# EDGAR Filing Document

**Accession Number:** 0000751173
**File Stem:** 0000940400-25-013982
**Filing Date:** 2025-12
**Character Count:** 83351
**Document Hash:** 5d3d24fb908992b137af1eadcb2ea282
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-013982.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-013982

**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:** 251587327

**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:** 2025-10-31

**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:** $451272152.22

**Total Liabilities:** $682187.88

**Net Assets:** $450589964.34

**Cash Not Reported:** $1015410.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 31.43854000 | **1-Year:** 4311.77105000 | **5-Year:** 26551.06622000 | **10-Year:** 14466.14048000 | **30-Year:** 67.78300000

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

- **3-Month:** 113.98411000 | **1-Year:** 735.28981000 | **5-Year:** 2827.82764000 | **10-Year:** 956.87312000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010109 | 1.29%                | 0.64%                | 1.02%                |
| Class ID C000010111 | 1.29%                | 0.69%                | 1.12%                |
| Class ID C000010113 | 1.29%                | 0.74%                | 1.12%                |
| Class ID C000059954 | 1.34%                | 0.73%                | 1.12%                |
| Class ID C000206456 | 1.37%                | 0.78%                | 1.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $59696.96                | $6215005.62                                |
| Month 2  | $479994.11               | $2507576.47                                |
| Month 3  | $14133816.47             | $-8910098.32                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nelnet Student Loan Trust          | Nelnet Student Loan Trust 2012-3                          | CUSIP: 64032XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101102 | PA      | $99766.23     | 0.02%             | 2040-03-26      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc       | Thermo Fisher Scientific Inc                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      7982 | NS      | $4528906.98   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd          | West Fraser Timber Co Ltd                                 | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     69923 | NS      | $4265303.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XH7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2366350 | PA      | $2117492.25   | 0.47%             | 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        |     89190 | PA      | $88609.35     | 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   | 0.31%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EHR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281561 | PA      | $281606.79    | 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        |    420000 | PA      | $428625.99    | 0.10%             | 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        |    499923 | PA      | $522290.17    | 0.12%             | 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        |     80440 | NS      | $2035132.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418BBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198347 | PA      | $199947.80    | 0.04%             | 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        |     15951 | NS      | $2235373.14   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU           | Newcastle Coal Infrastructure Group Pty Ltd               | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |    269933 | PA      | $268773.16    | 0.06%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                   | ALLO Issuer LLC                                           | CUSIP: 01983KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1469260.58   | 0.33%             | 2053-06-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                  | CUSIP: 38379RRX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136943 | PA      | $128433.95    | 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      | $4492176.48   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31410KJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80782 | PA      | $85544.87     | 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        |    160267 | PA      | $169715.52    | 0.04%             | 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        |      9461 | NS      | $4544118.30   | 1.01%             |  |  |  | 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        |   1033598 | PA      | $962115.91    | 0.21%             | 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      | $780163.09    | 0.17%             | 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        |     18413 | PA      | $17631.16     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC           | Safehold GL Holdings LLC                                  | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    810000 | PA      | $853615.84    | 0.19%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG           | New York Life Global Funding                              | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $427310.24    | 0.09%             | 2029-01-29      | Fixed         | 4.70%                 | 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    | 0.09%             | 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        |     31059 | NS      | $9331055.37   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC            | Duke Energy Florida LLC                                   | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1690147.64   | 0.38%             | 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        |    830000 | PA      | $863471.65    | 0.19%             | 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        |    980000 | PA      | $947209.53    | 0.21%             | 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        |    820000 | PA      | $854134.47    | 0.19%             | 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        |     85060 | PA      | $75247.50     | 0.02%             | 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        |    124398 | PA      | $125573.67    | 0.03%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                         | Nasdaq Inc                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     25708 | NS      | $2197776.92   | 0.49%             |  |  |  | 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        |    168520 | PA      | $164129.67    | 0.04%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31416BRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3775 | PA      | $3984.44      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16381000 | PA      | $12608250.94  | 2.80%             | 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        |   1201715 | PA      | $1229418.17   | 0.27%             | 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        |    826175 | PA      | $706674.52    | 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        |     83186 | PA      | $83852.93     | 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        |     27030 | NS      | $9154790.70   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1285074.03   | 0.29%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                           | Visa Inc                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     16481 | NS      | $5615735.94   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1287413.68   | 0.29%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                     | Amazon.com Inc                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     51602 | NS      | $12602240.44  | 2.80%             |  |  |  | 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      | $11204437.97  | 2.49%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                     | Air Liquide SA                                            | CUSIP: 009126202<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |    170645 | NS      | $6598842.15   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc             | UnitedHealth Group Inc                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     25267 | NS      | $8630196.52   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd               | Tencent Holdings Ltd                                      | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |     27775 | NS      | $2260051.75   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management        | RCKT Mortgage Trust 2021-6                                | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1636599 | PA      | $1370142.48   | 0.30%             | 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        |   2120000 | PA      | $2140334.30   | 0.48%             | 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        |    116687 | PA      | $109721.07    | 0.02%             | 2046-04-01      | Fixed         | 3.50%                 | 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        |   2023288 | PA      | $2032847.95   | 0.45%             | 2031-02-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125587 | PA      | $126770.48    | 0.03%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22401000 | PA      | $19476619.45  | 4.32%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                         | Zoetis Inc                                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     15720 | NS      | $2265094.80   | 0.50%             |  |  |  | No            |                  1 | 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    | 0.22%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc          | L3Harris Technologies Inc                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     23344 | NS      | $6748750.40   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                        | NVIDIA Corp                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     47409 | NS      | $9599848.41   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                   | MercadoLibre Inc                                          | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |      1511 | NS      | $3516489.86   | 0.78%             |  |  |  | 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        |     84363 | PA      | $76699.48     | 0.02%             | 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        |     10795 | NS      | $6998938.25   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                     | S&P Global Inc                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      7090 | NS      | $3454318.90   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2541149 | PA      | $2576889.64   | 0.57%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | 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      | $1758283.15   | 0.39%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EQST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145739 | PA      | $142410.13    | 0.03%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp      | First American Financial Corp                             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     34647 | NS      | $2165783.97   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3132QQFU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183741 | PA      | $178794.85    | 0.04%             | 2045-06-01      | Fixed         | 4.00%                 | 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      | $552093.19    | 0.12%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                        | CUSIP: 3137H5U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1555297 | PA      | $1387131.47   | 0.31%             | 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        |     50114 | PA      | $49146.79     | 0.01%             | 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        |     88615 | NS      | $4504300.45   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138WDRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233932 | PA      | $232521.18    | 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      | $236559.01    | 0.05%             | 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        |    130997 | PA      | $126074.36    | 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        |   1103101 | PA      | $650778.73    | 0.14%             | 2027-11-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                | Hotwire Funding LLC                                       | CUSIP: 44148HAA1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $705828.20    | 0.16%             | 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        |   2030000 | PA      | $2130266.82   | 0.47%             | 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        |   1250000 | PA      | $1279983.50   | 0.28%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910338 | PA      | $924916.40    | 0.21%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EHXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75863 | PA      | $80335.91     | 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        |     40127 | PA      | $37851.30     | 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        |      8913 | NS      | $2321034.33   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT Loan Trust                     | PMT Loan Trust 2013-J1                                    | CUSIP: 693456AW5<br>LEI: 549300QFMQR379ND0354 | Long             | ABS-MBS          | CORP              | US        |    765317 | PA      | $714523.01    | 0.16%             | 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        |    211778 | PA      | $224263.06    | 0.05%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                     | ServiceNow Inc                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      7331 | NS      | $6739241.68   | 1.50%             |  |  |  | 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      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1261616.15   | 0.28%             | 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        |    400000 | PA      | $407944.08    | 0.09%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                              | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    920000 | PA      | $852301.05    | 0.19%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136B1YD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8140 | PA      | $8070.09      | 0.00%             | 2047-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                      | Blackrock Inc                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      1615 | NS      | $1748738.15   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138Y6Y81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161703 | PA      | $160727.01    | 0.04%             | 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        |    744735 | PA      | $650604.28    | 0.14%             | 2050-10-25      | Fixed         | 1.50%                 | 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      | $1361882.11   | 0.30%             | 2026-01-01      | Fixed         | 0.10%                 | 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      | $1919543.76   | 0.43%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                     | Microsoft Corp                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     21795 | NS      | $11285668.95  | 2.50%             |  |  |  | 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        |    103734 | NS      | $5081928.66   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                        | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   7801551 | NS      | $7801551.39   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| IIP OPERATING PARTNER              | IIP Operating Partnership LP                              | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $692405.37    | 0.15%             | 2026-05-25      | Fixed         | 5.50%                 | 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      | $474491.75    | 0.11%             | 2025-11-30      | Fixed         | 8.50%                 | 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        |    735716 | PA      | $661344.28    | 0.15%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc             | Intuitive Surgical Inc                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      8334 | NS      | $4452689.52   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM 2021-1 LLC                    | Slam 2021-1 Ltd                                           | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310040 | PA      | $1244019.49   | 0.28%             | 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        |    765215 | PA      | $686295.10    | 0.15%             | 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      | $217684.74    | 0.05%             | 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        |    101328 | PA      | $92359.13     | 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        |   1599831 | PA      | $1450101.52   | 0.32%             | 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        |    239317 | NS      | $3302574.60   | 0.73%             |  |  |  | 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        |    970000 | PA      | $971904.66    | 0.22%             | 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        |    189211 | PA      | $182113.30    | 0.04%             | 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        |    349988 | PA      | $338623.80    | 0.08%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc          | United Parcel Service Inc                                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     35474 | NS      | $3420403.08   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The            | Sherwin-Williams Co/The                                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      6541 | NS      | $2256252.54   | 0.50%             |  |  |  | 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      | $222304.08    | 0.05%             | 2032-01-14      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                        | Rollins Inc                                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     40251 | NS      | $2318860.11   | 0.51%             |  |  |  | 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        |    890000 | PA      | $859192.31    | 0.19%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                     | Mastercard Inc                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     14700 | NS      | $8114253.00   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA           | Hermes International SCA                                  | CUSIP: 42751Q105<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |     26700 | NS      | $6603978.00   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2983762 | PA      | $2984152.58   | 0.66%             | 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        |   1163959 | PA      | $1058250.79   | 0.23%             | 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        |    320000 | PA      | $279525.94    | 0.06%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL           | Eagle Funding Luxco Sarl                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1305000 | PA      | $1325610.32   | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2022-INV1 Trust                                       | CUSIP: 67115NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1217681 | PA      | $1061915.66   | 0.24%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145427 | PA      | $146763.23    | 0.03%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                      | Persimmon PLC                                             | CUSIP: 715318101<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    100396 | NS      | $3227731.40   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XKZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3305753 | PA      | $2980403.43   | 0.66%             | 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        |     31493 | NS      | $2172072.21   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6926000 | PA      | $5177185.00   | 1.15%             | 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      | $995457.75    | 0.22%             | 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        |    143341 | NS      | $2309223.51   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130728 | PA      | $130216.48    | 0.03%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSK PLC                            | GSK PLC                                                   | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     51579 | NS      | $2416991.94   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1279514.91   | 0.28%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ACG HOLDCO 1 PLC                   | ACG Holdco 1 PLC                                          | CUSIP: 000000000<br>LEI: 9845008FS09985054W54 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $327216.30    | 0.07%             | 2029-01-13      | Fixed         | 14.75%                | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                    | AstraZeneca PLC                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     54591 | NS      | $4498298.40   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCG LLC                            | PCG 2023-1 LLC                                            | CUSIP: 70461JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152500 | PA      | $152485.71    | 0.03%             | 2029-07-25      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I           | Palomino Funding Trust I                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1703873.76   | 0.38%             | 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        |  24638000 | PA      | $24996020.94  | 5.55%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc      | Intercontinental Exchange Inc                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     14543 | NS      | $2127495.47   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMERON LNG LLC                    | Cameron LNG LLC                                           | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    625000 | PA      | $548200.48    | 0.12%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC            | New Fortress Energy Inc                                   | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    560000 | PA      | $55991.10     | 0.01%             | 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        |   2008548 | PA      | $1730086.19   | 0.38%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                       | Alphabet Inc                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     25656 | NS      | $7214210.64   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund LLC                  | Imperial Fund Mortgage Trust 2021-NQM3                    | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    862100 | PA      | $738410.28    | 0.16%             | 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        |    267328 | PA      | $261007.95    | 0.06%             | 2041-04-01      | Fixed         | 4.00%                 | 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        |    908860 | PA      | $788799.36    | 0.18%             | 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        |    745667 | PA      | $624189.26    | 0.14%             | 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        |     30667 | PA      | $32516.63     | 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        |   1310000 | PA      | $1288169.09   | 0.29%             | 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        |    427432 | PA      | $431376.76    | 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        |    149965 | NS      | $6899889.65   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings      | Clearwater Analytics Holdings Inc                         | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113527 | NS      | $2090032.07   | 0.46%             |  |  |  | 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        |   1070860 | PA      | $1061000.90   | 0.24%             | 2030-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR3                                      | CUSIP: 12646XAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136066 | PA      | $122554.77    | 0.03%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT            | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    972000 | PA      | $51106.07     | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | 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      | $649644.45    | 0.14%             | 2026-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                 | Cenovus Energy Inc                                        | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1269706.53   | 0.28%             | 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        |    383340 | PA      | $354441.21    | 0.08%             | 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        |   1779347 | PA      | $1568139.61   | 0.35%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                    | SiriusPoint Ltd                                           | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    810000 | PA      | $854188.23    | 0.19%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2022654 | PA      | $2022919.35   | 0.45%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II            | Alexander Funding Trust II                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $852020.02    | 0.19%             | 2028-07-31      | Fixed         | 7.47%                 | 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      | $360476.72    | 0.08%             | 2028-03-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BAE Systems PLC                    | BAE Systems PLC                                           | CUSIP: 05523R107<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     45324 | NS      | $4482996.84   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417YJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141106 | PA      | $141432.48    | 0.03%             | 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        |     31828 | PA      | $33747.01     | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2024-NQM1 Trust                                       | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    920844 | PA      | $926068.01    | 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        |    820000 | PA      | $852527.49    | 0.19%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                     | Atlassian Corp                                            | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |     13860 | NS      | $2348161.20   | 0.52%             |  |  |  | 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        |    870000 | PA      | $863187.29    | 0.19%             | 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    | 0.11%             | 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        |   1460000 | PA      | $1309525.12   | 0.29%             | 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        |    430000 | PA      | $431566.58    | 0.10%             | 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        |    162743 | PA      | $159025.92    | 0.04%             | 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       |         0 | PA      | $0.00         | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HEICO Corp                         | HEICO Corp                                                | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      9217 | NS      | $2283327.41   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                     | Albemarle Corp                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     47255 | NS      | $4641858.65   | 1.03%             |  |  |  | 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        |     94051 | NS      | $2308011.54   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2034672 | PA      | $1829299.91   | 0.41%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                   | Roche Holding AG                                          | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    160463 | NS      | $6482705.20   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65556 | PA      | $69420.77     | 0.02%             | 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        |    973963 | PA      | $970878.47    | 0.22%             | 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      | $2094628.47   | 0.46%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Halma PLC                          | Halma PLC                                                 | CUSIP: 40637C308<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     24077 | NS      | $2268048.58   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear LLC                           | PEAR 2021-1 LLC                                           | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201078 | PA      | $200204.34    | 0.04%             | 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        |   1360000 | PA      | $1280933.28   | 0.28%             | 2029-06-07      | Fixed         | 1.89%                 | 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        |   1607678 | PA      | $1454540.30   | 0.32%             | 2063-01-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214425 | PA      | $207545.88    | 0.05%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust       | WinWater Mortgage Loan Trust 2015-1                       | CUSIP: 97652TAA1<br>LEI: 5493006H0W2XGUBIBK91 | Long             | ABS-MBS          | CORP              | US        |     40598 | PA      | $38217.94     | 0.01%             | 2045-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1709969.33   | 0.38%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                      | Amphenol Corp                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     16846 | NS      | $2347321.64   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE            | Walt Disney Co/The                                        | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    780000 | PA      | $901736.91    | 0.20%             | 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        |     80518 | PA      | $73227.74     | 0.02%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                     | CBRE Group Inc                                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     27483 | NS      | $4189233.69   | 0.93%             |  |  |  | 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        |     58938 | PA      | $58809.98     | 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        |   2115216 | PA      | $2073323.97   | 0.46%             | 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        |      6680 | PA      | $7051.22      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140FEX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78290 | PA      | $75665.16     | 0.02%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                      | HDFC Bank Ltd                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    123564 | NS      | $4475488.08   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-6                             | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372725 | PA      | $339131.69    | 0.08%             | 2043-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sutherland Commercial Mortgage     | Sutherland Commercial Mortgage Trust 2019-SBC8            | CUSIP: 86935CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108525 | PA      | $103840.83    | 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      | $4511313.60   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                        | Workday Inc                                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     18795 | NS      | $4509296.40   | 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        |    158019 | PA      | $158180.84    | 0.04%             | 2048-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc         | Vertex Pharmaceuticals Inc                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     15943 | NS      | $6784862.51   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1282613.98   | 0.28%             | 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        |    180104 | PA      | $157187.16    | 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        |    840000 | PA      | $856615.21    | 0.19%             | 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