NPORT-P false 0000049905 XXXXXXXX S000064932 C000210205 C000210207 C000210208 C000219357 C000210204 C000210206 HARTFORD MUTUAL FUNDS II INC 811-00558 0000049905 549300EJOMNL7BM98413 690 LEE ROAD WAYNE 19087 610-386-4068 Hartford Schroders Securitized Income Fund S000064932 549300FKNTT89O2Q4K03 2021-10-31 2021-01-31 N 126486145.55 33902018.37 92584127.18 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 186584.55000000 EUR GBP USD N Textainer Marine Containers Limited N/A 88315LAG3 624827.19000000 PA USD 635195.26000000 0.686073606078 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.10000000 N N N N N N J.P. Morgan Securities Plc K6Q0W1PS1L1O4IQL9C32 000000000 -2153868.09000000 PA -2951122.76000000 -3.18750400299 Short RA CORP GB N 2 Reverse repurchase N 0.70000000 2021-02-19 4797000.00000000 USD 2157611.62000000 USD ABS N N N Home Re Ltd N/A 43731WAC9 500000.00000000 PA USD 515297.75000000 0.556572455447 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 4.28000000 N N N N N N CBAM CLO Management 254900FSYLEH1VUJJF28 12481XAN0 1750000.00000000 PA USD 1748577.25000000 1.888636101305 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 1.51000000 N N N N N N BELLEMEADE RE LT N/A 078782AC3 1190000.00000000 PA USD 1219487.13000000 1.317166524267 Long ABS-MBS CORP US N 2 2030-08-26 Floating 4.13000000 N N N N N N Freddie Mac N/A 3133KHLM6 1255799.42000000 PA USD 1352501.09000000 1.460834736142 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Hospitality Mortgage Trust N/A 40443RAN1 813534.71000000 PA USD 805372.35000000 0.869881668198 Long ABS-MBS CORP US N 2 2036-11-15 Floating 2.48000000 N N N N N N Treman Park CLO Ltd 549300E4DX3Q8L455K94 89473LAH7 663841.75000000 PA USD 663337.23000000 0.716469712686 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.29000000 N N N N N N J.P. Morgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -1400869.72000000 PA -1919401.90000000 -2.07314359217 Short RA CORP GB N 2 Reverse repurchase N 0.63000000 2021-04-06 4859000.00000000 USD 1403060.02000000 USD PLCMO N N N Navient Student Loan Trust N/A 63941UAA1 731222.79000000 PA USD 738101.62000000 0.797222636840 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 94986DAA0 719294.32000000 PA USD 704131.31000000 0.760531347485 Long ABS-MBS CORP US N 2 2037-10-25 Variable 3.18000000 N N N N N N AMBAC LSNI LLC N/A 02315QAA6 1813965.01000000 PA USD 1820767.38000000 1.966608570451 Long DBT CORP KY N 2 2023-02-12 Floating 6.00000000 N N N N N N LCM Ltd Partnership 549300WD241FFLNM0E69 50184KBE7 3000000.00000000 PA USD 3000129.00000000 3.240435581541 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 1.36000000 N N N N N N Dryden Senior Loan Fund N/A 26243EAA9 850000.00000000 PA USD 850670.65000000 0.918808305387 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 1.36000000 N N N N N N Madison Park Funding Ltd 549300FFTJ3WPTJK8589 55821TAA5 1000000.00000000 PA USD 993711.00000000 1.073306008564 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 0.99000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -24624.20000000 -0.02659656762 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5005488.82000000 GBP 6834239.15000000 USD 2021-02-17 -24624.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 -3136812.97000000 PA -3806677.88000000 -4.11158801832 Short RA CORP LU N 2 Reverse repurchase N 0.25000000 2021-04-12 4700000.00000000 USD 3138773.48000000 USD ABS N N N Freddie Mac - STACR N/A 3137G0JU4 0.00000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 4.78000000 N N N N N N Morgan Stanley & Co. LLC 549300OJY9IZ31SGS926 61747C525 19.77000000 NS USD 19.77000000 0.000021353552 Long STIV RF US N 1 N N N Social Professional Loan Program LLC N/A 83404WAB3 600000.00000000 PA USD 621451.74000000 0.671229247311 Long ABS-O CORP US N 2 2048-08-17 Fixed 3.09000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAS8 643000.00000000 PA USD 717652.30000000 0.775135351878 Long DBT CORP US N 2 2025-06-01 Fixed 8.88000000 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A 33767MAL9 1119000.00000000 PA USD 1160824.53000000 1.253805123358 Long ABS-O CORP US N 2 2025-09-17 Fixed 3.64000000 N N N N N N Towd Point Mortgage Trust N/A 89177RAD2 919000.00000000 PA USD 938246.16000000 1.013398504233 Long ABS-O CORP US N 2 2058-11-25 Variable 4.40000000 N N N N N N Freddie Mac - STACR N/A 3137G0KQ1 564001.83000000 PA USD 592205.53000000 0.639640452459 Long ABS-MBS USGSE US N 2 2028-12-25 Floating 5.13000000 N N N N N N Freddie Mac - STACR N/A 35565XAH3 1664000.00000000 PA USD 1685912.72000000 1.820952220808 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 3.88000000 N N N N N N Tricon American Homes N/A 89613GAF3 974000.00000000 PA USD 1041585.96000000 1.125015692997 Long ABS-O CORP US N 2 2038-07-17 Fixed 4.88000000 N N N N N N Fannie Mae - CAS N/A 30711XAP9 1088783.31000000 PA USD 1121351.98000000 1.211170871460 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 5.03000000 N N N N N N Morgan Stanley Mortgage Capital Holdings LLC N/A 55375KAJ5 1413000.00000000 PA USD 1404234.17000000 1.516711571163 Long ABS-MBS CORP US N 2 2039-09-13 Variable 3.74000000 N N N N N N Countrywide Home Equity Loan Trust N/A 23242LAA1 710364.31000000 PA USD 666124.38000000 0.719480109916 Long ABS-O CORP US N 2 2036-07-15 Floating 0.27000000 N N N N N N Countrywide Home Equity Loan Trust N/A 12668FAB0 710358.12000000 PA USD 683214.70000000 0.737939343178 Long ABS-O CORP US N 2 2037-01-15 Floating 0.27000000 N N N N N N Carlyle Global Market Strategies 635400XFOCOSFVGDN267 14310DAU1 1498034.76000000 PA USD 1498165.09000000 1.618166240404 Long ABS-CBDO CORP KY N 2 2029-01-18 Floating 1.11000000 N N N N N N Eagle Re Ltd N/A 269820AB2 500000.00000000 PA USD 508798.25000000 0.549552353624 Long ABS-MBS CORP US N 2 2030-10-25 Floating 4.13000000 N N N N N N COMM Mortgage Trust N/A 20048GAN6 252000.00000000 PA USD 210522.82000000 0.227385434644 Long ABS-MBS CORP US N 2 2034-06-15 Floating 2.52000000 N N N N N N Oaktown Re Ltd 549300CG2B8QR5YHPJ68 67389NAB5 844456.88000000 PA USD 845690.38000000 0.913429121987 Long ABS-MBS CORP BM N 2 2027-04-25 Floating 4.13000000 N N N N N N CIFC Funding Ltd N/A 12551PAA0 1330545.77000000 PA USD 1330843.81000000 1.437442735094 Long ABS-CBDO CORP KY N 2 2028-01-20 Floating 1.02000000 N N N N N N Newgate Funding PLC 2138006KF4KS6D5P1697 000000000 674681.76000000 PA 890653.84000000 0.961994098911 Long ABS-MBS CORP GB N 2 2050-12-01 Floating 0.20000000 N N N N N N RMAC Securities PLC 213800C48M2JTBGZT736 000000000 1733458.48000000 PA 2289913.17000000 2.473332351611 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 0.19000000 N N N N N N Freddie Mac N/A 3137F7HE8 542179.09000000 PA USD 63298.81000000 0.068368965532 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 3.50000000 N N N N N N Eagle Re Ltd 254900L82OLW9QTLJ788 269822AB8 510728.47000000 PA USD 511408.35000000 0.552371519370 Long ABS-MBS CORP US N 2 2029-04-25 Floating 1.93000000 N N N N N N Eurosail Plc 213800PBNX9J895VX562 000000000 264881.12000000 PA 361301.72000000 0.390241536000 Long ABS-MBS CORP GB N 2 2044-12-15 Floating 0.20000000 N N N N N N COMM Mortgage Trust N/A 20048GAL0 280000.00000000 PA USD 264596.39000000 0.285790229987 Long ABS-MBS CORP US N 2 2034-06-15 Floating 2.13000000 N N N N N N OCP CLO Ltd 254900FZYL5HDKV64882 67092DAL3 314570.99000000 PA USD 313732.66000000 0.338862253774 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 1.04000000 N N N N N N Freddie Mac N/A 3132DWAD5 1777980.10000000 PA USD 1784936.09000000 1.927907238926 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Freddie Mac N/A 3132DWAF0 987333.69000000 PA USD 1019202.31000000 1.100839140621 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N LCM Ltd Partnership N/A 52111PAF8 1000000.00000000 PA USD 999260.00000000 1.079299476526 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 1.29000000 N N N N N N Invitation Homes Trust N/A 46185HAA0 963288.65000000 PA USD 963892.44000000 1.041099019193 Long ABS-O CORP US N 2 2037-06-17 Floating 1.03000000 N N N N N N Carbone CLO, LTD 5493005I53NEC017LN87 141312AA6 1000000.00000000 PA USD 1000817.00000000 1.080981190279 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 1.36000000 N N N N N N Banc of America Funding Corporation 549300MRF4Q4NF7TRB58 05990NAF7 1174000.00000000 PA USD 1134914.02000000 1.225819213906 Long ABS-MBS CORP US N 2 2035-06-26 Variable 2.61000000 N N N N N N EMF- UK PLC 213800C63TEI231V9H42 000000000 173195.25000000 PA 236120.54000000 0.255033500009 Long ABS-MBS CORP GB N 2 2046-03-13 Floating 1.02000000 N N N N N N Radnor Re LTD 254900JBDDKUTX6TX151 75049SAB9 746439.68000000 PA USD 747838.51000000 0.807739439554 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 2.08000000 N N N N N N Home Re 2018-1 Ltd. 254900E6IUAJSN9WD709 43730MAB4 899000.00000000 PA USD 906825.71000000 0.979461315476 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 3.13000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359MAA1 785392.55000000 PA USD 789722.34000000 0.852978111965 Long ABS-O CORP US N 2 2024-07-25 Variable 3.35000000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAQ7 1000000.00000000 PA USD 973610.60000000 1.051595591658 Long ABS-MBS CORP US N 2 2037-12-15 Floating 2.68000000 N N N N N N RMAC Securities PLC 213800C48M2JTBGZT736 000000000 3195621.61000000 PA 4215772.79000000 4.553450919080 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 0.21000000 N N N N N N Navient Student Loan Trust N/A 63941XAA5 358651.46000000 PA USD 362650.75000000 0.391698621616 Long ABS-O CORP US N 2 2069-07-15 Fixed 1.22000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LBD2 797828.81000000 PA USD 93142.44000000 0.100603032978 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N MP Clo VIII, LTD 549300D60LKSR31DKI65 62481WAA5 1259388.82000000 PA USD 1254992.29000000 1.355515603187 Long ABS-CBDO CORP KY N 2 2027-10-28 Floating 1.13000000 N N N N N N J.P. Morgan Securities PLC K6Q0W1PS1L1O4IQL9C32 000000000 -487936.25000000 PA -668545.94000000 -0.72209563384 Short RA CORP GB N 2 Reverse repurchase N 0.69000000 2021-04-29 980000.00000000 USD 488765.51000000 USD ABS N N N IndyMac INDX Mortgage Loan Trust N/A 45660LEG0 447708.12000000 PA USD 442565.61000000 0.478014561977 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.69000000 N N N N N N TAL Advantage VII LLC N/A 87407RAA4 1365475.00000000 PA USD 1394241.33000000 1.505918317174 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.05000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17320QAL3 1000000.00000000 PA USD 1013859.40000000 1.095068270211 Long ABS-MBS CORP US N 2 2035-05-10 Variable 3.52000000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAA4 500000.00000000 PA USD 500821.50000000 0.540936675923 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 1.50000000 N N N N N N American Home Mortgage Investment Trust N/A 026931AF2 676450.88000000 PA USD 655255.24000000 0.707740365393 Long ABS-O CORP US N 2 2032-02-25 Floating 0.61000000 N N N N N N CORE 2019-CORE MORTGAGE TRUST N/A 21871FAN8 835000.00000000 PA USD 820322.79000000 0.886029619748 Long ABS-MBS CORP US N 2 2031-12-15 Floating 2.03000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LNV9 2488407.93000000 PA USD 303263.52000000 0.327554548751 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1045.22000000 -0.00112894081 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 806533.92000000 EUR 978104.41000000 USD 2021-02-17 -1045.22000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -141.67000000 -0.00015301758 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 107133.51000000 GBP 146660.00000000 USD 2021-02-17 -141.67000000 N N N Credit Suisse Mortgage Trust N/A 12653VAJ5 1708000.00000000 PA USD 1712383.75000000 1.849543547211 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.28000000 N N N N N N Towd Point Mortgage Trust N/A 89177KAE5 1000000.00000000 PA USD 1050466.10000000 1.134607121108 Long ABS-O CORP US N 2 2058-11-25 Variable 5.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 000000000 -7813000.00000000 PA USD -7813000.00000000 -8.43881153063 Short RA CORP US N 2 Reverse repurchase N 0.95000000 2021-02-19 9080000.00000000 USD 7831029.48000000 USD ABS N N N BELLEMEADE RE LT N/A 07876TAB8 1419000.00000000 PA USD 1432938.84000000 1.547715449338 Long ABS-MBS CORP US N 2 2030-06-25 Floating 3.53000000 N N N N N N Freddie Mac - STACR N/A 35565RAA1 175781.81000000 PA USD 176061.72000000 0.190164043624 Long ABS-MBS USGSE US N 2 2050-09-25 Floating 1.43000000 N N N N N N Bluemountain CLO Ltd 54930003J8R1CBTM3M23 09626UAU2 906701.13000000 PA USD 905915.02000000 0.978477680346 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.45000000 N N N N N N CLI Funding LLC 549300NQLBWJD5AREU05 12563LAL1 1215477.54000000 PA USD 1229113.25000000 1.327563684442 Long ABS-O CORP US N 2 2044-05-18 Fixed 3.71000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 000000000 -2066000.00000000 PA USD -2066000.00000000 -2.23148401667 Short RA CORP US N 2 Reverse repurchase N 0.88000000 2021-02-11 2296000.00000000 USD 2067459.99000000 USD ABS N N N BX Trust N/A 056057AN2 648000.00000000 PA USD 648800.34000000 0.700768435974 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.08000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 000000000 -2695000.00000000 PA USD -2695000.00000000 -2.91086613017 Short RA CORP US N 2 Reverse repurchase N 0.89000000 2021-02-02 3000000.00000000 USD 2696940.59000000 USD ABS N N N Landmark Mortgage Securities PLC 213800UH1Y6IWEVWC472 000000000 492512.54000000 PA 644012.14000000 0.695596707141 Long ABS-MBS CORP GB N 2 2039-06-17 Floating 0.24000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326MAN2 500000.00000000 PA USD 470001.15000000 0.507647654425 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.93000000 N N N N N N Freddie Mac N/A 3137F7Q40 1335906.43000000 PA USD 187622.45000000 0.202650773642 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691MAQ0 250000.00000000 PA USD 244985.30000000 0.264608316200 Long ABS-MBS CORP US N 2 2035-07-15 Floating 2.68000000 N N N N N N Oaktown Re Ltd 2549008N2FD0KB1Y5E03 67400KAA8 34428.98000000 PA USD 34437.03000000 0.037195393042 Long ABS-MBS CORP US N 2 2029-07-25 Floating 1.53000000 N N N N N N AMSR Trust N/A 66981FAA8 1098000.00000000 PA USD 1110523.57000000 1.199475119359 Long ABS-O CORP US N 2 2037-11-17 Fixed 1.36000000 N N N N N N Dryden Euro CLO 724500Y7W6D0XWW63V58 000000000 458717.14000000 PA 555143.99000000 0.599610329447 Long ABS-CBDO CORP NL N 2 2030-07-15 Floating 0.72000000 N N N N N N Fannie Mae - CAS N/A 30711XJ70 663642.78000000 PA USD 664268.20000000 0.717475252219 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 2.28000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 000000000 -706000.00000000 PA USD -706000.00000000 -0.76254971721 Short RA CORP US N 2 Reverse repurchase N 1.13000000 2021-02-04 841000.00000000 USD 706643.16000000 USD CDS N N N COMM Mortgage Trust N/A 12655HAQ8 536000.00000000 PA USD 511591.36000000 0.552569188242 Long ABS-MBS CORP US N 2 2034-10-15 Floating 2.33000000 N N N N N N Countrywide Home Equity Loan Trust N/A 126673FH0 502179.33000000 PA USD 498511.96000000 0.538442144657 Long ABS-O CORP US N 2 2034-02-15 Floating 0.42000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 -6831149.46000000 PA -9359700.68000000 -10.1094010011 Short RA CORP GB N 2 Reverse repurchase N 1.00000000 2021-04-12 6600000.00000000 USD 8630196.76200000 USD PLCMO N N N MASTR Asset Backed Securities Trust N/A 576456AA5 1108185.59000000 PA USD 1031797.25000000 1.114442919566 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.43000000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 88315LAE8 674331.94000000 PA USD 691625.52000000 0.747023859344 Long ABS-O CORP BM N 2 2045-08-21 Fixed 2.73000000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A 74841CAB7 764000.00000000 PA USD 774505.00000000 0.836541882059 Long DBT CORP US N 2 2031-03-01 Fixed 3.88000000 N N N N N N Social Professional Loan Program LLC N/A 83390UAF4 414728.75000000 PA USD 424426.14000000 0.458422143111 Long ABS-O CORP US N 2 2046-02-15 Fixed 1.95000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359GAA4 628469.27000000 PA USD 630223.26000000 0.680703355095 Long ABS-O CORP US N 2 2025-02-25 Variable 2.98000000 N N N N N N NMI HOLDINGS 529900KNNGFXJX1C3Z08 629209AA5 841000.00000000 PA USD 946125.00000000 1.021908429466 Long DBT CORP US N 2 2025-06-01 Fixed 7.38000000 N N N N N N Oaktown Re Ltd N/A 67389KAF2 61305.54000000 PA USD 61370.87000000 0.066286599948 Long ABS-MBS CORP US N 2 2030-07-25 Floating 3.33000000 N N N N N N Towd Point Mortgage Trust N/A 89176BAB2 1400000.00000000 PA USD 1419038.18000000 1.532701363853 Long ABS-O CORP US N 2 2058-10-25 Variable 4.25000000 N N N N N N Countrywide Home Equity Loan Trust N/A 126673KG6 1592.53000000 PA USD 1591.86000000 0.001719365995 Long ABS-O CORP US N 2 2034-02-15 Floating 0.43000000 N N N N N N Towd Point Mortgage Trust N/A 89178YAA2 1599860.64000000 PA USD 1627270.41000000 1.757612735103 Long ABS-O CORP US N 2 2060-02-25 Variable 2.25000000 N N N N N N Alba PLC 2138008XOOHJFP498784 000000000 566500.00000000 PA 742757.25000000 0.802251176981 Long ABS-MBS CORP GB N 2 2039-03-17 Floating 0.21000000 N N N N N N Freddie Mac N/A 3133KH5K8 1390241.22000000 PA USD 1503174.70000000 1.623577113901 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N BELLEMEADE RE LT 549300O2GEH6GH9NO762 078768AE8 1857000.00000000 PA USD 1864576.00000000 2.013926206135 Long ABS-MBS CORP BM N 2 2028-04-25 Floating 3.03000000 N N N N N N Kilroy Realty Corp 549300CXXI18B214UN80 49427F108 6560.00000000 NS USD 371492.80000000 0.401248908765 Long EC US N 1 N N N Textainer Marine Containers Limited N/A 88315LAJ7 1041422.01000000 PA USD 1059854.45000000 1.144747466203 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.11000000 N N N N N N Countrywide Home Equity Loan Trust N/A 23242YBH7 537524.33000000 PA USD 455695.82000000 0.492196485380 Long ABS-O CORP US N 2 2035-11-15 Floating 0.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LBH3 791748.13000000 PA USD 92454.80000000 0.099860313874 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Navient Student Loan Trust N/A 63890BAB2 553797.67000000 PA USD 571432.53000000 0.617203561134 Long ABS-O CORP US N 2 2059-12-15 Fixed 4.00000000 N N N N N N Option One Mortgage Loan Trust N/A 68402VAF9 478151.05000000 PA USD 489552.18000000 0.528764697482 Long ABS-MBS CORP US N 2 2037-01-25 Variable 5.86000000 N N N N N N VCAT Asset Securitization, LLC N/A 91822XAA0 340211.94000000 PA USD 344213.55000000 0.371784624950 Long ABS-O CORP US N 2 2050-08-25 Variable 3.67000000 N N N N N N Credit Suisse Mortgage Trust N/A 12596QAA5 718937.91000000 PA USD 723529.84000000 0.781483675482 Long ABS-O CORP US N 2 2066-09-27 Variable 4.10000000 N N N N N N Navient Student Loan Trust N/A 63940VAB8 368449.03000000 PA USD 376707.93000000 0.406881764157 Long ABS-O CORP US N 2 2042-06-16 Fixed 3.52000000 N N N N N N Freddie Mac - STACR N/A 3137G0DW6 106150.05000000 PA USD 107004.15000000 0.115575048617 Long ABS-MBS USGSE US N 2 2025-01-25 Floating 4.28000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693585AA9 889255.68000000 PA USD 896901.86000000 0.968742577500 Long ABS-MBS CORP US N 2 2025-09-25 Variable 2.86000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300BE2068MP2P8N06 38136FAU7 1000000.00000000 PA USD 1000089.00000000 1.080194878389 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.17000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69359NAA9 1428790.48000000 PA USD 1435184.89000000 1.550141405134 Long ABS-O CORP US N 2 2024-11-25 Variable 3.35000000 N N N N N N Oaktown Re Ltd N/A 67401JAC6 500000.00000000 PA USD 507945.70000000 0.548631515435 Long ABS-MBS CORP US N 2 2030-10-25 Floating 5.38000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692AAN2 900000.00000000 PA USD 897005.07000000 0.968854054492 Long ABS-MBS CORP US N 2 2036-12-15 Floating 3.74000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326MAG7 500000.00000000 PA USD 493749.75000000 0.533298487590 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X64W8 1200428.67000000 PA USD 1281040.13000000 1.383649842601 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 2.50000000 N N N N N N BX Trust N/A 05606JAL9 1015000.00000000 PA USD 1002261.55000000 1.082541446927 Long ABS-MBS CORP US N 2 2030-05-15 Floating 1.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5XU2 961146.67000000 PA USD 1051134.65000000 1.135329221127 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126670QT8 540701.76000000 PA USD 558154.64000000 0.602862128747 Long ABS-O CORP US N 2 2036-05-25 Variable 5.71000000 N N N N N N Legacy Mortgage Asset Trust N/A 52472HAA0 187629.78000000 PA USD 189408.85000000 0.204580262048 Long ABS-O CORP US N 2 2054-12-28 Variable 4.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61768FAL4 508692.78000000 PA USD 471080.44000000 0.508813394205 Long ABS-MBS CORP US N 2 2033-08-15 Floating 1.78000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 000000000 -1790000.00000000 PA USD -1790000.00000000 -1.93337676178 Short RA CORP US N 2 Reverse repurchase N 0.97000000 2021-02-12 2000000.00000000 USD 1794253.04000000 USD ABS N N N Morgan Stanley & Co. LLC 549300OJY9IZ31SGS926 61747C525 4726339.27000000 NS USD 4726339.27000000 5.104913135716 Long STIV RF US N 1 N N N Freddie Mac N/A 3132DV7B5 791498.10000000 PA USD 816924.11000000 0.882358709729 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Towd Point Mortgage Trust N/A 89177KAC9 1053000.00000000 PA USD 1079270.45000000 1.165718663526 Long ABS-O CORP US N 2 2058-11-25 Variable 4.50000000 N N N N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848AG8 451000.00000000 PA USD 482570.00000000 0.521223253594 Long DBT CORP US N 2 2028-08-15 Fixed 5.25000000 N N N N N N BELLEMEADE RE LT N/A 078767AB6 1242816.58000000 PA USD 1259167.20000000 1.360024918258 Long ABS-MBS CORP BM N 2 2027-10-25 Floating 3.48000000 N N N N N N Alba PLC 2138004SAGUH3UKKW934 000000000 3387776.00000000 PA 4519056.93000000 4.881027739467 Long ABS-MBS CORP GB N 2 2038-12-15 Floating 0.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LCN9 780090.74000000 PA USD 91273.42000000 0.098584306813 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Radnor Re LTD N/A 75049UAC2 500000.00000000 PA USD 509319.80000000 0.550115679126 Long ABS-MBS CORP US N 2 2030-10-25 Floating 4.73000000 N N N N N N Income Contingent Student Loans 635400HMZG4DQ8ALP130 000000000 3265588.59000000 PA 4447697.59000000 4.803952605561 Long ABS-O CORP GB N 2 2058-07-24 Floating 1.32000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 693590AA9 938402.04000000 PA USD 947762.88000000 1.023677501606 Long ABS-MBS CORP US N 2 2025-08-25 Variable 3.67000000 N N N N N N Fannie Mae - CAS N/A 30711XUX0 965338.71000000 PA USD 971017.22000000 1.048794485162 Long ABS-MBS USGSE US N 2 2030-05-25 Floating 2.53000000 N N N N N N JP Morgan Mortgage Acquisition Corp N/A 46630LAF1 750000.00000000 PA USD 809389.05000000 0.874220100845 Long ABS-O CORP US N 2 2036-11-25 Variable 4.82000000 N N N N N N CIFC Funding Ltd 5493001TP5YQV9X08Z14 12548MBF1 1746000.00000000 PA USD 1746680.94000000 1.886587899245 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 1.33000000 N N N N N N Dukinfield 213800B7W4OACLGF5491 000000000 1400000.00000000 PA 1892997.30000000 2.044624016727 Long ABS-MBS CORP GB N 2 2052-12-20 Floating 3.78000000 N N N N N N Home Re Ltd N/A 43731WAA3 1000000.00000000 PA USD 1009486.10000000 1.090344674349 Long ABS-MBS CORP BM N 2 2030-10-25 Floating 2.73000000 N N N N N N SLM Student Loan Trust 549300X8NQUWETBWGE24 000000000 3638150.04000000 PA 4188140.38000000 4.523605187590 Long ABS-O CORP US N 2 2039-10-25 Floating 0.00000000 N N N N N N ResLoC UK PLC 213800RE18XIC3OI1847 000000000 1189546.09000000 PA 1567617.45000000 1.693181647597 Long ABS-MBS CORP GB N 2 2043-12-15 Floating 0.20000000 N N N N N N Residential Funding Mortgage Securities II N/A 76113JAA0 197041.60000000 PA USD 194105.52000000 0.209653129442 Long ABS-O CORP US N 2 2036-05-25 Floating 0.26000000 N N N N N N Freddie Mac N/A 3137F7HN8 706777.56000000 PA USD 97626.27000000 0.105446012155 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3137FVYJ5 505425.84000000 PA USD 48339.74000000 0.052211692730 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N 2021-02-26 HARTFORD MUTUAL FUNDS II INC John Stanziani John Stanziani Assistant Treasurer XXXX