# EDGAR Filing Document

**Accession Number:** 0000049905
**File Stem:** 0001752724-25-160454
**Filing Date:** 2025-6
**Character Count:** 96015
**Document Hash:** f533edb6cd4c898c97c1bb0d2c61150d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160454.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160454

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS II, INC
- **CENTRAL INDEX KEY:** 0000049905

**ORGANIZATION NAME:**
- **EIN:** 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:** 251081475

**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 MUTUAL FUNDS II INC
- **DATE OF NAME CHANGE:** 20190501

**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

## Series and Classes Contracts Data

### Hartford Schroders Emerging Markets Multi-Sector Bond Fund (Series ID: S000054854)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000172578 | Class A      | SMSVX           |
| C000172579 | Class C      | HFZCX           |
| C000172580 | Class I      | SMSNX           |
| C000172581 | Class R3     | HFZRX           |
| C000172582 | Class R4     | HFZSX           |
| C000172583 | Class R5     | HFZTX           |
| C000172584 | Class Y      | HFZYX           |
| C000172585 | Class SDR    | SMSRX           |
| C000185821 | Class F      | HFZFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS II, INC

- **b. Investment Company Act file number:** 811-00558

- **c. CIK number of Registrant:** 0000049905

- **d. LEI of Registrant:** 549300EJOMNL7BM98413

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

**Item A.2. Information about the Series.**

- **a. Name of Series:** Hartford Schroders Emerging Markets Multi-Sector Bond Fund

- **b. EDGAR series identifier (if any):** S000054854

- **c. LEI of Series:** 549300X4VDC2NLX9UG19

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $25025089.60

**Total Liabilities:** $355207.83

**Net Assets:** $24669881.77

**Cash Not Reported:** $240385.29

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -11.30000000 | **1-Year:** -283.19000000 | **5-Year:** -1456.36000000 | **10-Year:** -3031.04000000 | **30-Year:** -1501.33000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -29.74000000 | **1-Year:** -505.34000000 | **5-Year:** -2073.43000000 | **10-Year:** -2767.28000000 | **30-Year:** -654.94000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172583 | 1.13%                | -0.44%               | 0.14%                |
| Class ID C000172580 | 1.13%                | -0.30%               | 0.00%                |
| Class ID C000172581 | 0.99%                | -0.30%               | 0.00%                |
| Class ID C000172584 | 1.13%                | -0.43%               | 0.14%                |
| Class ID C000172578 | 0.99%                | -0.38%               | 0.14%                |
| Class ID C000172585 | 1.13%                | -0.41%               | 0.14%                |
| Class ID C000172582 | 1.13%                | -0.37%               | 0.00%                |
| Class ID C000185821 | 1.23%                | -0.44%               | 0.16%                |
| Class ID C000172579 | 0.99%                | -0.43%               | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $32080.51                | $58971.57                                  |
| Month 2  | $-9058.80                | $-233803.18                                |
| Month 3  | $-170588.71              | $47041.43                                  |

**Designated Index Information**

- **Index Name:** SHRI Blended Benchmark

- **Index Identifier:** 33.4% JPEIGLBL / 33.3% JGENVUUG / 33.3% JBCDCOMP

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-7178.68     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   13590000 | PA      | $159089.88    | 0.64%             | 2050-12-17      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED MXN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |          1 | NC      | $11013.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD ZAR                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-7670.52     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     139552 | PA      | $96639.76     | 0.39%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD ZAR                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1520.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   11680000 | PA      | $33083.05     | 0.13%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4720000 | PA      | $216260.63    | 0.88%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED COP / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |          1 | NC      | $-5743.49     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED PLN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |          1 | NC      | $4505.54      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED HUF / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $1074.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1502000000 | PA      | $98983.61     | 0.40%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $206114.00    | 0.84%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Ltd                                      | Cosan Overseas Ltd                                                                                   | CUSIP: 000000000<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200479.82    | 0.81%             | 2025-08-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                         | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $207678.93    | 0.84%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                 | Acu Petroleo Luxembourg Sarl                                                                         | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     230661 | PA      | $231370.23    | 0.94%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED RON / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | RO        |          1 | NC      | $3725.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                     | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198850 | PA      | $197259.27    | 0.80%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED HUF / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $1321.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                            | CUSIP: 283875AH5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      65000 | PA      | $64071.14     | 0.26%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD COP                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2212.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                       | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $178450.00    | 0.72%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2822000000 | PA      | $172335.80    | 0.70%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     420000 | PA      | $119022.16    | 0.48%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1346000 | PA      | $362669.45    | 1.47%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    4700000 | PA      | $151018.60    | 0.61%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2686000 | PA      | $91952.32     | 0.37%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     343000 | PA      | $101603.48    | 0.41%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                   | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $208626.20    | 0.85%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     335000 | PA      | $72941.95     | 0.30%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1875000000 | PA      | $122081.70    | 0.49%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    5350000 | PA      | $67880.81     | 0.28%             | 2054-01-23      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-26508.50    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                         | Sands China Ltd                                                                                      | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $196782.28    | 0.80%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                | Banco do Brasil SA/Cayman                                                                            | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $202249.40    | 0.82%             | 2025-10-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      76176 | PA      | $52942.32     | 0.21%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                          | Czech Republic Government Bond                                                                       | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2650000 | PA      | $120351.41    | 0.49%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                  | FWD Group Holdings Ltd                                                                               | CUSIP: 000000000<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195704.00    | 0.79%             | 2025-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $14830.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     870000 | PA      | $36231.63     | 0.15%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3760000 | PA      | $86114.70     | 0.35%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bond                                                     | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     130000 | PA      | $131358.00    | 0.53%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government International Bond                                               | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     110000 | PA      | $91311.00     | 0.37%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $156746.72    | 0.64%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                              | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     230000 | PA      | $225528.96    | 0.91%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED PLN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $1773.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    8310000 | PA      | $99640.82     | 0.40%             | 2029-10-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    7540000 | PA      | $21405.60     | 0.09%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $8202.74      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $176893.60    | 0.72%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   31370000 | PA      | $78106.67     | 0.32%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Long: BSDHM1AU3 CDS USD R F  1.00000 2 SOVEREIGN / Short: BSDHM1AU3 CDS USD P V 03MEVENT 1 SOVEREIGN | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     230887 | OU      | $-16671.62    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD MXN                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-23688.42    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2535000 | PA      | $403247.21    | 1.63%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                            | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $197905.56    | 0.80%             | 2028-01-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3090000 | PA      | $142820.62    | 0.58%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                      | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204550.00    | 0.83%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     337000 | PA      | $94442.11     | 0.38%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     880000 | PA      | $36853.72     | 0.15%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      90000 | PA      | $93201.12     | 0.38%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  459000000 | PA      | $97829.41     | 0.40%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD PLN                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-6832.19     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                  | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     119000 | PA      | $117162.80    | 0.47%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CZK                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-10134.79    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD PLN                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4837.85     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                    | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $92947.21     | 0.38%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD MXN                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5895.81     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                | Kingston Airport Revenue Finance Ltd                                                                 | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197700.00    | 0.80%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD MXN                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-12633.82    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     150000 | PA      | $37685.16     | 0.15%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                                | Vnesheconombank Via VEB Finance PLC                                                                  | CUSIP: 91821XAD5<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $0.00         | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | No            |                  3 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2300000 | PA      | $105687.64    | 0.43%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED PLN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $6328.62      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                       | Kosmos Energy Ltd                                                                                    | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192877.00    | 0.78%             | 2026-04-04      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     665000 | PA      | $164003.02    | 0.66%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                               | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      51000 | PA      | $49473.95     | 0.20%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD MXN                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5931.82     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2300400 | PA      | $110901.56    | 0.45%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                  | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $189026.00    | 0.77%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5840000 | PA      | $310302.02    | 1.26%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                  | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     800000 | PA      | $732096.00    | 2.97%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED PLN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |          1 | NC      | $2526.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD ZAR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-547.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                             | Petrobras Global Finance BV                                                                          | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      31000 | PA      | $29372.50     | 0.12%             | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED MXN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $24060.41     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                                                    | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     184129 | PA      | $142331.88    | 0.58%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                           | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $194688.33    | 0.79%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                               | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     880000 | PA      | $527747.38    | 2.14%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     230000 | PA      | $54699.52     | 0.22%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                                                | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     105000 | PA      | $101154.87    | 0.41%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-3632.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED RON / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | RO        |          1 | NC      | $438.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $6093.47      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES                                  | Mirae Asset Securities Co Ltd                                                                        | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $205722.78    | 0.83%             | 2029-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                    | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      40000 | PA      | $39897.50     | 0.16%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                                          | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $177592.00    | 0.72%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                | Banco de Credito del Peru S.A.                                                                       | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     143000 | PA      | $142671.10    | 0.58%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                     | MEGlobal Canada ULC                                                                                  | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $207480.00    | 0.84%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                                       | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $198240.00    | 0.80%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD THB                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-19717.65    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3220000 | PA      | $163035.23    | 0.66%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED MXN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $20409.51     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1085386 | PA      | $723826.35    | 2.93%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                  | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $161526.40    | 0.65%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CZK / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $1136.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                             | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3902000 | PA      | $132498.50    | 0.54%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                 | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     220185 | PA      | $207232.46    | 0.84%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                 | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $204482.25    | 0.83%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2120000000 | PA      | $131961.06    | 0.53%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  212000000 | PA      | $53521.58     | 0.22%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     461000 | PA      | $113157.67    | 0.46%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                                | Prumo Participacoes e Investimentos S/A                                                              | CUSIP: 74444JAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     143944 | PA      | $145473.55    | 0.59%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    7560000 | PA      | $96761.83     | 0.39%             | 2036-05-23      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                  | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1164000 | PA      | $1165835.98   | 4.73%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                  | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     260000 | PA      | $200644.91    | 0.81%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                | Banco de Credito e Inversiones SA                                                                    | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $194582.00    | 0.79%             | 2034-12-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  807000000 | PA      | $50412.71     | 0.20%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                   | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $198037.03    | 0.80%             | 2030-04-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CZK / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |          1 | NC      | $6635.31      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1615000000 | PA      | $100550.29    | 0.41%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                              | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $182924.87    | 0.74%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED INR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $3997.59      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     276000 | PA      | $46010.57     | 0.19%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-10640.85    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     710000 | PA      | $34180.87     | 0.14%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                               | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     140000 | PA      | $129336.69    | 0.52%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                               | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $187750.00    | 0.76%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                              | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $198756.42    | 0.81%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                | Yinson Boronia Production BV                                                                         | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     198236 | PA      | $203191.90    | 0.82%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bonds                      | UAE International Government Bonds                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $183000.00    | 0.74%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                       | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1170000 | PA      | $36458.65     | 0.15%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED THB / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $2049.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                  | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      43000 | PA      | $40721.00     | 0.17%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CZK                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-13831.52    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1520291 | PA      | $67735.16     | 0.27%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |          1 | NC      | $12124.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD COP                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1439.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      72000 | PA      | $12240.00     | 0.05%             | 2021-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                                                                 | CUSIP: 88032WAQ9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $167509.15    | 0.68%             | 2049-04-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                       | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2060000 | PA      | $97370.56     | 0.39%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $682.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     175000 | PA      | $41255.02     | 0.17%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     666000 | PA      | $173510.78    | 0.70%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     450000 | PA      | $120817.89    | 0.49%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                                 | Turkiye Garanti Bankasi AS                                                                           | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $198705.00    | 0.81%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED MXN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $27905.81     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                             | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1323000 | PA      | $199459.86    | 0.81%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $5314.81      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                                         | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $208385.93    | 0.84%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1705000000 | PA      | $112303.01    | 0.46%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     697000 | PA      | $162013.52    | 0.66%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     192000 | PA      | $48926.18     | 0.20%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                                            | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $212042.00    | 0.86%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CZK / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |          1 | NC      | $18669.91     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  441100000 | PA      | $76428.42     | 0.31%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED THB / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |          1 | NC      | $3487.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     200000 | PA      | $185364.24    | 0.75%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  130700000 | PA      | $24014.04     | 0.10%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                                                 | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $199243.00    | 0.81%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BSDHM1ED7 CDS USD R F  1.00000 2 SOVEREIGN / Short: BSDHM1ED7 CDS USD P V 03MEVENT 1 SOVEREIGN | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | GB        |     183670 | OU      | $-13262.23    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | Long: BSDHM1554 CDS USD R F  1.00000 2 SOVEREIGN / Short: BSDHM1554 CDS USD P V 03MEVENT 1 SOVEREIGN | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     115443 | OU      | $-8338.70     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                          | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     125550 | PA      | $125725.77    | 0.51%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |          1 | NC      | $5259.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CZK / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |          1 | NC      | $10246.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     129416 | PA      | $90591.20     | 0.37%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                 | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $185826.00    | 0.75%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $15245.44     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                                                 | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     200000 | PA      | $189200.00    | 0.77%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                 | Banco del Estado de Chile                                                                            | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $206822.60    | 0.84%             | 2029-05-02      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                              | Akbank TAS                                                                                           | CUSIP: 00971YAK6<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $199660.80    | 0.81%             | 2029-03-14      | Fixed         | 9.37%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3180000 | PA      | $131395.03    | 0.53%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                    | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      76000 | PA      | $73403.62     | 0.30%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                                     | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $207020.00    | 0.84%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED THB / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $8979.10      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     200000 | PA      | $198431.20    | 0.80%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                  | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     110000 | PA      | $116462.50    | 0.47%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |          1 | NC      | $12733.61     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                              | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      82872 | PA      | $67518.70     | 0.27%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      54000 | PA      | $50548.73     | 0.20%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD THB                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5305.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                               | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $203143.75    | 0.82%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                            | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     631000 | PA      | $583262.29    | 2.36%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $8182.92      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                               | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  347000000 | PA      | $42397.55     | 0.17%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                            | Shinhan Bank Co Ltd                                                                                  | CUSIP: 824589AH8<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $203796.60    | 0.83%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                                      | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $160005.76    | 0.65%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     260000 | PA      | $245388.00    | 0.99%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     520000 | PA      | $491025.60    | 1.99%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                                           | CUSIP: 059895AT9<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $184225.86    | 0.75%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                           | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200218.12    | 0.81%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1780000 | PA      | $90125.07     | 0.37%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MYR                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-37636.68    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED MXN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $26143.65     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    7930000 | PA      | $98447.69     | 0.40%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   12490000 | PA      | $23054.42     | 0.09%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    7730000 | PA      | $97282.14     | 0.39%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD MXN                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-23161.94    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  609300000 | PA      | $109803.57    | 0.45%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                            | Ecopetrol SA                                                                                         | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      79000 | PA      | $64070.27     | 0.26%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                              | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $189088.68    | 0.77%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                        | VEON Holdings BV                                                                                     | CUSIP: 000000000<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $179366.00    | 0.73%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD MXN                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-12633.82    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-35588.25    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    6023401 | PA      | $265170.75    | 1.07%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                           | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $202710.80    | 0.82%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      80000 | PA      | $13600.00     | 0.06%             | 2020-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      68000 | PA      | $19840.72     | 0.08%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-19

**Name of Applicant:** HARTFORD MUTUAL FUNDS II, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer