0001752724-24-147152.txt : 20240627 0001752724-24-147152.hdr.sgml : 20240627 20240627090904 ACCESSION NUMBER: 0001752724-24-147152 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240627 DATE AS OF CHANGE: 20240627 PERIOD START: 20241031 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: 241075750 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 2024-10-31 2024-04-30 N 405940052.13 62620700.26 343319351.87 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 59265086.96000000 0.00000000 0.00000000 3076609.93000000 BRL EUR GBP MXN NZD SEK USD N Bloomberg Barclays US TIPS 1-10 Year Index LTI1TRUU BENCHMARK Mortgage Trust N/A 08163BBF7 2361691.32000000 PA USD 177326.88000000 0.051650709182 Long ABS-MBS CORP US N 2 2054-01-15 Variable 1.62000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFR7 5425376.60000000 PA USD 5306912.36000000 1.545765576887 Long DBT UST US N 2 2027-10-15 Fixed 1.63000000 N N N N N N Penn Entertainment Inc N/A 70757DAZ2 122812.50000000 PA USD 122850.57000000 0.035783176605 Long LON CORP US N 2 2029-05-03 Floating 8.17000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5375000.00000000 OU Notional Amount USD 1059027.33000000 0.308467123752 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 5375000.00000000 USD 1059027.33000000 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 655000.00000000 PA 515203.02000000 0.150065243102 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 683234XU7 5259041.00000000 PA 3420792.91000000 0.996388025133 Long DBT NUSS CA N 2 2036-12-01 Fixed 2.00000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 84857HAY6 108350.00000000 PA USD 108824.57000000 0.031697767517 Long LON CORP US N 2 2027-01-15 Floating 9.58000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAS2 555000.00000000 PA USD 525862.50000000 0.153170072451 Long DBT CORP US N 2 2028-03-15 Fixed 2.88000000 N N N N Y PPL Corp. USD XXXX N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -41054.29000000 -0.01195804715 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3101932.02000000 USD 15943000.00000000 BRL 2024-06-04 -41054.29000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 3508108.20000000 PA USD -9592.10000000 -0.00279392931 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Long 2028-07-15 3300998.07000000 USD -9592.10000000 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AQ0 595000.00000000 PA USD 587265.00000000 0.171055024076 Long DBT CORP US N 2 2026-05-01 Fixed 4.00000000 N N N N Y FirstEnergy Corp. USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 91282CCM1 21228252.18000000 PA USD 18306644.56000000 5.332249539761 Long DBT UST US N 2 2031-07-15 Fixed 0.13000000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAM7 135444.39000000 PA USD 135707.15000000 0.039527964054 Long LON CORP US N 2 2029-11-22 Floating 8.30000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 1420000.00000000 PA 1224652.65000000 0.356709472777 Long DBT NUSS HU N 2 2032-04-28 Fixed 1.63000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VAZ3 220816.28000000 PA USD 221754.75000000 0.064591392472 Long LON CORP US N 2 2028-12-21 Floating 8.92000000 N N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 153129893.50000000 PA 7476398.38000000 2.177680442211 Long DBT NUSS MX N 2 2031-11-27 Fixed 2.75000000 N N N N N N Verus Securitization Trust N/A 92538WAA5 735420.33000000 PA USD 651179.25000000 0.189671583163 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.72000000 N N N N N N SUNNOVA ENERGY INTL INC 549300JK1Y1VVC3JU540 86745KAF1 720000.00000000 PA USD 322375.89000000 0.093899714141 Long DBT CORP US N 2 2026-12-01 Fixed 0.25000000 N N N N Y Sunnova Energy International Inc USD XXXX N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F82T9 954975.74000000 PA USD 42076.61000000 0.012255822391 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.97000000 N N N N N N Residential Funding Mtg Sec I N/A 76200RAV0 153809.80000000 PA USD 113857.86000000 0.033163834016 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N Belron Finance US LLC N/A 08078UAK9 99250.00000000 PA USD 99280.77000000 0.028917906741 Long LON CORP US N 2 2029-04-18 Floating 7.68000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5510000.00000000 OU Notional Amount USD 837662.04000000 0.243989170851 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2053-06-21 0.00000000 USD -58276.85000000 USD 5510000.00000000 USD 895938.89000000 N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 74839XAJ8 231741.62000000 PA USD 231825.05000000 0.067524609008 Long LON CORP US N 2 2031-04-14 Floating 7.82000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 -57.00000000 NC 212164.67000000 0.061798051535 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Long Gilt Futures G M4 Comdty 2024-06-26 -5629252.84000000 GBP 212164.67000000 N N N Fleetcor Technologies Operating Company LLC 549300FKKKZCXLK48427 33903RAY5 197320.66000000 PA USD 197346.31000000 0.057481848583 Long LON CORP US N 2 2028-04-28 Floating 7.17000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LW96 1349326.08000000 PA USD 888936.02000000 0.258923947968 Long ABS-MBS CORP US N 2 2036-01-25 Floating 6.01000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJY8 10461809.10000000 PA USD 9978982.38000000 2.906618087691 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -90429.67000000 -0.02633981146 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6731747.54000000 USD 1042400000.00000000 JPY 2024-05-31 -90429.67000000 N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 201464.54000000 PA USD 200640.55000000 0.058441375036 Long LON CORP US N 2 2028-05-03 Floating 9.57000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 4244.86000000 0.001236417340 N/A DFE CO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1216962.65000000 USD 4814000000.00000000 COP 2024-05-31 4244.86000000 N N N New Residential Mortgage Loan Trust N/A 64830JAA8 1076775.13000000 PA USD 904188.00000000 0.263366453150 Long ABS-MBS CORP US N 2 2061-04-25 Variable 2.28000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGK1 12842681.40000000 PA USD 11672985.26000000 3.400037078137 Long DBT UST US N 2 2033-01-15 Fixed 1.13000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873AAA6 320200.64000000 PA USD 313875.72000000 0.091423835647 Long ABS-O CORP US N 2 2051-02-27 Variable 5.24000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 173323.88000000 0.050484739370 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 23457000.00000000 BRL 4689055.47000000 USD 2024-05-03 173323.88000000 N N N Beacon Roofing Supply Inc 549300HDXQWWCBOYXP31 07368RAG6 204307.85000000 PA USD 204802.27000000 0.059653575857 Long LON CORP US N 2 2028-05-19 Floating 7.32000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 15727.72000000 0.004581075874 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3556257000.00000000 KRW 2592912.30000000 USD 2024-05-31 15727.72000000 N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UM6 2572.51000000 PA USD 2391.24000000 0.000696506033 Long ABS-MBS CORP US N 2 2034-11-21 Variable 5.37000000 N N N N N N Peraton Corp 549300EQPCK07ZW63836 71360HAB3 175628.81000000 PA USD 175597.20000000 0.051146898374 Long LON CORP US N 2 2028-02-01 Floating 9.17000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WBB0 585000.00000000 PA USD 569205.00000000 0.165794615683 Long DBT CORP US N 2 2026-06-15 Fixed 3.63000000 N N N N Y American Water Works Co., Inc. USD XXXX N N N BENCHMARK Mortgage Trust N/A 08162VAF5 5312897.50000000 PA USD 260651.28000000 0.075920940250 Long ABS-MBS CORP US N 2 2062-03-15 Variable 1.39000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 196.00000000 NC USD -618529.65000000 -0.18016160365 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM4 Comdty 2024-06-18 21676279.65000000 USD -618529.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3483.80000000 0.001014740352 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 869900000.00000000 CLP 909223.94000000 USD 2024-05-31 3483.80000000 N N N IQVIA Inc 549300PLWY28YB00C717 44969CBK5 147773.89000000 PA 158362.01000000 0.046126735687 Long LON CORP US N 2 2025-06-11 Floating 5.90000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 89364MBZ6 257881.67000000 PA USD 259122.08000000 0.075475524053 Long LON CORP US N 2 2028-08-24 Floating 8.57000000 N N N N N N Onslow Bay Financial LLC N/A 67114VAA1 962198.32000000 PA USD 817864.53000000 0.238222670975 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.31000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 60403.33000000 0.017593919384 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 23457000.00000000 BRL 4563885.05000000 USD 2024-06-04 60403.33000000 N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 440000.00000000 PA 460241.68000000 0.134056433898 Long DBT NUSS MK N 2 2025-01-18 Fixed 2.75000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 200000.00000000 PA 116218.28000000 0.033851362985 Long DBT NUSS CL N 2 2051-01-22 Fixed 1.25000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10805000.00000000 OU Notional Amount USD 453279.26000000 0.132028461993 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 10805000.00000000 USD 453279.26000000 N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBB5 186544.43000000 PA USD 180948.10000000 0.052705476406 Long LON CORP US N 2 2028-08-19 Floating 9.42000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 41322.20000000 0.012036082374 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 15943000.00000000 BRL 3110525.80000000 USD 2024-05-03 41322.20000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -96.00000000 NC 166581.54000000 0.048520871046 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXM4 Comdty 2024-06-06 -12643772.07000000 EUR 166581.54000000 N N N Residential Funding Mtg Sec I N/A 76111XG72 70823.63000000 PA USD 61452.59000000 0.017899541539 Long ABS-MBS CORP US N 2 2036-02-25 Variable 5.10000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 28485.86000000 0.008297190311 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 140569000.00000000 MXN 8193767.63000000 USD 2024-05-31 28485.86000000 N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 28414BAF3 204852.22000000 PA USD 204374.91000000 0.059529097001 Long LON CORP US N 2 2027-08-01 Floating 7.18000000 N N N N N N Ellington Financial Mortgage Trust N/A 31573CAA3 542486.32000000 PA USD 452676.08000000 0.131852771343 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.21000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 10586991.60000000 PA USD -5195.10000000 -0.00151319754 N/A DIR US N 2 BofA Securities, Inc. 549300HN4UKV1E2R3U73 Long 2025-07-15 10324673.22000000 USD -5195.10000000 N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 03852JAR2 93250.00000000 PA USD 93086.81000000 0.027113767252 Long LON CORP US N 2 2027-01-15 Floating 7.18000000 N N N N N N Verus Securitization Trust N/A 92538HAA8 895477.91000000 PA USD 748227.31000000 0.217939159538 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.94000000 N N N N N N NEW ZEALAND GVT ILB 549300237GPHG2AI7C34 000000000 7593974.00000000 PA 4291436.81000000 1.249983954188 Long DBT NUSS NZ N 2 2035-09-20 Fixed 2.50000000 N N N N N N Tricon Residential 549300Z2X1L1L3MID765 89616QAA9 1441964.62000000 PA USD 1366331.70000000 0.397976896017 Long ABS-O CORP US N 2 2039-04-17 Fixed 3.86000000 N N N N N N Nascar Holdings LLC 254900HRWKQR5V0WN013 63108EAB4 57737.46000000 PA USD 58014.02000000 0.016897975509 Long LON CORP US N 2 2026-10-19 Floating 7.93000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 12186000.00000000 PA 2230879.21000000 0.649797105187 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 7306.58000000 0.002128216763 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6233223.82000000 EUR 6667615.63000000 USD 2024-05-31 7306.58000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 41.00000000 NC USD -109360.74000000 -0.03185393989 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Note Futures UXYM4 Comdty 2024-06-18 4628329.49000000 USD -109360.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2496.53000000 -0.00072717427 N/A DFE CL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 908236.67000000 USD 869900000.00000000 CLP 2024-05-31 -2496.53000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 191.00000000 NC USD -379274.37000000 -0.11047276185 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM4 Comdty 2024-06-28 20385032.28000000 USD -379274.37000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CCA7 11665168.80000000 PA USD 11115955.97000000 3.237788930176 Long DBT UST US N 2 2026-04-15 Fixed 0.13000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBC0 590000.00000000 PA USD 583805.00000000 0.170047216045 Long DBT CORP US N 2 2026-08-15 Fixed 4.25000000 N N N N Y CenterPoint Energy Inc USD XXXX N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 560000.00000000 OU Notional Amount USD -14312.39000000 -0.00416882704 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Markit iBoxx USD Liquid High Yield Index IBOXHY INDEX Y equity-performance leg 2024-06-20 0.00000000 USD 0.00000000 USD 560000.00000000 USD -14312.39000000 N N N HSI Asset Securitization Corporation Trust N/A 40430HFM5 597311.54000000 PA USD 582246.92000000 0.169593387855 Long ABS-O CORP US N 2 2036-02-25 Floating 5.97000000 N N N N N N Boels Topholding BV 724500V913SEHSEW2O75 000000000 250000.00000000 PA 266688.08000000 0.077679303117 Long LON CORP NL N 2 2027-02-06 Floating 7.14000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 02474RAJ2 195803.81000000 PA USD 196226.75000000 0.057155749867 Long LON CORP US N 2 2031-01-31 Floating 7.32000000 N N N N N N Bank N/A 065402BD0 5742067.03000000 PA USD 202496.29000000 0.058981903844 Long ABS-MBS CORP US N 2 2062-05-15 Variable 1.03000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 113749.89000000 0.033132385162 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 82026000.00000000 SEK 7567135.56000000 USD 2024-05-31 113749.89000000 N N N IMMUNOCORE HOLDINGS 213800IUE3DFS84BVN18 45258DAA3 280000.00000000 PA USD 276220.48000000 0.080455843370 Long DBT CORP GB N 2 2030-02-01 Fixed 2.50000000 N N N N N Immunocore Holdings PLC USD XXXX N N N Fixed Income Clearing Corp. 549300H47WTHXPU08X20 000000000 363854.00000000 PA USD 363854.00000000 0.105981209045 Long RA CORP US N 2 Repurchase N 5.31000000 2024-05-01 429900.00000000 USD 371131.08000000 USD UST N N N IQVIA Inc 549300PLWY28YB00C717 44969CBN9 184537.50000000 PA USD 185260.89000000 0.053961679990 Long LON CORP US N 2 2031-01-02 Floating 7.31000000 N N N N N N ALLIANT ENERGY CORP 5493009ML300G373MZ12 018802AC2 590000.00000000 PA USD 577020.00000000 0.168070921973 Long DBT CORP US N 2 2026-03-15 Fixed 3.88000000 N N N N Y Alliant Energy Corp. USD XXXX N N N Goldman Sachs Financial Square Funds - Government Fund 549300BRJMXN4GUWZ402 38141W273 57015.00000000 NS USD 57015.00000000 0.016606986961 Long STIV RF US N 1 N N SWEDEN I/L BOND ERE94C0BSULG2RM19605 000000000 85967136.99000000 PA 7181176.84000000 2.091690084140 Long DBT NUSS SE N 2 2032-06-01 Fixed 0.13000000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39538WBW7 113623.22000000 PA USD 84717.06000000 0.024675876713 Long ABS-MBS CORP US N 2 2045-10-25 Floating 6.49000000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 57015.00000000 NS USD 57015.00000000 0.016606986961 Long STIV RF US N 1 N N Go Daddy Operating Company LLC 5493005GJOH8HLL11157 38017BAV8 208089.87000000 PA USD 208081.55000000 0.060608744851 Long LON CORP US N 2 2029-11-09 Floating 7.32000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 4679576.23000000 PA 882922.71000000 0.257172427126 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N Boluda Towage SL N/A 000000000 760000.00000000 PA 810310.01000000 0.236022235736 Long LON CORP ES N 2 2030-01-31 None 0.00000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 18476197.21000000 PA USD -18995.10000000 -0.00553277870 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Long 2026-01-15 17839972.59000000 USD -18995.10000000 N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EA9 890000.00000000 PA USD 566001.06000000 0.164861391272 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.13000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAK4 525000.00000000 PA USD 525787.50000000 0.153148226901 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N Y PG&E Corp. USD XXXX N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 66361.69000000 0.019329434719 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 15241000.00000000 NZD 9047072.84000000 USD 2024-05-31 66361.69000000 N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282GAD9 9756.10000000 PA USD 9750.83000000 0.002840163231 Long LON CORP US N 2 2028-11-30 Floating 7.82000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -73.00000000 NC USD 511871.91000000 0.149094977376 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CME Ultra Long Term U.S. Treasury Bond Futures WNM4 Comdty 2024-06-18 -9239934.41000000 USD 511871.91000000 N N N WAMU Mortgage Pass-Through Certificates N/A 92922FTJ7 185939.20000000 PA USD 168942.81000000 0.049208647598 Long ABS-MBS CORP US N 2 2044-06-25 Floating 6.27000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75971EAH9 687617.11000000 PA USD 242585.54000000 0.070658859944 Long ABS-MBS CORP US N 2 2036-11-25 Variable 6.12000000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282GAC1 127639.02000000 PA USD 127570.09000000 0.037157850061 Long LON CORP US N 2 2028-11-30 Floating 7.82000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 16466.81000000 0.004796353572 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4948000.00000000 CAD 3612506.81000000 USD 2024-05-31 16466.81000000 N N N Angel Oak Mortgage Trust N/A 03464BAA6 1117393.08000000 PA USD 978779.24000000 0.285092941795 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.88000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNJ7 5197387.68000000 PA USD 281170.36000000 0.081897614704 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.21000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAG1 128700.00000000 PA USD 128828.70000000 0.037524450427 Long LON CORP US N 2 2030-02-06 Floating 8.67000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 18119.05000000 0.005277608122 N/A DFE ZA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1062101.85000000 USD 20382000.00000000 ZAR 2024-05-31 18119.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4365000.00000000 OU Notional Amount USD 17850.84000000 0.005199485523 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 17850.84000000 N N N Delta 2 (LUX) Sarl 549300BBG8Z3D6QSYP53 000000000 125000.00000000 PA USD 125093.75000000 0.036436556610 Long LON CORP LU N 2 2030-01-15 Floating 7.56000000 N N N N N N ExGen Renewables IV LLC 5493004JBPWTPTK8LB51 30204KAD8 108743.32000000 PA USD 108637.84000000 0.031643377924 Long LON CORP US N 2 2027-12-15 Floating 8.10000000 N N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 19191239.28000000 PA 927205.47000000 0.270070843647 Long DBT NUSS MX N 2 2050-11-03 Fixed 4.00000000 N N N N N N NEW ZEALAND GVT ILB 549300237GPHG2AI7C34 000000000 7951500.00000000 PA 4342918.73000000 1.264979298820 Long DBT NUSS NZ N 2 2040-09-20 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RA8 4997161.47000000 PA USD 3634165.74000000 1.058537982262 Long DBT UST US N 2 2043-02-15 Fixed 0.63000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 000000000 125417.93000000 PA USD 125810.49000000 0.036645324335 Long LON CORP PA N 2 2028-10-18 Floating 8.07000000 N N N N N N WEX Inc T9M5IGROL1TL1G5OV478 96208UAU5 245134.27000000 PA USD 245702.98000000 0.071566889154 Long LON CORP US N 2 2028-03-31 Floating 7.32000000 N N N N N N Standard Industries Inc 54930064UHXCIUWVI755 85350EAB2 115797.02000000 PA USD 116074.93000000 0.033809608857 Long LON CORP US N 2 2028-09-22 Floating 7.68000000 N N N N N N Credit Suisse Mortgage Trust N/A 126416AA4 1194276.86000000 PA USD 1017471.46000000 0.296362979382 Long ABS-MBS CORP US N 2 2066-11-25 Variable 2.27000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z37 13725781.44000000 PA USD 12168852.05000000 3.544470180232 Long DBT UST US N 2 2030-01-15 Fixed 0.13000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579SS8 228856.04000000 PA USD 167828.05000000 0.048883946997 Long ABS-MBS CORP US N 2 2035-06-25 Variable 5.71000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V49 3544999.20000000 PA USD 3351817.48000000 0.976297275916 Long DBT UST US N 2 2027-01-15 Fixed 0.38000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 995000.00000000 OU Notional Amount USD -26254.11000000 -0.00764713956 N/A DCR US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Markit iBoxx USD Liquid High Yield Index IBOXHY INDEX Y equity-performance leg 2024-06-20 0.00000000 USD 0.00000000 USD 995000.00000000 USD -26254.11000000 N N N Angel Oak Mortgage Trust N/A 03465MAA1 462690.76000000 PA USD 391514.39000000 0.114037961410 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.82000000 N N N N N N Multifamily Structured Credit Risk N/A 35563FAA9 26425.41000000 PA USD 25834.01000000 0.007524775361 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 7.33000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 1085000.00000000 PA 1124394.75000000 0.327506953475 Long DBT NUSS MK N 2 2026-06-03 Fixed 3.68000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AEG6 61450.60000000 PA USD 56707.98000000 0.016517560018 Long ABS-MBS CORP US N 2 2035-10-25 Floating 7.67000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4060000.00000000 OU Notional Amount USD 49670.28000000 0.014467661007 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 49670.28000000 N N N JP Morgan Mortgage Trust N/A 46629DAW5 263551.90000000 PA USD 196815.74000000 0.057327307338 Long ABS-MBS CORP US N 2 2037-01-25 Variable 4.37000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F83S0 1727819.08000000 PA USD 86058.69000000 0.025066658646 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.12000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 310000.00000000 PA USD 201500.00000000 0.058691710473 Long DBT NUSS GH N 2 2030-10-14 Fixed 10.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282L3 12011274.50000000 PA USD 11306076.48000000 3.293166091109 Long DBT UST US N 2 2027-07-15 Fixed 0.38000000 N N N N N N HSBC U.S. Government Money Market Fund 213800MK2OTSN7TSAV83 40428X107 190050.00000000 NS USD 190050.00000000 0.055356623203 Long STIV RF US N 1 N N United Rentals Inc NGIZXNT70J2LYT3FBI09 91136EAL9 300000.00000000 PA USD 300999.00000000 0.087673181939 Long LON CORP US N 2 2031-02-14 Floating 7.07000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A 939346AA0 371121.12000000 PA USD 294855.69000000 0.085883795479 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.92000000 N N N N N N ALNYLAM PHARMACEUTICALS 529900S3ZI14OWRJII50 02043QAB3 190000.00000000 PA USD 174382.00000000 0.050792942212 Long DBT CORP US N 2 2027-09-15 Fixed 1.00000000 N N N N N Alnylam Pharmaceuticals, Inc. USD XXXX N N N Delos Aircraft Designated Activity Co N/A 000000000 200000.00000000 PA USD 200100.00000000 0.058283926877 Long LON CORP IE N 2 2027-10-31 None 0.00000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036SE7 50580.05000000 PA USD 49967.29000000 0.014554172296 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.97000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAX4 149647.63000000 PA USD 150389.88000000 0.043804661514 Long LON CORP US N 2 2030-06-20 Floating 8.57000000 N N N N N N Emrld Borrower LP 5493000GJYE7GAQCUC61 26872NAC3 66616.01000000 PA USD 66812.53000000 0.019460752688 Long LON CORP US N 2 2030-05-31 Floating 7.82000000 N N N N N N BLACK KNIGHT INFOSERV LL 549300H5PS5C68DAUX66 092174AA9 370000.00000000 PA USD 342233.94000000 0.099683847745 Long DBT CORP US N 2 2028-09-01 Fixed 3.63000000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90351HAE8 192400.00000000 PA USD 193121.50000000 0.056251271286 Long LON CORP US N 2 2028-11-22 Floating 7.32000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19005.00000000 NS USD 19005.00000000 0.005535662320 Long STIV RF US N 1 N N SS&C Technologies Inc 549300KY09TR3J12JU49 78466DBF0 134593.93000000 PA USD 134565.67000000 0.039195480612 Long LON CORP US N 2 2025-04-16 Floating 7.18000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 9572247.91000000 PA 1808282.67000000 0.526705721699 Long DBT NUSS BR N 2 2055-05-15 Fixed 6.00000000 N N N N N N GSR Mortgage Loan Trust N/A 362341MC0 241990.32000000 PA USD 128458.79000000 0.037416705262 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.77000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -14.00000000 NC 60606.53000000 0.017653106260 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBM4 Comdty 2024-06-06 -1861670.20000000 EUR 60606.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18520000.00000000 OU Notional Amount USD 1714950.89000000 0.499520601055 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 1714950.89000000 N N N Deutsche Bank Commercial Mortgage Trust N/A 233063AW6 1719230.85000000 PA USD 90130.85000000 0.026252772967 Long ABS-MBS CORP US N 2 2053-09-15 Variable 1.82000000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05350NAP9 67859.19000000 PA USD 68017.98000000 0.019811868928 Long LON CORP US N 2 2027-11-08 Floating 7.42000000 N N N N N N Apollo Aviation Securitization Equity Trust N/A 00255UAA3 101087.66000000 PA USD 93001.58000000 0.027088941970 Long ABS-O CORP US N 2 2040-01-16 Fixed 3.35000000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988LAK3 160479.00000000 PA USD 160663.55000000 0.046797114443 Long LON CORP US N 2 2027-12-15 Floating 8.17000000 N N N N N N Great Outdoors Group LLC 549300IYLDI2E8I2AU46 07014QAN1 153854.38000000 PA USD 153771.30000000 0.044789581234 Long LON CORP US N 2 2028-03-06 Floating 9.18000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBF7 28294993.80000000 PA USD 24574838.47000000 7.158011436333 Long DBT UST US N 2 2031-01-15 Fixed 0.13000000 N N N N N N COLT Funding LLC N/A 19688HAA9 1067331.81000000 PA USD 910675.57000000 0.265256113597 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 81527CAP2 218344.48000000 PA USD 219082.48000000 0.063813029707 Long LON CORP US N 2 2028-02-24 Floating 9.07000000 N N N N N N MP MATERIALS CORP 89450063PHPS61USMT84 553368AA9 425000.00000000 PA USD 375125.73000000 0.109264370900 Long DBT CORP US N 2 2026-04-01 Fixed 0.25000000 N N N N Y MP Materials Corp USD XXXX N N II-VI Incorporated 549300O5C25A0MMHHU33 45173JAR5 226165.18000000 PA USD 226800.70000000 0.066061146499 Long LON CORP US N 2 2029-07-02 Floating 7.83000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 1170000.00000000 PA 1089193.89000000 0.317253858271 Long DBT NUSS MK N 2 2028-03-10 Fixed 1.63000000 N N N N N N COMM Mortgage Trust N/A 12659DAA8 223000.00000000 PA USD 200353.97000000 0.058357901734 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 12530MAB1 247308.83000000 PA USD 212010.39000000 0.061753113783 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.99000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHP9 13949674.90000000 PA USD 12944499.69000000 3.770396168900 Long DBT UST US N 2 2033-07-15 Fixed 1.38000000 N N N N N N KFC Holding Co 549300G2LG4YUB3MM115 72584DAF1 322990.87000000 PA USD 322561.29000000 0.093953716341 Long LON CORP US N 2 2028-03-15 Floating 7.18000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LBX6 250176.85000000 PA USD 249836.61000000 0.072770908088 Long LON CORP US N 2 2027-02-01 Floating 7.05000000 N N N N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 18449EAG5 337237.50000000 PA USD 338080.59000000 0.098474084888 Long LON CORP US N 2 2028-10-08 Floating 7.18000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2110000.00000000 OU Notional Amount USD 11535.92000000 0.003360113531 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Brazil Government International Bonds Brazil Government International Bonds Y buy protection 2028-06-20 88823.87000000 USD 0.00000000 USD 2110000.00000000 USD -77287.95000000 N N N United States Treasury 254900HROIFWPRGM1V77 9128283R9 6263993.40000000 PA USD 5848310.23000000 1.703460698660 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285W6 45856950.00000000 PA USD 42973747.00000000 12.51713507145 Long DBT UST US N 2 2029-01-15 Fixed 0.88000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1735000.00000000 OU Notional Amount USD -7108.39000000 -0.00207048917 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 FED REPUBLIC OF BRAZIL FED REPUBLIC OF BRAZIL Y buy protection 2027-06-20 60928.58000000 USD 0.00000000 USD 1735000.00000000 USD -68036.97000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CDC2 41692622.40000000 PA USD 39483251.54000000 11.50044450595 Long DBT UST US N 2 2026-10-15 Fixed 0.13000000 N N N N N N GSAA Home Equity Trust N/A 362375AC1 536263.42000000 PA USD 132351.31000000 0.038550495123 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.98000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -60797.53000000 -0.01770873959 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4576529.12000000 USD 23457000.00000000 BRL 2024-05-03 -60797.53000000 N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325DX0 685000.00000000 PA USD 369498.42000000 0.107625281822 Long DBT NUSS CO N 2 2061-02-15 Fixed 3.88000000 N N N N N N Ingersoll-Rand Services Company 549300YHGS5RRRQQ4T26 365556AU3 50562.84000000 PA USD 50638.18000000 0.014749585109 Long LON CORP US N 2 2027-03-01 Floating 7.17000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1660000.00000000 OU Notional Amount 322691.35000000 0.093991599437 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Anglo American Capital PLC Anglo American Capital PLC Y sell protection 2028-12-20 241310.82000000 EUR 0.00000000 EUR 1660000.00000000 EUR 57659.51000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 19952180.72000000 PA USD -11692.09000000 -0.00340560179 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Long 2025-04-15 19415213.58000000 USD -11692.09000000 N N N Mileage Plus Holdings LLC N/A 59921PAB2 117000.00000000 PA USD 119985.84000000 0.034948755246 Long LON CORP US N 2 2027-06-21 Floating 10.73000000 N N N N N N Aramark Services Inc 42YMHYH0XMHJEXDUB065 03852JAV3 142719.33000000 PA USD 142540.93000000 0.041518466472 Long LON CORP US N 2 2030-06-22 Floating 7.32000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 57645RAA9 687340.98000000 PA USD 278873.76000000 0.081228674841 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.91000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84T7 6389431.29000000 PA USD 269770.73000000 0.078577198905 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.94000000 N N N N N N Deutsche Alt-A Securities INC Mortgage Loan Trust N/A 25150MAC0 148345.85000000 PA USD 132582.34000000 0.038617788154 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.73000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 1360000.00000000 PA 1115703.02000000 0.324975278533 Long DBT NUSS MX N 2 2033-10-25 Fixed 1.45000000 N N N N N N Chase Mortgage Finance Corporation N/A 16162WPE3 188265.51000000 PA USD 172065.23000000 0.050118127353 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.90000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEZ0 21469124.25000000 PA USD 18909117.32000000 5.507734188884 Long DBT UST US N 2 2032-07-15 Fixed 0.63000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBY0 785000.00000000 PA USD 776557.21000000 0.226190922757 Long DBT CORP US N 2 2026-04-15 Fixed 4.13000000 N N N N Y Duke Energy Corp. USD XXXX N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41162DAF6 245919.82000000 PA USD 211764.56000000 0.061681509896 Long ABS-MBS CORP US N 2 2038-01-19 Floating 5.81000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -496.62000000 -0.00014465249 N/A DFE KR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 479218.99000000 USD 660589000.00000000 KRW 2024-05-31 -496.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -117802.90000000 -0.03431292158 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3187006.50000000 USD 15943000.00000000 BRL 2024-05-03 -117802.90000000 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DP9 790000.00000000 PA USD 789210.00000000 0.229876351478 Long DBT CORP US N 2 2025-12-15 Fixed 3.88000000 N N N N Y Southern Co. USD XXXX N N N COMM Mortgage Trust N/A 12659DAJ9 225000.00000000 PA USD 194690.41000000 0.056708253973 Long ABS-MBS CORP US N 2 2039-01-10 Variable 4.08000000 N N N N N N Banc of America Funding Corporation N/A 05951UAW1 358075.51000000 PA USD 294607.45000000 0.085811489621 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.55000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 57015.00000000 NS USD 57015.00000000 0.016606986961 Long STIV RF US N 1 N N Catalent Pharma Solutions Inc 549300HALRZ339MSTH85 14880BAH4 194485.45000000 PA USD 194201.50000000 0.056565847203 Long LON CORP US N 2 2028-02-22 Floating 7.43000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 488.00000000 NC USD -567930.30000000 -0.16542332871 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM4 Comdty 2024-06-28 99464180.30000000 USD -567930.30000000 N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 89334GAX2 312950.24000000 PA USD 313106.72000000 0.091199845943 Long LON CORP US N 2 2026-11-16 Floating 7.17000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410346AX8 99000.00000000 PA USD 98958.42000000 0.028824014568 Long LON CORP US N 2 2030-03-08 Floating 9.07000000 N N N N N N SkyMiles IP Ltd 2549008L7P4I8VB90936 24736CBS2 105172.48000000 PA USD 108338.17000000 0.031556091845 Long LON CORP KY N 2 2027-10-20 Floating 9.07000000 N N N N N N PRP Advisors, LLC N/A 693587AA5 115665.37000000 PA USD 114373.34000000 0.033313979936 Long ABS-MBS CORP US N 2 2025-11-25 Variable 5.36000000 N N N N N N KOREA TREASURY ILB 549300O0QCVSQGPGDT58 000000000 3450689373.28000000 PA 2556350.83000000 0.744598524981 Long DBT NUSS KR N 2 2030-06-10 Fixed 1.13000000 N N N N N N Quartz Acquireco LLC N/A 74773KAB1 99500.00000000 PA USD 99935.81000000 0.029108702860 Long LON CORP US N 2 2030-06-28 Floating 8.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 21418947.00000000 PA USD 18872121.11000000 5.496958154909 Long DBT UST US N 2 2030-07-15 Fixed 0.13000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAM4 183216.53000000 PA USD 176508.97000000 0.051412473266 Long LON CORP US N 2 2028-01-18 Floating 9.82000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 535000.00000000 PA USD 536763.63000000 0.156345288162 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828S50 11998809.90000000 PA USD 11431341.90000000 3.329652650727 Long DBT UST US N 2 2026-07-15 Fixed 0.13000000 N N N N N N BXSC Commercial Mortgage Trust N/A 05610BAJ5 700000.00000000 PA USD 691250.00000000 0.201343150694 Long ABS-MBS CORP US N 2 2035-03-15 Floating 7.71000000 N N N N N N DT Midstream Inc N/A 23345NAB1 119798.40000000 PA USD 120228.48000000 0.035019429969 Long LON CORP US N 2 2028-06-26 Floating 7.43000000 N N N N N N Oryx Midstream Services Permian Basin LLC 254900YYHRDANYFAHC43 68764JAH4 135521.88000000 PA USD 135860.68000000 0.039572683351 Long LON CORP US N 2 2028-10-05 Floating 8.44000000 N N N N N N 2024-05-29 HARTFORD MUTUAL FUNDS INC/CT John Stanziani John Stanziani Assistant Treasurer