# EDGAR Filing Document

**Accession Number:** 0000751173
**File Stem:** 0001752724-25-202661
**Filing Date:** 2025-8
**Character Count:** 81050
**Document Hash:** 9daeee550a7a2fb961c9d42d84501660
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-202661.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-202661

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MANNING & NAPIER FUND, INC.
- **CENTRAL INDEX KEY:** 0000751173

**ORGANIZATION NAME:**
- **EIN:** 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:** 251250917

**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

### Core Bond Series (Series ID: S000003631)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000010097 | Class S      | EXCRX           |
| C000158991 | Class I      | EXCIX           |
| C000206445 | Class Z      | MCBZX           |
| C000206446 | Class W      | MCBWX           |

## 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:** Core Bond Series

- **b. EDGAR series identifier (if any):** S000003631

- **c. LEI of Series:** 549300QXKQ03P57OC626

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $671510674.18

**Total Liabilities:** $2046968.14

**Net Assets:** $669463706.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 41.75784000 | **1-Year:** 18476.68812000 | **5-Year:** 113772.98737000 | **10-Year:** 50857.47346000 | **30-Year:** 977.80858000

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

- **3-Month:** 71.59610000 | **1-Year:** 1485.17609000 | **5-Year:** 5042.37357000 | **10-Year:** 3407.56897000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000206445 | 0.38%                | -0.74%               | 1.62%                |
| Class ID C000206446 | 0.40%                | -0.72%               | 1.64%                |
| Class ID C000158991 | 0.26%                | -0.73%               | 1.61%                |
| Class ID C000010097 | 0.31%                | -0.74%               | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-184787.98              | $40644.25                                  |
| Month 2  | $-62729.01               | $-7025479.19                               |
| Month 3  | $54326.60                | $8153920.74                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418DU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2146677 | PA      | $1920057.28   | 0.29%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                       | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3317015.12   | 0.50%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust         | Navient Private Education Refi Loan Trust 2024-A          | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5819382 | PA      | $5971256.52   | 0.89%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                   | Vertical Bridge Holdings LLC                              | CUSIP: 92535VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1938769.56   | 0.29%             | 2050-09-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Credit Fund III     | Oxford Finance Credit Fund III 2025-A LP                  | CUSIP: 69145VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2711475.00   | 0.41%             | 2034-08-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128MJJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220944 | PA      | $224629.18    | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE            | Walt Disney Co/The                                        | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2999121.33   | 0.45%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3142GQB84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2973784 | PA      | $2937225.00   | 0.44%             | 2053-10-01      | Fixed         | 5.00%                 | 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        |   1188996 | PA      | $1013897.36   | 0.15%             | 2056-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2021-4                           | CUSIP: 46652VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570928 | PA      | $1220226.82   | 0.18%             | 2051-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC           | Safehold GL Holdings LLC                                  | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |   3286000 | PA      | $3425632.01   | 0.51%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DNQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3284307 | PA      | $3303581.60   | 0.49%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16637000 | PA      | $16699388.75  | 2.49%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DNHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1969548 | PA      | $1857377.37   | 0.28%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                    | DR Horton Inc                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3288218.02   | 0.49%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128E5VC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29029 | PA      | $29196.05     | 0.00%             | 2031-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P75F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23844 | PA      | $23927.49     | 0.00%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20702000 | PA      | $17714766.09  | 2.65%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140QDDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3930498 | PA      | $3464058.14   | 0.52%             | 2050-04-01      | Fixed         | 3.00%                 | 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        |   2309923 | PA      | $1866406.45   | 0.28%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust       | WinWater Mortgage Loan Trust 2015-1                       | CUSIP: 97652TAA1<br>LEI: 5493006H0W2XGUBIBK91 | Long             | ABS-MBS          | CORP              | US        |     13154 | PA      | $12213.02     | 0.00%             | 2045-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XKZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2410964 | PA      | $2126325.57   | 0.32%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3132WML28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190289 | PA      | $180722.46    | 0.03%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XQBH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11212138 | PA      | $8933098.17   | 1.33%             | 2047-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                  | CUSIP: 38379RRX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45223 | PA      | $41788.06     | 0.01%             | 2056-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3133KYXR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2872572 | PA      | $2763869.00   | 0.41%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust       | WinWater Mortgage Loan Trust 2015-2                       | CUSIP: 97652UAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380169 | PA      | $348365.30    | 0.05%             | 2045-02-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management        | RCKT Mortgage Trust 2021-6                                | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1427567 | PA      | $1160620.53   | 0.17%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                   | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1484096 | PA      | $1468434.43   | 0.22%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2023-1 LLC                                           | CUSIP: 70473AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    947209 | PA      | $966869.57    | 0.14%             | 2035-07-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138ETT89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178894 | PA      | $185469.02    | 0.03%             | 2049-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr     | JP Morgan Seasoned Mortgage Trust Series 2025-1           | CUSIP: 46659PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2480000 | PA      | $2221805.22   | 0.33%             | 2063-01-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2024-NQM1 Trust                                       | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |   1143103 | PA      | $1146826.47   | 0.17%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                | Citizens Bank NA/Providence RI                            | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3335559.09   | 0.50%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                         | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2581239.40   | 0.39%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR           | Depository Trust & Clearing Corp/The                      | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1694334.07   | 0.25%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                              | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3348989.99   | 0.50%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2020-EXP1 Trust                                       | CUSIP: 67448TBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7868739 | PA      | $7768122.30   | 1.16%             | 2060-02-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                        | KeyBank NA/Cleveland OH                                   | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3292163.17   | 0.49%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                       | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8281122.24   | 1.24%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6435000 | PA      | $7269525.17   | 1.09%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41411000 | PA      | $33866433.44  | 5.06%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                  | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $2906188.40   | 0.43%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                     | PMT Loan Trust 2013-J1                                    | CUSIP: 693456AW5<br>LEI: 549300QFMQR379ND0354 | Long             | ABS-MBS          | CORP              | US        |    547073 | PA      | $503697.71    | 0.08%             | 2043-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2014-1                | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75029 | PA      | $72784.49     | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru     | SMB Private Education Loan Trust 2024-D                   | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4887186 | PA      | $4982673.70   | 0.74%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2016-4                | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59213 | PA      | $56730.41     | 0.01%             | 2056-11-25      | Variable      | 3.75%                 | 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        |   1357655 | PA      | $1159100.70   | 0.17%             | 2051-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XH7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2151779 | PA      | $1885270.01   | 0.28%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3132QUWT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182599 | PA      | $174134.82    | 0.03%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19501000 | PA      | $20037277.50  | 2.99%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,     | Compass Datacenters Issuer II LLC                         | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2254540.52   | 0.34%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                           | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2732415.78   | 0.41%             | 2029-10-15      | Fixed         | 4.83%                 | 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        |   3490000 | PA      | $3325252.98   | 0.50%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                | Hotwire Funding LLC                                       | CUSIP: 44148HAA1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1610233.49   | 0.24%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DTAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6619509 | PA      | $6521841.07   | 0.97%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 31335A5Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77353 | PA      | $76365.16     | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I            | Metropolitan Life Global Funding I                        | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1641121.34   | 0.25%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XLPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2820917 | PA      | $2570619.74   | 0.38%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34094 | PA      | $34195.17     | 0.01%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4951151.19   | 0.74%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136B02X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1428542 | PA      | $1258223.86   | 0.19%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT | DREYFUS GOVERN CASH MGMT-I                                | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   8025834 | NS      | $8025834.40   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HOLDINGS LTD               | Tencent Holdings Ltd                                      | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   3520000 | PA      | $3484456.72   | 0.52%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138WDRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108070 | PA      | $106547.61    | 0.02%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 312941F69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88616 | PA      | $88446.11     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CKV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568893 | PA      | $503985.20    | 0.08%             | 2047-04-01      | Fixed         | 3.00%                 | 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        |   1037750 | PA      | $919641.60    | 0.14%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2022-NQM2 Trust                                       | CUSIP: 67448DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715030 | PA      | $2587222.63   | 0.39%             | 2062-01-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XLDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3644779 | PA      | $3672228.59   | 0.55%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II            | Alexander Funding Trust II                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3587729.33   | 0.54%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3133C7AH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1926068 | PA      | $1975716.29   | 0.30%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured      | Finance of America Structured Securities Trust 2022-S6    | CUSIP: 31740XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158731 | PA      | $1143956.83   | 0.17%             | 2061-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                        | CUSIP: 3137H5U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1160911 | PA      | $1010965.16   | 0.15%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3132WL4Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24004 | PA      | $23377.23     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46598000 | PA      | $33929168.75  | 5.07%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr     | JP Morgan Seasoned Mortgage Trust Series 2024-1           | CUSIP: 61777HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1906972 | PA      | $1826181.49   | 0.27%             | 2063-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XPBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9179239 | PA      | $8022317.46   | 1.20%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128MJ2U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53992 | PA      | $52579.22     | 0.01%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage     | Deephaven Residential Mortgage Trust 2021-3               | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4289881 | PA      | $3730722.92   | 0.56%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 312941ZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246842 | PA      | $246369.31    | 0.04%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                    | Cogent Ipv4 LLC                                           | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $995999.75    | 0.15%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING              | Alibaba Group Holding Ltd                                 | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   8325000 | PA      | $7348579.14   | 1.10%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5009514.61   | 0.75%             | 2032-04-22      | Fixed         | 2.69%                 | 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        |   1137470 | PA      | $1092093.80   | 0.16%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2017-6                           | CUSIP: 46649HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13320 | PA      | $11947.84     | 0.00%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3133G6L60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235914 | PA      | $226193.71    | 0.03%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33359 | PA      | $33459.54     | 0.00%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XP3H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16654665 | PA      | $16757358.53  | 2.50%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                    | Ross Stores Inc                                           | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $925397.41    | 0.14%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20083000 | PA      | $19706443.75  | 2.94%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP              | Truist Financial Corp                                     | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5125866.75   | 0.77%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd      | CoreVest American Finance 2020-3 Trust                    | CUSIP: 21873CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241935 | PA      | $237514.75    | 0.04%             | 2053-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21532000 | PA      | $19824579.69  | 2.96%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                    | SiriusPoint Ltd                                           | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |   3420000 | PA      | $3596506.92   | 0.54%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140F2QS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23695 | PA      | $21817.12     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3771554 | PA      | $3624172.58   | 0.54%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Trust 2021-INV1             | CUSIP: 36263KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446120 | PA      | $1340388.25   | 0.20%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P8A92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151828 | PA      | $147280.10    | 0.02%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3132J8YK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52242 | PA      | $49060.62     | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140F4UB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18448 | PA      | $17545.35     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                    | ExteNet Issuer LLC                                        | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3011551.58   | 0.45%             | 2054-07-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                           | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5369093.48   | 0.80%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                 | Cenovus Energy Inc                                        | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   4905000 | PA      | $5264159.02   | 0.79%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XLAM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3545848 | PA      | $3343902.68   | 0.50%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140X4JC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252171 | PA      | $245004.52    | 0.04%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140F8KD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146005 | PA      | $134435.49    | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | 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        |   1560509 | PA      | $1552508.82   | 0.23%             | 2030-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I           | Palomino Funding Trust I                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6750000 | PA      | $7151575.25   | 1.07%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP            | Simon Property Group LP                                   | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3210120.07   | 0.48%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138A5JC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122843 | PA      | $121957.06    | 0.02%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-TH1                                       | CUSIP: 22944PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27930 | PA      | $24411.23     | 0.00%             | 2043-02-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-6                                         | CUSIP: 12647MBY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154986 | PA      | $142544.22    | 0.02%             | 2043-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136BJMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1034184 | PA      | $879697.32    | 0.13%             | 2050-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5322327.38   | 0.80%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG           | New York Life Global Funding                              | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1643229.09   | 0.25%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust      | ECMC Group Student Loan Trust 2024-1                      | CUSIP: 26828PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2263163 | PA      | $2268820.00   | 0.34%             | 2073-11-27      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                             | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5022926.29   | 0.75%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XRLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6155021 | PA      | $5470967.63   | 0.82%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418B2V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143106 | PA      | $138289.46    | 0.02%             | 2036-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP            | Simon Property Group LP                                   | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2069235.27   | 0.31%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                       | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3611931.23   | 0.54%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6258370 | PA      | $6169971.51   | 0.92%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EQST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36814 | PA      | $35685.73     | 0.01%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust             | SLC Student Loan Trust 2005-3                             | CUSIP: 784420AQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5029292 | PA      | $4826600.37   | 0.72%             | 2039-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63195000 | PA      | $47376501.56  | 7.08%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5375652.88   | 0.80%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2245039 | PA      | $2156019.96   | 0.32%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU           | Newcastle Coal Infrastructure Group Pty Ltd               | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |   3634557 | PA      | $3589267.67   | 0.54%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140FTWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27685 | PA      | $27050.65     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2015-2                | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65762 | PA      | $63793.59     | 0.01%             | 2055-08-25      | Variable      | 3.75%                 | 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        |    420902 | PA      | $357307.74    | 0.05%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140X5PS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81232 | PA      | $76880.99     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XGJZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2245568 | PA      | $2059829.07   | 0.31%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24275000 | PA      | $20812019.53  | 3.11%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC             | Flexential Issuer 2021-1                                  | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2825000 | PA      | $2719153.62   | 0.41%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I               | BNSF Funding Trust I                                      | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1551454.66   | 0.23%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust      | CITIGROUP MORTGAGE LOAN TRUST 2021-INV1                   | CUSIP: 17329PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757691 | PA      | $617001.85    | 0.09%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                   | ALLO Issuer LLC                                           | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1269941.11   | 0.19%             | 2054-07-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2019-INV1                                       | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9901 | PA      | $9348.30      | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2021-1 LLC                                           | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    714613 | PA      | $708798.39    | 0.11%             | 2034-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 31335ACG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83346 | PA      | $83186.57     | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva     | Amur Equipment Finance Receivables XIV LLC                | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |   4047267 | PA      | $4084632.28   | 0.61%             | 2031-07-21      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST      | Commonbond Student Loan Trust 2019-A-GS                   | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289019 | PA      | $264978.66    | 0.04%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                | DataBank Issuer                                           | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2347603.47   | 0.35%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR3                                      | CUSIP: 12646XAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46250 | PA      | $41160.84     | 0.01%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138Y22T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318322 | PA      | $296780.54    | 0.04%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2390871 | PA      | $2097736.76   | 0.31%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3132QVKA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168920 | PA      | $161181.18    | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 31335ASA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199141 | PA      | $202393.03    | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr     | SoFi Professional Loan Program 2020-ATrust                | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3025538 | PA      | $2905953.83   | 0.43%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60602 | PA      | $60054.71     | 0.01%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20328000 | PA      | $20470931.25  | 3.06%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4026367 | PA      | $3863626.79   | 0.58%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                        | CUSIP: 3137HJQR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3275085 | PA      | $2618256.92   | 0.39%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2019-HY1                        | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49791 | PA      | $49822.74     | 0.01%             | 2048-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2920615 | PA      | $2933846.53   | 0.44%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Is     | Cloud Capital Holdco LP                                   | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3290536.33   | 0.49%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41202 | PA      | $43233.36     | 0.01%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418BBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20526 | PA      | $20563.16     | 0.00%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13316000 | PA      | $12874907.50  | 1.92%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3558425.00   | 0.53%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-8                             | CUSIP: 81745EAA7<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |     70946 | PA      | $64163.35     | 0.01%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2022-INV1 Trust                                       | CUSIP: 67115NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158991 | PA      | $983829.23    | 0.15%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | Pear 2024-1 LLC                                           | CUSIP: 704933AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    761553 | PA      | $767667.66    | 0.11%             | 2036-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138WJPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7560380 | PA      | $6593439.00   | 0.98%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru     | SMB Private Education Loan Trust 2021-A                   | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3705490 | PA      | $3683171.00   | 0.55%             | 2053-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2014-2                           | CUSIP: 46641YAA1<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |     16176 | PA      | $15854.98     | 0.00%             | 2029-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138AJXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29666 | PA      | $28757.12     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR2                                      | CUSIP: 12646WAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157106 | PA      | $142378.74    | 0.02%             | 2043-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                   | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658708 | PA      | $1557930.76   | 0.23%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Sutherland Commercial Mortgage     | Sutherland Commercial Mortgage Trust 2019-SBC8            | CUSIP: 86935CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341690 | PA      | $325685.37    | 0.05%             | 2041-04-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132E0V41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1386515 | PA      | $1419267.64   | 0.21%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-6                             | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346480 | PA      | $312282.00    | 0.05%             | 2043-05-25      | Variable      | 3.00%                 | 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        |    600000 | PA      | $561521.44    | 0.08%             | 2028-12-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138YNR25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53792 | PA      | $49779.06     | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M73H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14597 | PA      | $15334.50     | 0.00%             | 2040-03-01      | Fixed         | 6.00%                 | 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        |   1031148 | PA      | $913701.69    | 0.14%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance         | Capteris Equipment Finance 2024-1 LLC                     | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2788758 | PA      | $2835487.18   | 0.42%             | 2032-07-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2014-3                | CUSIP: 64829DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35437 | PA      | $34108.60     | 0.01%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136B1YD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7789 | PA      | $7688.81      | 0.00%             | 2047-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust         | Verus Securitization Trust 2024-R1                        | CUSIP: 924926AD0<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |   2166427 | PA      | $2164941.65   | 0.32%             | 2069-09-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3817588 | PA      | $3334137.11   | 0.50%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC            | Jefferies Financial Group Inc                             | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4912789.73   | 0.73%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN           | MassMutual Global Funding II                              | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1803104.95   | 0.27%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EEF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1661951 | PA      | $1569467.56   | 0.23%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                  | CUSIP: 38384MYW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4243330 | PA      | $4235982.67   | 0.63%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PCG LLC                            | PCG 2023-1 LLC                                            | CUSIP: 70461JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2345863 | PA      | $2345596.55   | 0.35%             | 2029-07-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4933675.08   | 0.74%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust       | Oxford Finance Funding Trust 2023-1                       | CUSIP: 69145CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2329721 | PA      | $2337399.41   | 0.35%             | 2031-02-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva     | Amur Equipment Finance Receivables XIV LLC                | CUSIP: 03238BAC7<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |   3444000 | PA      | $3503928.19   | 0.52%             | 2031-07-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                | DataBank Issuer                                           | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1175501.91   | 0.18%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                    | Goodgreen 2020-1 Trust                                    | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1146840 | PA      | $963304.06    | 0.14%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                 | Tricon Residential 2024-SFR3 Trust                        | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5483575 | PA      | $5439033.21   | 0.81%             | 2041-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-7                             | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |     26182 | PA      | $23610.94     | 0.00%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-4                             | CUSIP: 81744YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1249063 | PA      | $1082688.38   | 0.16%             | 2043-04-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

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

**Signature:** Jill Peeper

**Name of Signer:** Jill Peeper

**Title:** Principal Financial Officer and Treasurer