# EDGAR Filing Document

**Accession Number:** 0001710607
**File Stem:** 0001145549-23-001712
**Filing Date:** 2023-1
**Character Count:** 163359
**Document Hash:** 65e1c145f515a48b5d85f5876465eeed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-001712.hdr.sgml**: 20230119

**ACCESSION NUMBER**: 0001145549-23-001712

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230119

**DATE AS OF CHANGE**: 20230119

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY ETF TRUST
- **CENTRAL INDEX KEY:** 0001710607
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23305
- **FILM NUMBER:** 23537276

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **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:** American Century ETF Trust
- **DATE OF NAME CHANGE:** 20170628

## Series and Classes Contracts Data

### American Century Short Duration Strategic Income ETF (Series ID: S000077487)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000237948 | American Century Short Duration Strategic Income ETF | SDSI            |

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**American Century**<sup>®</sup> **Short Duration Strategic Income ETF (SDSI)**

**November 30, 2022**

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| |
|:---|
| **<u>American Century Short Duration Strategic Income ETF - Schedule of Investments</u>** |
| **NOVEMBER 30, 2022 (UNAUDITED)** |

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| | | |
|:---|:---|:---|
| | **Shares/<br>Principal Amount ($)** | **Value ($)** |
| **CORPORATE BONDS — 45.8%** | | |
| **Aerospace and Defense — 0.2%** | | |
| Boeing Co., 1.43%, 2/4/24 | 60000 | 57293 |
| **Air Freight and Logistics — 0.3%** |  |  |
| GXO Logistics, Inc., 1.65%, 7/15/26 | 110000 | 94320 |
| **Airlines — 0.7%** |  |  |
| American Airlines, Inc., 11.75%, 7/15/25<sup>(1)</sup> | 90000 | 100067 |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | 35000 | 34002 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(1)</sup> | 35000 | 33201 |
| Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd., 8.00%, 9/20/25<sup>(1)</sup> | 41250 | 41856 |
|  |  | 209126 |
| **Automobiles — 1.9%** |  |  |
| Ford Motor Credit Co. LLC, 2.30%, 2/10/25 | 200000 | 183722 |
| General Motors Financial Co., Inc., 1.20%, 10/15/24 | 80000 | 73878 |
| General Motors Financial Co., Inc., 3.80%, 4/7/25 | 125000 | 120878 |
| Mercedes-Benz Finance North America LLC, 5.375%, 11/26/25<sup>(1)</sup> | 75000 | 75565 |
| Toyota Motor Credit Corp., 3.95%, 6/30/25 | 120000 | 118022 |
|  |  | 572065 |
| **Banks — 10.6%** |  |  |
| Bank of America Corp., VRN, 3.38%, 4/2/26 | 35000 | 33340 |
| Bank of America Corp., VRN, 1.73%, 7/22/27 | 15000 | 13153 |
| Bank of America Corp., VRN, 4.95%, 7/22/28 | 45000 | 44142 |
| Bank of America Corp., VRN, 6.20%, 11/10/28 | 90000 | 93142 |
| Bank of Nova Scotia, 5.25%, 12/6/24<sup>(2)</sup> | 44000 | 44066 |
| Canadian Imperial Bank of Commerce, 3.45%, 4/7/27 | 95000 | 89566 |
| Citigroup, Inc., VRN, 2.01%, 1/25/26 | 80000 | 74303 |
| Citigroup, Inc., VRN, 3.11%, 4/8/26 | 30000 | 28468 |
| Discover Bank, VRN, 4.68%, 8/9/28 | 505000 | 486465 |
| DNB Bank ASA, VRN, 2.97%, 3/28/25<sup>(1)</sup> | 205000 | 197792 |
| Fifth Third Bancorp, VRN, 4.06%, 4/25/28 | 45000 | 42408 |
| Fifth Third Bancorp, VRN, 6.36%, 10/27/28 | 75000 | 77710 |
| FNB Corp., 2.20%, 2/24/23 | 45000 | 44684 |
| HSBC Holdings PLC, VRN, 0.73%, 8/17/24 | 210000 | 201065 |
| Huntington National Bank, VRN, 5.70%, 11/18/25 | 505000 | 505915 |
| JPMorgan Chase & Co., VRN, 1.04%, 2/4/27 | 30000 | 26159 |
| JPMorgan Chase & Co., VRN, 1.58%, 4/22/27 | 35000 | 30920 |
| JPMorgan Chase & Co., VRN, 1.47%, 9/22/27 | 25000 | 21715 |
| Lloyds Banking Group PLC, VRN, 4.72%, 8/11/26 | 415000 | 402868 |
| National Australia Bank Ltd., 5.13%, 11/22/24 | 55000 | 55222 |
| Nordea Bank Abp, 4.75%, 9/22/25<sup>(1)</sup> | 205000 | 204206 |
| Royal Bank of Canada, 4.24%, 8/3/27 | 105000 | 101846 |
| Royal Bank of Canada, 6.00%, 11/1/27 | 45000 | 46847 |
| Societe Generale SA, 4.35%, 6/13/25<sup>(1)</sup> | 205000 | 200709 |
| Toronto-Dominion Bank, 4.11%, 6/8/27 | 75000 | 72492 |
| US Bancorp, VRN, 5.73%, 10/21/26 | 90000 | 91979 |
|  |  | 3231182 |
| **Beverages — 0.2%** |  |  |
| PepsiCo, Inc., 3.60%, 2/18/28 | 50000 | 48461 |
| **Biotechnology — 0.2%** |  |  |
| CSL Finance PLC, 3.85%, 4/27/27<sup>(1)</sup> | 65000 | 62632 |

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| | | |
|:---|:---|:---|
| **Capital Markets — 2.7%** | | |
| Bank of New York Mellon Corp., VRN, 5.22%, 11/21/25 | 60000 | 60057 |
| Bank of New York Mellon Corp., VRN, 5.80%, 10/25/28 | 100000 | 103790 |
| Deutsche Bank AG, VRN, 4.30%, 5/24/28 | 225000 | 209270 |
| FS KKR Capital Corp., 4.25%, 2/14/25<sup>(1)</sup> | 60000 | 56452 |
| Goldman Sachs Group, Inc., VRN, 1.95%, 10/21/27 | 55000 | 48179 |
| Goldman Sachs Group, Inc., VRN, 2.64%, 2/24/28 | 55000 | 49104 |
| Morgan Stanley, VRN, 0.79%, 5/30/25 | 35000 | 32441 |
| Morgan Stanley, VRN, 1.16%, 10/21/25 | 55000 | 50339 |
| Morgan Stanley, VRN, 2.63%, 2/18/26 | 45000 | 42354 |
| Morgan Stanley, VRN, 6.14%, 10/16/26 | 150000 | 153562 |
| State Street Corp., VRN, 5.75%, 11/4/26 | 30000 | 30651 |
|  |  | 836199 |
| **Chemicals — 0.2%** |  |  |
| Celanese US Holdings LLC, 5.90%, 7/5/24 | 70000 | 69597 |
| **Consumer Finance — 3.2%** |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 | 315000 | 289969 |
| Air Lease Corp., 2.75%, 1/15/23 | 145000 | 144444 |
| American Express Co., 3.95%, 8/1/25 | 125000 | 122482 |
| Avolon Holdings Funding Ltd., 5.50%, 1/15/26<sup>(1)</sup> | 30000 | 28438 |
| Avolon Holdings Funding Ltd., 4.375%, 5/1/26<sup>(1)</sup> | 30000 | 27293 |
| BOC Aviation USA Corp., 1.625%, 4/29/24<sup>(1)</sup> | 210000 | 198509 |
| Navient Corp., 6.125%, 3/25/24 | 65000 | 64844 |
| OneMain Finance Corp., 8.25%, 10/1/23 | 85000 | 85098 |
|  |  | 961077 |
| **Containers and Packaging — 1.4%** |  |  |
| Amcor Flexibles North America, Inc., 4.00%, 5/17/25 | 110000 | 106870 |
| Ball Corp., 6.875%, 3/15/28 | 100000 | 103530 |
| Owens-Brockway Glass Container, Inc., 5.375%, 1/15/25<sup>(1)</sup> | 110000 | 104695 |
| Sealed Air Corp., 1.57%, 10/15/26<sup>(1)</sup> | 130000 | 112127 |
|  |  | 427222 |
| **Diversified Telecommunication Services — 0.7%** |  |  |
| AT&T, Inc., 7.30%, 8/15/26 | 45000 | 47503 |
| Cogent Communications Group, Inc., 7.00%, 6/15/27<sup>(1)</sup> | 60000 | 58566 |
| Level 3 Financing, Inc., 3.40%, 3/1/27<sup>(1)</sup> | 90000 | 76914 |
| Level 3 Financing, Inc., 4.625%, 9/15/27<sup>(1)</sup> | 40000 | 33755 |
|  |  | 216738 |
| **Electric Utilities — 1.9%** |  |  |
| American Electric Power Co., Inc., 2.03%, 3/15/24 | 80000 | 76904 |
| American Electric Power Co., Inc., VRN, 3.875%, 2/15/62 | 90000 | 69724 |
| Duke Energy Corp., VRN, 3.25%, 1/15/82 | 55000 | 39006 |
| Jersey Central Power & Light Co., 4.30%, 1/15/26<sup>(1)</sup> | 105000 | 101567 |
| NextEra Energy Capital Holdings, Inc., 4.26%, 9/1/24 | 80000 | 79000 |
| NextEra Energy Capital Holdings, Inc., 4.45%, 6/20/25 | 115000 | 114345 |
| Vistra Operations Co. LLC, 5.125%, 5/13/25<sup>(1)</sup> | 105000 | 102413 |
|  |  | 582959 |
| **Entertainment — 0.5%** |  |  |
| Warnermedia Holdings, Inc., 3.79%, 3/15/25<sup>(1)</sup> | 80000 | 76496 |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27<sup>(1)</sup> | 70000 | 63827 |
|  |  | 140323 |
| **Equity Real Estate Investment Trusts (REITs) — 2.5%** |  |  |
| American Tower Corp., 3.65%, 3/15/27 | 30000 | 28046 |
| EPR Properties, 4.75%, 12/15/26 | 105000 | 93730 |
| Equinix, Inc., 2.90%, 11/18/26 | 90000 | 82317 |
| Extra Space Storage LP, 2.55%, 6/1/31 | 35000 | 27620 |

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| | | |
|:---|:---|:---|
| Federal Realty Investment Trust, 2.75%, 6/1/23 | 90000 | 88743 |
| GLP Capital LP / GLP Financing II, Inc., 5.375%, 4/15/26 | 110000 | 106775 |
| iStar, Inc., 4.75%, 10/1/24 | 15000 | 14778 |
| iStar, Inc., 4.25%, 8/1/25 | 75000 | 73257 |
| Sabra Health Care LP, 5.125%, 8/15/26 | 45000 | 42483 |
| SBA Tower Trust, 1.88%, 7/15/50<sup>(1)</sup> | 41000 | 36155 |
| VICI Properties LP, 4.375%, 5/15/25 | 75000 | 72268 |
| VICI Properties LP/VICI Note Co., Inc., 3.50%, 2/15/25<sup>(1)</sup> | 115000 | 108391 |
|  |  | 774563 |
| **Food Products — 0.2%** |  |  |
| General Mills, Inc., 5.24%, 11/18/25 | 60000 | 60087 |
| **Gas Utilities — 0.3%** |  |  |
| Southwest Gas Corp., 5.80%, 12/1/27<sup>(2)</sup> | 90000 | 90914 |
| **Health Care Equipment and Supplies — 0.7%** |  |  |
| GE Healthcare Holding LLC, 5.55%, 11/15/24<sup>(1)</sup> | 200000 | 200980 |
| **Health Care Providers and Services — 0.4%** |  |  |
| HCA, Inc., 3.125%, 3/15/27<sup>(1)</sup> | 50000 | 45507 |
| Universal Health Services, Inc., 1.65%, 9/1/26<sup>(1)</sup> | 90000 | 77289 |
|  |  | 122796 |
| **Hotels, Restaurants and Leisure — 0.2%** |  |  |
| Hyatt Hotels Corp., 1.80%, 10/1/24 | 80000 | 75003 |
| **Household Durables — 0.4%** |  |  |
| Meritage Homes Corp., 6.00%, 6/1/25 | 130000 | 129107 |
| **Insurance — 1.4%** |  |  |
| Athene Global Funding, 2.51%, 3/8/24<sup>(1)</sup> | 100000 | 95785 |
| Metropolitan Life Global Funding I, 4.05%, 8/25/25<sup>(1)</sup> | 305000 | 298884 |
| SBL Holdings, Inc., 5.125%, 11/13/26<sup>(1)</sup> | 48000 | 41982 |
|  |  | 436651 |
| **Internet and Direct Marketing Retail — 0.5%** |  |  |
| Amazon.com, Inc., 4.70%, 11/29/24<sup>(2)</sup> | 60000 | 60120 |
| Amazon.com, Inc., 4.60%, 12/1/25<sup>(2)</sup> | 60000 | 60237 |
| Amazon.com, Inc., 4.55%, 12/1/27<sup>(2)</sup> | 45000 | 45375 |
|  |  | 165732 |
| **IT Services — 1.1%** |  |  |
| Fidelity National Information Services, Inc., 4.70%, 7/15/27 | 105000 | 103134 |
| Global Payments, Inc., 3.75%, 6/1/23 | 40000 | 39672 |
| Global Payments, Inc., 4.45%, 6/1/28 | 85000 | 79448 |
| International Business Machines Corp., 3.30%, 5/15/26 | 105000 | 100306 |
|  |  | 322560 |
| **Leisure Products — 0.1%** |  |  |
| Brunswick Corp., 0.85%, 8/18/24 | 30000 | 27562 |
| **Life Sciences Tools and Services — 0.5%** |  |  |
| Illumina, Inc., 5.80%, 12/12/25<sup>(2)</sup> | 150000 | 150866 |
| **Machinery — 0.6%** |  |  |
| CNH Industrial Capital LLC, 3.95%, 5/23/25 | 90000 | 87600 |
| John Deere Capital Corp., 3.40%, 6/6/25 | 95000 | 92757 |
|  |  | 180357 |
| **Media — 2.1%** |  |  |
| AMC Networks, Inc., 4.75%, 8/1/25 | 70000 | 62476 |
| CCO Holdings LLC / CCO Holdings Capital Corp., 6.375%, 9/1/29<sup>(1)</sup> | 110000 | 104926 |
| Comcast Corp., 5.35%, 11/15/27 | 45000 | 46390 |
| Cox Communications, Inc., 3.15%, 8/15/24<sup>(1)</sup> | 80000 | 77007 |
| DISH DBS Corp., 7.75%, 7/1/26 | 55000 | 46151 |
| DISH DBS Corp., 5.25%, 12/1/26<sup>(1)</sup> | 95000 | 81736 |
| iHeartCommunications, Inc., 8.375%, 5/1/27 | 55000 | 49040 |

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| | | |
|:---|:---|:---|
| Paramount Global, VRN, 6.25%, 2/28/57 | 75000 | 62813 |
| Paramount Global, VRN, 6.375%, 3/30/62 | 60000 | 49705 |
| WPP Finance 2010, 3.75%, 9/19/24 | 65000 | 62839 |
|  |  | 643083 |
| **Metals and Mining — 1.0%** |  |  |
| ArcelorMittal SA, 6.55%, 11/29/27 | 120000 | 121104 |
| Novelis Corp., 3.25%, 11/15/26<sup>(1)</sup> | 35000 | 31316 |
| Nucor Corp., 3.95%, 5/23/25 | 35000 | 34293 |
| Steel Dynamics, Inc., 2.80%, 12/15/24 | 115000 | 109435 |
|  |  | 296148 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.5%** |  |  |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.25%, 10/1/25<sup>(1)</sup> | 130000 | 123674 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.75%, 6/15/29<sup>(1)</sup> | 35000 | 28653 |
|  |  | 152327 |
| **Multiline Retail — 0.1%** |  |  |
| Nordstrom, Inc., 2.30%, 4/8/24 | 35000 | 33008 |
| **Multi-Utilities — 0.3%** |  |  |
| Ameren Corp., 1.75%, 3/15/28 | 55000 | 46407 |
| DTE Energy Co., 4.22%, 11/1/24 | 60000 | 59105 |
|  |  | 105512 |
| **Oil, Gas and Consumable Fuels — 2.5%** |  |  |
| Ecopetrol SA, 5.875%, 9/18/23 | 90000 | 89484 |
| Enbridge, Inc., VRN, 4.46%, (SOFR plus 0.63%), 2/16/24 | 80000 | 79233 |
| Energy Transfer LP, 4.25%, 4/1/24 | 60000 | 58828 |
| Enterprise Products Operating LLC, 3.70%, 2/15/26 | 120000 | 116110 |
| EQT Corp., 5.68%, 10/1/25 | 85000 | 84869 |
| Hess Corp., 3.50%, 7/15/24 | 90000 | 87516 |
| HF Sinclair Corp., 2.625%, 10/1/23 | 75000 | 73478 |
| Holly Energy Partners LP / Holly Energy Finance Corp., 6.375%, 4/15/27<sup>(1)</sup> | 50000 | 49002 |
| Petroleos Mexicanos, 3.50%, 1/30/23 | 50000 | 49662 |
| Petroleos Mexicanos, 5.95%, 1/28/31 | 40000 | 30033 |
| Petroleos Mexicanos, 6.70%, 2/16/32 | 40000 | 31000 |
|  |  | 749215 |
| **Pharmaceuticals — 0.7%** |  |  |
| Horizon Therapeutics USA, Inc., 5.50%, 8/1/27<sup>(1)</sup> | 200000 | 198752 |
| **Road and Rail — 1.0%** |  |  |
| SMBC Aviation Capital Finance DAC, 4.125%, 7/15/23<sup>(1)</sup> | 225000 | 222391 |
| Triton Container International Ltd., 1.15%, 6/7/24<sup>(1)</sup> | 85000 | 78529 |
|  |  | 300920 |
| **Semiconductors and Semiconductor Equipment — 0.3%** |  |  |
| Broadcom, Inc., 4.15%, 11/15/30 | 85000 | 76428 |
| **Software — 0.3%** |  |  |
| Gen Digital, Inc., 6.75%, 9/30/27<sup>(1)</sup> | 75000 | 75408 |
| Gen Digital, Inc., 7.125%, 9/30/30<sup>(1)</sup> | 30000 | 30279 |
|  |  | 105687 |
| **Technology Hardware, Storage and Peripherals — 0.6%** |  |  |
| Condor Merger Sub, Inc., 7.375%, 2/15/30<sup>(1)</sup> | 95000 | 77949 |
| Dell International LLC / EMC Corp., 6.02%, 6/15/26 | 105000 | 107288 |
|  |  | 185237 |
| **Thrifts and Mortgage Finance — 1.2%** |  |  |
| Nationwide Building Society, 1.00%, 8/28/25<sup>(1)</sup> | 410000 | 362489 |
| **Trading Companies and Distributors — 0.2%** |  |  |
| Air Lease Corp., 2.875%, 1/15/26 | 35000 | 32254 |
| Aircastle Ltd., 5.25%, 8/11/25<sup>(1)</sup> | 30000 | 28805 |
|  |  | 61059 |

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| | | |
|:---|:---|:---|
| **Wireless Telecommunication Services — 1.4%** | | |
| Sprint LLC, 7.875%, 9/15/23 | 105000 | 107409 |
| Sprint LLC, 7.125%, 6/15/24 | 155000 | 158485 |
| Sprint LLC, 7.625%, 2/15/25 | 160000 | 165929 |
|  |  | 431823 |
| **TOTAL CORPORATE BONDS**<br>(Cost $13,803,522) |  | **13948060** |
| **U.S. TREASURY SECURITIES — 19.7%** |  |  |
| U.S. Treasury Notes, 3.00%, 6/30/24 | 545000 | 532216 |
| U.S. Treasury Notes, 4.375%, 10/31/24 | 100000 | 99984 |
| U.S. Treasury Notes, 4.50%, 11/30/24 | 900000 | 902742 |
| U.S. Treasury Notes, 1.00%, 12/15/24<sup>(3)</sup> | 475000 | 444403 |
| U.S. Treasury Notes, 1.125%, 1/15/25 | 2130000 | 1992938 |
| U.S. Treasury Notes, 1.50%, 2/15/25 | 460000 | 433011 |
| U.S. Treasury Notes, 1.75%, 3/15/25 | 310000 | 293301 |
| U.S. Treasury Notes, 2.625%, 4/15/25 | 495000 | 477018 |
| U.S. Treasury Notes, 2.75%, 5/15/25 | 80000 | 77300 |
| U.S. Treasury Notes, 2.875%, 6/15/25 | 200000 | 193844 |
| U.S. Treasury Notes, 3.125%, 8/15/25 | 300000 | 292254 |
| U.S. Treasury Notes, 3.50%, 9/15/25 | 210000 | 206645 |
| U.S. Treasury Notes, 3.25%, 6/30/29 | 70000 | 67834 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $6,000,777) |  | **6013490** |
| **ASSET-BACKED SECURITIES — 10.4%** |  |  |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2 SEQ, 1.94%, 8/15/46<sup>(1)</sup> | 200000 | 169677 |
| AmeriCredit Automobile Receivables Trust, Series 2021-3, Class A3 SEQ, 0.76%, 8/18/26 | 76000 | 71954 |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I SEQ, 4.19%, 6/5/49<sup>(1)</sup> | 99000 | 94034 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2017-2A, Class A SEQ, 2.97%, 3/20/24<sup>(1)</sup> | 150000 | 149386 |
| Blackbird Capital Aircraft, Series 2021-1A, Class A SEQ, 2.44%, 7/15/46<sup>(1)</sup> | 215846 | 177368 |
| Brazos Education Loan Authority, Inc., Series 2012-1, Class A1, VRN, 4.74%, (1-month LIBOR plus 0.07%), 12/26/35 | 43725 | 42951 |
| Castlelake Aircraft Structured Trust, Series 2017-1R, Class A SEQ, 2.74%, 8/15/41<sup>(1)</sup> | 77431 | 67172 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class A1 SEQ, 1.69%, 7/15/60<sup>(1)</sup> | 92351 | 81861 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class B, 7.52%, 12/15/32<sup>(1)</sup> | 100000 | 100808 |
| Diamond Issuer, Series 2021-1A, Class A SEQ, 2.31%, 11/20/51<sup>(1)</sup> | 100000 | 83544 |
| Domino's Pizza Master Issuer LLC, Series 2021-1A, Class A2I SEQ, 2.66%, 4/25/51<sup>(1)</sup> | 98500 | 82704 |
| FirstKey Homes Trust, Series 2020-SFR2, Class D, 1.97%, 10/19/37<sup>(1)</sup> | 100000 | 87722 |
| Flagship Credit Auto Trust, Series 2021-2, Class A SEQ, 0.37%, 12/15/26<sup>(1)</sup> | 16600 | 16332 |
| Flexential Issuer, Series 2021-1A, Class A2 SEQ, 3.25%, 11/27/51<sup>(1)</sup> | 100000 | 87191 |
| Global SC Finance VII Srl, Series 2020-1A, Class A SEQ, 2.17%, 10/17/40<sup>(1)</sup> | 227771 | 202600 |
| Hilton Grand Vacations Trust, Series 2017-AA, Class B, 2.96%, 12/26/28<sup>(1)</sup> | 86517 | 84196 |
| MAPS Trust, Series 2021-1A, Class A SEQ, 2.52%, 6/15/46<sup>(1)</sup> | 199964 | 165536 |
| MVW LLC, Series 2020-1A, Class C, 4.21%, 10/20/37<sup>(1)</sup> | 123122 | 114292 |
| MVW LLC, Series 2022-2A, Class C, 7.62%, 10/21/41<sup>(1)</sup> | 100000 | 101232 |
| MVW Owner Trust, Series 2019-1A, Class C, 3.33%, 11/20/36<sup>(1)</sup> | 120772 | 112117 |
| Navient Private Education Loan Trust, Series 2014-AA, Class A2A SEQ, 2.74%, 2/15/29<sup>(1)</sup> | 15947 | 15913 |
| Nelnet Student Loan Trust, Series 2019-5, Class A SEQ, 2.53%, 10/25/67<sup>(1)</sup> | 92043 | 80037 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, 10/20/61<sup>(1)</sup> | 100000 | 82617 |
| Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class B, 2.32%, 7/20/37<sup>(1)</sup> | 81029 | 75355 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-3A, Class C, 7.63%, 7/20/39<sup>(1)</sup> | 93267 | 93973 |
| Start II Ltd., Series 2019-1, Class A SEQ, 4.09%, 3/15/44<sup>(1)</sup> | 196275 | 167350 |
| Taco Bell Funding LLC, Series 2016-1A, Class A23 SEQ, 4.97%, 5/25/46<sup>(1)</sup> | 94500 | 91074 |
| TAL Advantage VII LLC, Series 2020-1A, Class A SEQ, 2.05%, 9/20/45<sup>(1)</sup> | 77250 | 67363 |
| Textainer Marine Containers VII Ltd., Series 2020-2A, Class A SEQ, 2.10%, 9/20/45<sup>(1)</sup> | 79153 | 68816 |
| Vantage Data Centers Issuer LLC, Series 2019-1A, Class A2 SEQ, 3.19%, 7/15/44<sup>(1)</sup> | 56115 | 52892 |
| Vantage Data Centers Issuer LLC, Series 2020-1A, Class A2 SEQ, 1.65%, 9/15/45<sup>(1)</sup> | 95000 | 82995 |

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| | | |
|:---|:---|:---|
| Vantage Data Centers Issuer LLC, Series 2020-2A, Class A2 SEQ, 1.99%, 9/15/45<sup>(1)</sup> | 100000 | 81430 |
| Westlake Automobile Receivables Trust, Series 2019-2A, Class D, 3.20%, 11/15/24<sup>(1)</sup> | 23884 | 23824 |
| Wingstop Funding LLC, Series 2020-1A, Class A2 SEQ, 2.84%, 12/5/50<sup>(1)</sup> | 99250 | 84886 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $3,134,722) |  | **3161202** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 9.0%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 6.1%** |  |  |
| Angel Oak Mortgage Trust, Series 2020-5, Class A2 SEQ, VRN, 1.58%, 5/25/65<sup>(1)</sup> | 106346 | 94315 |
| Arroyo Mortgage Trust, Series 2019-2, Class A1, VRN, 3.35%, 4/25/49<sup>(1)</sup> | 161894 | 150651 |
| Bellemeade Re Ltd., Series 2017-1, Class B1 SEQ, VRN, 8.79%, (1-month LIBOR plus 4.75%), 10/25/27<sup>(1)</sup> | 100000 | 100095 |
| Bellemeade Re Ltd., Series 2018-1A, Class M2, VRN, 6.94%, (1-month LIBOR plus 2.90%), 4/25/28<sup>(1)</sup> | 75547 | 75341 |
| Bellemeade Re Ltd., Series 2018-3A, Class M1B, VRN, 5.87%, (1-month LIBOR plus 1.85%), 10/25/28<sup>(1)</sup> | 56537 | 56469 |
| BRAVO Residential Funding Trust, Series 2021-NQM3, Class A1 SEQ, VRN, 1.70%, 4/25/60<sup>(1)</sup> | 59622 | 53759 |
| Credit Suisse Mortgage Capital Certificates, Series 2019-NQM1, Class A2 SEQ, 2.86%, 10/25/59<sup>(1)</sup> | 93955 | 89249 |
| Credit Suisse Mortgage Capital Certificates, Series 2020-SPT1, Class A1 SEQ, 1.62%, 4/25/65<sup>(1)</sup> | 90027 | 86912 |
| Ellington Financial Mortgage Trust, Series 2020-1, Class A1, VRN, 2.01%, 5/25/65<sup>(1)</sup> | 96444 | 93251 |
| GCAT Trust, Series 2021-NQM7, Class A1 SEQ, VRN, 1.92%, 8/25/66<sup>(1)</sup> | 175007 | 147692 |
| GCAT Trust, Series 2022-NQM5, Class A1, 5.71%, 8/25/67<sup>(1)</sup> | 99646 | 97521 |
| Residential Mortgage Loan Trust, Series 2020-1, Class A1, VRN, 2.38%, 1/26/60<sup>(1)</sup> | 99944 | 93456 |
| Verus Securitization Trust, Series 2019-4, Class A3, 3.00%, 11/25/59<sup>(1)</sup> | 107314 | 102131 |
| Verus Securitization Trust, Series 2021-3, Class A1, VRN, 1.05%, 6/25/66<sup>(1)</sup> | 190485 | 154435 |
| Verus Securitization Trust, Series 2021-R2, Class A3, VRN, 1.23%, 2/25/64<sup>(1)</sup> | 59675 | 54661 |
| Verus Securitization Trust, Series 2021-R3, Class A1, VRN, 1.02%, 4/25/64<sup>(1)</sup> | 237274 | 205742 |
| Visio Trust, Series 2020-1, Class A2 SEQ, VRN, 2.50%, 8/25/55<sup>(1)</sup> | 110000 | 100495 |
| Vista Point Securitization Trust, Series 2020-2, Class A1, VRN, 1.48%, 4/25/65<sup>(1)</sup> | 107024 | 94009 |
|  |  | 1850184 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 2.9%** |  |  |
| FHLMC, Series 2021-DNA2, Class M1, VRN, 4.32%, (30-day average SOFR plus 0.80%), 8/25/33<sup>(1)</sup> | 77760 | 77533 |
| FHLMC, Series 2021-HQA3, Class M1, VRN, 4.37%, (30-day average SOFR plus 0.85%), 9/25/41<sup>(1)</sup> | 89229 | 85190 |
| FHLMC, Series 2022-DNA3, Class M1A, VRN, 5.52%, (30-day average SOFR plus 2.00%), 4/25/42<sup>(1)</sup> | 106251 | 104931 |
| FHLMC, Series 2022-DNA5, Class M1A, VRN, 6.47%, (30-day average SOFR plus 2.95%), 6/25/42<sup>(1)</sup> | 94630 | 95502 |
| FHLMC, Series 2022-DNA6, Class M1A, VRN, 5.67%, (30-day average SOFR plus 2.15%), 9/25/42<sup>(1)</sup> | 93105 | 92561 |
| FNMA, Series 2014-C04, Class 1M2, VRN, 8.92%, (1-month LIBOR plus 4.90%), 11/25/24 | 87213 | 89553 |
| FNMA, Series 2014-C04, Class 2M2, VRN, 9.02%, (1-month LIBOR plus 5.00%), 11/25/24 | 18441 | 18625 |
| FNMA, Series 2015-C01, Class 1M2, VRN, 8.32%, (1-month LIBOR plus 4.30%), 2/25/25 | 93263 | 94827 |
| FNMA, Series 2015-C04, Class 1M2, VRN, 9.72%, (1-month LIBOR plus 5.70%), 4/25/28 | 88750 | 93485 |
| FNMA, Series 2017-C02, Class 2ED3, VRN, 5.37%, (1-month LIBOR plus 1.35%), 9/25/29 | 83858 | 82630 |
| FNMA, Series 2019-R07, Class 1M2, VRN, 6.12%, (1-month LIBOR plus 2.10%), 10/25/39<sup>(1)</sup> | 67382 | 67143 |
|  |  | 901980 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $2,736,955) |  | **2752164** |
| **COLLATERALIZED LOAN OBLIGATIONS — 6.5%** |  |  |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2019-FL2, Class A, VRN, 5.11%, (1-month SOFR plus 1.31%), 9/15/34<sup>(1)</sup> | 88348 | 88340 |
| ARES XLVII CLO Ltd., Series 2018-47A, Class C, VRN, 5.83%, (3-month LIBOR plus 1.75%), 4/15/30<sup>(1)</sup> | 100000 | 93968 |
| BlueMountain CLO Ltd., Series 2016-2A, Class BR2, VRN, 6.93%, (3-month LIBOR plus 2.25%), 8/20/32<sup>(1)</sup> | 150000 | 141144 |
| BXMT Ltd., Series 2020-FL2, Class A, VRN, 4.89%, (1-month SOFR plus 1.01%), 2/15/38<sup>(1)</sup> | 79317 | 78238 |
| BXMT Ltd., Series 2021-FL4, Class AS, VRN, 5.18%, (1-month LIBOR plus 1.30%), 5/15/38<sup>(1)</sup> | 250000 | 240088 |
| CBAM Ltd., Series 2017-1A, Class B, VRN, 6.04%, (3-month LIBOR plus 1.80%), 7/20/30<sup>(1)</sup> | 100000 | 95815 |
| CBAM Ltd., Series 2019-11RA, Class C, VRN, 6.49%, (3-month LIBOR plus 2.25%), 1/20/35<sup>(1)</sup> | 100000 | 90624 |
| Dryden 30 Senior Loan Fund, Series 2013-30A, Class CR, VRN, 6.31%, (3-month LIBOR plus 1.70%), 11/15/28<sup>(1)</sup> | 75000 | 70834 |
| Dryden 72 CLO Ltd., Series 2019-72A, Class CR, VRN, 6.46%, (3-month LIBOR plus 1.85%), 5/15/32<sup>(1)</sup> | 150000 | 140039 |
| Greystone CRE Notes Ltd., Series 2019-FL2, Class A, VRN, 5.06%, (1-month LIBOR plus 1.18%), 9/15/37<sup>(1)</sup> | 75467 | 73792 |
| KVK CLO Ltd., Series 2013-1A, Class DR, VRN, 6.96%, (3-month LIBOR plus 2.95%), 1/14/28<sup>(1)</sup> | 100000 | 96934 |
| Marathon CLO Ltd., Series 2020-15A, Class A1S, VRN, 6.31%, (3-month LIBOR plus 1.70%), 11/15/31<sup>(1)</sup> | 75000 | 73350 |
| Marathon CLO V Ltd., Series 2013-5A, Class A1R, VRN, 5.55%, (3-month LIBOR plus 0.87%), 11/21/27<sup>(1)</sup> | 16144 | 16097 |

---

------

---

| | | |
|:---|:---|:---|
| MF1 Ltd., Series 2020-FL4, Class D, VRN, 8.08%, (1-month SOFR plus 4.21%), 11/15/35<sup>(1)</sup> | 200000 | 194971 |
| Palmer Square Loan Funding Ltd., Series 2021-3A, Class B, VRN, 5.99%, (3-month LIBOR plus 1.75%), 7/20/29<sup>(1)</sup> | 125000 | 118819 |
| Ready Capital Mortgage Financing LLC, Series 2020-FL4, Class B, VRN, 7.89%, (1-month LIBOR plus 3.85%), 2/25/35<sup>(1)</sup> | 70000 | 69586 |
| Rockford Tower CLO Ltd., Series 2017-3A, Class A, VRN, 5.43%, (3-month LIBOR plus 1.19%), 10/20/30<sup>(1)</sup> | 100000 | 98396 |
| Stratus CLO Ltd., Series 2021-2A, Class C, VRN, 6.14%, (3-month LIBOR plus 1.90%), 12/28/29<sup>(1)</sup> | 100000 | 94093 |
| Symphony CLO XXII Ltd., Series 2020-22A, Class B, VRN, 5.89%, (3-month LIBOR plus 1.70%), 4/18/33<sup>(1)</sup> | 100000 | 95540 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $1,955,366) |  | **1970668** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 3.8%** |  |  |
| BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, VRN, 3.72%, 4/14/33<sup>(1)</sup> | 100000 | 90436 |
| BFLD Trust, Series 2019-DPLO, Class A, VRN, 4.97%, (1-month LIBOR plus 1.09%), 10/15/34<sup>(1)</sup> | 185000 | 180083 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class E, VRN, 5.88%, (1-month LIBOR plus 2.00%), 9/15/36<sup>(1)</sup> | 100000 | 93349 |
| BX Trust, Series 2021-ARIA, Class G, VRN, 7.02%, (1-month LIBOR plus 3.14%), 10/15/36<sup>(1)</sup> | 50000 | 43546 |
| BXHPP Trust, Series 2021-FILM, Class D, VRN, 5.375%, (1-month LIBOR plus 1.5%), 8/15/36<sup>(1)</sup> | 70000 | 63422 |
| Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class D, VRN, 5.48%, (1-month LIBOR plus 1.60%), 5/15/36<sup>(1)</sup> | 100000 | 96847 |
| DBWF Mortgage Trust, Series 2018-GLKS, Class A, VRN, 4.97%, (1-month LIBOR plus 1.03%), 12/19/30<sup>(1)</sup> | 150000 | 145017 |
| Extended Stay America Trust, Series 2021-ESH, Class E, VRN, 6.73%, (1-month LIBOR plus 2.85%), 7/15/38<sup>(1)</sup> | 97619 | 92583 |
| Great Wolf Trust, Series 2019-WOLF, Class C, VRN, 5.51%, (1-month LIBOR plus 1.63%), 12/15/36<sup>(1)</sup> | 70000 | 66782 |
| Life Mortgage Trust, Series 2021-BMR, Class D, VRN, 5.28%, (1-month LIBOR plus 1.40%), 3/15/38<sup>(1)</sup> | 304721 | 287081 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $1,161,185) |  | **1159146** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 1.5%** |  |  |
| **Colombia — 0.2%** |  |  |
| Colombia Government International Bond, 3.875%, 4/25/27 | 75000 | 65665 |
| **Dominican Republic — 0.3%** |  |  |
| Dominican Republic International Bond, 6.875%, 1/29/26 | 100000 | 101283 |
| **Mexico — 0.3%** |  |  |
| Mexico Government International Bond, 4.875%, 5/19/33 | 100000 | 94124 |
| **Saudi Arabia — 0.4%** |  |  |
| Saudi Government International Bond, 5.50%, 10/25/32<sup>(1)</sup> | 100000 | 105468 |
| **South Africa — 0.3%** |  |  |
| Republic of South Africa Government International Bond, 4.875%, 4/14/26 | 75000 | 73562 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $429,506) |  | **440102** |
| **PREFERRED STOCKS — 0.9%** |  |  |
| **Banks — 0.4%** |  |  |
| JPMorgan Chase & Co., 4.60% | 85000 | 75650 |
| PNC Financial Services Group, Inc., 3.40% | 80000 | 61760 |
|  |  | 137410 |
| **Capital Markets — 0.3%** |  |  |
| Bank of New York Mellon Corp., 3.75% | 105000 | 83804 |
| **Oil, Gas and Consumable Fuels — 0.1%** |  |  |
| BP Capital Markets PLC, 4.375% | 20000 | 19075 |
| **Trading Companies and Distributors — 0.1%** |  |  |
| Aircastle Ltd., 5.25%<sup>(1)</sup> | 51000 | 37995 |
| **TOTAL PREFERRED STOCKS**<br>(Cost $275,632) |  | **278284** |
| **BANK LOAN OBLIGATIONS**<sup>(4)</sup> **— 0.6%** |  |  |
| **Health Care Equipment and Supplies — 0.3%** |  |  |
| Avantor Funding, Inc., 2021 Term Loan B5, (1-month LIBOR plus 2.25%), 11/8/27<sup>(5)</sup> | 100000 | 99507 |
| **Health Care Providers and Services — 0.3%** |  |  |
| Surgery Center Holdings, Inc., 2021 Term Loan, 8/31/26<sup>(5)</sup> | 96000 | 94493 |
| **TOTAL BANK LOAN OBLIGATIONS**<br>(Cost $192,935) |  | **194000** |

---

------

---

| | | |
|:---|:---|:---|
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<sup>†</sup> | | |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities**<sup>†</sup> | | |
| FNMA, 5.00%, 9/1/52<br>(Cost $2,038) | 2131 | **2113** |
| **TOTAL INVESTMENT SECURITIES—98.2%**<br>(Cost $29,692,638) |  | **29919229** |
| **OTHER ASSETS AND LIABILITIES — 1.8%** |  | **550692** |
| **TOTAL NET ASSETS — 100.0%** |  | $**30469921** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 10-Year Notes | 1 | March 2023 | $113500 | $388 |
| U.S. Treasury 2-Year Notes | 3 | March 2023 | 616078 | 1198 |
|  |  |  | $729578 | $1586 |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 10-Year Ultra Notes | 3 | March 2023 | $358969 | $476 |
| U.S. Treasury 5-Year Notes | 4 | March 2023 | 434281 | (1008) |
| U.S. Treasury Long Bonds | 2 | March 2023 | 254000 | 1351 |
|  |  |  | $1047250 | $819 |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | |
|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| FHLMC | - | Federal Home Loan Mortgage Corporation |
| FNMA | - | Federal National Mortgage Association |
| LIBOR | - | London Interbank Offered Rate |
| SEQ | - | Sequential Payer |
| SOFR | - | Secured Overnight Financing Rate |
| VRN | - | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |

---

†Category is less than 0.05% of total net assets.

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $13,159,589, which represented 43.2% of total net assets.

(2)When–issued security. The issue price and yield are fixed on the date of the commitment, but payment and delivery are scheduled for a future date.

(3)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on futures contracts. At the period end, the aggregate value of securities pledged was $84,203.

(4)The interest rate on a bank loan obligation adjusts periodically based on a predetermined schedule. Rate or range of rates shown is effective at period end. The maturity date on a bank loan obligation may be less than indicated as a result of contractual or optional prepayments. These prepayments cannot be predicted with certainty.

(5)The interest rate will be determined upon settlement of the bank loan obligation after period end.

------

**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 Trustees oversees the valuation designee and reviews its valuation policies and procedures at least annually.

Fixed income securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Corporate bonds, U.S. Treasury and Government Agency securities, bank loan obligations, and sovereign governments and agencies are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Mortgage-related and asset-backed securities are valued based on models that consider trade data, prepayment and default projections, benchmark yield and spread data and estimated cash flows of each tranche of the issuer. Collateralized loan obligations are valued based on discounted cash flow models that consider trade and economic data, prepayment assumptions and default projections.

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.

Hybrid securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Preferred stocks and convertible preferred stocks with perpetual maturities are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information.

Exchange-traded futures contracts are valued at the settlement price as provided by the appropriate exchange.

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.

**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** | | | |
| Corporate Bonds |  | $13948060 |  |
| U.S. Treasury Securities |  | 6013490 |  |
| Asset-Backed Securities |  | 3161202 |  |
| Collateralized Mortgage Obligations |  | 2752164 |  |
| Collateralized Loan Obligations |  | 1970668 |  |
| Commercial Mortgage-Backed Securities |  | 1159146 |  |
| Sovereign Governments and Agencies |  | 440102 |  |
| Preferred Stocks |  | 278284 |  |
| Bank Loan Obligations |  | 194000 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 2113 |  |
|  |  | $29919229 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $3413 |  |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $1008 |  |  |

---

*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 ETF Trust

- **b. Investment Company Act file number:** 811-23305

- **c. CIK number of Registrant:** 0001710607

- **d. LEI of Registrant:** 5493006IKK34YJD98183

- **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:** American Century Short Duration Strategic Income ETF

- **b. EDGAR series identifier (if any):** S000077487

- **c. LEI of Series:** 549300ORQDHWNQN1V176

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $31076624.61

**Total Liabilities:** $608300.40

**Net Assets:** $30468324.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9.000000000000 | **1-Year:** 1241.000000000000 | **5-Year:** 1902.000000000000 | **10-Year:** 1117.000000000000 | **30-Year:** 1204.000000000000

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

- **3-Month:** 1.000000000000 | **1-Year:** 275.000000000000 | **5-Year:** 631.000000000000 | **10-Year:** 248.000000000000 | **30-Year:** 174.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237948 |  | 0.34%                | 1.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  |  |  |
| Month 2  | $-2596.27                | $-4087.03                                  |
| Month 3  | $35949.18                | $231045.24                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co                                                | JPMorgan Chase & Co (pfd) 4.60% 08/01/2171 Perpetual                               | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     85000 | NS      | $75650.00     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KVK CLO 2013-1 Ltd                                                 | KVK CLO 2013-1 Ltd 6.96                                                            | CUSIP: 482739AJ8<br>LEI: 5493007VGL59COTLZY21 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $96934.51     | 0.32%             | 2028-01-14      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 5.25 10/01/2025 | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $123674.20    | 0.41%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029 | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $28653.04     | 0.09%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                              | Level 3 Financing Inc 4.63 09/15/2027                                              | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33755.00     | 0.11%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                              | Level 3 Financing Inc 3.40 03/01/2027                                              | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76913.83     | 0.25%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Life 2021-BMR Mortgage Trust                                       | Life 2021-BMR Mortgage Trust 5.28                                                  | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304721 | PA      | $287081.64    | 0.94%             | 2038-03-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | Lloyds Banking Group PLC 4.72 08/11/2026                                           | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $402868.08    | 1.32%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 Trust                                                  | MAPS 2021-1 Trust 2.52                                                             | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199964 | PA      | $165536.22    | 0.54%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust 2019-1                                             | MVW Owner Trust 2019-1 3.33                                                        | CUSIP: 55389PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120772 | PA      | $112116.87    | 0.37%             | 2036-11-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                     | MVW 2020-1 LLC 4.21                                                                | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123122 | PA      | $114292.05    | 0.38%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                                     | MVW 2022-2 LLC 7.62                                                                | CUSIP: 55400VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101232.07    | 0.33%             | 2041-10-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                     | Warnermedia Holdings Inc 3.76 03/15/2027                                           | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63827.29     | 0.21%             | 2027-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                     | Warnermedia Holdings Inc 3.79 03/15/2025                                           | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76495.44     | 0.25%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                   | Marathon CLO V Ltd 5.55                                                            | CUSIP: 56576QAN8<br>LEI: 635400LRBGQZIPTCBI09 | Long             | ABS-CBDO         | CORP              | US        |     16144 | PA      | $16097.20     | 0.05%             | 2027-11-21      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                   | Marathon CLO 2020-15 Ltd 6.31                                                      | CUSIP: 56579UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $73350.48     | 0.24%             | 2031-11-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Condor Merger Sub Inc                                              | Condor Merger Sub Inc 7.38 02/15/2030                                              | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77948.58     | 0.26%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                     | MF1 2020-FL4 Ltd 8.08                                                              | CUSIP: 58003UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $194970.52    | 0.64%             | 2035-11-15      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                            | Mercedes-Benz Finance North America LLC 5.38 11/26/2025                            | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75564.50     | 0.25%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                | Meritage Homes Corp 6.00 06/01/2025                                                | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129107.21    | 0.42%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                 | Metropolitan Life Global Funding I 4.05 08/25/2025                                 | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298883.46    | 0.98%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley 0.79 05/30/2025                                                     | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32441.39     | 0.11%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley 1.16 10/21/2025                                                     | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50339.32     | 0.17%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley 2.63 02/18/2026                                                     | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42353.87     | 0.14%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley 6.14 10/16/2026                                                     | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153561.91    | 0.50%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                               | National Australia Bank Ltd/New York 5.13 11/22/2024                               | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55221.91     | 0.18%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                        | Nationwide Building Society 1.00 08/28/2025                                        | CUSIP: 63859UBF9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $362489.20    | 1.19%             | 2025-08-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2014-A                        | Navient Private Education Loan Trust 2014-A 2.74                                   | CUSIP: 63939CAB3<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-MBS          | CORP              | US        |     15947 | PA      | $15912.63     | 0.05%             | 2029-02-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2019-5                                   | Nelnet Student Loan Trust 2019-5 2.53                                              | CUSIP: 64034EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92043 | PA      | $80037.19     | 0.26%             | 2067-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                             | New Economy Assets Phase 1 Sponsor LLC 2.41                                        | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $82617.05     | 0.27%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NextEra Energy Capital Holdings Inc 4.26 09/01/2024                                | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78999.78     | 0.26%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                | NextEra Energy Capital Holdings Inc 4.45 06/20/2025                                | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114345.66    | 0.38%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                    | Nordea Bank Abp 4.75 09/22/2025                                                    | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    205000 | PA      | $204206.22    | 0.67%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                                      | Nordstrom Inc 2.30 04/08/2024                                                      | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33008.50     | 0.11%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                    | Gen Digital Inc 6.75 09/30/2027                                                    | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75408.00     | 0.25%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                    | Gen Digital Inc 7.13 09/30/2030                                                    | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30279.30     | 0.10%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOC Aviation USA Corp                                              | BOC Aviation USA Corp 1.63 04/29/2024                                              | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198509.13    | 0.65%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                       | Novelis Corp 3.25 11/15/2026                                                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31316.38     | 0.10%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                         | Nucor Corp 3.95 05/23/2025                                                         | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34293.10     | 0.11%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                 | Owens-Brockway Glass Container Inc 5.38 01/15/2025                                 | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104695.32    | 0.34%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                               | PNC Financial Services Group Inc/The (pfd) 3.40% 12/15/2170 Perpetual              | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |     80000 | NS      | $61760.26     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                     | Palmer Square Loan Funding 2021-3 Ltd 5.99                                         | CUSIP: 69702BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $118818.60    | 0.39%             | 2029-07-20      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                        | PepsiCo Inc 3.60 02/18/2028                                                        | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48460.79     | 0.16%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                | Petroleos Mexicanos 6.70 02/16/2032                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     40000 | PA      | $30999.87     | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                | Petroleos Mexicanos 3.50 01/30/2023                                                | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $49662.00     | 0.16%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                | Petroleos Mexicanos 5.95 01/28/2031                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     40000 | PA      | $30032.47     | 0.10%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp                                                 | Ready Capital Mortgage Financing 2020-FL4 LLC 7.89                                 | CUSIP: 75575JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $69585.92     | 0.23%             | 2035-02-25      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust 2020-1                             | Residential Mortgage Loan Trust 2020-1 2.38                                        | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99944 | PA      | $93456.27     | 0.31%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                             | Rockford Tower CLO 2017-3 Ltd 5.43                                                 | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98395.97     | 0.32%             | 2030-10-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | Royal Bank of Canada 4.24 08/03/2027                                               | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $101845.75    | 0.33%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | Royal Bank of Canada 6.00 11/01/2027                                               | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46847.01     | 0.15%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                    | SBA Tower Trust 1.88 07/15/2050                                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $36154.87     | 0.12%             | 2050-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                   | SBL Holdings Inc 5.13 11/13/2026                                                   | CUSIP: 78432MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $41981.86     | 0.14%             | 2026-11-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                       | Navient Corp 6.13 03/25/2024                                                       | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64843.68     | 0.21%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                  | SMBC Aviation Capital Finance DAC 4.13 07/15/2023                                  | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    225000 | PA      | $222390.88    | 0.73%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                | Saudi Government International Bond 5.50 10/25/2032                                | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    100000 | PA      | $105468.10    | 0.35%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                    | Sealed Air Corp 1.57 10/15/2026                                                    | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112127.37    | 0.37%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2020-2 Receivables Funding LLC                    | Sierra Timeshare 2020-2 Receivables Funding LLC 2.32                               | CUSIP: 826525AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81029 | PA      | $75354.84     | 0.25%             | 2037-07-20      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2022-3 Receivables Funding LLC                    | Sierra Timeshare 2022-3 Receivables Funding LLC 7.63                               | CUSIP: 826934AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93267 | PA      | $93972.83     | 0.31%             | 2039-07-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                              | Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028                              | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33200.57     | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA 4.35 06/13/2025                                                | CUSIP: 83368RBN1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $200708.61    | 0.66%             | 2025-06-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond             | Republic of South Africa Government International Bond 4.88 04/14/2026             | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     75000 | PA      | $73561.73     | 0.24%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                 | Southwest Gas Corp 5.80 12/01/2027                                                 | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90914.25     | 0.30%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                   | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 8.00 09/20/2025                   | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     41250 | PA      | $41855.76     | 0.14%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                               | OneMain Finance Corp 8.25 10/01/2023                                               | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85097.75     | 0.28%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                        | Sprint LLC 7.88 09/15/2023                                                         | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107408.70    | 0.35%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                        | Sprint LLC 7.13 06/15/2024                                                         | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158484.86    | 0.52%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                        | Sprint LLC 7.63 02/15/2025                                                         | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165929.44    | 0.54%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Start II LTD                                                       | Start II LTD 4.09                                                                  | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    196275 | PA      | $167350.36    | 0.55%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                  | State Street Corp 5.75 11/04/2026                                                  | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30650.70     | 0.10%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                 | Steel Dynamics Inc 2.80 12/15/2024                                                 | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109435.29    | 0.36%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Stratus CLO LTD                                                    | Stratus CLO 2021-2 Ltd 6.14                                                        | CUSIP: 86315TAE5<br>LEI: 254900QVXP4GJ625LF86 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $94092.51     | 0.31%             | 2029-12-28      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP 4.25 04/01/2024                                                 | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58827.94     | 0.19%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                              | American Airlines Inc 11.75 07/15/2025                                             | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     90000 | PA      | $100066.76    | 0.33%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                     | American Electric Power Co Inc 2.03 03/15/2024                                     | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76903.80     | 0.25%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                     | American Electric Power Co Inc 3.88 02/15/2062                                     | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69724.45     | 0.23%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                | American Express Co 3.95 08/01/2025                                                | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122482.10    | 0.40%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                | American Tower Corp 3.65 03/15/2027                                                | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28046.33     | 0.09%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-3                    | AmeriCredit Automobile Receivables Trust 2021-3 0.76                               | CUSIP: 03066JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76000 | PA      | $71953.97     | 0.24%             | 2026-08-18      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-5                                    | Angel Oak Mortgage Trust 2020-5 1.58                                               | CUSIP: 03464WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106346 | PA      | $94315.19     | 0.31%             | 2065-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                          | Applebee's Funding LLC / IHOP Funding LLC 4.19                                     | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99000 | PA      | $94033.66     | 0.31%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                             | Arbor Realty Commercial Real Estate Notes 2019-FL2 Ltd 5.11                        | CUSIP: 03880VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88348 | PA      | $88340.38     | 0.29%             | 2034-09-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                   | ArcelorMittal SA 6.55 11/29/2027                                                   | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $121103.73    | 0.40%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                           | ARES XLVII CLO Ltd 5.83                                                            | CUSIP: 04016VAG0<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $93968.03     | 0.31%             | 2030-04-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-2                                       | Arroyo Mortgage Trust 2019-2 3.35                                                  | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161894 | PA      | $150650.45    | 0.49%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                              | Athene Global Funding 2.51 03/08/2024                                              | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95785.29     | 0.31%             | 2024-03-08      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                | AVANTOR INC 2021 TERM LOAN B5                                                      | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    100000 | PA      | $99506.50     | 0.33%             | 2027-11-06      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                           | Avis Budget Rental Car Funding AESOP LLC 2.97                                      | CUSIP: 05377RCU6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149386.31    | 0.49%             | 2024-03-20      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                        | Avolon Holdings Funding Ltd 4.38 05/01/2026                                        | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $27292.73     | 0.09%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                        | Avolon Holdings Funding Ltd 5.50 01/15/2026                                        | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $28438.30     | 0.09%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BFLD 2019-DPLO                                                     | BFLD 2019-DPLO 4.97                                                                | CUSIP: 054970AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $180082.74    | 0.59%             | 2034-10-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2015-200P               | BAMLL Commercial Mortgage Securities Trust 2015-200P 3.72                          | CUSIP: 05526QAG1<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90436.31     | 0.30%             | 2033-04-14      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                             | BP Capital Markets PLC (pfd) 4.38% 09/22/2171 Perpetual                            | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |     20000 | NS      | $19075.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                 | BX Trust 2021-ARIA 7.02                                                            | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43545.75     | 0.14%             | 2036-10-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                      | BXMT 2021-FL4 Ltd 5.18                                                             | CUSIP: 05609GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $240088.30    | 0.79%             | 2038-05-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust 2021-FILM                                              | BXHPP Trust 2021-FILM 5.38                                                         | CUSIP: 05609JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $63421.68     | 0.21%             | 2036-08-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                             | BX Commercial Mortgage Trust 2021-VOLT 5.88                                        | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93348.73     | 0.31%             | 2036-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                          | Ball Corp 6.88 03/15/2028                                                          | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103530.00    | 0.34%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp 1.73 07/22/2027                                               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13152.49     | 0.04%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp 3.38 04/02/2026                                               | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33340.22     | 0.11%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp 4.95 07/22/2028                                               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44141.70     | 0.14%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp 6.20 11/10/2028                                               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93141.69     | 0.31%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                   | Bank of New York Mellon Corp/The (pfd) 3.75% 03/20/2171 Perpetual                  | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    105000 | NS      | $83803.65     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                        | Bank of New York Mellon/The 5.22 11/21/2025                                        | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60056.55     | 0.20%             | 2025-11-21      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                   | Bank of New York Mellon Corp/The 5.80 10/25/2028                                   | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103790.15    | 0.34%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2017-1 Ltd                                           | Bellemeade Re 2017-1 Ltd 8.79                                                      | CUSIP: 078767AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    100000 | PA      | $100095.26    | 0.33%             | 2027-10-25      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2018-1 Ltd                                           | Bellemeade Re 2018-1 Ltd 6.94                                                      | CUSIP: 078768AE8<br>LEI: 549300O2GEH6GH9NO762 | Long             | ABS-MBS          | CORP              | BM        |     75547 | PA      | $75340.68     | 0.25%             | 2028-04-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2018-3 Ltd                                           | Bellemeade Re 2018-3 Ltd 5.87                                                      | CUSIP: 07877TAB7<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | US        |     56537 | PA      | $56469.26     | 0.19%             | 2028-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                         | Blackbird Capital Aircraft 2.44                                                    | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217685 | PA      | $178878.77    | 0.59%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd                                               | BlueMountain CLO 2016-2 Ltd 6.93                                                   | CUSIP: 09628WBA9<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $141143.76    | 0.46%             | 2032-08-20      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                      | Boeing Co/The 1.43 02/04/2024                                                      | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57292.70     | 0.19%             | 2024-02-04      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2021-NQM3                          | BRAVO Residential Funding Trust 2021-NQM3 1.70                                     | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59622 | PA      | $53758.76     | 0.18%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Brazos Education Loan Authority Inc                                | Brazos Education Loan Authority Inc 4.74                                           | CUSIP: 10620WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43725 | PA      | $42951.16     | 0.14%             | 2035-12-26      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                       | Broadcom Inc 4.15 11/15/2030                                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76427.73     | 0.25%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                  | Brunswick Corp/DE 0.85 08/18/2024                                                  | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27561.75     | 0.09%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                           | BXMT 2020-FL2 LTD 4.89                                                             | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79317 | PA      | $78238.06     | 0.26%             | 2038-02-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd                                                           | CBAM 2017-1 Ltd 6.04                                                               | CUSIP: 12480VAG0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $95815.03     | 0.31%             | 2030-07-20      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                       | CCO Holdings LLC / CCO Holdings Capital Corp 6.38 09/01/2029                       | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $104925.70    | 0.34%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd                                                           | CBAM 2019-11R Ltd 6.49                                                             | CUSIP: 12510TAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $90623.72     | 0.30%             | 2035-01-20      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                        | SURGERY CENTER HOLDINGS, INC. 2021 TERM LOAN                                       | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     96000 | PA      | $94493.28     | 0.31%             | 2026-08-31      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                   | Symphony CLO XXII Ltd 5.89                                                         | CUSIP: 87167GAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $95540.39     | 0.31%             | 2033-04-18      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                              | Taco Bell Funding LLC 4.97                                                         | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94500 | PA      | $91073.69     | 0.30%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                              | TAL Advantage VII LLC 2.05                                                         | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77250 | PA      | $67362.66     | 0.22%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd                                | Textainer Marine Containers VII Ltd 2.10                                           | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-MBS          | CORP              | BM        |     79153 | PA      | $68816.49     | 0.23%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                          | Toronto-Dominion Bank/The 4.11 06/08/2027                                          | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $72491.98     | 0.24%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                | Global Payments Inc 3.75 06/01/2023                                                | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39672.41     | 0.13%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                | Global Payments Inc 4.45 06/01/2028                                                | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79447.68     | 0.26%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                           | Toyota Motor Credit Corp 3.95 06/30/2025                                           | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118022.48    | 0.39%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Triton Container International                                     | Triton Container International Ltd 1.15 06/07/2024                                 | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78528.76     | 0.26%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                               | Mexico Government International Bond 4.88 05/19/2033                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $94124.12     | 0.31%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                         | US Bancorp 5.73 10/21/2026                                                         | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91979.16     | 0.30%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 1.00 12/15/2024                                   | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $444403.32    | 1.46%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 1.13 01/15/2025                                   | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2130000 | PA      | $1992964.45   | 6.54%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                     | United States Treasury Note/Bond 1.50 02/15/2025                                   | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $433010.94    | 1.42%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond - When Issued 1.63 03/15/2025                     | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $293301.17    | 0.96%             | 2025-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 2.63 04/15/2025                                   | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    495000 | PA      | $477017.58    | 1.57%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                     | United States Treasury Note/Bond 2.75 05/15/2025                                   | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $77300.00     | 0.25%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 2.75 06/15/2025                                   | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $193843.75    | 0.64%             | 2025-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.25 06/30/2029                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $67834.38     | 0.22%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.00 06/30/2024                                   | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545000 | PA      | $532215.92    | 1.75%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.13 08/15/2025                                   | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $292253.91    | 0.96%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.50 09/15/2025                                   | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $206644.92    | 0.68%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 4.38 10/31/2024                                   | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99984.38     | 0.33%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                     | United States Treasury Note/Bond 4.38 11/30/2024                                   | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $902742.19    | 2.96%             | 2024-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                      | Universal Health Services Inc 1.65 09/01/2026                                      | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77289.01     | 0.25%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                    | Vantage Data Centers Issuer LLC 3.19                                               | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56115 | PA      | $52891.84     | 0.17%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                    | Vantage Data Centers Issuer LLC 1.65                                               | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $82995.17     | 0.27%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                           | Vantage Data Centers LLC 1.99                                                      | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $81430.12     | 0.27%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-4                                  | Verus Securitization Trust 2019-4 3.00                                             | CUSIP: 92537KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107314 | PA      | $102130.49    | 0.34%             | 2059-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                 | Verus Securitization Trust 2021-R2 1.23                                            | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59675 | PA      | $54661.30     | 0.18%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                 | Verus Securitization Trust 2021-R3 1.02                                            | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237274 | PA      | $205742.07    | 0.68%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                                  | Verus Securitization Trust 2021-3 1.05                                             | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190485 | PA      | $154435.38    | 0.51%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                   | Paramount Global 6.25 02/28/2057                                                   | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62812.50     | 0.21%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                   | Paramount Global 6.38 03/30/2062                                                   | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49704.79     | 0.16%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                              | VICI Properties LP / VICI Note Co Inc 3.50 02/15/2025                              | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $108391.19    | 0.36%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                 | VICI Properties LP 4.38 05/15/2025                                                 | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72268.04     | 0.24%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Visio 2020-1 Trust                                                 | Visio 2020-1 Trust 2.50                                                            | CUSIP: 92837KAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $100495.12    | 0.33%             | 2055-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                            | Vista Point Securitization Trust 2020-2 1.48                                       | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107024 | PA      | $94008.59     | 0.31%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                           | Vistra Operations Co LLC 5.13 05/13/2025                                           | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102413.15    | 0.34%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                   | WPP Finance 2010 3.75 09/19/2024                                                   | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $62838.79     | 0.21%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2019-2                       | Westlake Automobile Receivables Trust 2019-2 3.20                                  | CUSIP: 96041LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23884 | PA      | $23824.17     | 0.08%             | 2024-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                               | Wingstop Funding LLC 2.84                                                          | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99250 | PA      | $84885.88     | 0.28%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                           | US LONG BOND(CBT) Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -2 | NC      | $1351.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                      | US 10YR NOTE (CBT)Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         1 | NC      | $388.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                | US 10yr Ultra Fut Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -5 | NC      | $793.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                       | US 5YR NOTE (CBT) Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -4 | NC      | $-1007.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                       | US 2YR NOTE (CBT) Mar23                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         2 | NC      | $590.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bond                              | Dominican Republic International Bond 6.88 01/29/2026                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $101282.91    | 0.33%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                   | AMC Networks Inc 4.75 08/01/2025                                                   | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62476.05     | 0.21%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                           | AT&T Inc 7.30 08/15/2026                                                           | CUSIP: 00206RGJ5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47503.65     | 0.16%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                    | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34002.44     | 0.11%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.65 10/29/2024          | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    315000 | PA      | $289969.16    | 0.95%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                     | Air Lease Corp 2.75 01/15/2023                                                     | CUSIP: 00912XAX2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144444.28    | 0.47%             | 2023-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                     | Air Lease Corp 2.88 01/15/2026                                                     | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32254.61     | 0.11%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                      | Aircastle Ltd 5.25 08/11/2025                                                      | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28804.82     | 0.09%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                      | Aircastle Ltd (pfd) 5.25% 09/15/2171 Perpetual                                     | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |     51000 | NS      | $37995.00     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                    | Aligned Data Centers Issuer LLC 1.94                                               | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $169676.80    | 0.56%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                     | Amazon.com Inc 4.70 11/29/2024                                                     | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60120.07     | 0.20%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                     | Amazon.com Inc 4.60 12/01/2025                                                     | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60237.09     | 0.20%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                     | Amazon.com Inc 4.55 12/01/2027                                                     | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45374.81     | 0.15%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bemis Co Inc                                                       | Amcor Flexibles North America Inc 4.00 05/17/2025                                  | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106869.78    | 0.35%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                        | Ameren Corp 1.75 03/15/2028                                                        | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46406.98     | 0.15%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                            | CF Hippolyta Issuer LLC 1.69                                                       | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92350 | PA      | $81861.13     | 0.27%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                         | CNH Industrial Capital LLC 3.95 05/23/2025                                         | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87599.82     | 0.29%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4              | Credit Suisse Mortgage Capital Certificates 2019-ICE4 5.48                         | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96847.02     | 0.32%             | 2036-05-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CSMC Series 2019-NQM1                                              | CSMC Series 2019-NQM1 2.86                                                         | CUSIP: 12655VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93955 | PA      | $89249.37     | 0.29%             | 2059-10-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital                                     | Credit Suisse Mortgage Capital Certificates 1.62                                   | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90027 | PA      | $86912.28     | 0.29%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                    | CSL Finance PLC 3.85 04/27/2027                                                    | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $62632.20     | 0.21%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                 | Canadian Imperial Bank of Commerce 3.45 04/07/2027                                 | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $89566.38     | 0.29%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                               | Sabra Health Care LP 5.13 08/15/2026                                               | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42482.88     | 0.14%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2017-1R                       | Castlelake Aircraft Structured Trust 2017-1R 2.74                                  | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77431 | PA      | $67171.52     | 0.22%             | 2041-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                           | Celanese US Holdings LLC 5.90 07/05/2024                                           | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69596.52     | 0.23%             | 2024-07-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | Citigroup Inc 3.11 04/08/2026                                                      | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28468.41     | 0.09%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | Citigroup Inc 2.01 01/25/2026                                                      | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74303.44     | 0.24%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group Inc                                    | Cogent Communications Group Inc 7.00 06/15/2027                                    | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58565.70     | 0.19%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                             | Colombia Government International Bond 3.88 04/25/2027                             | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     75000 | PA      | $65665.69     | 0.22%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                       | Comcast Corp 5.35 11/15/2027                                                       | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46390.44     | 0.15%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2019-R07                       | Connecticut Avenue Securities Trust 2019-R07 6.12                                  | CUSIP: 20753WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67382 | PA      | $67143.03     | 0.22%             | 2039-10-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                             | Cox Communications Inc 3.15 08/15/2024                                             | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77007.50     | 0.25%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust 2022-3                           | Credit Acceptance Auto Loan Trust 2022-3 7.52                                      | CUSIP: 22534QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100808.00    | 0.33%             | 2032-12-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| DBWF 2018-GLKS Mortgage Trust                                      | DBWF 2018-GLKS Mortgage Trust 4.97                                                 | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $145017.39    | 0.48%             | 2030-12-19      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                      | DTE Energy Co 4.22 11/01/2024                                                      | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59105.40     | 0.19%             | 2024-11-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                            | John Deere Capital Corp 3.40 06/06/2025                                            | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92756.80     | 0.30%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                  | Dell International LLC / EMC Corp 6.02 06/15/2026                                  | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107288.52    | 0.35%             | 2026-06-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                   | Deutsche Bank AG 4.30 05/24/2028                                                   | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $209269.73    | 0.69%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer                                                     | Diamond Issuer 2.31                                                                | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83544.30     | 0.27%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                      | Discover Bank 4.68 08/09/2028                                                      | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    505000 | PA      | $486465.27    | 1.60%             | 2028-08-09      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                      | DISH DBS Corp 7.75 07/01/2026                                                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $46151.33     | 0.15%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                      | DISH DBS Corp 5.25 12/01/2026                                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $81735.63     | 0.27%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                       | DNB Bank ASA 2.97 03/28/2025                                                       | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    205000 | PA      | $197791.55    | 0.65%             | 2025-03-28      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                   | Domino's Pizza Master Issuer LLC 2.66                                              | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98500 | PA      | $82703.73     | 0.27%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                            | Dryden 72 CLO Ltd 6.46                                                             | CUSIP: 26252NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $140039.19    | 0.46%             | 2032-05-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                   | Duke Energy Corp 3.25 01/15/2082                                                   | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39005.75     | 0.13%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                           | EQT Corp 5.68 10/01/2025                                                           | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84869.10     | 0.28%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                     | EPR Properties 4.75 12/15/2026                                                     | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93729.77     | 0.31%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                       | Ecopetrol SA 5.88 09/18/2023                                                       | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     90000 | PA      | $89483.85     | 0.29%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                       | Enbridge Inc 3.43 02/16/2024                                                       | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $79232.48     | 0.26%             | 2024-02-16      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                  | Enterprise Products Operating LLC 3.70 02/15/2026                                  | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116110.44    | 0.38%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                        | Equinix Inc 2.90 11/18/2026                                                        | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82316.87     | 0.27%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                             | Extra Space Storage LP 2.55 06/01/2031                                             | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27620.11     | 0.09%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                               | Extended Stay America Trust 2021-ESH 6.73                                          | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97619 | PA      | $92582.94     | 0.30%             | 2038-07-15      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                        | FNB Corp/PA 2.20 02/24/2023                                                        | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44684.24     | 0.15%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                | FS KKR Capital Corp 4.25 02/14/2025                                                | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56452.24     | 0.19%             | 2025-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                      | Fannie Mae Connecticut Avenue Securities 8.92                                      | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     87213 | PA      | $89553.32     | 0.29%             | 2024-11-25      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                      | Fannie Mae Connecticut Avenue Securities 9.02                                      | CUSIP: 30711XAR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     18441 | PA      | $18624.75     | 0.06%             | 2024-11-25      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                      | Fannie Mae Connecticut Avenue Securities 8.32                                      | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     93263 | PA      | $94826.93     | 0.31%             | 2025-02-25      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                      | Fannie Mae Connecticut Avenue Securities 9.72                                      | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     88750 | PA      | $93484.97     | 0.31%             | 2028-04-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                      | Fannie Mae Connecticut Avenue Securities 5.37                                      | CUSIP: 30711XHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     83858 | PA      | $82629.89     | 0.27%             | 2029-09-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                    | Federal Realty Investment Trust 2.75 06/01/2023                                    | CUSIP: 313747AT4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88743.52     | 0.29%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2020-1                          | Ellington Financial Mortgage Trust 2020-1 2.01                                     | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96444 | PA      | $93251.09     | 0.31%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                         | Fidelity National Information Services Inc 4.70 07/15/2027                         | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103133.74    | 0.34%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                | Fifth Third Bancorp 4.06 04/25/2028                                                | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42407.95     | 0.14%             | 2028-04-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                | Fifth Third Bancorp 6.36 10/27/2028                                                | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77709.46     | 0.26%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                     | FirstKey Homes 2020-SFR2 Trust 1.97                                                | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87722.02     | 0.29%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2021-2                                  | Flagship Credit Auto Trust 2021-2 0.37                                             | CUSIP: 33844WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16600 | PA      | $16331.92     | 0.05%             | 2026-12-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                           | Flexential Issuer 2021-1 3.25                                                      | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87191.38     | 0.29%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                           | Ford Motor Credit Co LLC 2.30 02/10/2025                                           | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183722.00    | 0.60%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Structured Agency                                      | Freddie Mac Structured Agency Credit Risk Debt Notes 4.32                          | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     77760 | PA      | $77533.32     | 0.25%             | 2033-08-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                            | Freddie Mac STACR REMIC Trust 2022-DNA6 5.67                                       | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93105 | PA      | $92561.17     | 0.30%             | 2042-09-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                            | Freddie Mac STACR REMIC Trust 2021-HQA3 4.37                                       | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89229 | PA      | $85190.45     | 0.28%             | 2041-09-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                            | Freddie Mac STACR REMIC Trust 2022-DNA3 5.52                                       | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106251 | PA      | $104930.91    | 0.34%             | 2042-04-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                            | Freddie Mac STACR REMIC Trust 2022-DNA5 6.47                                       | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     94630 | PA      | $95501.72     | 0.31%             | 2042-06-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 Trust                                               | GCAT 2021-NQM7 Trust 1.92                                                          | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175007 | PA      | $147691.47    | 0.48%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM5 Trust                                               | GCAT 2022-NQM5 Trust 5.71                                                          | CUSIP: 36168WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99646 | PA      | $97520.73     | 0.32%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                              | GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026                              | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $106774.80    | 0.35%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                  | GXO Logistics Inc 1.65 07/15/2026                                                  | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94320.19     | 0.31%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Holding LLC                                          | GE Healthcare Holding LLC 5.55 11/15/2024                                          | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200979.86    | 0.66%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                  | General Mills Inc 5.24 11/18/2025                                                  | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60086.90     | 0.20%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | General Motors Financial Co Inc 1.20 10/15/2024                                    | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73877.83     | 0.24%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | General Motors Financial Co Inc 3.80 04/07/2025                                    | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120878.31    | 0.40%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII Srl                                          | Global SC Finance VII Srl 2.17                                                     | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227771 | PA      | $202599.94    | 0.66%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | Goldman Sachs Group Inc/The 1.95 10/21/2027                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48178.66     | 0.16%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | Goldman Sachs Group Inc/The 2.64 02/24/2028                                        | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49104.07     | 0.16%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                         | Great Wolf Trust 2019-WOLF 5.51                                                    | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $66781.80     | 0.22%             | 2036-12-15      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                                     | Greystone CRE Notes 2019-FL2 Ltd 5.06                                              | CUSIP: 39809LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75467 | PA      | $73791.55     | 0.24%             | 2037-09-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                   | HF Sinclair Corp 2.63 10/01/2023                                                   | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73478.25     | 0.24%             | 2023-10-01      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                            | HCA Inc 3.13 03/15/2027                                                            | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45507.19     | 0.15%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC Holdings PLC 0.73 08/17/2024                                                  | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $201065.16    | 0.66%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                          | Hess Corp 3.50 07/15/2024                                                          | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87515.90     | 0.29%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017-A                                | Hilton Grand Vacations Trust 2017-A 2.96                                           | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86517 | PA      | $84196.02     | 0.28%             | 2028-12-26      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners LP / Holly Energy Finance Corp               | Holly Energy Partners LP / Holly Energy Finance Corp 6.38 04/15/2027               | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49002.31     | 0.16%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                                       | Horizon Therapeutics USA Inc 5.50 08/01/2027                                       | CUSIP: 44055PAA4<br>LEI: 254900IS87RLPXY88S03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198752.00    | 0.65%             | 2027-08-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                       | Huntington National Bank/The 5.70 11/18/2025                                       | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    505000 | PA      | $505914.57    | 1.66%             | 2025-11-18      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                  | Hyatt Hotels Corp 1.80 10/01/2024                                                  | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75003.25     | 0.25%             | 2024-10-01      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| iStar Inc                                                          | iStar Inc 4.75 10/01/2024                                                          | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14777.57     | 0.05%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| iStar Inc                                                          | iStar Inc 4.25 08/01/2025                                                          | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73256.63     | 0.24%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                           | iHeartCommunications Inc 8.38 05/01/2027                                           | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49040.20     | 0.16%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                       | Illumina Inc 5.80 12/12/2025                                                       | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150866.03    | 0.50%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                               | International Business Machines Corp 3.30 05/15/2026                               | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100305.83    | 0.33%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMorgan Chase & Co 1.04 02/04/2027                                                | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26159.45     | 0.09%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMorgan Chase & Co 1.58 04/22/2027                                                | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30919.89     | 0.10%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMorgan Chase & Co 1.47 09/22/2027                                                | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21715.37     | 0.07%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                    | Jersey Central Power & Light Co 4.30 01/15/2026                                    | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101566.70    | 0.33%             | 2026-01-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-19

**Name of Applicant:** American Century ETF Trust

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer