Retirement Maturity Strategy Fund June 30, 2020 Note: Numbers may not always add up due to rounding. % Invested For Each Plan Description Plan 3s DCP & JRA ACTIVIA PROPERTIES INC REIT 0.0232% 0.0232% AEON REIT INVESTMENT CORP REIT 0.0331% 0.0331% ALEXANDER + BALDWIN INC REIT 0.0200% 0.0200% ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 0.0991% 0.0991% ALLIANCEBERNSTEIN GOVT STIF SSC FUND 64BA AGIS 587 0.0557% 0.0557% ALLIED PROPERTIES REAL ESTAT REIT 0.0371% 0.0371% AMERICAN CAMPUS COMMUNITIES REIT USD.01 0.0470% 0.0470% AMERICAN HOMES 4 RENT A REIT USD.01 0.0670% 0.0670% AMERICOLD REALTY TRUST REIT USD.01 0.0723% 0.0723% ARMADA HOFFLER PROPERTIES IN REIT USD.01 0.0210% 0.0210% AROUNDTOWN SA COMMON STOCK EUR.01 0.0420% 0.0420% ASSURA PLC REIT GBP.1 0.0540% 0.0540% AUSTRALIAN DOLLAR 0.0104% 0.0104% AZRIELI GROUP LTD COMMON STOCK ILS.1 0.0172% 0.0172% BLUEROCK RESIDENTIAL GROWTH REIT USD.01 0.0172% 0.0172% BOSTON PROPERTIES INC REIT USD.01 0.0982% 0.0982% BRAZILIAN REAL 0.0000% 0.0000% BRIXMOR PROPERTY GROUP INC REIT USD.01 0.0708% 0.0708% CA IMMOBILIEN ANLAGEN AG COMMON STOCK 0.0324% 0.0324% CAMDEN PROPERTY TRUST REIT USD.01 0.0668% 0.0668% CANADIAN DOLLAR 0.0009% 0.0009% CAPITALAND COMMERCIAL TRUST REIT 0.0386% 0.0386% CIFI HOLDINGS GROUP CO LTD COMMON STOCK HKD.1 0.0177% 0.0177% CITY DEVELOPMENTS LTD COMMON STOCK 0.0219% 0.0219% CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0 0.0640% 0.0640% COMFORIA RESIDENTIAL REIT IN REIT 0.0555% 0.0555% COUSINS PROPERTIES INC REIT USD1.0 0.0683% 0.0683% CUBESMART REIT USD.01 0.0608% 0.0608% DAIWA OFFICE INVESTMENT CORP REIT 0.0244% 0.0244% DEUTSCHE WOHNEN SE COMMON STOCK 0.0554% 0.0554% DIGITAL REALTY TRUST INC REIT USD.01 0.1559% 0.1559% DREAM INDUSTRIAL REAL ESTATE REIT 0.0218% 0.0218% ENTRA ASA COMMON STOCK NOK1.0 0.0261% 0.0261% ESSENTIAL PROPERTIES REALTY REIT USD.01 0.0343% 0.0343% ESSEX PROPERTY TRUST INC REIT USD.0001 0.0848% 0.0848% EURO CURRENCY 0.0004% 0.0004% EUROCOMMERCIAL PROPERTIE CV DUTCH CERT EUR5.0 0.0173% 0.0173% FABEGE AB COMMON STOCK SEK30.82 0.0360% 0.0360% FIBRA UNO ADMINISTRACION SA REIT 0.0058% 0.0058% FLETCHER BUILDING LTD COMMON STOCK 0.0082% 0.0082% GDS HOLDINGS LTD ADR ADR USD.0004 0.0227% 0.0227% GECINA SA REIT EUR7.5 0.0261% 0.0261% GRAINGER PLC COMMON STOCK GBP.05 0.0401% 0.0401% GRUPO CEMENTOS CHIHUAHUA COMMON STOCK 0.0084% 0.0084% HONG KONG DOLLAR 0.0004% 0.0004% HULIC REIT INC REIT 0.0379% 0.0379% INDEPENDENCE REALTY TRUST IN REIT USD.01 0.0527% 0.0527% INDUSTRIAL + INFRASTRUCTURE REIT 0.0285% 0.0285% INMOBILIARIA COLONIAL SOCIMI REIT EUR2.5 0.0227% 0.0227% INSTONE REAL ESTATE GROUP AG COMMON STOCK 0.0290% 0.0290% JAPAN HOTEL REIT INVESTMENT REIT 0.0085% 0.0085% JAPAN REAL ESTATE INVESTMENT REIT 0.0215% 0.0215% JAPANESE YEN 0.0019% 0.0019% KILLAM APARTMENT REAL ESTATE REIT 0.0500% 0.0500% KILROY REALTY CORP REIT USD.01 0.0555% 0.0555% KOJAMO OYJ COMMON STOCK NPV 0.0173% 0.0173% LEG IMMOBILIEN AG COMMON STOCK 0.0334% 0.0334% LINK REIT REIT 0.0655% 0.0655% MEDICAL PROPERTIES TRUST INC REIT USD.001 0.0754% 0.0754% MEXICAN PESO (NEW) 0.0002% 0.0002% MGM GROWTH PROPERTIES LLC A REIT 0.0396% 0.0396% MID AMERICA APARTMENT COMM REIT USD.01 0.0658% 0.0658% MITSUBISHI ESTATE CO LTD COMMON STOCK 0.0432% 0.0432% MITSUI FUDOSAN CO LTD COMMON STOCK 0.1300% 0.1300% Page 1 of 123 Retirement Maturity Strategy Fund June 30, 2020 Note: Numbers may not always add up due to rounding. % Invested For Each Plan Description Plan 3s DCP & JRA NATIONAL RETAIL PROPERTIES REIT USD.01 0.0373% 0.0373% NATIONAL STORAGE AFFILIATES REIT USD.01 0.0663% 0.0663% NEW ISRAELI SHEQEL 0.0004% 0.0004% NEW WORLD DEVELOPMENT COMMON STOCK 0.0306% 0.0306% NEW ZEALAND DOLLAR 0.0004% 0.0004% NIPPON BUILDING FUND INC REIT 0.0205% 0.0205% NIPPON PROLOGIS REIT INC REIT 0.0363% 0.0363% NIPPON REIT INVESTMENT CORP REIT 0.0099% 0.0099% NORTHVIEW APARTMENT REAL EST REIT 0.0194% 0.0194% NORWEGIAN KRONE 0.0004% 0.0004% OMEGA HEALTHCARE INVESTORS REIT USD.1 0.0662% 0.0662% PERSIMMON PLC COMMON STOCK GBP.1 0.0194% 0.0194% PHYSICIANS REALTY TRUST REIT USD.01 0.0532% 0.0532% PLANET FITNESS INC CL A COMMON STOCK USD.0001 0.0089% 0.0089% POUND STERLING 0.0006% 0.0006% PROLOGIS INC REIT USD.01 0.2321% 0.2321% PSP SWISS PROPERTY AG REG COMMON STOCK CHF.1 0.0322% 0.0322% PULTEGROUP INC COMMON STOCK USD.01 0.0212% 0.0212% REALTY INCOME CORP REIT USD1.0 0.1069% 0.1069% RETAIL PROPERTIES OF AME A REIT USD.001 0.0513% 0.0513% REXFORD INDUSTRIAL REALTY IN REIT USD.01 0.0558% 0.0558% RLJ LODGING TRUST REIT 0.0516% 0.0516% SAFESTORE HOLDINGS PLC REIT GBP.01 0.0233% 0.0233% SAMHALLSBYGGNADSBOLAGET I NO COMMON STOCK 0.0235% 0.0235% SEGRO PLC REIT GBP.1 0.0636% 0.0636% SIMON PROPERTY GROUP INC REIT USD.0001 0.0334% 0.0334% SINGAPORE DOLLAR 0.0004% 0.0004% SITE CENTERS CORP REIT USD.1 0.0373% 0.0373% SL GREEN REALTY CORP REIT USD.01 0.0348% 0.0348% SOUTH KOREAN WON 0.0000% 0.0000% STAG INDUSTRIAL INC REIT USD.01 0.0469% 0.0469% STOCKLAND REIT NPV 0.0470% 0.0470% SUMITOMO REALTY + DEVELOPMEN COMMON STOCK 0.0231% 0.0231% SUN COMMUNITIES INC REIT USD.01 0.0815% 0.0815% SUN HUNG KAI PROPERTIES COMMON STOCK 0.0655% 0.0655% SWEDISH KRONA 0.0004% 0.0004% SWIRE PROPERTIES LTD COMMON STOCK 0.0319% 0.0319% SWISS FRANC 0.0004% 0.0004% TRANSURBAN GROUP STAPLED SECURITY 0.0529% 0.0529% TRUE NORTH COMMERCIAL REAL E REIT 0.0062% 0.0062% UNIBAIL RODAMCO WESTFIELD REIT EUR.5 0.0042% 0.0042% UNIBAIL RODAMCO WESTFIELD REIT EUR.5 0.0153% 0.0153% UNITED URBAN INVESTMENT CORP REIT 0.0399% 0.0399% UOL GROUP LTD COMMON STOCK 0.0185% 0.0185% VICINITY CENTRES REIT 0.0515% 0.0515% VONOVIA SE COMMON STOCK 0.1348% 0.1348% WELLTOWER INC REIT USD1.0 0.1456% 0.1456% WHARF REAL ESTATE INVESTMENT COMMON STOCK HKD.1 0.0254% 0.0254% WIHLBORGS FASTIGHETER AB COMMON STOCK SEK2.5 0.0286% 0.0286% ABBVIE INC SR UNSECURED 144A 11/26 2.95 0.0346% 0.0346% ALLIANCEBERNSTEIN GOVT STIF SSC FUND 64BA AGIS 587 0.9356% 0.9356% AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2019 1 A2A 0.0220% 0.0220% AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 1 A2A 0.0931% 0.0931% ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A 0.0294% 0.0294% ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A 0.0422% 0.0422% AT+T INC SR UNSECURED 02/26 4.125 0.0696% 0.0696% BANC OF AMERICA MERRILL LYNCH BAMLL 2013 WBRK D 144A 0.0184% 0.0184% BANCO SANTANDER SA SR UNSECURED 05/25 2.746 0.0377% 0.0377% BANK OF NOVA SCOTIA SR UNSECURED 01/21 2.5 0.0523% 0.0523% BANQUE FED CRED MUTUEL SR UNSECURED 144A 10/20 2.75 0.0366% 0.0366% BELLEMEADE RE LT BMIR 2018 2A M1B 144A 0.0168% 0.0168% BELLEMEADE RE LT BMIR 2019 1A M1B 144A 0.0254% 0.0254% BELLEMEADE RE LT BMIR 2019 3A M1B 144A 0.0467% 0.0467% BFLD TRUST BFLD 2019 DPLO D 144A 0.0160% 0.0160% Page 2 of 123 Retirement Maturity Strategy Fund June 30, 2020 Note: Numbers may not always add up due to rounding. % Invested For Each Plan Description Plan 3s DCP & JRA BHMS MORTGAGE TRUST BHMS 2018 ATLS A 144A 0.0329% 0.0329% BIOGEN INC SR UNSECURED 09/25 4.05 0.0562% 0.0562% BOEING CO SR UNSECURED 08/21 2.3 0.0594% 0.0594% BP CAP MARKETS AMERICA COMPANY GUAR 04/23 2.937 0.0489% 0.0489% BPCE SA SR UNSECURED 144A 01/23 2.75 0.0488% 0.0488% BS21BT5 CDS USD P F 1.00000 IS21BT5 CCPCDX -0.4038% -0.4038% BS21BT5 CDS USD R V 03MEVENT IS21BU6 CCPCDX 0.3994% 0.3994% CALIFORNIA ST CAS 11/21 FIXED OID 5.7 0.0428% 0.0428% CAPITAL ONE FINANCIAL CO SR UNSECURED 05/23 2.6 0.0253% 0.0253% CD COMMERCIAL MORTGAGE TRUST CD 2017 CD3 XA 0.0170% 0.0170% CHASE MORTGAGE FINANCE CORPORA CHASE 2019 CL1 M3 144A 0.0135% 0.0135% CITIGROUP COMMERCIAL MORTGAGE CGCMT 2012 GC8 AS 144A 0.0559% 0.0559% CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC29 A2 0.0006% 0.0006% CITIGROUP COMMERCIAL MORTGAGE CGCMT 2017 P7 XA 0.0099% 0.0099% CITIGROUP INC SR UNSECURED 01/23 VAR 0.0518% 0.0518% CITIGROUP INC SR UNSECURED 04/26 VAR 0.0372% 0.0372% COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A 0.0321% 0.0321% COMM MORTGAGE TRUST COMM 2014 UBS4 A5 0.0725% 0.0725% COMM MORTGAGE TRUST COMM 2015 DC1 A2 0.0058% 0.0058% COMM MORTGAGE TRUST COMM 2015 LC21 A2 0.0020% 0.0020% CONSUMER LOAN UNDERLYING BOND CLUB 2020 P1 B 144A 0.0174% 0.0174% CVS HEALTH CORP SR UNSECURED 03/21 3.35 0.0180% 0.0180% DANSKE BANK A/S SR UNSECURED 144A 12/25 VAR 0.0519% 0.0519% DBWF MORTGAGE TRUST DBWF 2018 GLKS A 144A 0.0238% 0.0238% DRYDEN SENIOR LOAN FUND DRSLF 2020 77A A 144A 0.0456% 0.0456% DRYDEN SENIOR LOAN FUND DRSLF 2020 78A C 144A 0.0429% 0.0429% EAGLE RE LTD EMIR 2020 1 M1A 144A 0.0421% 0.0421% ELEVATION CLO LTD AWPT 2020 11A C 144A 0.0439% 0.0439% EXETER AUTOMOBILE RECEIVABLES EART 2019 2A A 144A 0.0060% 0.0060% EXETER AUTOMOBILE RECEIVABLES EART 2019 3A B 144A 0.0608% 0.0608% FANNIE MAE CAS CAS 2013 C01 M2 0.0000% 0.0000% FANNIE MAE CAS CAS 2014 C04 1M2 0.0710% 0.0710% FANNIE MAE CAS CAS 2015 C01 1M2 0.0170% 0.0170% FANNIE MAE CAS CAS 2015 C02 1M2 0.0037% 0.0037% FANNIE MAE CAS CAS 2016 C06 1M2 0.0232% 0.0232% FANNIE MAE CAS CAS 2019 R07 1M1 144A 0.0082% 0.0082% FANNIE MAE CAS CAS 2020 R02 2M1 144A 0.0144% 0.0144% FANNIE MAE FNR 2013 57 FN 0.0110% 0.0110% FANNIE MAE FNR 2014 49 AF 0.0193% 0.0193% FANNIE MAE FNR 2014 54 LA 0.0074% 0.0074% FANNIE MAE FNR 2015 72 PC 0.0123% 0.0123% FANNIE MAE NOTES 02/24 2.5 0.0838% 0.0838% FANNIE MAE NOTES 06/21 2.75 0.2178% 0.2178% FANNIE MAE NOTES 10/20 2.875 0.1104% 0.1104% FED HM LN PC POOL G14273 FG 07/25 FIXED 5 0.0037% 0.0037% FED HM LN PC POOL QA4351 FR 11/49 FIXED 3.5 0.0358% 0.0358% FED HM LN PC POOL QA4460 FR 11/49 FIXED 3.5 0.0351% 0.0351% FED HM LN PC POOL QA4520 FR 11/49 FIXED 3.5 0.0454% 0.0454% FED HM LN PC POOL QA4525 FR 10/49 FIXED 3.5 0.0345% 0.0345% FEDERAL HOME LOAN BANK BONDS 02/23 1.375 0.0890% 0.0890% FEDERAL