# EDGAR Filing Document

**Accession Number:** 0000908186
**File Stem:** 0001145549-23-008296
**Filing Date:** 2023-2
**Character Count:** 72040
**Document Hash:** 6795740a14c4f187c5a733f76c94c360
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008296.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008296

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY CAPITAL PORTFOLIOS INC
- **CENTRAL INDEX KEY:** 0000908186
- **IRS NUMBER:** 431646043
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07820
- **FILM NUMBER:** 23653842

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** 816-531-5575

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TWENTIETH CENTURY CAPITAL PORTFOLIOS INC
- **DATE OF NAME CHANGE:** 19930624

## Series and Classes Contracts Data

### VALUE FUND (Series ID: S000005782)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000015889 | INVESTOR CLASS | TWVLX           |
| C000015890 | A CLASS        | TWADX           |
| C000015891 | I CLASS        | AVLIX           |
| C000015894 | C CLASS        | ACLCX           |
| C000015895 | R CLASS        | AVURX           |
| C000131607 | R6 CLASS       | AVUDX           |
| C000181791 | Y CLASS        | AVUYX           |
| C000181792 | R5 CLASS       | AVUGX           |

## Nport-Ex

**American Century Investments**<sup>®</sup>

**Quarterly Portfolio Holdings**

**Value Fund**

**December 31, 2022**

------

---

| |
|:---|
| **<u>Value - Schedule of Investments</u>** |
| **DECEMBER 31, 2022 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS — 98.6%** | | |
| **Aerospace and Defense — 2.1%** | | |
| BAE Systems PLC | 915956 | $9460362 |
| L3Harris Technologies, Inc. | 46840 | 9752556 |
| Raytheon Technologies Corp. | 254500 | 25684140 |
|  |  | 44897058 |
| **Airlines — 0.8%** |  |  |
| Southwest Airlines Co.<sup>(1)</sup> | 520560 | 17527255 |
| **Auto Components — 1.5%** |  |  |
| BorgWarner, Inc. | 517252 | 20819393 |
| Cie Generale des Etablissements Michelin SCA | 414200 | 11538481 |
|  |  | 32357874 |
| **Automobiles — 0.8%** |  |  |
| General Motors Co. | 526814 | 17722023 |
| **Banks — 11.5%** |  |  |
| Bank of America Corp. | 1274510 | 42211771 |
| Comerica, Inc. | 152027 | 10163005 |
| JPMorgan Chase & Co. | 466841 | 62603378 |
| Prosperity Bancshares, Inc. | 151446 | 11007095 |
| Truist Financial Corp. | 563865 | 24263111 |
| U.S. Bancorp | 1340997 | 58480879 |
| Wells Fargo & Co. | 924698 | 38180781 |
|  |  | 246910020 |
| **Beverages — 0.4%** |  |  |
| Heineken NV | 89060 | 8388755 |
| **Capital Markets — 4.9%** |  |  |
| Bank of New York Mellon Corp. | 816460 | 37165259 |
| BlackRock, Inc. | 19040 | 13492315 |
| Invesco Ltd. | 901376 | 16215754 |
| Northern Trust Corp. | 214022 | 18938807 |
| State Street Corp. | 243850 | 18915445 |
|  |  | 104727580 |
| **Chemicals — 0.5%** |  |  |
| Akzo Nobel NV | 154000 | 10333789 |
| **Communications Equipment — 3.5%** |  |  |
| Cisco Systems, Inc. | 1230034 | 58598820 |
| F5, Inc.<sup>(1)</sup> | 121807 | 17480522 |
|  |  | 76079342 |
| **Containers and Packaging — 0.7%** |  |  |
| Packaging Corp. of America | 115400 | 14760814 |
| **Diversified Financial Services — 4.4%** |  |  |
| Berkshire Hathaway, Inc., Class A<sup>(1)</sup> | 129 | 60463714 |
| Berkshire Hathaway, Inc., Class B<sup>(1)</sup> | 113485 | 35055516 |
|  |  | 95519230 |
| **Diversified Telecommunication Services — 4.1%** |  |  |
| AT&T, Inc. | 2117456 | 38982365 |
| Verizon Communications, Inc. | 1234892 | 48654745 |
|  |  | 87637110 |
| **Electric Utilities — 1.8%** |  |  |
| Duke Energy Corp. | 193980 | 19978000 |
| Edison International | 294700 | 18748814 |
|  |  | 38726814 |

---

------

---

| | | |
|:---|:---|:---|
| **Electrical Equipment — 2.2%** | | |
| Emerson Electric Co. | 203973 | 19593647 |
| nVent Electric PLC | 364358 | 14016852 |
| Signify NV | 382320 | 12869855 |
|  |  | 46480354 |
| **Electronic Equipment, Instruments and Components — 0.3%** |  |  |
| Anritsu Corp. | 663400 | 6459919 |
| **Energy Equipment and Services — 2.4%** |  |  |
| Baker Hughes Co. | 849378 | 25082132 |
| Halliburton Co. | 275998 | 10860521 |
| Schlumberger Ltd. | 281736 | 15061607 |
|  |  | 51004260 |
| **Entertainment — 1.3%** |  |  |
| Walt Disney Co.<sup>(1)</sup> | 320160 | 27815501 |
| **Equity Real Estate Investment Trusts (REITs) — 3.1%** |  |  |
| Agree Realty Corp. | 154400 | 10951592 |
| Equinix, Inc. | 17620 | 11541629 |
| Healthpeak Properties, Inc. | 654790 | 16415585 |
| Realty Income Corp. | 196230 | 12446869 |
| Regency Centers Corp. | 231090 | 14443125 |
|  |  | 65798800 |
| **Food and Staples Retailing — 1.3%** |  |  |
| Koninklijke Ahold Delhaize NV | 1002085 | 28811209 |
| **Food Products — 3.5%** |  |  |
| Conagra Brands, Inc. | 631538 | 24440521 |
| Danone SA | 345050 | 18186087 |
| JDE Peet's NV | 300548 | 8693296 |
| Mondelez International, Inc., Class A | 346271 | 23078962 |
|  |  | 74398866 |
| **Gas Utilities — 0.6%** |  |  |
| Atmos Energy Corp. | 109174 | 12235130 |
| **Health Care Equipment and Supplies — 4.8%** |  |  |
| Medtronic PLC | 841800 | 65424696 |
| Zimmer Biomet Holdings, Inc. | 304297 | 38797868 |
|  |  | 104222564 |
| **Health Care Providers and Services — 3.7%** |  |  |
| Cardinal Health, Inc. | 274745 | 21119648 |
| CVS Health Corp. | 293390 | 27341014 |
| Laboratory Corp. of America Holdings | 48260 | 11364265 |
| McKesson Corp. | 11590 | 4347641 |
| Universal Health Services, Inc., Class B | 110900 | 15624701 |
|  |  | 79797269 |
| **Hotels, Restaurants and Leisure — 0.6%** |  |  |
| Sodexo SA | 123750 | 11840197 |
| **Household Products — 1.5%** |  |  |
| Henkel AG & Co. KGaA<sup>(2)</sup> | 165970 | 10666005 |
| Kimberly-Clark Corp. | 101460 | 13773195 |
| Procter & Gamble Co. | 47269 | 7164090 |
|  |  | 31603290 |
| **Industrial Conglomerates — 3.2%** |  |  |
| General Electric Co. | 590338 | 49464421 |
| Siemens AG | 145280 | 20027023 |
|  |  | 69491444 |
| **Insurance — 1.1%** |  |  |
| Allstate Corp. | 113960 | 15452976 |

