# EDGAR Filing Document

**Accession Number:** 0000751173
**File Stem:** 0001752724-25-156109
**Filing Date:** 2025-6
**Character Count:** 94568
**Document Hash:** bf5cb2fc5596c51283b1ffe59fc8f5ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156109.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156109

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04087
- **FILM NUMBER:** 251073185

**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) Conservative Term Series (Series ID: S000003625)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000010083 | Pro-Blend(R) Conservative Term Series Class L | MNCCX           |
| C000010085 | Pro-Blend(R) Conservative Term Series Class R | MNCRX           |
| C000010087 | Pro-Blend(R) Conservative Term Series Class S | EXDAX           |
| C000059952 | Pro-Blend(R) Conservative Term Series Class I | MNCIX           |
| C000206442 | Class W                                       | MNCWX           |

## 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 Conservative Term Series

- **b. EDGAR series identifier (if any):** S000003625

- **c. LEI of Series:** 549300GMMJ106X6EP068

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $312516566.23

**Total Liabilities:** $1576819.58

**Net Assets:** $310939746.65

**Cash Not Reported:** $1668795.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 43.32121000 | **1-Year:** 6682.42708000 | **5-Year:** 39519.76790000 | **10-Year:** 17210.82249000 | **30-Year:** 697.89399000

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

- **3-Month:** 107.51329000 | **1-Year:** 899.11674000 | **5-Year:** 3245.90461000 | **10-Year:** 992.93534000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010083 | 0.84%                | -0.98%               | 0.53%                |
| Class ID C000010085 | 0.84%                | -0.91%               | 0.61%                |
| Class ID C000010087 | 0.84%                | -0.91%               | 0.61%                |
| Class ID C000059952 | 1.00%                | -0.91%               | 0.61%                |
| Class ID C000206442 | 0.92%                | -0.83%               | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $711789.89               | $1444374.27                                |
| Month 2  | $557461.73               | $-4395721.37                               |
| Month 3  | $-397209.76              | $1569977.86                                |

### Schedule of Portfolio Investments

| Name                               | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NAVIENT CORP                       | Navient Corp                                              | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485151.47    | 0.16%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140FEX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93880 | PA      | $89018.54     | 0.03%             | 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        |     16049 | NS      | $1166601.81   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-6                             | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1001758 | PA      | $900484.24    | 0.29%             | 2043-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                       | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1351136.31   | 0.43%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M82W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85000 | PA      | $89173.07     | 0.03%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                       | Danaher Corp                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2836 | NS      | $565299.88    | 0.18%             |  |  |  | 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        |   1209881 | PA      | $1150106.83   | 0.37%             | 2041-04-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XJKL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1202758 | PA      | $1095321.34   | 0.35%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                         | Ferrari NV                                                | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      2508 | NS      | $1158144.24   | 0.37%             |  |  |  | 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        |    298794 | PA      | $299608.36    | 0.10%             | 2048-10-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc         | Vertex Pharmaceuticals Inc                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2472 | NS      | $1259484.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc       | Thermo Fisher Scientific Inc                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3968 | NS      | $1702272.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                        | Workday Inc                                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      4953 | NS      | $1213485.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31416KAL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29646 | PA      | $30075.68     | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                  | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1811704.13   | 0.58%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1894476.07   | 0.61%             | 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        |    123892 | PA      | $106047.32    | 0.03%             | 2043-02-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417QVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23876 | PA      | $24223.69     | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | 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        |   1075715 | PA      | $1087975.62   | 0.35%             | 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        |   1160000 | PA      | $1163528.04   | 0.37%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9031000 | PA      | $9293463.44   | 2.99%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140F4UB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74225 | PA      | $70389.73     | 0.02%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU           | Newcastle Coal Infrastructure Group Pty Ltd               | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |   1593763 | PA      | $1568998.51   | 0.50%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                       | Synopsys Inc                                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1302 | NS      | $597631.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd          | West Fraser Timber Co Ltd                                 | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     11262 | NS      | $833162.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust            | NYMT Loan Trust 2022-CP1                                  | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1143334 | PA      | $1063079.79   | 0.34%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31415VX26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13338 | PA      | $13981.68     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31416QRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103004 | PA      | $108185.94    | 0.03%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140FTWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120483 | PA      | $117409.02    | 0.04%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co       | Canadian National Railway Co                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      6209 | NS      | $601155.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Tru     | Provident Funding Mortgage Trust 2021-INV1                | CUSIP: 74387VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2212067 | PA      | $1778924.36   | 0.57%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2413879.89   | 0.78%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EHR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282405 | PA      | $279780.86    | 0.09%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31416BRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160291 | PA      | $167692.90    | 0.05%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I            | Metropolitan Life Global Funding I                        | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $670456.64    | 0.22%             | 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        |    423617 | PA      | $438593.76    | 0.14%             | 2049-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                 | Deutsche Boerse AG                                        | CUSIP: 251542106<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     19910 | NS      | $638712.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418BBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185271 | PA      | $185292.23    | 0.06%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                   | ALLO Issuer LLC                                           | CUSIP: 01983KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1569268.72   | 0.50%             | 2053-06-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                      | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1801020.42   | 0.58%             | 2026-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 312941F69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389958 | PA      | $387528.11    | 0.12%             | 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        |  14105000 | PA      | $12969988.28  | 4.17%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TransUnion                         | TransUnion                                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     14298 | NS      | $1186162.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31414NG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10446 | PA      | $10597.39     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                     | Air Liquide SA                                            | CUSIP: 009126202<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     46758 | NS      | $1913804.94   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31410KJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128301 | PA      | $134452.83    | 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        |    253192 | PA      | $265332.43    | 0.09%             | 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        |      1895 | NS      | $858662.40    | 0.28%             |  |  |  | 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        |   1325569 | PA      | $1228374.66   | 0.40%             | 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        |    920000 | PA      | $882452.24    | 0.28%             | 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        |     46567 | PA      | $43823.18     | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | 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      | $393288.46    | 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        |      7775 | NS      | $1296014.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent IPv4 LLC                    | Cogent Ipv4 LLC                                           | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $885451.97    | 0.28%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3133KYXR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2139187 | PA      | $2034097.48   | 0.65%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG           | New York Life Global Funding                              | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    660000 | PA      | $667121.50    | 0.21%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1308149.01   | 0.42%             | 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        |    149123 | PA      | $129801.19    | 0.04%             | 2043-02-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                        | KeyBank NA/Cleveland OH                                   | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1201171.64   | 0.39%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALASKA AIR 2020-1 CL B             | Alaska Airlines 2020-1 Class B Pass Through Trust         | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62618 | PA      | $62974.66     | 0.02%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P75X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254702 | PA      | $254965.42    | 0.08%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp              | Norfolk Southern Corp                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2503 | NS      | $560797.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31415QZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2090 | PA      | $2191.29      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                         | Nasdaq Inc                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      8346 | NS      | $636048.66    | 0.20%             |  |  |  | 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        |    233836 | PA      | $226527.60    | 0.07%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2023-1 LLC                                           | CUSIP: 70473AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    998697 | PA      | $1021210.56   | 0.33%             | 2035-07-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc          | L3Harris Technologies Inc                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      8418 | NS      | $1852128.36   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418BDH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176462 | PA      | $176467.08    | 0.06%             | 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        |      7723 | NS      | $2299446.02   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1880036.78   | 0.60%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Visa Inc                           | Visa Inc                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4398 | NS      | $1519509.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31412SSJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5186 | PA      | $5263.76      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                     | Amazon.com Inc                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     10591 | NS      | $1953192.22   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                       | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3022986.86   | 0.97%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD               | Tencent Holdings Ltd                                      | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1320000 | PA      | $1299097.14   | 0.42%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust       | Oxford Finance Funding Trust 2023-1                       | CUSIP: 69145CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2312511 | PA      | $2321582.69   | 0.75%             | 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        |  11189000 | PA      | $9545615.63   | 3.07%             | 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        |    330000 | PA      | $323074.68    | 0.10%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9910000 | PA      | $9734252.34   | 3.13%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                        | NVIDIA Corp                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     11639 | NS      | $1267719.88   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                   | Coca-Cola Co/The                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     23968 | NS      | $1738878.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                   | MercadoLibre Inc                                          | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       266 | NS      | $620006.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                 | BMO 2024-5C7 Mortgage Trust                               | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $587598.68    | 0.19%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                 | Meta Platforms Inc                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3179 | NS      | $1745271.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                   | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2698356 | PA      | $2656552.54   | 0.85%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2020-1                             | CUSIP: 81748MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57533 | PA      | $51028.36     | 0.02%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                     | S&P Global Inc                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1163 | NS      | $581558.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140FPGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106680 | PA      | $101155.08    | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    834851 | PA      | $837860.74    | 0.27%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P75F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26821 | PA      | $26927.88     | 0.01%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1459808 | PA      | $1466004.76   | 0.47%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EQST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146415 | PA      | $141957.14    | 0.05%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DNQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3234373 | PA      | $3242599.63   | 1.04%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31410G5V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5362 | PA      | $5442.56      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                        | CUSIP: 3137H5U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1644406 | PA      | $1445124.88   | 0.46%             | 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        |    110495 | PA      | $108386.42    | 0.03%             | 2029-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136B02X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1514172 | PA      | $1326408.79   | 0.43%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                         | Fiserv Inc                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3866 | NS      | $713547.62    | 0.23%             |  |  |  | No            |                  1 | 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      | $217110.20    | 0.07%             | 2028-03-17      | Fixed         | 10.25%                | 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        |   1048431 | PA      | $925638.90    | 0.30%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31415SLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7989 | PA      | $8370.41      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XLAM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3303594 | PA      | $3110015.28   | 1.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2014-3                | CUSIP: 64829DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243914 | PA      | $235117.81    | 0.08%             | 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        |   1096982 | PA      | $621847.74    | 0.20%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC            | Jefferies Financial Group Inc                             | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1831265.37   | 0.59%             | 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        |   1810000 | PA      | $1851300.58   | 0.60%             | 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        |    145395 | PA      | $152367.26    | 0.05%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Store Master Funding I - VII,      | Store Master Funding I-VII and XIV                        | CUSIP: 86212XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2071852 | PA      | $2000341.92   | 0.64%             | 2049-11-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                     | PMT Loan Trust 2013-J1                                    | CUSIP: 693456AW5<br>LEI: 549300QFMQR379ND0354 | Long             | ABS-MBS          | CORP              | US        |    542888 | PA      | $503554.73    | 0.16%             | 2043-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                     | ServiceNow Inc                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1233 | NS      | $1177527.33   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                       | Alphabet Inc                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12326 | NS      | $1957368.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417AX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65171 | PA      | $61120.72     | 0.02%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST ACQ/DOMINION             | Northwest Acquisitions ULC / Dominion Finco Inc           | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    880000 | PA      | $8.80         | 0.00%             | 2022-11-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN           | MassMutual Global Funding II                              | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $670380.43    | 0.22%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1889762.06   | 0.61%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                              | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1277861.85   | 0.41%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                      | Blackrock Inc                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       584 | NS      | $533927.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136BJMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003228 | PA      | $856975.47    | 0.28%             | 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        | 200000000 | PA      | $1395347.82   | 0.45%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Globant SA                         | Globant SA                                                | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      7240 | NS      | $851206.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9812000 | PA      | $9873325.00   | 3.18%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8699000 | PA      | $8410166.02   | 2.70%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136B1YD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29288 | PA      | $28873.48     | 0.01%             | 2047-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                     | Microsoft Corp                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7363 | NS      | $2910299.38   | 0.94%             |  |  |  | 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        |     19336 | NS      | $661291.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT | DREYFUS GOVERN CASH MGMT-I                                | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   8972042 | NS      | $8972042.48   | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc             | Intuitive Surgical Inc                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1134 | NS      | $584917.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IIP OPERATING PARTNER              | IIP Operating Partnership LP                              | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $440990.30    | 0.14%             | 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        |    389843 | PA      | $357049.84    | 0.11%             | 2025-09-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417VQ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18749 | PA      | $19022.07     | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Trust 2021-PJ9              | CUSIP: 36263CAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1058589 | PA      | $935591.66    | 0.30%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-8                             | CUSIP: 81745EAA7<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |    186335 | PA      | $168048.25    | 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        |   2022193 | PA      | $1806245.08   | 0.58%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The            | Sherwin-Williams Co/The                                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1760 | NS      | $621139.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31410EKR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25173 | PA      | $26803.60     | 0.01%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                  | Taylor Wimpey PLC                                         | CUSIP: 877409102<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     39946 | NS      | $631925.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DataBank Issuer LLC                | DataBank Issuer                                           | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1479705.93   | 0.48%             | 2053-02-25      | Fixed         | 5.12%                 | 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        |    330297 | PA      | $315875.77    | 0.10%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Masco Corp                         | Masco Corp                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      8013 | NS      | $485667.93    | 0.16%             |  |  |  | No            |                  1 | 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        |    260913 | PA      | $247704.30    | 0.08%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                  | Johnson & Johnson                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8864 | NS      | $1385531.84   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2555687 | PA      | $2427474.21   | 0.78%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                        | Rollins Inc                                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     11376 | NS      | $649910.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Finance Credit Fund III     | Oxford Finance Credit Fund III 2024-A LP                  | CUSIP: 69145DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $222486.07    | 0.07%             | 2032-01-14      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2022-INV1 Trust                                       | CUSIP: 67115NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1958723 | PA      | $1656422.79   | 0.53%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2017-6                           | CUSIP: 46649HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57560 | PA      | $52149.46     | 0.02%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc         | Chipotle Mexican Grill Inc                                | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23466 | NS      | $1185502.32   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund LLC                  | Imperial Fund Mortgage Trust 2022-NQM1                    | CUSIP: 452766AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2067357 | PA      | $1851171.76   | 0.60%             | 2067-02-25      | Variable      | 2.49%                 | 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        |   1280000 | PA      | $1206872.52   | 0.39%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                     | Mastercard Inc                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4126 | NS      | $2261295.56   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA           | Hermes International SCA                                  | CUSIP: 42751Q105<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      7136 | NS      | $1954764.48   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                    | Ross Stores Inc                                           | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    380000 | PA      | $321706.11    | 0.10%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XRLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1987150 | PA      | $1763067.59   | 0.57%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417YJD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14592 | PA      | $14804.85     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31414TS51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19212 | PA      | $19489.20     | 0.01%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                         | CUSIP: 36295HTS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22949 | PA      | $23592.32     | 0.01%             | 2037-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING            | Carlyle Secured Lending Inc                               | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106919.93    | 0.03%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                      | Persimmon PLC                                             | CUSIP: 715318101<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     19012 | NS      | $661237.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XKZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636234 | PA      | $1438664.79   | 0.46%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6662000 | PA      | $6490505.55   | 2.09%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Trust 2022-PJ1              | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1639254 | PA      | $1427420.34   | 0.46%             | 2052-05-28      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                     | Lonza Group AG                                            | CUSIP: 54338V101<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     17684 | NS      | $1263698.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA/RI                | Citizens Bank NA/Providence RI                            | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1217384.81   | 0.39%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1809174.42   | 0.58%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ACG HOLDCO 1 LTD                   | ACG Holdco 1 Ltd                                          | CUSIP: 000000000<br>LEI: 9845008FS09985054W54 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $301115.09    | 0.10%             | 2029-01-13      | Fixed         | 14.75%                | No            |                  2 | On Loan: No      |
| PCG LLC                            | PCG 2023-1 LLC                                            | CUSIP: 70461JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2417630 | PA      | $2417374.18   | 0.78%             | 2029-07-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                    | AstraZeneca PLC                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     31447 | NS      | $2257580.13   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EEF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1051313 | PA      | $987389.79    | 0.32%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING              | Alibaba Group Holding Ltd                                 | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2790000 | PA      | $2400378.53   | 0.77%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I           | Palomino Funding Trust I                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2410120.04   | 0.78%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31371N7J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5889 | PA      | $6172.85      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8197000 | PA      | $8263600.63   | 2.66%             | 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        |      3727 | NS      | $626024.19    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC            | New Fortress Energy Inc                                   | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    345000 | PA      | $183109.52    | 0.06%             | 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        |   3503297 | PA      | $3190364.71   | 1.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31419AU62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147512 | PA      | $154323.32    | 0.05%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                  | Imperial Fund Mortgage Trust 2021-NQM3                    | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1138062 | PA      | $976967.98    | 0.31%             | 2056-11-25      | Variable      | 1.59%                 | 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        |   1317745 | PA      | $1118995.59   | 0.36%             | 2051-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M73P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15080 | PA      | $15820.21     | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELFORD FINCO                      | Telford Finco                                             | CUSIP: 87959CAA9<br>LEI: 254900ZUP0HIIEI95F15 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $340645.37    | 0.11%             | 2029-11-06      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                             | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1805534.08   | 0.58%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR3                                      | CUSIP: 12646XAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261293 | PA      | $230318.17    | 0.07%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                 | Union Pacific Corp                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2441 | NS      | $526426.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear LLC                           | Pear 2024-1 LLC                                           | CUSIP: 704933AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466094 | PA      | $470832.48    | 0.15%             | 2036-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3133KYW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1077248 | PA      | $1013033.27   | 0.33%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                   | Deutsche Post AG                                          | CUSIP: 25157Y202<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     37767 | NS      | $1617182.94   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31415LXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12577 | PA      | $12758.09     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | 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        |   1701464 | PA      | $1689215.89   | 0.54%             | 2030-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3732850 | PA      | $3260221.94   | 1.05%             | 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        |    908000 | PA      | $43733.43     | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                 | Cenovus Energy Inc                                        | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1810000 | PA      | $1900383.17   | 0.61%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PELORUS FUND REIT LLC              | Pelorus Fund REIT LLC                                     | CUSIP: 70615PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $475324.32    | 0.15%             | 2026-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XLDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3051252 | PA      | $3059927.90   | 0.98%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST      | Commonbond Student Loan Trust 2019-A-GS                   | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560210 | PA      | $514135.61    | 0.17%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                    | SiriusPoint Ltd                                           | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |   1220000 | PA      | $1261501.71   | 0.41%             | 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        |   1230000 | PA      | $1304110.77   | 0.42%             | 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        |   1147946 | PA      | $1129833.54   | 0.36%             | 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      | $198928.74    | 0.06%             | 2028-03-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2024-NQM1 Trust                                       | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |   1091549 | PA      | $1095688.28   | 0.35%             | 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        |    545000 | PA      | $565995.84    | 0.18%             | 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        |      8046 | NS      | $750128.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106925 | PA      | $112174.34    | 0.04%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                     | Atlassian Corp                                            | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      2711 | NS      | $618948.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417YJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249951 | PA      | $248160.92    | 0.08%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                | DataBank Issuer                                           | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630000 | PA      | $1556556.09   | 0.50%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR           | Depository Trust & Clearing Corp/The                      | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481110.58    | 0.15%             | 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        |   2965000 | PA      | $2572399.24   | 0.83%             | 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        |    680000 | PA      | $680072.94    | 0.22%             | 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        |    131076 | PA      | $127085.10    | 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       |    324390 | PA      | $272172.47    | 0.09%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc            | Extra Space Storage Inc                                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3999 | NS      | $585933.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417JQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11453 | PA      | $11619.72     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2786480 | PA      | $2444822.73   | 0.79%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Copart Inc                         | Copart Inc                                                | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     20226 | NS      | $1234392.78   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                         | HEICO Corp                                                | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      4579 | NS      | $920058.47    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                   | Roche Holding AG                                          | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     28867 | NS      | $1176907.59   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31419AB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62715 | PA      | $65743.06     | 0.02%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG           | Infineon Technologies AG                                  | CUSIP: 45662N103<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     25968 | NS      | $856164.96    | 0.28%             |  |  |  | No            |                  1 | 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        |   1115578 | PA      | $1097134.70   | 0.35%             | 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        |   2600000 | PA      | $2477175.31   | 0.80%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Halma PLC                          | Halma PLC                                                 | CUSIP: 40637C308<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      7886 | NS      | $594919.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear LLC                           | PEAR 2021-1 LLC                                           | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    604183 | PA      | $598125.61    | 0.19%             | 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        |   1970000 | PA      | $1815522.63   | 0.58%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2017-3                           | CUSIP: 46647SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26265 | PA      | $23907.21     | 0.01%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                           | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $975935.37    | 0.31%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A     | South Carolina Public Service Authority                   | CUSIP: 837151XF1<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   3460000 | PA      | $3335855.02   | 1.07%             | 2026-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11208000 | PA      | $9573208.13   | 3.08%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                           | CSX Corp                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     19627 | NS      | $550929.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Winwater Mortgage Loan Trust       | WinWater Mortgage Loan Trust 2015-1                       | CUSIP: 97652TAA1<br>LEI: 5493006H0W2XGUBIBK91 | Long             | ABS-MBS          | CORP              | US        |     88680 | PA      | $82308.33     | 0.03%             | 2045-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                      | Amphenol Corp                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      7597 | NS      | $584589.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE            | Walt Disney Co/The                                        | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    920000 | PA      | $1035784.97   | 0.33%             | 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        |    151204 | PA      | $135942.92    | 0.04%             | 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        |      9701 | NS      | $1185268.18   | 0.38%             |  |  |  | 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        |     51269 | PA      | $49685.97     | 0.02%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22207 | PA      | $23231.91     | 0.01%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust          | Nelnet Student Loan Trust 2006-2                          | CUSIP: 640315AJ6<br>LEI: 549300ICCIKZ4HWN5R47 | Long             | ABS-O            | CORP              | US        |   1462043 | PA      | $1430922.23   | 0.46%             | 2037-01-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Jill Peeper

**Name of Signer:** Jill Peeper

**Title:** Principal Financial Officer and Treasurer