# EDGAR Filing Document

**Accession Number:** 0000751173
**File Stem:** 0001752724-25-156090
**Filing Date:** 2025-6
**Character Count:** 87143
**Document Hash:** eeb54087f56b65b6f5af0c3e8d6adf05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156090.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156090

**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:** 251073166

**BUSINESS ADDRESS:**
- **STREET 1:** 290 WOODCLIFF DRIVE
- **CITY:** FAIRPORT
- **STATE:** NY
- **ZIP:** 14450
- **BUSINESS PHONE:** 585-325-6880

**MAIL ADDRESS:**
- **STREET 1:** 290 WOODCLIFF DRIVE
- **CITY:** FAIRPORT
- **STATE:** NY
- **ZIP:** 14450

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANNING & NAPIER FUND, INC /NY/
- **DATE OF NAME CHANGE:** 20060929

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EXETER FUND INC /NY/
- **DATE OF NAME CHANGE:** 19980226

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANNING & NAPIER FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Pro-Blend(R) Moderate Term Series (Series ID: S000003636)

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Manning & Napier Fund, Inc.

- **b. Investment Company Act file number:** 811-04087

- **c. CIK number of Registrant:** 0000751173

- **d. LEI of Registrant:** 549300B31SDCBSJSN672

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 290 Woodcliff Drive

  - **City:** Fairport

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 14450

  - **Telephone number:** 585-325-6880

**Item A.2. Information about the Series.**

- **a. Name of Series:** Pro-Blend Moderate Term Series

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

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

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

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

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

**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:** $300465171.77

**Total Liabilities:** $1214105.37

**Net Assets:** $299251066.40

**Cash Not Reported:** $5087093.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 31.07255000 | **1-Year:** 4291.85441000 | **5-Year:** 27454.39273000 | **10-Year:** 11353.01956000 | **30-Year:** 7.12324000

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

- **3-Month:** 82.80607000 | **1-Year:** 729.31297000 | **5-Year:** 3024.90737000 | **10-Year:** 1402.29544000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010102 | 0.14%                | -2.20%               | 0.56%                |
| Class ID C000010104 | 0.28%                | -2.21%               | 0.57%                |
| Class ID C000010106 | 0.28%                | -2.15%               | 0.57%                |
| Class ID C000059953 | 0.28%                | -2.21%               | 0.64%                |
| Class ID C000206451 | 0.35%                | -2.14%               | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1040849.66              | $-861652.99                                |
| Month 2  | $1789984.26              | $-9226407.12                               |
| Month 3  | $613195.13               | $701429.21                                 |

