# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-26-066509
**Filing Date:** 2026-6
**Character Count:** 101189
**Document Hash:** 9b817a2440d83402bd001848472ef94b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066509.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066509

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 261121268

**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 INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### THE HARTFORD INFLATION PLUS FUND (Series ID: S000003584)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000009961 | Class A      | HIPAX           |
| C000009963 | Class C      | HIPCX           |
| C000009964 | Class Y      | HIPYX           |
| C000035174 | Class I      | HIPIX           |
| C000040951 | Class R3     | HIPRX           |
| C000040952 | Class R4     | HIPSX           |
| C000040953 | Class R5     | HIPTX           |
| C000185705 | Class F      | HIPFX           |

## 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, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

- **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:** THE HARTFORD INFLATION PLUS FUND

- **b. EDGAR series identifier (if any):** S000003584

- **c. LEI of Series:** 0LWIUERRKLQ5EUTIWP18

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $402256305.14

**Total Liabilities:** $45758384.91

**Net Assets:** $356497920.23

**Delayed Delivery Securities:** $43176361.87

**Cash Not Reported:** $2972588.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -52.08000000 | **1-Year:** -1377.39000000 | **5-Year:** -3167.49000000 | **10-Year:** -2223.33000000 | **30-Year:** -440.97000000

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

- **3-Month:** -50.98000000 | **1-Year:** -1182.75000000 | **5-Year:** -4572.24000000 | **10-Year:** -2418.28000000 | **30-Year:** -536.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035174 | 0.94%                | -1.18%               | 1.33%                |
| Class ID C000009964 | 0.85%                | -1.07%               | 1.33%                |
| Class ID C000009961 | 0.97%                | -1.22%               | 1.35%                |
| Class ID C000040951 | 0.79%                | -1.19%               | 1.35%                |
| Class ID C000185705 | 0.94%                | -1.16%               | 1.35%                |
| Class ID C000040953 | 0.95%                | -1.17%               | 1.35%                |
| Class ID C000040952 | 0.87%                | -1.13%               | 1.24%                |
| Class ID C000009963 | 0.91%                | -1.24%               | 1.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $52077.75                | $2935749.37                                |
| Month 2  | $-43361.02               | $-5770042.28                               |
| Month 3  | $-788758.02              | $3754277.43                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US TIPS 1-10 Year Index

- **Index Identifier:** LTI1TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP Paribas SA                                    | PURCHASED KRW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $171.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                        | TKO Worldwide Holdings LLC 2025 Term Loan                                                                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      416903 | PA      | $417853.07    | 0.12%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B22 Mortgage Trust                                                                                            | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2326488 | PA      | $129046.82    | 0.04%             | 2054-01-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                               | New Zealand Government Inflation Linked Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1803258 | PA      | $1082111.16   | 0.30%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                            | PENN Entertainment Inc 2022 Term Loan B                                                                                      | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      120312 | PA      | $120711.94    | 0.03%             | 2029-05-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                           | American Airlines Inc 2025 Term Loan B                                                                                       | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |       99000 | PA      | $98484.21     | 0.03%             | 2032-05-28      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                | Long: 99D0JW453 IRS USD R V 12MUSCPI / Short: 99D0JW453 IRS USD P F  1.24000                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     5005000 | OU      | $1164919.31   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                 | Elanco Animal Health Inc 2025 Term Loan B                                                                                    | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |       58728 | PA      | $58875.30     | 0.02%             | 2032-10-31      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                 | Clarios Global LP 2025 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      114425 | PA      | $114902.15    | 0.03%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -1 | NC      | $257.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESILIENCE PARENT LLC                             | Resilience Parent LLC 1st Lien Term Loan                                                                                     | CUSIP: 75908HAC1<br>LEI: 254900ZT6ZFUC887FB87 | Long             | LON              | CORP              | US        |      200000 | PA      | $200400.00    | 0.06%             | 2033-02-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                            | CACI International Inc Term Loan B                                                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      148125 | PA      | $148541.23    | 0.04%             | 2031-10-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC         | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      132822 | PA      | $133163.13    | 0.04%             | 2028-10-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED USD / SOLD MXN                                                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $8460.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGI-CFI Acquisition Corp.                         | AGI CFI ACQUISITION CORP 2026 TERM LOAN B                                                                                    | CUSIP: 54913FAB5<br>LEI: 254900N9CUXT70SP2Z09 | Long             | LON              | CORP              | US        |      145000 | PA      | $144517.15    | 0.04%             | 2033-03-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22355122 | PA      | $21053930.54  | 5.91%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 21685554712 | PA      | $4619569.27   | 1.30%             | 2037-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                  | Mexican Udibonos                                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    68877194 | PA      | $3593987.05   | 1.01%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2022-1                                                                                            | CUSIP: 92538WAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      575111 | PA      | $542997.62    | 0.15%             | 2067-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      935374 | PA      | $30735.92     | 0.01%             | 2030-11-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                              | Aramark Services Inc 2025 Term Loan                                                                                          | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      219528 | PA      | $220283.32    | 0.06%             | 2030-06-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUXL 30Y BND JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          27 | NC      | $-48851.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | Long: DDZ03OJU9 TRS USD R V 03MSOFR DDZ03OJU9 IBOX RV / Short: DDZ03OJU9 TRS USD P F   .00000 DDZ03OJU9 IBOX PF              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |      570000 | OU      | $-7564.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F  3.25000 99D0V4P66 CCPOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4555000 | OU      | $745939.67    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| McAfee, LLC                                       | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      189520 | PA      | $166540.88    | 0.05%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED MXN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-2963.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11017269 | PA      | $11055753.76  | 3.10%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                      | First Advantage Holdings LLC 2025 Repriced Term Loan B                                                                       | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |      157791 | PA      | $155621.54    | 0.04%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                             | Blackfin Pipeline LLC Term Loan B                                                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |       99500 | PA      | $100142.77    | 0.03%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                      | MH Sub I LLC 2023 Term Loan                                                                                                  | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      117850 | PA      | $108314.72    | 0.03%             | 2028-05-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2022-NQM1                                                                                | CUSIP: 64830JAA8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      812096 | PA      | $733092.41    | 0.21%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13524530 | PA      | $13136012.03  | 3.68%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                               | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $-32430.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc 2025 Term Loan                                                                                             | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      324188 | PA      | $326096.96    | 0.09%             | 2032-10-08      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC             | Charter Communications Operating LLC 2024 Term Loan B5                                                                       | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      245756 | PA      | $245512.90    | 0.07%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                                                                    | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      830000 | PA      | $850335.00    | 0.24%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $58506.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC                                       | Asurion LLC 2026 Term Loan B14                                                                                               | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      183230 | PA      | $180100.62    | 0.05%             | 2033-02-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B10 Mortgage Trust                                                                                            | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5192695 | PA      | $150635.41    | 0.04%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                                                                  | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1628370.00   | 0.46%             | 2026-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                               | Peer Holding III BV 2025 USD Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |      300000 | PA      | $299925.00    | 0.08%             | 2032-10-14      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Navigator Securities Lending Government Money Market Portfolio                                                  | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |      616155 | NS      | $616155.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-57257.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                           | United Kingdom Inflation-Linked Gilt                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3327854 | PA      | $3009559.31   | 0.84%             | 2050-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $125895.39    | 0.04%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC         | Corpay Technologies Operating Company LLC Term Loan B5                                                                       | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      193868 | PA      | $194019.13    | 0.05%             | 2028-04-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | Ellington Financial Mortgage Trust 2022-1                                                                                    | CUSIP: 31573CAA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |      439902 | PA      | $389849.88    | 0.11%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                | VENTURE GLOBAL CALCASI PAS LLC 2026 TERM LOAN B                                                                              | CUSIP: 12867PAB7<br>LEI: 254900QL2WSD96B4YM44 | Long             | LON              | CORP              | US        |      140000 | PA      | $140327.60    | 0.04%             | 2033-04-11      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                           | PPL Capital Funding Inc                                                                                                      | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1841463.97   | 0.52%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      170000 | PA      | $161506.42    | 0.05%             | 2032-06-30      | 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      | $197249.30    | 0.06%             |  |  |  | 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        |    12186000 | PA      | $2274708.31   | 0.64%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $35541.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                              | Reworld Holding Corp Term Loan B                                                                                             | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      101014 | PA      | $101056.08    | 0.03%             | 2028-11-30      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                         | HUB International Limited 2025 Term Loan B                                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      125347 | PA      | $125634.17    | 0.04%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -82 | NC      | $36785.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                            | CACI International Inc 2026 Incremental Term Loan B2                                                                         | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      130000 | PA      | $130270.40    | 0.04%             | 2033-03-09      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                              | AMENTUM HOLDINGS INC 2026 TERM LOAN B                                                                                        | CUSIP: 02351XAD0<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      230000 | PA      | $229972.40    | 0.06%             | 2031-09-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                     | Coherent Corp 2025 Term Loan B2                                                                                              | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      200286 | PA      | $200285.71    | 0.06%             | 2029-07-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc     | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                               | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |      191888 | PA      | $192440.37    | 0.05%             | 2031-01-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                            | CenterPoint Energy Inc                                                                                                       | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      683000 | PA      | $687849.30    | 0.19%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK18                                                                                                              | CUSIP: 065402BD0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     5641736 | PA      | $133232.99    | 0.04%             | 2062-05-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                                                                          | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        2480 | PA      | $2454.40      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                                                             | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      810000 | PA      | $884925.00    | 0.25%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                           | WEX Inc 2024 Term Loan B2                                                                                                    | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |      240264 | PA      | $240263.95    | 0.07%             | 2028-03-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NXERA PHARMA CO LTD                               | Nxera Pharma Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 2138004M62BFNJMR2Z82 | Long             | DBT              | CORP              | JP        |    50000000 | PA      | $252307.50    | 0.07%             | 2028-12-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D130RX2 IRS CNY R V 00MCNRR 99D130RY0 CCPNDF / Short: B9D130RX2 IRS CNY P F  1.62800 99D130RX2 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   100849736 | OU      | $-48922.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                           | Belron Finance 2019 LLC 2026 Repriced Term Loan B                                                                            | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      142835 | PA      | $143430.58    | 0.04%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-28707.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie B                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     5148650 | PA      | $915991.30    | 0.26%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                          | Great Outdoors Group LLC 2025 Term Loan B                                                                                    | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      150762 | PA      | $151553.98    | 0.04%             | 2032-01-23      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                             | Quikrete Holdings Inc 2025 Term Loan B1                                                                                      | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      227129 | PA      | $227194.38    | 0.06%             | 2031-04-14      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                                                                  | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1766812.50   | 0.50%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                               | MKS Instruments Inc 2026 USD Term Loan B                                                                                     | CUSIP: 55314NBB9<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |      105000 | PA      | $105262.50    | 0.03%             | 2033-02-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-1                                                                                              | CUSIP: 03464BAA6<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      888066 | PA      | $835855.49    | 0.23%             | 2066-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                | Owens-Illinois Inc 2025 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |      184538 | PA      | $181769.44    | 0.05%             | 2032-09-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                     | Open Text Holdings Inc                                                                                                       | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $162236.10    | 0.05%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| VSE CORP                                          | VSE CORP TERM LOAN B                                                                                                         | CUSIP: 92921UAB2<br>LEI: 549300QWJYQDH4U5XI15 | Long             | LON              | CORP              | US        |      100000 | PA      | $100396.00    | 0.03%             | 2033-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                     | Advanced Drainage Systems Inc 2026 Term Loan B                                                                               | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |      270000 | PA      | $271941.30    | 0.08%             | 2033-02-28      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5129938 | PA      | $199935.25    | 0.06%             | 2030-06-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                         | Caesars Entertainment Inc Term Loan B                                                                                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      105300 | PA      | $102053.60    | 0.03%             | 2030-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND                                   | Sweden Inflation Linked Bond                                                                                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    83958026 | PA      | $8674582.98   | 2.43%             | 2030-06-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                                                                           | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      530000 | PA      | $552525.00    | 0.15%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | Long: 99D0WS4L2 IRS USD R V 12MUSCPI 99D0WS4M0 INFLATIONZERO / Short: 99D0WS4L2 IRS USD P F  2.62125 99D0WS4L2 INFLATIONZERO | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     4365000 | OU      | $67692.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                   | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                    | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      216416 | PA      | $216836.35    | 0.06%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables, LLC                     | Constellation Renewables LLC 2020 Term Loan                                                                                  | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      199449 | PA      | $199283.56    | 0.06%             | 2027-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                               | New Zealand Government Inflation Linked Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    13074811 | PA      | $7366043.63   | 2.07%             | 2040-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                        | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5262444 | PA      | $3890832.78   | 1.09%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                     | TransDigm Inc 2023 Term Loan J                                                                                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      253369 | PA      | $253695.63    | 0.07%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                            | CenterPoint Energy Inc                                                                                                       | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      860000 | PA      | $911524.04    | 0.26%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                           | Standard Industries Inc 2021 Term Loan B                                                                                     | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |       37068 | PA      | $37094.51     | 0.01%             | 2028-09-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | Csmc 2022-Nqm1 Trust                                                                                                         | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      994684 | PA      | $901285.94    | 0.25%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14454457 | PA      | $13920852.01  | 3.90%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                 | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $482196.97    | 0.14%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SANMINA CORP                                      | Sanmina Corp Term Loan B                                                                                                     | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      140000 | PA      | $140525.00    | 0.04%             | 2032-10-27      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -118 | NC      | $321566.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      170000 | PA      | $166920.47    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                       | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                                                                      | CUSIP: 09075UAD6<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |      355000 | PA      | $355944.30    | 0.10%             | 2033-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2021-8                                                                                              | CUSIP: 03465MAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      349616 | PA      | $314566.02    | 0.09%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                                                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1175000 | PA      | $874787.50    | 0.25%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                | Freddie Mac Mscr Trust Mn1                                                                                                   | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |        6278 | PA      | $6265.35      | 0.00%             | 2051-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD SEK                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3041.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                            | AI Aqua Merger Sub Inc 2026 Term Loan B                                                                                      | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      200000 | PA      | $200466.00    | 0.06%             | 2028-07-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                              | Quartz Acquireco LLC 2025 Term Loan B                                                                                        | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       97500 | PA      | $80864.55     | 0.02%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                                                                   | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $314824.71    | 0.09%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1160000 | PA      | $864200.00    | 0.24%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | Long: 99D0VWPU1 IRS USD R V 12MUSCPI 99D0VWPV9 INFLATIONZERO / Short: 99D0VWPU1 IRS USD P F  2.44500 99D0VWPU1 INFLATIONZERO | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     3110000 | OU      | $76391.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                          | NEXSTAR BROADCASTING INC 2026 TERM LOAN B7                                                                                   | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      265000 | PA      | $264586.60    | 0.07%             | 2033-03-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| UKG INC                                           | UKG Inc                                                                                                                      | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      180000 | PA      | $175196.42    | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          59 | NC      | $-101973.76   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1688258 | PA      | $61875.51     | 0.02%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                         | IQVIA Inc 2025 Incremental Term Loan B5                                                                                      | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |      180861 | PA      | $182104.92    | 0.05%             | 2031-01-02      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                                                                          | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       65642 | PA      | $64190.99     | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                               | Immunocore Holdings PLC                                                                                                      | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $249200.00    | 0.07%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE OIL & GAS LTD                           | Advantage Energy Ltd                                                                                                         | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |      690000 | PA      | $534723.81    | 0.15%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc Term Loan B                                                                                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |       99750 | PA      | $100041.27    | 0.03%             | 2032-11-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | Long: DDZ03RAL1 TRS USD R V 03MSOFR DDZ03RAL1 IBOX RV / Short: DDZ03RAL1 TRS USD P F   .00000 DDZ03RAL1 IBOX PF              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      340000 | OU      | $-4278.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-442321.52   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Chobani, LLC                                      | Chobani LLC 2025 Term Loan B                                                                                                 | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      249375 | PA      | $250666.76    | 0.07%             | 2032-10-28      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13291812 | PA      | $13452692.71  | 3.77%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 10Y BOND FUT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         122 | NC      | $-97867.17    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERSE MIDSTREAM PRTNERS LLC                    | TRAVERSE MIDSTREAM PRTNERS LLC 2026 TERM LOAN B                                                                              | CUSIP: 89435TAH7<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      100000 | PA      | $100063.00    | 0.03%             | 2033-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD CAD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3758.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal          | CAN 10YR BOND FUT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |          57 | NC      | $-38559.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                               | Coinbase Global Inc                                                                                                          | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      650000 | PA      | $547950.00    | 0.15%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                   | NorthRiver Midstream Finance LP 2023 USD Term Loan B                                                                         | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |       99734 | PA      | $99816.95     | 0.03%             | 2030-08-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                       | HOLOGIC INC 2026 USD TERM LOAN B                                                                                             | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |      200000 | PA      | $198876.00    | 0.06%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                 | EMRLD Borrower LP Term Loan B                                                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |       65288 | PA      | $65334.21     | 0.02%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                                                                          | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      107880 | PA      | $98874.65     | 0.03%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ESC CB SUNNOVA ENERGY                             | ESC CB SUNNOVA ENERGY                                                                                                        | CUSIP: 867ESCAM7<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |      720000 | PA      | $0.00         | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CRACKER BARREL OLD COUNT                          | Cracker Barrel Old Country Store Inc                                                                                         | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |      450000 | PA      | $358695.00    | 0.10%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CQP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7367272 | PA      | $7331829.44   | 2.06%             | 2031-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      775000 | PA      | $513618.70    | 0.14%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | Allison Transmission Inc 2025 Incremental Term Loan B                                                                        | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      170000 | PA      | $170895.90    | 0.05%             | 2033-01-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                      | Dayforce Inc 2026 Term Loan                                                                                                  | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |      150000 | PA      | $141337.50    | 0.04%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie B                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    10531756 | PA      | $1857922.66   | 0.52%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                      | Somnigroup International Inc Term Loan B                                                                                     | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |      134645 | PA      | $134981.62    | 0.04%             | 2031-10-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                  | Fugue Finance BV 2026 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |      114712 | PA      | $114253.65    | 0.03%             | 2032-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie B                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    15882038 | PA      | $2921436.37   | 0.82%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | Long: 99D0OSK09 IRS USD R V 12MUSCPI 99D0OSK17 INFLATIONZERO / Short: 99D0OSK09 IRS USD P F  2.59800 99D0OSK09 INFLATIONZERO | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     8260000 | OU      | $935295.33    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust           | DBJPM 20-C9 Mortgage Trust                                                                                                   | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350081 | PA      | $52729.71     | 0.01%             | 2053-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| QXO INC                                           | QXO Inc 2025 Term Loan B                                                                                                     | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      187778 | PA      | $187785.25    | 0.05%             | 2032-04-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust       | AASET 2020-1 Trust                                                                                                           | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29222 | PA      | $29024.24     | 0.01%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Long: DDZ04TNN8 TRS USD R F   .00000 DDZ04TNN8 IBOX RF / Short: DDZ04TNN8 TRS USD P V 03MSOFR DDZ04TNN8 IBOX PV              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |     1750000 | OU      | $21505.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -147 | NC      | $83275.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11067571 | PA      | $11338047.62  | 3.18%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -166 | NC      | $29219.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SA                                | Cellnex Telecom SA                                                                                                           | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $210271.23    | 0.06%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29797024 | PA      | $28234640.21  | 7.92%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2022-1 Mortgage Loan Trust                                                                                              | CUSIP: 19688HAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      772813 | PA      | $710275.80    | 0.20%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc           | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      214538 | PA      | $212869.35    | 0.06%             | 2031-07-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-23009.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B8                                                                                            | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      307474 | PA      | $307319.81    | 0.09%             | 2031-06-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                    | Reynolds Consumer Products LLC 2025 Term Loan B                                                                              | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |      107432 | PA      | $107835.13    | 0.03%             | 2032-03-04      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | Long: 99D0YLI14 IRS USD R V 12MUSCPI 99D0YLI22 INFLATIONZERO / Short: 99D0YLI14 IRS USD P F  2.41000 99D0YLI14 INFLATIONZERO | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    14085000 | OU      | $15708.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      399000 | PA      | $417913.00    | 0.12%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2022-HC Mortgage Trust                                                                                                  | CUSIP: 12659DAA8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      223000 | PA      | $217121.50    | 0.06%             | 2039-01-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                           | CF Hippolyta Issuer LLC                                                                                                      | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240478 | PA      | $196403.89    | 0.06%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED NOK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $32986.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BTP FUTURE JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -53 | NC      | $-25142.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13985660 | PA      | $13782888.49  | 3.87%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                               | Rocket Software Inc                                                                                                          | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      355000 | PA      | $316979.43    | 0.09%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| KFC Holding Co                                    | KFC Holding Co 2021 Term Loan B                                                                                              | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      316331 | PA      | $316884.85    | 0.09%             | 2028-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                                                             | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1767900.00   | 0.50%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                             | Japanese Government CPI Linked Bond                                                                                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1106284472 | PA      | $6768114.21   | 1.90%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                            | Delta 2 (LUX) Sarl 2024 Term Loan B1                                                                                         | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      100000 | PA      | $100075.00    | 0.03%             | 2031-09-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| USI Inc                                           | USI Inc 2024 Term Loan D                                                                                                     | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      132746 | PA      | $132863.78    | 0.04%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41174444 | PA      | $41063581.00  | 11.52%            | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                                                             | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      810000 | PA      | $900315.00    | 0.25%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                           | Alnylam Pharmaceuticals Inc                                                                                                  | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |      570000 | PA      | $528318.75    | 0.15%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $173957.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2576501550 | PA      | $556075.50    | 0.16%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                                                              | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1646730.00   | 0.46%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                                          | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      730000 | PA      | $655175.00    | 0.18%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6281649 | PA      | $193385.58    | 0.05%             | 2030-11-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-38821.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          77 | NC      | $-330172.93   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Inc                             | SS&C Technologies Inc 2024 Term Loan B8                                                                                      | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |       91578 | PA      | $91574.53     | 0.03%             | 2031-05-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1360000 | PA      | $1287110.35   | 0.36%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11636352 | PA      | $11609916.77  | 3.26%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Genmab AS                                         | Genmab AS Term Loan B                                                                                                        | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |      117000 | PA      | $117650.52    | 0.03%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11953860 | PA      | $11376468.79  | 3.19%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $169664.08    | 0.05%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          48 | NC      | $-225079.36   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10236481555 | PA      | $2436083.93   | 0.68%             | 2035-04-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2022-HC Mortgage Trust                                                                                                  | CUSIP: 12659DAJ9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $215364.76    | 0.06%             | 2039-01-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26923334 | PA      | $26822429.96  | 7.52%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DYCOM INVESTMENTS INC                             | Dycom Investments Inc 2026 Term Loan B                                                                                       | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |      100000 | PA      | $100688.00    | 0.03%             | 2033-01-27      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | Long: 99D0YLI63 IRS USD R V 12MUSCPI 99D0YLI89 INFLATIONZERO / Short: 99D0YLI63 IRS USD P F  2.41000 99D0YLI63 INFLATIONZERO | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     2785000 | OU      | $3105.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                            | Colossus Acquireco LLC Term Loan B                                                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      248750 | PA      | $248697.76    | 0.07%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                      | MH Sub I LLC 2024 Term Loan B4                                                                                               | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |       79772 | PA      | $62421.70     | 0.02%             | 2031-12-31      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                               | Alliant Energy Corp                                                                                                          | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1751761.00   | 0.49%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $22518.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                            | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |       99750 | PA      | $98980.92     | 0.03%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-OAT FUTURE JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -48 | NC      | $6807.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1420000 | PA      | $1686437.75   | 0.47%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                          | Rexford Industrial Realty LP                                                                                                 | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      490000 | PA      | $486080.00    | 0.14%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                  | IRB Holding Corp 2025 Term Loan B                                                                                            | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      155999 | PA      | $156363.67    | 0.04%             | 2030-12-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                             | U.S. Treasury Inflation-Indexed Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    42111382 | PA      | $17867.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7377238 | PA      | $7402468.32   | 2.08%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |      100000 | PA      | $100025.00    | 0.03%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                        | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22556172 | PA      | $21626737.71  | 6.07%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-21153.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                     | Open Text Holdings Inc                                                                                                       | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $166543.25    | 0.05%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                      | US Foods Inc 2024 Term Loan B                                                                                                | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |      174934 | PA      | $176055.69    | 0.05%             | 2028-11-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                    | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                             | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |      171493 | PA      | $169010.22    | 0.05%             | 2029-11-09      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                   | SKYMILES IP LTD 2026 TERM LOAN B                                                                                             | CUSIP: 24736CBW3<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      316523 | PA      | $316456.36    | 0.09%             | 2028-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                     | Sunrise Financing Partnership Term Loan AAA                                                                                  | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      140000 | PA      | $139946.80    | 0.04%             | 2032-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

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

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer