# EDGAR Filing Document

**Accession Number:** 0000049905
**File Stem:** 0001410368-25-038433
**Filing Date:** 2025-12
**Character Count:** 87518
**Document Hash:** de1d7a67c00017d7bafa72949342e28a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-038433.hdr.sgml**: 20251217

**ACCESSION NUMBER**: 0001410368-25-038433

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251217

**DATE AS OF CHANGE**: 20251217

**PERIOD START**: 20251031

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 416009937
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00558
- **FILM NUMBER:** 251578987

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS II INC
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Schroders US MidCap Opportunities Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS II INC
- **DATE OF NAME CHANGE:** 20020419

## Series and Classes Contracts Data

### Hartford Schroders Core Fixed Income Fund (Series ID: S000073611)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000230636 | Class SDR    | SCBRX           |
| C000230637 | Class F      | HSSFX           |
| C000230638 | Class Y      | SCBIX           |
| C000230639 | Class I      | HSAEX           |
| C000230640 | Class R4     | HSSBX           |
| C000230641 | Class R3     | HSACX           |
| C000230642 | Class R5     | HSADX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

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

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

- **a. Name of Series:** Hartford Schroders Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000073611

- **c. LEI of Series:** 549300YBXYLLI0B1ZP15

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $79138025.75

**Total Liabilities:** $1008237.04

**Net Assets:** $78129788.71

**Delayed Delivery Securities:** $81808.12

**Cash Not Reported:** $597629.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -112.68000000 | **1-Year:** -1283.02000000 | **5-Year:** -6751.80000000 | **10-Year:** -12677.35000000 | **30-Year:** -4380.58000000

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

- **3-Month:** -0.23000000 | **1-Year:** -32.38000000 | **5-Year:** -53.05000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230636 | 1.33%                | 1.20%                | 0.73%                |
| Class ID C000230637 | 1.32%                | 1.19%                | 0.72%                |
| Class ID C000230638 | 1.20%                | 1.19%                | 0.72%                |
| Class ID C000230639 | 1.31%                | 1.18%                | 0.71%                |
| Class ID C000230640 | 1.16%                | 1.26%                | 0.68%                |
| Class ID C000230641 | 1.24%                | 1.22%                | 0.64%                |
| Class ID C000230642 | 1.32%                | 1.18%                | 0.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $112307.88               | $472702.65                                 |
| Month 2  | $187475.67               | $509830.75                                 |
| Month 3  | $158689.88               | $97711.96                                  |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFLAC INC                                                   | Aflac Inc                                                                       | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2206.17      | 0.00%             | 2040-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                               | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    320000 | PA      | $339542.55    | 0.43%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                      | Adventist Health System/West                                                    | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    183000 | PA      | $189334.76    | 0.24%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                     | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    161000 | PA      | $167546.35    | 0.21%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                    | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133398.32    | 0.17%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207366.43    | 0.27%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                            | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169924.04    | 0.22%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                          | Bacardi-Martini BV                                                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    163000 | PA      | $169607.64    | 0.22%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                    | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    620000 | PA      | $625419.00    | 0.80%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    367000 | PA      | $362146.77    | 0.46%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    236000 | PA      | $212240.57    | 0.27%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    284000 | PA      | $266449.05    | 0.34%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    227000 | PA      | $227331.32    | 0.29%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1125691.02   | 1.44%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | Barclays PLC                                                                    | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    302000 | PA      | $307554.85    | 0.39%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206287.36    | 0.26%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| BELROSE FUNDING TRUST II                                    | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524000 | PA      | $558213.39    | 0.71%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                               | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     92000 | PA      | $101795.24    | 0.13%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    542000 | PA      | $554087.69    | 0.71%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                          | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134967.89    | 0.17%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $87762.15     | 0.11%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $89735.21     | 0.11%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| EXPAND ENERGY CORP                                          | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138969.11    | 0.18%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    333000 | PA      | $330409.07    | 0.42%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    191000 | PA      | $198491.81    | 0.25%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    494000 | PA      | $516818.30    | 0.66%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    222000 | PA      | $223240.61    | 0.29%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Comal Independent School District                           | COMAL TX INDEP SCH DIST                                                         | CUSIP: 199821AY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73881.44     | 0.09%             | 2050-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                    | Constellation Brands Inc                                                        | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    249000 | PA      | $245115.92    | 0.31%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                    | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $393319.47    | 0.50%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                       | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     55000 | PA      | $56202.60     | 0.07%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                       | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    333000 | PA      | $340258.33    | 0.44%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                          | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $369149.37    | 0.47%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Crowley Independent School District                         | CROWLEY TX INDEP SCH DIST                                                       | CUSIP: 228130LW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $112892.89    | 0.14%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crowley Independent School District                         | CROWLEY TX INDEP SCH DIST                                                       | CUSIP: 228130LX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $294593.23    | 0.38%             | 2056-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    282000 | PA      | $281195.77    | 0.36%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                        | Dewolf Park CLO Ltd                                                             | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     92165 | PA      | $92177.02     | 0.12%             | 2030-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                    | Discovery Communications LLC                                                    | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41647.50     | 0.05%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                             | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    344000 | PA      | $345036.56    | 0.44%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                    | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    559000 | PA      | $567888.10    | 0.73%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Mountain & Saginaw Independent School District        | EAGLE MOUNTAIN & SAGINAW TX INDEP SCH DIST                                      | CUSIP: 269696TG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $146989.70    | 0.19%             | 2055-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $268321.31    | 0.34%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    278000 | PA      | $287340.85    | 0.37%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                          | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    346000 | PA      | $355886.84    | 0.46%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                        | Enel Finance International NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    426000 | PA      | $421569.25    | 0.54%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                    | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    258000 | PA      | $246013.44    | 0.31%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                    | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408913.33    | 0.52%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                          | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307319.00    | 0.39%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DUJ32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    798140 | PA      | $714190.33    | 0.91%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783709 | PA      | $782280.75    | 1.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783778 | PA      | $784314.18    | 1.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136BTE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764599 | PA      | $766651.44    | 0.98%             | 2054-12-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615418 | PA      | $623612.72    | 0.80%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137HJAV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210532 | PA      | $211573.16    | 0.27%             | 2054-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137HJD46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    830412 | PA      | $834521.59    | 1.07%             | 2055-02-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137HLH47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    807080 | PA      | $812448.06    | 1.04%             | 2055-05-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QMRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911411 | PA      | $786031.03    | 1.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QQKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798516 | PA      | $761297.74    | 0.97%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W1TH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    802856 | PA      | $823433.51    | 1.05%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W1ZK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271395 | PA      | $1288194.05   | 1.65%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W27K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642108 | PA      | $628623.18    | 0.80%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1662197 | PA      | $1418404.63   | 1.82%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186308 | PA      | $165442.64    | 0.21%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437388 | PA      | $437283.59    | 0.56%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391780 | PA      | $392292.96    | 0.50%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285991 | PA      | $289101.08    | 0.37%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376708 | PA      | $374909.10    | 0.48%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31427N4K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    763242 | PA      | $789761.17    | 1.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31427PDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1020034 | PA      | $1037629.09   | 1.33%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3142J6BS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544422 | PA      | $541765.20    | 0.69%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Housing Finance Corp                                | FLORIDA ST HSG FIN CORP REVENUE                                                 | CUSIP: 34074M6C0<br>LEI: 549300W0PCIJCI0JCF10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105411.00    | 0.13%             | 2055-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                           | Flowers Foods Inc                                                               | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    399000 | PA      | $390273.96    | 0.50%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                        | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $405000.00    | 0.52%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                       | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    322000 | PA      | $332462.07    | 0.43%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1734229 | PA      | $1704769.57   | 2.18%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131681 | PA      | $132851.38    | 0.17%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 3618N5KV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    552865 | PA      | $551677.19    | 0.71%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 3618N5MP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385673 | PA      | $384833.93    | 0.49%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1255523 | PA      | $1252502.83   | 1.60%             | 2055-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    361000 | PA      | $355096.30    | 0.45%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    112000 | PA      | $117390.48    | 0.15%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    169000 | PA      | $175765.79    | 0.22%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106019.82    | 0.14%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                       | Gildan Activewear Inc                                                           | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $100592.23    | 0.13%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                    | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $940762.92    | 1.20%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                        | CUSIP: 38385CGL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420183 | PA      | $421127.03    | 0.54%             | 2055-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                        | CUSIP: 38385CJP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97973 | PA      | $98262.79     | 0.13%             | 2055-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                            | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    343000 | PA      | $355274.78    | 0.45%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                            | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    327000 | PA      | $332520.76    | 0.43%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                          | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    212000 | PA      | $217176.15    | 0.28%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Hays Consolidated Independent School District               | HAYS TX CONSOL INDEP SCH DIST                                                   | CUSIP: 421111AW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $284778.62    | 0.36%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hays Consolidated Independent School District               | HAYS TX CONSOL INDEP SCH DIST                                                   | CUSIP: 421111AX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $374469.76    | 0.48%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                     | Hyundai Capital America                                                         | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    542000 | PA      | $532783.95    | 0.68%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                      | ILLINOIS ST HSG DEV AUTH REVENUE                                                | CUSIP: 45203ME56<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    570000 | PA      | $602585.25    | 0.77%             | 2054-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                      | ILLINOIS ST HSG DEV AUTH REVENUE                                                | CUSIP: 45203MXG1<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    465000 | PA      | $486254.41    | 0.62%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Illinois Housing Development Authority                      | ILLINOIS ST HSG DEV AUTH REVENUE                                                | CUSIP: 45203MYH8<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    475000 | PA      | $501491.23    | 0.64%             | 2054-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority           | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                                 | CUSIP: 45505T4B4<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105577.10    | 0.14%             | 2054-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority           | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                                 | CUSIP: 45505T6B2<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104970.37    | 0.13%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority           | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                                 | CUSIP: 45505T7R6<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105055.20    | 0.13%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority           | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                                 | CUSIP: 45505TY54<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    120000 | PA      | $126458.57    | 0.16%             | 2054-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority           | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                                 | CUSIP: 45505WBA1<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    140000 | PA      | $149129.62    | 0.19%             | 2055-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                      | IOWA ST FIN AUTH SF MTGE REVENUE                                                | CUSIP: 4624677P0<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100247.61    | 0.13%             | 2054-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                      | IOWA ST FIN AUTH SF MTGE REVENUE                                                | CUSIP: 46247EAZ8<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    170000 | PA      | $179160.54    | 0.23%             | 2054-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                      | IOWA ST FIN AUTH SF MTGE REVENUE                                                | CUSIP: 46247ECS2<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    130000 | PA      | $137343.27    | 0.18%             | 2054-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                      | IOWA ST FIN AUTH SF MTGE REVENUE                                                | CUSIP: 46247EHU2<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106553.43    | 0.14%             | 2055-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127534.40    | 0.16%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Kentucky Housing Corp                                       | KENTUCKY ST HSG CORP SF MTGE                                                    | CUSIP: 491309NP1<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107575.24    | 0.14%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                    | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    207000 | PA      | $214155.11    | 0.27%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                    | Lloyds Banking Group PLC                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    291000 | PA      | $304941.16    | 0.39%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    544000 | PA      | $536469.59    | 0.69%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                     | LOS ANGELES CA DEPT OF WTR & PWR REVENUE                                        | CUSIP: 544532PV0<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     85000 | PA      | $89112.57     | 0.11%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MMH MASTER LLC                                              | MMH Master LLC                                                                  | CUSIP: 55318RAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92291 | PA      | $96276.65     | 0.12%             | 2034-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                         | Macquarie Group Ltd                                                             | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $380964.11    | 0.49%             | 2027-09-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    224000 | PA      | $217512.96    | 0.28%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                      | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346850.98    | 0.44%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                      | National Securities Clearing Corp                                               | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399661.28    | 0.51%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                           | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    301000 | PA      | $296220.13    | 0.38%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                           | NatWest Group PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    282000 | PA      | $282159.45    | 0.36%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                       | NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE                                  | CUSIP: 63968M3P2<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94749.77     | 0.12%             | 2049-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                       | NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE                                  | CUSIP: 63968M5H8<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |     95000 | PA      | $100167.94    | 0.13%             | 2047-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nebraska Investment Finance Authority                       | NEBRASKA ST INVESTMENT FIN AUTH SF HSG REVENUE                                  | CUSIP: 63968XCJ2<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106649.92    | 0.14%             | 2052-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nevada Housing Division                                     | NEVADA ST HSG DIV SF MTGE REVENUE                                               | CUSIP: 641279F58<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106146.18    | 0.14%             | 2055-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nevada Housing Division                                     | NEVADA ST HSG DIV SF MTGE REVENUE                                               | CUSIP: 641279XP4<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    430000 | PA      | $452462.64    | 0.58%             | 2054-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Hampshire Health and Education Facilities Authority Act | NEW HAMPSHIRE ST HLTH & EDU FACS AUTH REVENUE                                   | CUSIP: 64461XKB0<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165939.26    | 0.21%             | 2034-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| New Hampshire Health and Education Facilities Authority Act | NEW HAMPSHIRE ST HLTH & EDU FACS AUTH REVENUE                                   | CUSIP: 64461XKC8<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |     90000 | PA      | $84639.30     | 0.11%             | 2044-11-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                         | NEW YORK NY                                                                     | CUSIP: 64966SPT7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     90000 | PA      | $94082.70     | 0.12%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                          | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990KGY3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    235000 | PA      | $245677.34    | 0.31%             | 2051-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                            | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                            | CUSIP: 650028B77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2045000 | PA      | $2145223.20   | 2.75%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue   | N TEXAS ST MUNI WTR DIST WTR SYS REVENUE                                        | CUSIP: 662903K77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $569483.09    | 0.73%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                       | NORTHSIDE TX INDEP SCH DIST                                                     | CUSIP: 66702RR53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94263.27     | 0.12%             | 2055-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                     | NYSEG Storm Funding LLC                                                         | CUSIP: 67122QAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203910.87    | 0.26%             | 2035-05-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                    | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    687000 | PA      | $697099.38    | 0.89%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    186000 | PA      | $179089.32    | 0.23%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                      | Orlando Health Obligated Group                                                  | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $141871.83    | 0.18%             | 2035-10-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: —       |
| Peace River Manasota Regional Water Supply Authority        | PEACE RIVER/MANASOTA FL REGL WTR SPLY AUTH                                      | CUSIP: 704612GQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $234787.29    | 0.30%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II                                     | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $487650.40    | 0.62%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Princeton Independent School District                       | PRINCETON TX INDEP SCH DIST                                                     | CUSIP: 742395ZB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31622.17     | 0.04%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Princeton Independent School District                       | PRINCETON TX INDEP SCH DIST                                                     | CUSIP: 742395ZC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26906.30     | 0.03%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    514000 | PA      | $452583.62    | 0.58%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                            | Ryder System Inc                                                                | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81548.71     | 0.10%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $262612.96    | 0.34%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                          | SPRING TX INDEP SCH DIST                                                        | CUSIP: 850001CN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $653996.80    | 0.84%             | 2055-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                       | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415216.70    | 0.53%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SWEPCO STORM RECOVERY FU                                    | Swepco Storm Recovery Funding LLC                                               | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555968 | PA      | $564353.65    | 0.72%             | 2039-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Terrell Independent School District/TX                      | TERRELL TX INDEP SCH DIST                                                       | CUSIP: 881405NY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $48493.64     | 0.06%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Terrell Independent School District/TX                      | TERRELL TX INDEP SCH DIST                                                       | CUSIP: 881405NZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $91250.77     | 0.12%             | 2055-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp               | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $369835.67    | 0.47%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Texas Department of Housing & Community Affairs             | TEXAS ST DEPT OF HSG & CMNTY AFFAIRS RESDL MTG REVENUE                          | CUSIP: 882750WV0<br>LEI: 549300J3RRLLZZN4WP77 | Long             | DBT              | MUN               | US        |    465000 | PA      | $486792.13    | 0.62%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Department of Housing & Community Affairs             | TEXAS ST DEPT OF HSG & CMNTY AFFAIRS RESDL MTG REVENUE                          | CUSIP: 882750YW6<br>LEI: 549300J3RRLLZZN4WP77 | Long             | DBT              | MUN               | US        |    195000 | PA      | $203995.62    | 0.26%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                   | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17048 | PA      | $16695.36     | 0.02%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                       | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193524.92    | 0.25%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                       | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    237000 | PA      | $256730.25    | 0.33%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                       | Mexico Government International Bonds                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    238000 | PA      | $266998.55    | 0.34%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    416000 | PA      | $439296.00    | 0.56%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $199840.00    | 0.26%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bills                                                             | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1497000 | PA      | $1480197.83   | 1.89%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    548000 | PA      | $361016.40    | 0.46%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    219600 | PA      | $162306.70    | 0.21%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    751400 | PA      | $671534.40    | 0.86%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $1202118.75   | 1.54%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2045000 | PA      | $1871814.06   | 2.40%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360500 | PA      | $328956.25    | 0.42%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2015000 | PA      | $2052387.70   | 2.63%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    162000 | PA      | $160671.09    | 0.21%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    521000 | PA      | $485791.80    | 0.62%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    478900 | PA      | $465748.96    | 0.60%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    569000 | PA      | $564821.41    | 0.72%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    526000 | PA      | $533314.69    | 0.68%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    158000 | PA      | $160147.81    | 0.20%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    701000 | PA      | $709926.80    | 0.91%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    212000 | PA      | $218310.31    | 0.28%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    697700 | PA      | $727788.31    | 0.93%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000 | PA      | $13085.31     | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    528000 | PA      | $529815.00    | 0.68%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $110923.83    | 0.14%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850900 | PA      | $862333.97    | 1.10%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    163000 | PA      | $165120.27    | 0.21%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3069000 | PA      | $3090698.78   | 3.96%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1137000 | PA      | $1145483.09   | 1.47%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1239600 | PA      | $1255095.00   | 1.61%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    246000 | PA      | $246057.66    | 0.31%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    812000 | PA      | $807051.88    | 1.03%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    894000 | PA      | $890647.50    | 1.14%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                      | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        59 | NC      | $39527.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                      | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -20 | NC      | $-30507.56    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                      | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $12532.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                      | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        10 | NC      | $-331.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                      | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        33 | NC      | $4318.80      | 0.01%             |  |  |  | No            |                  1 | 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        |    543448 | NS      | $543447.50    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

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

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer