# EDGAR Filing Document

**Accession Number:** 0000751173
**File Stem:** 0000940400-25-013990
**Filing Date:** 2025-12
**Character Count:** 86426
**Document Hash:** b8695764771dc07201aa509493bce200
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-013990.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-013990

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251219

**DATE AS OF CHANGE**: 20251219

**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:** 251587335

**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) Moderate Term Series (Series ID: S000003636)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000010102 | Pro-Blend(R) Moderate Term Series Class L | MNMCX           |
| C000010104 | Pro-Blend(R) Moderate Term Series Class R | MNMRX           |
| C000010106 | Pro-Blend(R) Moderate Term Series Class S | EXBAX           |
| C000059953 | Pro-Blend(R) Moderate Term Series Class I | MNMIX           |
| C000206451 | Class W                                   | MNMWX           |

## 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 Moderate Term Series

- **b. EDGAR series identifier (if any):** S000003636

- **c. LEI of Series:** 549300W8G2K2INKCES56

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $300322384.22

**Total Liabilities:** $590698.59

**Net Assets:** $299731685.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 33.74320000 | **1-Year:** 4242.10193000 | **5-Year:** 27538.03124000 | **10-Year:** 11449.48987000 | **30-Year:** 4.06811000

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

- **3-Month:** 89.88701000 | **1-Year:** 611.18641000 | **5-Year:** 3146.61929000 | **10-Year:** 1509.74175000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010102 | 1.29%                | 0.54%                | 0.93%                |
| Class ID C000010104 | 1.36%                | 0.60%                | 0.93%                |
| Class ID C000010106 | 1.37%                | 0.61%                | 0.94%                |
| Class ID C000059953 | 1.36%                | 0.67%                | 1.00%                |
| Class ID C000206451 | 1.42%                | 0.67%                | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-148823.57              | $3752578.96                                |
| Month 2  | $-879081.26              | $2257355.31                                |
| Month 3  | $2030649.84              | $377012.93                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Parcel Service Inc          | United Parcel Service Inc                                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     17661 | NS      | $1702873.62   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU           | Newcastle Coal Infrastructure Group Pty Ltd               | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |   1237708 | PA      | $1232390.12   | 0.41%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6101000 | PA      | $6325021.09   | 2.11%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd          | West Fraser Timber Co Ltd                                 | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     30715 | NS      | $1873615.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XH7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2090337 | PA      | $1870506.37   | 0.62%             | 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        |     53083 | PA      | $52737.13     | 0.02%             | 2047-02-01      | Fixed         | 4.50%                 | 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        |   1645414 | PA      | $1375063.80   | 0.46%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I            | Metropolitan Life Global Funding I                        | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $479652.89    | 0.16%             | 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        |    585488 | PA      | $611683.16    | 0.20%             | 2049-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                 | Deutsche Boerse AG                                        | CUSIP: 251542106<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     34812 | NS      | $880743.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418BBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166699 | PA      | $168044.37    | 0.06%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                    | TJX Cos Inc/The                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      9125 | NS      | $1278777.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                     | Air Liquide SA                                            | CUSIP: 009126202<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     81781 | NS      | $3162471.27   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 312941F69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434394 | PA      | $436423.82    | 0.15%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7132000 | PA      | $6634988.75   | 2.21%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                  | CUSIP: 38379RRX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135543 | PA      | $127120.85    | 0.04%             | 2056-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TransUnion                         | TransUnion                                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     24349 | NS      | $1976651.82   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31410KJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121208 | PA      | $128353.92    | 0.04%             | 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        |    240469 | PA      | $254645.92    | 0.08%             | 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        |      4800 | NS      | $2305440.00   | 0.77%             |  |  |  | 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        |   1015075 | PA      | $944873.69    | 0.32%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2019-INV1                                       | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19318 | PA      | $18497.18     | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                         | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620129.64    | 0.21%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG           | New York Life Global Funding                              | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    470000 | PA      | $478180.51    | 0.16%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XGJZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823505 | PA      | $772095.23    | 0.26%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC           | Safehold GL Holdings LLC                                  | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    885000 | PA      | $932654.35    | 0.31%             | 2034-04-01      | Fixed         | 6.10%                 | 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        |    400000 | PA      | $396856.25    | 0.13%             | 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        |     15324 | NS      | $4603789.32   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC            | Duke Energy Florida LLC                                   | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1645077.04   | 0.55%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                    | Cogent Ipv4 LLC                                           | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $639801.28    | 0.21%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                    | 180 Medical Inc                                           | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773232.27    | 0.26%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    890000 | PA      | $927048.39    | 0.31%             | 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        |    127288 | PA      | $112604.42    | 0.04%             | 2043-02-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P75X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185358 | PA      | $187110.51    | 0.06%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31416BRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249699 | PA      | $263574.95    | 0.09%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                         | Nasdaq Inc                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     11864 | NS      | $1014253.36   | 0.34%             |  |  |  | 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        |    200472 | PA      | $195249.05    | 0.07%             | 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        |   4043000 | PA      | $3111846.56   | 1.04%             | 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        |    633336 | PA      | $647936.61    | 0.22%             | 2035-07-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915491 | PA      | $783071.76    | 0.26%             | 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        |    116926 | PA      | $117863.03    | 0.04%             | 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        |     13505 | NS      | $4574008.45   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1325870.03   | 0.44%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1318066.38   | 0.44%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Visa Inc                           | Visa Inc                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      7820 | NS      | $2664586.80   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc          | L3Harris Technologies Inc                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     11338 | NS      | $3277815.80   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                     | Amazon.com Inc                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     25707 | NS      | $6278163.54   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9495000 | PA      | $7926841.41   | 2.64%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                           | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $517204.12    | 0.17%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc             | UnitedHealth Group Inc                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     12600 | NS      | $4303656.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd               | Tencent Holdings Ltd                                      | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |     15249 | NS      | $1240811.13   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management        | RCKT Mortgage Trust 2021-6                                | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039722 | PA      | $870443.46    | 0.29%             | 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        |   2220000 | PA      | $2241293.46   | 0.75%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3442 | PA      | $3474.81      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | 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        |   1721778 | PA      | $1729913.74   | 0.58%             | 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        |   7165000 | PA      | $6229631.64   | 2.08%             | 2031-11-15      | Fixed         | 1.38%                 | 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        |    325000 | PA      | $326236.88    | 0.11%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Zoetis Inc                         | Zoetis Inc                                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      7702 | NS      | $1109781.18   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6609000 | PA      | $6518126.25   | 2.17%             | 2028-11-15      | Fixed         | 3.12%                 | 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        |   1024609 | PA      | $996903.95    | 0.33%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                        | NVIDIA Corp                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     24901 | NS      | $5042203.49   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                   | MercadoLibre Inc                                          | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       763 | NS      | $1775699.38   | 0.59%             |  |  |  | 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        |      9795 | PA      | $8905.18      | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                 | Meta Platforms Inc                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5678 | NS      | $3681331.30   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M73H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35003 | PA      | $37113.89     | 0.01%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                     | S&P Global Inc                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3386 | NS      | $1649693.06   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2020-1                             | CUSIP: 81748MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61427 | PA      | $55846.72     | 0.02%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    955478 | PA      | $970780.02    | 0.32%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2006171 | PA      | $2034386.56   | 0.68%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DNQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2385228 | PA      | $2425163.83   | 0.81%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp      | First American Financial Corp                             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     18966 | NS      | $1185564.66   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2017-6                             | CUSIP: 81746FAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63252 | PA      | $57208.25     | 0.02%             | 2047-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                        | CUSIP: 3137H5U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1727311 | PA      | $1540546.93   | 0.51%             | 2049-06-25      | Fixed         | 2.50%                 | 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        |     63119 | PA      | $61900.44     | 0.02%             | 2029-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                | Bentley Systems Inc                                       | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     43123 | NS      | $2191942.09   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96021 | PA      | $90026.16     | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | 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        |    250000 | PA      | $215053.65    | 0.07%             | 2028-03-17      | Fixed         | 10.25%                | 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        |    182613 | PA      | $175751.42    | 0.06%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M5RA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39464 | PA      | $41843.79     | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | 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        |    884317 | PA      | $521706.12    | 0.17%             | 2027-11-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC            | Jefferies Financial Group Inc                             | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1983351.87   | 0.66%             | 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        |   1270000 | PA      | $1300463.24   | 0.43%             | 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        |    155664 | PA      | $164840.65    | 0.05%             | 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        |     40485 | PA      | $38189.25     | 0.01%             | 2044-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                     | Salesforce Inc                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4761 | NS      | $1239812.01   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT Loan Trust                     | PMT Loan Trust 2013-J1                                    | CUSIP: 693456AW5<br>LEI: 549300QFMQR379ND0354 | Long             | ABS-MBS          | CORP              | US        |    748483 | PA      | $698806.66    | 0.23%             | 2043-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44488 | PA      | $47111.26     | 0.02%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                     | ServiceNow Inc                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3964 | NS      | $3644025.92   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST ACQ/DOMINION             | Northwest Acquisitions ULC / Dominion Finco Inc           | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    497000 | PA      | $4.97         | 0.00%             | 2022-11-01      | Fixed         | 7.12%                 | 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        |    745354 | PA      | $670008.18    | 0.22%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1419318.17   | 0.47%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN           | MassMutual Global Funding II                              | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $479334.29    | 0.16%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                    | Goodgreen 2020-1 Trust                                    | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734544 | PA      | $607027.31    | 0.20%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                              | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    980000 | PA      | $907885.90    | 0.30%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                      | Blackrock Inc                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       801 | NS      | $867330.81    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138Y6Y81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275911 | PA      | $274245.38    | 0.09%             | 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        |    750372 | PA      | $655528.44    | 0.22%             | 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        |   1079852 | PA      | $1057754.09   | 0.35%             | 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        | 165000000 | PA      | $1070050.23   | 0.36%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6058000 | PA      | $6150763.13   | 2.05%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136B1YD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10582 | PA      | $10491.12     | 0.00%             | 2047-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                     | Microsoft Corp                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     10986 | NS      | $5688660.66   | 1.90%             |  |  |  | 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        |     49843 | NS      | $2441808.57   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                        | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   5505203 | NS      | $5505203.23   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOGE PETROLEUM AND GAS           | Brooge Petroleum and Gas Investment Co FZE                | CUSIP: 000000000<br>LEI: 213800T6YBVV45KTOC07 | Long             | DBT              | CORP              | AE        |    319173 | PA      | $302791.20    | 0.10%             | 2025-11-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IIP OPERATING PARTNER              | IIP Operating Partnership LP                              | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $484683.76    | 0.16%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc             | Intuitive Surgical Inc                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4408 | NS      | $2355106.24   | 0.79%             |  |  |  | No            |                  1 | 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        |    765215 | PA      | $686295.10    | 0.23%             | 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        |    955000 | PA      | $903864.89    | 0.30%             | 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        |    157426 | PA      | $143491.95    | 0.05%             | 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        |   1609298 | PA      | $1458682.00   | 0.49%             | 2040-12-01      | Fixed         | 2.50%                 | 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        |    111769 | PA      | $110292.46    | 0.04%             | 2040-03-26      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The            | Sherwin-Williams Co/The                                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      3362 | NS      | $1159688.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DataBank Issuer LLC                | DataBank Issuer                                           | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1596312.77   | 0.53%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                  | Taylor Wimpey PLC                                         | CUSIP: 877409102<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    126597 | NS      | $1747038.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ECMC Group Student Loan Trust      | ECMC Group Student Loan Trust 2025-2                      | CUSIP: 26827YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1182317.01   | 0.39%             | 2074-11-25      | Floating      | 5.32%                 | 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        |    232014 | PA      | $223310.79    | 0.07%             | 2056-11-25      | Variable      | 3.75%                 | 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        |    246441 | PA      | $238439.25    | 0.08%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1680284 | PA      | $1644481.19   | 0.55%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | 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        |    165000 | PA      | $166728.06    | 0.06%             | 2032-01-14      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                        | Rollins Inc                                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     19688 | NS      | $1134225.68   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Education Loan Trust       | Navient Education Loan Trust 2025-A                       | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792480 | PA      | $799258.30    | 0.27%             | 2055-07-15      | Fixed         | 5.02%                 | 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        |   1020000 | PA      | $984692.31    | 0.33%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4033 | PA      | $4069.69      | 0.00%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                     | Mastercard Inc                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7229 | NS      | $3990335.71   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA           | Hermes International SCA                                  | CUSIP: 42751Q105<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |     14406 | NS      | $3563180.04   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1612844 | PA      | $1613055.45   | 0.54%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XRLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1704695 | PA      | $1549879.11   | 0.52%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                    | Ross Stores Inc                                           | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    255000 | PA      | $222747.24    | 0.07%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-7                                         | CUSIP: 12647PAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104498 | PA      | $97316.97     | 0.03%             | 2043-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL           | Eagle Funding Luxco Sarl                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1005000 | PA      | $1020872.31   | 0.34%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                      | Persimmon PLC                                             | CUSIP: 715318101<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     55263 | NS      | $1776705.45   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XKZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2100125 | PA      | $1893432.76   | 0.63%             | 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        |     16185 | NS      | $1116279.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA/RI                | Citizens Bank NA/Providence RI                            | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    960000 | PA      | $965292.36    | 0.32%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands     | NU Holdings Ltd/Cayman Islands                            | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |     71071 | NS      | $1144953.81   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210158 | PA      | $209335.36    | 0.07%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128MJ2E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47728 | PA      | $47380.83     | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1343490.65   | 0.45%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| GSK PLC                            | GSK PLC                                                   | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     28662 | NS      | $1343101.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ACG HOLDCO 1 PLC                   | ACG Holdco 1 PLC                                          | CUSIP: 000000000<br>LEI: 9845008FS09985054W54 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $163608.15    | 0.05%             | 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        |    132434 | PA      | $132421.80    | 0.04%             | 2029-07-25      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                    | AstraZeneca PLC                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     30335 | NS      | $2499604.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMINO FUNDING TRUST I           | Palomino Funding Trust I                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1883785.90   | 0.63%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6104000 | PA      | $6192698.75   | 2.07%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                    | Cameron LNG LLC                                           | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    510000 | PA      | $447331.59    | 0.15%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc      | Intercontinental Exchange Inc                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      6149 | NS      | $899537.21    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC            | New Fortress Energy Inc                                   | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    335000 | PA      | $33494.68     | 0.01%             | 2029-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XLPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1879579 | PA      | $1751657.88   | 0.58%             | 2052-04-01      | Fixed         | 3.50%                 | 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        |    842051 | PA      | $721237.94    | 0.24%             | 2056-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                       | Alphabet Inc                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     13858 | NS      | $3896731.02   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Tru     | Provident Funding Mortgage Trust 2021-2                   | CUSIP: 74388JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925090 | PA      | $802885.06    | 0.27%             | 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        |    559250 | PA      | $468141.94    | 0.16%             | 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        |     33223 | PA      | $35226.34     | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                             | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1347169.21   | 0.45%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | Pear 2024-1 LLC                                           | CUSIP: 704933AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313450 | PA      | $316342.95    | 0.11%             | 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        |     74667 | NS      | $3435428.67   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2779141 | PA      | $2495043.25   | 0.83%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT            | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1081000 | PA      | $56837.10     | 0.02%             | 2031-05-29      | Fixed         | 7.75%                 | 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        |   1043750 | PA      | $1034140.12   | 0.35%             | 2030-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings      | Clearwater Analytics Holdings Inc                         | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58553 | NS      | $1077960.73   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR3                                      | CUSIP: 12646XAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214352 | PA      | $193066.98    | 0.06%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                 | Cenovus Energy Inc                                        | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1290000 | PA      | $1424279.50   | 0.48%             | 2039-11-15      | Fixed         | 6.75%                 | 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        |    392136 | PA      | $362573.70    | 0.12%             | 2047-01-25      | Fixed         | 2.54%                 | 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        |    788522 | PA      | $694924.91    | 0.23%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                    | SiriusPoint Ltd                                           | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    860000 | PA      | $906915.90    | 0.30%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II            | Alexander Funding Trust II                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $937222.02    | 0.31%             | 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        |   1561489 | PA      | $1561693.74   | 0.52%             | 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        |    230000 | PA      | $243851.90    | 0.08%             | 2028-03-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                       | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $343090.33    | 0.11%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                    | BAE Systems PLC                                           | CUSIP: 05523R107<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     23827 | NS      | $2356728.57   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2024-NQM1 Trust                                       | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    677843 | PA      | $681688.95    | 0.23%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417YJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221335 | PA      | $221846.32    | 0.07%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63656 | PA      | $67494.02     | 0.02%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                     | Atlassian Corp                                            | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      6581 | NS      | $1114953.02   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hageman Capital 2025 Issuer Tr     | Hageman Capital 2025 Issuer Trust                         | CUSIP: 405033AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $664753.43    | 0.22%             | 2056-08-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR           | Depository Trust & Clearing Corp/The                      | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491204.53    | 0.16%             | 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        |   1167000 | PA      | $1046723.16   | 0.35%             | 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        |    300000 | PA      | $301092.96    | 0.10%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                     | Albemarle Corp                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     23609 | NS      | $2319112.07   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia de Saneamento Basico do Es     | Cia de Saneamento Basico do Estado de Sao Paulo SABESP    | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |     53098 | NS      | $1303024.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140F8RB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32714 | PA      | $30760.78     | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                   | Roche Holding AG                                          | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     84856 | NS      | $3428182.40   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                         | HEICO Corp                                                | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      4263 | NS      | $1056072.99   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexential Issuer, LLC             | Flexential Issuer 2021-1                                  | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2045916.18   | 0.68%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2021-1 LLC                                           | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196650 | PA      | $195796.17    | 0.07%             | 2034-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                | Hotwire Funding LLC                                       | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1898298.07   | 0.63%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Halma PLC                          | Halma PLC                                                 | CUSIP: 40637C308<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     12833 | NS      | $1208866.03   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP              | Truist Financial Corp                                     | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1356282.29   | 0.45%             | 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        |    710000 | PA      | $711908.41    | 0.24%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR2                                      | CUSIP: 12646WAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249153 | PA      | $227620.06    | 0.08%             | 2043-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214425 | PA      | $207545.88    | 0.07%             | 2038-07-01      | 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        |  10183000 | PA      | $8869552.11   | 2.96%             | 2030-11-15      | Fixed         | 0.88%                 | 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        |     71639 | PA      | $67438.21     | 0.02%             | 2045-01-20      | Variable      | 3.50%                 | 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        |   1241859 | PA      | $1123567.06   | 0.37%             | 2063-01-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1774904.88   | 0.59%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                      | Amphenol Corp                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      8402 | NS      | $1170734.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-7                             | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    120110 | PA      | $109234.75    | 0.04%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE            | Walt Disney Co/The                                        | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    620000 | PA      | $716765.24    | 0.24%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                     | CBRE Group Inc                                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     15218 | NS      | $2319679.74   | 0.77%             |  |  |  | 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        |     41604 | PA      | $41512.93     | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | 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        |   1587277 | PA      | $1555841.31   | 0.52%             | 2026-05-26      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13784 | PA      | $14550.14     | 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        |     61960 | NS      | $2244191.20   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-6                             | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338594 | PA      | $308076.62    | 0.10%             | 2043-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc       | Thermo Fisher Scientific Inc                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      4061 | NS      | $2304170.79   | 0.77%             |  |  |  | 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        |    102341 | PA      | $97923.97     | 0.03%             | 2041-04-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                         | Ferrari NV                                                | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      4810 | NS      | $1942999.50   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                        | Workday Inc                                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      9556 | NS      | $2292675.52   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc         | Vertex Pharmaceuticals Inc                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      8846 | NS      | $3764592.22   | 1.26%             |  |  |  | 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        |    127679 | PA      | $127810.12    | 0.04%             | 2048-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EP2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72975 | PA      | $73143.25     | 0.02%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1333110.59   | 0.44%             | 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        |    172314 | PA      | $150387.85    | 0.05%             | 2043-02-25      | Variable      | 1.87%                 | 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        |    649433 | PA      | $659931.76    | 0.22%             | 2032-07-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                    | DR Horton Inc                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    780000 | PA      | $795428.41    | 0.27%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

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

**Signature:** Jill Peeper

**Name of Signer:** Jill Peeper

**Title:** Principal Financial Officer and Treasurer