# EDGAR Filing Document

**Accession Number:** 0000751173
**File Stem:** 0001752724-25-156103
**Filing Date:** 2025-6
**Character Count:** 88312
**Document Hash:** 828628940e06886277b9889cdb113df1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156103.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156103

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**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:** 251073179

**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

### Pro-Blend(R) Extended Term Series (Series ID: S000003639)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000010109 | Pro-Blend(R) Extended Term Series Class L | MNECX           |
| C000010111 | Pro-Blend(R) Extended Term Series Class R | MNBRX           |
| C000010113 | Pro-Blend(R) Extended Term Series Class S | MNBAX           |
| C000059954 | Pro-Blend(R) Extended Term Series Class I | MNBIX           |
| C000206456 | Class W                                   | MNBWX           |

## 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:** Pro-Blend Extended Term Series

- **b. EDGAR series identifier (if any):** S000003639

- **c. LEI of Series:** 549300K0509KAM860Q02

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $518734240.05

**Total Liabilities:** $1605470.31

**Net Assets:** $517128769.74

**Cash Not Reported:** $9261383.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 38.52239000 | **1-Year:** 5482.24840000 | **5-Year:** 35490.36366000 | **10-Year:** 16128.03746000 | **30-Year:** 168.83193000

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

- **3-Month:** 95.46258000 | **1-Year:** 1131.11358000 | **5-Year:** 2760.02841000 | **10-Year:** 645.71726000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010109 | -0.25%               | -2.96%               | 0.36%                |
| Class ID C000010111 | -0.25%               | -2.92%               | 0.41%                |
| Class ID C000010113 | -0.20%               | -2.88%               | 0.42%                |
| Class ID C000059954 | -0.20%               | -2.92%               | 0.52%                |
| Class ID C000206456 | -0.15%               | -2.86%               | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4099410.05              | $-6091124.33                               |
| Month 2  | $4002333.99              | $-20632573.89                              |
| Month 3  | $-903301.80              | $2719704.18                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NAVIENT CORP                       | Navient Corp                                              | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    635000 | PA      | $635198.32    | 0.12%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31416BRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4045 | PA      | $4231.98      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                  | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1578237.10   | 0.31%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603789.27   | 0.31%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-2                             | CUSIP: 81745MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193998 | PA      | $166055.96    | 0.03%             | 2043-02-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                    | DR Horton Inc                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    970000 | PA      | $972950.17    | 0.19%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                       | Synopsys Inc                                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      5855 | NS      | $2687503.55   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd          | West Fraser Timber Co Ltd                                 | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     50902 | NS      | $3765729.96   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XH7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2488398 | PA      | $2180763.34   | 0.42%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140FTWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90362 | PA      | $88056.77     | 0.02%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co       | Canadian National Railway Co                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     27686 | NS      | $2680558.52   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Tru     | Provident Funding Mortgage Trust 2021-INV1                | CUSIP: 74387VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1689215 | PA      | $1358451.32   | 0.26%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                     | Air Liquide SA                                            | CUSIP: 009126202<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |    210719 | NS      | $8624728.67   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2113535.39   | 0.41%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EHR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298392 | PA      | $295619.70    | 0.06%             | 2041-12-01      | 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        |    600000 | PA      | $609506.04    | 0.12%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138ETT89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539500 | PA      | $558573.82    | 0.11%             | 2049-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                 | Deutsche Boerse AG                                        | CUSIP: 251542106<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     89107 | NS      | $2858552.56   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418BBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212862 | PA      | $212885.93    | 0.04%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                   | ALLO Issuer LLC                                           | CUSIP: 01983KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1468025.58   | 0.28%             | 2053-06-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                      | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1580895.71   | 0.31%             | 2026-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                  | CUSIP: 38379RRX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183267 | PA      | $168684.06    | 0.03%             | 2056-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TransUnion                         | TransUnion                                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     55336 | NS      | $4590674.56   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG           | New York Life Global Funding                              | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $525610.88    | 0.10%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31410KJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85587 | PA      | $89690.88     | 0.02%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EGE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168899 | PA      | $176998.11    | 0.03%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                       | Moody's Corp                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      9055 | NS      | $4103001.60   | 0.79%             |  |  |  | No            |                  1 | 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        |   1073226 | PA      | $994534.33    | 0.19%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                         | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    780000 | PA      | $748166.03    | 0.14%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2019-INV1                                       | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22824 | PA      | $21478.77     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XGJZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1999430 | PA      | $1832825.75   | 0.35%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OPEN INFRA US ASSETS AB            | Open Infra US Assets AB                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    600000 | PA      | $589932.68    | 0.11%             | 2027-02-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TSMC                               | Taiwan Semiconductor Manufacturing Co Ltd                 | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     33520 | NS      | $5587448.80   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent IPv4 LLC                    | Cogent Ipv4 LLC                                           | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $864617.81    | 0.17%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc          | L3Harris Technologies Inc                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     36158 | NS      | $7955483.16   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046519.21   | 0.20%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-TH1                                       | CUSIP: 22944PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88719 | PA      | $77223.49     | 0.01%             | 2043-02-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                        | KeyBank NA/Cleveland OH                                   | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    950000 | PA      | $975310.30    | 0.19%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALASKA AIR 2020-1 CL B             | Alaska Airlines 2020-1 Class B Pass Through Trust         | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63230 | PA      | $63590.05     | 0.01%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P75X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130914 | PA      | $131048.79    | 0.03%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp              | Norfolk Southern Corp                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     11156 | NS      | $2499501.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                         | Nasdaq Inc                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     34802 | NS      | $2652260.42   | 0.51%             |  |  |  | No            |                  1 | 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        |    184251 | PA      | $178492.84    | 0.03%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10826000 | PA      | $8199003.44   | 1.59%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2023-1 LLC                                           | CUSIP: 70473AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1301119 | PA      | $1330450.37   | 0.26%             | 2035-07-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN              | Icahn Enterprises LP / Icahn Enterprises Finance Corp     | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $538457.80    | 0.10%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    831993 | PA      | $822374.33    | 0.16%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418BDH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94355 | PA      | $94357.83     | 0.02%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc         | Cadence Design Systems Inc                                | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     34872 | NS      | $10382789.28  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1593944.22   | 0.31%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Visa Inc                           | Visa Inc                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     19604 | NS      | $6773182.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13421000 | PA      | $11126847.81  | 2.15%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                     | Amazon.com Inc                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     44248 | NS      | $8160216.16   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management        | RCKT Mortgage Trust 2021-6                                | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720414 | PA      | $1397991.00   | 0.27%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                       | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2666175.29   | 0.52%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140F2QS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119379 | PA      | $109643.98    | 0.02%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    971318 | PA      | $974818.75    | 0.19%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134034 | PA      | $134178.76    | 0.03%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD               | Tencent Holdings Ltd                                      | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1180000 | PA      | $1161314.11   | 0.22%             | 2029-04-11      | Fixed         | 3.98%                 | 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        |   2358762 | PA      | $2368014.34   | 0.46%             | 2031-02-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19172000 | PA      | $16356112.50  | 3.16%             | 2031-11-15      | Fixed         | 1.38%                 | 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        |   1069056 | PA      | $1015633.76   | 0.20%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                        | NVIDIA Corp                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     50180 | NS      | $5465605.60   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                   | Coca-Cola Co/The                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    113779 | NS      | $8254666.45   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                   | MercadoLibre Inc                                          | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |      1180 | NS      | $2750403.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                 | Meta Platforms Inc                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     13851 | NS      | $7604199.00   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2017-2                           | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91104 | PA      | $80802.75     | 0.02%             | 2047-05-25      | Variable      | 3.50%                 | 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        |    782054 | PA      | $690460.29    | 0.13%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                     | S&P Global Inc                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5557 | NS      | $2778777.85   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Aligned Data Centers Issuer LL     | Aligned Data Centers Issuer LLC                           | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1721050.63   | 0.33%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2773635 | PA      | $2785409.05   | 0.54%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EQST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153529 | PA      | $148854.42    | 0.03%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                        | CUSIP: 3137H5U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1644406 | PA      | $1445124.88   | 0.28%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3132QQFU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187622 | PA      | $178613.05    | 0.03%             | 2045-06-01      | Fixed         | 4.00%                 | 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        |     75949 | PA      | $74499.07     | 0.01%             | 2029-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                         | Fiserv Inc                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     17418 | NS      | $3214840.26   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138WDRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238597 | PA      | $234630.46    | 0.05%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US CLAIMS LIT FNDG LLC             | US Claims Litigation Funding LLC                          | CUSIP: 91735CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $238821.22    | 0.05%             | 2028-03-17      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136B1YD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11715 | PA      | $11549.39     | 0.00%             | 2047-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XLAM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1269361 | PA      | $1194981.24   | 0.23%             | 2051-08-01      | Fixed         | 4.00%                 | 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        |    139965 | PA      | $134916.86    | 0.03%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust     | Starwood Retail Property Trust 2014-STAR                  | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |   1167416 | PA      | $661774.49    | 0.13%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                | Hotwire Funding LLC                                       | CUSIP: 44148HAA1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2207016.64   | 0.43%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC            | Jefferies Financial Group Inc                             | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1547975.70   | 0.30%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                           | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1564911.54   | 0.30%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EHXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79567 | PA      | $83382.70     | 0.02%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2014-IVR3                                      | CUSIP: 12648TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42690 | PA      | $39998.49     | 0.01%             | 2044-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229048 | PA      | $240031.24    | 0.05%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                     | PMT Loan Trust 2013-J1                                    | CUSIP: 693456AW5<br>LEI: 549300QFMQR379ND0354 | Long             | ABS-MBS          | CORP              | US        |    807020 | PA      | $748550.10    | 0.14%             | 2043-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The            | Sherwin-Williams Co/The                                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      7589 | NS      | $2678309.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                     | ServiceNow Inc                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      5453 | NS      | $5207669.53   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST ACQ/DOMINION             | Northwest Acquisitions ULC / Dominion Finco Inc           | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    653000 | PA      | $6.53         | 0.00%             | 2022-11-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN           | MassMutual Global Funding II                              | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609436.76    | 0.12%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1509809.90   | 0.29%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                              | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1079883.25   | 0.21%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                      | Blackrock Inc                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      2673 | NS      | $2443816.98   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138Y6Y81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174498 | PA      | $171607.16    | 0.03%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136BJMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776859 | PA      | $663606.65    | 0.13%             | 2050-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500930 | PA      | $2394945.81   | 0.46%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)               | Japan Government Two Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 210000000 | PA      | $1465115.21   | 0.28%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2022-INV1 Trust                                       | CUSIP: 67115NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273170 | PA      | $1076674.82   | 0.21%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Globant SA                         | Globant SA                                                | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |     32045 | NS      | $3767530.65   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5502000 | PA      | $5536387.50   | 1.07%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11296000 | PA      | $10920937.50  | 2.11%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss     | New Economy Assets - Phase 1 Sponsor LLC                  | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2275000 | PA      | $2123064.84   | 0.41%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                     | Microsoft Corp                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     33236 | NS      | $13136861.36  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de C     | Sociedad Quimica y Minera de Chile SA                     | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |     97324 | NS      | $3328480.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT | DREYFUS GOVERN CASH MGMT-I                                | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   6628953 | NS      | $6628953.32   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2191119 | PA      | $2042820.94   | 0.40%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc             | Intuitive Surgical Inc                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5146 | NS      | $2654306.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| IIP OPERATING PARTNER              | IIP Operating Partnership LP                              | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $671072.19    | 0.13%             | 2026-05-25      | Fixed         | 5.50%                 | 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        |    109134 | PA      | $107722.16    | 0.02%             | 2040-03-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186436 | PA      | $186661.67    | 0.04%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOGE PETROLEUM AND GAS           | Brooge Petroleum and Gas Investment Co FZE                | CUSIP: 000000000<br>LEI: 213800T6YBVV45KTOC07 | Long             | DBT              | CORP              | AE        |    500163 | PA      | $458089.85    | 0.09%             | 2025-09-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                    | Slam 2021-1 Ltd                                           | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1368720 | PA      | $1268977.68   | 0.25%             | 2046-06-15      | Fixed         | 2.43%                 | 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        |    811585 | PA      | $717286.94    | 0.14%             | 2052-02-26      | Variable      | 2.50%                 | 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        |    230000 | PA      | $215146.02    | 0.04%             | 2028-12-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-8                             | CUSIP: 81745EAA7<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |    103786 | PA      | $93600.40     | 0.02%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418DU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1671152 | PA      | $1492691.52   | 0.29%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                  | Taylor Wimpey PLC                                         | CUSIP: 877409102<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    178309 | NS      | $2820759.23   | 0.55%             |  |  |  | No            |                  1 | 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        |    201561 | PA      | $192761.27    | 0.04%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Masco Corp                         | Masco Corp                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     34229 | NS      | $2074619.69   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Stack Infrastructure Issuer LL     | Stack Infrastructure Issuer LLC                           | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1454728.79   | 0.28%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING            | Carlyle Secured Lending Inc                               | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86746.35     | 0.02%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT            | United Airlines 2019-2 Class B Pass Through Trust         | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400857 | PA      | $380563.88    | 0.07%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                  | Johnson & Johnson                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     39517 | NS      | $6176902.27   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2016881 | PA      | $1915699.02   | 0.37%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                        | Rollins Inc                                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     45862 | NS      | $2620096.06   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Finance Credit Fund III     | Oxford Finance Credit Fund III 2024-A LP                  | CUSIP: 69145DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $222486.07    | 0.04%             | 2032-01-14      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc         | Chipotle Mexican Grill Inc                                | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105920 | NS      | $5351078.40   | 1.03%             |  |  |  | No            |                  1 | 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        |   1130000 | PA      | $1065442.15   | 0.21%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3151090 | PA      | $3095570.26   | 0.60%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                     | Mastercard Inc                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     18392 | NS      | $10079919.52  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA           | Hermes International SCA                                  | CUSIP: 42751Q105<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |     30903 | NS      | $8465258.79   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                      | Persimmon PLC                                             | CUSIP: 715318101<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     85054 | NS      | $2958178.12   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                    | Ross Stores Inc                                           | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    320000 | PA      | $270910.41    | 0.05%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XRLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219170 | PA      | $1081688.81   | 0.21%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DNHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2277962 | PA      | $2144482.20   | 0.41%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XKZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3476997 | PA      | $3057162.68   | 0.59%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                     | Lonza Group AG                                            | CUSIP: 54338V101<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     78240 | NS      | $5591030.40   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20844000 | PA      | $15287771.25  | 2.96%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                | Citizens Bank NA/Providence RI                            | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    990000 | PA      | $987877.84    | 0.19%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147134 | PA      | $145609.94    | 0.03%             | 2033-09-01      | 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        |   1840000 | PA      | $1623844.36   | 0.31%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                       | Alphabet Inc                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     60991 | NS      | $9685370.80   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ACG HOLDCO 1 LTD                   | ACG Holdco 1 Ltd                                          | CUSIP: 000000000<br>LEI: 9845008FS09985054W54 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501858.48    | 0.10%             | 2029-01-13      | Fixed         | 14.75%                | No            |                  2 | On Loan: No      |
| PCG LLC                            | PCG 2023-1 LLC                                            | CUSIP: 70461JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2136511 | PA      | $2136284.16   | 0.41%             | 2029-07-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                    | AstraZeneca PLC                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    140223 | NS      | $10066609.17  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING              | Alibaba Group Holding Ltd                                 | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2430000 | PA      | $2090652.27   | 0.40%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I           | Palomino Funding Trust I                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2125957.42   | 0.41%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc      | Intercontinental Exchange Inc                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     15614 | NS      | $2622683.58   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC            | New Fortress Energy Inc                                   | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    560000 | PA      | $297221.24    | 0.06%             | 2029-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                   | COLT 2021-4 Mortgage Loan Trust                           | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2098961 | PA      | $1793280.59   | 0.35%             | 2066-10-25      | Variable      | 1.40%                 | 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        |    903446 | PA      | $775562.28    | 0.15%             | 2056-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EGHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282243 | PA      | $273492.22    | 0.05%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR3                                      | CUSIP: 12646XAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144247 | PA      | $127146.95    | 0.02%             | 2043-05-25      | Variable      | 2.50%                 | 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        |    960856 | PA      | $815934.28    | 0.16%             | 2051-04-25      | Variable      | 2.00%                 | 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        |    766790 | PA      | $621849.61    | 0.12%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M73P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32358 | PA      | $33946.26     | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELFORD FINCO                      | Telford Finco                                             | CUSIP: 87959CAA9<br>LEI: 254900ZUP0HIIEI95F15 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $535299.86    | 0.10%             | 2029-11-06      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                             | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1612428.83   | 0.31%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                 | Union Pacific Corp                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10881 | NS      | $2346596.46   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear LLC                           | Pear 2024-1 LLC                                           | CUSIP: 704933AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492353 | PA      | $497358.26    | 0.10%             | 2036-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                   | Deutsche Post AG                                          | CUSIP: 25157Y202<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    168592 | NS      | $7219109.44   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Finance Funding Trust       | Oxford Finance Funding 2022-1 LLC                         | CUSIP: 69145BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1221960 | PA      | $1213164.13   | 0.23%             | 2030-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT            | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    972000 | PA      | $46815.96     | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417YJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154025 | PA      | $152921.97    | 0.03%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                 | Cenovus Energy Inc                                        | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1480000 | PA      | $1553904.47   | 0.30%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PELORUS FUND REIT LLC              | Pelorus Fund REIT LLC                                     | CUSIP: 70615PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $657363.42    | 0.13%             | 2026-09-30      | Fixed         | 7.00%                 | 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        |    418557 | PA      | $384132.75    | 0.07%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                    | SiriusPoint Ltd                                           | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |   1030000 | PA      | $1065038.33   | 0.21%             | 2029-04-05      | Fixed         | 7.00%                 | 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        |   1927499 | PA      | $1673245.63   | 0.32%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II            | Alexander Funding Trust II                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $1049650.13   | 0.20%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2125826 | PA      | $2092284.34   | 0.40%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN PEAR FUND HOLDCO            | Golden Pear Funding HoldCo LLC                            | CUSIP: 38116FAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $294068.58    | 0.06%             | 2028-03-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2024-NQM1 Trust                                       | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |   1091549 | PA      | $1095688.28   | 0.21%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                       | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1090450.69   | 0.21%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                         | HEICO Corp                                                | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     19741 | NS      | $3966559.13   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                    | BAE Systems PLC                                           | CUSIP: 05523R107<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     38138 | NS      | $3555605.74   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34420 | PA      | $36110.13     | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                     | Atlassian Corp                                            | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |     11008 | NS      | $2513236.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR           | Depository Trust & Clearing Corp/The                      | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481110.58    | 0.09%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP            | Simon Property Group LP                                   | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2312122.76   | 0.45%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I               | BNSF Funding Trust I                                      | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $490052.56    | 0.09%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138AJXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168810 | PA      | $163670.21    | 0.03%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN            | Borr IHC Ltd / Borr Finance LLC                           | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    491220 | PA      | $412146.88    | 0.08%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc            | Extra Space Storage Inc                                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17912 | NS      | $2624466.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2129698 | PA      | $1868570.08   | 0.36%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140FEX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79447 | PA      | $75332.89     | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Copart Inc                         | Copart Inc                                                | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     91333 | NS      | $5574052.99   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                   | Roche Holding AG                                          | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    133778 | NS      | $5454129.06   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG           | Infineon Technologies AG                                  | CUSIP: 45662N103<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    115556 | NS      | $3809881.32   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70091 | PA      | $73451.63     | 0.01%             | 2038-05-01      | 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        |   1018571 | PA      | $1001731.68   | 0.19%             | 2061-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC             | Flexential Issuer 2021-1                                  | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2048433.43   | 0.40%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Halma PLC                          | Halma PLC                                                 | CUSIP: 40637C308<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     34961 | NS      | $2637457.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear LLC                           | PEAR 2021-1 LLC                                           | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483524 | PA      | $478676.15    | 0.09%             | 2034-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP              | Truist Financial Corp                                     | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1631205.62   | 0.32%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                           | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $906929.84    | 0.18%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc       | Thermo Fisher Scientific Inc                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     17880 | NS      | $7670520.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13047000 | PA      | $11143972.73  | 2.15%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227537 | PA      | $217884.72    | 0.04%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                           | CSX Corp                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     87505 | NS      | $2456265.35   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Winwater Mortgage Loan Trust       | WinWater Mortgage Loan Trust 2015-1                       | CUSIP: 97652TAA1<br>LEI: 5493006H0W2XGUBIBK91 | Long             | ABS-MBS          | CORP              | US        |     41397 | PA      | $38422.02     | 0.01%             | 2045-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                      | Amphenol Corp                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     33736 | NS      | $2595985.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE            | Walt Disney Co/The                                        | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    780000 | PA      | $878165.52    | 0.17%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-7                             | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |     86607 | PA      | $77866.04     | 0.02%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2012-7                             | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2202830 | PA      | $2103775.88   | 0.41%             | 2026-05-26      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                     | CBRE Group Inc                                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     41823 | NS      | $5109934.14   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2018-1 B PTT            | United Airlines 2018-1 Class B Pass Through Trust         | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67044 | PA      | $64973.96     | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU           | Newcastle Coal Infrastructure Group Pty Ltd               | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |   1477146 | PA      | $1454193.74   | 0.28%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7110 | PA      | $7437.89      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                      | HDFC Bank Ltd                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     71578 | NS      | $5203004.82   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-6                             | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395039 | PA      | $355101.67    | 0.07%             | 2043-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                       | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1047620.18   | 0.20%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                       | Danaher Corp                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     12885 | NS      | $2568367.05   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutherland Commercial Mortgage     | Sutherland Commercial Mortgage Trust 2019-SBC8            | CUSIP: 86935CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119625 | PA      | $113714.79    | 0.02%             | 2041-04-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                         | Ferrari NV                                                | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |     11168 | NS      | $5157159.04   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2019-HY1                        | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194216 | PA      | $194745.44    | 0.04%             | 2048-10-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc         | Vertex Pharmaceuticals Inc                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     11191 | NS      | $5701814.50   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                        | Workday Inc                                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     21905 | NS      | $5366725.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

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

**Signature:** Jill Peeper

**Name of Signer:** Jill Peeper

**Title:** Principal Financial Officer and Treasurer