### 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        |    475000 | PA      | $475148.35    | 0.16%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                     | Air Liquide SA                                            | CUSIP: 009126202<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     93496 | NS      | $3826791.28   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-2                             | CUSIP: 81745MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185606 | PA      | $158873.02    | 0.05%             | 2043-02-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance         | Capteris Equipment Finance 2024-1 LLC                     | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770381 | PA      | $779161.58    | 0.26%             | 2032-07-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                    | DR Horton Inc                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    780000 | PA      | $782372.30    | 0.26%             | 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        |   6101000 | PA      | $6278310.31   | 2.10%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                       | Synopsys Inc                                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2241 | NS      | $1028641.41   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd          | West Fraser Timber Co Ltd                                 | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     19407 | NS      | $1435729.86   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XH7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2198150 | PA      | $1926397.47   | 0.64%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140FTWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53780 | PA      | $52408.26     | 0.02%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co       | Canadian National Railway Co                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     12305 | NS      | $1191370.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Tru     | Provident Funding Mortgage Trust 2021-INV1                | CUSIP: 74387VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1689215 | PA      | $1358451.32   | 0.45%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG           | New York Life Global Funding                              | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    470000 | PA      | $475071.37    | 0.16%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1891057.98   | 0.63%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I            | Metropolitan Life Global Funding I                        | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477446.40    | 0.16%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138ETT89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631839 | PA      | $654176.97    | 0.22%             | 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        |     38838 | NS      | $1245923.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418BBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178898 | PA      | $178918.10    | 0.06%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                      | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1270719.97   | 0.42%             | 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        |    447453 | PA      | $444664.79    | 0.15%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7132000 | PA      | $6558096.88   | 2.19%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                  | CUSIP: 38379RRX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181393 | PA      | $166959.44    | 0.06%             | 2056-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TransUnion                         | TransUnion                                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     24349 | NS      | $2019993.04   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc          | L3Harris Technologies Inc                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     16042 | NS      | $3529560.84   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31410KJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128417 | PA      | $134574.69    | 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        |    253421 | PA      | $265572.93    | 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        |      3985 | NS      | $1805683.20   | 0.60%             |  |  |  | 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        |   1053993 | PA      | $976711.13    | 0.33%             | 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        |    620000 | PA      | $594696.08    | 0.20%             | 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        |     23945 | PA      | $22533.77     | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XGJZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862912 | PA      | $791009.01    | 0.26%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OPEN INFRA US ASSETS AB            | Open Infra US Assets AB                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    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        |     13443 | NS      | $2240813.67   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent IPv4 LLC                    | Cogent Ipv4 LLC                                           | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $640650.54    | 0.21%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN              | Icahn Enterprises LP / Icahn Enterprises Finance Corp     | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $318179.61    | 0.11%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                        | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    890000 | PA      | $931402.10    | 0.31%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-TH1                                       | CUSIP: 22944PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132764 | PA      | $115561.40    | 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        |    770000 | PA      | $790514.67    | 0.26%             | 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        |     45892 | PA      | $46154.07     | 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        |    195067 | PA      | $195268.69    | 0.07%             | 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        |      4959 | NS      | $1111063.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                         | Nasdaq Inc                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     15024 | NS      | $1144979.04   | 0.38%             |  |  |  | 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        |    219186 | PA      | $212335.52    | 0.07%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7980000 | PA      | $6043603.13   | 2.02%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2023-1 LLC                                           | CUSIP: 70473AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685725 | PA      | $701183.30    | 0.23%             | 2035-07-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019482 | PA      | $1023156.87   | 0.34%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    921938 | PA      | $911279.66    | 0.30%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418BDH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132625 | PA      | $132628.64    | 0.04%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc         | Cadence Design Systems Inc                                | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     14984 | NS      | $4461336.16   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1318069.26   | 0.44%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Visa Inc                           | Visa Inc                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      8714 | NS      | $3010687.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9495000 | PA      | $7871948.44   | 2.63%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                     | Amazon.com Inc                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     19157 | NS      | $3532933.94   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                           | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $508929.62    | 0.17%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management        | RCKT Mortgage Trust 2021-6                                | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1092969 | PA      | $888135.45    | 0.30%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                       | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2200337.97   | 0.74%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M5RA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44591 | PA      | $46780.63     | 0.02%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3674 | PA      | $3677.87      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD               | Tencent Holdings Ltd                                      | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    930000 | PA      | $915272.98    | 0.31%             | 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        |   2007260 | PA      | $2015133.78   | 0.67%             | 2031-02-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6609000 | PA      | $6491793.52   | 2.17%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities      | Brean Asset Backed Securities Trust 2021-RM2              | CUSIP: 10638MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1069056 | PA      | $1015633.76   | 0.34%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                        | NVIDIA Corp                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     22229 | NS      | $2421182.68   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                   | Coca-Cola Co/The                                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     46493 | NS      | $3373067.15   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                   | MercadoLibre Inc                                          | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       514 | NS      | $1198056.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                 | Meta Platforms Inc                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6111 | NS      | $3354939.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2017-2                           | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10578 | PA      | $9381.59      | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Trust 2021-PJ6              | CUSIP: 36262LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    792300 | PA      | $699505.62    | 0.23%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M73H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39245 | PA      | $41171.75     | 0.01%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2020-1                             | CUSIP: 81748MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65752 | PA      | $58318.13     | 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        |      2446 | NS      | $1223122.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2189712 | PA      | $2199007.15   | 0.73%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DNQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2526256 | PA      | $2532681.37   | 0.85%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2017-6                             | CUSIP: 81746FAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66702 | PA      | $59838.27     | 0.02%             | 2047-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                        | CUSIP: 3137H5U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1826276 | PA      | $1604954.37   | 0.54%             | 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        |     95658 | PA      | $93831.67     | 0.03%             | 2029-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100892 | PA      | $92484.96     | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                         | Fiserv Inc                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      7847 | NS      | $1448320.79   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136B1YD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15230 | PA      | $15014.22     | 0.01%             | 2047-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US CLAIMS LIT FNDG LLC             | US Claims Litigation Funding LLC                          | CUSIP: 91735CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $217110.20    | 0.07%             | 2028-03-17      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2014-3                | CUSIP: 64829DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195115 | PA      | $188078.14    | 0.06%             | 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        |    935875 | PA      | $530521.03    | 0.18%             | 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        |   1230000 | PA      | $1244451.05   | 0.42%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                           | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1298978.86   | 0.43%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EHXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163264 | PA      | $171092.30    | 0.06%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2014-IVR3                                      | CUSIP: 12648TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43071 | PA      | $40355.62     | 0.01%             | 2044-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48116 | PA      | $50423.70     | 0.02%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                     | PMT Loan Trust 2013-J1                                    | CUSIP: 693456AW5<br>LEI: 549300QFMQR379ND0354 | Long             | ABS-MBS          | CORP              | US        |    789269 | PA      | $732085.30    | 0.24%             | 2043-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                     | ServiceNow Inc                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2379 | NS      | $2271968.79   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The            | Sherwin-Williams Co/The                                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      3362 | NS      | $1186517.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST ACQ/DOMINION             | Northwest Acquisitions ULC / Dominion Finco Inc           | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    497000 | PA      | $4.97         | 0.00%             | 2022-11-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN           | MassMutual Global Funding II                              | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477392.13    | 0.16%             | 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        |   1350000 | PA      | $1349830.04   | 0.45%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                    | Goodgreen 2020-1 Trust                                    | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    804498 | PA      | $674734.95    | 0.23%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                              | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    980000 | PA      | $881904.66    | 0.29%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                      | Blackrock Inc                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      1199 | NS      | $1096197.74   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138Y6Y81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297742 | PA      | $292809.97    | 0.10%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                         | CUSIP: 3136BJMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782738 | PA      | $668629.22    | 0.22%             | 2050-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1134143 | PA      | $1086080.07   | 0.36%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)               | Japan Government Two Year Bond                            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 165000000 | PA      | $1151161.95   | 0.38%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128P76R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5170 | PA      | $5176.06      | 0.00%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Globant SA                         | Globant SA                                                | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |     13876 | NS      | $1631401.32   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6058000 | PA      | $6095862.50   | 2.04%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                     | Microsoft Corp                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14623 | NS      | $5779886.98   | 1.93%             |  |  |  | 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        |     37719 | NS      | $1289989.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT | DREYFUS GOVERN CASH MGMT-I                                | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   7024841 | NS      | $7024841.36   | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc             | Intuitive Surgical Inc                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2081 | NS      | $1073379.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IIP OPERATING PARTNER              | IIP Operating Partnership LP                              | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $469750.53    | 0.16%             | 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        |    319173 | PA      | $292324.52    | 0.10%             | 2025-09-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities      | GS Mortgage-Backed Securities Trust 2021-PJ9              | CUSIP: 36263CAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811585 | PA      | $717286.94    | 0.24%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A     | South Carolina Public Service Authority                   | CUSIP: 837151XH7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    955000 | PA      | $893323.69    | 0.30%             | 2028-12-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust          | Nelnet Student Loan Trust 2012-3                          | CUSIP: 64032XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120649 | PA      | $119087.80    | 0.04%             | 2040-03-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING            | Carlyle Secured Lending Inc                               | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73633.53     | 0.02%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-8                             | CUSIP: 81745EAA7<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |    161245 | PA      | $145420.43    | 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        |   1681040 | PA      | $1501524.03   | 0.50%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                  | Taylor Wimpey PLC                                         | CUSIP: 877409102<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     79014 | NS      | $1249961.97   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DataBank Issuer LLC                | DataBank Issuer                                           | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1578352.99   | 0.53%             | 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        |    247158 | PA      | $236367.53    | 0.08%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Masco Corp                         | Masco Corp                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     15147 | NS      | $918059.67    | 0.31%             |  |  |  | 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        |    282260 | PA      | $267971.02    | 0.09%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                  | Johnson & Johnson                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     17564 | NS      | $2745428.84   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1798446 | PA      | $1708222.59   | 0.57%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                        | Rollins Inc                                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     19688 | NS      | $1124775.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                      | Persimmon PLC                                             | CUSIP: 715318101<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     37660 | NS      | $1309814.80   | 0.44%             |  |  |  | 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        |    165000 | PA      | $166864.55    | 0.06%             | 2032-01-14      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc         | Chipotle Mexican Grill Inc                                | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47103 | NS      | $2379643.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1020000 | PA      | $961726.54    | 0.32%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1703292 | PA      | $1673281.22   | 0.56%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                     | Mastercard Inc                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      8175 | NS      | $4480390.50   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA           | Hermes International SCA                                  | CUSIP: 42751Q105<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |     13648 | NS      | $3738596.64   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                    | Ross Stores Inc                                           | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    255000 | PA      | $215881.73    | 0.07%             | 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        |   1785555 | PA      | $1584205.66   | 0.53%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-7                                         | CUSIP: 12647PAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113274 | PA      | $104699.34    | 0.03%             | 2043-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140XKZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2208916 | PA      | $1942197.47   | 0.65%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                     | Lonza Group AG                                            | CUSIP: 54338V101<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     34148 | NS      | $2440216.08   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA/RI                | Citizens Bank NA/Providence RI                            | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    960000 | PA      | $957942.15    | 0.32%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128MJ2E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50048 | PA      | $48587.33     | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236531 | PA      | $234081.81    | 0.08%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1297310.44   | 0.43%             | 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        |   1855391 | PA      | $1855194.14   | 0.62%             | 2029-07-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Alphabet Inc                       | Alphabet Inc                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     27346 | NS      | $4342544.80   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                    | AstraZeneca PLC                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     62320 | NS      | $4473952.80   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING              | Alibaba Group Holding Ltd                                 | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $1892771.60   | 0.63%             | 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        |   1780000 | PA      | $1873368.42   | 0.63%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6104000 | PA      | $6153595.00   | 2.06%             | 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        |      6765 | NS      | $1136317.05   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC            | New Fortress Energy Inc                                   | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    335000 | PA      | $177801.99    | 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        |   1981578 | PA      | $1804573.84   | 0.60%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                  | Imperial Fund Mortgage Trust 2021-NQM3                    | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    882436 | PA      | $757525.95    | 0.25%             | 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        |    978014 | PA      | $830504.54    | 0.28%             | 2051-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust      | CITIGROUP MORTGAGE LOAN TRUST 2021-INV1                   | CUSIP: 17329PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575092 | PA      | $466387.22    | 0.16%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR3                                      | CUSIP: 12646XAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227240 | PA      | $200301.29    | 0.07%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M73P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35054 | PA      | $36775.10     | 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        |    300000 | PA      | $291981.74    | 0.10%             | 2029-11-06      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                             | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1322770.96   | 0.44%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                 | Union Pacific Corp                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      4836 | NS      | $1042931.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear LLC                           | Pear 2024-1 LLC                                           | CUSIP: 704933AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361059 | PA      | $364729.39    | 0.12%             | 2036-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                   | Deutsche Post AG                                          | CUSIP: 25157Y202<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     74667 | NS      | $3197240.94   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Finance Funding Trust       | Oxford Finance Funding 2022-1 LLC                         | CUSIP: 69145BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1191024 | PA      | $1182451.12   | 0.40%             | 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        |   2913087 | PA      | $2544251.63   | 0.85%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT            | Mexican Bonos                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1081000 | PA      | $52065.90     | 0.02%             | 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        |   1290000 | PA      | $1354416.73   | 0.45%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31417YJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241598 | PA      | $239868.36    | 0.08%             | 2039-12-01      | Fixed         | 4.50%                 | 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        |    428160 | PA      | $392946.50    | 0.13%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                    | SiriusPoint Ltd                                           | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    860000 | PA      | $889255.30    | 0.30%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage     | Deephaven Residential Mortgage Trust 2021-3               | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854176 | PA      | $741502.91    | 0.25%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II            | Alexander Funding Trust II                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $933022.34    | 0.31%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                          | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1641138 | PA      | $1615243.50   | 0.54%             | 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    | 0.07%             | 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        |    803501 | PA      | $806548.32    | 0.27%             | 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        |    330000 | PA      | $342713.07    | 0.11%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                    | BAE Systems PLC                                           | CUSIP: 05523R107<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     17016 | NS      | $1586401.68   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                     | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68840 | PA      | $72220.27     | 0.02%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                         | HEICO Corp                                                | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      8745 | NS      | $1757132.85   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                     | Atlassian Corp                                            | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      4839 | NS      | $1104792.09   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR           | Depository Trust & Clearing Corp/The                      | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481110.58    | 0.16%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP            | Simon Property Group LP                                   | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1847963.03   | 0.62%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I               | BNSF Funding Trust I                                      | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300032.18    | 0.10%             | 2055-12-15      | Fixed         | 6.61%                 | 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       |    305854 | PA      | $256619.76    | 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        |      7808 | NS      | $1144028.16   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                         | Copart Inc                                                | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     40312 | NS      | $2460241.36   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3140F8RB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39080 | PA      | $35892.88     | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                   | Roche Holding AG                                          | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     58771 | NS      | $2396093.67   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG           | Infineon Technologies AG                                  | CUSIP: 45662N103<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     49976 | NS      | $1647708.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc       | Thermo Fisher Scientific Inc                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      7153 | NS      | $3068637.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexential Issuer, LLC             | Flexential Issuer 2021-1                                  | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2000795.45   | 0.67%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Halma PLC                          | Halma PLC                                                 | CUSIP: 40637C308<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     15246 | NS      | $1150158.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hotwire Funding LLC                | Hotwire Funding LLC                                       | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1861003.80   | 0.62%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2021-1 LLC                                           | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472877 | PA      | $468136.49    | 0.16%             | 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        |   1440000 | PA      | $1327082.53   | 0.44%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                           | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $699913.24    | 0.23%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                          | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11889000 | PA      | $10154877.89  | 3.39%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31418CYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227537 | PA      | $217884.72    | 0.07%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR2                                      | CUSIP: 12646WAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259833 | PA      | $233064.43    | 0.08%             | 2043-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                           | CSX Corp                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     38892 | NS      | $1091698.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU           | Newcastle Coal Infrastructure Group Pty Ltd               | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |   1243913 | PA      | $1224584.20   | 0.41%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust       | WinWater Mortgage Loan Trust 2015-1                       | CUSIP: 97652TAA1<br>LEI: 5493006H0W2XGUBIBK91 | Long             | ABS-MBS          | CORP              | US        |     73047 | PA      | $67798.33     | 0.02%             | 2045-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                      | Amphenol Corp                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     14537 | NS      | $1118622.15   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE            | Walt Disney Co/The                                        | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    620000 | PA      | $698029.00    | 0.23%             | 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        |    129193 | PA      | $116153.76    | 0.04%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2012-7                             | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1653024 | PA      | $1578692.71   | 0.53%             | 2026-05-26      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                     | CBRE Group Inc                                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     18527 | NS      | $2263628.86   | 0.76%             |  |  |  | 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        |     47325 | PA      | $45863.97     | 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        |     14671 | PA      | $15348.03     | 0.01%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                      | HDFC Bank Ltd                                             | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     30980 | NS      | $2251936.20   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-6                             | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358864 | PA      | $322584.18    | 0.11%             | 2043-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 31416BRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267594 | PA      | $279950.74    | 0.09%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                       | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    980000 | PA      | $959502.60    | 0.32%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                       | Danaher Corp                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      5760 | NS      | $1148140.80   | 0.38%             |  |  |  | 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        |    112809 | PA      | $107235.32    | 0.04%             | 2041-04-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                         | Ferrari NV                                                | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      4810 | NS      | $2221161.80   | 0.74%             |  |  |  | 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        |    156927 | PA      | $157354.31    | 0.05%             | 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        |      4478 | NS      | $2281541.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                        | Workday Inc                                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      9556 | NS      | $2341220.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                           | CUSIP: 3138EP2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79182 | PA      | $78615.08     | 0.03%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                  | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1298076.67   | 0.43%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1323126.14   | 0.44%             | 2029-02-01      | Fixed         | 4.65%                 | 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