0001752724-23-294229.txt : 20231227
0001752724-23-294229.hdr.sgml : 20231227
20231227155952
ACCESSION NUMBER: 0001752724-23-294229
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231227
DATE AS OF CHANGE: 20231227
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT
CENTRAL INDEX KEY: 0001006415
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07589
FILM NUMBER: 231517915
BUSINESS ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
BUSINESS PHONE: 610-386-4068
MAIL ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
FORMER COMPANY:
FORMER CONFORMED NAME: Hartford Multi-Asset Income & Growth Fund
DATE OF NAME CHANGE: 20190501
FORMER COMPANY:
FORMER CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT
DATE OF NAME CHANGE: 19970613
FORMER COMPANY:
FORMER CONFORMED NAME: ITT HARTFORD MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19960226
0001006415
S000003584
THE HARTFORD INFLATION PLUS FUND
C000009961
Class A
HIPAX
C000009963
Class C
HIPCX
C000009964
Class Y
HIPYX
C000035174
Class I
HIPIX
C000040951
Class R3
HIPRX
C000040952
Class R4
HIPSX
C000040953
Class R5
HIPTX
C000185705
Class F
HIPFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001006415
XXXXXXXX
S000003584
C000035174
C000009964
C000009961
C000040951
C000185705
C000040953
C000040952
C000009963
HARTFORD MUTUAL FUNDS INC/CT
811-07589
0001006415
549300FJ4Q3QXIS6ZN84
690 LEE ROAD
WAYNE
19087
610-386-4068
THE HARTFORD INFLATION PLUS FUND
S000003584
0LWIUERRKLQ5EUTIWP18
2023-10-31
2023-10-31
N
446914338.75
77890393.75
369023945.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
52783461.39000000
0.00000000
0.00000000
3113012.74000000
BRL
EUR
JPY
KRW
MXN
NZD
SEK
USD
N
Bloomberg Barclays US TIPS 1-10 Year Index
LTI1TRUU
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B22 Mortgage Trust
08163BBF7
2365637.30000000
PA
USD
187361.79000000
0.050772258152
Long
ABS-MBS
CORP
US
N
2
2054-01-15
Variable
1.51000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CFR7
5368034.00000000
PA
USD
5191371.14000000
1.406784359210
Long
DBT
UST
US
N
2
2027-10-15
Fixed
1.63000000
N
N
N
N
N
N
PENN Entertainment, Inc.
N/A
PENN Entertainment Inc 2022 Term Loan B
70757DAZ2
123437.50000000
PA
USD
123198.03000000
0.033384833604
Long
LON
CORP
US
N
2
2029-05-03
Variable
8.17000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: 99D0JW453 IRS USD R V 12MUSCPI / Short: 99D0JW453 IRS USD P F 1.24000
000000000
6050000.00000000
OU
Notional Amount
USD
1156270.98000000
0.313332236475
N/A
DIR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2029-01-15
0.00000000
USD
0.00000000
USD
6050000.00000000
USD
1156270.98000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-53947.25000000
-0.01461890230
N/A
DFE
JP
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
6965822.83000000
USD
1042400000.00000000
JPY
2023-11-30
-53947.25000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
655000.00000000
PA
458075.16000000
0.124131554661
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234XU7
5255633.00000000
PA
3258431.82000000
0.882986555249
Long
DBT
NUSS
CA
N
2
2036-12-01
Fixed
2.00000000
N
N
N
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc 2021 Term Loan B
07368RAF8
105088.68000000
PA
USD
104870.10000000
0.028418237195
Long
LON
CORP
US
N
2
2028-05-19
Variable
7.69000000
N
N
N
N
N
N
Spirit Aerosystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit Aerosystems Inc 2022 Term Loan
84857HAY6
108900.00000000
PA
USD
108437.18000000
0.029384862816
Long
LON
CORP
US
N
2
2027-01-15
Variable
9.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SM1
483586.20000000
PA
USD
270855.50000000
0.073397811624
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
USI, Inc.
2549006D7UF7072T7I27
USI Inc 2022 Incremental Term Loan
90351NAJ4
136125.01000000
PA
USD
135643.13000000
0.036757270588
Long
LON
CORP
US
N
2
2029-11-22
Variable
9.14000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AQ0
595000.00000000
PA
USD
577745.00000000
0.156560301256
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4.00000000
N
N
N
N
Y
FirstEnergy Corp.
FirstEnergy Corp.
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCM1
21003795.06000000
PA
USD
17620420.16000000
4.774871766112
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.13000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
926645.00000000
PA
USD
926645.00000000
0.251107011497
Long
RA
CORP
US
N
2
Repurchase
N
5.28000000
2023-11-01
1042200.00000000
USD
945237.22000000
USD
UST
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
1420000.00000000
PA
1120220.72000000
0.303563152250
Long
DBT
NUSS
HU
N
2
2032-04-28
Fixed
1.63000000
N
N
N
N
N
N
Quartz Acquireco LLC
N/A
Quartz Acquireco LLC Term Loan B
000000000
100000.00000000
PA
USD
99750.00000000
0.027030766255
Long
LON
CORP
US
N
2
2030-06-28
Variable
8.82000000
N
N
N
N
N
N
ABG Intermediate Holdings 2 LLC
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC 2021 Term Loan B1
00076VAZ3
221940.02000000
PA
USD
221265.32000000
0.059959610480
Long
LON
CORP
US
N
2
2028-12-21
Floating
8.92000000
N
N
N
N
N
N
MEXICAN UDIBONOS
254900EGTWEU67VP6075
Mexican Udibonos
000000000
148832954.07000000
PA
6859986.49000000
1.858954299022
Long
DBT
NUSS
MX
N
2
2031-11-27
Fixed
2.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-1
92538WAA5
762227.76000000
PA
USD
644359.60000000
0.174611866988
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.72000000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings Inc 2016 1st Lien Term Loan
74839XAF6
132691.37000000
PA
USD
132321.16000000
0.035857066131
Long
LON
CORP
US
N
2
2027-02-01
Variable
8.06000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
958070.01000000
PA
USD
44271.36000000
0.011996880039
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
0.88000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S7 Trust
76200RAV0
158535.47000000
PA
USD
115534.02000000
0.031308000894
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
2473.27000000
0.000670219381
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
6156288000.00000000
KRW
4568267.02000000
USD
2023-11-30
2473.27000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND DEC23
000000000
-30.00000000
NC
326520.18000000
0.088482111912
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBZ3 Comdty
2023-12-07
-3921190.96000000
EUR
326520.18000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F 3.25000 99D0V4P66 CCPOIS
000000000
5510000.00000000
OU
Notional Amount
USD
1002580.37000000
0.271684367256
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-06-21
0.00000000
USD
-59273.40000000
USD
5510000.00000000
USD
1061853.77000000
N
N
N
Fleetcor Technologies Operating Company, LLC
549300FKKKZCXLK48427
Fleetcor Technologies Operating Company, LLC 2021 Term Loan B4
33903RAY5
198334.14000000
PA
USD
197782.77000000
0.053596188724
Long
LON
CORP
US
N
2
2028-04-28
Variable
7.17000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
78520.25000000
0.021277819790
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
23457000.00000000
BRL
4711565.50000000
USD
2023-12-04
78520.25000000
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR31
45660LW96
1366581.46000000
PA
USD
914649.28000000
0.247856349809
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.02000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
99Z0UN4N7 TII FWD 11 30 23
000000000
4480319.25000000
PA
USD
-4039.90000000
-0.00109475280
N/A
DIR
US
N
2
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Long
2024-10-15
4359978.77000000
USD
-4039.90000000
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2023 Term Loan
45567YAN5
202479.47000000
PA
USD
193254.51000000
0.052369097620
Long
LON
CORP
US
N
2
2028-05-03
Variable
9.57000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2022-NQM1
64830JAA8
1106339.69000000
PA
USD
891210.61000000
0.241504818881
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
2.28000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGK1
12706928.10000000
PA
USD
11284968.21000000
3.058058525172
Long
DBT
UST
US
N
2
2033-01-15
Fixed
1.13000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
418652.02000000
PA
USD
394294.76000000
0.106848014970
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433UM6
2787.13000000
PA
USD
2561.65000000
0.000694169046
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
5.41000000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp. Term Loan B
71360HAB3
176553.81000000
PA
USD
173022.73000000
0.046886586180
Long
LON
CORP
US
N
2
2028-02-01
Variable
9.17000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WBB0
585000.00000000
PA
USD
562873.86000000
0.152530443519
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.63000000
N
N
N
N
Y
American Water Works Co., Inc.
American Water Works Co., Inc.
USD
XXXX
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D06FQ92 IRS USD R V 12MFEDL 99D06FQA9 CCPOIS / Short: B9D06FQ92 IRS USD P F 1.03375 99D06FQ92 CCPOIS
000000000
9012000.00000000
OU
Notional Amount
USD
932454.29000000
0.252681242676
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-09-06
0.00000000
USD
0.00000000
USD
9012000.00000000
USD
932454.29000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B10 Mortgage Trust
08162VAF5
6021983.89000000
PA
USD
274983.66000000
0.074516481579
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Variable
1.19000000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC 2023 Incremental Term Loan
68764JAD3
136214.44000000
PA
USD
135912.04000000
0.036830141198
Long
LON
CORP
US
N
2
2028-10-05
Variable
8.69000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DN4
790000.00000000
PA
USD
774990.00000000
0.210010762309
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.88000000
N
N
N
N
Y
Southern Co.
Southern Co.
USD
XXXX
N
N
N
IQVIA Inc.
549300PLWY28YB00C717
IQVIA Inc 2018 EUR Term Loan B2
44969CBK5
147773.89000000
PA
156229.82000000
0.042335957359
Long
LON
CORP
US
N
2
2025-06-11
Floating
5.97000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm Inc 2023 Term Loan I
89364MBZ6
258531.25000000
PA
USD
258122.77000000
0.069947431189
Long
LON
CORP
US
N
2
2028-08-24
Variable
8.64000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM1 Trust
67114VAA1
993431.39000000
PA
USD
808504.43000000
0.219092674324
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.31000000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals Inc Term Loan B
91136EAJ4
297468.76000000
PA
USD
297766.23000000
0.080690219167
Long
LON
CORP
US
N
2
2025-10-31
Variable
7.07000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
440000.00000000
PA
445461.07000000
0.120713323900
Long
DBT
NUSS
MK
N
2
2025-01-18
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
000000000
200000.00000000
PA
99986.24000000
0.027094783781
Long
DBT
NUSS
CL
N
2
2051-01-22
Fixed
1.25000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: 99D0QN3H0 IRS USD R V 12MUSCPI 99D0QN3I8 INFLATIONZERO / Short: 99D0QN3H0 IRS USD P F 2.84200 99D0QN3H0 INFLATIONZERO
000000000
15300000.00000000
OU
Notional Amount
USD
571662.47000000
0.154912026101
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-01-15
0.00000000
USD
0.00000000
USD
15300000.00000000
USD
571662.47000000
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2022 Term Loan B10
04649VBB5
187491.35000000
PA
USD
178611.76000000
0.048401130175
Long
LON
CORP
US
N
2
2028-08-19
Variable
9.42000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-SA1 Trust
76111XG72
72826.95000000
PA
USD
61984.82000000
0.016796964218
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
4.69000000
N
N
N
N
N
N
Elanco Animal Health Incorporated
549300SHPNDCE059M934
Elanco Animal Health Inc Term Loan B
28414BAF3
205996.28000000
PA
USD
201027.65000000
0.054475502937
Long
LON
CORP
US
N
2
2027-08-01
Variable
7.16000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2022-1
31573CAA3
573135.54000000
PA
USD
471203.38000000
0.127689107003
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.21000000
N
N
N
N
N
N
RUSSIA I/L BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Inflation Linked Bond
000000000
0.00000000
PA
0.00000000
0.000000
Long
DBT
NUSS
RU
N
2
2028-02-02
Fixed
2.50000000
N
Y
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services Inc 2019 Term Loan B4
03852JAR2
93250.00000000
PA
USD
92783.75000000
0.025143016125
Long
LON
CORP
US
N
2
2027-01-15
Variable
7.19000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-4
92538HAA8
952902.44000000
PA
USD
758415.05000000
0.205519197406
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
0.94000000
N
N
N
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
7401766.00000000
PA
3976283.82000000
1.077513769465
Long
DBT
NUSS
NZ
N
2
2035-09-20
Fixed
2.50000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
99D0W9ZA USD PUT CAD CALL
000000000
8676000.00000000
OU
Notional Amount
USD
8.68000000
0.000002352150
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
FX Contract
N/A
1.00000000
NC
USD
8.68000000
0.00000000
DFE
US
11174688.00000000
CAD
8676000.00000000
USD
2023-11-01
1.00000000
1.28800000
USD
2023-11-01
XXXX
-34061.97000000
N
N
N
Tricon Residential
549300Z2X1L1L3MID765
Tricon Residential 2022-SFR1 Trust
89616QAA9
1443000.00000000
PA
USD
1332261.87000000
0.361023149866
Long
ABS-O
CORP
US
N
2
2039-04-17
Fixed
3.86000000
N
N
N
N
N
N
NASCAR Holdings, LLC
254900HRWKQR5V0WN013
NASCAR Holdings, LLC Term Loan B
63108EAB4
62555.37000000
PA
USD
62688.61000000
0.016987680840
Long
LON
CORP
US
N
2
2026-10-19
Variable
7.94000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
12186000.00000000
PA
2273180.29000000
0.615998045872
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding Inc 2021 Term Loan B5
05350NAL8
69646.66000000
PA
USD
69569.35000000
0.018852259031
Long
LON
CORP
US
N
2
2027-11-08
Variable
7.67000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC 2020 Term Loan B
85769EAZ4
144703.38000000
PA
USD
143602.19000000
0.038914057460
Long
LON
CORP
US
N
2
2027-02-08
Variable
7.67000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC23
000000000
-60.00000000
NC
USD
918213.54000000
0.248822211252
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNZ3 Comdty
2023-12-19
-7671963.54000000
USD
918213.54000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
99Z0UN4S6 TII FWD 11 30 23
000000000
17057015.56000000
PA
USD
-19803.58000000
-0.00536647560
N/A
DIR
US
N
2
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Long
2026-01-15
16278077.65000000
USD
-19803.58000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCA7
11541820.20000000
PA
USD
10797012.12000000
2.925829682949
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.13000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2018-R07
20753QAE9
23601.28000000
PA
USD
23601.16000000
0.006395563301
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Floating
7.84000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBC0
590000.00000000
PA
USD
576135.00000000
0.156124015204
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.25000000
N
N
N
N
Y
CenterPoint Energy Inc
CenterPoint Energy Inc
USD
XXXX
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
935000.00000000
PA
USD
671234.07000000
0.181894448610
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.88000000
N
N
N
N
N
N
HSI Asset Securitization Corporation Trust
N/A
HSI Asset Securitization Corp Trust 2006-OPT3
40430HFM5
707248.23000000
PA
USD
684881.50000000
0.185592699140
Long
ABS-O
CORP
US
N
2
2036-02-25
Floating
5.98000000
N
N
N
N
N
N
Boels Topholding BV
724500V913SEHSEW2O75
Boels Topholding BV 2021 EUR Term Loan B
000000000
250000.00000000
PA
263009.34000000
0.071271618973
Long
LON
CORP
NL
N
2
2027-02-06
Floating
7.12000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK18
065402BD0
5760942.94000000
PA
USD
216504.30000000
0.058669444878
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Variable
0.89000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
53650.28000000
0.014538427851
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
15943000.00000000
BRL
3214314.52000000
USD
2023-11-03
53650.28000000
N
N
N
SWEDEN I/L BOND
ERE94C0BSULG2RM19605
Sweden Inflation Linked Bond
000000000
84353458.44000000
PA
6835681.61000000
1.852368038068
Long
DBT
NUSS
SE
N
2
2032-06-01
Fixed
0.13000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
990000.00000000
PA
749866.68000000
0.203202716289
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
GreenPoint Mortgage Funding Trust
N/A
GreenPoint Mortgage Funding Trust 2005-AR4
39538WBW7
113623.22000000
PA
USD
83783.64000000
0.022704120189
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
6.20000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
4563131.48000000
PA
906591.25000000
0.245672743539
Long
DBT
NUSS
BR
N
2
2050-08-15
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EA9
890000.00000000
PA
USD
528431.25000000
0.143197008530
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.13000000
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris Inc 2023 Term Loan B
29362LAM6
136561.35000000
PA
USD
136610.51000000
0.037019416179
Long
LON
CORP
US
N
2
2029-07-06
Variable
7.89000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2022 Term Loan B
44988LAH0
160887.36000000
PA
USD
159009.80000000
0.043089290587
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.42000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
4653.72000000
0.001261088897
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
23457000.00000000
BRL
4654951.73000000
USD
2023-11-03
4653.72000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
11809.71000000
0.003200255744
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4408000.00000000
CAD
3191751.26000000
USD
2023-11-30
11809.71000000
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation 2021 Term Loan C
22282GAD9
9756.10000000
PA
USD
9605.17000000
0.002602858196
Long
LON
CORP
US
N
2
2028-11-30
Variable
7.82000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust
92922FTJ7
193138.84000000
PA
USD
172283.09000000
0.046686154742
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Floating
6.28000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0506B7
23805000.00000000
PA
USD
21954936.34000000
5.949461176564
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
5.00000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust
75971EAH9
687617.11000000
PA
USD
261674.96000000
0.070910021841
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6.12000000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation 2021 Term Loan B
22282GAC1
128290.24000000
PA
USD
126305.59000000
0.034226936140
Long
LON
CORP
US
N
2
2028-11-30
Variable
7.82000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2022-1
03464BAA6
1163903.23000000
PA
USD
975836.37000000
0.264437141064
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
2.88000000
N
N
N
N
N
N
Bank of America Merrill Lynch Banco Multiplo SA
KPTCWFWJ4GW0WZNEMH59
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-53367.79000000
-0.01446187726
N/A
DFE
BR
N
2
Bank of America Merrill Lynch Banco Multiplo SA
KPTCWFWJ4GW0WZNEMH59
3202305.87000000
USD
15943000.00000000
BRL
2023-12-04
-53367.79000000
N
N
N
Sunshine Luxembourg VII SARL
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII SARL 2021 Term Loan B3
000000000
159266.20000000
PA
USD
158977.93000000
0.043080654291
Long
LON
CORP
LU
N
2
2026-10-01
Variable
9.24000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNJ7
5203534.04000000
PA
USD
298311.32000000
0.080837930449
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.12000000
N
N
N
N
N
N
WEX Inc.
T9M5IGROL1TL1G5OV478
WEX Inc 2021 Term Loan
96208UAT8
246397.84000000
PA
USD
246055.35000000
0.066677339867
Long
LON
CORP
US
N
2
2028-03-31
Variable
7.69000000
N
N
N
N
N
N
Science Applications International Corporation
549300LZPNZIXQGZPZ48
Science Applications International Corporation 2018 Term Loan B
80862QAD3
100958.98000000
PA
USD
100869.13000000
0.027334033838
Long
LON
CORP
US
N
2
2025-10-31
Variable
7.30000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
59865.38000000
0.016222627504
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1900816.11000000
USD
36642000.00000000
ZAR
2023-11-30
59865.38000000
N
N
N
Caesars Entertainment Corp
549300FA4CTCW903Y781
Caesars Entertainment Corp Term Loan B
12768EAG1
129350.00000000
PA
USD
128721.36000000
0.034881573877
Long
LON
CORP
US
N
2
2030-02-06
Variable
8.67000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753WAF3
15214.13000000
PA
USD
15214.02000000
0.004122773117
Long
ABS-MBS
USGSE
US
N
2
2039-10-25
Floating
7.54000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: 99D0WS4L2 IRS USD R V 12MUSCPI 99D0WS4M0 INFLATIONZERO / Short: 99D0WS4L2 IRS USD P F 2.62125 99D0WS4L2 INFLATIONZERO
000000000
4365000.00000000
OU
Notional Amount
USD
8452.21000000
0.002290423186
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-04-15
0.00000000
USD
0.00000000
USD
4365000.00000000
USD
8452.21000000
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
162112.50000000
PA
USD
158938.34000000
0.043069925990
Long
LON
CORP
PA
N
2
2028-10-18
Variable
8.69000000
N
N
N
N
N
N
Delta 2 (LUX) Sarl
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2022 Term Loan B
000000000
125000.00000000
PA
USD
124882.50000000
0.033841299918
Long
LON
CORP
LU
N
2
2030-01-15
Variable
7.57000000
N
N
N
N
N
N
ExGen Renewables IV, LLC
5493004JBPWTPTK8LB51
ExGen Renewables IV, LLC 2020 Term Loan
30204KAD8
108743.32000000
PA
USD
108148.49000000
0.029306632121
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.18000000
N
N
N
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
7750000.00000000
PA
3972202.12000000
1.076407689479
Long
DBT
NUSS
NZ
N
2
2040-09-20
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RA8
4944356.69000000
PA
USD
3440480.37000000
0.932319004394
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.63000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2023 Term Loan B
44332EAW6
150022.70000000
PA
USD
149916.18000000
0.040625054832
Long
LON
CORP
US
N
2
2030-06-20
Variable
9.66000000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co. Inc 2019 Term Loan
02474RAH6
196315.04000000
PA
USD
195845.85000000
0.053071312215
Long
LON
CORP
US
N
2
2027-01-15
Variable
7.42000000
N
N
N
N
N
N
Standard Industries Inc.
54930064UHXCIUWVI755
Standard Industries Inc 2021 Term Loan B
85350EAB2
116734.26000000
PA
USD
116838.15000000
0.031661400725
Long
LON
CORP
US
N
2
2028-09-22
Variable
7.95000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-NQM1
126416AA4
1232215.59000000
PA
USD
999365.66000000
0.270813228664
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
2.27000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
13580660.94000000
PA
USD
11742232.07000000
3.181970229601
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.13000000
N
N
N
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
Japanese Government CPI Linked Bond
000000000
608461112.00000000
PA
4198913.56000000
1.137843117470
Long
DBT
NUSS
JP
N
2
2033-03-10
Fixed
0.01000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579SS8
243271.28000000
PA
USD
179030.71000000
0.048514659394
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
4.89000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828V49
3507518.40000000
PA
USD
3260656.24000000
0.883589339981
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.38000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-8
03465MAA1
492392.92000000
PA
USD
398468.03000000
0.107978909065
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
99Z0UN4I8 TII FWD 11 30 23
000000000
19664350.96000000
PA
USD
-20537.57000000
-0.00556537598
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long
2025-04-15
18838319.93000000
USD
-20537.57000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D06DOC2 IRS USD R V 12MFEDL 99D06DOD0 CCPOIS / Short: B9D06DOC2 IRS USD P F .93750 99D06DOC2 CCPOIS
000000000
13439000.00000000
OU
Notional Amount
USD
591880.61000000
0.160390841304
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-08-22
0.00000000
USD
0.00000000
USD
13439000.00000000
USD
591880.61000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1050000.00000000
PA
862095.67000000
0.233615103215
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
N
N
N
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAA9
28754.24000000
PA
USD
27891.55000000
0.007558195173
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
7.32000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
1085000.00000000
PA
1075528.68000000
0.291452274187
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.68000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC23
000000000
374.00000000
NC
USD
-270802.92000000
-0.07338356322
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVZ3 Comdty
2023-12-29
39345037.48000000
USD
-270802.92000000
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2005-9
07387AEG6
65409.04000000
PA
USD
59790.50000000
0.016202336138
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
7.67000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: 99D0VWPU1 IRS USD R V 12MUSCPI 99D0VWPV9 INFLATIONZERO / Short: 99D0VWPU1 IRS USD P F 2.44500 99D0VWPU1 INFLATIONZERO
000000000
4060000.00000000
OU
Notional Amount
USD
40266.88000000
0.010911725525
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2028-04-15
0.00000000
USD
0.00000000
USD
4060000.00000000
USD
40266.88000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
99Z0UN4E7 TII FWD 11 30 23
000000000
10434231.60000000
PA
USD
-16442.98000000
-0.00445580299
N/A
DIR
US
N
2
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Long
2025-07-15
10029345.84000000
USD
-16442.98000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A7
46629DAW5
268555.53000000
PA
USD
211903.90000000
0.057422804907
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
3.98000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F83S0
1734186.96000000
PA
USD
91368.93000000
0.024759620950
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.02000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
310000.00000000
PA
USD
191273.10000000
0.051832164983
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
11884376.50000000
PA
USD
10996530.03000000
2.979896068803
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC23
000000000
120.00000000
NC
USD
-241599.33000000
-0.06546982472
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYZ3 Comdty
2023-12-19
12982224.33000000
USD
-241599.33000000
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust
939346AA0
380798.17000000
PA
USD
300686.08000000
0.081481455085
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.63000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE DEC23
000000000
16.00000000
NC
-29373.85000000
-0.00795987642
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G Z3 Comdty
2023-12-27
1514727.07000000
GBP
-29373.85000000
N
N
N
Delos Aircraft Designated Activity Co
N/A
Delos Aircraft Designated Activity Co Term Loan
000000000
200000.00000000
PA
USD
199876.00000000
0.054163422918
Long
LON
CORP
IE
N
2
2027-10-31
Variable
7.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B9D06MII6 IRS USD R V 12MFEDL CCP 99D06MIM CCPOIS / Short: B9D06MII6 IRS USD P F 1.00000 CCP 99D06MII CCPOIS
000000000
3322000.00000000
OU
Notional Amount
USD
342759.59000000
0.092882750467
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-09-29
29323.62000000
USD
0.00000000
USD
3322000.00000000
USD
313435.97000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
99D0W9ZE USD PUT CAD CALL
000000000
8676000.00000000
OU
Notional Amount
USD
8.68000000
0.000002352150
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Put
Purchased
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
FX Contract
N/A
1.00000000
NC
USD
8.68000000
0.00000000
DFE
US
11174688.00000000
CAD
8676000.00000000
USD
2023-11-01
1.00000000
1.28800000
USD
2023-11-01
XXXX
-20726.96000000
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-9
007036SE7
81720.74000000
PA
USD
79593.04000000
0.021568529922
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
5.98000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
25561.63000000
0.006926821510
N/A
DFE
NO
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
4503908.83000000
USD
50550000.00000000
NOK
2023-11-30
25561.63000000
N
N
N
Emrld Borrower LP
98450099EE3A0ZD5F786
Emrld Borrower LP Term Loan B
26872NAC3
100000.00000000
PA
USD
99734.00000000
0.027026430493
Long
LON
CORP
US
N
2
2030-05-31
Variable
8.38000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
370000.00000000
PA
USD
328841.20000000
0.089111073808
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.63000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods Inc 2021 Term Loan B
90351HAE8
192400.00000000
PA
USD
192736.70000000
0.052228778812
Long
LON
CORP
US
N
2
2028-11-22
Variable
7.94000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
99Z0UN3R9 TII FWD 11 30 23
000000000
3457517.40000000
PA
USD
-4438.04000000
-0.00120264282
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long
2028-07-15
3209571.19000000
USD
-4438.04000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC23
000000000
600.00000000
NC
USD
-354606.82000000
-0.09609317357
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ3 Comdty
2023-12-29
121807732.42000000
USD
-354606.82000000
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc 2018 Term Loan B5
78466DBF0
135351.12000000
PA
USD
135233.36000000
0.036646229013
Long
LON
CORP
US
N
2
2025-04-16
Variable
7.19000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-21664.04000000
-0.00587063259
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
78506000.00000000
SEK
7020219.95000000
USD
2023-11-30
-21664.04000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie B
000000000
9334055.84000000
PA
1855339.32000000
0.502769358232
Long
DBT
NUSS
BR
N
2
2055-05-15
Fixed
6.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR5
362341MC0
242139.95000000
PA
USD
129256.07000000
0.035026472333
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
4.65000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE DEC23
000000000
8.00000000
NC
-19984.13000000
-0.00541540197
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EUX 10 Year Euro BUND Futures
RXZ3 Comdty
2023-12-07
1050806.80000000
EUR
-19984.13000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: 99D0OSK09 IRS USD R V 12MUSCPI 99D0OSK17 INFLATIONZERO / Short: 99D0OSK09 IRS USD P F 2.59800 99D0OSK09 INFLATIONZERO
000000000
18520000.00000000
OU
Notional Amount
USD
1684527.71000000
0.456481952681
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2031-01-15
0.00000000
USD
0.00000000
USD
18520000.00000000
USD
1684527.71000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
510000.00000000
PA
USD
396329.16000000
0.107399307110
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 20-C9 Mortgage Trust
233063AW6
1742525.30000000
PA
USD
101387.09000000
0.027474393294
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
1.71000000
N
N
N
N
N
N
Apollo Aviation Securitization Equity Trust
N/A
AASET 2020-1 Trust
00255UAA3
110314.23000000
PA
USD
95998.75000000
0.026014233304
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: DDZ013BB7 TRS USD R V 00MSOFR DDZ013BB7 TRS USD RV 03MSOFR / Short: DDZ013BB7 TRS USD P F .00000 DDZ013BB7 TRS USD PF 03MSOFR
000000000
1510000.00000000
OU
Notional Amount
USD
31064.57000000
0.008418036395
N/A
DCR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Markit iBoxx USD Liquid High Yield Index
IBOXHY INDEX
Y
equity-performance leg
2023-12-20
0.00000000
USD
0.00000000
USD
1510000.00000000
USD
31064.57000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-69081.35000000
-0.01872001829
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
124348000.00000000
MXN
6792841.95000000
USD
2023-11-30
-69081.35000000
N
N
N
Great Outdoors Group, LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC 2021 Term Loan B1
07014QAN1
154643.38000000
PA
USD
153257.78000000
0.041530578727
Long
LON
CORP
US
N
2
2028-03-06
Variable
9.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
27995869.80000000
PA
USD
23662798.13000000
6.412266317840
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.13000000
N
N
N
N
N
N
Bank of America Merrill Lynch Banco Multiplo SA
KPTCWFWJ4GW0WZNEMH59
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-78935.86000000
-0.02139044391
N/A
DFE
BR
N
2
Bank of America Merrill Lynch Banco Multiplo SA
KPTCWFWJ4GW0WZNEMH59
4729233.87000000
USD
23457000.00000000
BRL
2023-11-03
-78935.86000000
N
N
N
COLT Funding LLC
N/A
COLT 2022-1 Mortgage Loan Trust
19688HAA9
1123184.14000000
PA
USD
936110.30000000
0.253671967004
Long
ABS-MBS
CORP
US
N
2
2066-12-27
Variable
2.28000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc 2023 Term Loan B
81527CAP2
219447.24000000
PA
USD
218488.26000000
0.059207068527
Long
LON
CORP
US
N
2
2028-02-24
Variable
9.07000000
N
N
N
N
N
N
MP MATERIALS CORP
N/A
MP Materials Corp
553368AA9
425000.00000000
PA
USD
350230.00000000
0.094907120457
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.25000000
N
N
N
N
Y
MP Materials Corp
MP Materials Corp
USD
XXXX
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services Inc 2023 Term Loan B6
03852JAT8
143438.33000000
PA
USD
143019.49000000
0.038756154427
Long
LON
CORP
US
N
2
2030-06-22
Variable
7.94000000
N
N
N
N
N
N
Go Daddy Operating Company, LLC
5493005GJOH8HLL11157
Go Daddy Operating Company, LLC 2023 Term Loan
38017BAU0
209135.55000000
PA
USD
209183.65000000
0.056685657620
Long
LON
CORP
US
N
2
2029-11-09
Variable
7.82000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
1170000.00000000
PA
1003256.83000000
0.271867677854
Long
DBT
NUSS
MK
N
2
2028-03-10
Fixed
1.63000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2022-HC Mortgage Trust
12659DAA8
223000.00000000
PA
USD
187549.78000000
0.050823200646
Long
ABS-MBS
CORP
US
N
2
2039-01-10
Fixed
2.82000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAB1
247928.00000000
PA
USD
206618.24000000
0.055990469669
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.99000000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-14534.41000000
-0.00393860891
N/A
DFE
US
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
14336000.00000000
NZD
8338391.04000000
USD
2023-11-30
-14534.41000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
9324445.50000000
PA
USD
8457381.35000000
2.291824545423
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.38000000
N
N
N
N
N
N
KFC Holding Co.
549300G2LG4YUB3MM115
KFC Holding Co. 2021 Term Loan B
72584DAF1
324655.77000000
PA
USD
323912.31000000
0.087775417933
Long
LON
CORP
US
N
2
2028-03-15
Variable
7.20000000
N
N
N
N
N
N
ALLIANT ENERGY CORP
5493009ML300G373MZ12
Alliant Energy Corp
018802AB4
590000.00000000
PA
USD
573468.84000000
0.155401525502
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.88000000
N
N
N
N
Y
Alliant Energy Corp.
Alliant Energy Corp.
USD
XXXX
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC 2019 Term Loan B2
16117LBX6
251486.67000000
PA
USD
250800.11000000
0.067963099250
Long
LON
CORP
US
N
2
2027-02-01
Variable
7.13000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B9D0V6G95 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D0V6G95 CDS USD P F 1.00000 1 CCPCORPORATE
000000000
2110000.00000000
OU
Notional Amount
USD
52218.52000000
0.014150442188
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Brazil Government International Bonds
Brazil Government International Bonds
Y
buy protection
2028-06-20
99522.71000000
USD
0.00000000
USD
2110000.00000000
USD
-47304.19000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
6197759.40000000
PA
USD
5691407.29000000
1.542286718006
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
45372163.20000000
PA
USD
41807080.87000000
11.32909705087
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.88000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B9D0REBG2 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D0REBG2 CDS USD P F 1.00000 1 CCPCORPORATE
000000000
1735000.00000000
OU
Notional Amount
USD
12302.37000000
0.003333759276
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
FED REPUBLIC OF BRAZIL
FED REPUBLIC OF BRAZIL
Y
buy protection
2027-06-20
70613.29000000
USD
0.00000000
USD
1735000.00000000
USD
-58310.92000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDC2
41251982.40000000
PA
USD
38364746.66000000
10.39627568341
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.13000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-21083.39000000
-0.00571328508
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
7146223.82000000
EUR
7550021.21000000
USD
2023-11-30
-21083.39000000
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-10
362375AC1
542144.23000000
PA
USD
134259.25000000
0.036382259693
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
5.98000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
325000.00000000
PA
USD
254801.78000000
0.069047492297
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.63000000
N
N
N
N
N
N
II-VI Incorporated
549300O5C25A0MMHHU33
II-VI Inc 2022 Term Loan B
45173JAQ7
237679.46000000
PA
USD
236861.84000000
0.064186035407
Long
LON
CORP
US
N
2
2029-07-02
Variable
8.19000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SB5
323668.80000000
PA
USD
229880.71000000
0.062294253019
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DX0
685000.00000000
PA
USD
350930.52000000
0.095096950958
Long
DBT
NUSS
CO
N
2
2061-02-15
Fixed
3.88000000
N
N
N
N
N
N
Ingersoll-Rand Services Company
549300YHGS5RRRQQ4T26
Ingersoll-Rand Services Company 2020 USD Spinco Term Loan
365556AU3
51962.84000000
PA
USD
52004.41000000
0.014092421563
Long
LON
CORP
US
N
2
2027-03-01
Variable
7.17000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2022-EBO1
89180EAA2
72510.45000000
PA
USD
71715.63000000
0.019433868986
Long
ABS-O
CORP
US
N
2
2052-01-25
Variable
2.16000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Long: 99D0OSJL5 IRS USD R V 12MUSCPI 99D0OSJM3 INFLATIONZERO / Short: 99D0OSJL5 IRS USD P F 2.83100 99D0OSJL5 INFLATIONZERO
000000000
2920000.00000000
OU
Notional Amount
USD
226630.49000000
0.061413491745
N/A
DIR
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-04-15
0.00000000
USD
0.00000000
USD
2920000.00000000
USD
226630.49000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
32900.01000000
0.008915413334
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
635713000.00000000
JPY
4248142.87000000
USD
2023-11-30
32900.01000000
N
N
N
Belron Finance US LLC
N/A
Belron Finance US LLC 2023 Term Loan
08078UAH6
99750.00000000
PA
USD
99812.84000000
0.027047794960
Long
LON
CORP
LU
N
2
2029-04-18
Variable
8.25000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
135000.00000000
PA
USD
138920.40000000
0.037645362010
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.80000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2007-HF1
57645RAA9
700538.93000000
PA
USD
285189.68000000
0.077282161188
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
5.92000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84T7
6399484.42000000
PA
USD
283154.15000000
0.076730562836
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
0.85000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBX2
785000.00000000
PA
USD
764330.84000000
0.207122288500
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.13000000
N
N
N
N
Y
Duke Energy Corp.
Duke Energy Corp.
USD
XXXX
N
N
N
Deutsche Alt-A Securities INC Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-RAMP1
25150MAC0
157044.90000000
PA
USD
141065.94000000
0.038226771436
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
5.74000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
1360000.00000000
PA
1009470.00000000
0.273551354506
Long
DBT
NUSS
MX
N
2
2033-10-25
Fixed
1.45000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Trust Series 2005-A1
16162WPE3
200450.08000000
PA
USD
181452.14000000
0.049170830906
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
4.09000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CEZ0
21242138.80000000
PA
USD
18227787.96000000
4.939459405540
Long
DBT
UST
US
N
2
2032-07-15
Fixed
0.63000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
29790.03000000
0.008072655014
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1131497.18000000
USD
4814000000.00000000
COP
2023-11-30
29790.03000000
N
N
N
HarborView Mortgage Loan Trust
549300SZXFEQICAU3R39
HarborView Mortgage Loan Trust 2006-12
41162DAF6
254678.81000000
PA
USD
216446.10000000
0.058653673544
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
5.83000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
1485000.00000000
PA
USD
1406187.65000000
0.381055936627
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.63000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2022-HC Mortgage Trust
12659DAJ9
225000.00000000
PA
USD
169382.86000000
0.045900235552
Long
ABS-MBS
CORP
US
N
2
2039-01-10
Variable
3.90000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2006 8T2 Trust
05951UAW1
380077.65000000
PA
USD
317791.63000000
0.086116804696
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
6.55000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
490000.00000000
PA
USD
380719.31000000
0.103169269950
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.88000000
N
N
N
N
N
N
Clean Harbors Inc.
5493000SJVZVZJKHJF48
Clean Harbors Inc 2021 Incremental Term Loan B
18449EAF7
338962.50000000
PA
USD
339952.27000000
0.092122008505
Long
LON
CORP
US
N
2
2028-10-08
Variable
7.44000000
N
N
N
N
N
N
Catalent Pharma Solutions Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc 2021 Term Loan B3
14880BAH4
195487.95000000
PA
USD
190763.01000000
0.051693938180
Long
LON
CORP
US
N
2
2028-02-22
Variable
7.45000000
N
N
N
N
N
N
Trans Union, LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC 2019 Term Loan B5
89334GAX2
314816.88000000
PA
USD
314029.84000000
0.085097415562
Long
LON
CORP
US
N
2
2026-11-16
Variable
7.17000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
37701684.90000000
PA
USD
35885082.37000000
9.724323544912
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.63000000
N
N
N
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc 2023 Term Loan B
410346AX8
99500.00000000
PA
USD
98131.88000000
0.026592279804
Long
LON
CORP
US
N
2
2030-03-08
Variable
9.07000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
196000.00000000
PA
USD
200533.48000000
0.054341590218
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.17000000
N
N
N
N
N
N
ASCENDIS PHARMA A/S
549300B66JN3W3J8GH73
Ascendis Pharma A/S
04351PAD3
450000.00000000
PA
USD
396562.50000000
0.107462538779
Long
DBT
CORP
DK
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
Ascendis Pharma AS
Ascendis Pharma AS
USD
XXXX
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-6 LLC
693587AA5
126277.57000000
PA
USD
122297.35000000
0.033140762722
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
2.36000000
N
N
N
N
N
N
KOREA TREASURY ILB
549300O0QCVSQGPGDT58
Inflation Linked Korea Treasury Bond
000000000
6693374774.00000000
PA
4782789.84000000
1.296064904406
Long
DBT
NUSS
KR
N
2
2030-06-10
Fixed
1.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZZ6
21192564.00000000
PA
USD
18192284.61000000
4.929838525789
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.13000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AP3
505000.00000000
PA
USD
385943.17000000
0.104584858307
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.63000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2022 Term Loan B6
64072UAM4
184144.21000000
PA
USD
171714.48000000
0.046532069890
Long
LON
CORP
US
N
2
2028-01-18
Variable
9.83000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
39541EAC7
535000.00000000
PA
USD
498776.38000000
0.135160979865
Long
DBT
CORP
LU
N
2
2042-02-23
Fixed
6.51000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-3162.99000000
-0.00085712324
N/A
DFE
BR
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
3163827.23000000
USD
15943000.00000000
BRL
2023-11-03
-3162.99000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE DEC23
000000000
-42.00000000
NC
164409.74000000
0.044552594005
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-BTP Italian Bond Futures
IKZ3 Comdty
2023-12-07
-4784622.00000000
EUR
164409.74000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828S50
11871996.30000000
PA
USD
11105997.53000000
3.009560133015
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.13000000
N
N
N
N
N
N
BXSC Commercial Mortgage Trust
N/A
BXSC Commercial Mortgage Trust 2022-WSS
05610BAJ5
700000.00000000
PA
USD
688600.85000000
0.186600587666
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
7.73000000
N
N
N
N
N
N
DT Midstream, Inc
N/A
DT Midstream, Inc Term Loan B
23345NAB1
119798.40000000
PA
USD
119815.17000000
0.032468128863
Long
LON
CORP
US
N
2
2028-06-26
Variable
7.44000000
N
N
N
N
N
N
2023-11-15
HARTFORD MUTUAL FUNDS INC/CT
John Stanziani
John Stanziani
Assistant Treasurer