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Retirement Target 2035 CIT
Retirement Target 2035 CIT
Fi360 ETF Target 2015 CIT
Fi360 ETF Target 2020 CIT
Fi360 ETF Target 2025 CIT
Fi360 ETF Target 2030 CIT
Fi360 ETF Target 2035 CIT
Fi360 ETF Target 2040 CIT
Fi360 ETF Target 2045 CIT
Fi360 ETF Target 2050 CIT
Fi360 ETF Target 2055 CIT
Fi360 ETF Target Income CIT
Pro-Mix® Conservative Term CIT
Pro-Mix® Extended Term CIT
Pro-Mix® Maximum Term CIT
Pro-Mix® Moderate Term CIT
Retirement Target 2015 CIT
Retirement Target 2020 CIT
Retirement Target 2025 CIT
Retirement Target 2030 CIT
Retirement Target 2035 CIT
Retirement Target 2040 CIT
Retirement Target 2045 CIT
Retirement Target 2050 CIT
Retirement Target 2055 CIT
Retirement Target 2060 CIT
Retirement Target Income CIT
Investment Objective
To provide capital growth and manage risk for investors planning to retire in or around the year indicated in the fund’s name.
Investment Strategy
Currently: The portfolio is currently invested in a growth-oriented mix of securities that seeks to earn a good portion of the long-term growth of the stock market with less volatility. The portfolio is diversified primarily among various stock investments in both domestic and foreign markets. A substantial portion of the portfolio may be invested in long-term, fixed income securities. Stock exposure can range from 51% - 81%.
Over Time: The portfolio’s investment mix will gradually become more conservative as the target date approaches and for several years after the target date. During the target year, the portfolio’s stock exposure can range from 20% - 60%. At five years after the target date and beyond, the focus will be on capital preservation, and stock exposure can range from 15% - 45%.
May be Appropriate for Investors
- Who plan to stop contributions and start periodic withdrawals around the year 2035
- Who have time to pursue growth and can accept potentially significant fluctuations in current account value
- Who prefer to take advantage of professional management through a single, diversified investment portfolio that becomes more conservative over time
About Target Date Funds
A target date fund is a single investment portfolio designed to meet an investor’s changing needs over time. The fund gradually shifts from a more aggressive to a more conservative investment objective over the years to reflect an appropriate risk/return trade-off for the investor’s changing time horizon.
Daily Price
$11.98
Daily $ Change
$0.04
Daily % Change
0.33%
as of 08/20/2018
CUSIP
56382R837
Inception Date
05/14/2015
This fund is available only for use within certain qualified employee benefit plans.
Important Documents
| Annual Report | |
| Applications & Forms |
Each Retirement Target CIT Fund seeks to achieve its investment objectives by investing in a combination of other Manning & Napier CIT Funds (the “underlying CIT Funds”) in order to meet its target asset allocations and investment style. The financial statements of the underlying Pro-Mix® CIT Funds should be read in conjunction with the Retirement Target CIT Funds’ financial statements.
Pro-Mix® CIT Fund Annual Report
Performance
As of 07/31/2018
YTD
3.82%
1 Year
8.43%
3 Year
6.90%
5 Year
7.20%
10 Year
7.13%
Inception
(01/01/2000)
7.20%
US Stock Market Cycle (04/01/2000 - 07/31/2018)
7.35%
Performance through the inception date of the Retirement Target CIT Class U1 units is based on the historical performance of the CIT’s oldest unit class. Performance through the inception date of the oldest unit class (08/03/2012) is not the past performance of the Retirement Target CIT Fund and is based on historical performance data of the Manning & Napier Pro-Mix® CIT Fund(s) that would have been held according to the Retirement Target CIT Fund’s glide path. Returns are net of the Class U1 expenses. The Retirement Target CIT Fund will gradually become more conservative over time. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.
Expense Ratio
| Gross | 0.54% |
| Net | 0.49%* |
*Includes acquired fund fees and expenses of the underlying collective investment trusts and reflects the Trustee’s contractual agreement to limit its fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 07/31/2018
| TREASURY NOTES | 12.66% |
| TREASURY BONDS | 4.01% |
| GOVERNMENT AGENCY | 3.19% |
| BOOKING HOLDINGS INC | 1.79% |
| QORVO INC | 1.69% |
| INCYTE CORP | 1.63% |
| MEDTRONIC INC | 1.53% |
| NOVARTIS AG- REG | 1.46% |
| MASTERCARD INC-CLASS A | 1.45% |
| MICROSOFT CORP | 1.36% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 07/31/2018
| Stocks | 59.48% |
| Bonds | 38.23% |
| Cash | 2.29% |
Detailed Asset Class Allocation
As of 07/31/2018
| International Equities | 20.56% |
| Small Capitalization | 1.09% |
| Mid Capitalization | 4.66% |
| Large Capitalization | 33.17% |
| Long Term Fixed Income | 10.41% |
| Intermediate Term Fixed Income | 20.10% |
| Short Term Fixed Income | 7.72% |
| Cash | 2.29% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
July Fund Holdings
As of 07/31/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 151,850.94 | $150,268.39 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 214,761.51 | $211,162.29 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 43,000.75 | $44,398.27 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 202.08 | $5,472.28 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 5,052.76 | $66,358.05 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 348.85 | $10,709.48 |
| 00724F101 | ADOBE SYS INC | US | ADBE | 762.91 | $186,669.11 |
| 00790X101 | ADVANCED DISPOSAL SERVICES | US | ADSW | 5,643.09 | $138,820.04 |
| 008492100 | AGREE REALTY CORP | US | ADC | 90.01 | $4,792.38 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 6,363.19 | $6,569.99 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 37.97 | $4,839.07 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 3,147.93 | $589,386.65 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 242,838.78 | $227,535.24 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 13,339.98 | $13,473.38 | |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 11,182.67 | $11,199.45 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 235.02 | $286,079.42 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 232.35 | $285,141.24 |
| 02155FAC9 | ALTICE US FINANCE I CORP 5.50000 05/15/2026 | US | 8,590.46 | $8,441.07 | |
| 02209S103 | ALTRIA GROUP INC | US | MO | 1,946.55 | $114,223.29 |
| 023135106 | AMAZON.COM INC | US | AMZN | 147.97 | $263,015.89 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 93,589.13 | $481,048.11 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 14,569.82 | $534,527.43 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 240.13 | $9,905.33 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 1,457.88 | $12,479.86 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 912.38 | $20,200.15 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 157,590.83 | $151,222.33 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 2,132.63 | $316,140.70 |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 5,853.62 | $5,898.69 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 171.06 | $3,679.59 |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 325.91 | $13,900.02 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 463.53 | $8,338.98 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | IE | 11,083.63 | $10,820.40 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 600.37 | $11,075.16 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 142,448.8 | $147,242.32 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 215.86 | $22,969.35 |
| 053332102 | AUTOZONE INC | US | AZO | 313.93 | $221,488.54 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 212.64 | $37,604.96 |
| 058498106 | BALL CORP | US | BLL | 13,932.85 | $542,963.05 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 231,774.53 | $228,850.15 | |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 5,174.36 | $520,333.71 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 602.46 | $201,445.85 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 610.29 | $10,566.62 |
| 09247X101 | BLACKROCK INC | US | BLK | 1,198.84 | $602,729.98 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 1,031.58 | $26,434.41 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 391.14 | $3,586.78 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 212,714.04 | $227,019.83 | |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 464.26 | $941,861.60 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 213.37 | $26,784.29 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 1,179.44 | $19,448.94 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 4,082.31 | $239,835.70 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 328.53 | $17,997.13 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 9,549.62 | $9,466.06 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 9,747.7 | $9,577.11 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 421.76 | $40,965.73 |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 10,046.37 | $446,259.62 |
| 12572Q105 | CME GROUP INC | US | CME | 260.12 | $41,390.48 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 153,078.15 | $153,460.84 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 25,037.21 | $24,098.32 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 57,049.23 | $52,979.73 | |
| 13321L108 | CAMECO CORP | CA | CCJ | 793.31 | $8,567.76 |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 4,070.52 | $166,484.34 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 1,213.6 | $15,072.94 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 9,875.71 | $9,826.33 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 23,295.44 | $21,955.95 | |
| 15672WAJ3 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 10,875.87 | $11,210.85 | |
| 16411QAB7 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 17,852.66 | $17,763.40 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 239 | $7,652.81 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 158,402.51 | $229,122.94 | |
| 191216100 | COCA COLA CO/THE | US | KO | 4,169.21 | $194,410.26 |
| 19626G108 | COLONY CAPITAL INC | US | CLNY | 1,004.17 | $6,185.68 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 292.2 | $8,766.05 |
| 2112226 | SAPUTO INC | CA | SAP CN | 159.58 | $5,320.29 |
| 2162760 | CAE INC | CA | CAE CN | 252.53 | $5,260.81 |
| 2171573 | CANADIAN NATURAL RESOURCES | CA | CNQ CN | 445.51 | $16,370.52 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 61.19 | $5,462.52 |
| 21871N101 | CORECIVIC INC | US | CXW | 1,029.88 | $26,406.10 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 135,660.4 | $150,381.98 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 2,053.37 | $19,137.44 |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 11,905 | $11,756.19 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 130.84 | $14,500.62 |
| 228368106 | CROWN HOLDINGS INC | US | CCK | 1,477.41 | $66,882.50 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 38,053.94 | $35,168.16 | |
| 229663109 | CUBESMART | US | CUBE | 371.4 | $11,275.73 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 6,669.99 | $6,943.46 | |
| 23331A109 | DR HORTON INC | US | DHI | 53.87 | $2,354.31 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 3,154.25 | $49,198.45 |
| 23918K108 | DAVITA INC. | US | DVA | 6,129.91 | $430,810.03 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 18,367.23 | $17,311.11 | |
| 2392471 | GRUPO BIMBO SAB- SERIES A | MX | BIMBOA MM | 3,033.88 | $6,498.22 |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 4,875.67 | $17,061.66 |
| 2491914 | KIMBERLY CLARK DE MEXICO S.A.B. | MX | 5,899.19 | $10,862.92 | |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 9,489.13 | $182,191.28 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 5,418.29 | $184,980.42 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 248.63 | $30,188.70 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 157,590.83 | $155,170.16 | |
| 2554475 | MAGNA INTERNATIONAL INC | CA | MG CN | 90.86 | $5,534.83 |
| 2583952 | METRO INC | CA | MRU CN | 155.88 | $5,255.62 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 18,574.99 | $18,621.43 | |
| 2639349 | GRUPO AEROPORT DEL SURESTE-B | MX | 722.18 | $12,899.35 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 3,559.4 | $11,204.67 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 25,037.21 | $25,099.81 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 5,776.26 | $345,478.37 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 8,717.27 | $181,669.79 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 42.28 | $4,029.77 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 10,900.16 | $227,999.56 |
| 285512109 | ELECTRONIC ARTS | US | EA | 3,292 | $423,844.78 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 22,027.23 | $121,917.26 |
| 294429105 | EQUIFAX INC | US | EFX | 2,878.77 | $361,285.76 |
| 29444U700 | EQUINIX INC | US | EQIX | 933.73 | $410,168.25 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 106.31 | $9,673.51 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 342.45 | $22,406.82 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 45.05 | $10,831.59 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 188,683.33 | $184,827.96 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 119.98 | $11,274.53 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 14,108.38 | $14,047.03 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.73435 02/25/2048 | US | 128,856.91 | $126,045.36 | |
| 30290HAE8 | FREMF 2012-K708 FLT 3.75035 02/25/2045 | US | 24,544.17 | $24,602.09 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.35980 05/25/2045 | US | 82,836.58 | $82,913.00 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 8,869,700.32 | $31,955.76 | |
| 30291XAE2 | FREMF 2014-K715 B FLT 3.97845 02/25/2046 | US | 107,380.76 | $108,708.93 | |
| 30292HAU0 | FREMF 2014- K503 B 3.01984 10/25/2047 | US | 76,700.54 | $76,434.26 | |
| 3128M5DD9 | FHLM POOL G03400 5.50000 03/01/2037 | US | 18,172.2 | $19,621.67 | |
| 3128M6NC8 | FHLM POOL G04587 5.50000 08/01/2038 | US | 11,104.02 | $11,950.23 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 9,720.15 | $10,644.57 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 737.1 | $760.53 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 1,714.14 | $1,770.73 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 1,185.19 | $1,223.77 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 923.52 | $957.57 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 1,619.66 | $1,677.75 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 99,128.68 | $103,189.59 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 16,411.41 | $17,674.10 | |
| 3128P76G3 | FHLM POOL C91771 4.50000 06/01/2034 | US | 58,747.78 | $61,746.33 | |
| 3128P76R9 | FHLM POOL C91780 4.50000 07/01/2034 | US | 55,019.57 | $57,356.04 | |
| 3132LMMM5 | FHLM POOL K91364 4.50000 11/01/2033 | US | 31,550.81 | $32,799.16 | |
| 3132LNE83 | FHLM POOL K92059 4.50000 09/01/2034 | US | 45,853.08 | $48,311.05 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 63,695.7 | $64,730.43 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 72,833.31 | $73,995.86 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 1,974.93 | $1,996.48 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 54,281.17 | $53,966.27 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.28587 08/25/2020 | US | 905,488.4 | $19,208.58 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.14899 04/25/2021 | US | 213,458.35 | $5,661.85 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.51423 10/25/2021 | US | 264,475.11 | $10,408.02 | |
| 3137AL6W4 | FHMS K706 X1 FLT 1.54170 10/25/2018 | US | 282,429.24 | $258.87 | |
| 3137AME78 | FHMS K017 X1 FLT 1.33783 12/25/2021 | US | 1,779,287.97 | $64,746.87 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.45553 06/25/2022 | US | 772,141.53 | $35,727.45 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.20117 04/25/2023 | US | 2,897,446.06 | $24,023.59 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.10631 05/25/2023 | US | 1,860,406.62 | $9,366.22 | |
| 3137B5KW2 | FHMS K035 A2 3.45800 08/25/2023 | US | 198,807.8 | $201,078.40 | |
| 3137BT7J4 | FHMS KJ10 A2 2.91200 12/25/2023 | US | 171,809.21 | $169,097.60 | |
| 3137BWVV3 | FHMS KJ13 A2 2.86400 08/25/2022 | US | 196,353.38 | $194,499.88 | |
| 3137F4YU0 | FHLM POOL FHR4791 4.00000 03/15/2044 | US | 72,649.27 | $73,987.71 | |
| 3137FG2L8 | FHLM POOL 4801 4.50000 05/15/2044 | US | 72,304.43 | $74,708.58 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 15,098.77 | $15,822.41 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 7,169.34 | $7,508.00 | |
| 3138EGGZ1 | FEDERAL NATL MTG ASSN AL0215 4.50000 04/01/2041 | US | 98,389.31 | $103,110.96 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65300 01/01/2049 | US | 209,121.51 | $223,636.30 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 40,068.53 | $43,292.82 | |
| 31407EJW4 | FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 | US | 20,842.26 | $22,521.28 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 126,767.11 | $125,973.79 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 45,918.07 | $46,702.99 | |
| 3140FPGW3 | FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 | US | 106,178.97 | $107,927.72 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 1,272 | $1,310.17 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 1,568.33 | $1,616.73 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 11,126.39 | $11,364.03 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 13,165.76 | $13,436.24 | |
| 31410HAQ4 | MACYS RETAIL HLDGS INC 6.90000 04/01/2029 | US | 72,342.88 | $78,246.58 | |
| 31410KGB4 | FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 | US | 37,699.74 | $40,722.77 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 7,115.35 | $7,661.19 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 580.06 | $589.46 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 7,649.81 | $7,817.89 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 87,162.9 | $90,851.20 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 54,476.15 | $56,772.06 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 35,383.36 | $34,154.19 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 2,969.51 | $3,237.68 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 1,161.47 | $1,207.82 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 1,940.2 | $477,036.29 |
| 3163836 | INTERTEK GROUP PLC | GB | ITRK LN | 72.18 | $5,568.05 |
| 3174300 | BURBERRY GROUP PLC | GB | BRBY LN | 377.76 | $10,434.31 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 228.56 | $7,439.63 |
| 3208986 | NEXT PLC | GB | NXT LN | 67.14 | $5,227.29 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 12,518.61 | $11,548.42 | |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 326.48 | $8,152.25 |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 8,801.32 | $145,221.77 |
| 357081AE8 | FREMF 2015-K720 B FLT 3.39055 07/25/2022 | US | 65,655.66 | $64,081.51 | |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 8,104.96 | $8,135.79 | |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 126,980.59 | $130,006.79 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 | US | 147,265.04 | $147,115.22 | |
| 36174X101 | GGP INC | US | GGP | 448.65 | $9,565.23 |
| 36223NTR5 | GNMA POOL 312960 9.00000 09/15/2021 | US | 25.99 | $26.27 | |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 32,152.87 | $31,531.30 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 3,309.16 | $3,340.40 | |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 3,794.26 | $326,306.59 |
| 374297109 | GETTY REALTY CORP | US | GTY | 287.54 | $8,238.06 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 26,472.19 | $26,306.74 | |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 88,159.74 | $83,311.28 | |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 12,825.41 | $12,440.65 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 135.89 | $12,848.07 |
| 40414L109 | HCP INC | US | HCP | 545.32 | $14,123.68 |
| 4057808 | L'OREAL | FR | OR FP | 42.68 | $10,429.71 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 16.45 | $5,731.47 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 11,083.63 | $10,709.56 | |
| 4163437 | CAP GEMINI | FR | CAP FP | 43.58 | $5,575.44 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 345.74 | $10,271.94 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 344.33 | $9,407.22 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 11,697.24 | $11,668.00 | |
| 44053FAA8 | HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 | US | 19,021.73 | $20,210.59 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 949.84 | $19,889.63 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 25,957.62 | $24,789.53 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 160.63 | $23,054.48 |
| 4497749 | KBC GROEP NV | BE | KBC BB | 144.52 | $11,094.38 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 19,495.4 | $19,008.01 | |
| 45337C102 | INCYTE CORP | US | INCY | 12,942.63 | $861,202.78 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 629.09 | $6,385.22 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 18,901.17 | $18,712.16 | |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 581.95 | $43,011.80 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 161,192.8 | $165,269.04 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 256.38 | $130,290.45 |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.92325 12/17/2036 | US | 30,220.33 | $30,202.59 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.22325 12/17/2036 | US | 22,703.36 | $22,742.10 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 794.82 | $18,368.35 |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 111.56 | $9,064.14 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 221,937.48 | $227,730.13 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 27,085.75 | $26,092.25 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 31,934.27 | $31,281.85 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 55,545.38 | $54,890.11 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 72,303.58 | $71,224.67 | |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 342.36 | $6,227.45 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 4,607.39 | $610,571.16 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 23,295.44 | $19,276.98 | |
| 4800659 | LUXOTTICA GROUP SPA | IT | LUX IM | 82.67 | $5,589.37 |
| 4821100 | SOLVAY SA | BE | SOLB BB | 178.05 | $24,393.41 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 2.37 | $6,164.93 |
| 4834108 | SCHNEIDER ELECTRIC SA | FR | SU FP | 65.37 | $5,247.07 |
| 4846288 | SAP AG | DE | SAP GR | 46.37 | $5,396.94 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 191,812.73 | $226,675.19 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 21,237.17 | $21,608.82 | |
| 500630CK2 | KOREA DEVELOPMENT BANK 1.37500 09/12/2019 | KR | 12,272.09 | $12,043.89 | |
| 50187T106 | LGI HOMES INC | US | LGIH | 38.07 | $1,967.86 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 18,159.46 | $18,159.46 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 16,417.69 | $15,925.16 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 16,427.38 | $16,714.86 | |
| 50218LAC0 | LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 | US | 5,173.26 | $5,153.59 | |
| 5048566 | SWEDISH MATCH AB | SE | SWMA SS | 104.78 | $5,727.80 |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 11,182.67 | $11,294.50 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 81.87 | $10,273.25 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 1,784.02 | $207,960.91 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 82.62 | $6,083.49 |
| 5129074 | FRESENIUS MEDICAL | DE | FME GR | 943.17 | $92,009.98 |
| 5228658 | RANDSTAD HOLDING NV | NL | RAND NA | 261.85 | $16,571.83 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 16.46 | $10,415.17 |
| 526057104 | LENNAR CORP | US | LEN | 43.61 | $2,279.61 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 136.12 | $8,958.18 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 269.92 | $11,658.03 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 387.2 | $16,595.19 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 51.52 | $4,943.77 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 2,004.88 | $185,171.80 |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 1,496.14 | $14,430.59 |
| 550021109 | LULULEMON - ADR | CA | LULU | 5,409.72 | $648,895.83 |
| 55354GAF7 | MSCI INC 5.37500 05/15/2027 | US | 11,697.24 | $11,784.97 | |
| 554382101 | THE MACERICH CO | US | MAC | 105.38 | $6,223.97 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 302.19 | $11,121.80 |
| 55616XAC1 | MACYS RETAIL HLDGS INC 7.00000 02/15/2028 | US | 71,828.32 | $78,268.21 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 20,623.57 | $20,056.42 | |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 133.56 | $23,624.57 |
| 5654781 | ATOS ORIGIN SA | FR | ATO FP | 40.91 | $5,481.69 |
| 5669354 | REPSOL SA | ES | REP SM | 1,085.11 | $21,523.10 |
| 5671519 | WOLTERS KLUWER | NL | WKL NA | 93.77 | $5,646.80 |
| 5699373 | WIENERBERGER AG | AT | WIE AV | 644.54 | $15,799.75 |
| 5713422 | METSO OYJ | FI | METSO FH | 591.04 | $21,647.66 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 159.27 | $22,479.29 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 3,862.59 | $764,792.87 |
| 5852842 | ACCOR SA | FR | AC FP | 282.12 | $14,523.81 |
| 58933Y105 | MERCK & CO INC | US | MRK | 4,262.62 | $280,778.51 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 16,516.72 | $15,154.09 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 6,752.51 | $716,306.09 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 229.05 | $23,083.22 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 2.37 | $5,535.93 |
| 5999330 | TELEPERFORMANCE | FR | TEP FP | 32.69 | $5,985.77 |
| 6054603 | ASAHI KASEI CORP | JP | 3407 JP | 435.81 | $5,825.45 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 3,008.01 | $130,487.66 |
| 6125286 | TREND MICRO INC | JP | 4704 JP | 172.78 | $10,208.87 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 413.44 | $10,643.99 |
| 6136749 | OBIC CO LTD | JP | 4684 JP | 125.48 | $10,779.37 |
| 6141680 | ORACLE CORP JAPAN | JP | 4716 JP | 125.48 | $10,531.87 |
| 6149457 | KOBAYASHI PHARMACEUTICAL CO | JP | 4967 JP | 115.19 | $9,615.71 |
| 61744YAG3 | MORGAN STANLEY FLT 3.58313 05/08/2024 | US | 225,421.03 | $229,468.08 | |
| 6180412 | COMPUTERSHARE LTD | AU | CPU AU | 388.36 | $5,256.69 |
| 6196408 | CHUGAI PHARMACEUTICAL CO LTD | JP | 4519 JP | 209.79 | $10,671.02 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 27,907.16 | $28,325.77 | |
| 6248990 | KDDI CORP | JP | 9433 JP | 376.43 | $10,478.64 |
| 6250724 | DAIKIN INDUSTRIES LTD | JP | 6367 JP | 143.88 | $17,198.56 |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 12,662.64 | $12,171.88 |
| 62944T105 | NVR INC | US | NVR | .31 | $846.60 |
| 6353418 | FRUTAROM | IL | FRUT IT | 52.86 | $5,343.29 |
| 6356934 | FANUC LTD | JP | 6954 JP | 56.37 | $11,365.85 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 165.01 | $7,361.00 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 203.65 | $9,787.01 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 10,054.5 | $10,532.09 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 50.43 | $13,010.30 |
| 6441506 | HOYA CORP | JP | 7741 JP | 84.31 | $5,073.42 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 53.24 | $5,086.27 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 68.66 | $5,757.21 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 128.78 | $11,080.55 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 345.36 | $10,768.80 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 38,349.07 | $38,370.91 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 69,867.05 | $69,908.65 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 122,040.35 | $121,961.51 | |
| 6483809 | KAO CORP | JP | 4452 JP | 74.02 | $5,407.32 |
| 6490809 | KIKKOMAN CORP | JP | 2801 JP | 213.94 | $10,153.95 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 44.37 | $23,472.07 |
| 6496324 | KOITO MANUFACTURINING CO LTD | JP | 7276 JP | 80.16 | $5,163.26 |
| 6518808 | LION CORP | JP | 4912 JP | 596.32 | $10,797.23 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 4,237.32 | $9,718.11 |
| 65409QBB7 | NIELSEN FINANCE LLC/CO 5.00000 04/15/2022 | US | 11,697.24 | $11,368.25 | |
| 654106103 | NIKE INC CLASS B | US | NKE | 2,270.45 | $174,620.33 |
| 6555805 | MAKITA CORP | JP | 6586 JP | 117.17 | $5,270.85 |
| 6619604 | NGK SPARK PLUG CO LTD | JP | 5334 JP | 195.34 | $5,640.82 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 10,463.79 | $12,766.63 |
| 6640507 | NIPPON PAINT HOLDINGS CO LTD | JP | 4612 JP | 131.61 | $5,751.75 |
| 6641588 | NISSAN CHEMICAL INDUSTRIES | JP | 4021 JP | 121.32 | $5,439.04 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 335.26 | $15,688.20 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 32,320.81 | $32,240.01 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 9,161.95 | $768,687.89 |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 9,204.06 | $9,417.77 | |
| 67091GAA1 | OCI NV 6.62500 04/15/2023 | NL | 18,159.46 | $18,550.80 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 1,155.38 | $353,545.76 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 589.99 | $10,494.84 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 826.86 | $4,803.50 |
| 6776606 | SANTEN PHARMACEUTICAL CO LTD | JP | 4536 JP | 310.53 | $5,194.02 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 74.02 | $5,657.54 |
| 680665205 | OLIN CORP | US | OLN | 4,118.1 | $121,525.13 |
| 683235AA3 | ONTARIO (PROVINCE OF) 2.00000 09/27/2018 | CA | 55,224.39 | $55,192.91 | |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 55,224.39 | $54,548.31 | |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 285.79 | $16,809.51 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 255.52 | $5,429.78 |
| 6913168 | GUANGDONG INVESTMENT LTD | HK | 270 HK | 6,170.92 | $10,638.76 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 17,338.09 | $17,598.16 | |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 404.69 | $10,847.17 |
| 6985383 | ASTELLAS PHARMA INC | JP | 4503 JP | 324.97 | $5,300.61 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 17,338.09 | $16,557.88 | |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 21.7 | $5,505.88 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 2,441.29 | $198,948.86 |
| 7145056 | ENI SPA | IT | ENI IM | 560.58 | $10,790.33 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 57.59 | $10,617.87 |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 121,528.12 | $108,008.12 | |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 1,243.68 | $107,329.43 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 1,201.15 | $18,930.14 |
| 7212477 | ESSILOR INTERNATIONAL | FR | EI FP | 73.74 | $10,866.92 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 316.39 | $4,628.84 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 22,068.23 | $22,465.46 | |
| 7339451 | ORPEA SA | FR | ORP FP | 141.11 | $19,378.60 |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 237.52 | $10,915.21 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 725.69 | $32,262.69 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 235,871.68 | $229,425.46 | |
| 74340W103 | PROLOGIS | US | PLD | 555.55 | $36,454.98 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 143,656.63 | $153,023.04 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 110.31 | $24,029.28 |
| 74736K101 | QORVO INC | US | QRVO | 10,908.35 | $891,866.59 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 153.66 | $9,777.17 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 942.71 | $346,925.81 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 10,054.5 | $10,345.08 | |
| 7759435 | ILIAD SA | FR | ILD FP | 52.05 | $8,229.04 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 364.39 | $25,886.24 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 69.35 | $7,309.63 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 1,863.25 | $294,859.59 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 15,388.55 | $15,349.93 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 212,100.43 | $230,671.83 | |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 156,977.23 | $152,039.26 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 9,073.87 | $612,667.62 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 13,419.64 | $685,207.05 |
| 81211K100 | SEALED AIR CORP | US | SEE | 9,863.1 | $434,666.81 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 5,455.16 | $384,043.33 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 23,186.71 | $22,259.24 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 32,912.27 | $31,577.61 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 45,551.76 | $43,871.17 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 39,153.62 | $34,980.02 | |
| 81762P102 | SERVICENOW INC | US | NOW | 2,303.32 | $405,291.66 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 12,726.37 | $12,217.32 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 11,489.47 | $11,719.26 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 296.27 | $52,205.69 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 5,539.25 | $523,902.60 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 18,790.08 | $18,614.43 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 13,806.1 | $13,453.21 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 43,610.76 | $43,239.79 | |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 2,400.56 | $118,491.70 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 18,367.23 | $18,114.68 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 5,848.62 | $5,948.05 | |
| 85208M102 | SPROUTS FARMERS MARKET INC | US | SFM | 5,097.92 | $109,554.24 |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 382.47 | $10,449.21 |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.29163 11/15/2027 | US | 84,471.95 | $84,507.34 | |
| 866674104 | SUN COMMUNITIES | US | SUI | 208.02 | $20,169.25 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 735.78 | $11,971.08 |
| 87243QAB2 | TENET HEALTHCARE CORP 6.00000 10/01/2020 | US | 6,669.99 | $6,928.45 | |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 150.07 | $4,800.72 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 9,341.86 | $9,575.41 | |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 35,177.25 | $35,103.00 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 14,873.99 | $13,126.29 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 159,431.65 | $152,046.76 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 2,830.77 | $315,120.84 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 469.34 | $110,074.30 |
| 88650V208 | TIER REIT INC | US | TIER | 501.43 | $11,918.89 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 164,858.61 | $160,457.00 | |
| 89613BAA5 | TAH 2013-SFR1 A 2.58900 11/17/2033 | US | 137,137.06 | $132,560.62 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 46,020.32 | $44,177.03 | |
| 896356AE2 | TRINIDAD DRILLING LTD 6.62500 02/15/2025 | CA | 20,623.57 | $19,953.30 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 19,287.63 | $19,142.98 | |
| 902653104 | UDR INC | US | UDR | 540.62 | $20,803.22 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 350.98 | $5,419.06 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 33,905.41 | $32,718.72 | |
| 90384S303 | ULTA BEAUTY INC | US | ULTA | 696.22 | $170,148.91 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 9,932.92 | $566,275.50 |
| 912796PY9 | TREASURY BILL 0.00000 09/06/2018 | US | 365,094.57 | $364,404.54 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 338,319.97 | $447,586.75 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 527,654.62 | $658,207.91 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 242,937.83 | $233,660.52 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 293,916.47 | $262,894.50 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 758,102.8 | $745,635.56 | |
| 9128282N9 | US TREASURY N/B 2.12500 07/31/2024 | US | 1,996,768.42 | $1,911,827.77 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 355,890.5 | $349,509.50 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 705,644.96 | $701,813.53 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 475,950.43 | $468,653.30 | |
| 912828K58 | UNITED STATES TREAS NTS 1.37500 04/30/2020 | US | 714,849.03 | $699,379.25 | |
| 912828R28 | US TREASURY N/B 1.62500 04/30/2023 | US | 380,434.68 | $359,926.87 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 389,209.22 | $353,648.26 | |
| 912828RT9 | US TREASURY N/B 1.37500 11/30/2018 | US | 380,434.68 | $379,513.31 | |
| 912828S92 | US TREASURY N/B 1.25000 07/31/2023 | US | 1,166,549.14 | $1,079,787.05 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 235,871.97 | $228,717.36 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 881,686.09 | $842,285.75 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 687.8 | $15,599.23 |
| 92276F100 | VENTAS INC | US | VTR | 140.62 | $7,928.33 |
| 92339V100 | VEREIT INC | US | VER | 1,009.96 | $7,705.98 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 213,941.25 | $233,443.98 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 1,285.46 | $225,019.70 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 4,431.52 | $605,966.07 |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 23,316.96 | $23,706.85 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 230.19 | $16,555.49 |
| 92936CAE9 | WFRBS 2011-C4 A3 4.39400 06/15/2044 | US | 1,705.99 | $1,714.97 | |
| 92960PAA7 | W/S PACKAGING HOLDINGS 9.00000 04/15/2023 | US | 16,724.49 | $17,058.98 | |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 10,875.87 | $10,495.21 | |
| 94856TAA2 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 18,980.83 | $18,031.79 | |
| 94987MAB7 | WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 | US | 36,816.26 | $37,588.17 | |
| 95040Q104 | WELLTOWER INC. | US | WELL | 182.86 | $11,447.07 |
| 962166104 | WEYERHAEUSER CO | US | WY | 190.49 | $6,510.95 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 12,518.61 | $12,530.63 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 11,083.63 | $11,000.51 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 41,618.5 | $41,626.96 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 46,189.83 | $45,229.54 | |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 14,302.24 | $530,469.96 |
| AP0787667 | MPC CONTAINER SHIPS FLT 7.08188 09/22/2022 | NL | 12,272.09 | $12,567.11 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 24,423.61 | $24,164.11 | |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 209.44 | $5,444.37 |
| B037JC2 | NEXITY | FR | NXI FP | 165.58 | $10,188.70 |
| B0386J1 | JYSKE BANK-REG | DK | JYSK DC | 219.14 | $12,412.19 |
| B06JSP1 | SYDBANK A/S | DK | SYDB DC | 312.94 | $11,613.99 |
| B09DHL9 | MTU AERO ENGINES HOLDING AG | DE | MTX GR | 28.69 | $6,083.42 |
| B09M9D2 | KONE OYJ-B | FI | KNEBV FH | 191.5 | $10,468.49 |
| B0JDQD4 | BANDAI NAMCO HOLDINGS INC | JP | 7832 JP | 250.95 | $10,040.27 |
| B0R7JF1 | IPSEN | FR | IPN FP | 31.68 | $5,262.77 |
| B11TCY0 | SCHINDLER HOLDING-PART CERT | CH | SCHP SW | 45.56 | $10,609.62 |
| B138HB7 | KAUFMAN & BROAD SA | FR | KOF FP | 292.19 | $14,934.19 |
| B13X013 | EIFFAGE | FR | FGR FP | 194.5 | $21,735.51 |
| B15C557 | TOTAL SA | FR | FP FP | 263.42 | $17,181.82 |
| B19NLV4 | EXPERIAN PLC | GB | EXPN LN | 213.77 | $5,248.42 |
| B1CRLC4 | MONDI PLC | GB | MNDI LN | 199.06 | $5,473.28 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 1,412.42 | $29,008.44 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 1,139.97 | $6,930.56 |
| B1WGG93 | GEBERIT AG-REG | CH | GEBN SW | 37.73 | $16,801.28 |
| B1WY233 | SMITHS GROUP PLC | GB | SMIN LN | 239.37 | $5,058.62 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 273.54 | $16,672.01 |
| B1XH026 | VINCI SA | FR | DG FP | 2,220.69 | $223,449.21 |
| B1Y9TB3 | DANONE | FR | BN FP | 262.78 | $20,631.59 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 3,022.16 | $15,434.88 |
| B232R05 | SK INNOVATION CO LTD | KR | 096770 KS | 59.63 | $10,590.96 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 261.05 | $11,321.43 |
| B283W97 | CAIXABANK S.A | ES | CABK SM | 31,937.05 | $146,937.77 |
| B3FP8W8 | CANADA HOUSING TRUST 4.10000 12/15/2018 | CA | 25,771.38 | $19,987.31 | |
| B3MPN59 | SUN ART RETAIL GROUP LTD | HK | 6808 HK | 4,133.43 | $5,283.90 |
| B3MSM28 | AMADEUS IT HOLDING SA-A SHS | ES | AMS SM | 67.66 | $5,771.51 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 344.34 | $14,500.51 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 76,700.54 | $3,974.59 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 32,521.03 | $25,500.83 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 190,217.34 | $9,761.86 | |
| B4Q2TX3 | CHINA LONGYUAN POWER GROUP-H | CN | 916 HK | 27,937.74 | $26,022.39 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 2,782.01 | $152,619.97 |
| B4WTBY3 | HUANENG RENEWABLES CORP-H | CN | 958 HK | 65,846.01 | $24,500.75 |
| B4YN9R2 | SINGAPORE GOVERNMENT 2.50000 06/01/2019 | SG | 56,758.4 | $41,949.77 | |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 215 | $12,900.17 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 358.53 | $12,341.95 |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 294,530.07 | $15,844.12 | |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 1,645 | $22,526.48 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 1,394.5 | $20,092.86 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 92,040.65 | $4,915.34 | |
| B798FW0 | NOVOZYMES A/S-B SHARES | DK | NZYMB DC | 101.51 | $5,344.97 |
| B7VQL46 | FNAC DARTY SA | FR | FNAC FP | 165.99 | $15,060.93 |
| B8FMRX8 | COLOPLAST-B | DK | COLOB DC | 99.45 | $10,847.12 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 212.35 | $14,573.53 |
| BBG00JK0S941 | QRVO US 08/17/18 P72.5 | US | -12.03 | -$841.87 | |
| BBG00JYPG9N3 | QRVO US 08/17/18 C92.5 | US | -9.63 | -$587.65 | |
| BBG00L8GY9L9 | SCHW US 08/03/18 C52 | US | -17.61 | -$422.65 | |
| BBG00LF7ZTY2 | MSFT US 08/31/18 P98.5 | US | -11.84 | -$580.29 | |
| BD4TZK8 | OCI NV | NL | OCI NA | 482.7 | $14,593.07 |
| BD6K457 | COMPASS GROUP PLC | GB | CPG LN | 250.37 | $5,385.29 |
| BD82246 | EAGLE BULK SHIPCO 8.25000 11/28/2022 | MH | 20,582.67 | $20,891.41 | |
| BDQZ7T7 | WISDOM EDUCATION INTERNATION | CN | 6068 HK | 13,074.3 | $11,696.22 |
| BDZV116 | EPIROC AB-A | SE | EPIA SS | 1,753.6 | $20,996.24 |
| BF2DSG3 | SIKA AG-REG | CH | SIKA SW | 39.48 | $5,606.24 |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 23,493.51 | $21,437.83 | |
| BFYFZP5 | FERGUSON PLC | CH | FERG LN | 65.99 | $5,204.32 |
| BFYM460 | UNIBAIL-RODAMCO-WESTFIELD | FR | URW NA | 110.02 | $24,425.00 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 4,507.46 | $7,674.25 |
| BGLP232 | MONCLER SPA | IT | MONC IM | 233.05 | $10,271.42 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 14,796.27 | $13,649.10 |
| BHC8X90 | NOVO NORDISK A/S-B | DK | NOVOB DC | 105.42 | $5,244.28 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 7,548.57 | $343,568.81 |
| BNBNSG0 | EURONEXT NV | NL | ENX FP | 254.03 | $15,766.07 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 12,106.22 | $141,961.97 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 11,471.9 | $375,939.65 |
| BQRRZ00 | RECRUIT HOLDINGS CO LTD | JP | 6098 JP | 366.14 | $10,032.74 |
| BSBMKM2 | CHINA MAPLE LEAF EDUCATIONAL | CN | 1317 HK | 12,334.1 | $10,589.64 |
| BVSS790 | ELIS SA | FR | ELIS FP | 982.81 | $22,559.61 |
| BYQ32R1 | NEMAK SAB DE CV | MX | 16,610.45 | $13,698.14 | |
| BYWPGC4 | CHINA YUHUA EDUCATION CORP L | CN | 6169 HK | 7,770.17 | $5,816.34 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 307.64 | $11,154.07 |
| BYY8LS2 | MAISONS DU MONDE SA | FR | MDM FP | 299.51 | $9,155.89 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 7,015.81 | $713,953.58 |
| BYZ43T4 | EUROBANK ERGASIAS SA | GR | EUROB GA | 11,326.96 | $11,738.43 |
| BYZFYS3 | SPIE SA | FR | SPIE FP | 1,050.66 | $19,895.32 |
| BYZWX76 | CRODA INTERNATIONAL PLC | GB | CRDA LN | 337.95 | $22,799.84 |
| BZ3C3Q4 | BANKIA SA | ES | BKIA SM | 23,177.72 | $91,113.79 |
| BZ4CMZ5 | DAVIDE CAMPARI-MILANO SPA | IT | CPR IM | 1,203.83 | $10,140.49 |
| BZCNN35 | BANCO COMERCIAL PORTUGUES-R | PT | BCP PL | 30,910.52 | $9,680.29 |
| G02602103 | AMDOCS LTD | GG | DOX | 2,943.96 | $198,952.95 |
| G06242104 | ATLASSIAN CORP PLC-CLASS A | AU | TEAM | 1,394.32 | $100,962.60 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 4,138.25 | $125,182.15 |
| G27358103 | DESPEGAR.COM CORP | AR | DESP | 206.51 | $4,340.94 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 28,241.61 | $209,835.13 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 22,573.11 | $23,419.60 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 8,917.81 | $804,654.02 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 2,469.17 | $198,817.81 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 20,786.46 | $267,521.70 |
| M22465104 | CHECK POINT SOFTWARE TECH | IL | CHKP | 94.72 | $10,672.23 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 92.95 | $10,421.59 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 474.86 | $30,808.77 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 3,768.92 | $136,133.33 |
| USD | US DOLLAR | US | 1,238,253.8 | $1,238,253.80 |
Based on the investments of the underlying fund(s): Manning & Napier Pro-Mix® Maximum Term CIT Fund and Manning & Napier Pro-Mix® Extended Term CIT Fund. Investments will change over time and as the target date fund gradually becomes more conservative. Fund holdings list does not include securities with positions less than 0.005 shares.
A Word About Risk
Each Manning & Napier Retirement Target CIT Fund is invested in one or two of four proprietary risk-based funds, the Manning & Napier Pro-Mix® CIT Funds, based on the Retirement Target CIT Fund becoming increasingly conservative over time. Because the underlying funds invest in both stocks and bonds, the value of your investment will fluctuate in response to stock market movements and changes in interest rates. Investing in target date funds will also involve a number of other risks, including issuer-specific risk, foreign investment risk, and small-cap/mid-cap risk, as the underlying investments change over time. Investments in options and futures, like all derivatives, can be highly volatile and involve risks in addition to the risks of the underlying instrument on which the derivative is based, such as counterparty, correlation and liquidity risk. Also, the use of leverage increases exposure to the market and may magnify potential losses. Principal value is not guaranteed at any time, including at the target date (the approximate year when an investor plans to stop contributions and start periodic withdrawals).
About The Fund Manager
Manning & Napier Advisors, LLC (Manning & Napier) provides investment advisory services to Exeter Trust Company, Trustee of the Manning & Napier Collective Investment Trust Funds. Manning & Napier is headquartered in Rochester, NY and has more than 45 years of experience managing life cycle investment objectives. The Firm’s active management approach focuses on participating in rising markets and, as important, helping to reduce the risk of large losses in sustained bear market periods. A team of investment analysts and professionals make all investment decisions in an effort to provide investors with strong risk-adjusted returns.
Daily Price
$11.98
Daily $ Change
$0.04
Daily % Change
0.33%
as of 08/20/2018
CUSIP
56382R837
Inception Date
05/14/2015
This fund is available only for use within certain qualified employee benefit plans.
Important Documents
| Annual Report | |
| Fact Sheet | |
| Applications & Forms |
Each Retirement Target CIT Fund seeks to achieve its investment objectives by investing in a combination of other Manning & Napier CIT Funds (the “underlying CIT Funds”) in order to meet its target asset allocations and investment style. The financial statements of the underlying Pro-Mix® CIT Funds should be read in conjunction with the Retirement Target CIT Funds’ financial statements.
Pro-Mix® CIT Fund Annual Report
Investment Objective
To provide capital growth and manage risk for investors planning to retire in or around the year indicated in the fund’s name.
Investment Strategy
Currently: The portfolio is currently invested in a growth-oriented mix of securities that seeks to earn a good portion of the long-term growth of the stock market with less volatility. The portfolio is diversified primarily among various stock investments in both domestic and foreign markets. A substantial portion of the portfolio may be invested in long-term, fixed income securities. Stock exposure can range from 51% - 81%.
Over Time: The portfolio’s investment mix will gradually become more conservative as the target date approaches and for several years after the target date. During the target year, the portfolio’s stock exposure can range from 20% - 60%. At five years after the target date and beyond, the focus will be on capital preservation, and stock exposure can range from 15% - 45%.
May be Appropriate for Investors
- Who plan to stop contributions and start periodic withdrawals around the year 2035
- Who have time to pursue growth and can accept potentially significant fluctuations in current account value
- Who prefer to take advantage of professional management through a single, diversified investment portfolio that becomes more conservative over time
About Target Date Funds
A target date fund is a single investment portfolio designed to meet an investor’s changing needs over time. The fund gradually shifts from a more aggressive to a more conservative investment objective over the years to reflect an appropriate risk/return trade-off for the investor’s changing time horizon.
Performance
As of 07/31/2018
YTD
3.82%
1 Year
8.43%
3 Year
6.90%
5 Year
7.20%
10 Year
7.13%
Inception
(01/01/2000)
7.20%
US Stock Market Cycle (04/01/2000 - 07/31/2018)
7.35%
Performance through the inception date of the Retirement Target CIT Class U1 units is based on the historical performance of the CIT’s oldest unit class. Performance through the inception date of the oldest unit class (08/03/2012) is not the past performance of the Retirement Target CIT Fund and is based on historical performance data of the Manning & Napier Pro-Mix® CIT Fund(s) that would have been held according to the Retirement Target CIT Fund’s glide path. Returns are net of the Class U1 expenses. The Retirement Target CIT Fund will gradually become more conservative over time. Performance data quoted represents past performance and does not guarantee future results. Performance for periods greater than one year is annualized. Your investment may fluctuate in value and there is a potential for loss as well as profit.
Expense Ratio
| Gross | 0.54% |
| Net | 0.49%* |
*Includes acquired fund fees and expenses of the underlying collective investment trusts and reflects the Trustee’s contractual agreement to limit its fees and voluntary agreement to reimburse certain expenses.
Top Ten Investments
As of 07/31/2018
| TREASURY NOTES | 12.66% |
| TREASURY BONDS | 4.01% |
| GOVERNMENT AGENCY | 3.19% |
| BOOKING HOLDINGS INC | 1.79% |
| QORVO INC | 1.69% |
| INCYTE CORP | 1.63% |
| MEDTRONIC INC | 1.53% |
| NOVARTIS AG- REG | 1.46% |
| MASTERCARD INC-CLASS A | 1.45% |
| MICROSOFT CORP | 1.36% |
This investment list is unaudited and excludes cash.
Asset Allocation
As of 07/31/2018
| Stocks | 59.48% | |
| Bonds | 38.23% | |
| Cash | 2.29% |
Detailed Asset Class Allocation
As of 07/31/2018
| International Equities | 20.56% | |
| Small Capitalization | 1.09% | |
| Mid Capitalization | 4.66% | |
| Large Capitalization | 33.17% | |
| Long Term Fixed Income | 10.41% | |
| Intermediate Term Fixed Income | 20.10% | |
| Short Term Fixed Income | 7.72% | |
| Cash | 2.29% |
Due to rounding, the sum of the detailed asset class allocation categories may not equal the asset allocation totals provided above.
July Fund Holdings
As of 07/31/2018
| CUSIP | Security Description | Country | Ticker | Shares/Par | Market Value (USD) |
|---|---|---|---|---|---|
| 00206RDQ2 | AT&T INC 4.25000 03/01/2027 | US | 151,850.94 | $150,268.39 | |
| 00254EML3 | SWEDISH EXPORT CREDIT 1.12500 08/28/2019 | SE | 214,761.51 | $211,162.29 | |
| 00289XAA7 | ABENGOA YIELD PLC 7.00000 11/15/2019 | GB | 43,000.75 | $44,398.27 | |
| 004239109 | ACADIA REALTY TRUST | US | AKR | 202.08 | $5,472.28 |
| 0045614 | ANTOFAGASTA PLC | GB | ANTO LN | 5,052.76 | $66,358.05 |
| 0053673 | ASHTEAD GROUP PLC | GB | AHT LN | 348.85 | $10,709.48 |
| 00724F101 | ADOBE SYS INC | US | ADBE | 762.91 | $186,669.11 |
| 00790X101 | ADVANCED DISPOSAL SERVICES | US | ADSW | 5,643.09 | $138,820.04 |
| 008492100 | AGREE REALTY CORP | US | ADC | 90.01 | $4,792.38 |
| 00928QAK7 | AIRCASTLE LTD 6.25000 12/01/2019 | BM | 6,363.19 | $6,569.99 | |
| 015271109 | ALEXANDRIA REAL EST EQUITIES | US | ARE | 37.97 | $4,839.07 |
| 01609W102 | ALIBABA GROUP - ADR | CN | BABA | 3,147.93 | $589,386.65 |
| 01609WAT9 | ALIBABA GROUP HOLDING 3.40000 12/06/2027 | KY | 242,838.78 | $227,535.24 | |
| 01748XAA0 | ALLEGIANT TRAVEL CO 5.50000 07/15/2019 | US | 13,339.98 | $13,473.38 | |
| 02005NAT7 | ALLY FINANCIAL INC 3.50000 01/27/2019 | US | 11,182.67 | $11,199.45 | |
| 02079K107 | ALPHABET INC-CL C | US | GOOG | 235.02 | $286,079.42 |
| 02079K305 | ALPHABET INC-CL A | US | GOOGL | 232.35 | $285,141.24 |
| 02155FAC9 | ALTICE US FINANCE I CORP 5.50000 05/15/2026 | US | 8,590.46 | $8,441.07 | |
| 02209S103 | ALTRIA GROUP INC | US | MO | 1,946.55 | $114,223.29 |
| 023135106 | AMAZON.COM INC | US | AMZN | 147.97 | $263,015.89 |
| 02319V103 | AMBEV SA-ADR | BR | ABEV | 93,589.13 | $481,048.11 |
| 0237400 | DIAGEO PLC | GB | DGE LN | 14,569.82 | $534,527.43 |
| 024835100 | AMERICAN CAMPUS COMMUNITIES | US | ACC | 240.13 | $9,905.33 |
| 0263494 | BAE SYSTEMS PLC | GB | BA/ LN | 1,457.88 | $12,479.86 |
| 02665T306 | AMERICAN HOMES 4 RENT- A | US | AMH | 912.38 | $20,200.15 |
| 02666TAA5 | AMERICAN HOMES 4 RENT 4.25000 02/15/2028 | US | 157,590.83 | $151,222.33 | |
| 03027X100 | AMERICAN TOWER REIT INC | US | AMT | 2,132.63 | $316,140.70 |
| 03063NAA5 | AMERICOLD LLC TRUST 3.84730 01/14/2029 | US | 5,853.62 | $5,898.69 | |
| 03064D108 | AMERICOLD REALTY TRUST | US | COLD | 171.06 | $3,679.59 |
| 03748R101 | APARTMENT INVT & MGMT CO -A | US | AIV | 325.91 | $13,900.02 |
| 03784Y200 | APPLE HOSPITALITY REIT INC | US | APLE | 463.53 | $8,338.98 |
| 03969AAL4 | ARDAGH PKG FIN/HLDGS USA 6.00000 02/15/2025 | IE | 11,083.63 | $10,820.40 | |
| 0405207 | HALMA PLC | GB | HLMA LN | 600.37 | $11,075.16 |
| 04621WAC4 | ASSURED GUARANTY US HLDG 5.00000 07/01/2024 | US | 142,448.8 | $147,242.32 | |
| 0490656 | KERRY GROUP PLC-A | IE | KYGA LN | 215.86 | $22,969.35 |
| 053332102 | AUTOZONE INC | US | AZO | 313.93 | $221,488.54 |
| 053484101 | AVALONBAY COMMUNITIES INC | US | AVB | 212.64 | $37,604.96 |
| 058498106 | BALL CORP | US | BLL | 13,932.85 | $542,963.05 |
| 06051GFM6 | BANK OF AMERICA CORP 4.00000 01/22/2025 | US | 231,774.53 | $228,850.15 | |
| 09061G101 | BIOMARIN PHARMACEUTICAL INC | US | BMRN | 5,174.36 | $520,333.71 |
| 09062X103 | BIOGEN IDEC INC | US | BIIB | 602.46 | $201,445.85 |
| 0922320 | SMITH & NEPHEW PLC | GB | SN/ LN | 610.29 | $10,566.62 |
| 09247X101 | BLACKROCK INC | US | BLK | 1,198.84 | $602,729.98 |
| 0946580 | WEIR GROUP PLC/THE | GB | WEIR LN | 1,031.58 | $26,434.41 |
| 09627J102 | BLUEROCK RESIDENTIAL GROWTH | US | 391.14 | $3,586.78 | |
| 096630AE8 | BOARDWALK PIPELINES LP 5.95000 06/01/2026 | US | 212,714.04 | $227,019.83 | |
| 09857L108 | BOOKING HOLDINGS INC | US | BKNG | 464.26 | $941,861.60 |
| 101121101 | BOSTON PROPERTIES INC | US | BXP | 213.37 | $26,784.29 |
| 105368203 | BRANDYWINE REALTY TRUST | US | BDN | 1,179.44 | $19,448.94 |
| 110122108 | BRISTOL MYERS SQUIBB CO | US | BMY | 4,082.31 | $239,835.70 |
| 110448107 | BRITISH AMERICAN TOB-SP ADR | GB | BTI | 328.53 | $17,997.13 |
| 12467AAD0 | C&S GROUP ENTERPRISES 5.37500 07/15/2022 | US | 9,549.62 | $9,466.06 | |
| 1248EPBR3 | CCO HLDGS LLC/CAP CORP 5.50000 05/01/2026 | US | 9,747.7 | $9,577.11 | |
| 12503M108 | CBOE GLOBAL MARKETS INC | US | CBOE | 421.76 | $40,965.73 |
| 125269100 | CF INDUSTRIES HOLDINGS INC | US | CF | 10,046.37 | $446,259.62 |
| 12572Q105 | CME GROUP INC | US | CME | 260.12 | $41,390.48 |
| 12592BAB0 | CNH INDUSTRIAL CAPITAL L 3.37500 07/15/2019 | US | 153,078.15 | $153,460.84 | |
| 126307AH0 | CSC HOLDINGS LLC 5.25000 06/01/2024 | US | 25,037.21 | $24,098.32 | |
| 12646XAH5 | CSMC 2013-IVR3 A1 2.50000 05/25/2043 | US | 57,049.23 | $52,979.73 | |
| 13321L108 | CAMECO CORP | CA | CCJ | 793.31 | $8,567.76 |
| 134429109 | CAMPBELL SOUP CO | US | CPB | 4,070.52 | $166,484.34 |
| 14912Y202 | CATCHMARK TIMBER TRUST INC | US | CTT | 1,213.6 | $15,072.94 |
| 149806AA9 | CAZ 2015-1A A 2.00000 12/10/2023 | US | 9,875.71 | $9,826.33 | |
| 156504AH5 | CENTURY COMMUNITIES 5.87500 07/15/2025 | US | 23,295.44 | $21,955.95 | |
| 15672WAJ3 | CEQUEL COM HLDG I/CAP CP 7.50000 04/01/2028 | US | 10,875.87 | $11,210.85 | |
| 16411QAB7 | CHENIERE ENERGY PARTNERS 5.25000 10/01/2025 | US | 17,852.66 | $17,763.40 | |
| 165240102 | CHESAPEAKE LODGING TRUST | US | CHSP | 239 | $7,652.81 |
| 172967EW7 | CITIGROUP INC 8.12500 07/15/2039 | US | 158,402.51 | $229,122.94 | |
| 191216100 | COCA COLA CO/THE | US | KO | 4,169.21 | $194,410.26 |
| 19626G108 | COLONY CAPITAL INC | US | CLNY | 1,004.17 | $6,185.68 |
| 20369C106 | COMMUNITY HEALTHCARE TRUST I | US | CHCT | 292.2 | $8,766.05 |
| 2112226 | SAPUTO INC | CA | SAP CN | 159.58 | $5,320.29 |
| 2162760 | CAE INC | CA | CAE CN | 252.53 | $5,260.81 |
| 2171573 | CANADIAN NATURAL RESOURCES | CA | CNQ CN | 445.51 | $16,370.52 |
| 2180632 | CANADIAN NATL RAILWAY CO | CA | CNR CN | 61.19 | $5,462.52 |
| 21871N101 | CORECIVIC INC | US | CXW | 1,029.88 | $26,406.10 |
| 21987BAK4 | CODELCO INC 5.62500 09/21/2035 | CL | 135,660.4 | $150,381.98 | |
| 222795106 | COUSINS PROPERTIES INC | US | CUZ | 2,053.37 | $19,137.44 |
| 22663AAA7 | ORTHO-CLINICAL DIAGNOSTI 6.62500 05/15/2022 | US | 11,905 | $11,756.19 | |
| 22822V101 | CROWN CASTLE INTL CORP | US | CCI | 130.84 | $14,500.62 |
| 228368106 | CROWN HOLDINGS INC | US | CCK | 1,477.41 | $66,882.50 |
| 22944PAA5 | CSMC 2013-TH1 A1 2.13000 02/25/2043 | US | 38,053.94 | $35,168.16 | |
| 229663109 | CUBESMART | US | CUBE | 371.4 | $11,275.73 |
| 23311RAC0 | DCP MIDSTREAM OPERATING 9.75000 03/15/2019 | US | 6,669.99 | $6,943.46 | |
| 23331A109 | DR HORTON INC | US | DHI | 53.87 | $2,354.31 |
| 2347608 | FIRST QUANTUM MINERALS LTD | CA | FM CN | 3,154.25 | $49,198.45 |
| 23918K108 | DAVITA INC. | US | DVA | 6,129.91 | $430,810.03 |
| 23918KAR9 | DAVITA INC 5.00000 05/01/2025 | US | 18,367.23 | $17,311.11 | |
| 2392471 | GRUPO BIMBO SAB- SERIES A | MX | BIMBOA MM | 3,033.88 | $6,498.22 |
| 2434760 | MEXICHEM SAB DE CV | MX | MEXCHEM* MM | 4,875.67 | $17,061.66 |
| 2491914 | KIMBERLY CLARK DE MEXICO S.A.B. | MX | 5,899.19 | $10,862.92 | |
| 25271C102 | DIAMOND OFFSHORE DRILLING | US | DO | 9,489.13 | $182,191.28 |
| 253393102 | DICK'S SPORTING GOODS INC | US | DKS | 5,418.29 | $184,980.42 |
| 253868103 | DIGITAL REALTY TRUST INC | US | DLR | 248.63 | $30,188.70 |
| 25470DAT6 | DISCOVERY COMMUNICATIONS 5.20000 09/20/2047 | US | 157,590.83 | $155,170.16 | |
| 2554475 | MAGNA INTERNATIONAL INC | CA | MG CN | 90.86 | $5,534.83 |
| 2583952 | METRO INC | CA | MRU CN | 155.88 | $5,255.62 |
| 26151AAA7 | DRAX FINCO PLC 6.62500 11/01/2025 | GB | 18,574.99 | $18,621.43 | |
| 2639349 | GRUPO AEROPORT DEL SURESTE-B | MX | 722.18 | $12,899.35 | |
| 2643674 | GRUPO MEXICO SAB DE CV-SER | MX | GMEXICOB MM | 3,559.4 | $11,204.67 |
| 26780TAA5 | DYNAGAS LNG PARTNERS/FIN 6.25000 10/30/2019 | MH | 25,037.21 | $25,099.81 | |
| 269246401 | ETRADE FINANCIAL CORP | US | ETFC | 5,776.26 | $345,478.37 |
| 2715777 | QUEBECOR INC -CL B | CA | QBR/B CN | 8,717.27 | $181,669.79 |
| 277276101 | EASTGROUP PROPERTIES | US | EGP | 42.28 | $4,029.77 |
| 2801836 | SHAW COMMUNICATIONS INC-B | CA | SJR/B CN | 10,900.16 | $227,999.56 |
| 285512109 | ELECTRONIC ARTS | US | EA | 3,292 | $423,844.78 |
| 2866857 | LUNDIN MINING CORP | CA | LUN CN | 22,027.23 | $121,917.26 |
| 294429105 | EQUIFAX INC | US | EFX | 2,878.77 | $361,285.76 |
| 29444U700 | EQUINIX INC | US | EQIX | 933.73 | $410,168.25 |
| 29472R108 | EQUITY LIFESTYLE PROPERTIES | US | ELS | 106.31 | $9,673.51 |
| 29476L107 | EQUITY RESIDENTIAL | US | EQR | 342.45 | $22,406.82 |
| 297178105 | ESSEX PROPERTY TRUST INC | US | ESS | 45.05 | $10,831.59 |
| 302154BV0 | EXPORT-IMPORT BANK KOREA 2.62500 12/30/2020 | KR | 188,683.33 | $184,827.96 | |
| 30225T102 | EXTRA SPACE STORAGE INC | US | EXR | 119.98 | $11,274.53 |
| 30251JAA9 | FDIC 2011-R1 A 2.67200 07/25/2026 | US | 14,108.38 | $14,047.03 | |
| 30286XAN9 | FREMF 2015-K43 B FLT 3.73435 02/25/2048 | US | 128,856.91 | $126,045.36 | |
| 30290HAE8 | FREMF 2012-K708 FLT 3.75035 02/25/2045 | US | 24,544.17 | $24,602.09 | |
| 30291EAE4 | FREMF 2013-K712 B FLT 3.35980 05/25/2045 | US | 82,836.58 | $82,913.00 | |
| 30291HAA5 | FREMF 2013-K28 X2A 0.10000 06/25/2046 | US | 8,869,700.32 | $31,955.76 | |
| 30291XAE2 | FREMF 2014-K715 B FLT 3.97845 02/25/2046 | US | 107,380.76 | $108,708.93 | |
| 30292HAU0 | FREMF 2014- K503 B 3.01984 10/25/2047 | US | 76,700.54 | $76,434.26 | |
| 3128M5DD9 | FHLM POOL G03400 5.50000 03/01/2037 | US | 18,172.2 | $19,621.67 | |
| 3128M6NC8 | FHLM POOL G04587 5.50000 08/01/2038 | US | 11,104.02 | $11,950.23 | |
| 3128M73P9 | FHLM POOL G05906 6.00000 04/01/2040 | US | 9,720.15 | $10,644.57 | |
| 3128MB4Q7 | FHLM POOL G13331 5.50000 10/01/2023 | US | 737.1 | $760.53 | |
| 3128MBDP9 | FHLM POOL G12610 6.00000 03/01/2022 | US | 1,714.14 | $1,770.73 | |
| 3128MBE45 | FHLM POOL G12655 6.00000 05/01/2022 | US | 1,185.19 | $1,223.77 | |
| 3128MBRH2 | FHLM POOL G12988 6.00000 01/01/2023 | US | 923.52 | $957.57 | |
| 3128MBUB1 | FHLM POOL G13078 6.00000 03/01/2023 | US | 1,619.66 | $1,677.75 | |
| 3128MJ2U3 | FHLM GOLD POOL FG G08786 4.50000 10/01/2047 | US | 99,128.68 | $103,189.59 | |
| 3128MJJT8 | FHLM POOL G08273 5.50000 06/01/2038 | US | 16,411.41 | $17,674.10 | |
| 3128P76G3 | FHLM POOL C91771 4.50000 06/01/2034 | US | 58,747.78 | $61,746.33 | |
| 3128P76R9 | FHLM POOL C91780 4.50000 07/01/2034 | US | 55,019.57 | $57,356.04 | |
| 3132LMMM5 | FHLM POOL K91364 4.50000 11/01/2033 | US | 31,550.81 | $32,799.16 | |
| 3132LNE83 | FHLM POOL K92059 4.50000 09/01/2034 | US | 45,853.08 | $48,311.05 | |
| 3132WPDP9 | FHLM GOLD POOL FG Q49109 4.00000 07/01/2047 | US | 63,695.7 | $64,730.43 | |
| 3132XSLZ1 | FHLM GOLD POOL FG Q50343 4.00000 08/01/2047 | US | 72,833.31 | $73,995.86 | |
| 31336WBS7 | FHLM POOL G11850 5.50000 07/01/2020 | US | 1,974.93 | $1,996.48 | |
| 3136B1YD0 | FNR 2018-31 KP 3.50000 07/25/2047 | US | 54,281.17 | $53,966.27 | |
| 3137A2B34 | FHMS K009 X1 FLT 1.28587 08/25/2020 | US | 905,488.4 | $19,208.58 | |
| 3137ADTK3 | FHMS K014 X1 FLT 1.14899 04/25/2021 | US | 213,458.35 | $5,661.85 | |
| 3137AJMG6 | FMHS K016 X1 FLT 1.51423 10/25/2021 | US | 264,475.11 | $10,408.02 | |
| 3137AL6W4 | FHMS K706 X1 FLT 1.54170 10/25/2018 | US | 282,429.24 | $258.87 | |
| 3137AME78 | FHMS K017 X1 FLT 1.33783 12/25/2021 | US | 1,779,287.97 | $64,746.87 | |
| 3137AUPF0 | FHMS K021 x1 FLT 1.45553 06/25/2022 | US | 772,141.53 | $35,727.45 | |
| 3137B3NB0 | FHMS K030 X1 FLT 0.20117 04/25/2023 | US | 2,897,446.06 | $24,023.59 | |
| 3137B4GZ3 | FHMS K032 X1 FLT 0.10631 05/25/2023 | US | 1,860,406.62 | $9,366.22 | |
| 3137B5KW2 | FHMS K035 A2 3.45800 08/25/2023 | US | 198,807.8 | $201,078.40 | |
| 3137BT7J4 | FHMS KJ10 A2 2.91200 12/25/2023 | US | 171,809.21 | $169,097.60 | |
| 3137BWVV3 | FHMS KJ13 A2 2.86400 08/25/2022 | US | 196,353.38 | $194,499.88 | |
| 3137F4YU0 | FHLM POOL FHR4791 4.00000 03/15/2044 | US | 72,649.27 | $73,987.71 | |
| 3137FG2L8 | FHLM POOL 4801 4.50000 05/15/2044 | US | 72,304.43 | $74,708.58 | |
| 3138ABBY4 | FEDERAL NATL MTG ASSN AH9054 4.50000 04/01/2041 | US | 15,098.77 | $15,822.41 | |
| 3138ASSD5 | FEDERAL NATL MTG ASSN AJ1415 4.50000 09/01/2041 | US | 7,169.34 | $7,508.00 | |
| 3138EGGZ1 | FEDERAL NATL MTG ASSN AL0215 4.50000 04/01/2041 | US | 98,389.31 | $103,110.96 | |
| 3138ETT89 | FEDERAL NATL MTG ASSN AL8674 FLT 5.65300 01/01/2049 | US | 209,121.51 | $223,636.30 | |
| 31403DDX4 | FEDERAL NATL MTG ASSN 745418 5.50000 04/01/2036 | US | 40,068.53 | $43,292.82 | |
| 31407EJW4 | FEDERAL NATL MTG ASSN 828377 5.50000 06/01/2035 | US | 20,842.26 | $22,521.28 | |
| 3140EWG66 | FEDERAL NATL MTG ASSN BC2020 3.50000 07/01/2046 | US | 126,767.11 | $125,973.79 | |
| 3140FA5G3 | FEDERAL NATL MTG ASSN FN BD3546 4.00000 09/01/2047 | US | 45,918.07 | $46,702.99 | |
| 3140FPGW3 | FEDERAL NATL MTG ASSN BE3812 4.00000 12/01/2046 | US | 106,178.97 | $107,927.72 | |
| 31410FSE6 | FEDERAL NATL MTG ASSN 888017 6.00000 11/01/2021 | US | 1,272 | $1,310.17 | |
| 31410FV51 | FEDERAL NATL MTG ASSN 888136 6.00000 12/01/2021 | US | 1,568.33 | $1,616.73 | |
| 31410GCD3 | FEDERAL NATL MTG ASSN 888468 5.50000 09/01/2021 | US | 11,126.39 | $11,364.03 | |
| 31410GN33 | FEDERAL NATL MTG ASSN 888810 5.50000 11/01/2022 | US | 13,165.76 | $13,436.24 | |
| 31410HAQ4 | MACYS RETAIL HLDGS INC 6.90000 04/01/2029 | US | 72,342.88 | $78,246.58 | |
| 31410KGB4 | FEDERAL NATL MTG ASSN 889494 5.50000 01/01/2037 | US | 37,699.74 | $40,722.77 | |
| 31411JXP6 | FEDERAL NATL MTG ASSN 909786 5.50000 03/01/2037 | US | 7,115.35 | $7,661.19 | |
| 31416BSW9 | FEDERAL NATL MTG ASSN 995233 5.50000 10/01/2021 | US | 580.06 | $589.46 | |
| 31416BVW5 | FEDERAL NATL MTG ASSN 995329 5.50000 12/01/2021 | US | 7,649.81 | $7,817.89 | |
| 31418BBC9 | FEDERAL NATL MTG ASSN MA1834 4.50000 02/01/2034 | US | 87,162.9 | $90,851.20 | |
| 31418BDH6 | FEDERAL NATL MTG ASSN MA1903 4.50000 05/01/2034 | US | 54,476.15 | $56,772.06 | |
| 31418CAF1 | FEDERAL NATL MTG ASSN FN MA2705 3.00000 08/01/2046 | US | 35,383.36 | $34,154.19 | |
| 31418MG63 | FEDERAL NATL MTG ASSN AD0220 6.00000 10/01/2038 | US | 2,969.51 | $3,237.68 | |
| 31418MQQ8 | FEDERAL NATL MTG ASSN AD0462 5.50000 10/01/2024 | US | 1,161.47 | $1,207.82 | |
| 31428X106 | FEDEX CORPORATION | US | FDX | 1,940.2 | $477,036.29 |
| 3163836 | INTERTEK GROUP PLC | GB | ITRK LN | 72.18 | $5,568.05 |
| 3174300 | BURBERRY GROUP PLC | GB | BRBY LN | 377.76 | $10,434.31 |
| 32054K103 | FIRST INDUSTRIAL REALTY TR | US | FR | 228.56 | $7,439.63 |
| 3208986 | NEXT PLC | GB | NXT LN | 67.14 | $5,227.29 |
| 336130AB5 | FIRST QUALITY FINANCE CO 5.00000 07/01/2025 | US | 12,518.61 | $11,548.42 | |
| 345605109 | FOREST CITY REALTY TRUST - A | US | FCE/A | 326.48 | $8,152.25 |
| 35671D857 | FREEPORT-MCMORAN INC | US | FCX | 8,801.32 | $145,221.77 |
| 357081AE8 | FREMF 2015-K720 B FLT 3.39055 07/25/2022 | US | 65,655.66 | $64,081.51 | |
| 35802XAA1 | FRESENIUS MED CARE US 6.50000 09/15/2018 | US | 8,104.96 | $8,135.79 | |
| 35802XAD5 | FRESENIUS MED CARE II 5.62500 07/31/2019 | US | 126,980.59 | $130,006.79 | |
| 36143WAN1 | GAHR 2015-NRF BFX FLT 3.38216 12/15/2034 | US | 147,265.04 | $147,115.22 | |
| 36174X101 | GGP INC | US | GGP | 448.65 | $9,565.23 |
| 36223NTR5 | GNMA POOL 312960 9.00000 09/15/2021 | US | 25.99 | $26.27 | |
| 36246MAT6 | GTP AQUISITION PARTNERS 2.35000 06/15/2020 | US | 32,152.87 | $31,531.30 | |
| 36248EAA3 | GSMS 2010-C2 3.84900 12/10/2043 | US | 3,309.16 | $3,340.40 | |
| 371559105 | GENESEE & WYOMING INC -CL A | US | GWR | 3,794.26 | $326,306.59 |
| 374297109 | GETTY REALTY CORP | US | GTY | 287.54 | $8,238.06 |
| 37953TAB1 | GLOBAL SHIP LEASE INC 9.87500 11/15/2022 | MH | 26,472.19 | $26,306.74 | |
| 38379RRX3 | GNR 2017-54 AH MTGE 2.60000 12/16/2056 | US | 88,159.74 | $83,311.28 | |
| 39807UAB2 | GREYSTAR REAL ESTATE PAR 5.75000 12/01/2025 | US | 12,825.41 | $12,440.65 | |
| 400506101 | GRUPO AEROPORTUARIO PAC-ADR | MX | PAC | 135.89 | $12,848.07 |
| 40414L109 | HCP INC | US | HCP | 545.32 | $14,123.68 |
| 4057808 | L'OREAL | FR | OR FP | 42.68 | $10,429.71 |
| 4061412 | LVMH MOET HENNESSY LOUIS VUITTON | FR | MC FP | 16.45 | $5,731.47 |
| 410345AL6 | HANESBRANDS INC 4.87500 05/15/2026 | US | 11,083.63 | $10,709.56 | |
| 4163437 | CAP GEMINI | FR | CAP FP | 43.58 | $5,575.44 |
| 421946104 | HEALTHCARE REALTY TRUST INC | US | HR | 345.74 | $10,271.94 |
| 42225P501 | HEALTHCARE TRUST OF AMERICA | US | HTA | 344.33 | $9,407.22 |
| 431318AQ7 | HILCORP ENERGY I/HILCORP 5.75000 10/01/2025 | US | 11,697.24 | $11,668.00 | |
| 44053FAA8 | HORIZON PHARMA INC/HORIZ 8.75000 11/01/2024 | US | 19,021.73 | $20,210.59 | |
| 44107P104 | HOST MARRIOTT CORP | US | HST | 949.84 | $19,889.63 |
| 444454AD4 | HUGHES SATELLITE SYSTEMS 5.25000 08/01/2026 | US | 25,957.62 | $24,789.53 | |
| 4457624 | TRIGANO SA | FR | TRI FP | 160.63 | $23,054.48 |
| 4497749 | KBC GROEP NV | BE | KBC BB | 144.52 | $11,094.38 |
| 45031UCD1 | ISTAR INC 5.25000 09/15/2022 | US | 19,495.4 | $19,008.01 | |
| 45337C102 | INCYTE CORP | US | INCY | 12,942.63 | $861,202.78 |
| 45378A106 | INDEPENDENCE REALTY TRUST IN | US | IRT | 629.09 | $6,385.22 |
| 45763PAE6 | INMARSAT FINANCE PLC 4.87500 05/15/2022 | GB | 18,901.17 | $18,712.16 | |
| 45866F104 | INTERCONTINENTALEXCHANGE INC | US | ICE | 581.95 | $43,011.80 |
| 459745GH2 | INTL LEASE FINANCE CORP 6.25000 05/15/2019 | US | 161,192.8 | $165,269.04 | |
| 46120E602 | INTUITIVE SURGICAL INC | US | ISRG | 256.38 | $130,290.45 |
| 46187BAA1 | IHSFR 2017-SFR2 A 2.92325 12/17/2036 | US | 30,220.33 | $30,202.59 | |
| 46187BAB9 | IHSFR 2017-SFR2 B 3.22325 12/17/2036 | US | 22,703.36 | $22,742.10 | |
| 46187W107 | INVITATION HOMES INC | US | INVH | 794.82 | $18,368.35 |
| 464287739 | ISHARES DJ US REAL ESTATE | US | 111.56 | $9,064.14 | |
| 46625HHL7 | JPMORGAN CHASE & CO 6.30000 04/23/2019 | US | 221,937.48 | $227,730.13 | |
| 46639GAL0 | JPMMT 2013-1 1A2 3.00000 03/25/2043 | US | 27,085.75 | $26,092.25 | |
| 46640BAC8 | JPMMT 2013-2 A2 3.50000 05/25/2043 | US | 31,934.27 | $31,281.85 | |
| 46641YAA1 | JPMMT 2014-2 1A1 3.00000 06/25/2029 | US | 55,545.38 | $54,890.11 | |
| 46647SAJ9 | JPMMT 2017-3 1A5 3.50000 08/25/2047 | US | 72,303.58 | $71,224.67 | |
| 476405105 | JERNIGAN CAPITAL INC | US | JCAP | 342.36 | $6,227.45 |
| 478160104 | JOHNSON & JOHNSON | US | JNJ | 4,607.39 | $610,571.16 |
| 47987LAA9 | JONAH NRG LLC/FINANCE 7.25000 10/15/2025 | US | 23,295.44 | $19,276.98 | |
| 4800659 | LUXOTTICA GROUP SPA | IT | LUX IM | 82.67 | $5,589.37 |
| 4821100 | SOLVAY SA | BE | SOLB BB | 178.05 | $24,393.41 |
| 4824778 | SGS SA-REG | CH | SGSN SW | 2.37 | $6,164.93 |
| 4834108 | SCHNEIDER ELECTRIC SA | FR | SU FP | 65.37 | $5,247.07 |
| 4846288 | SAP AG | DE | SAP GR | 46.37 | $5,396.94 |
| 494550AW6 | KINDER MORGAN ENER PART 6.95000 01/15/2038 | US | 191,812.73 | $226,675.19 | |
| 497864AA6 | KISSNER GR HLDG 8.37500 12/01/2022 | CA | 21,237.17 | $21,608.82 | |
| 500630CK2 | KOREA DEVELOPMENT BANK 1.37500 09/12/2019 | KR | 12,272.09 | $12,043.89 | |
| 50187T106 | LGI HOMES INC | US | LGIH | 38.07 | $1,967.86 |
| 50187TAE6 | LGI HOMES INC 6.87500 07/15/2026 | US | 18,159.46 | $18,159.46 | |
| 50212YAB0 | LPL HOLDINGS INC 5.75000 09/15/2025 | US | 16,417.69 | $15,925.16 | |
| 502160AM6 | LSB INDUSTRIES 9.62500 05/01/2023 | US | 16,427.38 | $16,714.86 | |
| 50218LAC0 | LSTAR COMMERCIAL MORTGAGE TR FLT 2.76700 01/20/2041 | US | 5,173.26 | $5,153.59 | |
| 5048566 | SWEDISH MATCH AB | SE | SWMA SS | 104.78 | $5,727.80 |
| 505742AD8 | LADDER CAP FIN LLLP/CORP 5.87500 08/01/2021 | US | 11,182.67 | $11,294.50 | |
| 5076705 | HENKEL AG & CO KGAA VORZUG | DE | HEN3 GR | 81.87 | $10,273.25 |
| 5107401 | BEIERSDORF AG | DE | BEI GR | 1,784.02 | $207,960.91 |
| 512816109 | LAMAR ADVERTISING CO | US | LAMR | 82.62 | $6,083.49 |
| 5129074 | FRESENIUS MEDICAL | DE | FME GR | 943.17 | $92,009.98 |
| 5228658 | RANDSTAD HOLDING NV | NL | RAND NA | 261.85 | $16,571.83 |
| 5253973 | HERMES INTERNATIONAL | FR | RMS FP | 16.46 | $10,415.17 |
| 526057104 | LENNAR CORP | US | LEN | 43.61 | $2,279.61 |
| 5263574 | FLSMIDTH & CO A/S | DK | FLS DC | 136.12 | $8,958.18 |
| 5289837 | ERSTE GROUP BANK AG | AT | EBS AV | 269.92 | $11,658.03 |
| 531172104 | LIBERTY PROPERTY TRUST | US | LPT | 387.2 | $16,595.19 |
| 53223X107 | LIFE STORAGE INC | US | LSI | 51.52 | $4,943.77 |
| 5458314 | AKZO NOBEL | NL | AKZA NA | 2,004.88 | $185,171.80 |
| 5474008 | BANKINTER S.A. | ES | BKT SM | 1,496.14 | $14,430.59 |
| 550021109 | LULULEMON - ADR | CA | LULU | 5,409.72 | $648,895.83 |
| 55354GAF7 | MSCI INC 5.37500 05/15/2027 | US | 11,697.24 | $11,784.97 | |
| 554382101 | THE MACERICH CO | US | MAC | 105.38 | $6,223.97 |
| 5545670 | JUNGHEINRICH AG | DE | JUN3 GR | 302.19 | $11,121.80 |
| 55616XAC1 | MACYS RETAIL HLDGS INC 7.00000 02/15/2028 | US | 71,828.32 | $78,268.21 | |
| 55933JAB0 | MAGNACHIP SEMICONDUCTOR 6.62500 07/15/2021 | US | 20,623.57 | $20,056.42 | |
| 5633616 | SOPRA STERIA GROUP | FR | SOP FP | 133.56 | $23,624.57 |
| 5654781 | ATOS ORIGIN SA | FR | ATO FP | 40.91 | $5,481.69 |
| 5669354 | REPSOL SA | ES | REP SM | 1,085.11 | $21,523.10 |
| 5671519 | WOLTERS KLUWER | NL | WKL NA | 93.77 | $5,646.80 |
| 5699373 | WIENERBERGER AG | AT | WIE AV | 644.54 | $15,799.75 |
| 5713422 | METSO OYJ | FI | METSO FH | 591.04 | $21,647.66 |
| 5727973 | SIEMENS AG-REG | DE | SIE GR | 159.27 | $22,479.29 |
| 57636Q104 | MASTERCARD INC-CLASS A | US | MA | 3,862.59 | $764,792.87 |
| 5852842 | ACCOR SA | FR | AC FP | 282.12 | $14,523.81 |
| 58933Y105 | MERCK & CO INC | US | MRK | 4,262.62 | $280,778.51 |
| 59001ABA9 | MERITAGE HOMES CORP 5.12500 06/06/2027 | US | 16,516.72 | $15,154.09 | |
| 594918104 | MICROSOFT CORP | US | MSFT | 6,752.51 | $716,306.09 |
| 59522J103 | MID-AMERICA APARTMENT COMM | US | MAA | 229.05 | $23,083.22 |
| 5980613 | GIVAUDAN - REG | CH | GIVN SW | 2.37 | $5,535.93 |
| 5999330 | TELEPERFORMANCE | FR | TEP FP | 32.69 | $5,985.77 |
| 6054603 | ASAHI KASEI CORP | JP | 3407 JP | 435.81 | $5,825.45 |
| 609207105 | MONDELEZ INTERNATIONAL INC | US | MDLZ | 3,008.01 | $130,487.66 |
| 6125286 | TREND MICRO INC | JP | 4704 JP | 172.78 | $10,208.87 |
| 6129277 | NTT DOCOMO INC | JP | 9437 JP | 413.44 | $10,643.99 |
| 6136749 | OBIC CO LTD | JP | 4684 JP | 125.48 | $10,779.37 |
| 6141680 | ORACLE CORP JAPAN | JP | 4716 JP | 125.48 | $10,531.87 |
| 6149457 | KOBAYASHI PHARMACEUTICAL CO | JP | 4967 JP | 115.19 | $9,615.71 |
| 61744YAG3 | MORGAN STANLEY FLT 3.58313 05/08/2024 | US | 225,421.03 | $229,468.08 | |
| 6180412 | COMPUTERSHARE LTD | AU | CPU AU | 388.36 | $5,256.69 |
| 6196408 | CHUGAI PHARMACEUTICAL CO LTD | JP | 4519 JP | 209.79 | $10,671.02 |
| 62426EAA3 | MOUNTAIN PROVINCE DIAMON 8.00000 12/15/2022 | CA | 27,907.16 | $28,325.77 | |
| 6248990 | KDDI CORP | JP | 9433 JP | 376.43 | $10,478.64 |
| 6250724 | DAIKIN INDUSTRIES LTD | JP | 6367 JP | 143.88 | $17,198.56 |
| 6291819 | CHINA PETROLEUM & CHEMICAL - H | CN | 386 HK | 12,662.64 | $12,171.88 |
| 62944T105 | NVR INC | US | NVR | .31 | $846.60 |
| 6353418 | FRUTAROM | IL | FRUT IT | 52.86 | $5,343.29 |
| 6356934 | FANUC LTD | JP | 6954 JP | 56.37 | $11,365.85 |
| 637417106 | NATIONAL RETAIL PROPERTIES | US | NNN | 165.01 | $7,361.00 |
| 6390921 | NOMURA RESEARCH INSTITUTE LT | JP | 4307 JP | 203.65 | $9,787.01 |
| 63938CAE8 | NAVIENT CORP 7.25000 09/25/2023 | US | 10,054.5 | $10,532.09 | |
| 64110W102 | NETEASE.COM INC- ADR | CN | NTES | 50.43 | $13,010.30 |
| 6441506 | HOYA CORP | JP | 7741 JP | 84.31 | $5,073.42 |
| 6446620 | HYUNDAI HEAVY INDUSTRIES | KR | 009540 KS | 53.24 | $5,086.27 |
| 6451066 | HYUNDAI MIPO DOCKYARD | KR | 010620 KS | 68.66 | $5,757.21 |
| 647581107 | NEW ORIENTAL EDUCATIO- SP ADR | CN | EDU | 128.78 | $11,080.55 |
| 6482903 | KANAMOTO CO LTD | JP | 9678 JP | 345.36 | $10,768.80 |
| 64829DAG1 | NRZT 2014-3A AFX3 3.75000 11/25/2054 | US | 38,349.07 | $38,370.91 | |
| 64829EAA2 | NRZT 2015-2A A1 3.75000 08/25/2055 | US | 69,867.05 | $69,908.65 | |
| 64829LAA6 | NRZT 2016-4A A1 3.75000 11/25/2056 | US | 122,040.35 | $121,961.51 | |
| 6483809 | KAO CORP | JP | 4452 JP | 74.02 | $5,407.32 |
| 6490809 | KIKKOMAN CORP | JP | 2801 JP | 213.94 | $10,153.95 |
| 6490995 | KEYENCE CORP | JP | 6861 JP | 44.37 | $23,472.07 |
| 6496324 | KOITO MANUFACTURINING CO LTD | JP | 7276 JP | 80.16 | $5,163.26 |
| 6518808 | LION CORP | JP | 4912 JP | 596.32 | $10,797.23 |
| 6531827 | GEELY AUTOMOBILE HOLDINGS LT | CN | 175 HK | 4,237.32 | $9,718.11 |
| 65409QBB7 | NIELSEN FINANCE LLC/CO 5.00000 04/15/2022 | US | 11,697.24 | $11,368.25 | |
| 654106103 | NIKE INC CLASS B | US | NKE | 2,270.45 | $174,620.33 |
| 6555805 | MAKITA CORP | JP | 6586 JP | 117.17 | $5,270.85 |
| 6619604 | NGK SPARK PLUG CO LTD | JP | 5334 JP | 195.34 | $5,640.82 |
| 6630940 | CHINA EVERBRIGHT INTL LTD | HK | 257 HK | 10,463.79 | $12,766.63 |
| 6640507 | NIPPON PAINT HOLDINGS CO LTD | JP | 4612 JP | 131.61 | $5,751.75 |
| 6641588 | NISSAN CHEMICAL INDUSTRIES | JP | 4021 JP | 121.32 | $5,439.04 |
| 6642387 | YAMAHA CORP | JP | 7951 JP | 335.26 | $15,688.20 |
| 66727WAA0 | NORTHWEST ACQ/DOMINION 7.12500 11/01/2022 | CA | 32,320.81 | $32,240.01 | |
| 66987V109 | NOVARTIS AG- REG | CH | NVS | 9,161.95 | $768,687.89 |
| 67087MAA4 | OBP DEPOSITOR LLC TRUST 4.64620 07/15/2045 | US | 9,204.06 | $9,417.77 | |
| 67091GAA1 | OCI NV 6.62500 04/15/2023 | NL | 18,159.46 | $18,550.80 | |
| 67103H107 | O'REILLY AUTOMOTIVE INC | US | ORLY | 1,155.38 | $353,545.76 |
| 6743882 | JAPAN EXCHANGE GROUP INC | JP | 8697 JP | 589.99 | $10,494.84 |
| 6772217 | SAMSUNG HEAVY INDUSTRIES | KR | 010140 KS | 826.86 | $4,803.50 |
| 6776606 | SANTEN PHARMACEUTICAL CO LTD | JP | 4536 JP | 310.53 | $5,194.02 |
| 6791591 | SECOM CO LTD | JP | 9735 JP | 74.02 | $5,657.54 |
| 680665205 | OLIN CORP | US | OLN | 4,118.1 | $121,525.13 |
| 683235AA3 | ONTARIO (PROVINCE OF) 2.00000 09/27/2018 | CA | 55,224.39 | $55,192.91 | |
| 68323ADY7 | ONTARIO (PROVINCE OF) 1.25000 06/17/2019 | CA | 55,224.39 | $54,548.31 | |
| 6865504 | SUZUKI MOTOR CORP | JP | 7269 JP | 285.79 | $16,809.51 |
| 69007J106 | OUTFRONT MEDIA INC | US | OUT | 255.52 | $5,429.78 |
| 6913168 | GUANGDONG INVESTMENT LTD | HK | 270 HK | 6,170.92 | $10,638.76 |
| 69145LAA2 | OXFORD FIN LLC/CO-ISS II 6.37500 12/15/2022 | US | 17,338.09 | $17,598.16 | |
| 6979728 | WOODSIDE PETROLEUM LTD | AU | WPL AU | 404.69 | $10,847.17 |
| 6985383 | ASTELLAS PHARMA INC | JP | 4503 JP | 324.97 | $5,300.61 |
| 70014LAC4 | PARK AEROSPACE HOLDINGS 4.50000 03/15/2023 | KY | 17,338.09 | $16,557.88 | |
| 7110902 | TECAN GROUP AG-REG | CH | TECN SW | 21.7 | $5,505.88 |
| 7123870 | NESTLE SA-REGISTERED | CH | NESN SW | 2,441.29 | $198,948.86 |
| 7145056 | ENI SPA | IT | ENI IM | 560.58 | $10,790.33 |
| 7156036 | SONOVA HOLDING AG-REG | CH | SOON SW | 57.59 | $10,617.87 |
| 71654QCJ9 | PETROLEOS MEXICANOS 6.35000 02/12/2048 | MX | 121,528.12 | $108,008.12 | |
| 718172109 | PHILIP MORRIS INTERNATIONAL | US | PM | 1,243.68 | $107,329.43 |
| 71943U104 | PHYSICIANS REALTY TRUST | US | DOC | 1,201.15 | $18,930.14 |
| 7212477 | ESSILOR INTERNATIONAL | FR | EI FP | 73.74 | $10,866.92 |
| 729640102 | PLYMOUTH INDUSTRIAL REIT INC | US | 316.39 | $4,628.84 | |
| 733174AJ5 | POPULAR INC 7.00000 07/01/2019 | US | 22,068.23 | $22,465.46 | |
| 7339451 | ORPEA SA | FR | ORP FP | 141.11 | $19,378.60 |
| 7380062 | AAREAL BANK AG | DE | ARL GR | 237.52 | $10,915.21 |
| 7380482 | COMPAGNIE DE SAINT-GOBAIN | FR | SGO FP | 725.69 | $32,262.69 |
| 741503AZ9 | PRICELINE GROUP INC/THE 3.60000 06/01/2026 | US | 235,871.68 | $229,425.46 | |
| 74340W103 | PROLOGIS | US | PLD | 555.55 | $36,454.98 |
| 744320AL6 | PRUDENTIAL FINANCIAL INC 5.87500 09/15/2042 | US | 143,656.63 | $153,023.04 | |
| 74460D109 | PUBLIC STORAGE INC | US | PSA | 110.31 | $24,029.28 |
| 74736K101 | QORVO INC | US | QRVO | 10,908.35 | $891,866.59 |
| 758849103 | REGENCY CENTERS CORP | US | REG | 153.66 | $9,777.17 |
| 75886F107 | REGENERON PHARMACEUTICALS INC | US | REGN | 942.71 | $346,925.81 |
| 77340RAK3 | ROCKIES EXPRESS PIPELINE 5.62500 04/15/2020 | US | 10,054.5 | $10,345.08 | |
| 7759435 | ILIAD SA | FR | ILD FP | 52.05 | $8,229.04 |
| 780259107 | ROYAL DUTCH SHELL PLC-ADR B | NL | RDS/B | 364.39 | $25,886.24 |
| 783513203 | RYANAIR HOLDINGS - ADR | IE | RYAAY | 69.35 | $7,309.63 |
| 78410G104 | SBA COMMUNICATIONS CORP | US | SBAC | 1,863.25 | $294,859.59 |
| 78442PGC4 | SLM CORP 5.12500 04/05/2022 | US | 15,388.55 | $15,349.93 | |
| 785592AV8 | SABINE PASS LIQUEFACTION 5.87500 06/30/2026 | US | 212,100.43 | $230,671.83 | |
| 80282KAS5 | SANTANDER HOLDINGS USA 3.40000 01/18/2023 | US | 156,977.23 | $152,039.26 | |
| 806857108 | SCHLUMBERGER LTD | NL | SLB | 9,073.87 | $612,667.62 |
| 808513105 | CHARLES SCHWAB CORP/THE | US | SCHW | 13,419.64 | $685,207.05 |
| 81211K100 | SEALED AIR CORP | US | SEE | 9,863.1 | $434,666.81 |
| 812578102 | SEATTLE GENETICS INC | US | SGEN | 5,455.16 | $384,043.33 |
| 81663AAD7 | SEMGROUP CORP 6.37500 03/15/2025 | US | 23,186.71 | $22,259.24 | |
| 81745CAB9 | SEMT 2013-7 A2 3.00000 06/25/2043 | US | 32,912.27 | $31,577.61 | |
| 81745EAA7 | SEMT 2013-8 A1 3.00000 06/25/2043 | US | 45,551.76 | $43,871.17 | |
| 81745MAA9 | SEMT 2013-2 1.87400 02/25/2043 | US | 39,153.62 | $34,980.02 | |
| 81762P102 | SERVICENOW INC | US | NOW | 2,303.32 | $405,291.66 |
| 81783QAC9 | SEVEN GENERATIONS ENERGY 5.37500 09/30/2025 | CA | 12,726.37 | $12,217.32 | |
| 822538AE4 | SHELF DRILL HOLD LTD 8.25000 02/15/2025 | KY | 11,489.47 | $11,719.26 | |
| 828806109 | SIMON PROPERTY GROUP INC | US | SPG | 296.27 | $52,205.69 |
| 83088M102 | SKYWORKS SOLUTIONS INC | US | SWKS | 5,539.25 | $523,902.60 |
| 83401BAA4 | SOFI 2017-F A1FX 2.05000 01/25/2041 | US | 18,790.08 | $18,614.43 | |
| 83401BAB2 | SOFI 2017-F A2FX 2.84000 01/25/2041 | US | 13,806.1 | $13,453.21 | |
| 83406EAB1 | SOFI 2018-A A2A 2.39000 02/25/2042 | US | 43,610.76 | $43,239.79 | |
| 84265V105 | SOUTHERN COPPER CORPORATION | US | SCCO | 2,400.56 | $118,491.70 |
| 845467AL3 | SOUTHWESTERN ENERGY CO 6.20000 01/23/2025 | US | 18,367.23 | $18,114.68 | |
| 852061AK6 | SPRINT COMMUNICATIONS 9.00000 11/15/2018 | US | 5,848.62 | $5,948.05 | |
| 85208M102 | SPROUTS FARMERS MARKET INC | US | SFM | 5,097.92 | $109,554.24 |
| 85254J102 | STAG INDUSTRIAL INC | US | STAG | 382.47 | $10,449.21 |
| 85571XAA5 | SRPT 2014-STAR A FLTG RATE 3.29163 11/15/2027 | US | 84,471.95 | $84,507.34 | |
| 866674104 | SUN COMMUNITIES | US | SUI | 208.02 | $20,169.25 |
| 867892101 | SUNSTONE HOTEL INVESTORS INC | US | SHO | 735.78 | $11,971.08 |
| 87243QAB2 | TENET HEALTHCARE CORP 6.00000 10/01/2020 | US | 6,669.99 | $6,928.45 | |
| 874080104 | TAL EDUCATION GROUP - ADR | CN | TAL | 150.07 | $4,800.72 |
| 87470LAA9 | TALLGRASS NRG PRTNR/FIN 5.50000 09/15/2024 | US | 9,341.86 | $9,575.41 | |
| 87677QAA9 | TXEZ 2016-1A 3.13100 06/15/2028 | US | 35,177.25 | $35,103.00 | |
| 87854WAA1 | TECHNIPLAS LLC 10.00000 05/01/2020 | US | 14,873.99 | $13,126.29 | |
| 88032WAG1 | TENCENT HOLDINGS LTD 3.59500 01/19/2028 | KY | 159,431.65 | $152,046.76 | |
| 882508104 | TEXAS INSTRUMENTS INC | US | TXN | 2,830.77 | $315,120.84 |
| 883556102 | THERMO FISHER SCIENTIFIC INC | US | TMO | 469.34 | $110,074.30 |
| 88650V208 | TIER REIT INC | US | TIER | 501.43 | $11,918.89 |
| 89173CAA5 | TPMT 2016-5 A1 2.50000 10/25/2056 | US | 164,858.61 | $160,457.00 | |
| 89613BAA5 | TAH 2013-SFR1 A 2.58900 11/17/2033 | US | 137,137.06 | $132,560.62 | |
| 89613FAA6 | TAH 2017-SFR2 A 2.92800 01/17/2036 | US | 46,020.32 | $44,177.03 | |
| 896356AE2 | TRINIDAD DRILLING LTD 6.62500 02/15/2025 | CA | 20,623.57 | $19,953.30 | |
| 901109AF5 | TUTOR PERINI CORP 6.87500 05/01/2025 | US | 19,287.63 | $19,142.98 | |
| 902653104 | UDR INC | US | UDR | 540.62 | $20,803.22 |
| 903002103 | UMH PROPERTIES INC | US | UMH | 350.98 | $5,419.06 |
| 90320MAA3 | UPCB FINANCE IV LTD 5.37500 01/15/2025 | KY | 33,905.41 | $32,718.72 | |
| 90384S303 | ULTA BEAUTY INC | US | ULTA | 696.22 | $170,148.91 |
| 904767704 | UNILEVER PLC - ADR | GB | UL | 9,932.92 | $566,275.50 |
| 912796PY9 | TREASURY BILL 0.00000 09/06/2018 | US | 365,094.57 | $364,404.54 | |
| 912810FM5 | UNITED STATES TREAS BOND 6.25000 05/15/2030 | US | 338,319.97 | $447,586.75 | |
| 912810PT9 | UNITED STATES TREAS BOND 4.75000 02/15/2037 | US | 527,654.62 | $658,207.91 | |
| 912810QV3 | UNITED STATES TREAS INFL INDEX 0.75000 02/15/2042 | US | 242,937.83 | $233,660.52 | |
| 912810RK6 | US TREASURY N/B 2.50000 02/15/2045 | US | 293,916.47 | $262,894.50 | |
| 912810RX8 | US TREASURY N/B 3.00000 05/15/2047 | US | 758,102.8 | $745,635.56 | |
| 9128282N9 | US TREASURY N/B 2.12500 07/31/2024 | US | 1,996,768.42 | $1,911,827.77 | |
| 9128283W8 | US TREASURY N/B 2.75000 02/15/2028 | US | 355,890.5 | $349,509.50 | |
| 912828D23 | US TREASURY N/B 1.62500 04/30/2019 | US | 705,644.96 | $701,813.53 | |
| 912828K33 | UNITED STATES TREAS INFL INDEX 0.12500 04/15/2020 | US | 475,950.43 | $468,653.30 | |
| 912828K58 | UNITED STATES TREAS NTS 1.37500 04/30/2020 | US | 714,849.03 | $699,379.25 | |
| 912828R28 | US TREASURY N/B 1.62500 04/30/2023 | US | 380,434.68 | $359,926.87 | |
| 912828R36 | US TREASURY N/B 1.62500 05/15/2026 | US | 389,209.22 | $353,648.26 | |
| 912828RT9 | US TREASURY N/B 1.37500 11/30/2018 | US | 380,434.68 | $379,513.31 | |
| 912828S92 | US TREASURY N/B 1.25000 07/31/2023 | US | 1,166,549.14 | $1,079,787.05 | |
| 912828UH1 | UNITED STATES TREAS INFL INDEX 0.12500 01/15/2023 | US | 235,871.97 | $228,717.36 | |
| 912828X88 | US TREASURY N/B 2.37500 05/15/2027 | US | 881,686.09 | $842,285.75 | |
| 91704F104 | URBAN EDGE PROPERTIES | US | UE | 687.8 | $15,599.23 |
| 92276F100 | VENTAS INC | US | VTR | 140.62 | $7,928.33 |
| 92339V100 | VEREIT INC | US | VER | 1,009.96 | $7,705.98 |
| 92343VDV3 | VERIZON COMMUNICATIONS 5.50000 03/16/2047 | US | 213,941.25 | $233,443.98 | |
| 92532F100 | VERTEX PHARMACEUTICALS INC | US | VRTX | 1,285.46 | $225,019.70 |
| 92826C839 | VISA INC - CLASS A SHARES | US | V | 4,431.52 | $605,966.07 |
| 92903PAC3 | VNO 2010 - VNO A2FX 4.00350 09/13/2028 | US | 23,316.96 | $23,706.85 | |
| 929042109 | VORNADO REALTY TRUST | US | VNO | 230.19 | $16,555.49 |
| 92936CAE9 | WFRBS 2011-C4 A3 4.39400 06/15/2044 | US | 1,705.99 | $1,714.97 | |
| 92960PAA7 | W/S PACKAGING HOLDINGS 9.00000 04/15/2023 | US | 16,724.49 | $17,058.98 | |
| 948565AC0 | WEEKLEY HOMES LLC/ FINAN 6.00000 02/01/2023 | US | 10,875.87 | $10,495.21 | |
| 94856TAA2 | WEEKLEY HOMES LLC/ FINAN 6.62500 08/15/2025 | US | 18,980.83 | $18,031.79 | |
| 94987MAB7 | WELLS FARGO COMMERCIAL MORTGAGE 4.39300 11/15/2043 | US | 36,816.26 | $37,588.17 | |
| 95040Q104 | WELLTOWER INC. | US | WELL | 182.86 | $11,447.07 |
| 962166104 | WEYERHAEUSER CO | US | WY | 190.49 | $6,510.95 |
| 962178AL3 | TRI POINTE HOLDINGS INC 4.37500 06/15/2019 | US | 12,518.61 | $12,530.63 | |
| 962178AN9 | TRI POINTE GROUP / HOMES 5.87500 06/15/2024 | US | 11,083.63 | $11,000.51 | |
| 97651JAE6 | WINWATER MORTGAGE LOAN TRUST 3.50000 03/20/2045 | US | 41,618.5 | $41,626.96 | |
| 97652TAA1 | WIN 2015-1 A1 3.50000 01/20/2045 | US | 46,189.83 | $45,229.54 | |
| 98919V105 | ZAYO GROUP HOLDINGS INC | US | ZAYO | 14,302.24 | $530,469.96 |
| AP0787667 | MPC CONTAINER SHIPS FLT 7.08188 09/22/2022 | NL | 12,272.09 | $12,567.11 | |
| AP8694550 | BOREALIS FINANCE LLC 7.50000 11/16/2022 | MH | 24,423.61 | $24,164.11 | |
| B02J639 | ADMIRAL GROUP PLC | GB | ADM LN | 209.44 | $5,444.37 |
| B037JC2 | NEXITY | FR | NXI FP | 165.58 | $10,188.70 |
| B0386J1 | JYSKE BANK-REG | DK | JYSK DC | 219.14 | $12,412.19 |
| B06JSP1 | SYDBANK A/S | DK | SYDB DC | 312.94 | $11,613.99 |
| B09DHL9 | MTU AERO ENGINES HOLDING AG | DE | MTX GR | 28.69 | $6,083.42 |
| B09M9D2 | KONE OYJ-B | FI | KNEBV FH | 191.5 | $10,468.49 |
| B0JDQD4 | BANDAI NAMCO HOLDINGS INC | JP | 7832 JP | 250.95 | $10,040.27 |
| B0R7JF1 | IPSEN | FR | IPN FP | 31.68 | $5,262.77 |
| B11TCY0 | SCHINDLER HOLDING-PART CERT | CH | SCHP SW | 45.56 | $10,609.62 |
| B138HB7 | KAUFMAN & BROAD SA | FR | KOF FP | 292.19 | $14,934.19 |
| B13X013 | EIFFAGE | FR | FGR FP | 194.5 | $21,735.51 |
| B15C557 | TOTAL SA | FR | FP FP | 263.42 | $17,181.82 |
| B19NLV4 | EXPERIAN PLC | GB | EXPN LN | 213.77 | $5,248.42 |
| B1CRLC4 | MONDI PLC | GB | MNDI LN | 199.06 | $5,473.28 |
| B1FW751 | GALP ENERGIA SGPS SA | PT | GALP PL | 1,412.42 | $29,008.44 |
| B1KFX13 | GRUPO AEROPORTUARIO DEL CENT | MX | OMAB MM | 1,139.97 | $6,930.56 |
| B1WGG93 | GEBERIT AG-REG | CH | GEBN SW | 37.73 | $16,801.28 |
| B1WY233 | SMITHS GROUP PLC | GB | SMIN LN | 239.37 | $5,058.62 |
| B1XFTL2 | HEXAGON AB-B SHS | SE | HEXAB SS | 273.54 | $16,672.01 |
| B1XH026 | VINCI SA | FR | DG FP | 2,220.69 | $223,449.21 |
| B1Y9TB3 | DANONE | FR | BN FP | 262.78 | $20,631.59 |
| B1YVKN8 | ANTA SPORTS PRODUCTS LTD | CN | 2020 HK | 3,022.16 | $15,434.88 |
| B232R05 | SK INNOVATION CO LTD | KR | 096770 KS | 59.63 | $10,590.96 |
| B249GC0 | MATSUMOTOKIYOSHI HOLDINGS CO | JP | 3088 JP | 261.05 | $11,321.43 |
| B283W97 | CAIXABANK S.A | ES | CABK SM | 31,937.05 | $146,937.77 |
| B3FP8W8 | CANADA HOUSING TRUST 4.10000 12/15/2018 | CA | 25,771.38 | $19,987.31 | |
| B3MPN59 | SUN ART RETAIL GROUP LTD | HK | 6808 HK | 4,133.43 | $5,283.90 |
| B3MSM28 | AMADEUS IT HOLDING SA-A SHS | ES | AMS SM | 67.66 | $5,771.51 |
| B3NB1P2 | SUNCOR ENERGY INC | CA | SU CN | 344.34 | $14,500.51 |
| B3ZD2V9 | MEX BONOS DESARR FIX RT 6.50000 06/10/2021 | MX | 76,700.54 | $3,974.59 | |
| B4888C1 | CANADIAN GOVERNMENT FLT 2.75000 06/01/2022 | CA | 32,521.03 | $25,500.83 | |
| B4NDCC9 | MEX BONOS DESARR FIX RT 6.50000 06/09/2022 | MX | 190,217.34 | $9,761.86 | |
| B4Q2TX3 | CHINA LONGYUAN POWER GROUP-H | CN | 916 HK | 27,937.74 | $26,022.39 |
| B4R2R50 | JULIUS BAER | CH | BAER SW | 2,782.01 | $152,619.97 |
| B4WTBY3 | HUANENG RENEWABLES CORP-H | CN | 958 HK | 65,846.01 | $24,500.75 |
| B4YN9R2 | SINGAPORE GOVERNMENT 2.50000 06/01/2019 | SG | 56,758.4 | $41,949.77 | |
| B4YVF56 | BRENNTAG AG | DE | BNR GR | 215 | $12,900.17 |
| B607XS1 | VERMILION ENERGY INC | CA | VET CN | 358.53 | $12,341.95 |
| B615Y14 | MEX BONOS DESARR FIX RT 8.00000 06/11/2020 | MX | 294,530.07 | $15,844.12 | |
| B61JC67 | TREASURY WINE ESTATES LTD | AU | TWE AU | 1,645 | $22,526.48 |
| B63QM77 | NEXON CO LTD | JP | 3659 JP | 1,394.5 | $20,092.86 |
| B6TC406 | MEX BONOS DESARR FIX RT 7.75000 05/29/2031 | MX | 92,040.65 | $4,915.34 | |
| B798FW0 | NOVOZYMES A/S-B SHARES | DK | NZYMB DC | 101.51 | $5,344.97 |
| B7VQL46 | FNAC DARTY SA | FR | FNAC FP | 165.99 | $15,060.93 |
| B8FMRX8 | COLOPLAST-B | DK | COLOB DC | 99.45 | $10,847.12 |
| BB22L96 | KION GROUP AG | DE | KGX GR | 212.35 | $14,573.53 |
| BBG00JK0S941 | QRVO US 08/17/18 P72.5 | US | -12.03 | -$841.87 | |
| BBG00JYPG9N3 | QRVO US 08/17/18 C92.5 | US | -9.63 | -$587.65 | |
| BBG00L8GY9L9 | SCHW US 08/03/18 C52 | US | -17.61 | -$422.65 | |
| BBG00LF7ZTY2 | MSFT US 08/31/18 P98.5 | US | -11.84 | -$580.29 | |
| BD4TZK8 | OCI NV | NL | OCI NA | 482.7 | $14,593.07 |
| BD6K457 | COMPASS GROUP PLC | GB | CPG LN | 250.37 | $5,385.29 |
| BD82246 | EAGLE BULK SHIPCO 8.25000 11/28/2022 | MH | 20,582.67 | $20,891.41 | |
| BDQZ7T7 | WISDOM EDUCATION INTERNATION | CN | 6068 HK | 13,074.3 | $11,696.22 |
| BDZV116 | EPIROC AB-A | SE | EPIA SS | 1,753.6 | $20,996.24 |
| BF2DSG3 | SIKA AG-REG | CH | SIKA SW | 39.48 | $5,606.24 |
| BF955D8 | TELENET FINANCE LUX NOTE 5.50000 03/01/2028 | LU | 23,493.51 | $21,437.83 | |
| BFYFZP5 | FERGUSON PLC | CH | FERG LN | 65.99 | $5,204.32 |
| BFYM460 | UNIBAIL-RODAMCO-WESTFIELD | FR | URW NA | 110.02 | $24,425.00 |
| BGHQ198 | HIBERNIA REIT PLC | IE | HBRN ID | 4,507.46 | $7,674.25 |
| BGLP232 | MONCLER SPA | IT | MONC IM | 233.05 | $10,271.42 |
| BH4TZ73 | FU SHOU YUAN INTERNATIONAL | CN | 1448 HK | 14,796.27 | $13,649.10 |
| BHC8X90 | NOVO NORDISK A/S-B | DK | NOVOB DC | 105.42 | $5,244.28 |
| BMMV2K8 | TENCENT HOLDINGS LTD | CN | 700 HK | 7,548.57 | $343,568.81 |
| BNBNSG0 | EURONEXT NV | NL | ENX FP | 254.03 | $15,766.07 |
| BNGN9Z1 | FINECOBANK SPA | IT | FBK IM | 12,106.22 | $141,961.97 |
| BP9DL90 | INDUSTRIA DE DISENO TEXTIL | ES | ITX SM | 11,471.9 | $375,939.65 |
| BQRRZ00 | RECRUIT HOLDINGS CO LTD | JP | 6098 JP | 366.14 | $10,032.74 |
| BSBMKM2 | CHINA MAPLE LEAF EDUCATIONAL | CN | 1317 HK | 12,334.1 | $10,589.64 |
| BVSS790 | ELIS SA | FR | ELIS FP | 982.81 | $22,559.61 |
| BYQ32R1 | NEMAK SAB DE CV | MX | 16,610.45 | $13,698.14 | |
| BYWPGC4 | CHINA YUHUA EDUCATION CORP L | CN | 6169 HK | 7,770.17 | $5,816.34 |
| BYXS699 | QIAGEN N.V. | NL | QIA GR | 307.64 | $11,154.07 |
| BYY8LS2 | MAISONS DU MONDE SA | FR | MDM FP | 299.51 | $9,155.89 |
| BYYHL23 | ANHEUSER-BUSCH INBEV SA/NV | BE | ABI BB | 7,015.81 | $713,953.58 |
| BYZ43T4 | EUROBANK ERGASIAS SA | GR | EUROB GA | 11,326.96 | $11,738.43 |
| BYZFYS3 | SPIE SA | FR | SPIE FP | 1,050.66 | $19,895.32 |
| BYZWX76 | CRODA INTERNATIONAL PLC | GB | CRDA LN | 337.95 | $22,799.84 |
| BZ3C3Q4 | BANKIA SA | ES | BKIA SM | 23,177.72 | $91,113.79 |
| BZ4CMZ5 | DAVIDE CAMPARI-MILANO SPA | IT | CPR IM | 1,203.83 | $10,140.49 |
| BZCNN35 | BANCO COMERCIAL PORTUGUES-R | PT | BCP PL | 30,910.52 | $9,680.29 |
| G02602103 | AMDOCS LTD | GG | DOX | 2,943.96 | $198,952.95 |
| G06242104 | ATLASSIAN CORP PLC-CLASS A | AU | TEAM | 1,394.32 | $100,962.60 |
| G0750C108 | AXALTA COATING SYSTEMS LTD | US | AXTA | 4,138.25 | $125,182.15 |
| G27358103 | DESPEGAR.COM CORP | AR | DESP | 206.51 | $4,340.94 |
| G3157S106 | ENSCO INTERNATIONAL INC | US | ESV | 28,241.61 | $209,835.13 |
| G37585AC3 | GASLOG LTD 8.87500 03/22/2022 | BM | 22,573.11 | $23,419.60 | |
| G5960L103 | MEDTRONIC INC | IE | MDT | 8,917.81 | $804,654.02 |
| G97822103 | PERRIGO CO PLC | IE | PRGO | 2,469.17 | $198,817.81 |
| H8817H100 | TRANSOCEAN LTD | US | RIG | 20,786.46 | $267,521.70 |
| M22465104 | CHECK POINT SOFTWARE TECH | IL | CHKP | 94.72 | $10,672.23 |
| N22717107 | CORE LABORATORIES N.V. | NL | CLB | 92.95 | $10,421.59 |
| N47279109 | INTERXION HOLDING NV | NL | INXN | 474.86 | $30,808.77 |
| N72482123 | QIAGEN N.V. ADR | NL | QGEN | 3,768.92 | $136,133.33 |
| USD | US DOLLAR | US | 1,238,253.8 | $1,238,253.80 |
Based on the investments of the underlying fund(s): Manning & Napier Pro-Mix® Maximum Term CIT Fund and Manning & Napier Pro-Mix® Extended Term CIT Fund. Investments will change over time and as the target date fund gradually becomes more conservative. Fund holdings list does not include securities with positions less than 0.005 shares.
A Word About Risk
Each Manning & Napier Retirement Target CIT Fund is invested in one or two of four proprietary risk-based funds, the Manning & Napier Pro-Mix® CIT Funds, based on the Retirement Target CIT Fund becoming increasingly conservative over time. Because the underlying funds invest in both stocks and bonds, the value of your investment will fluctuate in response to stock market movements and changes in interest rates. Investing in target date funds will also involve a number of other risks, including issuer-specific risk, foreign investment risk, and small-cap/mid-cap risk, as the underlying investments change over time. Investments in options and futures, like all derivatives, can be highly volatile and involve risks in addition to the risks of the underlying instrument on which the derivative is based, such as counterparty, correlation and liquidity risk. Also, the use of leverage increases exposure to the market and may magnify potential losses. Principal value is not guaranteed at any time, including at the target date (the approximate year when an investor plans to stop contributions and start periodic withdrawals).
About The Fund Manager
Manning & Napier Advisors, LLC (Manning & Napier) provides investment advisory services to Exeter Trust Company, Trustee of the Manning & Napier Collective Investment Trust Funds. Manning & Napier is headquartered in Rochester, NY and has more than 45 years of experience managing life cycle investment objectives. The Firm’s active management approach focuses on participating in rising markets and, as important, helping to reduce the risk of large losses in sustained bear market periods. A team of investment analysts and professionals make all investment decisions in an effort to provide investors with strong risk-adjusted returns.
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