# EDGAR Filing Document

**Accession Number:** 0000751173
**File Stem:** 0001752724-23-034899
**Filing Date:** 2023-2
**Character Count:** 53857
**Document Hash:** 9a0181f6a4d18d5c299a1a226e02860f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034899.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034899

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MANNING & NAPIER FUND, INC.
- **CENTRAL INDEX KEY:** 0000751173
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04087
- **FILM NUMBER:** 23656973

**BUSINESS ADDRESS:**
- **STREET 1:** 290 WOODCLIFF DRIVE
- **CITY:** FAIRPORT
- **STATE:** NY
- **ZIP:** 14450
- **BUSINESS PHONE:** 585-325-6880

**MAIL ADDRESS:**
- **STREET 1:** 290 WOODCLIFF DRIVE
- **CITY:** FAIRPORT
- **STATE:** NY
- **ZIP:** 14450

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANNING & NAPIER FUND, INC /NY/
- **DATE OF NAME CHANGE:** 20060929

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EXETER FUND INC /NY/
- **DATE OF NAME CHANGE:** 19980226

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANNING & NAPIER FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Credit Series (Series ID: S000063205)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000204839 | Class W      | MCDWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Manning & Napier Fund, Inc.

- **b. Investment Company Act file number:** 811-04087

- **c. CIK number of Registrant:** 0000751173

- **d. LEI of Registrant:** 549300B31SDCBSJSN672

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 290 Woodcliff Drive

  - **City:** Fairport

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 14450

  - **Telephone number:** 585-325-6880

**Item A.2. Information about the Series.**

- **a. Name of Series:** Credit Series

- **b. EDGAR series identifier (if any):** S000063205

- **c. LEI of Series:** 5493007VV3K8SJRA1087

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $266936790.71

**Total Liabilities:** $58660.22

**Net Assets:** $266878130.49

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 212.78660000 | **1-Year:** 8111.91579000 | **5-Year:** 72360.18630000 | **10-Year:** 49989.53814000 | **30-Year:** 624.80371000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 125.68079000 | **1-Year:** 898.39444000 | **5-Year:** 761.57393000 | **10-Year:** 425.89834000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000204839 | -1.50%               | 3.39%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-66656.90               | $-4641281.02                               |
| Month 2  | $-1084873.05             | $8943737.90                                |
| Month 3  | $-34476.92               | $206686.96                                 |

### Schedule of Portfolio Investments

| Name                               | Title                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-5                                    | CUSIP: 81745AAA5<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    514356 | PA      | $444096.23    | 0.17%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                 | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3005000 | PA      | $2972837.12   | 1.11%             | 2023-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru     | SMB Private Education Loan Trust 2015-B                          | CUSIP: 78448QAD0<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |    761601 | PA      | $758598.79    | 0.28%             | 2032-05-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                | CUSIP: 3136BAUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4581908 | PA      | $3929228.32   | 1.47%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND            | Blackstone Secured Lending Fund                                  | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1668843.40   | 0.63%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                  | Imperial Fund Mortgage Trust 2021-NQM3                           | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824157 | PA      | $664297.94    | 0.25%             | 2056-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes              | Tricon American Homes 2020-SFR1                                  | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1397147 | PA      | $1211939.46   | 0.45%             | 2038-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                 | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3945000 | PA      | $3828499.22   | 1.43%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                  | KREF 2021-FL2 Ltd                                                | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1403509.95   | 0.53%             | 2039-02-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                 | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11525000 | PA      | $10634513.73  | 3.98%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD               | Tencent Holdings Ltd                                             | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |  10890000 | PA      | $10071702.97  | 3.77%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC           | Vistra Operations Co LLC                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    885000 | PA      | $849683.15    | 0.32%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                    | Goodgreen 2020-1 Trust                                           | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815125 | PA      | $671449.20    | 0.25%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                 | CUSIP: 3133B9MD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1910125 | PA      | $1746119.87   | 0.65%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru     | SMB Private Education Loan Trust 2017-B                          | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    942438 | PA      | $929188.97    | 0.35%             | 2035-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| RUN NQM TRUST                      | RUN 2022-NQM1 Trust                                              | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    949317 | PA      | $896398.62    | 0.34%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                     | Air Lease Corp                                                   | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2504348.44   | 0.94%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                 | CUSIP: 3133KYXF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1866466 | PA      | $1820028.54   | 0.68%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management        | RCKT Mortgage Trust 2021-6                                       | CUSIP: 74939KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1004099 | PA      | $864420.12    | 0.32%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust       | Oxford Finance Funding 2019-1 LLC                                | CUSIP: 69145AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647973 | PA      | $642846.89    | 0.24%             | 2027-02-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2521657.02   | 0.94%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management        | RCKT Mortgage Trust 2021-6                                       | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873430 | PA      | $698781.02    | 0.26%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li     | Textainer Marine Containers VII Ltd                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1621333 | PA      | $1355791.39   | 0.51%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                          | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2134509 | PA      | $1864344.57   | 0.70%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru     | SMB Private Education Loan Trust 2016-B                          | CUSIP: 78449GAB5<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |    793514 | PA      | $746689.42    | 0.28%             | 2032-02-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU           | Newcastle Coal Infrastructure Group Pty Ltd                      | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |   2870000 | PA      | $2455959.08   | 0.92%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                | Hotwire Funding LLC                                              | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1470000 | PA      | $1276941.23   | 0.48%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                          | State of Hawaii                                                  | CUSIP: 419792ZZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2240000 | PA      | $1637506.62   | 0.61%             | 2037-10-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                       | QUALCOMM Inc                                                     | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1365463.09   | 0.51%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | J.P. Morgan Mortgage Trust 2022-INV3                             | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850477 | PA      | $1546638.47   | 0.58%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru     | SMB Private Education Loan Trust 2017-B                          | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    208090 | PA      | $198902.36    | 0.07%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 31418EF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4801552 | PA      | $4563840.17   | 1.71%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO              | Southwest Airlines Co                                            | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4940982.48   | 1.85%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6097580.65   | 2.28%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 3140HDPT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5649129 | PA      | $5195926.87   | 1.95%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun     | Oceanview Mortgage Loan Trust 2020-1                             | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679679 | PA      | $599851.79    | 0.22%             | 2050-05-28      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru     | Provident Funding Mortgage Trust 2021-2                          | CUSIP: 74388JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725603 | PA      | $612556.58    | 0.23%             | 2051-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 3140XAUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2132375 | PA      | $1898228.32   | 0.71%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2013-6                                    | CUSIP: 78448CAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1412450 | PA      | $1352767.80   | 0.51%             | 2028-06-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                          | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    904134 | PA      | $754592.43    | 0.28%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Trust 2021-PJ6                     | CUSIP: 36262LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591551 | PA      | $509275.10    | 0.19%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust       | WinWater Mortgage Loan Trust 2015-3                              | CUSIP: 97651JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1326518 | PA      | $1200965.17   | 0.45%             | 2045-03-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag     | Wells Fargo Commercial Mortgage Trust 2015-NXS4                  | CUSIP: 94989XBC8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $949954.29    | 0.36%             | 2048-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2011-2                                    | CUSIP: 78446JAB2<br>LEI: 549300GQO6PBOYVGSS10 | Long             | ABS-O            | CORP              | US        |    639524 | PA      | $634927.23    | 0.24%             | 2034-10-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                          | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    666292 | PA      | $550417.84    | 0.21%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                        | PepsiCo Inc                                                      | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4753222.02   | 1.78%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15931726 | PA      | $1184169.35   | 0.44%             | 2030-01-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust            | Flagstar Mortgage Trust 2021-8INV                                | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    872577 | PA      | $690262.10    | 0.26%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4704387 | PA      | $4181688.04   | 1.57%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6762996 | PA      | $6344177.29   | 2.38%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $957284.26    | 0.36%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr     | Credit Acceptance Auto Loan Trust 2021-2                         | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $768392.72    | 0.29%             | 2030-02-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6320000 | PA      | $6264426.60   | 2.35%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr     | Credit Acceptance Auto Loan Trust 2022-1                         | CUSIP: 22534LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2523591.59   | 0.95%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                  | Imperial Fund Mortgage Trust 2022-NQM2                           | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1404758 | PA      | $1268200.76   | 0.48%             | 2067-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING              | Alibaba Group Holding Ltd                                        | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   6090000 | PA      | $5126416.51   | 1.92%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   4478714 | NS      | $4478713.71   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $3789347.16   | 1.42%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust       | Oxford Finance Funding 2022-1 LLC                                | CUSIP: 69145BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2598431.64   | 0.97%             | 2030-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2022-1 LLC                                                  | CUSIP: 70472XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887298 | PA      | $885718.03    | 0.33%             | 2034-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust          | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19      | CUSIP: 61764PBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965361 | PA      | $927578.72    | 0.35%             | 2047-12-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru     | Provident Funding Mortgage Trust 2021-INV1                       | CUSIP: 74387VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420065 | PA      | $1135631.51   | 0.43%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust     | Morgan Stanley Capital I Trust 2020-CNP                          | CUSIP: 61770YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $787379.62    | 0.30%             | 2042-04-05      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $5947454.00   | 2.23%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr     | Credit Acceptance Auto Loan Trust 2021-2                         | CUSIP: 22537CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $898207.87    | 0.34%             | 2030-06-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr     | Sofi Professional Loan Program 2018-B Trust                      | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136459 | PA      | $131895.03    | 0.05%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr     | Credit Acceptance Auto Loan Trust 2021-3                         | CUSIP: 22535GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1200616.50   | 0.45%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                | CUSIP: 3136BJMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672157 | PA      | $563548.38    | 0.21%             | 2050-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 3140MJ6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2883207 | PA      | $2551501.78   | 0.96%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                    | CLI Funding VIII LLC                                             | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1463186 | PA      | $1245497.86   | 0.47%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A     | South Carolina Public Service Authority                          | CUSIP: 837151XH7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1141179.98   | 0.43%             | 2028-12-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST      | Commonbond Student Loan Trust 2020-A-GS                          | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710404 | PA      | $605658.89    | 0.23%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust     | Morgan Stanley Capital I Trust 2016-UB11                         | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $452563.64    | 0.17%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 3140XHAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4569668 | PA      | $4203066.16   | 1.57%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC           | Vantage Data Centers Issuer LLC                                  | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1540634.11   | 0.58%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING              | Alibaba Group Holding Ltd                                        | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1355266.21   | 0.51%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation               | Libra Solutions 2022-2 LLC                                       | CUSIP: 53161MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1213198 | PA      | $1206754.53   | 0.45%             | 2034-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                     | Amazon.com Inc                                                   | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $4971863.36   | 1.86%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                              | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2630726.42   | 0.99%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Trust 2021-PJ9                     | CUSIP: 36263CAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685907 | PA      | $590504.00    | 0.22%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Trust 2022-PJ3                     | CUSIP: 362924AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1896801 | PA      | $1577753.75   | 0.59%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2021-1 LLC                                                  | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1479393 | PA      | $1391635.14   | 0.52%             | 2034-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                  | Expedia Group Inc                                                | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2502569.48   | 0.94%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 3140QEAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4999490 | PA      | $4411300.98   | 1.65%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC       | Business Jet Securities 2021-1 LLC                               | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1074051 | PA      | $943074.72    | 0.35%             | 2036-04-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                 | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5114399 | PA      | $4928092.77   | 1.85%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC       | Triton Container Finance VIII LLC                                | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255594 | PA      | $1048510.73   | 0.39%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP            | Simon Property Group LP                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $7342315.71   | 2.75%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                | DataBank Issuer                                                  | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $772556.36    | 0.29%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3952502.41   | 1.48%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-7                                                | CUSIP: 12647PAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259251 | PA      | $233466.27    | 0.09%             | 2043-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $3637509.82   | 1.36%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I               | BNSF Funding Trust I                                             | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2395800.92   | 0.90%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust          | Nelnet Student Loan Trust 2012-3                                 | CUSIP: 64032XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    802194 | PA      | $781155.32    | 0.29%             | 2045-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC           | Store Master Funding I-VII                                       | CUSIP: 86212VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1405516 | PA      | $1345763.74   | 0.50%             | 2048-10-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TAMPA-HILLSBOROUGH CNTY FL EXP     | Tampa-Hillsborough County Expressway Authority                   | CUSIP: 875301HQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $808837.81    | 0.30%             | 2029-07-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust            | CarMax Auto Owner Trust 2020-4                                   | CUSIP: 14316HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2622703 | PA      | $2546637.66   | 0.95%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                               | CUSIP: 3137H5U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4586373 | PA      | $3963416.32   | 1.49%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes              | Tricon American Homes 2017-SFR2 Trust                            | CUSIP: 89613FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1122107 | PA      | $1087600.96   | 0.41%             | 2036-01-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL     | Stack Infrastructure Issuer LLC                                  | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $900425.15    | 0.34%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education      | PHEAA Student Loan Trust 2016-1                                  | CUSIP: 69343FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548322 | PA      | $536561.43    | 0.20%             | 2065-09-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Lo     | EDvestinU Private Education Loan Issue No 3 LLC                  | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617736 | PA      | $522026.97    | 0.20%             | 2045-11-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC           | Vistra Operations Co LLC                                         | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2794693.72   | 1.05%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                | CUSIP: 36258WAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276891 | PA      | $228114.30    | 0.09%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                       | QUALCOMM Inc                                                     | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3377729.71   | 1.27%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitizatio     | NewRez Warehouse Securitization Trust 2021-1                     | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1968163.00   | 0.74%             | 2055-05-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC             | Flexential Issuer 2021-1                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1331149.02   | 0.50%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON | CUSIP: 46650RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1927990.40   | 0.72%             | 2034-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr     | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                        | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527878 | PA      | $507958.39    | 0.19%             | 2041-01-25      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Trust 2021-INV1                    | CUSIP: 36263KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886984 | PA      | $763542.98    | 0.29%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust         | Navient Private Education Refi Loan Trust 2020-D                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652318 | PA      | $585202.37    | 0.22%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust         | Navient Private Education Refi Loan Trust 2021-A                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438794 | PA      | $379036.75    | 0.14%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA           | Owl Rock Technology Finance Corp                                 | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1928568.67   | 0.72%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699269 | PA      | $1547655.81   | 0.58%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-9                                    | CUSIP: 81745DAE1<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |   3980501 | PA      | $3604566.28   | 1.35%             | 2043-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                 | Cenovus Energy Inc                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   2834000 | PA      | $2951159.23   | 1.11%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                    | Slam 2021-1 Ltd                                                  | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1721780 | PA      | $1426544.15   | 0.53%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust      | GCT Commercial Mortgage Trust 2021-GCT                           | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1766918.02   | 0.66%             | 2038-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                | DT Auto Owner Trust 2020-1                                       | CUSIP: 23344EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054366 | PA      | $1048469.95   | 0.39%             | 2025-11-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2018-J1 Trust                                         | CUSIP: 12653TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4317190 | PA      | $3820510.17   | 1.43%             | 2048-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities      | Brean Asset Backed Securities Trust 2021-RM2                     | CUSIP: 10638MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    866357 | PA      | $756878.23    | 0.28%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                  | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2599727 | PA      | $2607622.38   | 0.98%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr     | Credit Acceptance Auto Loan Trust 2020-3                         | CUSIP: 22536BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200497 | PA      | $2154064.33   | 0.81%             | 2029-10-15      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust         | Navient Student Loan Trust 2017-2                                | CUSIP: 63939RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1877517 | PA      | $1808756.76   | 0.68%             | 2066-12-27      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                 | CUSIP: 3133KYW62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4838386 | PA      | $4471611.51   | 1.68%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Manning & Napier Fund, Inc.

**Signature:** Troy M. Statczar

**Name of Signer:** Troy M. Statczar

**Title:** Principal Financial Officer