# EDGAR Filing Document

**Accession Number:** 0000751173
**File Stem:** 0001752724-23-067868
**Filing Date:** 2023-3
**Character Count:** 201497
**Document Hash:** 233deac445dfae4bc9c0ff026b2192c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067868.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067868

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MANNING & NAPIER FUND, INC.
- **CENTRAL INDEX KEY:** 0000751173
- **IRS NUMBER:** 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:** 23764027

**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           |

## Nport-Ex

**Investment Portfolio - January 31, 2023** 

(unaudited)

---

| | | |
|:---|:---|:---|
| PRO-BLEND<sup>®</sup> MODERATE TERM SERIES<br>| SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMON STOCKS - 35.2%** |  |  |
| **Communication Services - 2.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**Diversified Telecommunication Services - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Cellnex Telecom S.A. - ADR (Spain) | 8678 | $169047 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cellnex Telecom S.A. (Spain)<sup>2</sup> | 8202 | 321420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Helios Towers plc (Tanzania)<sup>\*</sup> | 70026 | 92375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Radius Global Infrastructure, Inc. - Class A<sup>\*</sup> | 31663 | 426501 |
|  |  | 1009343 |
| &nbsp;&nbsp;&nbsp;**Entertainment - 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard, Inc. | 21760 | 1666163 |
| &nbsp;&nbsp;&nbsp;Electronic Arts, Inc. | 12644 | 1627030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ubisoft Entertainment S.A. (France)<sup>\*</sup> | 4494 | 93055 |
|  |  | 3386248 |
| &nbsp;&nbsp;&nbsp;**Interactive Media & Services - 1.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. - Class A<sup>\*</sup> | 44868 | 4434753 |
| &nbsp;&nbsp;&nbsp;&nbsp;Auto Trader Group plc (United Kingdom)<sup>2</sup> | 45845 | 355688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc. - Class A<sup>\*</sup> | 14899 | 2219504 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd. (China) | 3600 | 175424 |
|  |  | 7185369 |
| &nbsp;&nbsp;&nbsp;**Media - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;Comcast Corp. - Class A | 2302 | 90584 |
| &nbsp;&nbsp;&nbsp;Omnicom Group, Inc. | 279 | 23991 |
| &nbsp;&nbsp;&nbsp;Paramount Global - Class B | 461 | 10677 |
|  |  | 125252 |
| **Total Communication Services** |  | 11706212 |
| **Consumer Discretionary - 3.7%** |  |  |
| &nbsp;&nbsp;&nbsp;**Distributors - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | 176 | 29536 |
| &nbsp;&nbsp;&nbsp;**Hotels, Restaurants & Leisure - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Marriott Vacations Worldwide Corp. | 523 | 83701 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | 311 | 83161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Playa Hotels & Resorts N.V.<sup>\*</sup> | 8704 | 65976 |
| &nbsp;&nbsp;&nbsp;Restaurant Brands International, Inc. (Canada) | 1702 | 113915 |
|  |  | 346753 |
| &nbsp;&nbsp;&nbsp;**Household Durables - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Garmin Ltd. | 213 | 21061 |
| &nbsp;&nbsp;&nbsp;Lennar Corp. - Class A. | 234 | 23962 |
| &nbsp;&nbsp;&nbsp;Nikon Corp. (Japan) | 10700 | 105646 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. (Japan) | 2000 | 178703 |
|  |  | 329372 |
| &nbsp;&nbsp;&nbsp;**Internet & Direct Marketing Retail - 2.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com, Inc.<sup>\*</sup> | 83283 | 8588976 |
| &nbsp;&nbsp;&nbsp;eBay, Inc. | 408 | 20196 |
| &nbsp;&nbsp;&nbsp;&nbsp;Meituan - Class B (China)<sup>\*2</sup> | 420 | 9389 |
| &nbsp;&nbsp;&nbsp;&nbsp;MercadoLibre, Inc. (Brazil)<sup>\*</sup> | 223 | 263517 |
|  |  | 8882078 |

---

---

| | | |
|:---|:---|:---|
|  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMON STOCKS** (continued) |  |  |
| **Consumer Discretionary** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;**Multiline Retail - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Dollar Tree, Inc.<sup>\*</sup> | 11257 | $1690576 |
| &nbsp;&nbsp;&nbsp;Target Corp. | 230 | 39592 |
|  |  | 1730168 |
| &nbsp;&nbsp;&nbsp;**Specialty Retail - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Best Buy Co., Inc. | 251 | 22269 |
| &nbsp;&nbsp;&nbsp;The Home Depot, Inc. | 487 | 157871 |
| &nbsp;&nbsp;&nbsp;Ross Stores, Inc. | 246 | 29075 |
| &nbsp;&nbsp;&nbsp;The TJX Companies, Inc. | 663 | 54273 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co. | 92 | 20975 |
|  |  | 284463 |
| &nbsp;&nbsp;&nbsp;**Textiles, Apparel & Luxury Goods - 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;adidas AG - ADR (Germany) | 14733 | 1179376 |
| &nbsp;&nbsp;&nbsp;adidas AG (Germany) | 1858 | 299168 |
| &nbsp;&nbsp;&nbsp;&nbsp;lululemon athletica, Inc. <sup>\*</sup> | 327 | 100350 |
| &nbsp;&nbsp;&nbsp;NIKE, Inc. - Class B | 11799 | 1502367 |
| &nbsp;&nbsp;&nbsp;VF Corp. | 339 | 10489 |
|  |  | 3091750 |
| **Total Consumer Discretionary** |  | 14694120 |
| **Consumer Staples - 4.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**Beverages - 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;The Coca-Cola Co. | 39943 | 2449305 |
| &nbsp;&nbsp;&nbsp;Diageo plc (United Kingdom) | 3317 | 145039 |
| &nbsp;&nbsp;&nbsp;Heineken N.V. - ADR (Netherlands) | 47529 | 2374074 |
| &nbsp;&nbsp;&nbsp;Heineken N.V. (Netherlands) | 1973 | 197179 |
|  |  | 5165597 |
| &nbsp;&nbsp;&nbsp;**Food & Staples Retailing - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;The Kroger Co. | 679 | 30304 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance, Inc. | 620 | 22853 |
| &nbsp;&nbsp;&nbsp;Walmart, Inc. | 1195 | 171925 |
|  |  | 225082 |
| &nbsp;&nbsp;&nbsp;**Food Products - 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 482 | 39934 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. | 184 | 18234 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 423 | 21966 |
| &nbsp;&nbsp;&nbsp;Conagra Brands, Inc. | 593 | 22054 |
| &nbsp;&nbsp;&nbsp;Danone S.A. (France) | 2198 | 120537 |
| &nbsp;&nbsp;&nbsp;General Mills, Inc. | 560 | 43882 |
| &nbsp;&nbsp;&nbsp;The J.M. Smucker Co. | 141 | 21545 |
| &nbsp;&nbsp;&nbsp;Kerry Group plc - Class A (Ireland) | 1781 | 166880 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Inc. - Class A | 45735 | 2992898 |
| &nbsp;&nbsp;&nbsp;Nestle S.A. - ADR | 19785 | 2418024 |
| &nbsp;&nbsp;&nbsp;Nestle S.A. | 2325 | 283671 |
| &nbsp;&nbsp;&nbsp;Tyson Foods, Inc. - Class A | 363 | 23867 |
|  |  | 6173492 |
| &nbsp;&nbsp;&nbsp;**Household Products - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 681 | 50755 |

---

**1**

**Investment Portfolio - January 31, 2023** 

(unaudited)

---

| | | |
|:---|:---|:---|
| PRO-BLEND<sup>®</sup> MODERATE TERM SERIES  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMON STOCKS** (continued) |  |  |
| **Consumer Staples** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;**Household Products** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark de Mexico S.A.B. de C.V.- Class A (Mexico) | 166800 | $317558 |
| &nbsp;&nbsp;&nbsp;The Procter & Gamble Co. | 1080 | 153770 |
|  |  | 522083 |
| &nbsp;&nbsp;&nbsp;**Personal Products - 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Beiersdorf AG (Germany) | 1620 | 196956 |
| &nbsp;&nbsp;&nbsp;L'Oreal S.A. (France) | 156 | 64414 |
| &nbsp;&nbsp;&nbsp;Unilever plc - ADR (United Kingdom) | 83706 | 4277377 |
|  |  | 4538747 |
| **Total Consumer Staples** |  | 16625001 |
| **Energy - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**Oil, Gas & Consumable Fuels - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 685 | 119204 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 634 | 77266 |
| &nbsp;&nbsp;&nbsp;Coterra Energy, Inc. | 694 | 17371 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 464 | 29343 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy, Inc. | 143 | 20895 |
| &nbsp;&nbsp;&nbsp;EOG Resources, Inc. | 347 | 45891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jonah Energy Parent LLC<sup>\*3</sup> | 5224 | 325089 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 357 | 45882 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 155 | 35704 |
| **Total Energy** |  | 716645 |
| **Financials - 3.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**Banks - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;The Bank of N.T. Butterfield & Son Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;(Bermuda) | 3435 | 109783 |
| &nbsp;&nbsp;&nbsp;Citigroup, Inc. | 1355 | 70758 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 771 | 27980 |
| &nbsp;&nbsp;&nbsp;FinecoBank Banca Fineco S.p.A. (Italy) | 15407 | 276584 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd. - ADR (India) | 3393 | 228553 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1366 | 191185 |
| &nbsp;&nbsp;&nbsp;KeyCorp. | 848 | 16273 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 1186 | 27918 |
| &nbsp;&nbsp;&nbsp;U.S. Bancorp | 1090 | 54282 |
|  |  | 1003316 |
| &nbsp;&nbsp;&nbsp;**Capital Markets - 2.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Allfunds Group plc (United Kingdom) | 13881 | 110423 |
| &nbsp;&nbsp;&nbsp;Avanza Bank Holding AB (Sweden) | 7923 | 182812 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG (Germany) | 1251 | 223857 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange, Inc. | 42061 | 4523660 |
| &nbsp;&nbsp;&nbsp;Intermediate Capital Group plc (United Kingdom) | 12452 | 214267 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 8528 | 2752412 |
| &nbsp;&nbsp;&nbsp;S&P Global, Inc. | 3085 | 1156690 |
|  |  | 9164121 |

---

---

| | | |
|:---|:---|:---|
|  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMON STOCKS** (continued) |  |  |
| **Financials** (continued) |  |  |
| **Insurance - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Admiral Group plc - ADR (United Kingdom) | 58373 | $1582492 |
| &nbsp;&nbsp;&nbsp;Admiral Group plc (United Kingdom) | 13104 | 356237 |
| &nbsp;&nbsp;&nbsp;The Allstate Corp. | 276 | 35458 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | 314 | 71432 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | 180 | 20367 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. (Bermuda) | 590 | 115457 |
| &nbsp;&nbsp;&nbsp;The Travelers Companies, Inc. | 227 | 43384 |
|  |  | 2224827 |
| **Total Financials** |  | 12392264 |
| **Health Care - 5.7%** |  |  |
| &nbsp;&nbsp;&nbsp;**Biotechnology - 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical, Inc.<sup>\*</sup> | 17745 | 2046886 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences, Inc. | 963 | 80834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Seagen, Inc. | 8779 | 1224495 |
| &nbsp;&nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals, Inc.<sup>\*</sup> | 5915 | 1911136 |
|  |  | 5263351 |
| &nbsp;&nbsp;&nbsp;**Health Care Equipment & Supplies - 1.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 699 | 77275 |
| &nbsp;&nbsp;&nbsp;Alcon, Inc. (Switzerland) | 27159 | 2042628 |
| &nbsp;&nbsp;&nbsp;Baxter International, Inc. | 363 | 16586 |
| &nbsp;&nbsp;&nbsp;Getinge AB - Class B (Sweden) | 12192 | 274656 |
| &nbsp;&nbsp;&nbsp;&nbsp;IDEXX Laboratories, Inc.<sup>\*</sup> | 3260 | 1566430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Intuitive Surgical, Inc.<sup>\*</sup> | 5655 | 1389377 |
| &nbsp;&nbsp;&nbsp;Medtronic plc | 19770 | 1654551 |
|  |  | 7021503 |
| &nbsp;&nbsp;&nbsp;**Health Care Providers & Services - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics, Inc. | 168 | 24945 |
| &nbsp;&nbsp;&nbsp;**Life Sciences Tools & Services - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc. | 2641 | 1506241 |
| &nbsp;&nbsp;&nbsp;**Pharmaceuticals - 2.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1272 | 92411 |
| &nbsp;&nbsp;&nbsp;Dechra Pharmaceuticals plc (United Kingdom) | 5883 | 208647 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 26521 | 4334062 |
| &nbsp;&nbsp;&nbsp;Merck & Co., Inc. | 1361 | 146185 |
| &nbsp;&nbsp;&nbsp;Novartis AG - ADR (Switzerland) | 37667 | 3413384 |
| &nbsp;&nbsp;&nbsp;Pfizer, Inc. | 2051 | 90572 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma plc - Class A | 489 | 19164 |
| &nbsp;&nbsp;&nbsp;Zoetis, Inc. | 3957 | 654844 |
|  |  | 8959269 |
| **Total Health Care** |  | 22775309 |
| **Industrials - 2.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**Aerospace & Defense - 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Airbus SE (France) | 1259 | 157836 |
| &nbsp;&nbsp;&nbsp;BAE Systems plc - ADR (United Kingdom) | 35020 | 1496405 |

---

**2**

**Investment Portfolio - January 31, 2023** 

(unaudited)

---

| | | |
|:---|:---|:---|
| PRO-BLEND<sup>®</sup> MODERATE TERM SERIES<br>| SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMON STOCKS** (continued) |  |  |
| I**ndustrials** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;**Aerospace & Defense** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;BAE Systems plc (United Kingdom) | 29068 | $307715 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 228 | 53138 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies, Inc. | 6962 | 1495577 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 178 | 82460 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 2908 | 1302900 |
|  |  | 4896031 |
| &nbsp;&nbsp;&nbsp;**Air Freight & Logistics - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;C.H. Robinson Worldwide, Inc. | 189 | 18932 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Inc. - Class B | 393 | 72796 |
|  |  | 91728 |
| &nbsp;&nbsp;&nbsp;**Airlines - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Ryanair Holdings plc - ADR (Ireland)<sup>\*</sup> | 1282 | 116060 |
| &nbsp;&nbsp;&nbsp;**Building Products - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB - Class B (Sweden) | 8639 | 203503 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 613 | 42646 |
| &nbsp;&nbsp;&nbsp;Trane Technologies plc | 167 | 29913 |
|  |  | 276062 |
| &nbsp;&nbsp;&nbsp;**Commercial Services & Supplies - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Cleanaway Waste Management Ltd. (Australia) | 130701 | 253253 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copart, Inc.<sup>\*</sup> | 22509 | 1499325 |
| &nbsp;&nbsp;&nbsp;Republic Services, Inc. | 298 | 37196 |
| &nbsp;&nbsp;&nbsp;Waste Management, Inc. | 333 | 51525 |
|  |  | 1841299 |
| &nbsp;&nbsp;&nbsp;**Electrical Equipment - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;Eaton Corp. plc | 351 | 56936 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 506 | 45651 |
|  |  | 102587 |
| &nbsp;&nbsp;&nbsp;**Industrial Conglomerates - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;3M Co. | 403 | 46377 |
| &nbsp;&nbsp;&nbsp;Honeywell International, Inc. | 440 | 91731 |
|  |  | 138108 |
| &nbsp;&nbsp;&nbsp;**Machinery - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Caterpillar, Inc. | 363 | 91581 |
| &nbsp;&nbsp;&nbsp;Cummins, Inc. | 157 | 39178 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works, Inc. | 261 | 61606 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 91 | 29666 |
| &nbsp;&nbsp;&nbsp;Rotork plc (United Kingdom) | 28157 | 110917 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker, Inc. | 119 | 10628 |
|  |  | 343576 |
| &nbsp;&nbsp;&nbsp;**Road & Rail - 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. (Canada) | 14986 | 1784683 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 6862 | 1686748 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 406 | 82901 |
|  |  | 3554332 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMON STOCKS** (continued) |  |  |  |
| **Industrials** (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;**Trading Companies & Distributors - 0.0%##** |  |  |  |
| &nbsp;&nbsp;&nbsp;Brenntag SE (Germany) |  | 1557 | $116227 |
| &nbsp;&nbsp;&nbsp;IMCD N.V. (Netherlands) |  | 362 | 57389 |
|  |  |  | 173616 |
| &nbsp;&nbsp;&nbsp;**Transportation Infrastructure - 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;Auckland International Airport Ltd. (New Zealand)<sup>\*</sup> | &nbsp;&nbsp;&nbsp;Auckland International Airport Ltd. (New Zealand)<sup>\*</sup> | 18879 | 103901 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Centro Norte S.A.B. de C.V. (Mexico) |  | 4500 | 41113 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Pacifico S.A.B. de C.V. - ADR (Mexico) |  | 245 | 42280 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Sureste S.A.B. de C.V. - ADR (Mexico) |  | 165 | 44880 |
|  |  |  | 232174 |
| **Total Industrials** |  |  | 11765573 |
| **Information Technology - 6.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;**Communications Equipment - 0.0%##** |  |  |  |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. |  | 2241 | 109069 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions, Inc. |  | 164 | 42150 |
|  |  |  | 151219 |
| &nbsp;&nbsp;&nbsp;**Electronic Equipment, Instruments & Components - 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;Keyence Corp. (Japan) |  | 500 | 230184 |
| &nbsp;&nbsp;&nbsp;Softwareone Holding AG (Germany) |  | 11391 | 183924 |
| &nbsp;&nbsp;&nbsp;TE Connectivity Ltd. |  | 214 | 27210 |
|  |  |  | 441318 |
| &nbsp;&nbsp;&nbsp;**IT Services - 3.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Adyen N.V. - ADR (Netherlands)<sup>\*</sup> |  | 84999 | 1278385 |
| &nbsp;&nbsp;&nbsp;&nbsp;Adyen N.V. (Netherlands)<sup>\*2</sup> |  | 148 | 223762 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing, Inc. |  | 283 | 63904 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions, Inc. |  | 140 | 21051 |
| &nbsp;&nbsp;&nbsp;Keywords Studios plc (Ireland) |  | 1623 | 57005 |
| &nbsp;&nbsp;&nbsp;Mastercard, Inc. - Class A |  | 12067 | 4472030 |
| &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings, Inc.<sup>\*</sup> |  | 20772 | 1692710 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snowflake, Inc. - Class A<sup>\*</sup> |  | 8012 | 1253397 |
| &nbsp;&nbsp;&nbsp;&nbsp;StoneCo Ltd. - Class A (Brazil)<sup>\*</sup> |  | 5354 | 59751 |
| &nbsp;&nbsp;&nbsp;Visa, Inc. - Class A |  | 16278 | 3747359 |
|  |  |  | 12869354 |
| &nbsp;&nbsp;&nbsp;**Semiconductors & Semiconductor Equipment - 0.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;Analog Devices, Inc. |  | 385 | 66016 |
| &nbsp;&nbsp;&nbsp;Intel Corp. |  | 2201 | 62200 |
| &nbsp;&nbsp;&nbsp;Microchip Technology, Inc. |  | 405 | 31436 |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc. |  | 705 | 93913 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions, Inc. |  | 133 | 14586 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. - ADR (Taiwan) |  | 28030 | 2599222 |
| &nbsp;&nbsp;&nbsp;Texas Instruments, Inc. |  | 387 | 68580 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron Ltd. (Japan) |  | 300 | 104858 |
|  |  |  | 3040811 |

---

**3**

**Investment Portfolio - January 31, 2023** 

(unaudited)

---

| | | |
|:---|:---|:---|
| PRO-BLEND<sup>®</sup> MODERATE TERM SERIES<br>| SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMON STOCKS** (continued) |  |  |
| **Information Technology** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;**Software - 2.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Atlassian Corp. - Class A <sup>\*</sup> | 1185 | $191520 |
| &nbsp;&nbsp;&nbsp;Intuit, Inc. | 3657 | 1545704 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 12566 | 3113980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salesforce, Inc.<sup>\*</sup> | 13560 | 2277673 |
| &nbsp;&nbsp;&nbsp;&nbsp;ServiceNow, Inc.<sup>\*</sup> | 6431 | 2926941 |
|  |  | 10055818 |
| &nbsp;&nbsp;&nbsp;**Technology Hardware, Storage & Peripherals - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;NetApp, Inc. | 277 | 18346 |
| **Total Information Technology** |  | 26576866 |
| **Materials - 2.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**Chemicals - 1.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Air Liquide S.A. - ADR (France) | 70072 | 2227589 |
| &nbsp;&nbsp;&nbsp;Air Liquide S.A. (France) | 2006 | 319408 |
| &nbsp;&nbsp;&nbsp;Dow, Inc. | 433 | 25699 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 161 | 14195 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | 29797 | 3966875 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances, Inc. | 240 | 26990 |
| &nbsp;&nbsp;&nbsp;Linde plc (United Kingdom) | 354 | 117153 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries N.V. - Class A | 237 | 22915 |
| &nbsp;&nbsp;&nbsp;PPG Industries, Inc. | 172 | 22418 |
|  |  | 6743242 |
| &nbsp;&nbsp;&nbsp;**Containers & Packaging - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 124 | 17695 |
| &nbsp;&nbsp;&nbsp;**Metals & Mining - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Barrick Gold Corp. (Canada) | 50547 | 988194 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | 15135 | 801095 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | 221 | 37353 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics, Inc. | 229 | 27627 |
|  |  | 1854269 |
| **Total Materials** |  | 8615206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Real Estate - 3.4%** |  |  |
| &nbsp;&nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) - 3.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Agree Realty Corp. | 2650 | 197769 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent - Class A | 4647 | 159346 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 810 | 180946 |
| &nbsp;&nbsp;&nbsp;Americold Realty Trust, Inc. | 3057 | 96020 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities, Inc. | 767 | 136096 |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust | 9214 | 60444 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | 1082 | 133313 |
| &nbsp;&nbsp;&nbsp;CareTrust REIT, Inc. | 6575 | 136234 |
| &nbsp;&nbsp;&nbsp;Community Healthcare Trust, Inc. | 5769 | 247375 |
| &nbsp;&nbsp;&nbsp;Cousins Properties, Inc. | 7066 | 193750 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust, Inc. | 2165 | 248152 |
| &nbsp;&nbsp;&nbsp;Equinix, Inc. | 3332 | 2459449 |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties, Inc. | 4220 | 302912 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust, Inc. | 398 | 89976 |
| &nbsp;&nbsp;&nbsp;Flagship Communities REIT | 8256 | 132013 |

---

---

| | | |
|:---|:---|:---|
|  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMON STOCKS** (continued) |  |  |
| **Real Estate** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS)** (continued) | &nbsp;&nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS)** (continued) | &nbsp;&nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS)** (continued) |
| &nbsp;&nbsp;&nbsp;Getty Realty Corp. | 6869 | $250238 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust, Inc. | 14729 | 317115 |
| &nbsp;&nbsp;&nbsp;Independence Realty Trust, Inc. | 7293 | 137327 |
| &nbsp;&nbsp;&nbsp;Invitation Homes, Inc. | 7644 | 248430 |
| &nbsp;&nbsp;&nbsp;Life Storage, Inc. | 1700 | 183668 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust | 10956 | 126542 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities, Inc. | 1516 | 252748 |
| &nbsp;&nbsp;&nbsp;Prologis, Inc. | 9531 | 1232168 |
| &nbsp;&nbsp;&nbsp;Public Storage | 1400 | 426076 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2755 | 186872 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty, Inc. | 5033 | 319444 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp. | 13185 | 3922933 |
| &nbsp;&nbsp;&nbsp;STAG Industrial, Inc. | 2076 | 73906 |
| &nbsp;&nbsp;&nbsp;Sun Communities, Inc. | 2435 | 381954 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp. | 3257 | 209849 |
| &nbsp;&nbsp;&nbsp;UDR, Inc. | 4260 | 181433 |
| &nbsp;&nbsp;&nbsp;Ventas, Inc. | 2933 | 151959 |
| &nbsp;&nbsp;&nbsp;Welltower, Inc. | 2931 | 219942 |
| **Total Real Estate** |  | 13596399 |
| **Utilities - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**Electric Utilities - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Evergy, Inc. | 30225 | 1893596 |
| **TOTAL COMMON STOCKS** |  | **141357191** |
| &nbsp;&nbsp;&nbsp;(Identified Cost $135,570,367) |  |  |
| **PREFERRED STOCKS - 0.1%** |  |  |
| **Health Care - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;**Pharmaceuticals - 0.0%##** |  |  |
| &nbsp;&nbsp;&nbsp;Harrow Health, Inc., 8.625%, 4/30/2026 | 25 | 599 |
| **Information Technology - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**Software - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Greenidge Generation Holdings, Inc., 8.50%, 10/31/2026 | 10000 | 39900 |
| &nbsp;&nbsp;&nbsp;Synchronoss Technologies, Inc., 8.375%, 6/30/2026 | 19142 | 345322 |
| **Total Information Technology** |  | 385222 |
| **TOTAL PREFERRED STOCKS** |  | **385821** |
| &nbsp;&nbsp;&nbsp;(Identified Cost $730,736) |  |  |
| **CORPORATE BONDS - 12.0%** |  |  |
| **Non-Convertible Corporate Bonds- 12.0%** |  |  |
| **Communication Services - 2.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**Entertainment - 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings, Inc., 4.054%, 3/15/2029<sup>2</sup> | 3300000 | 3021959 |

---

**4**

**Investment Portfolio - January 31, 2023** 

(unaudited)

---

| | | |
|:---|:---|:---|
| PRO-BLEND<sup>®</sup> MODERATE TERM SERIES<br>| SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **CORPORATE BONDS** (continued) |  |  |
| **Non-Convertible Corporate Bonds** (continued) |  |  |
| **Communication Services** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;**Interactive Media & Services - 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Tencent Holdings Ltd. (China), 3.975%, 4/11/2029<sup>2</sup> | 5250000 | $4959022 |
| **Total Communication Services** |  | 7980981 |
| **Consumer Discretionary - 1.4%** |  |  |
| &nbsp;&nbsp;&nbsp;**Internet & Direct Marketing Retail - 1.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(China), 2.125%, 2/9/2031 | 800000 | 657197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(China), 4.00%, 12/6/2037 | 2860000 | 2486832 |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc., 3.30%, 4/13/2027 | 2660000 | 2568272 |
| **Total Consumer Discretionary** |  | 5712301 |
| **Consumer Staples - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**Beverages - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;PepsiCo, Inc., 3.90%, 7/18/2032 | 2360000 | 2299338 |
| **Energy - 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**Oil, Gas & Consumable Fuels - 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brooge Petroleum and Gas Investment Co. FZE (United Arab Emirates), 8.50%, 9/24/2025<sup>2</sup> | 179000 | 168612 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. (Canada), 6.75%, 11/15/2039 | 1220000 | 1338349 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP, 6.50%, 2/1/2042 | 2728000 | 2872527 |
| &nbsp;&nbsp;&nbsp;&nbsp;PetroTal Corp. (Peru), 12.00%, 2/16/2024 (Acquired 06/15/2021-10/06/2021, cost $423,306)<sup>4</sup> | 400000 | 405608 |
| **Total Energy** |  | 4785096 |
| **Financials - 2.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**Banks - 1.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp., (U.S. Secured Overnight Financing Rate + 1.320%), 2.687%, 4/22/2032<sup>5</sup> | 2190000 | 1846352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citigroup, Inc., (U.S. Secured Overnight Financing Rate + 0.770%), 1.462%, 6/9/2027<sup>5</sup> | 2100000 | 1866161 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., (U.S. Secured Overnight Financing Rate + 3.790%), 4.493%, 3/24/2031<sup>5</sup> | 3140000 | 3054058 |
| &nbsp;&nbsp;&nbsp;Popular, Inc. (Puerto Rico), 6.125%, 9/14/2023 | 425000 | 423625 |
|  |  | 7190196 |
| &nbsp;&nbsp;&nbsp;**Consumer Finance - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Navient Corp., 6.75%, 6/25/2025 | 475000 | 474019 |
| &nbsp;&nbsp;&nbsp;Synergy One Lending, Inc., 5.50%, 10/14/2026 | 525000 | 467119 |
|  |  | 941138 |
| &nbsp;&nbsp;&nbsp;**Diversified Financial Services - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;FS Energy & Power Fund, 7.50%, 8/15/2023<sup>2</sup> | 430000 | 429938 |

---

---

| | | |
|:---|:---|:---|
|  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **CORPORATE BONDS** (continued) |  |  |
| **Non-Convertible Corporate Bonds** (continued) |  |  |
| **Financials** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;**Mortgage Real Estate Investment Trusts (REITS) - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Trust, Inc., 8.00%, 4/30/2023 (Acquired 05/10/2021, cost $165,038)<sup>4</sup> | 155000 | $154413 |
| **Total Financials** |  | 8715685 |
| **Industrials - 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**Airlines - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Alaska Airlines Pass-Through Trust, Series 2020-1, Class B, 8.00%, 8/15/2025<sup>2</sup> | 142995 | 145344 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co., 5.125%, 6/15/2027 | 1110000 | 1120330 |
| &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust, Series 2018-1, Class B, 4.60%, 3/1/2026 | 75932 | 71081 |
| &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust, Series 2019-2, Class B, 3.50%, 5/1/2028 | 425536 | 377966 |
|  |  | 1714721 |
| &nbsp;&nbsp;&nbsp;**Marine - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;American Tanker, Inc. (Norway), 7.75%, 7/2/2025 | 505000 | 485775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Seaspan Corp. (Hong Kong), 6.50%, 2/5/2024<sup>2</sup> | 500000 | 498850 |
|  |  | 984625 |
| &nbsp;&nbsp;&nbsp;**Road & Rail - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;BNSF Funding Trust I, (3 mo. LIBOR US + 2.350%), 6.613%, 12/15/2055<sup>5</sup> | 1140000 | 1105917 |
| &nbsp;&nbsp;&nbsp;**Trading Companies & Distributors - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC - AerCap Global Aviation Trust (Ireland), 3.00%, 10/29/2028 | 1430000 | 1257748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ashtead Capital, Inc. (United Kingdom), 4.00%, 5/1/2028<sup>2</sup> | 1220000 | 1146347 |
|  |  | 2404095 |
| **Total Industrials** |  | 6209358 |
| **Information Technology - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**Semiconductors & Semiconductor Equipment - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc., 4.25%, 5/20/2032.. | 2490000 | 2466716 |
| **Materials - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**Metals & Mining - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Newcastle Coal Infrastructure Group Pty Ltd. (Australia), 4.40%, 9/29/2027<sup>2</sup> | 1280000 | 1129554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northwest Acquisitions ULC - Dominion Finco, Inc., 7.125%, 11/1/2022 (Acquired 10/10/2017-09/18/2020, cost $89,149)<sup>4,6</sup> | 497000 | 50 |
| **Total Materials** |  | 1129604 |

---

**5**

**Investment Portfolio - January 31, 2023**

(unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;PRO-BLEND<sup>®</sup> MODERATE TERM SERIES | SHARES/<br> PRINCIPAL <br> AMOUNT<sup>1</sup> | VALUE |
| **CORPORATE BONDS** (continued) |  |  |
| **Non-Convertible Corporate Bonds** (continued) |  |  |
| **Real Estate - 1.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) - 1.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;IIP Operating Partnership LP, 5.50%, 5/25/2026 | 490000 | $425762 |
| &nbsp;&nbsp;&nbsp;&nbsp;SBA Tower Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.884%, 1/15/2026<sup>2</sup> | 520000 | 466841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.599%, 1/15/2028<sup>2</sup> | 1960000 | 2038642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP, 2.65%, 2/1/2032 | 4230000 | 3558265 |
|  | | |
| **Total Real Estate** |  | 6489510 |
| **Utilities - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Independent Power and Renewable Electricity Producers - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 5/13/2024<sup>2</sup> | 2065000 | 2038811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.55%, 7/15/2024<sup>2</sup> | 600000 | 579396 |
| **Total Utilities** |  | 2618207 |
| **TOTAL CORPORATE BONDS** <br> (Identified Cost $52,567,311) |  | **48406796** |
| **U.S. TREASURY SECURITIES - 28.6%** |  |  |
| **U.S. Treasury Bonds - 3.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bond, 2.375%, 2/15/2042 (Identified Cost $12,313,189) | 14900000 | 11999156 |
| **U.S. Treasury Notes - 25.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Note |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/2025 | 16705000 | 15961105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/15/2026 | 17225000 | 16144401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/2027 | 33920000 | 31818550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 11/15/2028 | 10450000 | 10165074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/15/2029 | 22930000 | 20511602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 11/15/2031 | 9710000 | 8163986 |
| **Total U.S. Treasury Notes** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Identified Cost $103,500,903) |  | 102764718 |
| **TOTAL U.S. TREASURY SECURITIES** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Identified Cost $115,814,092) |  | **114763874** |
| **ASSET-BACKED SECURITIES - 5.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Series 2020-1, Class A1, 1.69%, 7/15/2060<sup>2</sup> | 925069 | 835368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A2, 1.99%, 7/15/2060<sup>2</sup> | 798527 | 677713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, <br> Series 2019-AGS, Class A1, 2.54%, 1/25/2047<sup>2</sup> | 637979 | 590672 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust <br> Series 2020-3A, Class A, 1.24%, 10/15/2029<sup>2</sup> | 1619008 | 1587399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class A, 0.96%, 2/15/2030<sup>2</sup> | 1800000 | 1737751 |

---

---

| | | |
|:---|:---|:---|
|  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **ASSET-BACKED SECURITIES** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Flexential Issuer, Series 2021-1A, Class A2, 3.25%, 11/27/2051<sup>2</sup> | 2100000 | $1898402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goodgreen Trust, Series 2020-1A, Class A, 2.63%, 4/15/2055<sup>2</sup> | 1030398 | 868636 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hotwire Funding LLC, Series 2021-1, Class A2, 2.311%, 11/20/2051<sup>2</sup> | 1950000 | 1724158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Libra Solutions LLC, Series 2022-2A, Class A, 6.85%, 10/15/2034<sup>2</sup> | 966083 | 962717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Series 2020-FA, Class A, 1.22%, 7/15/2069<sup>2</sup> | 579018 | 533421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Series 2012-3A, Class A, (1 mo. LIBOR US + 0.700%), 5.206%, 2/25/2045<sup>2,7</sup> | 217848 | 212098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oxford Finance Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 4.459%, 2/15/2027<sup>2</sup> | 19367 | 19227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2, 3.101%, 2/15/2028<sup>2</sup> | 553639 | 548056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2, 3.602%, 2/15/2030<sup>2</sup> | 1925000 | 1778540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2, 6.716%, 2/15/2031<sup>2</sup> | 2170000 | 2170000 |
| &nbsp;&nbsp;&nbsp;&nbsp;PEAR LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A, 2.60%, 1/15/2034 (Acquired 11/16/2021, cost $1,868,930)<sup>4</sup> | 1868930 | 1769005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 6.50%, 10/15/2034 (Acquired 10/14/2022, cost $688,977)<sup>4</sup> | 689529 | 688345 |
| &nbsp;&nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Series 2005- 7, Class A4, (3 mo. LIBOR US + 0.150%), 4.968%, 10/25/2029<sup>7</sup> | 256817 | 255027 |
| &nbsp;&nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Series 2019-B, Class A2A, 2.84%, 6/15/2037<sup>2</sup> | 1436210 | 1351843 |
| &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-F, Class A2FX, 2.84%, 1/25/2041<sup>2</sup> | 76422 | 73836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B, Class A2FX, 3.34%, 8/25/2047<sup>2</sup> | 284237 | 275953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 2.54%, 5/15/2046<sup>2</sup> | 760414 | 708571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-5, Class A1, 2.50%, 10/25/2056<sup>2,8</sup> | 167990 | 165264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1, Class A1, 2.75%, 10/25/2056<sup>2,8</sup> | 120508 | 118711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-HY1, Class A1, (1 mo. LIBOR US + 1.000%), 5.506%, 10/25/2048<sup>2,7</sup> | 303720 | 302437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tricon American Homes Trust, Series 2017-SFR2, Class A, 2.928%, 1/17/2036<sup>2</sup> | 1346585 | 1312074 |
| **TOTAL ASSET-BACKED SECURITIES** <br> (Identified Cost $24,656,310) |  | **23165224** |

---

**6**

**Investment Portfolio - January 31, 2023**

(unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;PRO-BLEND<sup>®</sup> MODERATE TERM SERIES | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.6%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.6%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Brean Asset Backed Securities Trust, Series 2021-RM2, Class A, 1.75%, 10/25/2061<sup>2,8</sup> | 1207162 | $1064228 |
| &nbsp;&nbsp;&nbsp;&nbsp;CIM Trust, Series 2019-INV1, Class A1, 4.00%, 2/25/2049<sup>2,8</sup> | 44964 | 43912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc., Series 2021-INV1, Class A3A, 2.50%, 5/25/2051<sup>2,8</sup> | 655209 | 547549 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Mortgage Capital Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-7, Class A6, 3.50%, 8/25/2043<sup>2,8</sup> | 135728 | 125545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-IVR2, Class A2, 3.00%, 4/25/2043<sup>2,8</sup> | 306524 | 277543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-IVR3, Class A1, 2.50%, 5/25/2043<sup>2,8</sup> | 273205 | 243883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-TH1, Class A1, 2.13%, 2/25/2043<sup>2,8</sup> | 152593 | 131916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-IVR3, Class A1, 3.50%, 7/25/2044<sup>2,8</sup> | 59851 | 54651 |
| &nbsp;&nbsp;&nbsp;Fannie Mae REMICS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-31, Class KP, 3.50%, 7/25/2047 | 36704 | 35721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-69, Class WJ, 1.50%, 10/25/2050 | 924103 | 796839 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fontainebleau Miami Beach Trust, Series 2019-FBLU, Class A, 3.144%, 12/10/2036<sup>2</sup> | 1541000 | 1453834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass-Through Certificates Series K030, Class X1 (IO), 0.137%, 4/25/2023<sup>8</sup> | 28739176 | 4839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series K032, Class X1 (IO), 0.058%, 5/25/2023<sup>8</sup> | 33350552 | 6114 |
| &nbsp;&nbsp;&nbsp;Freddie Mac REMICS, Series 5189, Class CP, 2.50%, 6/25/2049 | 2217038 | 1976129 |
| &nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2017-54, Class AH, 2.60%, 12/16/2056 | 292834 | 274581 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-INV1, Class A9, (U.S. Secured Overnight Financing Rate 30 Day Average + 0.850%), 5.160%, 12/25/2051<sup>2,7</sup> | 1206327 | 1118076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-PJ6, Class A8, 2.50%, 11/25/2051<sup>2,8</sup> | 957803 | 846318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-PJ9, Class A8, 2.50%, 2/26/2052<sup>2,8</sup> | 981660 | 867301 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Series 2021-NQM3, Class A1, 1.595%, 11/25/2056<sup>2,8</sup> | 1098425 | 924529 |
| &nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-2, Class 1A1, 3.00%, 6/25/2029<sup>2,8</sup> | 227351 | 215583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-2, Class A3, 3.50%, 5/25/2047<sup>2,8</sup> | 12977 | 11704 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust Series 2014-3A, Class AFX3, 3.75%, 11/25/2054<sup>2,8</sup> | 275978 | 256937 |

---

---

| | | |
|:---|:---|:---|
|  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES** (continued) | **COMMERCIAL MORTGAGE-BACKED SECURITIES** (continued) | **COMMERCIAL MORTGAGE-BACKED SECURITIES** (continued) |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-2A, Class A1, 3.75%, 8/25/2055<sup>2,8</sup> | 317924 | $298317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4A, Class A1, 3.75%, 11/25/2056<sup>2,8</sup> | 369626 | 342049 |
| &nbsp;&nbsp;&nbsp;&nbsp;PMT Loan Trust, Series 2013-J1, Class A9, 3.50%, 9/25/2043<sup>2,8</sup> | 291209 | 269615 |
| &nbsp;&nbsp;&nbsp;Provident Funding Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A2A, 2.00%, 4/25/2051<sup>2,8</sup> | 1160322 | 997136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-INV1, Class A1, 2.50%, 8/25/2051<sup>2,8</sup> | 1857588 | 1535498 |
| &nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust, Series 2021-6, Class A1, 2.50%, 12/25/2051<sup>2,8</sup> | 1236850 | 1025888 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-2, Class A, 1.874%, 2/25/2043<sup>8</sup> | 236191 | 204816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-6, Class A2, 3.00%, 5/25/2043<sup>8</sup> | 459491 | 414404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-7, Class A2, 3.00%, 6/25/2043<sup>8</sup> | 161876 | 145181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-8, Class A1, 3.00%, 6/25/2043<sup>8</sup> | 191769 | 173678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-6, Class A19, 3.50%, 9/25/2047<sup>2,8</sup> | 82054 | 73778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 3.50%, 2/25/2050<sup>2,8</sup> | 77712 | 71682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Starwood Retail Property Trust, Series 2014-STAR, Class A, (1 mo. LIBOR US + 1.470%), 5.93%, 11/15/2027<sup>2,7</sup> | 1910953 | 1323565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sutherland Commercial Mortgage Trust, Series 2019-SBC8, Class A, 2.86%, 4/25/2041<sup>2,8</sup> | 160706 | 148303 |
| &nbsp;&nbsp;&nbsp;&nbsp;WinWater Mortgage Loan Trust, Series 2015-1, Class A1, 3.50%, 1/20/2045<sup>2,8</sup> | 79118 | 73683 |
| **TOTAL COMMERCIAL MORTGAGE-** |  |  |
| &nbsp;&nbsp;&nbsp;**BACKED SECURITIES** |  |  |
| &nbsp;&nbsp;&nbsp;(Identified Cost $21,148,916) |  | **18375325** |
| **FOREIGN GOVERNMENT BONDS - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Mexican Bonos (Mexico), 7.75%, 5/29/2031 MXN | 1081000 | 54256 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond (Mexico), 4.125%, 1/21/2026 | 200000 | 197797 |
| &nbsp;&nbsp;&nbsp;Republic of Italy Government International Bond (Italy), 2.375%, 10/17/2024 | 380000 | 360889 |
| **TOTAL FOREIGN GOVERNMENT BONDS** |  |  |
| &nbsp;&nbsp;&nbsp;(Identified Cost $667,932) |  | **612942** |

---

**7**

**Investment Portfolio - January 31, 2023**

(unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;PRO-BLEND<sup>®</sup> MODERATE TERM SERIES | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **MUNICIPAL BONDS - 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County, Public Impt., Series A, G.O. Bond, 1.51%, 11/1/2028 | 2530000 | $2130389 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hawaii, Series GC, G.O. Bond, 2.682%, 10/1/2038 | 1835000 | 1426412 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Carolina Public Service Authority, Series B, Revenue Bond, 2.329%, 12/1/2028 | 955000 | 820899 |
| **TOTAL MUNICIPAL BONDS** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Identified Cost $5,388,262) |  | **4377700** |
| **U.S. GOVERNMENT AGENCIES - 6.8%** |  |  |
| **Mortgage-Backed Securities - 6.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #AD0462, UMBS, 5.50%, 10/1/2024 | 1522 | 1514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA3463, UMBS, 4.00%, 9/1/2033 | 376546 | 375083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA1834, UMBS, 4.50%, 2/1/2034 | 260407 | 261808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA1903, UMBS, 4.50%, 5/1/2034 | 178704 | 179666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #889576, UMBS, 6.00%, 4/1/2038 | 165991 | 176531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA3412, UMBS, 3.50%, 7/1/2038 | 308040 | 302749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #995196, UMBS, 6.00%, 7/1/2038 | 358550 | 381272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #AD0207, UMBS, 6.00%, 10/1/2038 | 61544 | 65452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #AD0220, UMBS, 6.00%, 10/1/2038 | 19912 | 21174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA0258, UMBS, 4.50%, 12/1/2039 | 306974 | 311482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #AL1595, UMBS, 6.00%, 1/1/2040 | 256814 | 273123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #AL0152, UMBS, 6.00%, 6/1/2040 | 344718 | 366609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA4203, UMBS, 2.50%, 12/1/2040 | 2131725 | 1913029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA4687, UMBS, 4.00%, 6/1/2042 | 2338714 | 2282274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #AL7068, UMBS, 4.50%, 9/1/2042 | 102127 | 103627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #AX5234, UMBS, 4.50%, 11/1/2044 | 334803 | 339306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #BD1381, UMBS, 3.50%, 6/1/2046 | 60321 | 57547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #BE7845, UMBS, 4.50%, 2/1/2047 | 67069 | 67521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #AL8674, 5.651%, 1/1/2049 | 895540 | 939288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #FS1179, UMBS, 3.50%, 12/1/2049 | 2246676 | 2142797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #FS2696, UMBS, 3.00%, 12/1/2051 | 2711467 | 2487948 |

---

---

| | | |
|:---|:---|:---|
|  | SHARES/ <br> PRINCIPAL <br> AMOUNT<sup>1</sup>  | VALUE |
| **U.S. GOVERNMENT AGENCIES** (continued) |  |  |
| **Mortgage-Backed Securities** (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Fannie Mae (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA4600, UMBS, 3.50%, 5/1/2052 | 2481172 | $2328079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA4644, UMBS, 4.00%, 5/1/2052 | 2434164 | 2346269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA4733, UMBS, 4.50%, 9/1/2052 | 2591847 | 2556182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #MA4807, UMBS, 5.50%, 11/1/2052 | 1241631 | 1260249 |
| &nbsp;&nbsp;&nbsp;Freddie Mac |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #G13078, 6.00%, 3/1/2023 | 4 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #G13331, 5.50%, 10/1/2023 | 172 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #C91762, 4.50%, 5/1/2034 | 287505 | 289299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #C91771, 4.50%, 6/1/2034 | 5090 | 5122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #C91780, 4.50%, 7/1/2034 | 7228 | 7285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #G03781, 6.00%, 1/1/2038 | 64295 | 68451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #G03926, 6.00%, 2/1/2038 | 91228 | 97124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #G05900, 6.00%, 3/1/2040 | 50265 | 53513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #G05906, 6.00%, 4/1/2040 | 46207 | 49194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #A92889, 4.50%, 7/1/2040 | 531266 | 539436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #G08772, 4.50%, 7/1/2047 | 61269 | 61430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #ZS4751, UMBS, 3.50%, 1/1/2048 | 124106 | 118369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #SD8044, UMBS, 3.00%, 2/1/2050 | 2360164 | 2168201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool #SD8230, UMBS, 4.50%, 6/1/2052 | 2499001 | 2464619 |
| **TOTAL U.S. GOVERNMENT AGENCIES** |  |  |
| &nbsp;&nbsp;&nbsp;(Identified Cost $28,489,500) |  | **27462798** |
| **SHORT-TERM INVESTMENT - 5.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Dreyfus Government Cash Management, Institutional Shares, 4.23%<sup>9</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Identified Cost $20,400,673) | 20400673 | **20400673** |
| **TOTAL INVESTMENTS - 99.4%** |  |  |
| &nbsp;&nbsp;&nbsp;(Identified Cost $405,434,099) |  | **399308344** |
| **OTHER ASSETS, LESS LIABILITIES - 0.6%** |  | **2224149** |
| **NET ASSETS - 100%** |  | $**401532493** |

---

**8**

**Investment Portfolio - January 31, 2023**

(unaudited)

ADR - American Depositary Receipt

G.O. Bond - General Obligation Bond

Impt. - Improvement

IO - Interest only

LIBOR - London Interbank Offered Rate

MXN - Mexican Peso

REMICS - Real Estate Mortgage Investment Conduits

UMBS - Uniform Mortgage-Backed Securities

\*Non-income producing security.

## Less than 0.1%.

<sup>1</sup>Amount is stated in USD unless otherwise noted.

<sup>2</sup>Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the "1933 Act") and determined to be liquid under the Fund's Liquidity Risk Management Program. The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at January 31, 2023 was $52,329,445, which represented 13.0% of the Series' Net Assets.

<sup>3</sup>Security has been valued using significant unobservable inputs.

<sup>4</sup>Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the "1933 Act") and determined to be illiquid under the Fund's Liquidity Risk Management Program. The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of such securities at January 31, 2023 was $3,017,421, or 0.8% of the Series' Net Assets.

<sup>5</sup>Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of January 31, 2023.

<sup>6</sup>Issuer filed for bankruptcy and/or is in default of interest payments.

<sup>7</sup>Floating rate security. Rate shown is the rate in effect as of January 31, 2023.

<sup>8</sup>Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of January 31, 2023.

<sup>9</sup>Rate shown is the current yield as of January 31, 2023.

The Global Industry Classification Standard (GICS) was developed by and is the exclusive property and a service mark of MSCI Inc. (MSCI) and Standard & Poor's, a division of S&P Global Inc. (S&P), and is licensed for use by Manning & Napier when referencing GICS sectors. Neither MSCI, S&P, nor any third party involved in making or compiling the GICS or any GICS classifications makes any express or implied warranties or representations with respect to such standard or classification, nor shall any such party have any liability therefrom.

**Fair Value Information:**

GAAP establishes the following fair value hierarchy that categorizes the inputs used to measure fair value. Level 1 includes quoted prices (unadjusted) in active markets for identical financial instruments that the Series' can access at the reporting date. Level 2 includes other significant observable inputs (including, but not limited to, quoted prices for similar financial instruments in active markets, quoted prices for identical or similar financial instruments in inactive markets, interest rates and yield curves, implied volatilities, and credit spreads). Level 3 includes unobservable inputs (including the Valuation Designee's own assumptions in determining fair value). A financial instrument's level within the fair value hierarchy is based on the lowest level of any input both individually and in aggregate that is significant to the fair value measurement. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the valuation levels used for major security types as of January 31, 2023 in valuing the Series' assets or liabilities carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**DESCRIPTION** | **TOTAL** | **LEVEL 1** | **LEVEL 2<sup>#</sup>** | **LEVEL 3** |
| &nbsp;&nbsp;&nbsp;Assets: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equity securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication Services | $11706212 | $10668250 | $1037962 | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | 14694120 | 14101214 | 592906 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | 16625001 | 15450325 | 1174676 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | 716645 | 391556 |  | 325089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | 12392264 | 11028084 | 1364180 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health Care | 22775309 | 22292006 | 483303 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | 11765573 | 10454832 | 1310741 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information Technology | 26576866 | 25777133 | 799733 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | 8615206 | 8295798 | 319408 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real Estate | 13596399 | 13596399 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | 1893596 | 1893596 |  |  |

---

**9**

**Investment Portfolio - January 31, 2023**

(unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**DESCRIPTION** | **TOTAL** | **LEVEL 1** | **LEVEL 2<sup>#</sup>** | **LEVEL 3** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health Care | $599 | $599 | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information Technology | 385222 | 385222 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Debt securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury and other U.S. Government agencies | 142226672 |  | 142226672 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;States and political subdivisions (municipals) | 4377700 |  | 4377700 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate debt: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Communication Services | 7980981 |  | 7980981 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | 5712301 |  | 5712301 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | 2299338 |  | 2299338 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy | 4785096 |  | 4785096 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financials | 8715685 |  | 8715685 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrials | 6209358 |  | 6209358 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Information Technology | 2466716 |  | 2466716 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Materials | 1129604 |  | 1129604 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real Estate | 6489510 |  | 6489510 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Utilities | 2618207 |  | 2618207 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | 23165224 |  | 23165224 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commercial mortgage-backed securities | 18375325 |  | 18375325 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign government bonds | 612942 |  | 612942 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Investment | 20400673 | 20400673 |  |  |
| &nbsp;&nbsp;&nbsp;Total assets | $399308344 | $154735687 | $244247568 | $325089 |

---

<sup>#</sup>Includes certain foreign equity securities for which a factor from a third party vendor was applied to determine the securities' fair value following the close of local trading.

The Investment Portfolio should be read in conjunction with the financial statements and notes to financial statements, which are included in the Series' audited annual report or unaudited semi-annual report. These reports include additional information about the Series' security valuation policies and about certain security types invested in by the Series.

**10**

## 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:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $404208836.68

**Total Liabilities:** $2728461.40

**Net Assets:** $401480375.28

**Cash Not Reported:** $7650273.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 143.69416000 | **1-Year:** 3847.18185000 | **5-Year:** 32768.33587000 | **10-Year:** 23086.16133000 | **30-Year:** 361.33631000

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

- **3-Month:** 185.21583000 | **1-Year:** 1495.88588000 | **5-Year:** 1119.53165000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010102 | 4.30%                | -1.60%               | 4.37%                |
| Class ID C000010106 | 4.33%                | -1.52%               | 4.41%                |
| Class ID C000059953 | 4.31%                | -1.44%               | 4.40%                |
| Class ID C000010104 | 4.27%                | -1.49%               | 4.39%                |
| Class ID C000206451 | 4.44%                | -1.42%               | 4.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $143121.41               | $16086325.90                               |
| Month 2  | $-982704.61              | $-5551984.31                               |
| Month 3  | $1239130.90              | $15282349.13                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Grupo Aeroportuario del Centro     | Grupo Aeroportuario del Centro Norte SAB de CV               | CUSIP: 000000000<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |      4500 | NS      | $41113.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418DU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2131725 | PA      | $1913029.42   | 0.48%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2019-HY1                           | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303720 | PA      | $302436.88    | 0.08%             | 2048-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                     | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3021959.00   | 0.75%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128M73H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50265 | PA      | $53513.21     | 0.01%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                     | Salesforce Inc                                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     13560 | NS      | $2277673.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear LLC                           | PEAR 2021-1 LLC                                              | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1868930 | PA      | $1769005.28   | 0.44%             | 2034-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                   | Coca-Cola Co/The                                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     39943 | NS      | $2449304.76   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TANKER INC                | American Tanker Inc                                          | CUSIP: 000000000<br>LEI: 549300NF6T0U83EHY418 | Long             | DBT              | CORP              | US        |    505000 | PA      | $485774.82    | 0.12%             | 2025-07-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                           | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2728000 | PA      | $2872527.50   | 0.72%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                  | Devon Energy Corp                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       464 | NS      | $29343.36     | 0.01%             |  |  |  | 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        |   1430000 | PA      | $1257748.01   | 0.31%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                             | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22930000 | PA      | $20511601.56  | 5.11%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Adyen NV                           | Adyen NV                                                     | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       148 | NS      | $223762.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                         | Pfizer Inc                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2051 | NS      | $90572.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARK CNTY NV                      | County of Clark NV                                           | CUSIP: 180848P56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2530000 | PA      | $2130388.68   | 0.53%             | 2028-11-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128M5RA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64295 | PA      | $68450.55     | 0.02%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418CYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308040 | PA      | $302749.25    | 0.08%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31410KJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165991 | PA      | $176531.26    | 0.04%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr     | Credit Acceptance Auto Loan Trust 2020-3                     | CUSIP: 22536BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1619008 | PA      | $1587398.91   | 0.40%             | 2029-10-15      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418CZ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376546 | PA      | $375083.29    | 0.09%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                   | MercadoLibre Inc                                             | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |       223 | NS      | $263516.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust         | Navient Private Education Refi Loan Trust 2020-F             | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579018 | PA      | $533421.41    | 0.13%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                       | Moody's Corp                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      8528 | NS      | $2752412.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                 | Meta Platforms Inc                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     14899 | NS      | $2219504.03   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128P76R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7228 | PA      | $7285.39      | 0.00%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                 | Royalty Pharma PLC                                           | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |       489 | NS      | $19163.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31416BRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358550 | PA      | $381271.50    | 0.09%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc              | Quest Diagnostics Inc                                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       168 | NS      | $24944.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128MBUB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $4.47         | 0.00%             | 2023-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc            | Illinois Tool Works Inc                                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       261 | NS      | $61606.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc      | Rexford Industrial Realty Inc                                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      5033 | NS      | $319444.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Towers PLC                  | Helios Towers PLC                                            | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |     70026 | NS      | $92374.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tricon American Homes              | Tricon American Homes 2017-SFR2 Trust                        | CUSIP: 89613FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1346585 | PA      | $1312074.29   | 0.33%             | 2036-01-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc      | Intercontinental Exchange Inc                                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     42061 | NS      | $4523660.55   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc           | Digital Realty Trust Inc                                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2165 | NS      | $248152.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV       | LyondellBasell Industries NV                                 | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |       237 | NS      | $22915.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                      | Beiersdorf AG                                                | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      2521 | NS      | $306497.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                       | Newmont Corp                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     15135 | NS      | $801095.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Auckland International Airport     | Auckland International Airport Ltd                           | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     16002 | NS      | $88067.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                            | CUSIP: 3136BJMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924103 | PA      | $796838.38    | 0.20%             | 2050-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus     | Fontainebleau Miami Beach Trust 2019-FBLU                    | CUSIP: 34461LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1541000 | PA      | $1453834.26   | 0.36%             | 2036-12-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd         | RenaissanceRe Holdings Ltd                                   | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       590 | NS      | $115457.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                  | Admiral Group PLC                                            | CUSIP: 007192107<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     58373 | NS      | $1582492.03   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENIDGE GEN HLD INC              | Greenidge Generation Holdings Inc                            | CUSIP: 39531G209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10000 | NS      | $39900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14900000 | PA      | $11999156.25  | 2.99%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust               | LXP Industrial Trust                                         | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     10956 | NS      | $126541.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1846351.97   | 0.46%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd               | Tencent Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |      3600 | NS      | $175424.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp              | General Dynamics Corp                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       228 | NS      | $53137.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The            | Procter & Gamble Co/The                                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1080 | NS      | $153770.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                 | Realty Income Corp                                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      2755 | NS      | $186871.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust          | Nelnet Student Loan Trust 2012-3                             | CUSIP: 64032XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217848 | PA      | $212097.89    | 0.05%             | 2045-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-TH1                                          | CUSIP: 22944PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152593 | PA      | $131916.42    | 0.03%             | 2043-02-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc      | Independence Realty Trust Inc                                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      7293 | NS      | $137327.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brean Asset Backed Securities      | Brean Asset Backed Securities Trust 2021-RM2                 | CUSIP: 10638MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1207162 | PA      | $1064227.62   | 0.27%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Sutherland Commercial Mortgage     | Sutherland Commercial Mortgage Trust 2019-SBC8               | CUSIP: 86935CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160706 | PA      | $148303.26    | 0.04%             | 2041-04-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Danone SA                          | Danone SA                                                    | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      2198 | NS      | $120536.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc         | Mondelez International Inc                                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     45735 | NS      | $2992898.40   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                          | Linde PLC                                                    | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |       354 | NS      | $117152.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubisoft Entertainment SA           | Ubisoft Entertainment SA                                     | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |      4494 | NS      | $93055.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 3138EHXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256814 | PA      | $273122.73    | 0.07%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137B4GZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33350552 | PA      | $6114.16      | 0.00%             | 2023-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                  | Tractor Supply Co                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        92 | NS      | $20975.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33920000 | PA      | $31818550.17  | 7.93%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING              | Alibaba Group Holding Ltd                                    | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2860000 | PA      | $2486832.52   | 0.62%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc       | Walgreens Boots Alliance Inc                                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       620 | NS      | $22853.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                             | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124106 | PA      | $118368.84    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                             | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2499001 | PA      | $2464619.54   | 0.61%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                           | eBay Inc                                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       408 | NS      | $20196.00     | 0.01%             |  |  |  | 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        |    425536 | PA      | $377966.54    | 0.09%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagship Communities REIT          | Flagship Communities REIT                                    | CUSIP: 33843T108<br>LEI: 894500P7IQ2SJ1DF2L20 | Long             | EC               | CORP              | US        |      8256 | NS      | $132013.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                        | Popular Inc                                                  | CUSIP: 733174AK2<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    425000 | PA      | $423625.58    | 0.11%             | 2023-09-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Community Healthcare Trust Inc     | Community Healthcare Trust Inc                               | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      5769 | NS      | $247374.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI Funding LLC                    | CLI Funding VIII LLC                                         | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1648151 | PA      | $1438471.19   | 0.36%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128M73P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46207 | PA      | $49193.81     | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc            | Activision Blizzard Inc                                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     21760 | NS      | $1666163.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust            | Brandywine Realty Trust                                      | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      9214 | NS      | $60443.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                     | Amazon.com Inc                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     83283 | NS      | $8588975.79   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                  | Allstate Corp/The                                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       276 | NS      | $35457.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128MJ2E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61269 | PA      | $61430.12     | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                          | State of Hawaii                                              | CUSIP: 419792A22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1835000 | PA      | $1426412.20   | 0.36%             | 2038-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Pear LLC                           | PEAR 2022-1 LLC                                              | CUSIP: 70472XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    689529 | PA      | $688344.55    | 0.17%             | 2034-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 3140F8RB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60321 | PA      | $57546.83     | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc               | Invitation Homes Inc                                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7644 | NS      | $248430.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands Internationa     | Restaurant Brands International Inc                          | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1702 | NS      | $113914.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc             | Motorola Solutions Inc                                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       164 | NS      | $42149.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc             | Intuitive Surgical Inc                                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5655 | NS      | $1389376.95   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                        | Novartis AG                                                  | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     37667 | NS      | $3413383.54   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                | International Flavors & Fragrances Inc                       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       240 | NS      | $26990.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128P75X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287505 | PA      | $289299.15    | 0.07%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                        | Heineken NV                                                  | CUSIP: 423012301<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     47529 | NS      | $2374073.55   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co          | Archer-Daniels-Midland Co                                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       482 | NS      | $39933.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America          | Packaging Corp of America                                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       124 | NS      | $17694.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                 | CareTrust REIT Inc                                           | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      6575 | NS      | $136234.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc          | AvalonBay Communities Inc                                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       767 | NS      | $136096.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA        | FinecoBank Banca Fineco SpA                                  | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     15407 | NS      | $276584.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Radius Global Infrastructure I     | Radius Global Infrastructure Inc                             | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |     31663 | NS      | $426500.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                    | TJX Cos Inc/The                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       663 | NS      | $54273.18     | 0.01%             |  |  |  | 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        |   1925000 | PA      | $1778539.84   | 0.44%             | 2030-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                              | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2038642.06   | 0.51%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc          | L3Harris Technologies Inc                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      6962 | NS      | $1495576.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR3                                         | CUSIP: 12646XAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273205 | PA      | $243882.83    | 0.06%             | 2043-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 312941F69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    531266 | PA      | $539435.59    | 0.13%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2434164 | PA      | $2346269.24   | 0.58%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co            | Bristol-Myers Squibb Co                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1272 | NS      | $92410.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418EF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2338714 | PA      | $2282273.54   | 0.57%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2019-INV1                                          | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44964 | PA      | $43912.08     | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                    | McDonald's Corp                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       311 | NS      | $83161.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                        | Target Corp                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       230 | NS      | $39592.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                    | Caterpillar Inc                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       363 | NS      | $91581.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                       | Unilever PLC                                                 | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     83706 | NS      | $4277376.60   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                    | BAE Systems PLC                                              | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     25385 | NS      | $268726.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                           | Adyen NV                                                     | CUSIP: 00783V104<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |     84999 | NS      | $1278384.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                        | Lennar Corp                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       234 | NS      | $23961.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc             | Diamondback Energy Inc                                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       143 | NS      | $20895.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                        | Brenntag SE                                                  | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      1557 | NS      | $116227.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                 | Conagra Brands Inc                                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       593 | NS      | $22053.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                        | PepsiCo Inc                                                  | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2299338.04   | 0.57%             | 2032-07-18      | Fixed         | 3.90%                 | 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        |    142994 | PA      | $145343.96    | 0.04%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC           | Vistra Operations Co LLC                                     | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579395.58    | 0.14%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Getty Realty Corp                  | Getty Realty Corp                                            | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      6869 | NS      | $250237.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikon Corp                         | Nikon Corp                                                   | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |     10700 | NS      | $105645.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2017-2                              | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12977 | PA      | $11703.68     | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV                            | IMCD NV                                                      | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |       362 | NS      | $57388.54     | 0.01%             |  |  |  | No            |                  2 | 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        |     75932 | PA      | $71080.60     | 0.02%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                  | EOG Resources Inc                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       347 | NS      | $45890.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2591846 | PA      | $2556182.17   | 0.64%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU           | Newcastle Coal Infrastructure Group Pty Ltd                  | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |   1280000 | PA      | $1129554.32   | 0.28%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp              | Northrop Grumman Corp                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2908 | NS      | $1302900.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp               | Parker-Hannifin Corp                                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        91 | NS      | $29666.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2017-6                                | CUSIP: 81746FAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82054 | PA      | $73778.00     | 0.02%             | 2047-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                          | Airbus SE                                                    | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      1259 | NS      | $157835.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc             | IDEXX Laboratories Inc                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3260 | NS      | $1566430.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19912 | PA      | $21173.69     | 0.01%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corp                | Terreno Realty Corp                                          | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3257 | NS      | $209848.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp              | Norfolk Southern Corp                                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      6862 | NS      | $1686748.22   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit     | Mid-America Apartment Communities Inc                        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1516 | NS      | $252747.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                      | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925069 | PA      | $835368.20    | 0.21%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                | Electronic Arts Inc                                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     12644 | NS      | $1627029.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp                  | Barrick Gold Corp                                            | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     50547 | NS      | $988193.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                 | Deutsche Boerse AG                                           | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1251 | NS      | $223856.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                          | Chubb Ltd                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       314 | NS      | $71431.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                         | L'Oreal SA                                                   | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       156 | NS      | $64414.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc           | Microchip Technology Inc                                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       405 | NS      | $31436.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                | American Tower Corp                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       810 | NS      | $180945.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 3138EGE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344718 | PA      | $366608.69    | 0.09%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                | TE Connectivity Ltd                                          | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |       214 | NS      | $27210.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418BBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260407 | PA      | $261808.33    | 0.07%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru     | SMB Private Education Loan Trust 2019-B                      | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1436210 | PA      | $1351843.28   | 0.34%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co       | Canadian National Railway Co                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     14986 | NS      | $1784682.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                       | QUALCOMM Inc                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       705 | NS      | $93913.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1866160.59   | 0.46%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust       | Oxford Finance Funding 2019-1 LLC                            | CUSIP: 69145AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19367 | PA      | $19227.01     | 0.00%             | 2027-02-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                 | Analog Devices Inc                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       385 | NS      | $66015.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                          | Nestle SA                                                    | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     19785 | NS      | $2418023.78   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LEND            | Blackstone Secured Lending Fund                              | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    769000 | PA      | $680230.14    | 0.17%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rotork PLC                         | Rotork PLC                                                   | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |     28157 | NS      | $110917.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                 | Tokyo Electron Ltd                                           | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       300 | NS      | $104857.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                     | Eaton Corp PLC                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       351 | NS      | $56935.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                | JPMorgan Chase & Co                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1366 | NS      | $191185.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                      | Medtronic PLC                                                | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     19770 | NS      | $1654551.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                         | Intel Corp                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      2201 | NS      | $62200.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc       | Thermo Fisher Scientific Inc                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2641 | NS      | $1506241.53   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1241631 | PA      | $1260248.77   | 0.31%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                     | Air Liquide SA                                               | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      2006 | NS      | $319407.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                       | Prologis Inc                                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      9531 | NS      | $1232167.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Finance Funding Trust       | Oxford Finance Funding Trust 2023-1                          | CUSIP: 69145CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170000 | PA      | $2170000.00   | 0.54%             | 2031-02-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                  | General Mills Inc                                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       560 | NS      | $43881.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                         | Seagen Inc                                                   | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8779 | NS      | $1224494.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp               | Lockheed Martin Corp                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       178 | NS      | $82460.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties In     | Equity LifeStyle Properties Inc                              | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      4220 | NS      | $302911.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 3140XH7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2711467 | PA      | $2487947.62   | 0.62%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNERGY ONE LENDING INC            | Synergy One Lending Inc/DE                                   | CUSIP: 87168KAA8<br>LEI: 2549004FXPNKCLIN8250 | Long             | DBT              | CORP              | US        |    525000 | PA      | $467119.34    | 0.12%             | 2026-10-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                          | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3054057.60   | 0.76%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                           | CUSIP: 3137H5U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2217038 | PA      | $1976128.85   | 0.49%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                     | Air Liquide SA                                               | CUSIP: 009126202<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     70072 | NS      | $2227588.88   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Meituan                            | Meituan                                                      | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |       420 | NS      | $9389.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2014-2                              | CUSIP: 46641YAA1<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |    227351 | PA      | $215582.96    | 0.05%             | 2029-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Getinge AB                         | Getinge AB                                                   | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     12192 | NS      | $274656.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 3140FTWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67069 | PA      | $67520.92     | 0.02%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD               | Tencent Holdings Ltd                                         | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   5250000 | PA      | $4959021.74   | 1.24%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                  | Johnson & Johnson                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     26521 | NS      | $4334061.82   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA           | Owl Rock Technology Finance Corp                             | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13269.05     | 0.00%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                 | PPG Industries Inc                                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       172 | NS      | $22418.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                              | 3M Co                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       403 | NS      | $46377.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                       | Chevron Corp                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $119203.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp             | Regions Financial Corp                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1186 | NS      | $27918.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                        | Cummins Inc                                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       157 | NS      | $39177.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                          | Alcon Inc                                                    | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     27159 | NS      | $2042628.39   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-6                                | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459491 | PA      | $414404.24    | 0.10%             | 2043-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                 | Home Depot Inc/The                                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       487 | NS      | $157870.79    | 0.04%             |  |  |  | No            |                  1 | 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        |    957803 | PA      | $846318.45    | 0.21%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                 | Union Pacific Corp                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       406 | NS      | $82901.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-7                                | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    161876 | PA      | $145180.70    | 0.04%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                     | PMT Loan Trust 2013-J1                                       | CUSIP: 693456AW5<br>LEI: 549300QFMQR379ND0354 | Long             | ABS-MBS          | CORP              | US        |    291209 | PA      | $269615.20    | 0.07%             | 2043-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                | Sun Communities Inc                                          | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2435 | NS      | $381954.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-2                                | CUSIP: 81745MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236191 | PA      | $204816.01    | 0.05%             | 2043-02-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr     | Sofi Professional Loan Program 2018-B Trust                  | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284237 | PA      | $275952.59    | 0.07%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 3138Y6Y81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334803 | PA      | $339305.80    | 0.08%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc              | Republic Services Inc                                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       298 | NS      | $37196.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-7                                            | CUSIP: 12647PAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135728 | PA      | $125545.06    | 0.03%             | 2043-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                        | Heineken NV                                                  | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      2881 | NS      | $287923.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree Realty Corp                  | Agree Realty Corp                                            | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2650 | NS      | $197769.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A     | Government National Mortgage Association                     | CUSIP: 38379RRX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292834 | PA      | $274581.31    | 0.07%             | 2056-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                     | ConocoPhillips                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       634 | NS      | $77265.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oasis Securitisation               | Libra Solutions 2022-2 LLC                                   | CUSIP: 53161MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    966083 | PA      | $962716.47    | 0.24%             | 2034-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr     | SoFi Professional Loan Program 2020-ATrust                   | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760414 | PA      | $708571.17    | 0.18%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2481172 | PA      | $2328078.50   | 0.58%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                    | Ross Stores Inc                                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       246 | NS      | $29074.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Finance Funding Trust       | Oxford Finance Funding 2020-1 LLC                            | CUSIP: 69144AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553639 | PA      | $548056.21    | 0.14%             | 2028-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO              | Southwest Airlines Co                                        | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1120329.66   | 0.28%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                      | Kroger Co/The                                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       679 | NS      | $30303.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2014-IVR3                                         | CUSIP: 12648TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59851 | PA      | $54650.91     | 0.01%             | 2044-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Copart Inc                         | Copart Inc                                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     22509 | NS      | $1499324.49   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                | Gilead Sciences Inc                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       963 | NS      | $80834.22     | 0.02%             |  |  |  | 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        |    317924 | PA      | $298316.87    | 0.07%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                     | Microsoft Corp                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     12566 | NS      | $3113980.46   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                          | adidas AG                                                    | CUSIP: 00687A107<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     14733 | NS      | $1179376.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                  | Omnicom Group Inc                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       279 | NS      | $23991.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND               | Republic of Italy Government International Bond              | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    380000 | PA      | $360888.64    | 0.09%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals PLC         | Dechra Pharmaceuticals PLC                                   | CUSIP: 000000000<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |      5883 | NS      | $208647.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Playa Hotels & Resorts NV          | Playa Hotels & Resorts NV                                    | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | US        |      8704 | NS      | $65976.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L     | Bank of NT Butterfield & Son Ltd/The                         | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      3435 | NS      | $109782.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                   | Paramount Global                                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       461 | NS      | $10676.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10450000 | PA      | $10165074.27  | 2.53%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES              | Mexico Government International Bond                         | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197797.37    | 0.05%             | 2026-01-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128MB4Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       172 | PA      | $171.58       | 0.00%             | 2023-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2017-1                             | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120508 | PA      | $118711.32    | 0.03%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | 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        |   1206327 | PA      | $1118075.79   | 0.28%             | 2051-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| VF Corp                            | VF Corp                                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       339 | NS      | $10488.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                          | adidas AG                                                    | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      1858 | NS      | $299168.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HARROW HEALTH INC                  | Harrow Health Inc                                            | CUSIP: 415858208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        25 | NS      | $599.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc          | United Parcel Service Inc                                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       393 | NS      | $72795.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management        | RCKT Mortgage Trust 2021-6                                   | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1236850 | PA      | $1025887.79   | 0.26%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                             | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17225000 | PA      | $16144400.48  | 4.02%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                | Abbott Laboratories                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       699 | NS      | $77274.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust              | Camden Property Trust                                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1082 | NS      | $133313.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc      | Automatic Data Processing Inc                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       283 | NS      | $63904.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418MQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1522 | PA      | $1513.69      | 0.00%             | 2024-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                    | BAE Systems PLC                                              | CUSIP: 05523R107<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     35020 | NS      | $1496404.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Retail Property Trust     | Starwood Retail Property Trust 2014-STAR                     | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |   1910953 | PA      | $1323564.81   | 0.33%             | 2027-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Keywords Studios PLC               | Keywords Studios PLC                                         | CUSIP: 000000000<br>LEI: 2138007VR9ZYCWS7VE12 | Long             | EC               | CORP              | IE        |      1623 | NS      | $57005.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                         | US Bancorp                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1090 | NS      | $54282.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodgreen Trust                    | Goodgreen 2020-1 Trust                                       | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030398 | PA      | $868636.03    | 0.22%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The              | Travelers Cos Inc/The                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       227 | NS      | $43384.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNSF FUNDING TRUST I               | BNSF Funding Trust I                                         | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1105917.00   | 0.28%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi     | Grupo Aeroportuario del Pacifico SAB de CV                   | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |       245 | NS      | $42279.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                  | Cisco Systems Inc                                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2241 | NS      | $109069.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc           | Essex Property Trust Inc                                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       398 | NS      | $89975.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                         | Evergy Inc                                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     30225 | NS      | $1893596.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                       | QUALCOMM Inc                                                 | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2466715.99   | 0.61%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                             | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2360164 | PA      | $2168200.59   | 0.54%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                      | Welltower Inc                                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      2931 | NS      | $219942.24    | 0.05%             |  |  |  | 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        |     79118 | PA      | $73682.81     | 0.02%             | 2045-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc        | Healthcare Realty Trust Inc                                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     14729 | NS      | $317115.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc           | Baxter International Inc                                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       363 | NS      | $16585.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc             | Cousins Properties Inc                                       | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      7066 | NS      | $193749.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 3138ETT89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895540 | PA      | $939288.08    | 0.23%             | 2049-01-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128P76G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5090 | PA      | $5122.20      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nestle SA                          | Nestle SA                                                    | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      3307 | NS      | $403483.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International     | Johnson Controls International plc                           | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       613 | NS      | $42646.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FS ENERGY & POWER FUND             | FS Energy and Power Fund                                     | CUSIP: 30264DAA7<br>LEI: 54930004XHN0QROEGZ58 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429937.90    | 0.11%             | 2023-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC             | Arbor Realty Trust Inc                                       | CUSIP: 038923AS7<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154412.98    | 0.04%             | 2023-04-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc          | CH Robinson Worldwide Inc                                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       189 | NS      | $18932.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                    | Sony Group Corp                                              | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      2000 | NS      | $178703.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd                          | Bunge Ltd                                                    | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |       184 | NS      | $18234.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent              | American Homes 4 Rent                                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      4647 | NS      | $159345.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions     | Broadridge Financial Solutions Inc                           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       140 | NS      | $21050.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                | Emerson Electric Co                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       506 | NS      | $45651.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC               | Ryanair Holdings PLC                                         | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      1282 | NS      | $116059.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                     | Public Storage                                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1400 | NS      | $426076.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 3138EP2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102127 | PA      | $103627.26    | 0.03%             | 2042-09-01      | 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        |    637979 | PA      | $590671.50    | 0.15%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                          | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1146347.70   | 0.29%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC Trust 2013-IVR2                                         | CUSIP: 12646WAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306524 | PA      | $277543.26    | 0.07%             | 2043-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC     | Intermediate Capital Group PLC                               | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |     12452 | NS      | $214266.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                   | Genuine Parts Co                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       176 | NS      | $29536.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                 | Steel Dynamics Inc                                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       229 | NS      | $27626.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                | Eastman Chemical Co                                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       161 | NS      | $14195.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                           | NIKE Inc                                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     11799 | NS      | $1502366.67   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                     | ServiceNow Inc                                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      6431 | NS      | $2926941.03   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund LLC                  | Imperial Fund Mortgage Trust 2021-NQM3                       | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098425 | PA      | $924528.96    | 0.23%             | 2056-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                       | Comcast Corp                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2302 | NS      | $90583.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                       | Alphabet Inc                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     44868 | NS      | $4434753.12   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                            | KeyCorp                                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       848 | NS      | $16273.12     | 0.00%             |  |  |  | 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        |   1857588 | PA      | $1535498.04   | 0.38%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2016-5                             | CUSIP: 89173CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167990 | PA      | $165263.36    | 0.04%             | 2056-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                | Hotwire Funding LLC                                          | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1724158.02   | 0.43%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Life Storage Inc                   | Life Storage Inc                                             | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      1700 | NS      | $183668.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                      | Citigroup Inc                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1355 | NS      | $70758.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT | DREYFUS GOVERN CASH MGMT-I                                   | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  12748710 | NS      | $12748710.43  | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp          | Cincinnati Financial Corp                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       180 | NS      | $20367.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST ACQ/DOMINION             | Northwest Acquisitions ULC / Dominion Finco Inc              | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    497000 | PA      | $49.70        | 0.00%             | 2022-11-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                      | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798527 | PA      | $677712.97    | 0.17%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC           | Vistra Operations Co LLC                                     | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2038811.55   | 0.51%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB d     | Kimberly-Clark de Mexico SAB de CV                           | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | EC               | CORP              | MX        |    166800 | NS      | $317558.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                        | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91228 | PA      | $97124.49     | 0.02%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc         | Stanley Black & Decker Inc                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       119 | NS      | $10627.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc               | Waste Management Inc                                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       333 | NS      | $51525.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust             | SLM Student Loan Trust 2005-7                                | CUSIP: 78442GQJ8<br>LEI: 549300H0EHPP0GTD9V95 | Long             | ABS-O            | CORP              | US        |    256817 | PA      | $255027.30    | 0.06%             | 2029-10-25      | Floating      | 4.97%                 | 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        |    275978 | PA      | $256936.87    | 0.06%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr     | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                    | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76422 | PA      | $73836.14     | 0.02%             | 2041-01-25      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co               | Colgate-Palmolive Co                                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       681 | NS      | $50754.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-8                                | CUSIP: 81745EAA7<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |    191769 | PA      | $173677.63    | 0.04%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                        | Equinix Inc                                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3332 | NS      | $2459449.16   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                     | Atlassian Corp                                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      1185 | NS      | $191519.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                       | Navient Corp                                                 | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474018.48    | 0.12%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr     | Credit Acceptance Auto Loan Trust 2021-2                     | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1737751.36   | 0.43%             | 2030-02-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                         | Nucor Corp                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       221 | NS      | $37353.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                     | S&P Global Inc                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3085 | NS      | $1156689.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust      | CITIGROUP MORTGAGE LOAN TRUST 2021-INV1                      | CUSIP: 17329PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655209 | PA      | $547548.60    | 0.14%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                    | Dollar Tree Inc                                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     11257 | NS      | $1690576.26   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                           | FMC Corp                                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     29797 | NS      | $3966874.61   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418BDH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178704 | PA      | $179665.98    | 0.04%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                    | Best Buy Co Inc                                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       251 | NS      | $22268.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                         | Intuit Inc                                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3657 | NS      | $1545704.19   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                   | Campbell Soup Co                                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       423 | NS      | $21966.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137B3NB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28739176 | PA      | $4839.10      | 0.00%             | 2023-04-25      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                         | Garmin Ltd                                                   | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       213 | NS      | $21061.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP            | Simon Property Group LP                                      | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $3558265.13   | 0.89%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                    | SBA Tower Trust                                              | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $466840.76    | 0.12%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                      | HDFC Bank Ltd                                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      2443 | NS      | $164560.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C     | Marriott Vacations Worldwide Corp                            | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       523 | NS      | $83700.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Tru     | Provident Funding Mortgage Trust 2021-2                      | CUSIP: 74388JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160322 | PA      | $997135.84    | 0.25%             | 2051-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                | PayPal Holdings Inc                                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     20772 | NS      | $1692710.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROTAL CORP                      | PetroTal Corp                                                | CUSIP: 000000000<br>LEI: 21380047ER33PRH4XH56 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $405608.07    | 0.10%             | 2024-02-16      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp            | Marathon Petroleum Corp                                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       357 | NS      | $45881.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc              | Texas Instruments Inc                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       387 | NS      | $68580.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Surest     | Grupo Aeroportuario del Sureste SAB de CV                    | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |       165 | NS      | $44880.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61544 | PA      | $65452.43     | 0.02%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| StoneCo Ltd                        | StoneCo Ltd                                                  | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | BR        |      5354 | NS      | $59750.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                 | Coterra Energy Inc                                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       694 | NS      | $17370.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONOSS TECH                   | Synchronoss Technologies Inc                                 | CUSIP: 87157B301<br>LEI: 5493007Z5J8Z2TA76376 | Long             | EP               | CORP              | US        |     19142 | NS      | $345321.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                               | Taiwan Semiconductor Manufacturing Co Ltd                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     28030 | NS      | $2599221.90   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING              | Alibaba Group Holding Ltd                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $657196.89    | 0.16%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                     | Mastercard Inc                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12067 | NS      | $4472030.20   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                 | Cellnex Telecom SA                                           | CUSIP: 15117X105<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      8678 | NS      | $169047.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                      | Assa Abloy AB                                                | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      8639 | NS      | $203502.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Softwareone Holding AG             | Softwareone Holding AG                                       | CUSIP: 000000000<br>LEI: 529900GBI88JKWXLGI05 | Long             | EC               | CORP              | CH        |     11391 | NS      | $183923.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc         | Americold Realty Trust Inc                                   | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |      3057 | NS      | $96020.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc         | Vertex Pharmaceuticals Inc                                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      5915 | NS      | $1911136.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SEASPAN CORP                       | Seaspan Corp                                                 | CUSIP: 000000000<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    500000 | PA      | $498849.95    | 0.12%             | 2024-02-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 3140XGJZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2246676 | PA      | $2142797.32   | 0.53%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allfunds Group Plc                 | Allfunds Group Plc                                           | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |     13881 | NS      | $110422.85    | 0.03%             |  |  |  | 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        |    369626 | PA      | $342049.18    | 0.09%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                       | Keyence Corp                                                 | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       500 | NS      | $230184.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                            | Dow Inc                                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       433 | NS      | $25698.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                 | Cellnex Telecom SA                                           | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      8202 | NS      | $321420.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                      | Snowflake Inc                                                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      8012 | NS      | $1253397.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                        | Walmart Inc                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1195 | NS      | $171924.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                     | Amazon.com Inc                                               | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2568271.92   | 0.64%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| STAG Industrial Inc                | STAG Industrial Inc                                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2076 | NS      | $73905.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IIP OPERATING PARTNER              | IIP Operating Partnership LP                                 | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $425761.48    | 0.11%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC             | Flexential Issuer 2021-1                                     | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $1898402.10   | 0.47%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc            | Lululemon Athletica Inc                                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |       327 | NS      | $100349.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                         | Ventas Inc                                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2933 | NS      | $151958.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9710000 | PA      | $8163985.94   | 2.03%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc        | BioMarin Pharmaceutical Inc                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     17745 | NS      | $2046885.75   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                 | Cenovus Energy Inc                                           | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1338348.58   | 0.33%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                     | Merck & Co Inc                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1361 | NS      | $146185.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JONAH ENERGY PARENT LLC            | JONAH ENERGY PARENT LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5224 | NS      | $325089.52    | 0.08%             |  |  |  | No            |                  3 | 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        |    981660 | PA      | $867300.99    | 0.22%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC             | Trane Technologies PLC                                       | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       167 | NS      | $29913.04     | 0.01%             |  |  |  | No            |                  1 | 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      | $820898.54    | 0.20%             | 2028-12-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UDR Inc                            | UDR Inc                                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      4260 | NS      | $181433.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanaway Waste Management Ltd     | Cleanaway Waste Management Ltd                               | CUSIP: 000000000<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |    130701 | NS      | $253253.35    | 0.06%             |  |  |  | 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        |    179000 | PA      | $168612.01    | 0.04%             | 2025-09-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                  | Admiral Group PLC                                            | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     13104 | NS      | $356236.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT            | Mexican Bonos                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1081000 | PA      | $54255.80     | 0.01%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC              | Auto Trader Group PLC                                        | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     45845 | NS      | $355687.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                | Fifth Third Bancorp                                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       771 | NS      | $27979.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                         | Zoetis Inc                                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3957 | NS      | $654843.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                         | Diageo PLC                                                   | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      6207 | NS      | $271407.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2020-1                                | CUSIP: 81748MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77712 | PA      | $71682.59     | 0.02%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                            | CUSIP: 3136B1YD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36704 | PA      | $35721.23     | 0.01%             | 2047-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                    | Tyson Foods Inc                                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       363 | NS      | $23867.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                           | Visa Inc                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     16278 | NS      | $3747358.38   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                              | CUSIP: 31417YJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306974 | PA      | $311482.28    | 0.08%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kerry Group PLC                    | Kerry Group PLC                                              | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      1781 | NS      | $166879.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co       | Pioneer Natural Resources Co                                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       155 | NS      | $35704.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                 | J M Smucker Co/The                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       141 | NS      | $21544.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanza Bank Holding AB             | Avanza Bank Holding AB                                       | CUSIP: 000000000<br>LEI: 549300MBWR5H8SIJLE03 | Long             | EC               | CORP              | SE        |      7923 | NS      | $182812.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                             | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16705000 | PA      | $15961105.47  | 3.98%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                         | NetApp Inc                                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       277 | NS      | $18345.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc        | Honeywell International Inc                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       440 | NS      | $91731.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp            | SBA Communications Corp                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     13185 | NS      | $3922933.05   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc             | Skyworks Solutions Inc                                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       133 | NS      | $14586.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-17

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

**Signature:** Troy M. Statczar

**Name of Signer:** Troy M. Statczar

**Title:** Principal Financial Officer