# EDGAR Filing Document

**Accession Number:** 0001124155
**File Stem:** 0001145549-23-008290
**Filing Date:** 2023-2
**Character Count:** 110515
**Document Hash:** 24f7bfeb06549c3d062d982df2025519
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008290.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008290

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY VARIABLE PORTFOLIOS II INC
- **CENTRAL INDEX KEY:** 0001124155
- **IRS NUMBER:** 431901969
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10155
- **FILM NUMBER:** 23653816

**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

## Series and Classes Contracts Data

### VP INFLATION PROTECTION FUND (Series ID: S000006680)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018205 | CLASS I      | APTIX           |
| C000018206 | CLASS II     | AIPTX           |

## 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 Variable Portfolios II, Inc.

- **b. Investment Company Act file number:** 811-10155

- **c. CIK number of Registrant:** 0001124155

- **d. LEI of Registrant:** 549300UXH4EGO0JMZQ52

- **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:** VP Inflation Protection Fund

- **b. EDGAR series identifier (if any):** S000006680

- **c. LEI of Series:** 6RL1SDP2NPKUIT20MO45

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $647735266.57

**Total Liabilities:** $25232385.65

**Net Assets:** $622502880.92

**Cash Not Reported:** $4281031.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 134.000000000000 | **1-Year:** 11106.000000000000 | **5-Year:** 14874.000000000000 | **10-Year:** 65437.000000000000 | **30-Year:** 18843.000000000000

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

- **3-Month:** 3.000000000000 | **1-Year:** 1618.000000000000 | **5-Year:** 4721.000000000000 | **10-Year:** 3848.000000000000 | **30-Year:** 1725.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018205 | 0.98%                | 1.94%                | -0.84%               |
| Class ID C000018206 | 0.98%                | 1.83%                | -0.85%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3236799.86             | $4757408.91                                |
| Month 2  | $-1818069.19             | $14418118.45                               |
| Month 3  | $-1236584.73             | $-5713327.05                               |

**Designated Index Information**

- **Index Name:** BBG TIPS Adjusted Index (Legacy Lehman)

- **Index Identifier:** LEHTIPSADJ

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES INC                             | SOLD CAD/BOUGHT USD                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-9443.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN Amro Mortgage Corp                                          | ABN Amro Mortgage Corp 5.50                                               | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18060 | PA      | $16053.86     | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                        | AT&T Inc 4.90 08/15/2037                                                  | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    719000 | PA      | $663630.62    | 0.11%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                        | AT&T Inc 4.35 03/01/2029                                                  | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $2252121.35   | 0.36%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                        | AT&T Inc 0.90 03/25/2024                                                  | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2042696.85   | 0.33%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                      | AbbVie Inc 2.95 11/21/2026                                                | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1117659.02   | 0.18%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.50 07/15/2025 | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1086000 | PA      | $1101447.86   | 0.18%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.15 10/29/2023 | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1008000 | PA      | $970204.37    | 0.16%             | 2023-10-29      | Fixed         | 1.15%                 | 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        |    176000 | PA      | $162460.79    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2015-7                                 | Agate Bay Mortgage Trust 2015-7 3.50                                      | CUSIP: 00842CAC9<br>LEI: 549300LK2ZDVY7I44B84 | Long             | ABS-MBS          | CORP              | US        |    175712 | PA      | $156704.48    | 0.03%             | 2045-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2016-1                                 | Agate Bay Mortgage Trust 2016-1 3.50                                      | CUSIP: 00842TAC2<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-MBS          | CORP              | US        |    196074 | PA      | $179620.40    | 0.03%             | 2045-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                 | Aligned Data Centers Issuer LLC 2.48                                      | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $2955589.92   | 0.47%             | 2046-08-15      | Fixed         | 2.48%                 | 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        |   3205000 | PA      | $3200709.88   | 0.51%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                     | Ameren Corp 1.95 03/15/2027                                               | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1956297.52   | 0.31%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                              | Ameren Illinois Co 3.85 09/01/2032                                        | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    355000 | PA      | $330873.96    | 0.05%             | 2032-09-01      | Fixed         | 3.85%                 | 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        |    413000 | PA      | $386349.04    | 0.06%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-4                           | Angel Oak Mortgage Trust I LLC 2019-4 3.30                                | CUSIP: 03463UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27709 | PA      | $27535.74     | 0.00%             | 2049-07-26      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                 | Angel Oak Mortgage Trust 2019-5 2.92                                      | CUSIP: 03464KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331488 | PA      | $314153.49    | 0.05%             | 2049-10-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                 | Angel Oak Mortgage Trust 2019-6 2.93                                      | CUSIP: 03464VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357930 | PA      | $340025.13    | 0.05%             | 2059-11-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                        | Ares XXXIX CLO Ltd 5.79                                                   | CUSIP: 04015WBE3<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3374024.85   | 0.54%             | 2031-04-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                   | Arroyo Mortgage Trust 2021-1R 1.48                                        | CUSIP: 042853AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517126 | PA      | $412976.05    | 0.07%             | 2048-10-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                   | Arroyo Mortgage Trust 2021-1R 1.64                                        | CUSIP: 042853AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421866 | PA      | $338274.02    | 0.05%             | 2048-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                           | Athene Global Funding 1.99 08/19/2028                                     | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    308000 | PA      | $248342.02    | 0.04%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2020-FL6 Ltd 6.17                                                     | CUSIP: 05492XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1206925 | PA      | $1182836.03   | 0.19%             | 2035-09-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2017-A LLC                  | BRE Grand Islander Timeshare Issuer 2017-A LLC 2.94                       | CUSIP: 05584AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225390 | PA      | $217602.71    | 0.03%             | 2029-05-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                          | BX Commercial Mortgage Trust 2021-VOLT 6.32                               | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1772678.53   | 0.28%             | 2036-09-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                          | BX Commercial Mortgage Trust 2021-VOLT 6.72                               | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2031627.18   | 0.33%             | 2036-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                              | Banco Santander SA 3.50 03/24/2025                                        | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2120325.64   | 0.34%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp 3.42 12/20/2028                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1314557.93   | 0.21%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp 3.46 03/15/2025                                      | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3267517.91   | 0.52%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp 2.88 10/22/2030                                      | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    777000 | PA      | $651645.31    | 0.10%             | 2030-10-22      | Variable      | 2.88%                 | 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        |    760000 | PA      | $726472.51    | 0.12%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                       | Bank of Ireland Group PLC 2.03 09/30/2027                                 | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    292000 | PA      | $246934.44    | 0.04%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                         | Bank of Nova Scotia/The 5.25 12/06/2024                                   | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2540000 | PA      | $2546610.88   | 0.41%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bean Creek CLO                                                  | Bean Creek CLO Ltd 5.26                                                   | CUSIP: 07378WAQ1<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1713859.18   | 0.28%             | 2031-04-20      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re Ltd                                               | Bellemeade Re Ltd 5.78                                                    | CUSIP: 07876AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $2934605.76   | 0.47%             | 2031-06-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bellemeade RE 2021-3 Ltd                                        | Bellemeade RE 2021-3 Ltd 4.93                                             | CUSIP: 078777AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930069 | PA      | $1906129.65   | 0.31%             | 2031-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-3 Ltd                                        | Bellemeade Re 2019-3 Ltd 6.34                                             | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |   3045000 | PA      | $3018836.75   | 0.48%             | 2029-07-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                      | Blackbird Capital Aircraft 2.44                                           | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1192461 | PA      | $980764.94    | 0.16%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                             | Block Financial LLC 3.88 08/15/2030                                       | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $701792.64    | 0.11%             | 2030-08-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | BNP Paribas SA 2.82 11/19/2025                                            | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2260000 | PA      | $2142447.18   | 0.34%             | 2025-11-19      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust               | British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036         | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    149571 | PA      | $122171.39    | 0.02%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                         | Sky Ltd 3.75 09/16/2024                                                   | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |   3015000 | PA      | $2945004.00   | 0.47%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                        | Broadstone Net Lease LLC 2.60 09/15/2031                                  | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $210523.20    | 0.03%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIVA                          | BX Commercial Mortgage Trust 2020-VIVA 3.55                               | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2113000 | PA      | $1592641.42   | 0.26%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                        | BXMT 2020-FL2 LTD 5.84                                                    | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2340124.08   | 0.38%             | 2038-02-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2015-WIN1                                            | CSMC Trust 2015-WIN1 3.50                                                 | CUSIP: 12649KAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243907 | PA      | $219209.40    | 0.04%             | 2044-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4           | Credit Suisse Mortgage Capital Certificates 2019-ICE4 5.55                | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1351811.59   | 0.22%             | 2036-05-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4           | Credit Suisse Mortgage Capital Certificates 2019-ICE4 5.92                | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3306000 | PA      | $3240489.63   | 0.52%             | 2036-05-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2                                                  | CSMC 2021-NQM2 1.54                                                       | CUSIP: 12662EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461913 | PA      | $370418.60    | 0.06%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                    | Canadian National Railway Co 3.85 08/05/2032                              | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   2170000 | PA      | $2022820.62   | 0.32%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                           | Carlyle Global Market Strategies CLO 2012-4 Ltd 6.92                      | CUSIP: 14309YBW3<br>LEI: 549300R4G5ROMXQ5CG20 | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1618520.70   | 0.26%             | 2032-04-22      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                             | Caterpillar Financial Services Corp 3.65 08/12/2025                       | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3085936.20   | 0.50%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6           | Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6 5.25                | CUSIP: 15132EDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98688 | PA      | $93863.82     | 0.02%             | 2033-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-3                                     | CHNGE Mortgage Trust 2022-3 5.00                                          | CUSIP: 17030EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926536 | PA      | $905731.78    | 0.15%             | 2067-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                   | Citigroup Inc 3.52 10/27/2028                                             | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    446000 | PA      | $407665.13    | 0.07%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                   | Citigroup Inc 4.04 06/01/2024                                             | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2632784.35   | 0.42%             | 2024-06-01      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                   | Citigroup Inc 0.00 02/24/2028                                             | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171562.31    | 0.03%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                            | Colgate-Palmolive Co 3.10 08/15/2027                                      | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1812987.54   | 0.29%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                      | Cologix Canadian Issuer LP 4.94                                           | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   2950000 | PA      | $1991097.49   | 0.32%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                    | Connecticut Avenue Securities Trust 2022-R03 6.03                         | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1001884 | PA      | $995425.50    | 0.16%             | 2042-03-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                 | DAE Funding LLC 1.55 08/01/2024                                           | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |    229000 | PA      | $212949.01    | 0.03%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2020-2                     | Deephaven Residential Mortgage Trust 2020-2 2.86                          | CUSIP: 24380NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2225000 | PA      | $2141145.31   | 0.34%             | 2065-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-3                     | Deephaven Residential Mortgage Trust 2021-3 1.55                          | CUSIP: 24381VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450230 | PA      | $1168068.18   | 0.19%             | 2066-08-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                   | Discover Bank 4.68 08/09/2028                                             | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2443217.59   | 0.39%             | 2028-08-09      | Variable      | 4.68%                 | 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        |   1535000 | PA      | $1481321.23   | 0.24%             | 2025-03-28      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                             | Dominion Energy Inc 1.45 04/15/2026                                       | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1827427.13   | 0.29%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                         | Dryden 43 Senior Loan Fund 3.09                                           | CUSIP: 26245CBN2<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2512609.50   | 0.40%             | 2034-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                        | Duke Energy Progress LLC 2.00 08/15/2031                                  | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $967109.43    | 0.16%             | 2031-08-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                         | Duke Energy Florida LLC 1.75 06/15/2030                                   | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    610000 | PA      | $486291.55    | 0.08%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                         | Essential Utilities Inc 2.70 04/15/2030                                   | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    560000 | PA      | $470951.44    | 0.08%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                            | Extended Stay America Trust 2021-ESH 7.17                                 | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2540052 | PA      | $2426801.65   | 0.39%             | 2038-07-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                | Exxon Mobil Corp 2.71 03/06/2025                                          | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3608044.12   | 0.58%             | 2025-03-06      | Fixed         | 2.71%                 | 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        |   3810000 | PA      | $3791094.74   | 0.61%             | 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        |    198000 | PA      | $185750.41    | 0.03%             | 2025-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                   | Fannie Mae Connecticut Avenue Securities 6.99                             | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    425530 | PA      | $425265.20    | 0.07%             | 2024-05-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FARM 21-1 Mortgage Trust                                        | FARM 21-1 Mortgage Trust 2.18                                             | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3242114 | PA      | $2687265.67   | 0.43%             | 2051-01-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                 | Federal Home Loan Mortgage Corp 6.25 07/15/2032                           | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15050000 | PA      | $17566219.88  | 2.82%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                           | Federal National Mortgage Association 6.63 11/15/2030                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  27000000 | PA      | $31681831.32  | 5.09%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                      | Fidelity National Information Services Inc 1.15 03/01/2026                | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    745000 | PA      | $654111.07    | 0.11%             | 2026-03-01      | Fixed         | 1.15%                 | 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        |   1500000 | PA      | $1316047.05   | 0.21%             | 2037-10-19      | Fixed         | 1.97%                 | 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        |   1350235 | PA      | $1198217.89   | 0.19%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII Srl                                       | Global SC Finance VII Srl 1.86                                            | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2081814 | PA      | $1795597.03   | 0.29%             | 2041-04-17      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII Srl                                       | Global SC Finance VII Srl 1.95                                            | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-MBS          | CORP              | US        |   1048645 | PA      | $910136.04    | 0.15%             | 2041-08-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                        | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $901043.47    | 0.14%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities Ltd                               | Goldentree Loan Opportunities X Ltd 5.36                                  | CUSIP: 38137PAQ3<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1678665.85   | 0.27%             | 2031-07-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                     | Goldman Sachs Group Inc/The 3.81 04/23/2029                               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    182000 | PA      | $166569.62    | 0.03%             | 2029-04-23      | Variable      | 3.81%                 | 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        |    545000 | PA      | $477250.79    | 0.08%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                     | Goldman Sachs Group Inc/The 1.76 01/24/2025                               | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1653708.88   | 0.27%             | 2025-01-24      | Variable      | 1.76%                 | 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        |    535000 | PA      | $477118.40    | 0.08%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                           | Golub Capital BDC Inc 2.50 08/24/2026                                     | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    277000 | PA      | $235502.79    | 0.04%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                 | Goodgreen 2020-1 Trust 2.63                                               | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1003230 | PA      | $827423.71    | 0.13%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2021-1 Trust                                          | Goodgreen 2021-1 Trust 2.66                                               | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659682 | PA      | $536178.59    | 0.09%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                               | HSBC Holdings PLC 3.60 05/25/2023                                         | CUSIP: 404280BA6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1885000 | PA      | $1873406.25   | 0.30%             | 2023-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                               | HSBC Holdings PLC 2.80 05/24/2032                                         | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $174597.49    | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | 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        |    990000 | PA      | $954218.91    | 0.15%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                               | HSBC Holdings PLC 1.16 11/22/2024                                         | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1917000 | PA      | $1826517.41   | 0.29%             | 2024-11-22      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017-A                             | Hilton Grand Vacations Trust 2017-A 2.66                                  | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603445 | PA      | $594103.83    | 0.10%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                             | Hilton Grand Vacations Trust 2019-A 2.54                                  | CUSIP: 43284HAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1059042 | PA      | $987329.84    | 0.16%             | 2033-07-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                              | Home Depot Inc/The 2.70 04/15/2025                                        | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    836000 | PA      | $801905.31    | 0.13%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                              | Honda Motor Co Ltd 2.27 03/10/2025                                        | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   2340000 | PA      | $2216208.20   | 0.36%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM1                          | Imperial Fund Mortgage Trust 2021-NQM1 1.62                               | CUSIP: 452764AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530931 | PA      | $423238.56    | 0.07%             | 2056-06-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp                                     | Chase Mortgage Finance Corp 5.13                                          | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586891 | PA      | $514566.60    | 0.08%             | 2050-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2014-5                                 | JP Morgan Mortgage Trust 2014-5 2.79                                      | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644104 | PA      | $602960.86    | 0.10%             | 2029-10-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2016-1                                 | JP Morgan Mortgage Trust 2016-1 3.50                                      | CUSIP: 46646BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1247273 | PA      | $1112272.52   | 0.18%             | 2046-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co 2.52 04/22/2031                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $900083.71    | 0.14%             | 2031-04-22      | Variable      | 2.52%                 | 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        |    485000 | PA      | $426709.88    | 0.07%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co 2.07 06/01/2029                                       | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1474662.48   | 0.24%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co 2.95 02/24/2028                                       | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $588924.04    | 0.09%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co 5.55 12/15/2025                                       | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2236743.17   | 0.36%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-1                                 | JP Morgan Mortgage Trust 2017-1 3.45                                      | CUSIP: 46648CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602527 | PA      | $522086.72    | 0.08%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON 4.13      | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3055000 | PA      | $2866018.92   | 0.46%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                   | KKR CLO Ltd 22 5.39                                                       | CUSIP: 48252WAA1<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2213590.95   | 0.36%             | 2031-07-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Trust                                            | KKR Static CLO I LTD 5.08                                                 | CUSIP: 48255QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2117967.94   | 0.34%             | 2031-07-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                     | Lennar Corp 4.75 05/30/2025                                               | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1302852.71   | 0.21%             | 2025-05-30      | Fixed         | 4.75%                 | 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        |   1140000 | PA      | $1116538.15   | 0.18%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                  | Lowe's Cos Inc 3.35 04/01/2027                                            | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1275970.52   | 0.20%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2021-FL7 Ltd 5.79                                                     | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    812000 | PA      | $776608.41    | 0.12%             | 2036-10-16      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                  | Warnermedia Holdings Inc 3.76 03/15/2027                                  | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    472000 | PA      | $425721.80    | 0.07%             | 2027-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Magnetite Xxix Ltd                                              | Magnetite Xxix Ltd 5.48                                                   | CUSIP: 55955KAC8<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2514826.86   | 0.40%             | 2034-01-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                | Marathon Clo 2021-17 Ltd 4.03                                             | CUSIP: 56578AAN1<br>LEI: 549300PRAU42OGUUTY83 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2385315.00   | 0.38%             | 2035-01-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley 0.53 01/25/2024                                            | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1925049.59   | 0.31%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley 0.79 05/30/2025                                            | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    755000 | PA      | $702318.13    | 0.11%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley 2.48 09/16/2036                                            | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $196395.29    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2021-1                                  | Mosaic Solar Loan Trust 2021-1 1.51                                       | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1698575 | PA      | $1338672.80   | 0.22%             | 2046-12-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                     | National Australia Bank Ltd 2.33 08/21/2030                               | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    515000 | PA      | $393159.39    | 0.06%             | 2030-08-21      | Fixed         | 2.33%                 | 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        |   2260000 | PA      | $2026632.40   | 0.33%             | 2025-08-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-NQM                    | New Residential Mortgage Loan Trust 2020-NQM 2.89                         | CUSIP: 64830UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2090000 | PA      | $1815512.36   | 0.29%             | 2060-05-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                             | NextEra Energy Capital Holdings Inc 5.00 07/15/2032                       | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1554419.48   | 0.25%             | 2032-07-15      | Fixed         | 5.00%                 | 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        |   1072000 | PA      | $1018056.64   | 0.16%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                         | O'Reilly Automotive Inc 4.70 06/15/2032                                   | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1338056.93   | 0.21%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2014-1 Ltd 5.21                                         | CUSIP: 69688XAS0<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1238344.75   | 0.20%             | 2031-01-17      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | Petroleos Mexicanos 6.70 02/16/2032                                       | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    425000 | PA      | $334560.85    | 0.05%             | 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        |    331000 | PA      | $330083.13    | 0.05%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR1                                  | Progress Residential 2021-SFR1 1.81                                       | CUSIP: 74331FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1273879.50   | 0.20%             | 2038-04-17      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR2 Trust                            | Progress Residential 2021-SFR2 Trust 2.00                                 | CUSIP: 74333DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7625000 | PA      | $6562134.48   | 1.05%             | 2038-04-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                            | Progress Residential 2021-SFR8 Trust 2.38                                 | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $660015.76    | 0.11%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                              | Roche Holdings Inc 2.31 03/10/2027                                        | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1761078.82   | 0.28%             | 2027-03-10      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                          | Rockford Tower CLO 2020-1 Ltd 6.04                                        | CUSIP: 77341EAC9<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1747308.96   | 0.28%             | 2032-01-20      | Variable      | 6.04%                 | 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        |   1365000 | PA      | $1331888.49   | 0.21%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund      | State Street Institutional US Government Money Market Fund                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     23844 | NS      | $23843.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Residential Mortgage Trust 2021-1                            | SG Residential Mortgage Trust 2021-1 1.56                                 | CUSIP: 784212AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1224748 | PA      | $983818.81    | 0.16%             | 2061-07-25      | Variable      | 1.56%                 | 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        |    144000 | PA      | $126357.62    | 0.02%             | 2026-11-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                     | Sammons Financial Group Inc 4.75 04/08/2032                               | CUSIP: 79588TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $265591.05    | 0.04%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                   | Sempra Energy 3.30 04/01/2025                                             | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    767000 | PA      | $736169.71    | 0.12%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2017-7                                   | Sequoia Mortgage Trust 2017-7 3.50                                        | CUSIP: 81746GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    834027 | PA      | $729510.50    | 0.12%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2019-4                                   | Sequoia Mortgage Trust 2019-4 3.50                                        | CUSIP: 81748JAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3839677 | PA      | $3350847.80   | 0.54%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                                       | ServiceMaster Funding LLC 2.84                                            | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1842188 | PA      | $1483201.16   | 0.24%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Shelter Growth CRE Issuer Ltd                                   | Shelter Growth CRE 2022-FL4 Issuer Ltd 6.62                               | CUSIP: 82286DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1956283.00   | 0.31%             | 2037-06-17      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-3 Receivables Funding LLC                 | Sierra Timeshare 2019-3 Receivables Funding LLC 2.75                      | CUSIP: 82652NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1324718 | PA      | $1250062.29   | 0.20%             | 2036-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                 | Sierra Timeshare 2021-1 Receivables Funding LLC 1.34                      | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2220414 | PA      | $2032618.11   | 0.33%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-2                      | Starwood Mortgage Residential Trust 2020-2 3.00                           | CUSIP: 85573DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3765000 | PA      | $3320995.06   | 0.53%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STAR 2021-1 Trust                                               | STAR 2021-1 Trust 1.22                                                    | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357724 | PA      | $1232801.85   | 0.20%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                     | Swedbank AB 3.36 04/04/2025                                               | CUSIP: 87020PAQ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1740000 | PA      | $1673833.37   | 0.27%             | 2025-04-04      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                      | Tennessee Valley Authority 4.70 07/15/2033                                | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2400000 | PA      | $2413598.23   | 0.39%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                    | Thermo Fisher Scientific Inc 1.22 10/18/2024                              | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $3691014.74   | 0.59%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                        | Toyota Motor Credit Corp 2.50 03/22/2024                                  | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3299000 | PA      | $3201199.20   | 0.51%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                    | UBS Group AG 1.49 08/10/2027                                              | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1343000 | PA      | $1157111.25   | 0.19%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 3.63 04/15/2028            | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4045954 | PA      | $4411462.17   | 0.71%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 2.00 01/15/2026            | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17456662 | PA      | $17439761.89  | 2.80%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 2.38 01/15/2027            | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6625827 | PA      | $6760831.45   | 1.09%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 1.75 01/15/2028            | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11174532 | PA      | $11172155.59  | 1.79%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 2.50 01/15/2029            | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4129151 | PA      | $4307423.47   | 0.69%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.75 02/15/2042            | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13828727 | PA      | $11586759.64  | 1.86%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.63 02/15/2043            | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18898726 | PA      | $15264247.70  | 2.45%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 1.38 02/15/2044            | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13681127 | PA      | $12718476.53  | 2.04%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.75 02/15/2045            | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15185520 | PA      | $12294952.02  | 1.98%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 1.00 02/15/2046            | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10690025 | PA      | $9089361.38   | 1.46%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.88 02/15/2047            | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2407216 | PA      | $1975782.02   | 0.32%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 1.00 02/15/2048            | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1208420 | PA      | $1018312.57   | 0.16%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 1.00 02/15/2049            | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    236844 | PA      | $198208.56    | 0.03%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.25 02/15/2050            | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10176722 | PA      | $6872490.13   | 1.10%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 02/15/2051            | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8756037 | PA      | $5647719.34   | 0.91%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds - When Issued    | United States Treasury Inflation Indexed Bonds 0.13 02/15/2052            | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13423694 | PA      | $8707077.63   | 1.40%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.38 07/15/2027            | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11146438 | PA      | $10509381.64  | 1.69%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.50 01/15/2028            | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18785644 | PA      | $17673463.99  | 2.84%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.25 07/15/2029            | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1654257 | PA      | $1515361.10   | 0.24%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.63 01/15/2026            | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22762278 | PA      | $21855591.59  | 3.51%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 07/15/2026            | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9323850 | PA      | $8788688.89   | 1.41%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.38 01/15/2027            | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1233620 | PA      | $1163728.40   | 0.19%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.75 07/15/2028            | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    771641 | PA      | $735415.42    | 0.12%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 01/15/2030            | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14477875 | PA      | $13013381.48  | 2.09%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 07/15/2030            | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11738826 | PA      | $10518039.75  | 1.69%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 01/15/2031            | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21635397 | PA      | $19228781.45  | 3.09%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 04/15/2026            | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17328422 | PA      | $16295963.90  | 2.62%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 07/15/2031            | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12230130 | PA      | $10815193.73  | 1.74%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 10/15/2026            | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9814680 | PA      | $9202852.28   | 1.48%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 01/15/2032            | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26251500 | PA      | $23013470.41  | 3.70%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.13 04/15/2027            | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16358855 | PA      | $15251285.92  | 2.45%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                  | United States Treasury Inflation Indexed Bonds 0.63 07/15/2032            | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16974011 | PA      | $15561068.01  | 2.50%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                      | Raytheon Technologies Corp 4.13 11/16/2028                                | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1716895.20   | 0.28%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                      | Verizon Communications Inc 4.33 09/21/2028                                | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1614804.77   | 0.26%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                               | Verus Securitization Trust 2020-1 2.72                                    | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1382118 | PA      | $1303011.20   | 0.21%             | 2060-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                               | Verus Securitization Trust 2021-1 1.16                                    | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179716 | PA      | $948421.54    | 0.15%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                               | Verus Securitization Trust 2021-5 1.37                                    | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515899 | PA      | $1156550.37   | 0.19%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-3                               | Verus Securitization Trust 2022-3 4.13                                    | CUSIP: 92538UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3407542 | PA      | $3052138.41   | 0.49%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                | Paramount Global 4.95 01/15/2031                                          | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    380000 | PA      | $338618.61    | 0.05%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                         | Vista Point Securitization Trust 2020-2 2.50                              | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554342 | PA      | $464927.30    | 0.07%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust   | WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust 5.95        | CUSIP: 92922FHA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77539 | PA      | $69899.58     | 0.01%             | 2033-11-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                               | Wellfleet CLO 2022-1 Ltd 4.78                                             | CUSIP: 94950TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1839577.00   | 0.30%             | 2034-04-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                | Wells Fargo & Co 3.35 03/02/2033                                          | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    463000 | PA      | $391273.32    | 0.06%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                | Wells Fargo & Co 4.54 08/15/2026                                          | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    455000 | PA      | $446334.32    | 0.07%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                      | Zoetis Inc 2.00 05/15/2030                                                | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1285787.81   | 0.21%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CME Ultra Long Term US Treasury                                 | US ULTRA BOND CBT Mar23                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        12 | NC      | $-46523.40    | -0.01%            |  |  |  | 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        |        19 | NC      | $-20681.51    | -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        |        13 | NC      | $-20134.73    | -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        |        14 | NC      | $-16214.79    | -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        |        63 | NC      | $-51560.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.20 01/03/2023                     | Bank of Montreal/Chicago IL 4.20 01/03/2023                               | CUSIP: RPE14KBG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |   2028074 | PA      | $2028074.49   | 0.33%             | 2023-01-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp 4.26 01/03/2023                      | Fixed Income Clearing Corp 4.26 01/03/2023                                | CUSIP: RPE94M3S6<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  12460000 | PA      | $12460000.00  | 2.00%             | 2023-01-03      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 2.90 10/11/23                                                          | CUSIP: SLZ40AHP3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  14150000 | OU      | $-11546.68    | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 2.88 12/02/23                                                          | CUSIP: SL3X58QE9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  10000000 | OU      | $-7723.70     | -0.00%            | 2023-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 2.50 09/03/31                                                          | CUSIP: SLWS0QPF1<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  10000000 | OU      | $636332.30    | 0.10%             | 2031-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 2.70 08/27/26                                                          | CUSIP: SL0H02DX7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  15000000 | OU      | $831415.50    | 0.13%             | 2026-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 2.27 01/26/24                                                          | CUSIP: SL9K0IAE1<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   5000000 | OU      | $486739.55    | 0.08%             | 2024-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 2.24 01/12/26                                                          | CUSIP: SL0X0ISZ6<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   9000000 | OU      | $913513.05    | 0.15%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 1.63 06/25/30                                                          | CUSIP: SLA11X4L8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   8000000 | OU      | $1394910.48   | 0.22%             | 2030-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 2.21 01/19/24                                                          | CUSIP: SL4G4P857<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  22000000 | OU      | $2179169.30   | 0.35%             | 2024-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 1.08 06/04/25                                                          | CUSIP: SL2I4BCO0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   4000000 | OU      | $626156.28    | 0.10%             | 2025-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 1.29 05/19/30                                                          | CUSIP: SLYP0FI75<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   3000000 | OU      | $578560.47    | 0.09%             | 2030-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 1.87 11/25/29                                                          | CUSIP: SLFD07JJ4<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   5000000 | OU      | $691525.20    | 0.11%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 1.88 11/21/29                                                          | CUSIP: SL1S54L30<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   1000000 | OU      | $137234.99    | 0.02%             | 2029-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 1.80 10/21/29                                                          | CUSIP: SL474BO35<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   6100000 | OU      | $878897.39    | 0.14%             | 2029-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 1.86 08/01/24                                                          | CUSIP: SL6J44N59<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  13600000 | OU      | $1486367.66   | 0.24%             | 2024-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | INFL 1.71 06/20/24                                                        | CUSIP: SLF03DCI5<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  12600000 | OU      | $1475107.58   | 0.24%             | 2024-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 1.86 07/30/24                                                          | CUSIP: SL0X06YO0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  12500000 | OU      | $1364933.50   | 0.22%             | 2024-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | ZC 1.78 06/06/24                                                          | CUSIP: SLXC06HC5<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  19000000 | OU      | $2184959.72   | 0.35%             | 2024-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | INFL 2.31 03/28/28                                                        | CUSIP: SLF031DE9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  11500000 | OU      | $1039853.46   | 0.17%             | 2028-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                          | INFL 2.15 11/20/27                                                        | CUSIP: SLP71H6D0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   5000000 | OU      | $550956.20    | 0.09%             | 2027-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                 | INFL 2.24 04/28/27                                                        | CUSIP: SL8J2QPE9<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |   4000000 | OU      | $383736.88    | 0.06%             | 2027-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                 | INFL 2.22 04/13/27                                                        | CUSIP: SL6V46O07<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |   1750000 | OU      | $170341.78    | 0.03%             | 2027-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                     | INFL 2.28 11/16/26                                                        | CUSIP: SL1T3R255<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |   2500000 | OU      | $236355.28    | 0.04%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                 | INFL 2.24 04/11/27                                                        | CUSIP: SL7Z00UG2<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |   7000000 | OU      | $665690.69    | 0.11%             | 2027-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                     | INFL 2.25 11/15/26                                                        | CUSIP: SL604D030<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |   2500000 | OU      | $245810.58    | 0.04%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                     | INFL 1.87 05/23/26                                                        | CUSIP: SL7Z00T17<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |   1500000 | OU      | $210867.56    | 0.03%             | 2026-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                     | INFL 1.77 06/16/26                                                        | CUSIP: SL7Z00T74<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |  12500000 | OU      | $1866418.00   | 0.30%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                     | INFL 1.92 05/31/26                                                        | CUSIP: SL7Z00T41<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |  13000000 | OU      | $1750820.63   | 0.28%             | 2026-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                 | INFL 1.79 08/27/25                                                        | CUSIP: SL7Z00SM2<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |   3000000 | OU      | $387663.72    | 0.06%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | INFL 2.36 09/29/24                                                        | CUSIP: SL7Z008I3<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |   6500000 | OU      | $273014.17    | 0.04%             | 2024-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | INFL 2.31 09/30/24                                                        | CUSIP: SL7Z008L6<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |   3600000 | OU      | $173214.00    | 0.03%             | 2024-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | INFL 2.39 09/19/24                                                        | CUSIP: SL7Z008F9<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |   6000000 | OU      | $234197.16    | 0.04%             | 2024-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                 | INFL 2.53 08/19/24                                                        | CUSIP: SL7Z00893<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |   4000000 | OU      | $87051.48     | 0.01%             | 2024-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | INFL 2.59 07/23/24                                                        | CUSIP: SL7Z00869<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |   2300000 | OU      | $34113.72     | 0.01%             | 2024-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | INFL 2.90 12/21/27                                                        | CUSIP: SL470T3E9<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |  15100000 | OU      | $-1931907.74  | -0.31%            | 2027-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | INFL 2.78 07/02/44                                                        | CUSIP: SL7Z00836<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |   3600000 | OU      | $-281071.80   | -0.05%            | 2044-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** American Century Variable Portfolios II, Inc.

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer