# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-25-038402
**Filing Date:** 2025-12
**Character Count:** 110706
**Document Hash:** 04e13991da0f3ffa39a2cd7698637275
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-038402.hdr.sgml**: 20251217

**ACCESSION NUMBER**: 0001410368-25-038402

**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, 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:** 251578848

**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:** 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:** $386618793.00

**Total Liabilities:** $33434896.10

**Net Assets:** $353183896.90

**Delayed Delivery Securities:** $31290076.64

**Cash Not Reported:** $13295424.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -67.85000000 | **1-Year:** -1481.76000000 | **5-Year:** -4864.26000000 | **10-Year:** -5544.64000000 | **30-Year:** -1267.99000000

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

- **3-Month:** -91.75000000 | **1-Year:** -1464.76000000 | **5-Year:** -3980.52000000 | **10-Year:** -1613.86000000 | **30-Year:** -1025.20000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009961 | 1.89%                | 0.32%                | 0.29%                |
| Class ID C000009963 | 1.90%                | 0.16%                | 0.33%                |
| Class ID C000009964 | 1.96%                | 0.34%                | 0.30%                |
| Class ID C000035174 | 1.87%                | 0.34%                | 0.31%                |
| Class ID C000040951 | 1.90%                | 0.20%                | 0.36%                |
| Class ID C000040952 | 1.88%                | 0.31%                | 0.38%                |
| Class ID C000040953 | 1.87%                | 0.34%                | 0.40%                |
| Class ID C000185705 | 1.87%                | 0.35%                | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8611.55                | $5132847.79                                |
| Month 2  | $122044.62               | $-27303.59                                 |
| Month 3  | $-644056.44              | $353927.24                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |      217515 | PA      | $217243.17    | 0.06%             | 2028-12-21      | Floating      | 6.21%                 | 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        |       45575 | PA      | $44843.19     | 0.01%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE OIL & GAS LTD                           | Advantage Energy Ltd                                                                                                               | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |      690000 | PA      | $527362.59    | 0.15%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                             | Bread Financial Holdings Inc                                                                                                       | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      170000 | PA      | $173941.62    | 0.05%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                               | Alliant Energy Corp                                                                                                                | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1683790.00   | 0.48%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Amentum Government Services Holdings LLC          | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                          | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |       80000 | PA      | $79880.00     | 0.02%             | 2031-09-29      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                           | American Airlines Inc 2025 Term Loan B                                                                                             | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |       99500 | PA      | $99798.50     | 0.03%             | 2032-05-28      | Floating      | 7.13%                 | 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        |      192867 | PA      | $193516.71    | 0.05%             | 2031-01-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                          | American Water Capital Corp                                                                                                        | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1623643.00   | 0.46%             | 2026-06-15      | Fixed         | 3.63%                 | 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      | $487510.32    | 0.14%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-1                                                                                                    | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940199 | PA      | $885128.74    | 0.25%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2021-8                                                                                                    | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370516 | PA      | $332375.18    | 0.09%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                              | Aramark Services Inc 2024 Term Loan B8                                                                                             | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      225948 | PA      | $226124.53    | 0.06%             | 2030-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                                                                                  | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1160000 | PA      | $812580.00    | 0.23%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC 2022 Term Loan B10                                                                                                     | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      183704 | PA      | $183834.10    | 0.05%             | 2028-08-19      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                                                 | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $200158.16    | 0.06%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK18                                                                                                                    | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5667891 | PA      | $142991.25    | 0.04%             | 2062-05-15      | Variable      | 0.88%                 | 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        |      151526 | PA      | $151368.25    | 0.04%             | 2032-01-23      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                           | QXO Inc Term Loan B                                                                                                                | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |       37778 | PA      | $37803.09     | 0.01%             | 2032-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                           | Belron Finance 2019 LLC 2025 Repriced Term Loan B                                                                                  | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      143553 | PA      | $144151.33    | 0.04%             | 2031-10-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B10 Mortgage Trust                                                                                                  | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5210695 | PA      | $179002.48    | 0.05%             | 2062-03-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B22 Mortgage Trust                                                                                                  | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2333167 | PA      | $144212.83    | 0.04%             | 2054-01-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                             | Blackfin Pipeline LLC Term Loan B                                                                                                  | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |      100000 | PA      | $99875.00     | 0.03%             | 2032-09-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                           | CF Hippolyta Issuer LLC                                                                                                            | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      244049 | PA      | $204234.10    | 0.06%             | 2060-07-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | Csmc 2022-Nqm1 Trust                                                                                                               | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1045836 | PA      | $959719.52    | 0.27%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2022-HC Mortgage Trust                                                                                                        | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223000 | PA      | $214040.62    | 0.06%             | 2039-01-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2022-HC Mortgage Trust                                                                                                        | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $210926.32    | 0.06%             | 2039-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                            | CACI International Inc Term Loan B                                                                                                 | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      148875 | PA      | $148968.79    | 0.04%             | 2031-10-30      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                         | Caesars Entertainment Inc Term Loan B                                                                                              | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      105950 | PA      | $104978.44    | 0.03%             | 2030-02-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                                                       | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $212938.93    | 0.06%             | 2035-06-15      | Fixed         | 6.04%                 | 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        |      247001 | PA      | $246439.83    | 0.07%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                       | CHOBANI LLC 2025 TERM LOAN B                                                                                                       | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      250000 | PA      | $250470.00    | 0.07%             | 2032-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc 2025 Term Loan                                                                                                   | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      325000 | PA      | $325965.25    | 0.09%             | 2032-10-08      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                            | Colossus Acquireco LLC Term Loan B                                                                                                 | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      250000 | PA      | $248750.00    | 0.07%             | 2032-07-30      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2022-1 Mortgage Loan Trust                                                                                                    | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      869232 | PA      | $786722.17    | 0.22%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                              | Reworld Holding Corp Term Loan B                                                                                                   | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      126035 | PA      | $126035.39    | 0.04%             | 2028-11-30      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                              | Reworld Holding Corp Term Loan C                                                                                                   | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |        9756 | PA      | $9756.10      | 0.00%             | 2028-11-30      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                  | Credit Acceptance Corp                                                                                                             | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $359827.20    | 0.10%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                                                 | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $206124.14    | 0.06%             | 2035-09-23      | Fixed         | 7.13%                 | 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        |     1384243 | PA      | $61327.65     | 0.02%             | 2053-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                      | DAYFORCE INC 2025 TERM LOAN                                                                                                        | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |      150000 | PA      | $149437.50    | 0.04%             | 2032-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                   | SkyMiles IP Ltd 2025 Repriced Term Loan B                                                                                          | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      217611 | PA      | $218392.10    | 0.06%             | 2028-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                        | Dexcom Inc                                                                                                                         | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      505000 | PA      | $457782.50    | 0.13%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-7999.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $5046.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $3049.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED MXN / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $-17175.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | PURCHASED USD / SOLD CAD                                                                                                           | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $-294.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD COP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4395.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED COP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $1133.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED ZAR / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |           1 | NC      | $26.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD JPY                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2444.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD AUD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-397.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED AUD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |           1 | NC      | $11181.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $8942.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NOK / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-22191.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $125974.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD NZD                                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $4769.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-8283.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $21062.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED BRL / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-19552.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD BRL                                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $7689.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                               | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $31999.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED NZD / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-6326.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                 | EMRLD Borrower LP Term Loan B                                                                                                      | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |       65617 | PA      | $65417.94     | 0.02%             | 2030-05-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                 | Elanco Animal Health Inc Term Loan B                                                                                               | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |      112523 | PA      | $112436.14    | 0.03%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      890000 | PA      | $881939.00    | 0.25%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                | Enphase Energy Inc                                                                                                                 | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      370000 | PA      | $320531.00    | 0.09%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                                | Evolent Health Inc                                                                                                                 | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |      555000 | PA      | $436785.00    | 0.12%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                               | Exact Sciences Corp                                                                                                                | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      420000 | PA      | $423192.00    | 0.12%             | 2031-04-15      | Fixed         | 1.75%                 | 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      | $199157.90    | 0.06%             | 2027-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                                                                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      775000 | PA      | $752119.44    | 0.21%             | 2055-11-01      | Fixed         | 8.45%                 | 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        |      943798 | PA      | $34104.99     | 0.01%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | 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        |     1705871 | PA      | $68592.73     | 0.02%             | 2030-10-25      | Variable      | 1.02%                 | 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        |     6333596 | PA      | $216405.03    | 0.06%             | 2030-11-25      | Variable      | 0.84%                 | 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        |     5160882 | PA      | $224131.96    | 0.06%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | Ellington Financial Mortgage Trust 2022-1                                                                                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470672 | PA      | $415357.39    | 0.12%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                                                                   | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      810000 | PA      | $864675.00    | 0.24%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                                                                   | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      810000 | PA      | $878850.00    | 0.25%             | 2031-01-15      | Fixed         | 3.88%                 | 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        |      194850 | PA      | $194715.06    | 0.06%             | 2028-04-28      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                | Freddie Mac Mscr Trust Mn1                                                                                                         | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |       12686 | PA      | $12653.95     | 0.00%             | 2051-01-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                                                                                | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        4960 | PA      | $4811.23      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                                                                                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       75020 | PA      | $72956.31     | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                                                                                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      107880 | PA      | $92841.52     | 0.03%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                                                | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      730000 | PA      | $658460.00    | 0.19%             | 2031-03-01      | Fixed         | 1.50%                 | 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        |      172364 | PA      | $171996.83    | 0.05%             | 2029-11-09      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                                                                         | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $369174.42    | 0.10%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $189071.02    | 0.05%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $312011.73    | 0.09%             | 2030-06-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                 | Hanesbrands Inc 2025 Term Loan B                                                                                                   | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |       39497 | PA      | $39563.44     | 0.01%             | 2032-03-07      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                         | HUB International Limited 2025 Term Loan B                                                                                         | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      126090 | PA      | $126479.39    | 0.04%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                         | IQVIA Inc 2025 Incremental Term Loan B5                                                                                            | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |      181776 | PA      | $182230.80    | 0.05%             | 2031-01-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                  | IRB Holding Corp 2024 1st Lien Term Loan B                                                                                         | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      158479 | PA      | $158670.80    | 0.04%             | 2027-12-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                     | Coherent Corp 2025 Term Loan B2                                                                                                    | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      200286 | PA      | $200347.80    | 0.06%             | 2029-07-02      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                               | Immunocore Holdings PLC                                                                                                            | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $246288.00    | 0.07%             | 2030-02-01      | Fixed         | 2.50%                 | 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        |      118456 | PA      | $107454.87    | 0.03%             | 2028-05-03      | Floating      | 8.25%                 | 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        |       80176 | PA      | $63980.48     | 0.02%             | 2031-12-31      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $189543.76    | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $247536.24    | 0.07%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                     | LFS Topco LLC                                                                                                                      | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $176198.53    | 0.05%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2022-NQM1                                                                                      | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      870225 | PA      | $778224.98    | 0.22%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                              | Noble Finance II LLC                                                                                                               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $487786.21    | 0.14%             | 2030-04-15      | Fixed         | 8.00%                 | 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        |      133494 | PA      | $133745.19    | 0.04%             | 2028-10-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                                                                          | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      830000 | PA      | $851912.00    | 0.24%             | 2027-12-01      | Fixed         | 4.25%                 | 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        |      120938 | PA      | $121081.42    | 0.03%             | 2029-05-03      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                      | Peraton Corp Term Loan B                                                                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      172854 | PA      | $148752.80    | 0.04%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                    | KFC Holding Co 2021 Term Loan B                                                                                                    | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      317996 | PA      | $318326.89    | 0.09%             | 2028-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | QNITY ELECTRONICS INC TERM LOAN B                                                                                                  | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      100000 | PA      | $99938.00     | 0.03%             | 2032-08-12      | None          | 0.00%                 | 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        |       98000 | PA      | $96959.24     | 0.03%             | 2030-06-28      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                             | Quikrete Holdings Inc 2025 Term Loan B1                                                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      228279 | PA      | $228550.18    | 0.06%             | 2031-04-14      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                           | Rfna LP                                                                                                                            | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |      350000 | PA      | $348517.82    | 0.10%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                          | Rexford Industrial Realty LP                                                                                                       | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      310000 | PA      | $313410.00    | 0.09%             | 2029-03-15      | Fixed         | 4.13%                 | 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        |      110929 | PA      | $111067.29    | 0.03%             | 2032-03-04      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                             | SS&C Technologies Inc 2024 Term Loan B8                                                                                            | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |       95847 | PA      | $96034.44     | 0.03%             | 2031-05-09      | Floating      | 5.96%                 | 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        |      161567 | PA      | $156921.86    | 0.04%             | 2031-10-31      | Floating      | 6.71%                 | 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        |      215619 | PA      | $215524.39    | 0.06%             | 2031-07-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                                | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $205645.55    | 0.06%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                                | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $221319.20    | 0.06%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                       | Southern Co/The                                                                                                                    | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1648350.00   | 0.47%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                            | Spirit Aerosystems Inc 2022 Term Loan                                                                                              | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |      106700 | PA      | $106800.30    | 0.03%             | 2027-01-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                           | Standard Industries Inc 2021 Term Loan B                                                                                           | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |       38005 | PA      | $38100.44     | 0.01%             | 2028-09-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                                                                       | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     2653261 | PA      | $2653261.00   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                           | Sunnova Energy International Inc                                                                                                   | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |      720000 | PA      | $1260.00      | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                              | Talos Production Inc                                                                                                               | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      320000 | PA      | $327260.52    | 0.09%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| TELADOC HEALTH INC                                | Teladoc Health Inc                                                                                                                 | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |      520000 | PA      | $488800.00    | 0.14%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                      | Somnigroup International Inc Term Loan B                                                                                           | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |      135463 | PA      | $136083.55    | 0.04%             | 2031-10-24      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B8                                                                                                  | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      309038 | PA      | $308652.01    | 0.09%             | 2031-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                     | TransDigm Inc 2023 Term Loan J                                                                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      254658 | PA      | $254938.30    | 0.07%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                                                                       | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      427500 | PA      | $448588.15    | 0.13%             | 2030-02-15      | Fixed         | 8.75%                 | 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        |      303714 | PA      | $304327.35    | 0.09%             | 2031-11-21      | Floating      | 6.04%                 | 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      | $175833.52    | 0.05%             | 2028-11-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| USI Inc                                           | USI Inc 2024 Term Loan D                                                                                                           | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      133419 | PA      | $133552.90    | 0.04%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                              | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5217564 | PA      | $3995664.12   | 1.13%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12541026 | PA      | $12420233.64  | 3.52%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11845966 | PA      | $11667985.22  | 3.30%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42946416 | PA      | $42472976.92  | 12.03%            | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3151491 | PA      | $3118177.09   | 0.88%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14331076 | PA      | $13652700.09  | 3.87%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22363596 | PA      | $21219692.47  | 6.01%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29542768 | PA      | $27697975.95  | 7.84%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22164407 | PA      | $20662433.82  | 5.85%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14433462 | PA      | $14316161.03  | 4.05%             | 2026-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22416070 | PA      | $21187732.34  | 6.00%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13409122 | PA      | $12978693.76  | 3.67%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13866320 | PA      | $13642777.87  | 3.86%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10923259 | PA      | $10964151.10  | 3.10%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13178458 | PA      | $13363205.18  | 3.78%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10973178 | PA      | $11289533.51  | 3.20%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                              | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7314308 | PA      | $7374383.27   | 2.09%             | 2035-07-15      | Fixed         | 1.88%                 | 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        |    15449230 | PA      | $2593513.12   | 0.73%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2022-1                                                                                                  | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      619700 | PA      | $582993.44    | 0.17%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                           | WEX Inc 2024 Term Loan B2                                                                                                          | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |      241484 | PA      | $240652.87    | 0.07%             | 2028-03-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                  | Zions Bancorp NA                                                                                                                   | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      795000 | PA      | $843915.74    | 0.24%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                           | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                                           | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $223197.87    | 0.06%             | 2050-12-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | U.S. Treasury Inflation-Indexed Bonds                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    10581730 | PA      | $7690.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | U.S. Treasury Inflation-Indexed Bonds                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    19212889 | PA      | $12393.47     | 0.00%             |  |  |  | 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      | $1099507.46   | 0.31%             |  |  |  | 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      | $832147.67    | 0.24%             |  |  |  | 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      | $573319.87    | 0.16%             |  |  |  | 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      | $49457.65     | 0.01%             |  |  |  | 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      | $30218.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: S9D0WHBZ7 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: S9D0WHBZ7 CDS EUR P V 03MEVENT 2 CCPCORPORATE                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1660000 | OU      | $278346.87    | 0.08%             |  |  |  | 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      | $-94929.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B9D10Q3P1 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: B9D10Q3P1 CDS EUR P F  5.00000 1 CCPITRAXX                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      591996 | OU      | $-74936.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | Long: DDZ02AES0 TRS USD R V 03MSOFR IBOXHY 20251220 / Short: DDZ02AES0 TRS USD P F   .00000 IBOXHY 20251220                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      325000 | OU      | $-11832.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Long: DDZ02ADT9 TRS USD R V 03MSOFR IBOXHY 20251220 / Short: DDZ02ADT9 TRS USD P F   .00000 IBOXHY 20251220                        | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |      545000 | OU      | $-20238.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D11GHY8 IRS USD R V 12MUSCPI 99D11GHZ5 CCPINFLATIONZERO / Short: B9D11GHY8 IRS USD P F  2.56250 99D11GHY8 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8250000 | OU      | $-37753.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D11GIM3 IRS USD R F  2.66000 99D11GIM3 CCPINFLATIONZERO / Short: S9D11GIM3 IRS USD P V 12MUSCPI 99D11GIN1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8250000 | OU      | $33918.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2492619570 | PA      | $538445.45    | 0.15%             | 2033-03-25      | Fixed         | 3.00%                 | 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        |    10244751 | PA      | $1638147.13   | 0.46%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND                              | Deutsche Bundesrepublik Inflation Linked Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3651144 | PA      | $3384780.17   | 0.96%             | 2046-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                               | New Zealand Government Inflation Linked Bond                                                                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3066964 | PA      | $1724250.55   | 0.49%             | 2040-09-20      | Fixed         | 2.50%                 | 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      | $2094322.68   | 0.59%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP                          | Bonos de la Tesoreria de la Republica                                                                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1979883500 | PA      | $2062537.83   | 0.58%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 11070396122 | PA      | $2381502.07   | 0.67%             | 2037-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1420000 | PA      | $1464739.28   | 0.41%             | 2032-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                   | North Macedonia Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     1085000 | PA      | $1251750.88   | 0.35%             | 2026-06-03      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $102078.23    | 0.03%             | 2031-07-17      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1360000 | PA      | $1284818.70   | 0.36%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $127240.52    | 0.04%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND                              | Deutsche Bundesrepublik Inflation Linked Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      985296 | PA      | $1090273.43   | 0.31%             | 2033-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $254156.22    | 0.07%             | 2028-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                           | Bank of Cyprus Holdings PLC                                                                                                        | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |      225000 | PA      | $306843.99    | 0.09%             | 2028-06-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| ENI SPA                                           | Eni SpA                                                                                                                            | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $856557.31    | 0.24%             | 2030-09-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                           | Metro Bank Holdings PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $149793.81    | 0.04%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NXERA PHARMA CO LTD                               | Nxera Pharma Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 2138004M62BFNJMR2Z82 | Long             | DBT              | CORP              | JP        |    50000000 | PA      | $306599.18    | 0.09%             | 2028-12-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                   | CCF Holding SAS                                                                                                                    | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $251736.93    | 0.07%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                    | BAWAG Group AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $244783.68    | 0.07%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                           | SCOR SE                                                                                                                            | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119554.22    | 0.03%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $235986.66    | 0.07%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                       | Eurobank SA                                                                                                                        | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      175000 | PA      | $203946.13    | 0.06%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LUMINOR HOLDING AS                                | Luminor Holding AS                                                                                                                 | CUSIP: 000000000<br>LEI: 213800RZWHE5EUX9R444 | Long             | DBT              | CORP              | EE        |      200000 | PA      | $239795.01    | 0.07%             | 2031-02-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2020000 | PA      | $2422171.29   | 0.69%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $281128.05    | 0.08%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $238305.79    | 0.07%             | 2030-11-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIABANK SA                                     | CrediaBank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $122820.44    | 0.03%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                          | RLGH Finance Bermuda Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $214923.61    | 0.06%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                        | Sogecap SA                                                                                                                         | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117138.06    | 0.03%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BOBL FUTURE DEC25                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           3 | NC      | $677.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -10 | NC      | $-936.07      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal        | CAN 10YR BOND FUT DEC25                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          29 | NC      | $62296.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUXL 30Y BND DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -4 | NC      | $-13927.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          38 | NC      | $-13385.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE DEC25                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -63 | NC      | $-53038.19    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT DEC25                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           6 | NC      | $-29.07       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          49 | NC      | $211235.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          37 | NC      | $36382.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          55 | NC      | $-31163.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 10Y BOND FUT DEC25                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          62 | NC      | $3459.93      | 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        |         117 | NC      | $-67937.06    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                            | 99D11LBB USD CALL CNH PUT                                                                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     3530000 | OU      | $29366.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                           | United Kingdom Inflation-Linked Gilt                                                                                               | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3323870 | PA      | $3033251.64   | 0.86%             | 2050-03-22      | Fixed         | 0.50%                 | 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        |     5008342 | PA      | $803816.86    | 0.23%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANMINA CORP                                      | SANMINA CORP TERM LOAN B                                                                                                           | CUSIP: 000000000<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      140000 | PA      | $140000.00    | 0.04%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                | Owens-Illinois Inc 2025 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |      185000 | PA      | $184459.80    | 0.05%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                             | Australia Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |           0 | PA      | $0.01         | 0.00%             | 2050-02-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                | Cellnex Telecom SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $625469.24    | 0.18%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                          | Ubisoft Entertainment SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $382067.74    | 0.11%             | 2031-12-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP                          | Bonos de la Tesoreria de la Republica                                                                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   791953400 | PA      | $805395.22    | 0.23%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  9903217117 | PA      | $2362716.81   | 0.67%             | 2035-04-04      | Fixed         | 4.75%                 | 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        |      115000 | PA      | $115251.85    | 0.03%             | 2032-01-28      | Floating      | 6.71%                 | 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        |      663750 | NS      | $663750.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux Finco Sarl                            | Froneri Lux Finco Sarl 2025 USD Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |      100000 | PA      | $99926.00     | 0.03%             | 2032-08-02      | None          | 0.00%                 | 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      | $100031.00    | 0.03%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                               | Peer Holding III BV 2025 USD Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      300000 | PA      | $300000.00    | 0.08%             | 2032-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                     | Sunrise Financing Partnership Term Loan AAA1                                                                                       | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      140000 | PA      | $139650.00    | 0.04%             | 2032-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer