY COMMUNITIES INC US AVB 292.14 $47,814.64
05401AAJ0 AVOLON HOLDINGS FNDG LTD 3.25000 02/15/2027 KY 298,254.12 $306,267.53
055622104 BP PLC-SPONS ADR GB BP 11,524.57 $256,075.85
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 314,350.02 $322,294.71
05722G100 BAKER HUGHES CO US BKR 466.56 $9,373.18
060505104 BANK OF AMERICA CORP US BAC 1,586.77 $47,047.73
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 351,479.15 $391,629.76
067901108 BARRICK GOLD CORP CA GOLD 25,183.57 $563,356.42
071734AH0 BAUSCH HEALTH COS INC 5.00000 01/30/2028 CA 40,492.86 $41,719.79
07403VAA7 BEASLEY MEZ HLDGS LLC 8.62500 02/01/2026 US 24,066.08 $24,186.41
084423102 WR BERKLEY CORP US WRB 11,280.93 $700,997.09
084670702 BERKSHIRE HATHAWAY INC-CL B US BRK/B 5,051.93 $1,151,183.45
086516101 BEST BUY INC US BBY 129.1 $14,048.27
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 8,704.12 $720,526.78
0963318 DECHRA PHARMACEUTICALS PLC GB DPH LN 1,070.11 $52,751.28
105368203 BRANDYWINE REALTY TRUST US BDN 2,434.11 $26,775.18
110122108 BRISTOL MYERS SQUIBB CO US BMY 559.11 $34,346.04
116ESCAD6 BRUIN E&P PARTNERS LLC 0.00000 08/01/2023 US 135,170.12 $3,379.25
12345678 JONAH ENERGY PARENT LLC US 1,640.35 $24,605.30
12467AAF5 C&S GROUP ENTERPRISES LL 5.00000 12/15/2028 US 44,013.98 $43,821.42
12514G108 CDW CORP/DE US CDW 4,603.1 $606,044.31
12530MAA3 SORT 2020-1 A1 MTGE 1.69000 07/15/2060 US 272,661.68 $277,882.53
12530MAB1 SORT 2020-1 A2 1.99000 07/15/2060 US 228,003.28 $230,253.83
12541W209 C.H. ROBINSON WORLDWIDE INC US CHRW 83.24 $7,122.30
12555DAA3 CIM 2019-INV1 A1 4.00000 02/25/2049 US 68,150.92 $70,108.84
12591QAR3 COMM 2014-UBS4 A5 3.69400 08/10/2047 US 282,915.02 $309,186.65
12593GAF9 COMM 2015-PC1 A5 3.90200 07/10/2050 US 149,316.26 $167,428.19
12629NAF2 COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 US 157,175.01 $172,220.57
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 149,793.9 $152,442.85
12654TAA8 CNX MIDSTREAM PTR/CNX 6.50000 03/15/2026 US 29,929.51 $30,677.74
127097103 CABOT OIL & GAS CORP US COG 77,384.62 $1,418,460.06
133131102 CAMDEN PROPERTY TRUST US CPT 595.99 $60,880.23
133131AZ5 CAMDEN PROPERTY TRUST 2.80000 05/15/2030 US 142,243.38 $154,422.35
13321L108 CAMECO CORP CA CCJ 51,491.37 $639,522.84
14174T107 CARETRUST REIT INC US CTRE 1,169.93 $26,276.64
149123101 CATERPILLAR INC US CAT 171.77 $31,406.68
14980AAA0 CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 US 106,509.11 $107,098.92
156700BA3 CENTURYLINK INC 7.50000 04/01/2024 US 25,040.77 $28,228.21
16119P108 CHARTER COMMUNICATIONS INC-A US CHTR 1,876.07 $1,139,825.14
165183BB9 CFII 2017-4A A1 2.12000 11/15/2029 US 28,062.95 $28,209.64
172062101 CINCINNATI FINANCIAL CORP US CINF 63.92 $5,375.12
17275R102 CISCO SYSTEMS INC US CSCO 980.75 $43,721.91
172967424 CITIGROUP INC US C 479.65 $27,815.07
172967KA8 CITIGROUP INCA 4.45000 09/29/2027 US 445,416.49 $518,851.16
180848P56 CLARK CNTY NV 1.51000 11/01/2028 US 160,318.51 $161,163.39
191216100 COCA COLA CO/THE US KO 21,816.35 $1,050,457.07
194162103 COLGATE-PALMOLIVE CO US CL 304.63 $23,761.52
20030N101 COMCAST CORP-CL A US CMCSA 763.92 $37,867.63
20030NCY5 COMCAST CORP 3.25000 11/01/2039 US 535,485.74 $582,741.17
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 1,141.87 $51,064.61
20449X401 COMPASS GROUP PLC ADR GB CMPGY 31,802.55 $570,919.35
205887102 CONAGRA BRAND INC. US CAG 267.67 $9,261.46
20825C104 CONOCOPHILLIPS US COP 35,126.06 $1,406,096.03
21036P108 CONSTELLATION BRANDS INC-A US STZ 58.01 $12,236.84
21240E105 CONTROLADORA VUELA CIA DE AV MX VLRS 5,018.17 $56,604.93
217204106 COPART INC US CPRT 4,926.15 $540,645.22
222795502 COUSINS PROPERTIES INC US CUZ 2,501.14 $78,885.86
22534GAA1 CAALT 2020-1A 2.01000 02/15/2029 US 254,377.63 $260,054.32
22822V101 CROWN CASTLE INTL CORP US CCI 590 $93,963.33
22822VAN1 CROWN CASTLE INTL CORP 3.10000 11/15/2029 US 391,405.59 $424,271.01
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 91,947.55 $93,648.70
229663109 CUBESMART US CUBE 67.48 $2,351.00
231021106 CUMMINS INC US CMI 67.99 $15,938.03
253868103 DIGITAL REALTY TRUST INC US DLR 939.72 $135,273.15
256746108 DOLLAR TREE STORES INC US DLTR 5,192.54 $527,873.27
25960P109 DOUGLAS EMMETT INC US DEI 1,472.77 $40,810.41
260003108 DOVER CORP US DOV 57.15 $6,657.68
26150TAE9 DRAWBRIDGE SPEC OPPOR FU 3.87500 02/15/2026 US 88,027.96 $88,639.32
26439XAC7 DCP MIDSTREAM OPERATING 8.12500 08/16/2030 US 35,211.18 $46,529.47
264411505 DUKE RLTY INVTS INC US DRE 1,976.88 $78,205.42
26875P101 EOG RESOURCES INC US EOG 10,680.58 $544,282.11
26884L109 EQT CORP US EQT 38,914.49 $634,695.38
26884LAG4 EQT CORP 8.50000 02/01/2030 US 31,690.07 $40,246.38
2715777 QUEBECOR INC -CL B CA QBR/B CN 5,058.48 $121,047.59
285512109 ELECTRONIC ARTS US EA 4,267.88 $611,160.71
291011104 EMERSON ELEC CO US EMR 249.73 $19,815.83
29273RAR0 ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 US 629,770.06 $762,969.55
29275YAC6 ENERSYS 4.37500 12/15/2027 US 5,281.68 $5,619.97
29444U700 EQUINIX INC US EQIX 1,874.61 $1,387,134.55
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 1,396.9 $84,987.64
297178105 ESSEX PROPERTY TRUST INC US ESS 144.94 $34,727.96
30212P303 EXPEDIA INC US EXPE 13,959.22 $1,732,338.82
30212PAS4 EXPEDIA GROUP INC 6.25000 05/01/2025 US 234,057.48 $270,488.21
30225T102 EXTRA SPACE STORAGE INC US EXR 293.35 $33,380.41
30231G102 EXXON MOBIL CORP US XOM 15,838.7 $710,207.20
302491303 FMC CORP US FMC 7,627.89 $826,024.20
30264DAA7 FS ENERGY & POWER FUND 7.50000 08/15/2023 US 41,860.48 $41,755.83
30286XAN9 FREMF 2015-K43 B FLT 3.73262 02/25/2048 US 755,152.35 $823,108.36
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 44,978,448.04 $68,092.87
30303M102 FACEBOOK INC -A US FB 6,676.87 $1,724,836.04
311900104 FASTENAL CO US FAST 279.76 $12,754.42
3128M5A91 FHLM POOL G03332 6.00000 10/01/2037 US 2,494.45 $2,996.11
3128M5DD9 FHLM POOL G03400 5.50000 03/01/2037 US 47,205.65 $55,314.60
3128M5NM8 FHLM POOL G03696 5.50000 01/01/2038 US 5,382.15 $6,318.54
3128M6B98 FHLM POOL G04264 5.50000 04/01/2038 US 19,006.52 $22,318.00
3128M6NC8 FHLM POOL G04587 5.50000 08/01/2038 US 30,695.59 $36,030.47
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 4,514.59 $5,304.72
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 28,387.01 $34,120.46
3128M7KW5 FHLM POOL G05409 5.50000 03/01/2039 US 12,804.28 $15,018.59
3128M8AW4 FHLM POOL G06021 5.50000 01/01/2040 US 5,001.62 $5,864.21
3128M9C83 FHLM POOL G06995 6.00000 05/01/2040 US 15,519.08 $18,458.94
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 959.24 $991.90
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 1,129.4 $1,145.18
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 854.15 $867.23
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 1,034.21 $1,064.55
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 1,554.63 $1,597.27
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 266,534.69 $291,571.46
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 56,338.01 $66,138.62
3128P76R9 FHLM POOL C91780 4.50000 07/01/2034 US 161,471.06 $178,919.75
3132D56Z0 FEDERAL NATL MTG ASSN FR SB8088 1.50000 02/01/2036 US 391,711.98 $401,586.35
3132DWAG8 FEDERAL NATL MTG ASSN FR SD8107 2.50000 11/01/2050 US 940,405.21 $990,023.80
3132LMMM5 FHLM POOL K91364 4.50000 11/01/2033 US 48,768.46 $52,927.37
3132LNE83 FHLM POOL K92059 4.50000 09/01/2034 US 110,794.02 $121,428.94
31335ABB3 FHLM POOL G60034 4.50000 02/01/2045 US 143,420.42 $161,125.83
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 26,282.82 $28,700.81
3133KYUZ0 FHLM POOL RB5100 2.00000 02/01/2041 US 503,009.8 $520,765.45
3135G05Y5 FANNIE MAE 0.75000 10/08/2027 US 1,552,620.19 $1,547,161.78
3136AY6W8 FNA 2017-M15 A1 FLT 2.95935 09/25/2027 US 440,119.46 $478,636.04
3136B1YD0 FNR 2018-31 KP 3.50000 07/25/2047 US 94,795.57 $98,197.45
31371NCJ2 FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 US 23,871.38 $27,985.51
3137ADTK3 FHMS K014 X1 FLT 1.19336 04/25/2021 US 642,551.96 $555.03
3137AJMG6 FMHS K016 X1 FLT 1.48101 10/25/2021 US 1,307,748.63 $5,255.06
3137AME78 FHMS K017 X1 FLT 1.28434 12/25/2021 US 6,833,244.31 $40,235.51
3137AUPF0 FHMS K021 x1 FLT 1.40253 06/25/2022 US 4,355,229.45 $59,654.01
3137B3NB0 FHMS K030 X1 FLT 0.16874 04/25/2023 US 15,429,960.29 $52,572.96
3137B4GZ3 FHMS K032 X1 FLT 0.08832 05/25/2023 US 9,930,608.9 $24,480.94
3137F4YU0 FHR 4791 BA MTGE 4.00000 03/15/2044 US 82,549.08 $83,507.61
3137FG2L8 FHR 4801 BA MTGE 4.50000 05/15/2044 US 32,709.42 $32,926.50
3138ABBY4 FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 US 45,304.52 $51,427.13
3138EQTZ5 FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 US 81,532.02 $91,262.00
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.64200 01/01/2049 US 724,304.05 $841,751.22
31403DDX4 FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 US 132,659.49 $154,964.23
31407EJW4 FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 US 55,858.77 $65,298.71
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 27,894.57 $30,253.35
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 24,639.81 $26,481.63
3140F9M51 FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 US 59,414.39 $64,428.39
3140FEXR0 FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 US 75,385.59 $81,663.71
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 439.31 $442.10
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 718.04 $724.73
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 1,142.27 $1,145.22
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 1,772.64 $1,782.33
31410KGB4 FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 US 101,971.16 $119,170.52
31410KJV7 FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 US 16,928.56 $20,183.77
31410KLD4 FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 US 16,207.15 $19,027.63
31411JXP6 FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 US 23,434.91 $27,340.80
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 3.25 $3.26
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 613.17 $617.22
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 26,830.99 $29,723.81
31418BDH6 FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 US 182,970.05 $202,701.22
31418CYJ7 FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 US 90,254.55 $96,124.00
31418DU59 FEDERAL NATL MTG FN MA4203 2.50000 12/01/2040 US 854,872.44 $902,129.56
31418DU67 FEDERAL NATL MTG ASSN FN MA4204 2.00000 12/01/2040 US 869,943.25 $898,236.23
31418MDZ2 FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 US 7,860.55 $9,446.68
31418MG63 FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 US 11,789.77 $14,163.13
31418MJC7 FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 US 9,186.44 $10,785.09
31418MKV3 FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 US 15,966.48 $18,735.73
31418MQQ8 FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 US 2,259.21 $2,379.22
31419BBV6 FEDERAL NATL MTG ASSN AE0951 4.50000 02/01/2041 US 25,315.38 $28,447.85
316773100 FIFTH THIRD BANCORP US FITB 305.86 $8,848.43
32054K103 FIRST INDUSTRIAL REALTY TR US FR 1,402.07 $56,980.10
343412AC6 FLUOR CORP 3.50000 12/15/2024 US 25,433.7 $25,298.40
34461LAA2 FONTAINEBLEAU MIAMI BEACH TRUST 3.14400 12/10/2036 US 362,767.11 $386,770.79
345370CW8 FORD MOTOR COMPANY 9.00000 04/22/2025 US 36,971.74 $44,964.29
345397XU2 FORD MOTOR CREDIT CO LLC 4.38900 01/08/2026 US 26,801.33 $28,509.91
346232AE1 FORESTAR GROUP INC 5.00000 03/01/2028 US 26,408.39 $27,497.73
34960PAC5 FORTRESS TRANS & INFRAST 9.75000 08/01/2027 US 26,408.39 $29,859.96
35166FAA0 FOXTROT ESCROW ISSUER 12.25000 11/15/2026 US 31,690.07 $35,770.16
357081AE8 FREMF 2015-K720 B FLT 3.39382 07/25/2022 US 368,900.91 $380,635.39
36166LAA5 GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 AE 26,408.39 $27,681.80
36223NTR5 GNMA POOL 312960 9.00000 09/15/2021 US 5.61 $5.62
36257MAA3 GSMS 2019-70P A 1.12600 10/15/2036 US 331,597.51 $329,930.57
369550108 GENERAL DYNAMICS CORP US GD 94.51 $13,862.86
369604BQ5 GENERAL ELECTRIC CO 3.55363 01/21/2099 US 530,678.57 $501,247.14
370334104 GENERAL MLS INC US GIS 262.12 $15,229.18
372460105 GENUINE PARTS CO US GPC 85.08 $7,987.54
37255LAA5 GENWORTH MORTGAGE HLDING 6.50000 08/15/2025 US 55,944.96 $59,651.31
374297109 GETTY REALTY CORP US GTY 1,433.55 $38,089.46
375558103 GILEAD SCIENCES INC US GILD 351.29 $23,044.37
38217TAA3 GOODG 2020-1A MTGE 2.63000 04/15/2055 US 124,968.42 $130,031.36
38379RRX3 GNR 2017-54 AH MTGE 2.60000 12/16/2056 US 355,625.55 $372,254.39
383909AF5 WR GRACE & CO-CONN 5.62500 10/01/2024 US 23,280.21 $25,263.91
384802104 WW GRAINGER INC US GWW 21.87 $7,967.62
388689101 GRAPHIC PACKAGING HOLDING CO US GPK 66,845.48 $1,046,800.14
400506101 GRUPO AEROPORTUARIO PAC-ADR MX PAC 256.67 $25,612.91
40051E202 GRUPO AEROPORTUARIO DEL SURESTE MX ASR 185.32 $29,041.66
4012250 AIRBUS SE FR AIR FP 333.85 $33,570.98
4031976 ADIDAS AG DE ADS GR 137.86 $43,711.03
404119BX6 HCA INC 4.12500 06/15/2029 US 339,344.05 $390,766.48
416515104 HARTFORD FINL SVCS US HIG 169.43 $8,135.84
418751AD5 HAT HOLDINGS I LLC/HAT 3.75000 09/15/2030 US 29,536.57 $29,721.17
419792A22 HAWAII ST 2.68200 10/01/2030 US 119,299.81 $127,195.08
421946104 HEALTHCARE REALTY TRUST INC US HR 1,539.31 $46,194.61
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 1,945.7 $54,966.09
42250P103 HEALTHPEAK PROPERTIES INC US PEAK 2,665.85 $79,042.32
423012301 HEINEKEN NV-SPN ADR NL HEINY 10,492.41 $544,660.96
427866108 HERSHEY CO/THE US HSY 90.56 $13,170.47
43300A203 HILTON WORLDWIDE HOLDINGS INC US HLT 3,088.72 $313,165.39
437076102 HOME DEPOT INC US HD 241.28 $65,342.42
438516106 HONEYWELL INTERNATIONAL INC US HON 197.66 $38,617.08
440452100 HORMEL FOODS CORP US HRL 178.57 $8,367.73
443201AA6 HOWMET AEROSPACE INC 6.87500 05/01/2025 US 24,647.83 $28,776.34
443628AH5 HUDBAY MINERALS INC 6.12500 04/01/2029 CA 28,168.95 $29,859.08
444454AD4 HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 US 26,408.39 $29,281.62
450913AF5 IAMGOLD CORP 5.75000 10/15/2028 CA 40,492.86 $41,493.03
45168D104 IDEXX LABORATORIES INC US IDXX 1,217.67 $582,875.25
452308109 ILLINOIS TOOL WKS INC US ITW 112.62 $21,871.86
45337C102 INCYTE CORP US INCY 4,330.55 $388,666.92
45682RAA8 INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 AU 42,253.42 $44,814.82
45778Q107 INSPERITY INC US NSP 7,091.23 $556,590.27
458140100 INTEL CORP US INTC 885.74 $49,167.42
45866F104 INTERCONTINENTALEXCHANGE INC US ICE 10,230.56 $1,128,942.59
459200101 INTERNATIONAL BUSINESS MACH CORP US IBM 246.48 $29,358.51
459506101 INTERNATIONAL FLVRS & FRAGRANCES US IFF 41.04 $4,611.72
46116VAE5 INTL FC STORE INC 8.62500 06/15/2025 US 51,056.22 $55,332.17
46187BAA1 IHSFR 2017-SFR2 A 0.97900 12/17/2036 US 158,275.92 $158,275.89
46187BAB9 IHSFR 2017-SFR2 B 1.27900 12/17/2036 US 131,853.13 $132,449.26
46187W107 INVITATION HOMES INC US INVH 4,532.09 $133,606.11
46284VAN1 IRON MOUNTAIN INC 4.50000 02/15/2031 US 28,168.95 $28,802.75
464288620 ISHARES BROAD USD INVESTMENT 1.71700 US 2,419.63 $148,105.59
465410BX5 ITALY GOV'T INT BOND 2.37500 10/17/2024 IT 84,506.84 $88,875.39
46625H100 JP MORGAN CHASE & CO US JPM 517.4 $66,573.63
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 66,869.77 $67,907.23
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 74,894.47 $76,438.31
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 174,598.9 $178,979.36
46647PBP0 JPMORGAN CHASE & CO 2.95600 05/13/2031 US 629,770.06 $673,006.59
46647SAJ9 JPMMT 2017-3 1A5 3.50000 08/25/2047 US 19,423.11 $19,415.26
478160104 JOHNSON & JOHNSON US JNJ 11,514.08 $1,878,292.64
48088LAB3 JOSEPH T RYERSON & SON 8.50000 08/01/2028 US 22,183.05 $25,021.37
482480100 KLA-TENCOR CORPORATION US KLAC 68.61 $19,216.10
487526AB1 KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 US 37,949.49 $42,123.93
49427F108 KILROY REALTY CORP US KRC 1,022.44 $57,901.06
494368103 KIMBERLY CLARK CORP US KMB 128.81 $17,015.89
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 480,597.04 $655,367.87
49474FXR6 KING CNTY WA 1.30000 12/01/2028 US 217,451.84 $218,617.38
501044101 KROGER CO US KR 365.23 $12,600.53
50212YAC8 LPL HOLDINGS INC 4.62500 11/15/2027 US 28,168.95 $29,401.34
505742AG1 LADDER CAP FIN LLLP/CORP 5.25000 10/01/2025 US 52,816.78 $52,684.73
5107401 BEIERSDORF AG DE BEI GR 647.5 $70,678.09
512816109 LAMAR ADVERTISING CO-A US LAMR 454.38 $36,704.52
53223X107 LIFE STORAGE INC US LSI 665.61 $54,300.65
532457108 ELI LILLY & CO US LLY 181.46 $37,738.46
539830109 LOCKHEED MARTIN CORP US LMT 81.28 $26,159.06
541056AA5 LOGAN MERGER SUB INC 5.50000 09/01/2027 US 22,887.27 $23,945.81
54240F202 LONESTAR RES US INC NPV US LONE 1,772.83 $8,846.43
550021109 LULULEMON - ADR CA LULU 137.41 $45,164.70
552848AG8 MGIC INVESTMENT CORP 5.25000 08/15/2028 US 42,253.42 $45,211.16
55303XAL9 MGM GROWTH/MGM FINANCE 3.87500 02/15/2029 US 29,536.57 $30,035.00
56585A102 MARATHON PETROLEUM CORP US MPC 297.49 $12,839.87
573284106 MARTIN MARIETTA MATERIALS US MLM 974.51 $280,082.97
57636Q104 MASTERCARD INC-CLASS A US MA 5,027.48 $1,590,142.58
577128AA9 MATTHEWS INTERNATIONAL C 5.25000 12/01/2025 US 43,621.04 $44,438.94
5852842 ACCOR SA FR AC FP 679.23 $22,839.79
58933Y105 MERCK & CO INC US MRK 568.1 $43,783.49
594918104 MICROSOFT CORP US MSFT 5,394.75 $1,251,366.40
595112103 MICRON TECHNOLOGY INC US MU 7,460.94 $583,967.45
59522J103 MID-AMERICA APARTMENT COMM US MAA 805.3 $106,903.73
609207105 MONDELEZ INTERNATIONAL INC US MDLZ 21,618.71 $1,198,541.11
615369105 MOODY'S CORPORATION US MCO 1,637.01 $435,869.09
61965RAA3 MOSS CREEK RESOURCES HLD 7.50000 01/15/2026 US 42,253.42 $35,778.93
62913TAJ1 NGL ENRGY PART LP/FIN CO 7.50000 11/01/2023 US 40,099.92 $36,591.18
62922LAA6 NGL ENERGY OP/FIN 7.50000 02/01/2026 US 25,433.7 $25,682.95
6321954 TRAVELSKY TECHNOLOGY LTD-H CN 696 HK 40,684.73 $90,650.44
63938CAH1 NAVIENT CORP 6.75000 06/25/2025 US 40,885.8 $44,795.50
63938EAC8 NAVSL 2014-1 A3 FLT 0.64000 06/25/2031 US 208,207.36 $205,662.05
63938NAF1 NAVIOS SA LOGIST/FIN US 10.75000 07/01/2025 MUL 26,408.39 $28,917.18
64033QAB5 NSLT 2015-2A A2 0.73000 09/25/2047 US 119,179.5 $118,586.48
64110D104 NETAPP INC US NTAP 118.01 $7,840.89
644393AA8 NEW FORTRESS ENERGY INC 6.75000 09/15/2025 US 36,782.93 $38,392.19
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 127,686.3 $137,242.13
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 202,172.72 $215,661.28
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 399,854.26 $427,914.31
64971XPG7 NEW YORK CITY NY TRANSITIONALFIN 1.58000 05/01/2024 US 148,922.93 $154,480.74
651639106 NEWMONT GOLDCORP CORP US NEM 9,486.53 $565,396.94
655844108 NORFOLK SOUTHN CORP US NSC 2,469.3 $584,285.73
6642321 NIKON CORP JP 7731 JP 69,401.44 $553,089.91
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 131,067.25 $13.11
66981QAA4 BRUNDAGE-BONE CONCRETE 6.00000 02/01/2026 US 10,956.29 $11,148.03
66987V109 NOVARTIS AG- REG CH NVS 14,245.38 $1,288,779.17
670346105 NUCOR CORP US NUE 173.68 $8,463.57
6742340 SHANDONG WEIGAO CN 1066 HK 46,629.81 $87,084.35
674599EA9 OCCIDENTAL PETROLEUM COR 8.87500 07/15/2030 US 26,408.39 $33,162.33
675232AB8 OCEANEERING INTL INC 6.00000 02/01/2028 US 38,732.3 $36,182.36
6821506 SONY CORP FIRST SECTION JP 6758 JP 887.83 $84,976.76
68389X105 ORACLE CORP US ORCL 546.63 $33,032.70
691205AC2 OWL ROCK TECHNOLOGY FINA 4.75000 12/15/2025 US 38,732.3 $41,196.57
691205AE8 OWL ROCK TECHNOLOGY 3.75000 06/17/2026 US 252,071.33 $258,241.17
69121KAE4 OWL ROCK CAPITAL CORP 3.40000 07/15/2026 US 44,013.98 $45,093.95
69144AAA7 OXFIN 2020-1A A2 3.10100 02/15/2028 US 485,404.21 $498,104.56
69145LAA2 OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 US 29,536.57 $29,831.93
69306RAA4 P&L DEV LLC/PLD 7.75000 11/15/2025 US 42,253.42 $45,211.16
69327RAJ0 PDC ENERGY INC 5.75000 05/15/2026 US 25,040.77 $25,509.78
693456AW5 PMTLT 2013-J1 a9 3.50000 09/25/2043 US 147,889.31 $151,273.54
693475105 PNC FINANCIAL SERVICES GROUP US PNC 105.27 $15,108.67
693506107 PPG INDUSTRIES INC US PPG 77.73 $10,470.87
69354NAC0 PRA GROUP INC 7.37500 09/01/2025 US 40,099.92 $43,007.17
69356MAA4 PM GENERAL PURCHASER LLC 9.50000 10/01/2028 US 42,253.42 $46,421.72
701094104 PARKER HANNIFIN CORP US PH 46.82 $12,390.30
7021963 DEUTSCHE BOERSE AG DE DB1 GR 808.51 $129,808.16
70450Y103 PAYPAL HOLDINGS INC US PYPL 5,066.6 $1,187,154.85
7123870 NESTLE SA-REGISTERED CH NESN SW 9,155.77 $1,026,330.47
713448108 PEPSICO INC US PEP 4,201.38 $573,782.11
717081103 PFIZER INC US PFE 1,300.34 $46,682.34
723787107 PIONEER NATURAL RESOURCES CO US PXD 6,979.61 $843,834.80
74166MAC0 PRIME SECSRVC BRW/FINANC 5.75000 04/15/2026 US 35,604.12 $38,979.39
74340W103 PROLOGIS US PLD 2,885.71 $297,805.63
74460D109 PUBLIC STORAGE INC US PSA 518.87 $118,105.17
747525103 QUALCOMM INC US QCOM 251.37 $39,283.79
74834L100 QUEST DIAGNOSTICS INC US DGX 70.37 $9,088.59
750236AW1 RADIAN GROUP INC 4.87500 03/15/2027 US 59,859.01 $64,572.91
75513E101 RAYTHEON TECHNOLOGIES CORP US RTX 389.29 $25,977.51
75606DAL5 REALOGY GROUP/CO-ISSUER 5.75000 01/15/2029 US 17,998.53 $18,381.00
756109104 REALTY INCOME CORP US O 502.26 $29,663.68
7591EP100 REGIONS FINANCIAL CORP. US RF 463.43 $7,882.90
76131D103 RESTAURANT BRANDS INTERN CA QSR 792.57 $45,731.41
76169C100 REXFORD INDUSTRIAL REALITY IN US REXR 1,009.84 $49,421.49
7698356 GETINGE AB-B SHS SE GETIB SS 4,815.66 $124,216.45
773903109 ROCKWELL AUTOMATION INC US ROK 48.23 $11,987.40
7792559 HEINEKEN NV NL HEIA NA 654.13 $68,221.36
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 5,644.69 $196,943.28
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 5,939.28 $564,647.15
78403DAP5 SBA TOWER TRUST 1.88400 01/15/2026 US 135,956.38 $140,525.51
78409V104 S&P GLOBAL INC US SPGI 1,303.43 $413,187.68
78410G104 SBA COMMUNICATIONS CORP US SBAC 3,011.62 $809,130.99
78442PGC4 SLM CORP 5.12500 04/05/2022 US 61,619.57 $63,006.01
78442PGD2 SLM CORP 4.20000 10/29/2025 US 54,184.4 $57,451.72
78449UAB4 SMB 2020-A A2A MTGE 2.23000 09/15/2037 US 288,568.17 $300,595.54
78449XAA0 SMB 2020-BA A1A 1.29000 07/15/2053 US 494,907.33 $495,524.68
78490DAA2 SOFI 2018-C A1FX 3.08000 01/25/2048 US 1,162.12 $1,162.12
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 659,949.65 $798,302.16
806857108 SCHLUMBERGER LTD NL SLB 14,696.68 $326,413.30
81141R100 SEA LTD - ADR SG SE 3,443.11 $746,155.82
81745BAB1 SEMT 2013-6 A2 3.00000 05/25/2043 US 228,657.88 $232,370.87
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 89,092.82 $90,539.95
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 120,672.92 $122,641.08
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 100,993.62 $101,992.08
81762P102 SERVICENOW INC US NOW 1,144.9 $621,866.18
83088M102 SKYWORKS SOLUTIONS INC US SWKS 61.45 $10,400.95
832696405 JM SMUCKER CO/THE-NEW COM WI US SJM 66.77 $7,773.00
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 53,594.32 $54,851.57
83404RAB4 SOFI 2018-B A2FX MTGE 3.34000 08/25/2047 US 256,272.36 $263,839.44
83406TAB8 SOFI 2020-A A2FX MTGE 2.54000 05/15/2046 US 181,893.68 $188,172.92
835699307 SONY CORP SPONSORED ADR JP SNE 5,955.29 $569,980.88
837151XH7 SOUTH CAROLINA ST PUBLIC SVC 2.32900 12/01/2028 US 589,781.96 $614,753.33
844741BJ6 SOUTHWEST AIRLINES CO 5.25000 05/04/2025 US 504,520.27 $579,109.04
85172FAN9 SPRINGLEAF FINANCE CORP 7.12500 03/15/2026 US 28,168.95 $32,957.67
85254J102 STAG INDUSTRIAL INC US STAG 1,025.57 $30,562.08
854502101 STANLEY WORKS/THE US SWK 55.63 $9,650.82
85571BAL9 STARWOOD PROPERTY TRUST 4.75000 03/15/2025 US 42,253.42 $42,558.07
85571XAA5 SRPT 2014-STAR A FLTG RATE 1.59650 11/15/2027 US 482,068.13 $356,730.42
861036AA9 STL HOLDING CO LLC 7.50000 02/15/2026 US 55,944.96 $58,182.75
866674104 SUN COMMUNITIES US SUI 848.78 $121,485.93
86935CAA0 SCML 2019-SBC8 2.86000 04/25/2041 US 123,444.82 $124,873.11
87105L104 SWITCH INC - A US SWCH 4,426.66 $76,227.06
871829107 SYSCO CORP US SYY 188.36 $13,469.29
874039100 TAIWAN SEMICONDUCTOR - SP ADR TW TSM 420.32 $51,076.72
87422VAA6 TALEN ENERGY SUPPLY LLC 6.50000 06/01/2025 US 27,776.01 $22,064.71
87485LAA2 TALOS PRODUCTION INC 12.00000 01/15/2026 US 39,125.24 $37,071.16
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 47,732.13 $47,852.14
87724LAA3 TAYLOR MORR COMM 5.87500 04/15/2023 MUL 20,152.03 $21,352.79
87901JAE5 TEGNA INC 4.62500 03/15/2028 US 25,040.77 $25,385.08
88032WAN6 TENCENT HOLDINGS 3.97500 04/11/2029 KY 523,758.89 $588,950.06
88146M101 TERRENO REALTY CORP US TRNO 721.32 $40,812.40
882508104 TEXAS INSTRUMENTS INC US TXN 256.18 $42,446.67
883556102 THERMO FISHER SCIENTIFIC INC US TMO 1,181.88 $602,403.78
88579Y101 3M CO US MMM 179.27 $31,490.53
89151E109 TOTAL S A SPONSORED ADR FR TOT 6,591.16 $277,355.94
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 440,634.28 $449,433.48
89173FAA8 TPMT 2017-1 A1 2.75000 10/25/2056 US 233,000.11 $237,325.95
89177EAA7 TPMT 2019-HY1 A1 1.13000 10/25/2048 US 221,866.73 $223,140.80
89417E109 TRAVELLERS COS INC US TRV 96.5 $13,153.52
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 274,763.74 $283,281.72
89613GAA4 TAH 2020-SFR1 A 1.49900 07/17/2038 US 339,170.17 $342,409.75
89832Q109 TRUIST FINANCIAL CORP US TFC 454.54 $21,808.66
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 51,842.09 $52,587.32
902494103 TYSON FOODS INC -CL A US TSN 148.88 $9,574.74
902653104 UDR INC US UDR 1,528.08 $58,754.62
902973304 U.S. BANCORP US USB 482 $20,653.75
904767704 UNILEVER PLC - ADR GB UL 32,004.62 $1,867,149.66
907818108 UNION PAC CORP US UNP 190.08 $37,534.12
909214BV9 UNISYS CORP 6.87500 11/01/2027 US 26,408.39 $29,247.29
91086QBG2 UNITED MEXICAN STATES 4.12500 01/21/2026 MX 70,422.37 $80,599.10
912810QK7 US TREASURY N/BB 3.87500 08/15/2040 US 992,154.18 $1,374,288.56
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 2,116,759.84 $2,654,053.02
9128282A7 UNITED STATES TREAS NTS 1.50000 08/15/2026 US 1,654,822.2 $1,741,247.87
9128284N7 US TREASURY N/B 2.87500 05/15/2028 US 1,632,940.25 $1,872,331.84
9128284P2 US TREASURY N/B 2.62500 05/15/2021 US 1,602,621.06 $1,614,139.90
912828K74 US TREASURY N/B 2.00000 08/15/2025 US 1,489,233.22 $1,598,249.74
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 944,228.87 $999,739.20
912828WJ5 US TREASURY N/B 2.50000 05/15/2024 US 876,250.68 $941,764.11
912828XB1 UNITED STATES TREAS NTS 2.12500 05/15/2025 US 975,114.24 $1,048,895.34
918204108 VF CORP US VFC 169.11 $12,999.38
91913Y100 VALERO ENERGY US VLO 177.09 $9,993.23
92343VDU5 VERIZON COMMUNICATIONS 5.25000 03/16/2037 US 577,708.52 $764,321.60
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 3,210.94 $735,561.94
92556V106 VIATRIS INC US VTRS 158.58 $2,694.32
92826C839 VISA INC - CLASS A SHARES US V 8,195.56 $1,583,792.82
929160109 VULCAN MATERIALS CO US VMC 3,755.17 $560,045.38
93065PAA9 WBHT 2019-WBM A FLT 1.17600 12/15/2033 US 392,574.06 $391,592.90
931142103 WAL MART STORES US WMT 489.67 $68,793.76
93114W107 WALMART DE MEXICO MX WMMVY 19,359.19 $553,285.78
94106L109 WASTE MANAGEMENT INC US WM 159.01 $17,701.40
949746101 WELLS FARGO COMPANY US WFC 1,003.02 $29,970.26
95040Q104 WELLTOWER INC. US WELL 533.24 $32,314.54
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 40,099.92 $43,759.04
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 514,675.37 $583,732.95
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 79,053.58 $81,173.03
98311A105 WYNDHAM HOTELS & RESORTS INC US WH 520.36 $30,269.34
98978V103 ZOETIS INC US ZTS 1,764.56 $272,183.83
B02J639 ADMIRAL GROUP PLC GB ADM LN 3,749.4 $147,767.09
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 3,951.2 $23,114.71
B1Y47Y7 GERRESHEIMER AG DE GXI GR 444.63 $47,348.04
B1Y9TB3 DANONE FR BN FP 1,552.64 $103,248.80
B3QJ0H8 TOURMALINE OIL CORP CA TOU CN 9,279.33 $132,214.65
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 565,879.8 $27,784.67
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 173,259.4 $140,242.90
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 1,162,275.44 $58,395.57
B4YVF56 BRENNTAG AG DE BNR GR 890.15 $69,728.17
B63QM77 NEXON CO LTD JP 3659 JP 40,553.79 $1,230,539.74
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 488,874 $27,895.08
BBQ3850 KEYWORDS STUDIOS PLC IE KWS LN 871.92 $32,551.16
BD6K457 COMPASS GROUP PLC GB CPG LN 2,654.94 $47,424.58
BFZZM64 S4 CAPITAL PLC GB SFOR LN 10,871.66 $73,734.20
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 18,211.46 $24,222.17
BH8295835 SAUDI INTERNATIONAL BOND 2.90000 10/22/2025 SA 70,422.37 $75,712.50
BHJYC05 INTERCONTINENTAL HOTELS GROUP GB IHG LN 408.39 $25,159.69
BJ2KSG2 AKZO NOBEL NL AKZA NA 337.3 $34,336.52
BK0939417 AMERICAN TANKER INC 7.75000 07/02/2025 US 70,422.37 $71,126.59
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 10,925.05 $973,458.43
BMXKJ81 FLAGSHIP COMMUNITIES REIT UT US MHC/U CN 1,439.85 $22,360.85
BNGN9Z1 FINECOBANK SPA IT FBK IM 9,542.86 $148,389.58
BVYVFW2 AUTO TRADER GROUP PLC GB AUTO LN 6,324 $48,755.32
BW1YVH8 WALMART DE MEXICO SAB DE CV MX WALMEX* MM 16,234.95 $46,228.31
BYPC1T4 ASSA ABLOY AB-B SE ASSAB SS 2,995.9 $74,094.01
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 4,749.71 $298,151.99
BZ1HM42 ADYEN NV NL ADYEN NA 18.58 $38,814.69
G0772R208 BANK OF N.T. BUTTERFIELD&SON BM NTB 1,434.56 $43,624.96
G1151C101 ACCENTURE PLC - CL A IE ACN 122.83 $29,715.25
G29183103 EATON CORP PLC US ETN 158.87 $18,698.49
G51502105 JOHNSON CONTROLS INTERNATIONAL US JCI 351.45 $17,509.21
G5494J103 LINDE PLC GB LIN 108.67 $26,667.84
G5960L103 MEDTRONIC INC IE MDT 6,438.65 $716,814.94
G85158106 STONECO LTD-A BR STNE 1,032.37 $74,227.14
G8994E103 TRANE TECHNOLOGIES IE TT 410.8 $58,888.50
G97822103 PERRIGO CO PLC IE PRGO 1,573.21 $67,176.06
H01301128 ALCON INC CH ALC 23,929.95 $1,716,016.37
H1467J104 CHUBB LTD CH CB 138.13 $20,121.23
H2906T109 GARMIN LTD CH GRMN 73.19 $8,406.52
N53745100 LYONDELLBASELL INDU-CL A US LYB 154.64 $13,261.69
USD US DOLLAR US 2,460,429.96 $2,460,429.96
ZO1818103 NAVIGATOR HOLDINGS LTD 8.00000 09/10/2025 MH 52,816.78 $54,929.45
ZO4110185 BROOGE PETROLEUM AND GAS 8.50000 09/24/2025 AE 70,422.37 $66,020.97

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

A Word About Risk

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

About The Fund Manager

Manning & Napier Advisors, LLC (Manning & Napier) provides investment advisory services to Exeter Trust Company, Trustee of the Manning & Napier Collective Investment Trust Funds. Manning & Napier is headquartered in Rochester, NY and has more than 50 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

$22.85

Daily $ Change

-$0.18

Daily % Change

-0.79%

as of 03/04/2021

CUSIP

302027628

Inception Date

05/31/2007

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 growth-oriented mix of investments that seeks potential for growth with some stability. The portfolio is diversified among various stock investments and fixed income securities, which will typically be intermediate to long-term maturities. Stock exposure can range from 30% - 70%.

Over Time: The portfolio’s investment mix will gradually become more conservative as the target date approaches and for several years after the target date. During the target year, the portfolio’s stock exposure can range from 20% - 60%. At five years after the target date and beyond, the focus will be on capital preservation, and stock exposure can range from 15% - 45%.

May be Appropriate for Investors

  • Who plan to stop contributions and start periodic withdrawals around the year 2030
  • Who have some time to pursue growth and can accept fluctuations in current account value
  • Who prefer to take advantage of professional management through a single, diversified investment portfolio that becomes more conservative over time

About Target Date Funds

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

Target Series Glide Path Overview

Learn more about our Glide Range SM

Performance

As of 01/31/2021

YTD

-0.66%

1 Year

16.03%

3 Year

9.71%

5 Year

11.03%

10 Year

8.13%

Inception
(01/01/2000)

7.58%

Performance through 06/04/2012 reflects the performance of the Retirement Target Institutional CIT Fund, which was merged into the Retirement Target CIT Fund on 06/04/2012 to establish the Class I units. Performance through the Institutional CIT Fund inception date (05/31/2007) is based on historical performance data of the Manning & Napier Pro-Mix® CIT Fund(s) that would have been held according to the Retirement Target CIT Fund’s glide path. Returns are net of the Class I expenses. The Retirement Target CIT Fund will gradually become more conservative over time. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.

Expense Ratio

Gross 0.69%
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 01/31/2021

TREASURY NOTES 9.27%
GOVERNMENT AGENCY 6.96%
TREASURY BONDS 2.20%
JOHNSON & JOHNSON 1.56%
UNILEVER PLC - ADR 1.55%
ALPHABET INC-CL A 1.54%
AMAZON.COM INC 1.48%
EXPEDIA INC 1.44%
FACEBOOK INC -A 1.43%
ALCON INC 1.42%

This investment list is unaudited and excludes cash.

Asset Allocation

As of 01/31/2021

Stocks
55.63%
Bonds
42.37%
Cash
2.00%

Detailed Asset Class Allocation

As of 01/31/2021

Unknown Capitalization
0.02%
International Equities
16.45%
Small Capitalization
2.30%
Mid Capitalization
7.08%
Large Capitalization
29.78%
Long Term Fixed Income
14.48%
Intermediate Term Fixed Income
25.77%
Short Term Fixed Income
2.12%
Cash
2.00%

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

January Fund Holdings

As of 01/31/2021

CUSIP Security Description Country Ticker Shares/Par Market Value (USD)
00206RDQ2 AT&T INC 4.25000 03/01/2027 US 227,015.24 $263,608.42
00287Y109 ABBVIE INC US ABBV 405.13 $41,517.58
00507V109 ACTIVISION INC US ATVI 6,452.69 $587,194.39
00653VAA9 ADAPTHEALTH LLC 6.12500 08/01/2028 US 29,347.76 $31,548.84
00774MAG0 AERCAP IRELAND CAP / GLOBA 4.45000 10/01/2025 IE 686,546.85 $754,648.19
00791GAA5 AG MERGER SUB II INC 10.75000 08/01/2027 US 42,253.42 $46,901.30
00842XAA7 AFFINITY GAMING 6.87500 12/15/2027 US 29,536.57 $31,013.40
008474108 AGNICO EAGLE MINES LTD CA AEM 8,417.15 $587,937.64
008492100 AGREE REALTY CORP US ADC 939.9 $59,401.79
00912XAV6 AIR LEASE CORP 3.62500 04/01/2027 US 447,891.31 $486,193.13
00914AAB8 AIR LEASE CORP 3.75000 06/01/2026 US 65,227.63 $71,670.68
01166WAA5 ALASKA AIR 2020-1 CL B 8.00000 08/15/2025 US 60,251.95 $66,909.48
01609W102 ALIBABA GROUP - ADR CN BABA 4,018.37 $1,019,984.01
01609WAT9 ALIBABA GROUP HOLDING 3.40000 12/06/2027 KY 809,816.63 $898,627.27
020002101 ALLSTATE CORPORATION US ALL 116.06 $12,439.54
02079K305 ALPHABET INC-CL A US GOOGL 1,016.6 $1,857,699.40
023135106 AMAZON.COM INC US AMZN 556.24 $1,783,419.01
0237400 DIAGEO PLC GB DGE LN 13,515.27 $542,599.97
024835100 AMERICAN CAMPUS COMMUNITIES US ACC 911.28 $37,508.19
025816109 AMERICAN EXPRESS CO US AXP 6,214.65 $722,515.27
02665T306 AMERICAN HOMES 4 RENT- A US AMH 2,874.26 $86,889.01
03027X100 AMERICAN TOWER REIT INC US AMT 3,884.39 $883,155.19
03027XAW0 AMERICAN TOWER CORP 3.80000 08/15/2029 US 644,109.6 $730,711.95
03064D108 AMERICOLD REALTY TRUST US COLD 2,592.99 $90,521.32
032654105 ANALOG DEVICES INC US ADI 105.89 $15,601.03
03690AAF3 ANTERO MIDSTREAM PART/FI 5.75000 01/15/2028 US 29,929.51 $29,929.51
03750L109 APARTMENT INCOME REIT CO US AIRC 1,021.53 $39,604.62
03784Y200 APPLE HOSPITALITY REIT INC US APLE 3,628.09 $45,278.57
039483102 ARCHER-DANIELS-MIDLAND CO US ADM 232.28 $11,616.55
04364VAR4 ASCENT RESOURCES 8.25000 12/31/2028 US 25,040.77 $25,484.24
045054AJ2 ASHTEAD CAPITAL INC 4.00000 05/01/2028 US 236,415.1 $252,136.71
053015103 AUTOMATIC DATA PROCESSING US ADP 103.11 $17,025.96
053484101 AVALONBAY COMMUNITIES INC US AVB 292.14 $47,814.64
05401AAJ0 AVOLON HOLDINGS FNDG LTD 3.25000 02/15/2027 KY 298,254.12 $306,267.53
055622104 BP PLC-SPONS ADR GB BP 11,524.57 $256,075.85
05604LAA0 BWAY 2015-1740 A 2.91700 01/10/2035 US 314,350.02 $322,294.71
05722G100 BAKER HUGHES CO US BKR 466.56 $9,373.18
060505104 BANK OF AMERICA CORP US BAC 1,586.77 $47,047.73
06051GFM6 BANK OF AMERICA CORP 4.00000 01/22/2025 US 351,479.15 $391,629.76
067901108 BARRICK GOLD CORP CA GOLD 25,183.57 $563,356.42
071734AH0 BAUSCH HEALTH COS INC 5.00000 01/30/2028 CA 40,492.86 $41,719.79
07403VAA7 BEASLEY MEZ HLDGS LLC 8.62500 02/01/2026 US 24,066.08 $24,186.41
084423102 WR BERKLEY CORP US WRB 11,280.93 $700,997.09
084670702 BERKSHIRE HATHAWAY INC-CL B US BRK/B 5,051.93 $1,151,183.45
086516101 BEST BUY INC US BBY 129.1 $14,048.27
09061G101 BIOMARIN PHARMACEUTICAL INC US BMRN 8,704.12 $720,526.78
0963318 DECHRA PHARMACEUTICALS PLC GB DPH LN 1,070.11 $52,751.28
105368203 BRANDYWINE REALTY TRUST US BDN 2,434.11 $26,775.18
110122108 BRISTOL MYERS SQUIBB CO US BMY 559.11 $34,346.04
116ESCAD6 BRUIN E&P PARTNERS LLC 0.00000 08/01/2023 US 135,170.12 $3,379.25
12345678 JONAH ENERGY PARENT LLC US 1,640.35 $24,605.30
12467AAF5 C&S GROUP ENTERPRISES LL 5.00000 12/15/2028 US 44,013.98 $43,821.42
12514G108 CDW CORP/DE US CDW 4,603.1 $606,044.31
12530MAA3 SORT 2020-1 A1 MTGE 1.69000 07/15/2060 US 272,661.68 $277,882.53
12530MAB1 SORT 2020-1 A2 1.99000 07/15/2060 US 228,003.28 $230,253.83
12541W209 C.H. ROBINSON WORLDWIDE INC US CHRW 83.24 $7,122.30
12555DAA3 CIM 2019-INV1 A1 4.00000 02/25/2049 US 68,150.92 $70,108.84
12591QAR3 COMM 2014-UBS4 A5 3.69400 08/10/2047 US 282,915.02 $309,186.65
12593GAF9 COMM 2015-PC1 A5 3.90200 07/10/2050 US 149,316.26 $167,428.19
12629NAF2 COMM 2015-DC1 A5 FLT 3.35000 02/10/2048 US 157,175.01 $172,220.57
12646XAH5 CSMC 2013-IVR3 A1 2.50000 05/25/2043 US 149,793.9 $152,442.85
12654TAA8 CNX MIDSTREAM PTR/CNX 6.50000 03/15/2026 US 29,929.51 $30,677.74
127097103 CABOT OIL & GAS CORP US COG 77,384.62 $1,418,460.06
133131102 CAMDEN PROPERTY TRUST US CPT 595.99 $60,880.23
133131AZ5 CAMDEN PROPERTY TRUST 2.80000 05/15/2030 US 142,243.38 $154,422.35
13321L108 CAMECO CORP CA CCJ 51,491.37 $639,522.84
14174T107 CARETRUST REIT INC US CTRE 1,169.93 $26,276.64
149123101 CATERPILLAR INC US CAT 171.77 $31,406.68
14980AAA0 CAZENOVIA CREEK FUNDING LLC 3.56070 07/15/2030 US 106,509.11 $107,098.92
156700BA3 CENTURYLINK INC 7.50000 04/01/2024 US 25,040.77 $28,228.21
16119P108 CHARTER COMMUNICATIONS INC-A US CHTR 1,876.07 $1,139,825.14
165183BB9 CFII 2017-4A A1 2.12000 11/15/2029 US 28,062.95 $28,209.64
172062101 CINCINNATI FINANCIAL CORP US CINF 63.92 $5,375.12
17275R102 CISCO SYSTEMS INC US CSCO 980.75 $43,721.91
172967424 CITIGROUP INC US C 479.65 $27,815.07
172967KA8 CITIGROUP INCA 4.45000 09/29/2027 US 445,416.49 $518,851.16
180848P56 CLARK CNTY NV 1.51000 11/01/2028 US 160,318.51 $161,163.39
191216100 COCA COLA CO/THE US KO 21,816.35 $1,050,457.07
194162103 COLGATE-PALMOLIVE CO US CL 304.63 $23,761.52
20030N101 COMCAST CORP-CL A US CMCSA 763.92 $37,867.63
20030NCY5 COMCAST CORP 3.25000 11/01/2039 US 535,485.74 $582,741.17
20369C106 COMMUNITY HEALTHCARE TRUST I US CHCT 1,141.87 $51,064.61
20449X401 COMPASS GROUP PLC ADR GB CMPGY 31,802.55 $570,919.35
205887102 CONAGRA BRAND INC. US CAG 267.67 $9,261.46
20825C104 CONOCOPHILLIPS US COP 35,126.06 $1,406,096.03
21036P108 CONSTELLATION BRANDS INC-A US STZ 58.01 $12,236.84
21240E105 CONTROLADORA VUELA CIA DE AV MX VLRS 5,018.17 $56,604.93
217204106 COPART INC US CPRT 4,926.15 $540,645.22
222795502 COUSINS PROPERTIES INC US CUZ 2,501.14 $78,885.86
22534GAA1 CAALT 2020-1A 2.01000 02/15/2029 US 254,377.63 $260,054.32
22822V101 CROWN CASTLE INTL CORP US CCI 590 $93,963.33
22822VAN1 CROWN CASTLE INTL CORP 3.10000 11/15/2029 US 391,405.59 $424,271.01
22944PAA5 CSMC 2013-TH1 A1 2.13000 02/25/2043 US 91,947.55 $93,648.70
229663109 CUBESMART US CUBE 67.48 $2,351.00
231021106 CUMMINS INC US CMI 67.99 $15,938.03
253868103 DIGITAL REALTY TRUST INC US DLR 939.72 $135,273.15
256746108 DOLLAR TREE STORES INC US DLTR 5,192.54 $527,873.27
25960P109 DOUGLAS EMMETT INC US DEI 1,472.77 $40,810.41
260003108 DOVER CORP US DOV 57.15 $6,657.68
26150TAE9 DRAWBRIDGE SPEC OPPOR FU 3.87500 02/15/2026 US 88,027.96 $88,639.32
26439XAC7 DCP MIDSTREAM OPERATING 8.12500 08/16/2030 US 35,211.18 $46,529.47
264411505 DUKE RLTY INVTS INC US DRE 1,976.88 $78,205.42
26875P101 EOG RESOURCES INC US EOG 10,680.58 $544,282.11
26884L109 EQT CORP US EQT 38,914.49 $634,695.38
26884LAG4 EQT CORP 8.50000 02/01/2030 US 31,690.07 $40,246.38
2715777 QUEBECOR INC -CL B CA QBR/B CN 5,058.48 $121,047.59
285512109 ELECTRONIC ARTS US EA 4,267.88 $611,160.71
291011104 EMERSON ELEC CO US EMR 249.73 $19,815.83
29273RAR0 ENERGY TRANSFER OPERATNG 6.50000 02/01/2042 US 629,770.06 $762,969.55
29275YAC6 ENERSYS 4.37500 12/15/2027 US 5,281.68 $5,619.97
29444U700 EQUINIX INC US EQIX 1,874.61 $1,387,134.55
29472R108 EQUITY LIFESTYLE PROPERTIES US ELS 1,396.9 $84,987.64
297178105 ESSEX PROPERTY TRUST INC US ESS 144.94 $34,727.96
30212P303 EXPEDIA INC US EXPE 13,959.22 $1,732,338.82
30212PAS4 EXPEDIA GROUP INC 6.25000 05/01/2025 US 234,057.48 $270,488.21
30225T102 EXTRA SPACE STORAGE INC US EXR 293.35 $33,380.41
30231G102 EXXON MOBIL CORP US XOM 15,838.7 $710,207.20
302491303 FMC CORP US FMC 7,627.89 $826,024.20
30264DAA7 FS ENERGY & POWER FUND 7.50000 08/15/2023 US 41,860.48 $41,755.83
30286XAN9 FREMF 2015-K43 B FLT 3.73262 02/25/2048 US 755,152.35 $823,108.36
30291HAA5 FREMF 2013-K28 X2A 0.10000 06/25/2046 US 44,978,448.04 $68,092.87
30303M102 FACEBOOK INC -A US FB 6,676.87 $1,724,836.04
311900104 FASTENAL CO US FAST 279.76 $12,754.42
3128M5A91 FHLM POOL G03332 6.00000 10/01/2037 US 2,494.45 $2,996.11
3128M5DD9 FHLM POOL G03400 5.50000 03/01/2037 US 47,205.65 $55,314.60
3128M5NM8 FHLM POOL G03696 5.50000 01/01/2038 US 5,382.15 $6,318.54
3128M6B98 FHLM POOL G04264 5.50000 04/01/2038 US 19,006.52 $22,318.00
3128M6NC8 FHLM POOL G04587 5.50000 08/01/2038 US 30,695.59 $36,030.47
3128M73H7 FHLM POOL G05900 6.00000 03/01/2040 US 4,514.59 $5,304.72
3128M73P9 FHLM POOL G05906 6.00000 04/01/2040 US 28,387.01 $34,120.46
3128M7KW5 FHLM POOL G05409 5.50000 03/01/2039 US 12,804.28 $15,018.59
3128M8AW4 FHLM POOL G06021 5.50000 01/01/2040 US 5,001.62 $5,864.21
3128M9C83 FHLM POOL G06995 6.00000 05/01/2040 US 15,519.08 $18,458.94
3128MB4Q7 FHLM POOL G13331 5.50000 10/01/2023 US 959.24 $991.90
3128MBDP9 FHLM POOL G12610 6.00000 03/01/2022 US 1,129.4 $1,145.18
3128MBE45 FHLM POOL G12655 6.00000 05/01/2022 US 854.15 $867.23
3128MBRH2 FHLM POOL G12988 6.00000 01/01/2023 US 1,034.21 $1,064.55
3128MBUB1 FHLM POOL G13078 6.00000 03/01/2023 US 1,554.63 $1,597.27
3128MJ2U3 FHLM GOLD POOL FG G08786 4.50000 10/01/2047 US 266,534.69 $291,571.46
3128MJJT8 FHLM POOL G08273 5.50000 06/01/2038 US 56,338.01 $66,138.62
3128P76R9 FHLM POOL C91780 4.50000 07/01/2034 US 161,471.06 $178,919.75
3132D56Z0 FEDERAL NATL MTG ASSN FR SB8088 1.50000 02/01/2036 US 391,711.98 $401,586.35
3132DWAG8 FEDERAL NATL MTG ASSN FR SD8107 2.50000 11/01/2050 US 940,405.21 $990,023.80
3132LMMM5 FHLM POOL K91364 4.50000 11/01/2033 US 48,768.46 $52,927.37
3132LNE83 FHLM POOL K92059 4.50000 09/01/2034 US 110,794.02 $121,428.94
31335ABB3 FHLM POOL G60034 4.50000 02/01/2045 US 143,420.42 $161,125.83
31335AFY9 FHLM POOL G60183 4.00000 12/01/2044 US 26,282.82 $28,700.81
3133KYUZ0 FHLM POOL RB5100 2.00000 02/01/2041 US 503,009.8 $520,765.45
3135G05Y5 FANNIE MAE 0.75000 10/08/2027 US 1,552,620.19 $1,547,161.78
3136AY6W8 FNA 2017-M15 A1 FLT 2.95935 09/25/2027 US 440,119.46 $478,636.04
3136B1YD0 FNR 2018-31 KP 3.50000 07/25/2047 US 94,795.57 $98,197.45
31371NCJ2 FEDERAL NATL MTG ASSN 256673 5.50000 04/01/2037 US 23,871.38 $27,985.51
3137ADTK3 FHMS K014 X1 FLT 1.19336 04/25/2021 US 642,551.96 $555.03
3137AJMG6 FMHS K016 X1 FLT 1.48101 10/25/2021 US 1,307,748.63 $5,255.06
3137AME78 FHMS K017 X1 FLT 1.28434 12/25/2021 US 6,833,244.31 $40,235.51
3137AUPF0 FHMS K021 x1 FLT 1.40253 06/25/2022 US 4,355,229.45 $59,654.01
3137B3NB0 FHMS K030 X1 FLT 0.16874 04/25/2023 US 15,429,960.29 $52,572.96
3137B4GZ3 FHMS K032 X1 FLT 0.08832 05/25/2023 US 9,930,608.9 $24,480.94
3137F4YU0 FHR 4791 BA MTGE 4.00000 03/15/2044 US 82,549.08 $83,507.61
3137FG2L8 FHR 4801 BA MTGE 4.50000 05/15/2044 US 32,709.42 $32,926.50
3138ABBY4 FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 US 45,304.52 $51,427.13
3138EQTZ5 FEDERAL NATL MTG ASSN AL7767 4.50000 06/01/2044 US 81,532.02 $91,262.00
3138ETT89 FEDERAL NATL MTG ASSN AL8674 FLT 5.64200 01/01/2049 US 724,304.05 $841,751.22
31403DDX4 FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 US 132,659.49 $154,964.23
31407EJW4 FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 US 55,858.77 $65,298.71
3140E2GZ8 FEDERAL NATL MTG ASSN AZ9215 4.00000 10/01/2045 US 27,894.57 $30,253.35
3140F2QS2 FEDERAL NATL MTG ASSN BC6764 3.50000 04/01/2046 US 24,639.81 $26,481.63
3140F9M51 FEDERAL NATL MTG ASSN BD2179 4.00000 07/01/2046 US 59,414.39 $64,428.39
3140FEXR0 FEDERAL NATL MTG ASSN BD6987 4.00000 10/01/2046 US 75,385.59 $81,663.71
31410FSE6 FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 US 439.31 $442.10
31410FV51 FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 US 718.04 $724.73
31410GCD3 FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 US 1,142.27 $1,145.22
31410GN33 FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 US 1,772.64 $1,782.33
31410KGB4 FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 US 101,971.16 $119,170.52
31410KJV7 FEDERAL NATL MTG ASSN 889576 6.00000 04/01/2038 US 16,928.56 $20,183.77
31410KLD4 FEDERAL NATL MTG ASSN 889624 5.50000 05/01/2038 US 16,207.15 $19,027.63
31411JXP6 FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 US 23,434.91 $27,340.80
31416BSW9 FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 US 3.25 $3.26
31416BVW5 FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 US 613.17 $617.22
31418BBC9 FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 US 26,830.99 $29,723.81
31418BDH6 FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 US 182,970.05 $202,701.22
31418CYJ7 FEDERAL NATL MTG ASSN FN MA3412 3.50000 07/01/2038 US 90,254.55 $96,124.00
31418DU59 FEDERAL NATL MTG FN MA4203 2.50000 12/01/2040 US 854,872.44 $902,129.56
31418DU67 FEDERAL NATL MTG ASSN FN MA4204 2.00000 12/01/2040 US 869,943.25 $898,236.23
31418MDZ2 FEDERAL NATL MTG ASSN AD0119 6.00000 07/01/2038 US 7,860.55 $9,446.68
31418MG63 FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 US 11,789.77 $14,163.13
31418MJC7 FEDERAL NATL MTG ASSN AD0258 5.50000 03/01/2039 US 9,186.44 $10,785.09
31418MKV3 FEDERAL NATL MTG ASSN AD0307 5.50000 01/01/2039 US 15,966.48 $18,735.73
31418MQQ8 FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 US 2,259.21 $2,379.22
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316773100 FIFTH THIRD BANCORP US FITB 305.86 $8,848.43
32054K103 FIRST INDUSTRIAL REALTY TR US FR 1,402.07 $56,980.10
343412AC6 FLUOR CORP 3.50000 12/15/2024 US 25,433.7 $25,298.40
34461LAA2 FONTAINEBLEAU MIAMI BEACH TRUST 3.14400 12/10/2036 US 362,767.11 $386,770.79
345370CW8 FORD MOTOR COMPANY 9.00000 04/22/2025 US 36,971.74 $44,964.29
345397XU2 FORD MOTOR CREDIT CO LLC 4.38900 01/08/2026 US 26,801.33 $28,509.91
346232AE1 FORESTAR GROUP INC 5.00000 03/01/2028 US 26,408.39 $27,497.73
34960PAC5 FORTRESS TRANS & INFRAST 9.75000 08/01/2027 US 26,408.39 $29,859.96
35166FAA0 FOXTROT ESCROW ISSUER 12.25000 11/15/2026 US 31,690.07 $35,770.16
357081AE8 FREMF 2015-K720 B FLT 3.39382 07/25/2022 US 368,900.91 $380,635.39
36166LAA5 GEMS MENASA KY LTD/GEMS 7.12500 07/31/2026 AE 26,408.39 $27,681.80
36223NTR5 GNMA POOL 312960 9.00000 09/15/2021 US 5.61 $5.62
36257MAA3 GSMS 2019-70P A 1.12600 10/15/2036 US 331,597.51 $329,930.57
369550108 GENERAL DYNAMICS CORP US GD 94.51 $13,862.86
369604BQ5 GENERAL ELECTRIC CO 3.55363 01/21/2099 US 530,678.57 $501,247.14
370334104 GENERAL MLS INC US GIS 262.12 $15,229.18
372460105 GENUINE PARTS CO US GPC 85.08 $7,987.54
37255LAA5 GENWORTH MORTGAGE HLDING 6.50000 08/15/2025 US 55,944.96 $59,651.31
374297109 GETTY REALTY CORP US GTY 1,433.55 $38,089.46
375558103 GILEAD SCIENCES INC US GILD 351.29 $23,044.37
38217TAA3 GOODG 2020-1A MTGE 2.63000 04/15/2055 US 124,968.42 $130,031.36
38379RRX3 GNR 2017-54 AH MTGE 2.60000 12/16/2056 US 355,625.55 $372,254.39
383909AF5 WR GRACE & CO-CONN 5.62500 10/01/2024 US 23,280.21 $25,263.91
384802104 WW GRAINGER INC US GWW 21.87 $7,967.62
388689101 GRAPHIC PACKAGING HOLDING CO US GPK 66,845.48 $1,046,800.14
400506101 GRUPO AEROPORTUARIO PAC-ADR MX PAC 256.67 $25,612.91
40051E202 GRUPO AEROPORTUARIO DEL SURESTE MX ASR 185.32 $29,041.66
4012250 AIRBUS SE FR AIR FP 333.85 $33,570.98
4031976 ADIDAS AG DE ADS GR 137.86 $43,711.03
404119BX6 HCA INC 4.12500 06/15/2029 US 339,344.05 $390,766.48
416515104 HARTFORD FINL SVCS US HIG 169.43 $8,135.84
418751AD5 HAT HOLDINGS I LLC/HAT 3.75000 09/15/2030 US 29,536.57 $29,721.17
419792A22 HAWAII ST 2.68200 10/01/2030 US 119,299.81 $127,195.08
421946104 HEALTHCARE REALTY TRUST INC US HR 1,539.31 $46,194.61
42225P501 HEALTHCARE TRUST OF AMERICA US HTA 1,945.7 $54,966.09
42250P103 HEALTHPEAK PROPERTIES INC US PEAK 2,665.85 $79,042.32
423012301 HEINEKEN NV-SPN ADR NL HEINY 10,492.41 $544,660.96
427866108 HERSHEY CO/THE US HSY 90.56 $13,170.47
43300A203 HILTON WORLDWIDE HOLDINGS INC US HLT 3,088.72 $313,165.39
437076102 HOME DEPOT INC US HD 241.28 $65,342.42
438516106 HONEYWELL INTERNATIONAL INC US HON 197.66 $38,617.08
440452100 HORMEL FOODS CORP US HRL 178.57 $8,367.73
443201AA6 HOWMET AEROSPACE INC 6.87500 05/01/2025 US 24,647.83 $28,776.34
443628AH5 HUDBAY MINERALS INC 6.12500 04/01/2029 CA 28,168.95 $29,859.08
444454AD4 HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 US 26,408.39 $29,281.62
450913AF5 IAMGOLD CORP 5.75000 10/15/2028 CA 40,492.86 $41,493.03
45168D104 IDEXX LABORATORIES INC US IDXX 1,217.67 $582,875.25
452308109 ILLINOIS TOOL WKS INC US ITW 112.62 $21,871.86
45337C102 INCYTE CORP US INCY 4,330.55 $388,666.92
45682RAA8 INFRABUILD AUSTRALIA PTY 12.00000 10/01/2024 AU 42,253.42 $44,814.82
45778Q107 INSPERITY INC US NSP 7,091.23 $556,590.27
458140100 INTEL CORP US INTC 885.74 $49,167.42
45866F104 INTERCONTINENTALEXCHANGE INC US ICE 10,230.56 $1,128,942.59
459200101 INTERNATIONAL BUSINESS MACH CORP US IBM 246.48 $29,358.51
459506101 INTERNATIONAL FLVRS & FRAGRANCES US IFF 41.04 $4,611.72
46116VAE5 INTL FC STORE INC 8.62500 06/15/2025 US 51,056.22 $55,332.17
46187BAA1 IHSFR 2017-SFR2 A 0.97900 12/17/2036 US 158,275.92 $158,275.89
46187BAB9 IHSFR 2017-SFR2 B 1.27900 12/17/2036 US 131,853.13 $132,449.26
46187W107 INVITATION HOMES INC US INVH 4,532.09 $133,606.11
46284VAN1 IRON MOUNTAIN INC 4.50000 02/15/2031 US 28,168.95 $28,802.75
464288620 ISHARES BROAD USD INVESTMENT 1.71700 US 2,419.63 $148,105.59
465410BX5 ITALY GOV'T INT BOND 2.37500 10/17/2024 IT 84,506.84 $88,875.39
46625H100 JP MORGAN CHASE & CO US JPM 517.4 $66,573.63
46639GAL0 JPMMT 2013-1 1A2 3.00000 03/25/2043 US 66,869.77 $67,907.23
46640BAC8 JPMMT 2013-2 A2 3.50000 05/25/2043 US 74,894.47 $76,438.31
46641YAA1 JPMMT 2014-2 1A1 3.00000 06/25/2029 US 174,598.9 $178,979.36
46647PBP0 JPMORGAN CHASE & CO 2.95600 05/13/2031 US 629,770.06 $673,006.59
46647SAJ9 JPMMT 2017-3 1A5 3.50000 08/25/2047 US 19,423.11 $19,415.26
478160104 JOHNSON & JOHNSON US JNJ 11,514.08 $1,878,292.64
48088LAB3 JOSEPH T RYERSON & SON 8.50000 08/01/2028 US 22,183.05 $25,021.37
482480100 KLA-TENCOR CORPORATION US KLAC 68.61 $19,216.10
487526AB1 KEHE DISTRIBUTORS LLC/FI 8.62500 10/15/2026 US 37,949.49 $42,123.93
49427F108 KILROY REALTY CORP US KRC 1,022.44 $57,901.06
494368103 KIMBERLY CLARK CORP US KMB 128.81 $17,015.89
494550AW6 KINDER MORGAN ENER PART 6.95000 01/15/2038 US 480,597.04 $655,367.87
49474FXR6 KING CNTY WA 1.30000 12/01/2028 US 217,451.84 $218,617.38
501044101 KROGER CO US KR 365.23 $12,600.53
50212YAC8 LPL HOLDINGS INC 4.62500 11/15/2027 US 28,168.95 $29,401.34
505742AG1 LADDER CAP FIN LLLP/CORP 5.25000 10/01/2025 US 52,816.78 $52,684.73
5107401 BEIERSDORF AG DE BEI GR 647.5 $70,678.09
512816109 LAMAR ADVERTISING CO-A US LAMR 454.38 $36,704.52
53223X107 LIFE STORAGE INC US LSI 665.61 $54,300.65
532457108 ELI LILLY & CO US LLY 181.46 $37,738.46
539830109 LOCKHEED MARTIN CORP US LMT 81.28 $26,159.06
541056AA5 LOGAN MERGER SUB INC 5.50000 09/01/2027 US 22,887.27 $23,945.81
54240F202 LONESTAR RES US INC NPV US LONE 1,772.83 $8,846.43
550021109 LULULEMON - ADR CA LULU 137.41 $45,164.70
552848AG8 MGIC INVESTMENT CORP 5.25000 08/15/2028 US 42,253.42 $45,211.16
55303XAL9 MGM GROWTH/MGM FINANCE 3.87500 02/15/2029 US 29,536.57 $30,035.00
56585A102 MARATHON PETROLEUM CORP US MPC 297.49 $12,839.87
573284106 MARTIN MARIETTA MATERIALS US MLM 974.51 $280,082.97
57636Q104 MASTERCARD INC-CLASS A US MA 5,027.48 $1,590,142.58
577128AA9 MATTHEWS INTERNATIONAL C 5.25000 12/01/2025 US 43,621.04 $44,438.94
5852842 ACCOR SA FR AC FP 679.23 $22,839.79
58933Y105 MERCK & CO INC US MRK 568.1 $43,783.49
594918104 MICROSOFT CORP US MSFT 5,394.75 $1,251,366.40
595112103 MICRON TECHNOLOGY INC US MU 7,460.94 $583,967.45
59522J103 MID-AMERICA APARTMENT COMM US MAA 805.3 $106,903.73
609207105 MONDELEZ INTERNATIONAL INC US MDLZ 21,618.71 $1,198,541.11
615369105 MOODY'S CORPORATION US MCO 1,637.01 $435,869.09
61965RAA3 MOSS CREEK RESOURCES HLD 7.50000 01/15/2026 US 42,253.42 $35,778.93
62913TAJ1 NGL ENRGY PART LP/FIN CO 7.50000 11/01/2023 US 40,099.92 $36,591.18
62922LAA6 NGL ENERGY OP/FIN 7.50000 02/01/2026 US 25,433.7 $25,682.95
6321954 TRAVELSKY TECHNOLOGY LTD-H CN 696 HK 40,684.73 $90,650.44
63938CAH1 NAVIENT CORP 6.75000 06/25/2025 US 40,885.8 $44,795.50
63938EAC8 NAVSL 2014-1 A3 FLT 0.64000 06/25/2031 US 208,207.36 $205,662.05
63938NAF1 NAVIOS SA LOGIST/FIN US 10.75000 07/01/2025 MUL 26,408.39 $28,917.18
64033QAB5 NSLT 2015-2A A2 0.73000 09/25/2047 US 119,179.5 $118,586.48
64110D104 NETAPP INC US NTAP 118.01 $7,840.89
644393AA8 NEW FORTRESS ENERGY INC 6.75000 09/15/2025 US 36,782.93 $38,392.19
64829DAG1 NRZT 2014-3A AFX3 3.75000 11/25/2054 US 127,686.3 $137,242.13
64829EAA2 NRZT 2015-2A A1 3.75000 08/25/2055 US 202,172.72 $215,661.28
64829LAA6 NRZT 2016-4A A1 3.75000 11/25/2056 US 399,854.26 $427,914.31
64971XPG7 NEW YORK CITY NY TRANSITIONALFIN 1.58000 05/01/2024 US 148,922.93 $154,480.74
651639106 NEWMONT GOLDCORP CORP US NEM 9,486.53 $565,396.94
655844108 NORFOLK SOUTHN CORP US NSC 2,469.3 $584,285.73
6642321 NIKON CORP JP 7731 JP 69,401.44 $553,089.91
66727WAA0 NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 CA 131,067.25 $13.11
66981QAA4 BRUNDAGE-BONE CONCRETE 6.00000 02/01/2026 US 10,956.29 $11,148.03
66987V109 NOVARTIS AG- REG CH NVS 14,245.38 $1,288,779.17
670346105 NUCOR CORP US NUE 173.68 $8,463.57
6742340 SHANDONG WEIGAO CN 1066 HK 46,629.81 $87,084.35
674599EA9 OCCIDENTAL PETROLEUM COR 8.87500 07/15/2030 US 26,408.39 $33,162.33
675232AB8 OCEANEERING INTL INC 6.00000 02/01/2028 US 38,732.3 $36,182.36
6821506 SONY CORP FIRST SECTION JP 6758 JP 887.83 $84,976.76
68389X105 ORACLE CORP US ORCL 546.63 $33,032.70
691205AC2 OWL ROCK TECHNOLOGY FINA 4.75000 12/15/2025 US 38,732.3 $41,196.57
691205AE8 OWL ROCK TECHNOLOGY 3.75000 06/17/2026 US 252,071.33 $258,241.17
69121KAE4 OWL ROCK CAPITAL CORP 3.40000 07/15/2026 US 44,013.98 $45,093.95
69144AAA7 OXFIN 2020-1A A2 3.10100 02/15/2028 US 485,404.21 $498,104.56
69145LAA2 OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 US 29,536.57 $29,831.93
69306RAA4 P&L DEV LLC/PLD 7.75000 11/15/2025 US 42,253.42 $45,211.16
69327RAJ0 PDC ENERGY INC 5.75000 05/15/2026 US 25,040.77 $25,509.78
693456AW5 PMTLT 2013-J1 a9 3.50000 09/25/2043 US 147,889.31 $151,273.54
693475105 PNC FINANCIAL SERVICES GROUP US PNC 105.27 $15,108.67
693506107 PPG INDUSTRIES INC US PPG 77.73 $10,470.87
69354NAC0 PRA GROUP INC 7.37500 09/01/2025 US 40,099.92 $43,007.17
69356MAA4 PM GENERAL PURCHASER LLC 9.50000 10/01/2028 US 42,253.42 $46,421.72
701094104 PARKER HANNIFIN CORP US PH 46.82 $12,390.30
7021963 DEUTSCHE BOERSE AG DE DB1 GR 808.51 $129,808.16
70450Y103 PAYPAL HOLDINGS INC US PYPL 5,066.6 $1,187,154.85
7123870 NESTLE SA-REGISTERED CH NESN SW 9,155.77 $1,026,330.47
713448108 PEPSICO INC US PEP 4,201.38 $573,782.11
717081103 PFIZER INC US PFE 1,300.34 $46,682.34
723787107 PIONEER NATURAL RESOURCES CO US PXD 6,979.61 $843,834.80
74166MAC0 PRIME SECSRVC BRW/FINANC 5.75000 04/15/2026 US 35,604.12 $38,979.39
74340W103 PROLOGIS US PLD 2,885.71 $297,805.63
74460D109 PUBLIC STORAGE INC US PSA 518.87 $118,105.17
747525103 QUALCOMM INC US QCOM 251.37 $39,283.79
74834L100 QUEST DIAGNOSTICS INC US DGX 70.37 $9,088.59
750236AW1 RADIAN GROUP INC 4.87500 03/15/2027 US 59,859.01 $64,572.91
75513E101 RAYTHEON TECHNOLOGIES CORP US RTX 389.29 $25,977.51
75606DAL5 REALOGY GROUP/CO-ISSUER 5.75000 01/15/2029 US 17,998.53 $18,381.00
756109104 REALTY INCOME CORP US O 502.26 $29,663.68
7591EP100 REGIONS FINANCIAL CORP. US RF 463.43 $7,882.90
76131D103 RESTAURANT BRANDS INTERN CA QSR 792.57 $45,731.41
76169C100 REXFORD INDUSTRIAL REALITY IN US REXR 1,009.84 $49,421.49
7698356 GETINGE AB-B SHS SE GETIB SS 4,815.66 $124,216.45
773903109 ROCKWELL AUTOMATION INC US ROK 48.23 $11,987.40
7792559 HEINEKEN NV NL HEIA NA 654.13 $68,221.36
780259107 ROYAL DUTCH SHELL PLC-ADR B NL RDS/B 5,644.69 $196,943.28
783513203 RYANAIR HOLDINGS - ADR IE RYAAY 5,939.28 $564,647.15
78403DAP5 SBA TOWER TRUST 1.88400 01/15/2026 US 135,956.38 $140,525.51
78409V104 S&P GLOBAL INC US SPGI 1,303.43 $413,187.68
78410G104 SBA COMMUNICATIONS CORP US SBAC 3,011.62 $809,130.99
78442PGC4 SLM CORP 5.12500 04/05/2022 US 61,619.57 $63,006.01
78442PGD2 SLM CORP 4.20000 10/29/2025 US 54,184.4 $57,451.72
78449UAB4 SMB 2020-A A2A MTGE 2.23000 09/15/2037 US 288,568.17 $300,595.54
78449XAA0 SMB 2020-BA A1A 1.29000 07/15/2053 US 494,907.33 $495,524.68
78490DAA2 SOFI 2018-C A1FX 3.08000 01/25/2048 US 1,162.12 $1,162.12
785592AV8 SABINE PASS LIQUEFACTION 5.87500 06/30/2026 US 659,949.65 $798,302.16
806857108 SCHLUMBERGER LTD NL SLB 14,696.68 $326,413.30
81141R100 SEA LTD - ADR SG SE 3,443.11 $746,155.82
81745BAB1 SEMT 2013-6 A2 3.00000 05/25/2043 US 228,657.88 $232,370.87
81745CAB9 SEMT 2013-7 A2 3.00000 06/25/2043 US 89,092.82 $90,539.95
81745EAA7 SEMT 2013-8 A1 3.00000 06/25/2043 US 120,672.92 $122,641.08
81745MAA9 SEMT 2013-2 1.87400 02/25/2043 US 100,993.62 $101,992.08
81762P102 SERVICENOW INC US NOW 1,144.9 $621,866.18
83088M102 SKYWORKS SOLUTIONS INC US SWKS 61.45 $10,400.95
832696405 JM SMUCKER CO/THE-NEW COM WI US SJM 66.77 $7,773.00
83401BAB2 SOFI 2017-F A2FX 2.84000 01/25/2041 US 53,594.32 $54,851.57
83404RAB4 SOFI 2018-B A2FX MTGE 3.34000 08/25/2047 US 256,272.36 $263,839.44
83406TAB8 SOFI 2020-A A2FX MTGE 2.54000 05/15/2046 US 181,893.68 $188,172.92
835699307 SONY CORP SPONSORED ADR JP SNE 5,955.29 $569,980.88
837151XH7 SOUTH CAROLINA ST PUBLIC SVC 2.32900 12/01/2028 US 589,781.96 $614,753.33
844741BJ6 SOUTHWEST AIRLINES CO 5.25000 05/04/2025 US 504,520.27 $579,109.04
85172FAN9 SPRINGLEAF FINANCE CORP 7.12500 03/15/2026 US 28,168.95 $32,957.67
85254J102 STAG INDUSTRIAL INC US STAG 1,025.57 $30,562.08
854502101 STANLEY WORKS/THE US SWK 55.63 $9,650.82
85571BAL9 STARWOOD PROPERTY TRUST 4.75000 03/15/2025 US 42,253.42 $42,558.07
85571XAA5 SRPT 2014-STAR A FLTG RATE 1.59650 11/15/2027 US 482,068.13 $356,730.42
861036AA9 STL HOLDING CO LLC 7.50000 02/15/2026 US 55,944.96 $58,182.75
866674104 SUN COMMUNITIES US SUI 848.78 $121,485.93
86935CAA0 SCML 2019-SBC8 2.86000 04/25/2041 US 123,444.82 $124,873.11
87105L104 SWITCH INC - A US SWCH 4,426.66 $76,227.06
871829107 SYSCO CORP US SYY 188.36 $13,469.29
874039100 TAIWAN SEMICONDUCTOR - SP ADR TW TSM 420.32 $51,076.72
87422VAA6 TALEN ENERGY SUPPLY LLC 6.50000 06/01/2025 US 27,776.01 $22,064.71
87485LAA2 TALOS PRODUCTION INC 12.00000 01/15/2026 US 39,125.24 $37,071.16
87677QAA9 TXEZ 2016-1A 3.13100 06/15/2028 US 47,732.13 $47,852.14
87724LAA3 TAYLOR MORR COMM 5.87500 04/15/2023 MUL 20,152.03 $21,352.79
87901JAE5 TEGNA INC 4.62500 03/15/2028 US 25,040.77 $25,385.08
88032WAN6 TENCENT HOLDINGS 3.97500 04/11/2029 KY 523,758.89 $588,950.06
88146M101 TERRENO REALTY CORP US TRNO 721.32 $40,812.40
882508104 TEXAS INSTRUMENTS INC US TXN 256.18 $42,446.67
883556102 THERMO FISHER SCIENTIFIC INC US TMO 1,181.88 $602,403.78
88579Y101 3M CO US MMM 179.27 $31,490.53
89151E109 TOTAL S A SPONSORED ADR FR TOT 6,591.16 $277,355.94
89173CAA5 TPMT 2016-5 A1 2.50000 10/25/2056 US 440,634.28 $449,433.48
89173FAA8 TPMT 2017-1 A1 2.75000 10/25/2056 US 233,000.11 $237,325.95
89177EAA7 TPMT 2019-HY1 A1 1.13000 10/25/2048 US 221,866.73 $223,140.80
89417E109 TRAVELLERS COS INC US TRV 96.5 $13,153.52
89613FAA6 TAH 2017-SFR2 A 2.92800 01/17/2036 US 274,763.74 $283,281.72
89613GAA4 TAH 2020-SFR1 A 1.49900 07/17/2038 US 339,170.17 $342,409.75
89832Q109 TRUIST FINANCIAL CORP US TFC 454.54 $21,808.66
901109AF5 TUTOR PERINI CORP 6.87500 05/01/2025 US 51,842.09 $52,587.32
902494103 TYSON FOODS INC -CL A US TSN 148.88 $9,574.74
902653104 UDR INC US UDR 1,528.08 $58,754.62
902973304 U.S. BANCORP US USB 482 $20,653.75
904767704 UNILEVER PLC - ADR GB UL 32,004.62 $1,867,149.66
907818108 UNION PAC CORP US UNP 190.08 $37,534.12
909214BV9 UNISYS CORP 6.87500 11/01/2027 US 26,408.39 $29,247.29
91086QBG2 UNITED MEXICAN STATES 4.12500 01/21/2026 MX 70,422.37 $80,599.10
912810QK7 US TREASURY N/BB 3.87500 08/15/2040 US 992,154.18 $1,374,288.56
912810RX8 US TREASURY N/B 3.00000 05/15/2047 US 2,116,759.84 $2,654,053.02
9128282A7 UNITED STATES TREAS NTS 1.50000 08/15/2026 US 1,654,822.2 $1,741,247.87
9128284N7 US TREASURY N/B 2.87500 05/15/2028 US 1,632,940.25 $1,872,331.84
9128284P2 US TREASURY N/B 2.62500 05/15/2021 US 1,602,621.06 $1,614,139.90
912828K74 US TREASURY N/B 2.00000 08/15/2025 US 1,489,233.22 $1,598,249.74
912828R36 US TREASURY N/B 1.62500 05/15/2026 US 944,228.87 $999,739.20
912828WJ5 US TREASURY N/B 2.50000 05/15/2024 US 876,250.68 $941,764.11
912828XB1 UNITED STATES TREAS NTS 2.12500 05/15/2025 US 975,114.24 $1,048,895.34
918204108 VF CORP US VFC 169.11 $12,999.38
91913Y100 VALERO ENERGY US VLO 177.09 $9,993.23
92343VDU5 VERIZON COMMUNICATIONS 5.25000 03/16/2037 US 577,708.52 $764,321.60
92532F100 VERTEX PHARMACEUTICALS INC US VRTX 3,210.94 $735,561.94
92556V106 VIATRIS INC US VTRS 158.58 $2,694.32
92826C839 VISA INC - CLASS A SHARES US V 8,195.56 $1,583,792.82
929160109 VULCAN MATERIALS CO US VMC 3,755.17 $560,045.38
93065PAA9 WBHT 2019-WBM A FLT 1.17600 12/15/2033 US 392,574.06 $391,592.90
931142103 WAL MART STORES US WMT 489.67 $68,793.76
93114W107 WALMART DE MEXICO MX WMMVY 19,359.19 $553,285.78
94106L109 WASTE MANAGEMENT INC US WM 159.01 $17,701.40
949746101 WELLS FARGO COMPANY US WFC 1,003.02 $29,970.26
95040Q104 WELLTOWER INC. US WELL 533.24 $32,314.54
962178AN9 TRI POINTE GROUP / HOMES 5.87500 06/15/2024 US 40,099.92 $43,759.04
96949LAD7 WILLIAMS PARTNERS LP 3.75000 06/15/2027 US 514,675.37 $583,732.95
97652TAA1 WIN 2015-1 A1 3.50000 01/20/2045 US 79,053.58 $81,173.03
98311A105 WYNDHAM HOTELS & RESORTS INC US WH 520.36 $30,269.34
98978V103 ZOETIS INC US ZTS 1,764.56 $272,183.83
B02J639 ADMIRAL GROUP PLC GB ADM LN 3,749.4 $147,767.09
B1KFX13 GRUPO AEROPORTUARIO DEL CENT MX OMAB MM 3,951.2 $23,114.71
B1Y47Y7 GERRESHEIMER AG DE GXI GR 444.63 $47,348.04
B1Y9TB3 DANONE FR BN FP 1,552.64 $103,248.80
B3QJ0H8 TOURMALINE OIL CORP CA TOU CN 9,279.33 $132,214.65
B3ZD2V9 MEX BONOS DESARR FIX RT 6.50000 06/10/2021 MX 565,879.8 $27,784.67
B4888C1 CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 CA 173,259.4 $140,242.90
B4NDCC9 MEX BONOS DESARR FIX RT 6.50000 06/09/2022 MX 1,162,275.44 $58,395.57
B4YVF56 BRENNTAG AG DE BNR GR 890.15 $69,728.17
B63QM77 NEXON CO LTD JP 3659 JP 40,553.79 $1,230,539.74
B6TC406 MEX BONOS DESARR FIX RT 7.75000 05/29/2031 MX 488,874 $27,895.08
BBQ3850 KEYWORDS STUDIOS PLC IE KWS LN 871.92 $32,551.16
BD6K457 COMPASS GROUP PLC GB CPG LN 2,654.94 $47,424.58
BFZZM64 S4 CAPITAL PLC GB SFOR LN 10,871.66 $73,734.20
BGHQ198 HIBERNIA REIT PLC IE HBRN ID 18,211.46 $24,222.17
BH8295835 SAUDI INTERNATIONAL BOND 2.90000 10/22/2025 SA 70,422.37 $75,712.50
BHJYC05 INTERCONTINENTAL HOTELS GROUP GB IHG LN 408.39 $25,159.69
BJ2KSG2 AKZO NOBEL NL AKZA NA 337.3 $34,336.52
BK0939417 AMERICAN TANKER INC 7.75000 07/02/2025 US 70,422.37 $71,126.59
BMMV2K8 TENCENT HOLDINGS LTD CN 700 HK 10,925.05 $973,458.43
BMXKJ81 FLAGSHIP COMMUNITIES REIT UT US MHC/U CN 1,439.85 $22,360.85
BNGN9Z1 FINECOBANK SPA IT FBK IM 9,542.86 $148,389.58
BVYVFW2 AUTO TRADER GROUP PLC GB AUTO LN 6,324 $48,755.32
BW1YVH8 WALMART DE MEXICO SAB DE CV MX WALMEX* MM 16,234.95 $46,228.31
BYPC1T4 ASSA ABLOY AB-B SE ASSAB SS 2,995.9 $74,094.01
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV BE ABI BB 4,749.71 $298,151.99
BZ1HM42 ADYEN NV NL ADYEN NA 18.58 $38,814.69
G0772R208 BANK OF N.T. BUTTERFIELD&SON BM NTB 1,434.56 $43,624.96
G1151C101 ACCENTURE PLC - CL A IE ACN 122.83 $29,715.25
G29183103 EATON CORP PLC US ETN 158.87 $18,698.49
G51502105 JOHNSON CONTROLS INTERNATIONAL US JCI 351.45 $17,509.21
G5494J103 LINDE PLC GB LIN 108.67 $26,667.84
G5960L103 MEDTRONIC INC IE MDT 6,438.65 $716,814.94
G85158106 STONECO LTD-A BR STNE 1,032.37 $74,227.14
G8994E103 TRANE TECHNOLOGIES IE TT 410.8 $58,888.50
G97822103 PERRIGO CO PLC IE PRGO 1,573.21 $67,176.06
H01301128 ALCON INC CH ALC 23,929.95 $1,716,016.37
H1467J104 CHUBB LTD CH CB 138.13 $20,121.23
H2906T109 GARMIN LTD CH GRMN 73.19 $8,406.52
N53745100 LYONDELLBASELL INDU-CL A US LYB 154.64 $13,261.69
USD US DOLLAR US 2,460,429.96 $2,460,429.96
ZO1818103 NAVIGATOR HOLDINGS LTD 8.00000 09/10/2025 MH 52,816.78 $54,929.45
ZO4110185 BROOGE PETROLEUM AND GAS 8.50000 09/24/2025 AE 70,422.37 $66,020.97

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

A Word About Risk

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

About The Fund Manager

Manning & Napier Advisors, LLC (Manning & Napier) provides investment advisory services to Exeter Trust Company, Trustee of the Manning & Napier Collective Investment Trust Funds. Manning & Napier is headquartered in Rochester, NY and has more than 50 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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