---

------

---

| | | |
|:---|:---|:---|
| Reinsurance Group of America, Inc. | 63976 | 9090350 |
|  |  | 24543326 |
| **Leisure Products — 0.6%** |  |  |
| Mattel, Inc.<sup>(1)</sup> | 741510 | 13228538 |
| **Machinery — 1.2%** |  |  |
| IMI PLC | 960726 | 15004460 |
| Oshkosh Corp. | 131520 | 11598749 |
|  |  | 26603209 |
| **Media — 0.4%** |  |  |
| Interpublic Group of Cos., Inc. | 272930 | 9091298 |
| **Metals and Mining — 0.8%** |  |  |
| BHP Group Ltd. | 526315 | 16303629 |
| **Multiline Retail — 1.0%** |  |  |
| Dollar Tree, Inc.<sup>(1)</sup> | 154710 | 21882182 |
| **Multi-Utilities — 0.5%** |  |  |
| Engie SA | 711620 | 10180485 |
| **Oil, Gas and Consumable Fuels — 7.8%** |  |  |
| Chevron Corp. | 200394 | 35968719 |
| ConocoPhillips | 157723 | 18611314 |
| Devon Energy Corp. | 202610 | 12462541 |
| EQT Corp. | 276341 | 9348616 |
| Exxon Mobil Corp. | 499250 | 55067275 |
| Shell PLC | 639715 | 18034088 |
| TotalEnergies SE<sup>(2)</sup> | 302984 | 19019256 |
|  |  | 168511809 |
| **Paper and Forest Products — 0.7%** |  |  |
| Mondi PLC | 880995 | 14898420 |
| **Personal Products — 1.3%** |  |  |
| Unilever PLC | 551050 | 27649889 |
| **Pharmaceuticals — 9.1%** |  |  |
| Bristol-Myers Squibb Co. | 315800 | 22721810 |
| Johnson & Johnson | 373982 | 66063920 |
| Merck & Co., Inc. | 247092 | 27414857 |
| Pfizer, Inc. | 756643 | 38770387 |
| Roche Holding AG | 57330 | 18015227 |
| Sanofi | 106550 | 10274247 |
| Teva Pharmaceutical Industries Ltd., ADR<sup>(1)</sup> | 1288797 | 11753829 |
|  |  | 195014277 |
| **Road and Rail — 1.0%** |  |  |
| Heartland Express, Inc. | 1373709 | 21072696 |
| **Semiconductors and Semiconductor Equipment — 2.3%** |  |  |
| Intel Corp. | 1187972 | 31398100 |
| QUALCOMM, Inc. | 157604 | 17326984 |
|  |  | 48725084 |
| **Software — 1.5%** |  |  |
| Open Text Corp. | 366520 | 10863653 |
| Oracle Corp. (New York) | 274639 | 22448992 |
|  |  | 33312645 |
| **Specialty Retail — 1.1%** |  |  |
| Advance Auto Parts, Inc. | 154876 | 22771418 |
| **Technology Hardware, Storage and Peripherals — 0.4%** |  |  |
| HP, Inc. | 331695 | 8912645 |
| **Textiles, Apparel and Luxury Goods — 1.3%** |  |  |
| Ralph Lauren Corp. | 111740 | 11807566 |
| Tapestry, Inc. | 427292 | 16271279 |
|  |  | 28078845 |

---

------

---

| | | |
|:---|:---|:---|
| **Trading Companies and Distributors — 1.0%** | | |
| MSC Industrial Direct Co., Inc., Class A | 267659 | 21867740 |
| **TOTAL COMMON STOCKS**<br>(Cost $1,564,980,520) |  | **2118194602** |
| **SHORT-TERM INVESTMENTS — 1.8%** |  |  |
| **Money Market Funds — 0.8%** |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 36456 | 36456 |
| State Street Navigator Securities Lending Government Money Market Portfolio<sup>(3)</sup> | 18444320 | 18444320 |
|  |  | 18480776 |
| **Repurchase Agreements — 1.0%** |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.375% - 0.50%, 9/15/24 - 5/31/27, valued at $2,978,230), in a joint trading account at 4.20%, dated 12/30/22, due 1/3/23 (Delivery value $2,924,424) |  | 2923060 |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 1.375%, 11/15/31, valued at $18,318,237), at 4.26%, dated 12/30/22, due 1/3/23 (Delivery value $17,967,501) |  | 17959000 |
|  |  | 20882060 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $39,362,836) |  | **39362836** |
| **TOTAL INVESTMENT SECURITIES—100.4%**<br>(Cost $1,604,343,356) |  | **2157557438** |
| **OTHER ASSETS AND LIABILITIES — (0.4)%** |  | **(8418614)** |
| **TOTAL NET ASSETS — 100.0%** |  | $**2149138824** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized Appreciation<br>(Depreciation)** |
| USD | 12273467 | AUD | 18264632 | Bank of America N.A. | 3/31/23 | $(205632) |
| CHF | 378378 | USD | 413662 | Morgan Stanley | 3/31/23 | (596) |
| USD | 14076139 | CHF | 12957297 | Morgan Stanley | 3/31/23 | (69002) |
| USD | 160882883 | EUR | 150247746 | JPMorgan Chase Bank N.A. | 3/31/23 | (909055) |
| USD | 44667210 | GBP | 36638745 | Bank of America N.A. | 3/31/23 | 278366 |
| JPY | 26867700 | USD | 206532 | Bank of America N.A. | 3/31/23 | 583 |
| JPY | 19902000 | USD | 152577 | Bank of America N.A. | 3/31/23 | 841 |
| JPY | 21892200 | USD | 165842 | Bank of America N.A. | 3/31/23 | 2918 |
| USD | 5166800 | JPY | 699057750 | Bank of America N.A. | 3/31/23 | (222011) |
|  |  |  |  |  |  | $(1123588) |

---

---

| | | |
|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| ADR | – | American Depositary Receipt |
| AUD | – | Australian Dollar |
| CHF | – | Swiss Franc |
| EUR | – | Euro |
| GBP | – | British Pound |
| JPY | – | Japanese Yen |
| USD | – | United States Dollar |

---

(1)Non-income producing.

(2)Security, or a portion thereof, is on loan. At the period end, the aggregate value of securities on loan was $17,555,830. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.

(3)Investment of cash collateral from securities on loan. At the period end, the aggregate value of the collateral held by the fund was $18,444,320.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS** 

**1. Investment Valuations**

The fund determines the fair value of its investments and computes its net asset value (NAV) per share at the close of regular trading (usually 4 p.m. Eastern time) on the New York Stock Exchange (NYSE) on each day the NYSE is open. The value of investments of the fund is determined by American Century Investment Management, Inc. (ACIM) (the investment advisor), as the valuation designee, pursuant to its valuation policies and procedures. The Board of Directors oversees the valuation designee and reviews its valuation policies and procedures at least annually.

Equity securities that are listed or traded on a domestic securities exchange are valued at the last reported sales price or at the official closing price as provided by the exchange. Equity securities traded on foreign securities exchanges are generally valued at the closing price of such securities on the exchange where primarily traded or at the close of the NYSE, if that is earlier. If no last sales price is reported, or if local convention or regulation so provides, the mean of the latest bid and asked prices may be used. Securities traded over-the-counter are valued at the mean of the latest bid and asked prices, the last sales price, or the official closing price. Equity securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

Open-end management investment companies are valued at the reported NAV per share. Repurchase agreements are valued at cost, which approximates fair value. Forward foreign currency exchange contracts are valued at the mean of the appropriate forward exchange rate at the close of the NYSE as provided by an independent pricing service.

If the valuation designee determines that the market price for a portfolio security is not readily available or is believed by the valuation designee to be unreliable, such security is valued at fair value as determined in good faith by the valuation designee, in accordance with its policies and procedures. Circumstances that may cause the fund to determine that market quotations are not available or reliable include, but are not limited to: when there is a significant event subsequent to the market quotation; trading in a security has been halted during the trading day; or trading in a security is insufficient or did not take place due to a closure or holiday.

The valuation designee monitors for significant events occurring after the close of an investment's primary exchange but before the fund's NAV per share is determined. Significant events may include, but are not limited to: corporate announcements and transactions; regulatory news, governmental action and political unrest that could impact a specific investment or an investment sector; or armed conflicts, natural disasters and similar events that could affect investments in a specific country or region. The valuation designee also monitors for significant fluctuations between domestic and foreign markets, as evidenced by the U.S. market or such other indicators that it deems appropriate. The valuation designee may apply a model-derived factor to the closing price of equity securities traded on foreign securities exchanges. The factor is based on observable market data as provided by an independent pricing service.

**2. Fair Value Measurements**

The fund's investments valuation process is based on several considerations and may use multiple inputs to determine the fair value of the investments held by the fund. In conformity with accounting principles generally accepted in the United States of America, the inputs used to determine a valuation are classified into three broad levels.

• Level 1 valuation inputs consist of unadjusted quoted prices in an active market for identical investments.

• Level 2 valuation inputs consist of direct or indirect observable market data (including quoted prices for comparable investments, evaluations of subsequent market events, interest rates, prepayment speeds, credit risk, etc.). These inputs also consist of quoted prices for identical investments initially expressed in local currencies that are adjusted through translation into U.S. dollars.

• Level 3 valuation inputs consist of unobservable data (including a fund's own assumptions).

The level classification is based on the lowest level input that is significant to the fair valuation measurement. The valuation inputs are not necessarily an indication of the risks associated with investing in these securities or other financial instruments.

------

The following is a summary of the level classifications as of period end. The Schedule of Investments provides additional information on the fund's portfolio holdings.

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;Aerospace and Defense | $35436696 | $9460362 |  |
| &nbsp;&nbsp;&nbsp;Auto Components | 20819393 | 11538481 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Beverages |  | 8388755 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Chemicals |  | 10333789 |  |
| &nbsp;&nbsp;&nbsp;Electrical Equipment | 33610499 | 12869855 |  |
| &nbsp;&nbsp;&nbsp;Electronic Equipment, Instruments and Components |  | 6459919 |  |
| &nbsp;&nbsp;&nbsp;Food and Staples Retailing |  | 28811209 |  |
| &nbsp;&nbsp;&nbsp;Food Products | 47519483 | 26879383 |  |
| &nbsp;&nbsp;&nbsp;Hotels, Restaurants and Leisure |  | 11840197 |  |
| &nbsp;&nbsp;&nbsp;Household Products | 20937285 | 10666005 |  |
| &nbsp;&nbsp;&nbsp;Industrial Conglomerates | 49464421 | 20027023 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Machinery | 11598749 | 15004460 |  |
| &nbsp;&nbsp;&nbsp;Metals and Mining |  | 16303629 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Multi-Utilities |  | 10180485 |  |
| &nbsp;&nbsp;&nbsp;Oil, Gas and Consumable Fuels | 131458465 | 37053344 |  |
| &nbsp;&nbsp;&nbsp;Paper and Forest Products |  | 14898420 |  |
| &nbsp;&nbsp;&nbsp;Personal Products |  | 27649889 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Pharmaceuticals | 166724803 | 28289474 |  |
| &nbsp;&nbsp;&nbsp;Other Industries | 1293970129 |  |  |
| Short-Term Investments | 18480776 | 20882060 |  |
|  | $1830020699 | $327536739 |  |
| **Other Financial Instruments** |  |  |  |
| Forward Foreign Currency Exchange Contracts |  | $282708 |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Forward Foreign Currency Exchange Contracts |  | $1406296 |  |

---

*This schedule of investments provides information about the fund's portfolio holdings as of the date on the schedule. It is unaudited, and American Century Investments assumes no obligation to update or supplement the schedule to reflect subsequent changes. More information is available in the fund's most recent annual or semiannual shareholder report.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century Capital Portfolios, Inc.

- **b. Investment Company Act file number:** 811-07820

- **c. CIK number of Registrant:** 0000908186

- **d. LEI of Registrant:** 54930011K8R4RJDCY258

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

  - **Street Address 1:** 4500 Main St

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

  - **Telephone number:** 816-531-5575

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

- **a. Name of Series:** Value Fund

- **b. EDGAR series identifier (if any):** S000005782

- **c. LEI of Series:** ILIYHIYHLK1VECNNR060

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $2172387020.94

**Total Liabilities:** $23283454.63

**Net Assets:** $2149103566.31

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015889 | 12.27%               | 5.81%                | -3.23%               |
| Class ID C000015890 | 12.29%               | 5.82%                | -3.40%               |
| Class ID C000015891 | 12.37%               | 5.79%                | -3.27%               |
| Class ID C000015894 | 12.30%               | 5.71%                | -3.35%               |
| Class ID C000015895 | 12.29%               | 5.82%                | -3.36%               |
| Class ID C000131607 | 12.37%               | 5.79%                | -3.23%               |
| Class ID C000181791 | 12.37%               | 5.79%                | -3.23%               |
| Class ID C000181792 | 12.24%               | 5.92%                | -3.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1301360.68              | $235453643.68                              |
| Month 2  | $3879969.38              | $129322231.49                              |
| Month 3  | $14265969.75             | $-87502806.41                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA, N.A.                                                                                                         | SOLD JPY/BOUGHT USD                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-222010.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD GBP/BOUGHT USD                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $278366.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                                                                       | SOLD EUR/BOUGHT USD                                                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-909054.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD CHF/BOUGHT USD                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-69002.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD AUD/BOUGHT USD                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-205631.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT JPY/SOLD USD                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $582.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | BOUGHT CHF/SOLD USD                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-596.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT JPY/SOLD USD                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2917.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT JPY/SOLD USD                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $841.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                                                                           | Henkel AG & Co KGaA                                                         | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |    165970 | NS      | $10666005.28  | 0.50%             |  |  |  | No            |                  2 | On Loan: —       |
| TOTAL SA                                                                                                                      | TotalEnergies SE                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    302984 | NS      | $19019255.64  | 0.88%             |  |  |  | No            |                  2 | On Loan: —       |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |  18615189 | NS      | $18615189.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                                                       | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    315800 | NS      | $22721810.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                                                               | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    293390 | NS      | $27341014.10  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                                                                           | Cardinal Health Inc                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    274745 | NS      | $21119648.15  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                                                                                  | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200394 | NS      | $35968719.06  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                                                                    | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   1230034 | NS      | $58598819.76  | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                                                                                                  | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    152027 | NS      | $10163004.95  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                                                                            | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    642648 | NS      | $24870477.60  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                                                                | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    157723 | NS      | $18611314.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                                                                             | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    202610 | NS      | $12462541.10  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                                                                                            | Walt Disney Co/The                                                          | CUSIP: 254687106<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | EC               | CORP              | US        |    320160 | NS      | $27815500.80  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                                                                               | Dollar Tree Inc                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    154710 | NS      | $21882182.40  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                                                              | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    193980 | NS      | $19978000.20  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                                                                                      | EQT Corp                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    276341 | NS      | $9348616.03   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                                                          | Edison International                                                        | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    294700 | NS      | $18748814.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                                                                                           | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    203973 | NS      | $19593646.38  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                                                                                   | Equinix Inc                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     17620 | NS      | $11541628.60  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                                                              | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    499250 | NS      | $55067275.00  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                                                                                        | F5 Inc                                                                      | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121807 | NS      | $17480522.57  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                                                                                           | General Electric Co                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    590338 | NS      | $49464421.02  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                                                                             | General Motors Co                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    526814 | NS      | $17722022.96  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                                                                                        | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    331695 | NS      | $8912644.65   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                                                                                                | Halliburton Co                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    275998 | NS      | $10860521.30  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                                                                                         | Heartland Express Inc                                                       | CUSIP: 422347104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1373709 | NS      | $21072696.06  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                                                                                     | Healthpeak Properties Inc                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    654790 | NS      | $16415585.30  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                                                                    | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   1187972 | NS      | $31398099.96  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                                                              | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    272930 | NS      | $9091298.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                           | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    466841 | NS      | $62603378.10  | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                                                             | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    373982 | NS      | $66063920.30  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                                                                           | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    101460 | NS      | $13773195.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                                                                     | L3Harris Technologies Inc                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     46840 | NS      | $9752556.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings                                                                                           | Laboratory Corp of America Holdings                                         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     48260 | NS      | $11364264.80  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                                                                                                  | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |    267659 | NS      | $21867740.30  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                                                                        | Sanofi                                                                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    106550 | NS      | $10274246.79  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                                                                                    | Siemens AG                                                                  | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |    145280 | NS      | $20027022.65  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                                                                    | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    765530 | NS      | $13657055.20  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                                                                                 | McKesson Corp                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     11590 | NS      | $4347640.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                                                                | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    251002 | NS      | $27848671.90  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Anritsu Corp                                                                                                                  | Anritsu Corp                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    663400 | NS      | $6459919.17   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                                                                    | Mondelez International Inc                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    346271 | NS      | $23078962.15  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                                                                                 | BHP Group Ltd                                                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    526315 | NS      | $16303628.69  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                                                                           | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    214022 | NS      | $18938806.78  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                                                                                                | Open Text Corp                                                              | CUSIP: 683715106<br>LEI: 549300UQROQS42RKHM85 | Long             | EC               | CORP              | CA        |    366520 | NS      | $10863652.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    274639 | NS      | $22448991.86  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                                                                                                  | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131520 | NS      | $11598748.80  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                                                                                     | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |    115400 | NS      | $14760814.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                                                                                     | Sodexo SA                                                                   | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |    123750 | NS      | $11840197.31  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                                                              | Roche Holding AG                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     57330 | NS      | $18015226.43  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                                                    | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    756643 | NS      | $38770387.32  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                                                                       | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     47269 | NS      | $7164089.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                                                                                     | Prosperity Bancshares Inc                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151446 | NS      | $11007095.28  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                                                                                  | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    157604 | NS      | $17326983.76  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                                                                                             | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |    111740 | NS      | $11807565.80  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                                                                                                    | Raytheon Technologies Corp                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    254500 | NS      | $25684140.00  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                                                                            | Realty Income Corp                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |    196230 | NS      | $12446868.90  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                                                                                          | Regency Centers Corp                                                        | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237980 | NS      | $14873750.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                                                                                              | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     63976 | NS      | $9090349.84   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                                                                                   | Heineken NV                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |     89060 | NS      | $8388754.69   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                                                                                              | Schlumberger Ltd                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    281736 | NS      | $15061606.56  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                                                                                         | Southwest Airlines Co                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    520560 | NS      | $17527255.20  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                                                                             | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    243850 | NS      | $18915444.50  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                                                                                                  | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    427292 | NS      | $16271279.36  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                                                                            | Teva Pharmaceutical Industries Ltd                                          | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |   1288797 | NS      | $11753828.64  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                                                                         | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    563865 | NS      | $24263110.95  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                                                                    | US Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   1340997 | NS      | $58480879.17  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                                                                                                 | Universal Health Services Inc                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    110900 | NS      | $15624701.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                                                                    | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1245862 | NS      | $49086962.80  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                                                              | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    924698 | NS      | $38180780.42  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                                                    | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    304297 | NS      | $38797867.50  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's NV                                                                                                                 | JDE Peet's NV                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |    300548 | NS      | $8693295.89   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                                                                      | Engie SA                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    711620 | NS      | $10180485.06  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                                                                                     | Mondi PLC                                                                   | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |    881093 | NS      | $14900077.01  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                                                                     | Danone SA                                                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |    345050 | NS      | $18186087.46  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                                                                 | Koninklijke Ahold Delhaize NV                                               | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |   1002085 | NS      | $28811209.24  | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                                                                                       | IMI PLC                                                                     | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |    960726 | NS      | $15004460.30  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                                                                 | Akzo Nobel NV                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |    154000 | NS      | $10333789.09  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                                                  | Unilever PLC                                                                | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    551050 | NS      | $27649888.91  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                                                     | Shell PLC                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    639715 | NS      | $18034088.54  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                                                                  | Cie Generale des Etablissements Michelin SCA                                | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |    414200 | NS      | $11538481.02  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                                                                                                    | Signify NV                                                                  | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |    382320 | NS      | $12869855.23  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                                                                                   | Invesco Ltd                                                                 | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |    901376 | NS      | $16215754.24  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                                                                 | Medtronic PLC                                                               | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    841800 | NS      | $65424696.00  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                                                                                            | nVent Electric PLC                                                          | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    364358 | NS      | $14016852.26  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                                                                      | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   2117456 | NS      | $38982364.96  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                                                                                        | Advance Auto Parts Inc                                                      | CUSIP: 00751Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154876 | NS      | $22771418.28  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                                                                                             | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154400 | NS      | $10951592.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                                                                             | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    113960 | NS      | $15452976.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                                                                               | BAE Systems PLC                                                             | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    915956 | NS      | $9460361.44   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                                                             | Atmos Energy Corp                                                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |    109174 | NS      | $12235130.18  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                                                                               | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    849378 | NS      | $25082132.34  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                                                                          | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1274510 | NS      | $42211771.20  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                                                              | Bank of New York Mellon Corp/The                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    816460 | NS      | $37165259.20  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                                                                                        | Berkshire Hathaway Inc                                                      | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       129 | NS      | $60463713.84  | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                                                                                        | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    113485 | NS      | $35055516.50  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                                                                                                 | BlackRock Inc                                                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     19040 | NS      | $13492315.20  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                                                                                | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    517252 | NS      | $20819393.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     36456 | NS      | $36455.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.20 01/03/2023                                                                                   | Bank of Montreal/Chicago IL 4.20 01/03/2023                                 | CUSIP: RPE14KBG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |   2923060 | PA      | $2923059.79   | 0.14%             | 2023-01-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp 4.26 01/03/2023                                                                                    | Fixed Income Clearing Corp 4.26 01/03/2023                                  | CUSIP: RPE94M3S6<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  17959000 | PA      | $17959000.00  | 0.84%             | 2023-01-03      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** American Century Capital Portfolios, Inc.

**Signature:** Amy R. Bitter

**Name of Signer:** Amy R. Bitter

**Title:** Assistant Treasurer