0001145549-20-009909.txt : 20200227 0001145549-20-009909.hdr.sgml : 20200227 20200227133716 ACCESSION NUMBER: 0001145549-20-009909 CONFORMED SUBMISSION TYPE: N-CEN PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200227 DATE AS OF CHANGE: 20200227 EFFECTIVENESS DATE: 20200227 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: N-CEN SEC ACT: 1940 Act SEC FILE NUMBER: 811-04087 FILM NUMBER: 20660479 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 0000751173 S000003630 International Series C000010096 Class S EXITX C000109539 Class I MNIIX C000206443 Class W MNIWX C000206444 Class Z 0000751173 S000003631 Core Bond Series C000010097 Class S EXCRX C000158991 Class I EXCIX C000206445 Class Z MCBZX C000206446 Class W MCBWX 0000751173 S000003632 Unconstrained Bond Series C000010098 Class S EXCPX C000129800 Class I MNCPX C000206448 Class W MUBWX 0000751173 S000003634 High Yield Bond Series C000010100 Class S MNHYX C000116786 Class I MNHAX C000206449 Class Z MHYZX C000206450 Class W MHYWX 0000751173 S000003637 New York Tax Exempt Series C000010107 Class A EXNTX C000206453 Class W MNNWX 0000751173 S000003638 Diversified Tax Exempt Series C000010108 Class A EXDVX C000206454 Class W MNDWX 0000751173 S000025218 Real Estate Series C000075173 Class S MNREX C000116787 Class I MNRIX C000206463 Class Z MNRZX C000206464 Class W MNRWX 0000751173 S000037679 Income Series C000116167 Class S MSMSX C000116168 Class I MSMAX C000206465 Class Z 0000751173 S000042691 Equity Income Series C000131963 Class S MNESX C000131964 Class I MNEIX C000206466 Class W MNEWX C000206467 Class Z MNEZX N-CEN 1 primary_doc.xml X0201 N-CEN LIVE 0000751173 XXXXXXXX false false false N-1A S000003631 true S000042691 true S000037679 true S000003630 true S000003632 C000010098 C000129800 C000206448 S000003637 true S000003638 true S000003634 true S000025218 true Manning & Napier Fund, Inc. 811-04087 0000751173 549300B31SDCBSJSN672 290 Woodcliff Drive Fairport 14450 US-NY US 585-325-6880 The Bank of New York Mellon 135 Santilli Highway Everett 02149 617-722-7000 Records related to its functions as custodian. Manning & Napier Advisors, LLC 290 Woodcliff Drive Fairport 14450 585-325-6880 Records related to its functions as investment advisor BNY Mellon Investment Servicing (US) Inc. 4400 Computer Drive Westborough 01581 800-441-9800 Records related to its functions as transfer agent. N N N N-1A 29 Y Stephen B. Ashley 000133763 N Paul A. Brooke N/A N Peter L. Faber N/A N Harris H. Rusitzky N/A N Chester N. Watson N/A N Paul J. Battaglia 006007994 Y Samantha M. Larew 004928353 290 Woodcliff Drive Fairport 14450 XXXXXX Y N N N N N Manning & Napier Investor Services 008-42468 000026266 N/A Y N PricewaterhouseCoopers LLP 238 5493002GVO7EO8RNNS37 N N N N N N N Core Bond Series S000003631 549300QXKQ03P57OC626 N 4 0 0 N/A N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Manning & Napier Advisors, LLC 801-10733 000105992 549300C4WOTJ3MEC0784 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N Interactive Data Corporation (IDC) N/A N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 549300CBNW05DILT6870 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N Y Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N MANNING & NAPIER INVESTOR SERVICES, INC. 008-42468 000026266 N/A 0.000000000000 0.000000000000 Merrill Lynch Professional Clearing Corp. 008-33359 000016139 549300PMHS66E71I2D34 6838117.930000000000 BMO CAPITAL MARKETS CORP. 008-34344 000016686 RUC0QBLBRPRCU4W1NE59 50039279.990000000000 Stifel, Nicolaus & Company, Incorporated 008-01447 000000793 5WUVMA08EYG4KEUPW589 10425567.900000000000 Amherst Pierpont Securities LLC 008-68282 000150696 549300LGG2RLWD21SU97 20883410.400000000000 Seaport Global Securities LLC 008-53535 000116270 54930028D6D0G5RZJ888 7571182.700000000000 INTL Fcstone LTD N/A N/A 549300AWF3TOHRYL7754 GB 81616303.070000000000 Performance Trust Capital Partners LLC 008-47035 000036155 549300F8NR5Q23JRIY74 25642474.920000000000 RBC DOMINION SECURITIES, INC. N/A N/A 549300QJJX6CVVUXLE15 CA 6595229.000000000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 7004431.620000000000 KEYBANC CAPITAL MARKETS, INC. 008-30177 000000566 2EQWV0180Z211YVAD813 55653074.720000000000 304675331.200000000000 Y 203512126.000000000000 0.000000000000 Committed 25000000.000000000000 N N N N Unconstrained Bond Series S000003632 5493008PRHULZPPT8B05 N 4 1 0 N/A N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Manning & Napier Advisors, LLC 801-10733 000105992 549300C4WOTJ3MEC0784 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N Interactive Data Corporation (IDC) N/A N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N The Hongkong and Shanghai Banking Corporation, Seoul 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd, Singapore ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG (Indonesia) 529900BYFVEGGOM24P36 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) National Australia Bank Limited F8SB4JFBSYQFRQEH3Z21 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Thailand (SGD) 2HI3YI5320L3RW6NJ957 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Argentina 579100KKDGKCFFKKF005 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.P.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank of New York Mellon, London 549300KP56LL8NKKFL47 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited (Portugal) 31OGKFG0Y1795OV0AK56 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC NOMINEES (NEW ZEALAND) LIMITED 213800NHDWIZKO5KIH05 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB, Copenhagen Branch F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB, Oslo Branch F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon (Ireland) N/A IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK INTERNATIONAL LIMITED N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank N.A., Brazilian Branch 1P0UUG7LC1S92QTNHG39 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Itau Uruguay S.A. 549300HU8OQS1VTVXN55 UY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) MONTE TITOLI S.P.A. 8156009CEEE1B8C7C646 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Hongkong and Shanghai Banking Corporation 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC New Zealand 213800NHDWIZKO5KIH05 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Istanbul) 789000N5SE3LWDK7OI11 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300CBNW05DILT6870 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Skandinaviska Enskilda Banken AB (Publ) (Sweden) F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CIBC Mellon Trust Company 549300IYUUH221WBZ505 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibanamex, Mexico City 5493004NLEXB8DK06353 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe PLC, Hungarian Branch Office N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Publ) (Finland) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG (Phillipines) N/A PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank SA/NV 549300OZ46BRLZ8Y6F65 NL N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream Banking S.A. 549300OL514RA0SXJJ44 DE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N Y Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N MANNING & NAPIER INVESTOR SERVICES, INC. 008-42468 000026266 N/A 0.000000000000 SG Cowen Securities Corporation 008-22522 000007616 N/A 4050.000000000000 KCG Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 2100.010000000000 Merrill Lynch Professional Clearing Corp. 008-33359 000016139 549300PMHS66E71I2D34 10357.500000000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 5857.500000000000 JONESTRADING INSTITUTIONAL SERVICES LLC 008-26089 000006888 2138008JJ5PA8H5UIL69 250.000000000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 22712.500000000000 MORGAN STANLEY & CO. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 32311.850000000000 BARCLAYS CAPITAL, INC. 008-41342 000019714 AC28XWWI3WIBK2824319 3157.500000000000 80796.860000000000 JP MORGAN SECURITIES INC. 008-35008 000000079 ZBUT11V806EZRVTWT807 68541461.470000000000 BMO CAPITAL MARKETS CORP. 008-34344 000016686 RUC0QBLBRPRCU4W1NE59 53223948.170000000000 MarketAxess Corp. 008-50727 000044542 GPSMMRI21JE7ZCVYF972 75541478.360000000000 INTL Fcstone LTD N/A N/A 549300AWF3TOHRYL7754 GB 148485320.400000000000 RBC DOMINION SECURITIES, INC. N/A N/A 549300QJJX6CVVUXLE15 CA 49950271.970000000000 WELLS FARGO SECURITIES, LLC 008-65876 000126292 VYVVCKR63DVZZN70PB21 59687672.110000000000 MORGAN STANLEY & CO. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 67681871.240000000000 KEYBANC CAPITAL MARKETS, INC. 008-30177 000000566 2EQWV0180Z211YVAD813 72985849.850000000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 48301336.970000000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 85572995.830000000000 1051972814.350000000000 Y 854491804.000000000000 0.000000000000 Committed 25000000.000000000000 N N N N New York Tax Exempt Series S000003637 549300NCUSIPK5Z8ET69 N 2 0 0 N/A N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Manning & Napier Advisors, LLC 801-10733 000105992 549300C4WOTJ3MEC0784 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N Interactive Data Corporation (IDC) N/A N Standard & Poor's Financial Services LLC 549300U4VWNITEKO2881 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 549300CBNW05DILT6870 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N Y Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N MANNING & NAPIER INVESTOR SERVICES, INC. 008-42468 000026266 N/A 0.000000000000 0.000000000000 Jefferies & Company Inc 008-15074 000002347 58PU97L1C0WSRCWADL48 4411180.000000000000 Merrill Lynch Professional Clearing Corp. 008-33359 000016139 549300PMHS66E71I2D34 11248991.500000000000 Roosevelt & Cross, Incorporated 008-09363 000006964 549300EG9JLHGB0PKJ38 5236112.500000000000 Robert W. Baird & Co. Incorporated 008-00497 000008158 549300772UJAHRD6LO53 7871925.000000000000 INTL Fcstone LTD N/A N/A 549300AWF3TOHRYL7754 GB 3981990.840000000000 Mesirow Financial Inc. 008-28816 000002764 549300BIV46SUHPOFE54 6177880.000000000000 Wells Fargo & Co 008-65876 000126292 HC7W1GOP6HSKCVZVFE74 5203558.500000000000 MORGAN STANLEY & CO. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 9898682.000000000000 KEYBANC CAPITAL MARKETS, INC. 008-30177 000000566 2EQWV0180Z211YVAD813 12755150.500000000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 4608388.350000000000 99031756.390000000000 Y 115463556.000000000000 0.000000000000 Committed 25000000.000000000000 N N N N Diversified Tax Exempt Series S000003638 549300W4FS7KU9RR3W27 N 2 0 0 N/A N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Manning & Napier Advisors, LLC 801-10733 000105992 549300C4WOTJ3MEC0784 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N Interactive Data Corporation (IDC) N/A N Standard & Poor's Financial Services LLC 549300U4VWNITEKO2881 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 549300CBNW05DILT6870 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N Y Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N MANNING & NAPIER INVESTOR SERVICES, INC. 008-42468 000026266 N/A 0.000000000000 0.000000000000 Merrill Lynch Professional Clearing Corp. 008-33359 000016139 549300PMHS66E71I2D34 13540855.000000000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 20205539.050000000000 Fifth Third Bank N/A N/A QFROUN1UWUYU0DVIWD51 18404329.800000000000 HILLTOP SECURITIES INC. 008-45123 000006220 549300IXU82PMU6XZT45 5462050.000000000000 Mesirow Financial Inc. 008-28816 000002764 549300BIV46SUHPOFE54 14324470.550000000000 RBC DOMINION SECURITIES, INC. N/A N/A 549300QJJX6CVVUXLE15 CA 10694429.700000000000 WELLS FARGO SECURITIES, LLC 008-65876 000126292 VYVVCKR63DVZZN70PB21 23136874.200000000000 UBS SECURITIES LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 6467618.800000000000 PIPER JAFFRAY & CO. 008-15204 000000665 549300GRQCWQ3XGH0H10 7330069.200000000000 MORGAN STANLEY & CO. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 24019298.350000000000 205658117.630000000000 Y 244455039.000000000000 0.000000000000 Committed 25000000.000000000000 N N N N Real Estate Series S000025218 549300U9GKH6DQ0BVT50 N 4 0 0 N/A N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Manning & Napier Advisors, LLC 801-10733 000105992 549300C4WOTJ3MEC0784 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N Interactive Data Corporation (IDC) N/A N N Citibank International Plc N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Shenzhen 213800H3TEBTFHD5JR69 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.P.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank of New York Mellon, London 549300KP56LL8NKKFL47 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB, Copenhagen Branch F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB, Oslo Branch F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon (Ireland) N/A IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream Banking S.A. 549300OL514RA0SXJJ44 DE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank N.A., Brazilian Branch 1P0UUG7LC1S92QTNHG39 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) MONTE TITOLI S.P.A. 8156009CEEE1B8C7C646 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Hongkong and Shanghai Banking Corporation 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300CBNW05DILT6870 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) CIBC Mellon Trust Company 549300IYUUH221WBZ505 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibanamex, Mexico City 5493004NLEXB8DK06353 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Publ) (Finland) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited - Shenzhen 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd, Singapore ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG (India) 529900XJG4R4MYZD2W75 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank SA/NV 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) National Australia Bank Limited F8SB4JFBSYQFRQEH3Z21 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N Y Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N MANNING & NAPIER INVESTOR SERVICES, INC. 008-42468 000026266 N/A 0.000000000000 JP MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 20748.620000000000 BARCLAYS CAPITAL, INC. 008-41342 000019714 AC28XWWI3WIBK2824319 11498.160000000000 WELLS FARGO SECURITIES, LLC 008-65876 000126292 VYVVCKR63DVZZN70PB21 12958.250000000000 BMO CAPITAL MARKETS CORP. 008-34344 000016686 RUC0QBLBRPRCU4W1NE59 8294.320000000000 MORGAN STANLEY & CO. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 7695.300000000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 26124.200000000000 Blair William & Company LLC 008-02698 000001252 549300J0P7XYE8BMZ775 9988.370000000000 Raymond James & Associates, Inc. 008-10999 000000705 U4ONQX15J3RO8XCKE979 16708.630000000000 UBS Securities LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 15349.290000000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 21716.030000000000 201960.570000000000 MORGAN STANLEY & CO. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1458646.000000000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 138810.000000000000 1597456.000000000000 Y 301322122.000000000000 0.000000000000 Committed 25000000.000000000000 N N N N High Yield Bond Series S000003634 5493000VQ6DXRDU0N128 N 4 0 0 N/A N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N Manning & Napier Advisors, LLC 801-10733 000105992 549300C4WOTJ3MEC0784 N BNY Mellon Investment Servicing (US) Inc. 084-01761 549300CFZQLI9QMJ1Z03 N N N Interactive Data Corporation (IDC) N/A N N Clearstream Banking S.A. 549300OL514RA0SXJJ44 DE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Bank of New York Mellon, London 549300KP56LL8NKKFL47 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited (Portugal) 31OGKFG0Y1795OV0AK56 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC NOMINEES (NEW ZEALAND) LIMITED 213800NHDWIZKO5KIH05 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB, Oslo Branch F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank, 549300CBNW05DILT6870 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) MONTE TITOLI S.P.A. 8156009CEEE1B8C7C646 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Hongkong and Shanghai Banking Corporation 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CIBC Mellon Trust Company (Canada) 549300IYUUH221WBZ505 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC New Zealand 213800NHDWIZKO5KIH05 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibanamex 5493004NLEXB8DK06353 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd, Singapore ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) National Australia Bank Limited F8SB4JFBSYQFRQEH3Z21 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Argentina 579100KKDGKCFFKKF005 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.P.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N N Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N BNY Mellon Investment Servicing (US) Inc. 549300CFZQLI9QMJ1Z03 N Y Manning & Napier Advisors, LLC 549300C4WOTJ3MEC0784 Y N N MANNING & NAPIER INVESTOR SERVICES, INC. 008-42468 000026266 N/A 0.000000000000 Merrill Lynch Professional Clearing Corp. 008-33359 000016139 549300PMHS66E71I2D34 380.680000000000 JP MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1001.400000000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 474.900000000000 ISI Security Group, Inc. N/A N/A 5493003NKALVX2ISD253 1616.930000000000 SG Cowen Securities Corporation 008-22522 000007616 N/A 264.230000000000 3738.140000000000 MarketAxess Corp. 008-50727 000044542 GPSMMRI21JE7ZCVYF972 33675729.450000000000 BARCLAYS CAPITAL, INC. 008-41342 000019714 AC28XWWI3WIBK2824319 17365513.250000000000 Merrill Lynch Professional Clearing Corp. 008-33359 000016139 549300PMHS66E71I2D34 19760959.250000000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 45219414.140000000000 JP MORGAN SECURITIES INC. 008-35008 000000079 ZBUT11V806EZRVTWT807 37029564.250000000000 Jefferies & Company Inc 008-15074 000002347 58PU97L1C0WSRCWADL48 15602640.950000000000 RBC DOMINION SECURITIES, INC. N/A N/A 549300QJJX6CVVUXLE15 CA 10121084.300000000000 OPPENHEIMER & CO. INC. 008-04077 000000249 254900VH02JQR2L8XD64 9462956.250000000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 12700846.000000000000 DEUTSCHE BANK SECURITIES, INC. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 10513902.500000000000 288120637.140000000000 Y 96446068.000000000000 0.000000000000 Committed 25000000.000000000000 N N N N