0001752724-24-147393.txt : 20240627
0001752724-24-147393.hdr.sgml : 20240627
20240627094115
ACCESSION NUMBER: 0001752724-24-147393
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 II INC
CENTRAL INDEX KEY: 0000049905
ORGANIZATION NAME:
IRS NUMBER: 416009937
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00558
FILM NUMBER: 241075917
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 Schroders US MidCap Opportunities Fund
DATE OF NAME CHANGE: 20190501
FORMER COMPANY:
FORMER CONFORMED NAME: HARTFORD MUTUAL FUNDS II INC
DATE OF NAME CHANGE: 20020419
FORMER COMPANY:
FORMER CONFORMED NAME: HARTFORD FORTIS SERIES FUND INC
DATE OF NAME CHANGE: 20020215
0000049905
S000073611
Hartford Schroders Core Fixed Income Fund
C000230636
Class SDR
SCBRX
C000230637
Class F
HSSFX
C000230638
Class Y
SCBIX
C000230639
Class I
HSAEX
C000230640
Class R4
HSSBX
C000230641
Class R3
HSACX
C000230642
Class R5
HSADX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000049905
XXXXXXXX
S000073611
C000230642
C000230637
C000230636
C000230639
C000230641
C000230640
C000230638
HARTFORD MUTUAL FUNDS II INC
811-00558
0000049905
549300EJOMNL7BM98413
690 LEE ROAD
WAYNE
19087
610-386-4068
Hartford Schroders Core Fixed Income Fund
S000073611
549300YBXYLLI0B1ZP15
2024-10-31
2024-04-30
N
85401373.52
666055.74
84735317.78
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
224009.20000000
0.00000000
0.00000000
2254435.35000000
USD
N
Barclays US Aggregate
LBUSTRUU
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
1475000.00000000
PA
USD
1291431.65000000
1.524077189812
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NCB9
336000.00000000
PA
USD
332153.04000000
0.391988899908
Long
DBT
CORP
CA
N
2
2029-04-05
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ENL0
498643.66000000
PA
USD
494804.48000000
0.583941257274
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE
88258MAB1
226000.00000000
PA
USD
220331.67000000
0.260023418537
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.17000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII Ltd
55819BAW0
766853.61000000
PA
USD
767413.41000000
0.905659446504
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
6.53000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF73
513112.01000000
PA
USD
508821.11000000
0.600482919437
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
466000.00000000
PA
USD
449939.72000000
0.530994314753
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48000000
N
N
N
N
N
N
Chase Auto Owner Trust
N/A
Chase Auto Owner Trust 2024-1
16144BAC2
428222.00000000
PA
USD
424454.37000000
0.500917894828
Long
ABS-O
CORP
US
N
2
2029-05-25
Fixed
5.13000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBB3
459000.00000000
PA
USD
467039.46000000
0.551174495164
Long
DBT
CORP
US
N
2
2028-09-29
Fixed
5.80000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBE8
421000.00000000
PA
USD
421046.74000000
0.496896395778
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.20000000
N
N
N
N
N
N
Nevada Housing Division
549300RE377OK3CTT852
NEVADA ST HSG DIV SF MTGE REVENUE
641279XP4
455000.00000000
PA
USD
466944.39000000
0.551062298736
Long
DBT
MUN
US
N
2
2054-10-01
Fixed
6.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNG7
540523.04000000
PA
USD
530568.65000000
0.626148179885
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
5.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DL6
385000.00000000
PA
USD
387369.71000000
0.457152601947
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.53000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AJ4
1053000.00000000
PA
USD
1003203.08000000
1.183925553456
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
773000.00000000
PA
USD
682027.62000000
0.804891794671
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AL5
385000.00000000
PA
USD
374048.04000000
0.441431093668
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.65000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
352000.00000000
PA
USD
320871.66000000
0.378675230596
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67000000
N
N
N
N
N
N
MMH MASTER LLC
N/A
MMH Master LLC
55318RAA9
100000.00000000
PA
USD
98705.00000000
0.116486256954
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
554000.00000000
PA
USD
456558.85000000
0.538805850926
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGK0
573316.41000000
PA
USD
529054.30000000
0.624361026618
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDT3
190000.00000000
PA
USD
186362.57000000
0.219934939624
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.95000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBZ7
195000.00000000
PA
USD
193831.19000000
0.228748997558
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.00000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49446RAW9
193000.00000000
PA
USD
162107.71000000
0.191310676878
Long
DBT
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAQ5
227000.00000000
PA
USD
237617.72000000
0.280423471847
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAU4
579000.00000000
PA
USD
603294.68000000
0.711975473516
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.55000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55607PAF2
510000.00000000
PA
USD
461806.01000000
0.544998262942
Long
DBT
CORP
AU
N
2
2027-09-23
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TV0
405000.00000000
PA
USD
402468.75000000
0.474971665350
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D59
383000.00000000
PA
USD
391210.96000000
0.461685835669
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
6.80000000
N
N
N
N
N
N
Iowa Finance Authority
549300NQVL49BTHOW391
IOWA ST FIN AUTH SF MTGE REVENUE
4624677P0
100000.00000000
PA
USD
101531.80000000
0.119822292120
Long
DBT
MUN
US
N
2
2054-07-01
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
3545000.00000000
PA
USD
3094120.31000000
3.651512015371
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.88000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCD7
518000.00000000
PA
USD
541246.78000000
0.638749926453
Long
DBT
CORP
IT
N
2
2033-11-28
Fixed
7.20000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397E25
486000.00000000
PA
USD
478435.90000000
0.564623952012
Long
DBT
CORP
US
N
2
2031-03-05
Fixed
6.05000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAA5
29945.36000000
PA
USD
28548.75000000
0.033691677505
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAZ2
307000.00000000
PA
USD
298466.29000000
0.352233635064
Long
DBT
CORP
US
N
2
2034-04-18
Fixed
5.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
6694800.00000000
PA
USD
6594378.00000000
7.782325213107
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADC6
74000.00000000
PA
USD
74611.48000000
0.088052398875
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
PROLOGIS TARGETED US
5493004DTBWUQ9F2VJ87
Prologis Targeted US Logistics Fund LP
74350LAA2
95000.00000000
PA
USD
93209.55000000
0.110000826623
Long
DBT
US
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
180.00000000
NC
USD
-506072.09000000
-0.59723867598
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
19844822.09000000
USD
-506072.09000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNH5
775066.84000000
PA
USD
779513.14000000
0.919938887848
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
6.00000000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AR5
36000.00000000
PA
USD
35292.59000000
0.041650389618
Long
DBT
CORP
CA
N
2
2025-10-01
Fixed
4.15000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAE4
331000.00000000
PA
USD
320301.58000000
0.378002453276
Long
DBT
CORP
IE
N
2
2035-03-28
Fixed
5.87000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAY7
240000.00000000
PA
USD
236857.60000000
0.279526419686
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.95000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BU8
183000.00000000
PA
USD
194382.73000000
0.229399894982
Long
DBT
CORP
US
N
2
2034-10-20
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
870989.40000000
PA
USD
825750.88000000
0.974506146473
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAN8
712000.00000000
PA
USD
622221.24000000
0.734311567244
Long
DBT
CORP
NL
N
2
2028-07-12
Fixed
1.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWKQ5
715714.13000000
PA
USD
721586.31000000
0.851576802807
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKF7
76000.00000000
PA
USD
73387.50000000
0.086607924443
Long
DBT
UST
US
N
2
2031-03-31
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFG3
890889.34000000
PA
USD
844598.48000000
0.996749055916
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BS3
341000.00000000
PA
USD
340321.85000000
0.401629283887
Long
DBT
CORP
US
N
2
2034-08-18
Fixed
5.94000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKB6
448000.00000000
PA
USD
444447.50000000
0.524512696292
Long
DBT
UST
US
N
2
2026-02-28
Fixed
4.63000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30 LTD
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675920AJ1
190295.37000000
PA
USD
190485.67000000
0.224800797342
Long
ABS-CBDO
CORP
KY
N
2
2030-03-17
Floating
6.59000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
170000.00000000
PA
USD
159287.95000000
0.187982949935
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.30000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECK9
248000.00000000
PA
USD
253346.87000000
0.298986156702
Long
DBT
CORP
GB
N
2
2029-09-13
Fixed
6.49000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
21.00000000
NC
USD
-24298.54000000
-0.02867581149
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
2223884.49000000
USD
-24298.54000000
N
N
N
Nebraska Investment Finance Authority
549300OIIXIM3SRZWK33
NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE
63968M5H8
100000.00000000
PA
USD
102008.24000000
0.120384560620
Long
DBT
MUN
US
N
2
2047-09-01
Fixed
6.25000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2024-2
379931AD0
539000.00000000
PA
USD
534813.64000000
0.631157885533
Long
ABS-O
CORP
US
N
2
2029-03-16
Fixed
5.10000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HASK3
615418.00000000
PA
USD
585961.26000000
0.691519516715
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Variable
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACY9
418000.00000000
PA
USD
400444.71000000
0.472583003747
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
375000.00000000
PA
USD
313191.48000000
0.369611501089
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO, LTD
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136MAU2
251604.10000000
PA
USD
251817.71000000
0.297181525481
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEL3
916507.29000000
PA
USD
869190.71000000
1.025771464334
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
477000.00000000
PA
USD
433668.06000000
0.511791389189
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HRA3
30000.00000000
PA
USD
29322.72000000
0.034605074682
Long
DBT
MUN
US
N
2
2034-05-15
Fixed
4.93000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAS1
131000.00000000
PA
USD
123043.03000000
0.145208672397
Long
DBT
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
672000.00000000
PA
USD
529811.61000000
0.625254762572
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
1862000.00000000
PA
USD
1520075.71000000
1.793910437613
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.63000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE
88258MAA3
262880.89000000
PA
USD
260102.19000000
0.306958416885
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.10000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
280000.00000000
PA
USD
272335.34000000
0.321395313235
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.44000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLE7
297000.00000000
PA
USD
293818.55000000
0.346748625836
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
5.08000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
296000.00000000
PA
USD
257770.11000000
0.304206223276
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AG3
282000.00000000
PA
USD
288453.88000000
0.340417534927
Long
DBT
CORP
GB
N
2
2026-11-10
Fixed
7.47000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KB2
1692000.00000000
PA
USD
1666013.89000000
1.966138717182
Long
STIV
UST
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BE9
279000.00000000
PA
USD
275583.68000000
0.325228826916
Long
DBT
CORP
GB
N
2
2034-04-05
Fixed
5.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECJ2
506000.00000000
PA
USD
511597.06000000
0.603758944208
Long
DBT
CORP
GB
N
2
2027-09-13
Fixed
6.50000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NB76
1325000.00000000
PA
USD
1211077.96000000
1.429248147914
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
689000.00000000
PA
USD
686654.46000000
0.810352138859
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57000000
N
N
N
N
N
N
Indiana Housing & Community Development Authority
549300QRKDYVNHT1OE86
INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE
45505TY54
120000.00000000
PA
USD
122090.26000000
0.144084265213
Long
DBT
MUN
US
N
2
2054-07-01
Fixed
6.25000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BZ1
323000.00000000
PA
USD
314371.30000000
0.371003860298
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.40000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBX9
308000.00000000
PA
USD
300863.54000000
0.355062738752
Long
DBT
CORP
FR
N
2
2035-01-19
Fixed
6.07000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BH2
309000.00000000
PA
USD
297535.91000000
0.351135651337
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
480000.00000000
PA
USD
449200.63000000
0.530122081050
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HE0
509000.00000000
PA
USD
495636.00000000
0.584922571821
Long
STIV
UST
US
N
2
2024-10-31
None
0.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PER9
220000.00000000
PA
USD
219655.33000000
0.259225238961
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGA3
531000.00000000
PA
USD
521562.30000000
0.615519376883
Long
DBT
UST
US
N
2
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
NATIONAL SECS CLEARING
549300RYC9NELN2ICA34
National Securities Clearing Corp
637639AK1
390000.00000000
PA
USD
385189.81000000
0.454580002874
Long
DBT
CORP
US
N
2
2028-05-30
Fixed
5.00000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBB9
523000.00000000
PA
USD
457537.46000000
0.539960753068
Long
DBT
US
N
2
2029-06-21
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
372000.00000000
PA
USD
320296.59000000
0.377996564350
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.85000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2024-B Owner Trust
89237NAD9
1153000.00000000
PA
USD
1153571.08000000
1.361381664957
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.33000000
N
N
N
N
N
N
AGCO CORP
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084AS1
167000.00000000
PA
USD
163388.59000000
0.192822301586
Long
DBT
CORP
US
N
2
2034-03-21
Fixed
5.80000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAB0
179000.00000000
PA
USD
174224.48000000
0.205610227900
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AC9
247000.00000000
PA
USD
200845.82000000
0.237027281258
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAB8
427000.00000000
PA
USD
426492.45000000
0.503323125673
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
316000.00000000
PA
USD
304675.65000000
0.359561583035
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABW6
740000.00000000
PA
USD
677070.17000000
0.799041282594
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.50000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBF0
120000.00000000
PA
USD
86873.82000000
0.102523743671
Long
DBT
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FB9
247000.00000000
PA
USD
257362.42000000
0.303725089776
Long
DBT
UST
US
N
2
2027-11-15
Fixed
6.13000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCV9
67000.00000000
PA
USD
66828.89000000
0.078867810673
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BP5
591000.00000000
PA
USD
546043.89000000
0.644411214008
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TU2
1373000.00000000
PA
USD
1281180.63000000
1.511979495169
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.38000000
N
N
N
N
N
N
Illinois Housing Development Authority
54930053Z6M9JVHBQZ16
ILLINOIS ST HSG DEV AUTH REVENUE
45203MXG1
505000.00000000
PA
USD
512922.39000000
0.605323026381
Long
DBT
MUN
US
N
2
2054-04-01
Fixed
6.00000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AU6
284000.00000000
PA
USD
298601.91000000
0.352393686390
Long
DBT
US
N
2
2034-02-01
Fixed
7.65000000
N
N
N
N
N
N
Texas Department of Housing & Community Affairs
549300J3RRLLZZN4WP77
TEXAS ST DEPT OF HSG & CMNTY AFFAIRS RESDL MTG REVENUE
882750WV0
400000.00000000
PA
USD
400680.32000000
0.472861057818
Long
DBT
MUN
US
N
2
2054-01-01
Fixed
6.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
213000.00000000
PA
USD
170758.95000000
0.201520398428
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2024-A
34535EAD4
768000.00000000
PA
USD
762199.99000000
0.899506852595
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.09000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABH3
228000.00000000
PA
USD
225277.82000000
0.265860594970
Long
DBT
CORP
DK
N
2
2030-03-01
Fixed
5.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
465967.82000000
PA
USD
441838.74000000
0.521433980040
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGS6
353055.95000000
PA
USD
350013.24000000
0.413066533731
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
236000.00000000
PA
USD
180035.45000000
0.212468017724
Long
DBT
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAP8
750000.00000000
PA
USD
688193.48000000
0.812168406315
Long
DBT
CORP
GB
N
2
2027-05-11
Fixed
1.63000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
269000.00000000
PA
USD
264725.33000000
0.312414394535
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AY5
126000.00000000
PA
USD
99423.66000000
0.117334380285
Long
DBT
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJQ4
141000.00000000
PA
USD
139037.27000000
0.164084202010
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEV4
332000.00000000
PA
USD
325092.12000000
0.383655987275
Long
DBT
CORP
US
N
2
2034-04-04
Fixed
5.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
1628000.00000000
PA
USD
1144560.32000000
1.350747657513
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
1370000.00000000
PA
USD
988273.05000000
1.166305946436
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
PROLOGIS TARGETED US
5493004DTBWUQ9F2VJ87
Prologis Targeted US Logistics Fund LP
74350LAB0
222000.00000000
PA
USD
215456.24000000
0.254269701990
Long
DBT
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
274000.00000000
PA
USD
265802.78000000
0.313685942253
Long
DBT
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
312000.00000000
PA
USD
298961.62000000
0.352818196511
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
262000.00000000
PA
USD
262391.01000000
0.309659557401
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.78000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEG7
856000.00000000
PA
USD
855341.52000000
1.009427405725
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
5.58000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDK9
356000.00000000
PA
USD
326448.16000000
0.385256311715
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
1.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
6.00000000
NC
USD
-48950.34000000
-0.05776852118
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
766325.34000000
USD
-48950.34000000
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
267000.00000000
PA
USD
263873.10000000
0.311408639175
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.84000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAD6
320000.00000000
PA
USD
326210.81000000
0.384976204192
Long
DBT
CORP
IE
N
2
2029-09-13
Fixed
6.61000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
-35.00000000
NC
USD
135010.23000000
0.159331709064
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
-3992666.48000000
USD
135010.23000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA87
802000.00000000
PA
USD
803109.19000000
0.947785658968
Long
DBT
CORP
US
N
2
2030-04-25
Fixed
5.73000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
162000.00000000
PA
USD
155319.37000000
0.183299448292
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
229000.00000000
PA
USD
217197.94000000
0.256325161326
Long
DBT
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-3
89169DAA9
18139.35000000
PA
USD
17826.93000000
0.021038370383
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
135000.00000000
PA
USD
121313.77000000
0.143167894071
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPE4
730086.89000000
PA
USD
723700.30000000
0.854071618494
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.00000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAL8
88000.00000000
PA
USD
70326.45000000
0.082995440204
Long
DBT
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
435000.00000000
PA
USD
410625.25000000
0.484597521739
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Nebraska Investment Finance Authority
549300OIIXIM3SRZWK33
NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE
63968M3P2
100000.00000000
PA
USD
101976.83000000
0.120347492252
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
6.25000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAW8
280000.00000000
PA
USD
271798.67000000
0.320761964575
Long
DBT
CORP
NL
N
2
2027-06-15
Fixed
4.63000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAB3
338000.00000000
PA
USD
293175.58000000
0.345989827714
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
1.40000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XER3
150000.00000000
PA
USD
148163.16000000
0.174854079599
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
5.75000000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AR7
133000.00000000
PA
USD
128607.00000000
0.151774966294
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.70000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BR5
378000.00000000
PA
USD
376331.67000000
0.444126109230
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.58000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
445000.00000000
PA
USD
398581.85000000
0.470384557988
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AX2
614000.00000000
PA
USD
614049.94000000
0.724668244703
Long
DBT
CORP
CA
N
2
2026-03-21
Fixed
5.98000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAA4
24000.00000000
PA
USD
24033.38000000
0.028362884131
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.93000000
N
N
N
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LBF9
790000.00000000
PA
USD
744639.54000000
0.878782967372
Long
DBT
CORP
US
N
2
2027-03-29
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWET6
435538.68000000
PA
USD
412916.97000000
0.487302084677
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAD1
395000.00000000
PA
USD
374064.14000000
0.441450094010
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
BACARDI LTD / MARTINI BV
N/A
Bacardi Ltd / Bacardi-Martini BV
05635JAB6
811000.00000000
PA
USD
778967.22000000
0.919294622842
Long
DBT
CORP
XX
N
2
2033-06-15
Fixed
5.40000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBV1
484000.00000000
PA
USD
459346.73000000
0.542095954832
Long
DBT
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
442000.00000000
PA
USD
430644.68000000
0.508223361028
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAG6
97000.00000000
PA
USD
96128.08000000
0.113445116532
Long
DBT
US
N
2
2024-09-01
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EMT4
1060903.90000000
PA
USD
1031850.18000000
1.217733298267
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKE0
204000.00000000
PA
USD
200493.75000000
0.236611787449
Long
DBT
UST
US
N
2
2027-03-15
Fixed
4.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KJ5
167000.00000000
PA
USD
167131.34000000
0.197239290981
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.15000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BS6
269000.00000000
PA
USD
264082.30000000
0.311655525604
Long
DBT
CORP
US
N
2
2029-04-04
Fixed
5.37000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJE2
96000.00000000
PA
USD
95763.75000000
0.113015154139
Long
DBT
UST
US
N
2
2025-10-31
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
20.00000000
NC
USD
-41132.12000000
-0.04854188439
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
4094257.12000000
USD
-41132.12000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
541000.00000000
PA
USD
443089.72000000
0.522910318399
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.62000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
778000.00000000
PA
USD
659619.25000000
0.778446658703
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055AF9
2000.00000000
PA
USD
2113.39000000
0.002494107599
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
6.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
994000.00000000
PA
USD
601797.11000000
0.710208123090
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.38000000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AQ9
248000.00000000
PA
USD
243153.93000000
0.286957004907
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
844000.00000000
PA
USD
754984.38000000
0.890991383262
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
505000.00000000
PA
USD
461894.18000000
0.545102316367
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E3D0
986885.04000000
PA
USD
978086.69000000
1.154284559998
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
6.00000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BF5
25000.00000000
PA
USD
24671.74000000
0.029116241782
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73000000
N
N
N
N
N
N
Dewolf Park clo, ltd
N/A
Dewolf Park CLO Ltd
25211AAE9
420684.53000000
PA
USD
420891.09000000
0.496712706138
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.51000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
1070300.00000000
PA
USD
1013105.84000000
1.195612250644
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBR5
330000.00000000
PA
USD
326644.13000000
0.385487584820
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWES8
546023.51000000
PA
USD
503868.05000000
0.594637588199
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TW8
3019000.00000000
PA
USD
2959091.72000000
3.492158638836
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAG7
174000.00000000
PA
USD
170389.18000000
0.201084016044
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAR8
534000.00000000
PA
USD
522958.63000000
0.617167249384
Long
DBT
CORP
US
N
2
2029-01-11
Fixed
4.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X2L9
1009857.34000000
PA
USD
991248.93000000
1.169817917687
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
5.50000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GFP9
175000.00000000
PA
USD
169487.58000000
0.200019996903
Long
DBT
CORP
US
N
2
2033-03-28
Fixed
5.15000000
N
N
N
N
N
N
Cedar Funding Ltd
549300PQ60B57EBTK013
Cedar Funding VI CLO Ltd
15032DAR2
486000.00000000
PA
USD
486637.15000000
0.574302619910
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.64000000
N
N
N
N
N
N
2024-05-29
HARTFORD MUTUAL FUNDS II INC
John Stanziani
John Stanziani
Assistant Treasurer