NPORT-P/A false 0001752724-24-038554 0000751173 XXXXXXXX S000003632 C000010098 C000206448 C000129800 Manning & Napier Fund, Inc. 811-04087 0000751173 549300B31SDCBSJSN672 290 Woodcliff Drive Fairport 14450 585-325-6880 Unconstrained Bond Series S000003632 5493008PRHULZPPT8B05 2023-12-31 2023-12-29 N 819943086.62 4015072.71 815928013.91 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3790161.13000000 0.00000000 0.00000000 12144445.16000000 EUR GBP SEK USD N Unconstrained Bond Series - ExDerivatives N/A Aligned Data Centers Issuer LL N/A 01627AAA6 4500000.00000000 PA USD 4033354.82000000 0.494327287608 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.93700000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 3687753.21000000 PA USD 3408444.63000000 0.417738399943 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N PUFFIN FINANCE SARL 213800XAQ7JFH13UZL50 000000000 3170000.00000000 PA USD 3227707.69000000 0.395587311009 Long DBT CORP LU N 2 2025-09-11 Fixed 15.00000000 N N N N N N CoreVest American Finance Ltd N/A 21873CAA1 779868.09000000 PA USD 723361.48000000 0.088655061190 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.35800000 N N N N N N DataBank Issuer LLC N/A 23802WAL5 3345000.00000000 PA USD 3156759.22000000 0.386891878472 Long ABS-O CORP US N 2 2053-02-25 Fixed 5.11600000 N N N N N N College Ave Student Loans N/A 19424KAB9 1532891.06000000 PA USD 1341684.76000000 0.164436658274 Long ABS-O CORP US N 2 2051-07-25 Fixed 1.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM3Q7 7955761.76000000 PA USD 8064032.68000000 0.988326487450 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N DataBank Issuer LLC N/A 23802WAA9 5200000.00000000 PA USD 4707869.97000000 0.576995750818 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.06000000 N N N N N N GS Mortgage-Backed Securities N/A 36263TAF9 5053932.60000000 PA USD 4407862.47000000 0.540226882133 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FTWF4 79799.96000000 PA USD 79348.40000000 0.009724926543 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CJV9 186994.97000000 PA USD 196812.14000000 0.024121262739 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAN6 6650000.00000000 PA USD 6325694.26000000 0.775276023394 Long DBT CORP KY N 2 2029-04-11 Fixed 3.97500000 N N N N N N Pear LLC N/A 70472CAA3 482434.41000000 PA USD 479703.98000000 0.058792439016 Long ABS-O CORP US N 2 2032-12-15 Fixed 3.75000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAU6 3210000.00000000 PA USD 2771106.55000000 0.339626352172 Long DBT CORP KY N 2 2037-12-06 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKP95 7602103.71000000 PA USD 7165692.86000000 0.878226110372 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BBC9 102304.90000000 PA USD 101888.99000000 0.012487497458 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C7AH0 8308345.22000000 PA USD 8448979.83000000 1.035505545337 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36263NAQ8 4405775.93000000 PA USD 4056734.50000000 0.497192697252 Long ABS-MBS CORP US N 2 2052-05-28 Floating 5.00000000 N N N N N N Sequoia Mortgage Trust N/A 81745MAA9 114750.56000000 PA USD 96460.09000000 0.011822132388 Long ABS-MBS CORP US N 2 2043-02-25 Variable 1.87400000 N N N N N N US CLAIMS LIT FNDG LLC N/A 91735CAB0 1375000.00000000 PA USD 1200940.43000000 0.147187056888 Long DBT CORP US N 2 2028-03-17 Fixed 10.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46592LAH3 9223054.06000000 PA USD 8118421.60000000 0.994992384327 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Vantage Data Centers LLC N/A 92212KAB2 6500000.00000000 PA USD 6014882.51000000 0.737182987648 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.64500000 N N N N N N Carvana Auto Receivables Trust N/A 14687AAP3 4450858.31000000 PA USD 4321923.67000000 0.529694237275 Long ABS-O CORP US N 2 2026-10-08 Fixed 0.61000000 N N N N N N Navient Student Loan Trust N/A 63942TAA3 721434.35000000 PA USD 735950.67000000 0.090197990196 Long ABS-O CORP US N 2 2072-03-15 Fixed 6.48000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BX5 4500000.00000000 PA USD 4396537.22000000 0.538838861400 Long DBT NUSS IT N 2 2024-10-17 Fixed 2.37500000 N N N N N N BROOGE PETROLEUM AND GAS 213800T6YBVV45KTOC07 000000000 9094820.00000000 PA USD 8153201.82000000 0.999255042234 Long DBT CORP AE N 2 2025-09-24 Fixed 8.50000000 N N N N N N Pear LLC N/A 70472TAA6 2906744.21000000 PA USD 2792759.43000000 0.342280125499 Long ABS-O CORP US N 2 2034-01-15 Fixed 2.60000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAH1 1800000.00000000 PA USD 1822523.22000000 0.223368138969 Long DBT CORP US N 2 2025-06-25 Fixed 6.75000000 N N N N N N Pear LLC N/A 70473AAA6 3208783.23000000 PA USD 3225905.94000000 0.395366488832 Long ABS-O CORP US N 2 2035-07-15 Fixed 7.42000000 N N N N N N PCG 2023-1 LLC N/A 70461JAA1 4495434.87000000 PA USD 4494778.49000000 0.550879294909 Long ABS-MBS CORP US N 2 2029-07-25 Floating 11.35595000 N N N N N N COMMONBOND STUDENT LOAN TRUST N/A 20268CAA6 1655619.15000000 PA USD 1489632.44000000 0.182569101024 Long ABS-O CORP US N 2 2047-01-25 Fixed 2.54000000 N N N N N N Towd Point Mortgage Trust N/A 89177EAA7 971531.64000000 PA USD 979194.69000000 0.120009936330 Long ABS-MBS CORP US N 2 2048-10-25 Floating 6.47043000 N N N N N N VanEck J. P. Morgan EM Local Currency Bond ETF 549300CNWPR88MZBEA63 92189H300 950390.00000000 NS USD 24092386.50000000 2.952758832797 Long EC RF US N 1 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCA7 13322859.20000000 PA USD 12689312.21000000 1.555199967849 Long DBT UST US N 2 2026-04-15 Fixed 0.12500000 N N N N N N Oasis Securitisation N/A 53161NAA1 932445.94000000 PA USD 929490.74000000 0.113918228588 Long ABS-O CORP US N 2 2034-05-15 Fixed 4.75000000 N N N N N N GS Mortgage-Backed Securities N/A 36263CAH2 3145789.38000000 PA USD 2729438.49000000 0.334519521755 Long ABS-MBS CORP US N 2 2052-02-26 Variable 2.50000000 N N N N N N Trinity Rail Leasing L.P. N/A 89656GAA2 1805426.88000000 PA USD 1565429.72000000 0.191858802898 Long ABS-O CORP US N 2 2051-07-19 Fixed 2.26000000 N N N N N N ALEXANDER FUND TRUST II N/A 014916AA8 8250000.00000000 PA USD 8671568.65000000 1.062785993637 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N N Navient Student Loan Trust N/A 63942TAB1 1683346.82000000 PA USD 1706987.25000000 0.209208069939 Long ABS-O CORP US N 2 2072-03-15 Floating 7.03844000 N N N N N N GREENIDGE GEN HLD INC N/A 39531G209 70000.00000000 NS USD 753900.00000000 0.092397857059 Long EP CORP US N 1 N N N Laurel Road Prime Student Loan N/A 51889RAB5 232919.10000000 PA USD 228870.71000000 0.028050355680 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.73000000 N N N N N N Credit Suisse Mortgage Trust N/A 22944PAA5 108426.17000000 PA USD 93423.69000000 0.011449991715 Long ABS-MBS CORP US N 2 2043-02-25 Variable 2.13000000 N N N N N N New York Mortgage Trust N/A 62955VAA4 1911160.88000000 PA USD 1744315.58000000 0.213783023779 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 2.04240000 N N N N N N BRAVO Residential Funding Trus N/A 10568LAL0 2721603.19000000 PA USD 2571429.21000000 0.315153931003 Long ABS-MBS CORP US N 2 2044-10-25 Variable 3.50000000 N N N N N N Oxford Finance Funding Trust N/A 69144AAB5 773807.38000000 PA USD 740832.35000000 0.090796288075 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.03700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDJY8 283013.04000000 PA USD 282261.00000000 0.034593860633 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P75F6 135893.02000000 PA USD 135527.60000000 0.016610239836 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.50000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BJ6 3000000.00000000 PA USD 3001029.06000000 0.367805616284 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N N Towd Point Mortgage Trust N/A 89173CAA5 42052.19000000 PA USD 41700.89000000 0.005110854056 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCT6 10460000.00000000 PA USD 10159275.00000000 1.245119033395 Long DBT UST US N 2 2024-08-15 Fixed 0.37500000 N N N N N N Trinity Rail Leasing 2018 LLC 549300JQ2JIV94ZI1045 89657AAC0 1843487.90000000 PA USD 1654962.61000000 0.202831938821 Long ABS-O CORP US N 2 2050-10-17 Fixed 1.96000000 N N N N N N Metlife Securitization Trust N/A 59166EAA3 710139.56000000 PA USD 670918.13000000 0.082227613044 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.75000000 N N N N N N Navient Student Loan Trust N/A 63941UAA1 491804.16000000 PA USD 439656.49000000 0.053884225385 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17000000 N N N N N N Navient Student Loan Trust 549300GZIQGXPYGM8M95 63939KAC3 1387712.64000000 PA USD 1381974.60000000 0.169374574281 Long ABS-O CORP US N 2 2040-07-16 Floating 6.92629000 N N N N N N CPS Auto Trust N/A 12598CAE6 4075113.38000000 PA USD 4044203.40000000 0.495656887746 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.21000000 N N N N N N IIP OPERATING PARTNER N/A 44988FAD2 4320000.00000000 PA USD 3985096.62000000 0.488412770742 Long DBT CORP US N 2 2026-05-25 Fixed 5.50000000 N N N N N N ARGO BLOCKCHAIN PLC 213800WPCCYSDYY26J54 040126203 71086.00000000 NS USD 806826.10000000 0.098884470963 Long EP CORP GB N 1 N N N Business Jet Securities, LLC N/A 12327BAA4 2679111.09000000 PA USD 2478258.13000000 0.303734899127 Long ABS-O CORP US N 2 2036-04-15 Fixed 2.16200000 N N N N N N HTS Funding DE LLC N/A 40456HAA5 1523771.49000000 PA USD 1346537.97000000 0.165031466875 Long ABS-O CORP US N 2 2036-08-25 Fixed 1.41100000 N N N N N N Ladder Capital Commercial Mort N/A 50202KAE6 3000000.00000000 PA USD 2887220.70000000 0.353857282845 Long ABS-CBDO CORP US N 2 2038-12-13 Floating 7.37629000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 059438AK7 3000000.00000000 PA USD 3315929.91000000 0.406399811437 Long DBT CORP US N 2 2027-04-29 Fixed 8.00000000 N N N N N N BNSF FUNDING TRUST I N/A 05567SAA0 1500000.00000000 PA USD 1462301.79000000 0.179219461162 Long DBT CORP US N 2 2055-12-15 Fixed 6.61300000 N N N N N N Hotwire Funding LLC 254900ZCO90MCT7Y9348 44148JAA7 3500000.00000000 PA USD 3158397.55000000 0.387092671921 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.31100000 N N N N N N Store Master Funding I - VII, N/A 86212XAA8 2371044.09000000 PA USD 2186862.33000000 0.268021478944 Long ABS-O CORP US N 2 2049-11-20 Fixed 2.82000000 N N N N N N NEWCASTLE COAL INFRASTRU 549300YAJ8XYYGW2TZ32 65106WAA3 1744319.07570000 PA USD 1645964.65000000 0.201729150358 Long DBT CORP AU N 2 2027-09-29 Fixed 4.40000000 N N N N N N Navient Student Loan Trust N/A 63939RAA2 2784136.09000000 PA USD 2770806.12000000 0.339589531522 Long ABS-O CORP US N 2 2066-12-27 Floating 6.50191000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 13401206.08000000 PA USD 12698964.66000000 1.556382970495 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N DREYFUS GOVERNMENT CASH MANAGEMENT 5493000Q69I5Q3QZIA91 262006208 17597775.41000000 NS USD 17597775.41000000 2.156780391160 Long STIV RF US N 1 N N N Oxford Finance Funding Trust N/A 69145BAA4 4650000.00000000 PA USD 4433028.68000000 0.543311248593 Long ABS-O CORP US N 2 2030-02-15 Fixed 3.60200000 N N N N N N Pear LLC N/A 70472XAB5 2433394.98000000 PA USD 2431669.95000000 0.298025059630 Long ABS-O CORP US N 2 2034-10-15 Fixed 7.25000000 N N N N N N SLAM 2021-1 LLC N/A 78449AAA0 5399680.00000000 PA USD 4667159.41000000 0.572006271439 Long ABS-O CORP US N 2 2046-06-15 Fixed 2.43400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 59022CAA1 3561000.00000000 PA USD 3504570.97000000 0.429519627988 Long DBT CORP US N 2 2026-09-15 Floating 6.40624000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 26155000.00000000 PA USD 25012762.24000000 3.065559928520 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N PELORUS FUND REIT LLC N/A 70615PAA2 4345000.00000000 PA USD 4262128.99000000 0.522365811363 Long DBT CORP US N 2 2026-09-30 Fixed 7.00000000 N N N N N N TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 901109AF5 3000000.00000000 PA USD 2935509.30000000 0.359775525531 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N SBA TOWER TRUST N/A 78403DAZ3 6110000.00000000 PA USD 6284024.41000000 0.770168973594 Long DBT CORP US N 2 2028-01-15 Fixed 6.59900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XU4Y5 466839.84000000 PA USD 466515.55000000 0.057176067256 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FS Rialto Issuer Ltd N/A 30319YAA6 2899412.70000000 PA USD 2881273.39000000 0.353128381533 Long ABS-CBDO CORP US N 2 2038-05-16 Floating 6.69273000 N N N N N N Oxford Finance Funding Trust N/A 69145CAA2 4430000.00000000 PA USD 4417205.72000000 0.541371989280 Long ABS-O CORP US N 2 2031-02-15 Fixed 6.71600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1YD0 54301.60000000 PA USD 53136.89000000 0.006512448291 Long ABS-MBS USGSE US N 2 2047-07-25 Fixed 3.50000000 N N N N N N Sutherland Commercial Mortgage N/A 86935CAA0 1920859.06000000 PA USD 1792274.45000000 0.219660854811 Long ABS-MBS CORP US N 2 2041-04-25 Variable 2.86000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CF1 4000000.00000000 PA USD 3886000.68000000 0.476267589021 Long DBT CORP US N 2 2027-04-13 Fixed 3.30000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAA1 267691.25000000 PA USD 252974.59000000 0.031004523154 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.00000000 N N N N N N NORTH INVST GROUP 254900NLPIHD51XJYE02 000000000 23750000.00000000 PA 2375833.72000000 0.291181780683 Long DBT CORP SE N 2 2024-05-05 Floating 13.09300000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 2550.00000000 NC USD 3274862.10000000 0.401366547559 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2024-03-28 521805996.00000000 USD 3274862.10000000 N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAB5 3000000.00000000 PA USD 2890238.88000000 0.354227190478 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.56000000 N N N N N N Navient Student Loan Trust N/A 63942FAB1 1902212.90000000 PA USD 1893731.94000000 0.232095467702 Long ABS-O CORP US N 2 2069-06-25 Floating 6.50191000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 1300.00000000 NC 3309400.56000000 0.405599575401 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2025-03-18 389483617.23000000 USD 3309400.56000000 N N N Towd Point Mortgage Trust N/A 89173FAA8 94391.74000000 PA USD 93751.07000000 0.011490115353 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MQQ8 443.24000000 PA USD 440.52000000 0.000053990057 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 5.50000000 N N N N N N Stonepeak N/A 78433XAA8 661133.44000000 PA USD 607471.22000000 0.074451570438 Long ABS-O CORP US N 2 2033-02-28 Fixed 2.30100000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 1970000.00000000 PA USD 1796766.99000000 0.220211459757 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N Winwater Mortgage Loan Trust 5493006H0W2XGUBIBK91 97652TAA1 69488.00000000 PA USD 62712.91000000 0.007686083690 Long ABS-MBS CORP US N 2 2045-01-20 Variable 3.50000000 N N N N N N Imperial Fund LLC N/A 45276NAA9 8799924.41000000 PA USD 8693480.61000000 1.065471519765 Long ABS-MBS CORP US N 2 2067-06-25 Variable 4.76700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M73H7 33190.78000000 PA USD 34969.85000000 0.004285898927 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 6.00000000 N N N N N N Ladder Capital Commercial Mort N/A 50202KAC0 2000000.00000000 PA USD 1944139.00000000 0.238273348488 Long ABS-CBDO CORP US N 2 2038-12-13 Floating 7.02629000 N N N N N N AZERION GROUP NV 7245007RB3M5PMWY6N86 000000000 3700000.00000000 PA 4006501.76000000 0.491036181096 Long DBT CORP NL N 2 2026-10-02 Floating 10.70500000 N N N N N N Navient Student Loan Trust N/A 63942MAA8 3102803.40000000 PA USD 2775397.85000000 0.340152293178 Long ABS-O CORP US N 2 2070-07-15 Fixed 2.23000000 N N N N N N RUN NQM TRUST N/A 74981CAA9 3030199.29000000 PA USD 2840645.93000000 0.348149086876 Long ABS-MBS CORP US N 2 2067-03-25 Fixed 4.00000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DT1 5500000.00000000 PA USD 4704485.56000000 0.576580958098 Long DBT CORP US N 2 2032-02-01 Fixed 2.65000000 N N N N N N Sequoia Mortgage Trust 549300EU86QZR1NB5U93 81745EAA7 132665.44000000 PA USD 118184.47000000 0.014484668743 Long ABS-MBS CORP US N 2 2043-06-25 Variable 3.00000000 N N N N N N UNITED AIR 2019-2 B PTT N/A 90932KAA7 3057202.19730000 PA USD 2742628.41000000 0.336136076129 Long DBT CORP US N 2 2028-05-01 Fixed 3.50000000 N N N N N N CarMax Auto Owner Trust N/A 14316HAC6 1728920.19000000 PA USD 1710760.87000000 0.209670564171 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.50000000 N N N N N N Sequoia Mortgage Trust 549300DFASAA48I36408 81745CAB9 111487.41000000 PA USD 95444.72000000 0.011697688812 Long ABS-MBS CORP US N 2 2043-06-25 Variable 3.00000000 N N N N N N GCAT N/A 36168MAA1 8979944.86000000 PA USD 8480551.81000000 1.039375001890 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.34800000 N N N N N N NORTHWEST ACQ/DOMINION N/A 66727WAA0 5870000.00000000 PA USD 587.00000000 0.000071942621 Long DBT CORP CA N 2 2022-11-01 Fixed 7.12500000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YDV6 20999.90000000 PA USD 20778.00000000 0.002546548181 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.50000000 N N N N N N New Residential Mortgage Loan N/A 64830DAB9 1493415.11000000 PA USD 1436991.95000000 0.176117491433 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.25000000 N N N N N N Towd Point Mortgage Trust N/A 89175VAA1 406208.08000000 PA USD 393525.21000000 0.048230383476 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.25000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -1625.00000000 NC USD -2644720.00000000 -0.32413643788 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-03-18 -388452155.00000000 USD -2644720.00000000 N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 3116969.04130000 PA USD 2917739.86000000 0.357597705956 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 25385000.00000000 PA USD 24552054.69000000 3.009095688766 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N CNH Equipment Trust N/A 12664QAA2 407752.31000000 PA USD 407723.24000000 0.049970491642 Long ABS-O CORP US N 2 2024-05-15 Fixed 5.42500000 N N N N N N EXTENDA RETAIL HOLDING 636700GGUYHL3W6IMF74 000000000 34000000.00000000 PA 3373701.71000000 0.413480313518 Long DBT CORP SE N 2 2027-03-30 Floating 10.78600000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FM5 4000000.00000000 PA USD 3907603.44000000 0.478915219649 Long DBT CORP US N 2 2032-07-18 Fixed 3.90000000 N N N N N N New Residential Mortgage Loan N/A 64829EAA2 306900.66000000 PA USD 288673.95000000 0.035379830705 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N Imperial Fund LLC N/A 45276KAA5 3961194.36000000 PA USD 3797847.42000000 0.465463540319 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.38000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDS7 18818000.00000000 PA USD 18128496.81000000 2.221825516582 Long DBT UST US N 2 2025-01-15 Fixed 1.12500000 N N N N N N Morgan Stanley Residential Mor N/A 61772MAH2 10583930.71000000 PA USD 9315460.90000000 1.141701319379 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N Woodward Capital Management N/A 74939KAE6 4982770.25000000 PA USD 4282546.23000000 0.524868144859 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQB84 8405745.71000000 PA USD 8358149.27000000 1.024373367197 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.00000000 N N N N N N JOTUL AS 549300Q04IHV3V82QT54 000000000 39000000.00000000 PA 3829023.91000000 0.469284525683 Long DBT CORP NO N 1 2026-07-15 Floating 12.73000000 N N N N N N CoreVest American Finance Ltd N/A 21872NAA8 1560847.97000000 PA USD 1509777.56000000 0.185038083539 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.70500000 N N N N N N CIM Trust N/A 12555DAA3 61239.54000000 PA USD 58572.82000000 0.007178674956 Long ABS-MBS CORP US N 2 2049-02-25 Variable 4.00000000 N N N N N N TRP LLC N/A 87267CAA6 2821400.25000000 PA USD 2500081.73000000 0.306409595868 Long ABS-O CORP US N 2 2051-06-19 Fixed 2.07000000 N N N N N N Progress Residential Trust N/A 74331AAA0 3782906.60000000 PA USD 3684616.62000000 0.451585992536 Long ABS-O CORP US N 2 2036-10-17 Fixed 2.68700000 N N N N N N PING PETROLEUM UK 213800XZIK1JT4PI6X98 000000000 2300000.00000000 PA USD 2111550.17000000 0.258791233295 Long DBT CORP GB N 2 2024-07-29 Fixed 12.00000000 N N N N N N LFS 2022A, LLC N/A 50204LAA0 3405688.65000000 PA USD 3342120.79000000 0.409609761280 Long ABS-O CORP US N 2 2034-05-15 Fixed 5.25000000 N N N N N N BrightSpire Capital, Inc N/A 05591XAA9 2520490.65000000 PA USD 2471436.86000000 0.302898885424 Long ABS-CBDO CORP KY N 2 2038-08-19 Floating 6.62023000 N N N N N N Oasis Securitisation N/A 53161MAA3 2166195.15000000 PA USD 2164880.27000000 0.265327361371 Long ABS-O CORP US N 2 2034-10-15 Fixed 6.85000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1095.00000000 NC USD -3679611.60000000 -0.45097257812 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2024-03-19 -125547503.25000000 USD -3679611.60000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 275.00000000 NC USD 418585.75000000 0.051301799039 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long JAPANESE YEN CURRENCY JAPANESE YEN CURRENCY 2024-03-18 24248914.25000000 USD 418585.75000000 N N N Oxford Finance Funding Trust N/A 69144AAA7 1854234.83000000 PA USD 1799816.75000000 0.220585237829 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.10100000 N N N N N N HAWAII ST N/A 419792ZZ2 3905000.00000000 PA USD 3030700.02000000 0.371442084146 Long DBT MUN US N 2 2037-10-01 Fixed 2.63200000 N N N N N N INFRABUILD AUSTRALIA PTY 549300W2CPB5W6GFH859 45682RAC4 4000000.00000000 PA USD 4116750.08000000 0.504548196632 Long DBT CORP AU N 2 2028-11-15 Fixed 14.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7QL0 61280.95000000 PA USD 60756.69000000 0.007446329696 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.50000000 N N N N N N LEGAL BUSINESS SVC N/A 52474DAA7 4000000.00000000 PA USD 3952587.04000000 0.484428402091 Long DBT CORP US N 2 2026-06-15 Variable 9.00000000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22537CAE9 3800000.00000000 PA USD 3685455.61000000 0.451688819009 Long ABS-O CORP US N 2 2030-06-17 Fixed 1.64000000 N N N N N N EDvestinU Private Education Lo N/A 28166GAA3 1257468.29000000 PA USD 1193741.51000000 0.146304758465 Long ABS-O CORP US N 2 2038-11-25 Fixed 3.58000000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22535GAC6 3000000.00000000 PA USD 2868640.26000000 0.351580067247 Long ABS-O CORP US N 2 2030-09-16 Fixed 1.63000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAC9 1798904.00000000 PA USD 1646336.07000000 0.201774671531 Long ABS-O CORP US N 2 2060-07-15 Fixed 2.28000000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 2750000.00000000 PA USD 2551969.75000000 0.312768982862 Long DBT CORP US N 2 2026-01-15 Fixed 1.88400000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 454000.00000000 PA USD 496071.40000000 0.060798427256 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N New Residential Mortgage Loan N/A 64829DAG1 221946.83000000 PA USD 208200.69000000 0.025517041509 Long ABS-MBS CORP US N 2 2054-11-25 Variable 3.75000000 N N N N N N Sequoia Mortgage Trust N/A 81745BAB1 1165143.37000000 PA USD 1032346.03000000 0.126524155611 Long ABS-MBS CORP US N 2 2043-05-25 Variable 3.00000000 N N N N N N Navient Student Loan Trust N/A 63942NAA6 4404919.88000000 PA USD 3773800.54000000 0.462516358755 Long ABS-MBS CORP US N 2 2069-12-26 Fixed 1.31000000 N N N N N N Brean Asset Backed Securities N/A 10638MAA8 2579690.91000000 PA USD 2317596.64000000 0.284044253964 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.75000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CAQ4 13171533.16000000 PA USD 12669528.10000000 1.552775230658 Long DBT UST US N 2 2025-10-15 Fixed 0.12500000 N N N N N N NOVEDO HOLDINGS AB 984500F0A56FIF3C6091 000000000 26250000.00000000 PA 2395231.81000000 0.293559207327 Long DBT CORP SE N 2 2024-11-26 Floating 10.64700000 N N N N N N DRAWBRIDGE SPEC OPPOR FU N/A 26150TAE9 2850000.00000000 PA USD 2632233.52000000 0.322606096999 Long DBT CORP US N 2 2026-02-15 Fixed 3.87500000 N N N N N N KREF 2021-FL2 Ltd 54930083ELM2GCMVTQ91 48275RAC1 3500000.00000000 PA USD 3367466.90000000 0.412716176254 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 6.77629000 N N N N N N CoreVest American Finance Ltd N/A 21873AAA5 879722.69000000 PA USD 814642.04000000 0.099842391254 Long ABS-O CORP US N 2 2052-12-15 Fixed 1.17400000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 68425000.00000000 PA USD 65671963.23000000 8.048744755716 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N Imperial Fund LLC N/A 45276PAA4 6561939.35000000 PA USD 5971083.43000000 0.731814979778 Long ABS-MBS CORP US N 2 2067-03-25 Variable 3.63800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 44305000.00000000 PA USD 41681313.28000000 5.108454737355 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N ALLO Issuer, LLC N/A 01983KAA2 4400000.00000000 PA USD 4304462.80000000 0.527554235988 Long ABS-O CORP US N 2 2053-06-20 Fixed 6.20000000 N N N N N N JP Morgan Mortgage Trust N/A 46593FAH5 6542649.35000000 PA USD 5791177.92000000 0.709765790764 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.00000000 N N N N N N GREENFOOD AB 54930026GZN5E1NE1E62 000000000 45000000.00000000 PA 4053171.00000000 0.496755955292 Long DBT CORP SE N 2 2025-11-04 Floating 11.09300000 N N N N N N SBA TOWER TRUST N/A 78403DAN0 3500000.00000000 PA USD 3379859.70000000 0.414235035735 Long DBT CORP US N 2 2025-01-15 Fixed 2.83600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 4542000.00000000 PA USD 4350384.38000000 0.533182377101 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAA5 1623209.63000000 PA USD 1166598.67000000 0.142978136564 Long ABS-MBS CORP US N 2 2027-11-15 Floating 8.50000000 N N N N N N Oasis Securitisation N/A 53161DAA3 1588569.60000000 PA USD 1586910.02000000 0.194491424849 Long ABS-O CORP US N 2 2035-02-15 Fixed 7.00000000 N N N N N N Tricon American Homes N/A 89613GAC0 2500000.00000000 PA USD 2289148.68000000 0.280557676777 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.24900000 N N N N N N Diamond Infrastructure Funding N/A 25265LAA8 5000000.00000000 PA USD 4440272.00000000 0.544198988673 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 3500000.00000000 PA USD 3447106.67000000 0.422476813056 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N VB-S1 Issuer LLC N/A 92535VAF9 4000000.00000000 PA USD 3749883.60000000 0.459585102615 Long ABS-O CORP US N 2 2050-09-15 Fixed 2.63600000 N N N N N N Credit Acceptance Auto Loan Tr N/A 22534LAA0 7400000.00000000 PA USD 7326261.74000000 0.897905405268 Long ABS-O CORP US N 2 2032-06-15 Fixed 4.60000000 N N N N N N ALASKA AIR 2020-1 CL B N/A 01166WAA5 3043602.26880000 PA USD 3064932.93000000 0.375637663831 Long DBT CORP US N 2 2025-08-15 Fixed 8.00000000 N N N N N N Flexential Issuer, LLC N/A 33938MAA7 4760000.00000000 PA USD 4273602.73000000 0.523772031005 Long ABS-O CORP US N 2 2051-11-27 Fixed 3.25000000 N N N N N N GS Mortgage-Backed Securities N/A 362924BK7 8591160.41000000 PA USD 7585061.73000000 0.929623888466 Long ABS-MBS CORP US N 2 2052-08-25 Variable 3.00000000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 770037.35000000 PA USD 677584.74000000 0.083044671643 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N BORR IHC LTD / BORR FIN N/A 100018AA8 4000000.00000000 PA USD 4151592.52000000 0.508818480211 Long DBT CORP N/A N 2 2028-11-15 Fixed 10.00000000 N N N N N N Goodgreen Trust N/A 38217TAA3 2773599.50000000 PA USD 2184474.21000000 0.267728791358 Long ABS-O CORP US N 2 2055-04-15 Fixed 2.63000000 N N N N N N BDS Ltd N/A 05493JAE1 3000000.00000000 PA USD 2981530.80000000 0.365415912822 Long ABS-CBDO CORP KY N 2 2036-01-18 Floating 6.82273000 N N N N N N Navient Student Loan Trust N/A 63938EAC8 2986119.31000000 PA USD 2888634.67000000 0.354030578770 Long ABS-O CORP US N 2 2031-06-25 Floating 5.96191000 N N N N N N SMB Private Education Loan Tru N/A 83192CAB3 1919753.35000000 PA USD 1821050.98000000 0.223187701482 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.84000000 N N N N N N LEGRES AB 5493004FBCZN6ATKYD40 000000000 32500000.00000000 PA 3062036.15000000 0.375282634962 Long DBT CORP SE N 2 2025-12-30 Floating 13.06600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128E5VC0 183286.70000000 PA USD 181842.95000000 0.022286641333 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FRUV1 50927386.50000000 PA USD 3364372.65000000 0.412336945495 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.31784300 N N N N N N Stack Infrastructure Issuer LL N/A 85236KAE2 3400000.00000000 PA USD 3090107.68000000 0.378723076952 Long ABS-O CORP US N 2 2046-03-26 Fixed 1.87700000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 1500000.00000000 PA USD 1409765.46000000 0.172780617403 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYZ51 7921996.88000000 PA USD 8044208.18000000 0.985896800068 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5.50000000 N N N N N N GOLDEN PEAR FUND HOLDCO N/A 38116FAB3 1200000.00000000 PA USD 1035267.30000000 0.126882185971 Long DBT CORP US N 2 2028-03-02 Fixed 10.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XB1 51023000.00000000 PA USD 49394648.92000000 6.053799854633 Long DBT UST US N 2 2025-05-15 Fixed 2.12500000 N N N N N N ZITON AS 213800F2WOUKCYJYYX95 000000000 4000000.00000000 PA 4349563.00000000 0.533081708906 Long DBT CORP DK N 2 2028-06-09 Floating 13.46900000 N N N N N N MGI MEDIA & GAMES INV 391200UIIWMXRLGARB95 000000000 8000000.00000000 PA 8442774.15000000 1.034744978241 Long DBT CORP SE N 2 2026-06-21 Floating 10.17300000 N N N N N N USQ Rail II LLC / USQ Canada R 25490077I8NB6ADB4I38 90354PAA5 5372945.98000000 PA USD 4773738.50000000 0.585068586764 Long ABS-O CORP US N 2 2051-06-28 Fixed 2.21000000 N N N N N N Fontainebleau Miami Beach Trus N/A 34461LAA2 4480000.00000000 PA USD 4341326.66000000 0.532072264463 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 3.14400000 N N N N N N 2024-04-15 Manning & Napier Fund, Inc. Jill Peeper Jill Peeper Principal Financial Officer and Treasurer