0001145549-21-010637.txt : 20210225 0001145549-21-010637.hdr.sgml : 20210225 20210225122920 ACCESSION NUMBER: 0001145549-21-010637 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210225 PERIOD START: 20201231 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: 21678350 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 0001124155 S000006680 VP INFLATION PROTECTION FUND C000018205 CLASS I APTIX C000018206 CLASS II AIPTX NPORT-P 1 primary_doc.xml NPORT-P false 0001124155 XXXXXXXX S000006680 C000018205 C000018206 American Century Variable Portfolios II, Inc. 811-10155 0001124155 549300UXH4EGO0JMZQ52 4500 Main St Kansas City 64111 816-531-5575 VP Inflation Protection Fund S000006680 6RL1SDP2NPKUIT20MO45 2020-12-31 2020-12-31 N 684208980.600000000000 48441574.710000000000 635767405.890000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 21281.850000000000 CAD USD N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC USD -42540.3200000000 -0.0066911766 N/A DFE CORP N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1248836.0000000000 AUD 920824.2300000000 USD 2021-03-17 -42540.3200000000 N N N MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 N/A 1 NC USD -473913.5300000000 -0.0745419670 N/A DFE CORP N/A N 2 MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 35616273.0000000000 CAD 27512144.4200000000 USD 2021-03-17 -473913.5300000000 N N N MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 N/A 1 NC USD -16753.6700000000 -0.0026351886 N/A DFE CORP N/A N 2 MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 3229456.4900000000 CAD 2520843.5800000000 USD 2021-03-17 -16753.6700000000 N N N MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 N/A 1 NC USD -10652.6100000000 -0.0016755515 N/A DFE CORP N/A N 2 MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 4680918.2700000000 CAD 3667454.0200000000 USD 2021-03-17 -10652.6100000000 N N N ABN Amro Mortgage Corp N/A 000780BZ8 46907.9200000000 PA USD 48816.4400000000 0.0076783490 Long ABS-MBS CORP US N 2 2033-03-25 Fixed 5.500000000000000 N N N N N N Credit Agricole Corporate and Investment Bank/New York 254900BN8XS34XZDJ223 22533TN44 31000000.0000000000 PA USD 30999707.3600000000 4.8759510275 Long STIV CORP US N 2 2021-01-04 None 0.000000000000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BD0 300000.0000000000 PA USD 375940.1900000000 0.0591317181 Long DBT CORP US N 2 2045-03-01 Fixed 3.800000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 400000.0000000000 PA USD 486987.3500000000 0.0765983511 Long DBT CORP US N 2 2047-03-01 Fixed 5.200000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 300000.0000000000 PA USD 343155.2100000000 0.0539749611 Long DBT CORP US N 2 2038-04-15 Fixed 4.500000000000000 N N N N N N MVW Owner Trust 2016-1 N/A 553894AA4 275925.7800000000 PA USD 278362.2600000000 0.0437836632 Long ABS-MBS CORP US N 2 2033-12-20 Fixed 2.250000000000000 N N N N N N MVW 2019-2 LLC N/A 55400DAA9 1863998.0600000000 PA USD 1921236.5900000000 0.3021917406 Long ABS-MBS CORP US N 2 2038-10-20 Fixed 2.220000000000000 N N N N N N Magnetite CLO Ltd 549300NJNSVWVLHGRY73 55952YAP2 2500000.0000000000 PA USD 2500859.0000000000 0.3933606814 Long ABS-CBDO CORP US N 2 2031-04-15 Variable 1.216880000000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AT2 237000.0000000000 PA USD 260488.5100000000 0.0409722970 Long DBT CORP US N 2 2030-04-13 Fixed 2.750000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 1246000.0000000000 PA USD 1316902.5800000000 0.2071359066 Long DBT CORP US N 2 2026-04-28 Variable 2.188000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468U6 935000.0000000000 PA USD 941079.8500000000 0.1480226638 Long DBT CORP US N 2 2032-02-13 Variable 1.794000000000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAT7 400000.0000000000 PA USD 455901.6300000000 0.0717088712 Long DBT CORP US N 2 2027-05-01 Fixed 3.550000000000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CF3 600000.0000000000 PA USD 657910.3300000000 0.1034828656 Long DBT CORP US N 2 2050-05-15 Fixed 3.050000000000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 970000.0000000000 PA USD 1190688.5000000000 0.1872836652 Long DBT CORP US N 2 2046-07-15 Fixed 4.000000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBG6 331000.0000000000 PA USD 337984.1000000000 0.0531615960 Long DBT CORP MX N 2 2023-01-30 Fixed 3.500000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBH4 700000.0000000000 PA USD 736302.0000000000 0.1158131092 Long DBT CORP MX N 2 2024-01-18 Fixed 4.875000000000000 N N N N N N Progress Residential 2019-SFR4 Trust N/A 74331AAC6 3900000.0000000000 PA USD 4046215.6800000000 0.6364301854 Long ABS-MBS CORP US N 2 2036-10-17 Fixed 2.937000000000000 N N N N N N Progress Residential 2019-SFR3 Trust N/A 74332WAA1 6275020.5200000000 PA USD 6425319.1800000000 1.0106399165 Long ABS-MBS CORP US N 2 2036-09-17 Fixed 2.271000000000000 N N N N N N Progress Residential 2019-SFR1 Trust N/A 74333BAA6 2997039.9600000000 PA USD 3086029.5700000000 0.4854022936 Long ABS-MBS CORP US N 2 2035-08-17 Fixed 3.422000000000000 N N N N N N Progress Residential Trust N/A 74333LAA4 1600000.0000000000 PA USD 1645007.6800000000 0.2587436325 Long ABS-MBS CORP US N 2 2037-06-17 Fixed 2.078000000000000 N N N N N N Rockford Tower CLO Ltd N/A 77341EAC9 1800000.0000000000 PA USD 1810788.8400000000 0.2848193889 Long ABS-CBDO CORP US N 2 2032-01-20 Variable 0.000000000000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780097BN0 89000.0000000000 PA USD 92656.1700000000 0.0145739101 Long DBT CORP GB N 2 2024-05-22 Variable 2.359000000000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 30835962.1500000000 NS USD 30835962.1500000000 4.8501955061 Long STIV RF US N 1 N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AM8 950000.0000000000 PA USD 1108408.4700000000 0.1743418206 Long DBT CORP US N 2 2025-03-01 Fixed 5.625000000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BA6 350000.0000000000 PA USD 391988.0400000000 0.0616558880 Long DBT CORP US N 2 2027-06-15 Fixed 3.250000000000000 N N N N N N Sequoia Mortgage Trust 2017-7 N/A 81746GAG8 1750000.0000000000 PA USD 1805618.8500000000 0.2840062000 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.500000000000000 N N N N N N Sequoia Mortgage Trust 2019-4 N/A 81748JAG0 6250000.0000000000 PA USD 6526420.0000000000 1.0265420875 Long ABS-MBS CORP US N 2 2049-11-25 Variable 3.500000000000000 N N N N N N Sierra Timeshare 2019-3 Receivables Funding LLC N/A 82652NAB4 3578126.7700000000 PA USD 3662589.1700000000 0.5760894843 Long ABS-MBS CORP US N 2 2036-08-20 Fixed 2.750000000000000 N N N N N N Sierra Timeshare 2019-1 Receivables Funding LLC N/A 82653EAA5 925920.1800000000 PA USD 961474.5000000000 0.1512305430 Long ABS-MBS CORP US N 2 2036-01-20 Fixed 3.200000000000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAB4 300000.0000000000 PA USD 353807.8700000000 0.0556505204 Long DBT CORP US N 2 2046-10-01 Fixed 3.950000000000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AY7 255000.0000000000 PA USD 262568.6400000000 0.0412994812 Long DBT CORP US N 2 2030-06-15 Fixed 1.950000000000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABJ3 625000.0000000000 PA USD 657075.0000000000 0.1033514763 Long DBT CORP US N 2 2031-02-15 Fixed 2.550000000000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BG1 306000.0000000000 PA USD 333471.8500000000 0.0524518632 Long DBT CORP US N 2 2050-05-15 Fixed 3.300000000000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DV1 2400000.0000000000 PA USD 3285344.5400000000 0.5167525906 Long DBT USGA US N 2 2033-07-15 Fixed 4.700000000000000 N N N N N N Towd Point Mortgage Trust 2017-2 N/A 89173HAB2 4000000.0000000000 PA USD 4279086.4000000000 0.6730584740 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.250000000000000 N N N N N N Towd Point Mortgage Trust 2018-4 N/A 89175TAA6 725192.4500000000 PA USD 770960.8000000000 0.1212645997 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.000000000000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AP8 400000.0000000000 PA USD 448889.3100000000 0.0706059018 Long DBT CORP US N 2 2030-05-15 Fixed 3.250000000000000 N N N N N N Treman Park CLO 549300E4DX3Q8L455K94 89473LAH7 3150000.0000000000 PA USD 3152352.7400000000 0.4958342801 Long ABS-CBDO CORP US N 2 2028-10-20 Variable 1.288380000000000 N N N N N N Tricon American Homes 2020-SFR2 Trust N/A 89613JAC4 2200000.0000000000 PA USD 2194230.9400000000 0.3451310841 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 1.832000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FD5 3535164.7400000000 PA USD 4862116.0500000000 0.7647633403 Long DBT UST US N 2 2028-04-15 Fixed 3.625000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FS2 15252879.9400000000 PA USD 18140337.6600000000 2.8532978400 Long DBT UST US N 2 2026-01-15 Fixed 2.000000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PS1 5789382.0700000000 PA USD 7199709.0600000000 1.1324438770 Long DBT UST US N 2 2027-01-15 Fixed 2.375000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PV4 9763829.6000000000 PA USD 11980542.7900000000 1.8844223027 Long DBT UST US N 2 2028-01-15 Fixed 1.750000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PZ5 3607871.7500000000 PA USD 4741242.6300000000 0.7457511326 Long DBT UST US N 2 2029-01-15 Fixed 2.500000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QF8 3252555.0000000000 PA USD 5041699.5100000000 0.7930100636 Long DBT UST US N 2 2040-02-15 Fixed 2.125000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QP6 3847474.5600000000 PA USD 6038919.2000000000 0.9498629757 Long DBT UST US N 2 2041-02-15 Fixed 2.125000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QV3 22107835.9400000000 PA USD 28166097.2900000000 4.4302518545 Long DBT UST US N 2 2042-02-15 Fixed 0.750000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RA8 15380346.6900000000 PA USD 19191342.8200000000 3.0186106809 Long DBT UST US N 2 2043-02-15 Fixed 0.625000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RF7 11954040.0000000000 PA USD 17231033.5700000000 2.7102731927 Long DBT UST US N 2 2044-02-15 Fixed 1.375000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RL4 12991975.0000000000 PA USD 16772435.3600000000 2.6381401759 Long DBT UST US N 2 2045-02-15 Fixed 0.750000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RR1 769216.0000000000 PA USD 1050188.2400000000 0.1651843473 Long DBT UST US N 2 2046-02-15 Fixed 1.000000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SB5 1055860.0000000000 PA USD 1471617.0600000000 0.2314709824 Long DBT UST US N 2 2048-02-15 Fixed 1.000000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SG4 206944.0000000000 PA USD 291758.4000000000 0.0458907452 Long DBT UST US N 2 2049-02-15 Fixed 1.000000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SM1 8081745.0000000000 PA USD 9645970.3000000000 1.5172168643 Long DBT UST US N 2 2050-02-15 Fixed 0.250000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128282L3 12932460.0000000000 PA USD 14554810.4700000000 2.2893294521 Long DBT UST US N 2 2027-07-15 Fixed 0.375000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128283R9 16414113.5000000000 PA USD 18618616.4300000000 2.9285264167 Long DBT UST US N 2 2028-01-15 Fixed 0.500000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128284H0 4192920.0000000000 PA USD 4415461.0700000000 0.6945088768 Long DBT UST US N 2 2023-04-15 Fixed 0.625000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128287D6 16235505.0000000000 PA USD 18387214.8200000000 2.8921292047 Long DBT UST US N 2 2029-07-15 Fixed 0.250000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828B25 15287830.0000000000 PA USD 16410348.5500000000 2.5811874591 Long DBT UST US N 2 2024-01-15 Fixed 0.625000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828H45 25833550.0000000000 PA USD 27882264.1800000000 4.3856076801 Long DBT UST US N 2 2025-01-15 Fixed 0.250000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828N71 8382793.5000000000 PA USD 9359549.3100000000 1.4721656416 Long DBT UST US N 2 2026-01-15 Fixed 0.625000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828S50 8146800.0000000000 PA USD 8961981.6000000000 1.4096321260 Long DBT UST US N 2 2026-07-15 Fixed 0.125000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828XL9 14492940.0000000000 PA USD 15921960.1200000000 2.5043687318 Long DBT UST US N 2 2025-07-15 Fixed 0.375000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Y38 674225.5000000000 PA USD 784451.8200000000 0.1233866053 Long DBT UST US N 2 2028-07-15 Fixed 0.750000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Z37 31372310.0000000000 PA USD 35015059.9700000000 5.5075267536 Long DBT UST US N 2 2030-01-15 Fixed 0.125000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZJ2 2520050.0000000000 PA USD 2711709.6100000000 0.4265254219 Long DBT UST US N 2 2025-04-15 Fixed 0.125000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZZ6 15232950.0000000000 PA USD 17096044.8900000000 2.6890407925 Long DBT UST US N 2 2030-07-15 Fixed 0.125000000000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CY3 720000.0000000000 PA USD 858549.2200000000 0.1350414023 Long DBT CORP US N 2 2028-11-16 Fixed 4.125000000000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 91533BAD2 526000.0000000000 PA USD 558304.5400000000 0.0878158482 Long DBT CORP US N 2 2030-06-22 Fixed 2.700000000000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 91533BAF7 215000.0000000000 PA USD 246334.4200000000 0.0387459970 Long DBT CORP US N 2 2050-06-22 Fixed 4.000000000000000 N N N N N N VSE 2017-A VOI Mortgage LLC N/A 918288AA9 823152.1500000000 PA USD 841715.2200000000 0.1323935786 Long ABS-MBS CORP US N 2 2035-03-20 Fixed 2.330000000000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCQ5 1295000.0000000000 PA USD 1616636.3000000000 0.2542810916 Long DBT CORP US N 2 2034-11-01 Fixed 4.400000000000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFT6 897000.0000000000 PA USD 907210.2500000000 0.1426953067 Long DBT CORP US N 2 2040-11-20 Fixed 2.650000000000000 N N N N N N Verus Securitization Trust 2020-1 N/A 92536PAD6 2849401.8300000000 PA USD 2907199.6700000000 0.4572740979 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.642000000000000 N N N N N N Verus Securitization Trust 2020-1 N/A 92536PAE4 1187250.7600000000 PA USD 1210001.5700000000 0.1903214224 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.724000000000000 N N N N N N Verus Securitization Trust 2019-4 N/A 92537KAC8 1760194.7800000000 PA USD 1800933.0800000000 0.2832691741 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.000000000000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAP7 755000.0000000000 PA USD 891984.8600000000 0.1403005017 Long DBT CORP US N 2 2043-03-15 Fixed 4.375000000000000 N N N N N N Vista Point Securitization Trust 2020-2 N/A 92838TAC5 1797991.9600000000 PA USD 1808791.7800000000 0.2845052708 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.496000000000000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust N/A 92922FHA9 108001.4700000000 PA USD 112588.3800000000 0.0177090519 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.950000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFN5 280000.0000000000 PA USD 306033.9100000000 0.0481361434 Long DBT CORP US N 2 2023-08-15 Fixed 4.125000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2N2 645000.0000000000 PA USD 679678.8500000000 0.1069068410 Long DBT CORP US N 2 2026-04-30 Variable 2.188000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2S1 1275000.0000000000 PA USD 1358043.9800000000 0.2136070468 Long DBT CORP US N 2 2028-06-02 Variable 2.393000000000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAL8 600000.0000000000 PA USD 640653.4000000000 0.1007685191 Long DBT CORP US N 2 2031-01-15 Fixed 2.750000000000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAY6 770000.0000000000 PA USD 885960.5700000000 0.1393529397 Long DBT CORP US N 2 2030-06-01 Fixed 3.400000000000000 N N N N N N CBOT US Long Bond Future N/A N/A -88.0000000000 NC USD -71698.0000000000 -0.0112773947 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Short US LONG BOND(CBT) US LONG BOND(CBT) Mar21 2021-03-22 -15168802.0000000000 USD -71698.0000000000 N N N AT&T Inc 549300Z40J86GGSTL398 00206RJY9 590000.0000000000 PA USD 630858.7900000000 0.0992279227 Long DBT CORP US N 2 2031-06-01 Fixed 2.750000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMD1 176000.0000000000 PA USD 175411.6000000000 0.0275905305 Long DBT CORP US N 2 2055-09-15 Floating 3.550000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMG4 1385000.0000000000 PA USD 1444222.5900000000 0.2271620999 Long DBT CORP US N 2 2057-12-01 Floating 3.800000000000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 590000.0000000000 PA USD 751232.6600000000 0.1181615561 Long DBT CORP US N 2 2046-05-14 Fixed 4.450000000000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCY3 430000.0000000000 PA USD 544882.6400000000 0.0857047145 Long DBT CORP US N 2 2035-03-15 Fixed 4.550000000000000 N N N N N N Agate Bay Mortgage Trust 2014-3 N/A 00841LAB2 545337.6200000000 PA USD 556121.8900000000 0.0874725387 Long ABS-MBS CORP US N 2 2044-11-25 Variable 3.500000000000000 N N N N N N Agate Bay Mortgage Trust 2015-7 549300LK2ZDVY7I44B84 00842CAC9 547134.1000000000 PA USD 557893.4900000000 0.0877511940 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.500000000000000 N N N N N N Agate Bay Mortgage Trust 2016-1 549300SCHQRABPDKYY47 00842TAC2 820051.9600000000 PA USD 834522.6800000000 0.1312622623 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.500000000000000 N N N N N N Agate Bay Mortgage Trust 2016-3 N/A 00842VAC7 586364.2100000000 PA USD 599106.4900000000 0.0942335962 Long ABS-MBS CORP US N 2 2046-08-25 Variable 3.500000000000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AJ0 300000.0000000000 PA USD 336080.3900000000 0.0528621610 Long DBT CORP US N 2 2027-11-13 Fixed 3.200000000000000 N N N N N N AmeriCredit Automobile Receivables Trust 2020-2 N/A 03066EAF1 2750000.0000000000 PA USD 2790368.0800000000 0.4388976305 Long ABS-MBS CORP US N 2 2026-02-18 Fixed 1.480000000000000 N N N N N N Angel Oak Mortgage Trust I LLC 2019-4 N/A 03463UAC1 786482.9700000000 PA USD 781533.0000000000 0.1229275035 Long ABS-MBS CORP US N 2 2049-07-26 Variable 3.301000000000000 N N N N N N Angel Oak Mortgage Trust 2019-5 N/A 03464KAC2 1686580.2100000000 PA USD 1711026.8500000000 0.2691278027 Long ABS-MBS CORP US N 2 2049-10-25 Variable 2.921000000000000 N N N N N N BRE Grand Islander Timeshare Issuer 2017-A LLC N/A 05584AAA8 435536.2900000000 PA USD 445855.9700000000 0.0701287870 Long ABS-MBS CORP US N 2 2029-05-25 Fixed 2.940000000000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAE9 710000.0000000000 PA USD 758578.6800000000 0.1193170133 Long DBT CORP ES N 2 2025-05-28 Fixed 2.746000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHZ5 1735000.0000000000 PA USD 1843189.1500000000 0.2899156410 Long DBT CORP US N 2 2031-02-13 Variable 2.496000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJD2 1450000.0000000000 PA USD 1481902.5800000000 0.2330887942 Long DBT CORP US N 2 2026-06-19 Variable 1.319000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJE0 1235000.0000000000 PA USD 1288690.5900000000 0.2026984363 Long DBT CORP US N 2 2041-06-19 Variable 2.676000000000000 N N N N N N Bean Creek CLO 635400STD6UUTEW5KM07 07378WAQ1 1750000.0000000000 PA USD 1748060.6500000000 0.2749528576 Long ABS-CBDO CORP US N 2 2031-04-20 Variable 1.238380000000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CY9 600000.0000000000 PA USD 727184.7200000000 0.1143790501 Long DBT CORP US N 2 2030-05-01 Floating 5.150000000000000 N N N N N N Bunker Hill Loan Depositary Trust 2019-2 N/A 12061RAC5 835007.7000000000 PA USD 859090.4100000000 0.1351265262 Long ABS-MBS CORP US N 2 2049-07-25 Floating 3.185000000000000 N N N N N N Burlington Northern Santa Fe L N/A 12189LAG6 250000.0000000000 PA USD 347969.6100000000 0.0547322192 Long DBT CORP US N 2 2041-09-15 Fixed 4.950000000000000 N N N N N N CI Financial Corp 549300M9W7JJQSVCEM78 125491AN0 1000000.0000000000 PA USD 1025770.0000000000 0.1613435968 Long DBT CORP CA N 2 2030-12-17 Fixed 3.200000000000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AK6 300000.0000000000 PA USD 412559.1500000000 0.0648915226 Long DBT CORP US N 2 2048-12-15 Floating 4.900000000000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BZ2 200000.0000000000 PA USD 234564.6800000000 0.0368947319 Long DBT CORP US N 2 2026-02-25 Fixed 4.500000000000000 N N N N N N CIFC Funding Ltd 549300JZARV9CBLL1S14 12552MAC2 1500000.0000000000 PA USD 1496354.4000000000 0.2353619242 Long ABS-CBDO CORP US N 2 2031-04-24 Variable 1.194750000000000 N N N N N N CSMC 2019-AFC1 Trust N/A 12596XAA0 1134901.9100000000 PA USD 1164814.4100000000 0.1832139237 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.573000000000000 N N N N N N CSMC 2020-NQM1 Trust N/A 126401AA6 1335051.1800000000 PA USD 1341473.5800000000 0.2110006848 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.208000000000000 N N N N N N CSMC Trust 2015-WIN1 N/A 12649KAP2 877507.7600000000 PA USD 895532.3000000000 0.1408584793 Long ABS-MBS CORP US N 2 2044-12-25 Variable 3.500000000000000 N N N N N N CSMC Series 2019-NQM1 N/A 12655VAA2 2069803.6000000000 PA USD 2128477.1500000000 0.3347886555 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.656000000000000 N N N N N N Credit Suisse Mortgage Capital N/A 12659LAB8 2150000.0000000000 PA USD 2164261.8100000000 0.3404172328 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.300000000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 260000.0000000000 PA USD 328484.8900000000 0.0516674631 Long DBT CORP US N 2 2038-03-25 Fixed 4.780000000000000 N N N N N N Canadian Government Real Return Bond 4BFD7AQU0A75QLAHK410 135087UL6 1943533.5200000000 PA 1605151.9500000000 0.2524747156 Long DBT CORP CA N 2 2021-12-01 Fixed 4.250000000000000 N N N N N N Canadian Government Real Return Bond 4BFD7AQU0A75QLAHK410 135087VS0 24700044.8100000000 PA 25681720.7200000000 4.0394836983 Long DBT CORP CA N 2 2026-12-01 Fixed 4.250000000000000 N N N N N N Canadian Government Real Return Bond 4BFD7AQU0A75QLAHK410 135087WV2 6923092.0000000000 PA 8336645.0000000000 1.3112727898 Long DBT CORP CA N 2 2031-12-01 Fixed 4.000000000000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBN4 670000.0000000000 PA USD 764969.3200000000 0.1203221985 Long DBT CORP US N 2 2027-03-09 Fixed 3.750000000000000 N N N N N N Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6 N/A 15132EDZ8 211124.7300000000 PA USD 213816.3200000000 0.0336312176 Long ABS-MBS CORP US N 2 2033-07-25 Fixed 5.250000000000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BA1 960000.0000000000 PA USD 1363196.0200000000 0.2144174123 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000000 N N N N N N Chevron Corp N/A 166764BX7 390000.0000000000 PA USD 413785.2800000000 0.0650843809 Long DBT CORP US N 2 2027-05-11 Fixed 1.995000000000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LW9 530000.0000000000 PA USD 621762.1300000000 0.0977971070 Long DBT CORP US N 2 2029-04-23 Variable 4.075000000000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MS7 610000.0000000000 PA USD 650357.0500000000 0.1022948084 Long DBT CORP US N 2 2031-06-03 Variable 2.572000000000000 N N N N N N Citigroup Mortgage Loan Trust 2019-IMC1 N/A 17328BAA2 1205883.5900000000 PA USD 1230055.0400000000 0.1934756373 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.720000000000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBT7 75000.0000000000 PA USD 85321.2400000000 0.0134201973 Long DBT CORP US N 2 2036-07-15 Fixed 3.200000000000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDH1 200000.0000000000 PA USD 240981.7600000000 0.0379040759 Long DBT CORP US N 2 2040-04-01 Fixed 3.750000000000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAP0 1200000.0000000000 PA USD 1230499.8400000000 0.1935455999 Long DBT CORP US N 2 2030-04-20 Fixed 1.600000000000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AQ1 1865000.0000000000 PA USD 1950681.1400000000 0.3068230806 Long DBT CORP CH N 2 2026-06-05 Variable 2.193000000000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAF7 620000.0000000000 PA USD 627148.0400000000 0.0986442580 Long DBT CORP NO N 2 2026-09-16 Variable 1.127000000000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBM0 550000.0000000000 PA USD 721802.3700000000 0.1135324591 Long DBT CORP US N 2 2041-08-01 Fixed 4.900000000000000 N N N N N N Drive Auto Receivables Trust 2019-4 N/A 26209AAF8 1787000.0000000000 PA USD 1827201.0700000000 0.2874008722 Long ABS-MBS CORP US N 2 2025-11-17 Fixed 2.510000000000000 N N N N N N Dryden Senior Loan Fund N/A 26251LAC8 3400000.0000000000 PA USD 3388943.8800000000 0.5330477544 Long ABS-CBDO CORP US N 2 2031-04-18 Variable 1.187750000000000 N N N N N N Duke University Health System Inc SYIJ9BNVFR17R33OPQ57 26443CAA1 467000.0000000000 PA USD 574863.0400000000 0.0904203384 Long DBT CORP US N 2 2047-06-01 Fixed 3.920000000000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 610000.0000000000 PA USD 624167.2400000000 0.0981754073 Long DBT CORP US N 2 2030-06-15 Fixed 1.750000000000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAS8 312000.0000000000 PA USD 326929.5800000000 0.0514228281 Long DBT CORP US N 2 2023-02-01 Fixed 3.600000000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBA0 250000.0000000000 PA USD 310609.6000000000 0.0488558547 Long DBT CORP US N 2 2044-03-15 Fixed 4.850000000000001 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UAR7 550000.0000000000 PA USD 599676.6700000000 0.0943232799 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAJ1 390000.0000000000 PA USD 409788.4700000000 0.0644557217 Long DBT CORP NO N 2 2026-01-22 Fixed 1.750000000000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670GAD4 560000.0000000000 PA USD 607545.0900000000 0.0955609055 Long DBT CORP US N 2 2030-04-15 Fixed 2.704000000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XAH7 1280422.8000000000 PA USD 1273945.0100000000 0.2003791006 Long ABS-MBS CORP US N 2 2024-05-25 Variable 2.748000000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XAR5 386431.7400000000 PA USD 397396.2000000000 0.0625065388 Long ABS-MBS CORP US N 2 2024-11-25 Variable 5.148000000000001 N N N N N N Freddie Mac Gold Pool N/A 3132GDJ52 3827121.6600000000 PA USD 4299541.9000000000 0.6762759242 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 4.500000000000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FKZZ2 5000000.0000000000 PA USD 5979056.0000000000 0.9404470793 Long ABS-MBS USGA US N 2 2029-01-25 Fixed 3.690000000000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FTBM8 6000000.0000000000 PA USD 6219877.2000000000 0.9783259007 Long ABS-MBS USGA US N 2 2030-03-25 Fixed 1.517000000000000 N N N N N N Freddie Mac Structured Agency N/A 3137G0AL3 68443.9500000000 PA USD 68462.3800000000 0.0107684633 Long ABS-MBS CORP US N 2 2024-02-25 Variable 2.348000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138AU3K1 803259.1700000000 PA USD 884379.7000000000 0.1391042843 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 4.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138AYTY5 415101.4700000000 PA USD 456211.0700000000 0.0717575431 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 4.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138E7VZ4 615439.9400000000 PA USD 678509.6800000000 0.1067229420 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 4.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WGLG7 5112223.6300000000 PA USD 5558772.2700000000 0.8743405558 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 4.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KEDQ8 9239318.8800000000 PA USD 9749528.7600000000 1.5335055981 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X64T5 5051871.3500000000 PA USD 5330843.7200000000 0.8384896222 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416CEZ5 1595839.8500000000 PA USD 1804954.3600000000 0.2839016822 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DV74 31500000.0000000000 PA USD 32729708.3400000000 5.1480632755 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.000000000000000 N N N N N N FirstKey Homes 2020-SFR2 Trust N/A 33767JAG7 1900000.0000000000 PA USD 1879809.6500000000 0.2956756878 Long ABS-MBS CORP US N 2 2037-10-19 Fixed 1.968000000000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 337915AA0 550000.0000000000 PA USD 590035.0700000000 0.0928067505 Long DBT CORP US N 2 2023-02-04 Fixed 4.350000000000001 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XU2 470000.0000000000 PA USD 494012.3000000000 0.0777033071 Long DBT CORP US N 2 2026-01-08 Fixed 4.389000000000000 N N N N N N GCAT 2019-NQM1 LLC N/A 36166PAC2 1400373.7800000000 PA USD 1426760.7400000000 0.2244155216 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.395000000000000 N N N N N N GCAT 2019-NQM3 Trust N/A 36167VAC8 1465889.3900000000 PA USD 1501831.0900000000 0.2362233540 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.043000000000000 N N N N N N Galton Funding Mortgage Trust 2020-H1 N/A 36418HAA0 729741.3700000000 PA USD 744017.3000000000 0.1170266505 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.310000000000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAP5 1140000.0000000000 PA USD 1370720.9600000000 0.2156010118 Long DBT CORP US N 2 2038-04-01 Fixed 5.150000000000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCX2 710000.0000000000 PA USD 759682.7500000000 0.1194906727 Long DBT CORP US N 2 2025-06-20 Fixed 2.750000000000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BF9 300000.0000000000 PA USD 340983.5500000000 0.0536333802 Long DBT CORP US N 2 2026-03-01 Fixed 3.650000000000000 N N N N N N Goldentree Loan Opportunities Ltd 549300IGEA8MXF2YEF61 38137PAQ3 1750000.0000000000 PA USD 1745949.4500000000 0.2746207864 Long ABS-CBDO CORP US N 2 2031-07-20 Variable 1.338380000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXG4 627000.0000000000 PA USD 675178.4300000000 0.1061989690 Long DBT CORP US N 2 2030-02-07 Fixed 2.600000000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXM1 1660000.0000000000 PA USD 1678678.2200000000 0.2640396794 Long DBT CORP US N 2 2026-12-09 Variable 1.093000000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145GAH3 400000.0000000000 PA USD 449350.6400000000 0.0706784645 Long DBT CORP US N 2 2026-11-16 Fixed 3.500000000000000 N N N N N N Goodgreen Trust N/A 38217TAA3 1562839.8000000000 PA USD 1591965.8200000000 0.2504006662 Long ABS-MBS CORP US N 2 2055-04-15 Fixed 2.630000000000000 N N N N N N Grace Trust 2020-GRCE N/A 38406JAA6 1000000.0000000000 PA USD 1060710.0000000000 0.1668393174 Long ABS-MBS CORP US N 2 2040-12-10 Fixed 2.347000000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 240000.0000000000 PA USD 245895.5300000000 0.0386769639 Long DBT CORP GB N 2 2028-09-22 Variable 2.013000000000000 N N N N N N Hilton Grand Vacations Trust 2017-A N/A 43283AAA3 1511742.6900000000 PA USD 1547606.6700000000 0.2434234054 Long ABS-MBS CORP US N 2 2028-12-26 Fixed 2.660000000000000 N N N N N N Hilton Grand Vacations Trust 2019-A N/A 43284HAB5 2263387.0200000000 PA USD 2325842.4700000000 0.3658322916 Long ABS-MBS CORP US N 2 2033-07-25 Fixed 2.540000000000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KH3 985000.0000000000 PA USD 1024401.1200000000 0.1611282854 Long DBT CORP US N 2 2027-05-15 Fixed 1.700000000000000 N N N N N N JP Morgan Mortgage Trust 2013-1 5493002WZI1ZSAEIE710 46639GAU0 651474.0900000000 PA USD 660268.2100000000 0.1038537371 Long ABS-MBS CORP US N 2 2043-03-25 Variable 2.500000000000000 N N N N N N JP Morgan Mortgage Trust 2014-5 N/A 46643KAA9 1004983.4600000000 PA USD 1036624.7600000000 0.1630509445 Long ABS-MBS CORP US N 2 2029-10-25 Variable 2.937267000000000 N N N N N N JP Morgan Mortgage Trust 2016-1 N/A 46646BAG3 3600000.0000000000 PA USD 3713258.1600000000 0.5840592213 Long ABS-MBS CORP US N 2 2046-05-25 Variable 3.500000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBR6 800000.0000000000 PA USD 849846.1500000000 0.1336724944 Long DBT CORP US N 2 2028-06-01 Variable 2.182000000000000 N N N N N N JP Morgan Mortgage Trust 2017-1 N/A 46648CAB0 1715367.2400000000 PA USD 1755431.0100000000 0.2761121432 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.500000000000000 N N N N N N KKR CLO Trust N/A 48251PAC3 3300000.0000000000 PA USD 3278942.7000000000 0.5157456437 Long ABS-CBDO CORP US N 2 2030-10-15 Variable 1.736880000000000 N N N N N N KKR CLO Trust 549300GKHET0CQ690V42 48252WAA1 2450000.0000000000 PA USD 2440077.7500000000 0.3838003848 Long ABS-CBDO CORP US N 2 2031-07-20 Variable 1.368380000000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAJ1 301000.0000000000 PA USD 315366.7700000000 0.0496041110 Long DBT CORP US N 2 2023-01-15 Fixed 3.800000000000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DF5 600000.0000000000 PA USD 704230.0000000000 0.1107684970 Long DBT CORP US N 2 2046-10-15 Fixed 3.875000000000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AV1 695000.0000000000 PA USD 734531.1200000000 0.1155345671 Long DBT CORP GB N 2 2026-02-05 Variable 2.438000000000000 N N N N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SL2I4BCO0 4000000.0000000000 OU Swap Contract Amount USD 204600.36 0.0321816372 N/A DCO CORP US N 2 2025-06-04 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2025-06-04 462.939999999944 USD 0.000000000000 USD 4000000.0000000000 USD 204137.42 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SLA11X4L8 8000000.0000000000 OU Swap Contract Amount USD 543290.48 0.0854542833 N/A DCO CORP US N 2 2030-06-25 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2030-06-25 555.410000000149 USD 0.000000000000 USD 8000000.0000000000 USD 542735.07 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SL1T4R2O3 12500000.0000000000 OU Swap Contract Amount USD 191859.380000001 0.0301776056 N/A DCO CORP US N 2 2024-10-17 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-10-17 0.000000000000 USD 454.800000000745 USD 12500000.0000000000 USD 192314.18 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SL474BO35 6100000.0000000000 OU Swap Contract Amount USD 193976.22 0.0305105638 N/A DCO CORP US N 2 2029-10-21 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2029-10-21 0.000000000000 USD 497.570000000298 USD 6100000.0000000000 USD 194473.79 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SLFD07JJ4 5000000.0000000000 OU Swap Contract Amount USD 124837.9 0.0196357817 N/A DCO CORP US N 2 2029-11-25 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2029-11-25 0.000000000000 USD 492.429999999702 USD 5000000.0000000000 USD 125330.33 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SLYP0FI75 3000000.0000000000 OU Swap Contract Amount USD 274136.13 0.0431189343 N/A DCO CORP US N 2 2030-05-19 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2030-05-19 498.870000000112 USD 0.000000000000 USD 3000000.0000000000 USD 273637.26 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SL1S54L30 1000000.0000000000 OU Swap Contract Amount USD 23703.2 0.0037282817 N/A DCO CORP US N 2 2029-11-21 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2029-11-21 0.000000000000 USD 458.270000000019 USD 1000000.0000000000 USD 24161.47 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SLXC06HC5 19000000.0000000000 OU Swap Contract Amount USD 124754.190000001 0.0196226149 N/A DCO CORP US N 2 2024-06-06 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-06-06 0.000000000000 USD 447.030000001192 USD 19000000.0000000000 USD 125201.22 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SLF03DCI5 12600000.0000000000 OU Swap Contract Amount USD 112963.789999999 0.0177681002 N/A DCO CORP US N 2 2024-06-20 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-06-20 0.000000000000 USD 415.330000000075 USD 12600000.0000000000 USD 113379.12 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SL0X06YO0 12500000.0000000000 OU Swap Contract Amount USD 9170.88000000082 0.0014424898 N/A DCO CORP US N 2 2024-07-30 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-07-30 0.000000000000 USD 428.810000000522 USD 12500000.0000000000 USD 9599.69 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SL6J44N59 13600000.0000000000 OU Swap Contract Amount USD 12022.6699999999 0.0018910485 N/A DCO CORP US N 2 2024-08-01 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-08-01 0.000000000000 USD 435.830000000075 USD 13600000.0000000000 USD 12458.5 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SL6J45VQ1 6100000.0000000000 OU Swap Contract Amount USD 196436.47 0.0308975371 N/A DCO CORP US N 2 2029-10-16 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2029-10-16 0.000000000000 USD 504.150000000373 USD 6100000.0000000000 USD 196940.62 N N N Bank of America B4TYDEB6GKMZO031MB27 SL8J2QPE9 4000000.0000000000 OU Swap Contract Amount USD -113883.8 -0.0179128088 N/A DCO CORP US N 2 2027-04-28 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2027-04-28 0.000000000000 USD 0.000000000000 USD 4000000.0000000000 USD -113883.8 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SLP71H6D0 5000000.0000000000 OU Swap Contract Amount USD -59552.2000000002 -0.0093669791 N/A DCO CORP US N 2 2027-11-20 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2027-11-20 0.000000000000 USD 554.000000000000 USD 5000000.0000000000 USD -58998.2 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SLF031DE9 11500000.0000000000 OU Swap Contract Amount USD -399095.189999999 -0.0627737733 N/A DCO CORP US N 2 2028-03-28 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2028-03-28 0.000000000000 USD 451.109999999404 USD 11500000.0000000000 USD -398644.08 N N N Bank of America B4TYDEB6GKMZO031MB27 SL6V46O07 1750000.0000000000 OU Swap Contract Amount USD -46776.3400000001 -0.0073574612 N/A DCO CORP US N 2 2027-04-13 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2027-04-13 0.000000000000 USD 0.000000000000 USD 1750000.0000000000 USD -46776.34 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 SL7Z00T74 12500000.0000000000 OU Swap Contract Amount USD 390101.25 0.0613591144 N/A DCO CORP US N 2 2026-06-16 None 0.000000000000000 N N N Goldman Sachs FOR8UP27PHTHYVLBNG30 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2026-06-16 0.000000000000 USD 0.000000000000 USD 12500000.0000000000 USD 390101.25 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 SL604D030 2500000.0000000000 OU Swap Contract Amount USD -63644.75 -0.0100106972 N/A DCO CORP US N 2 2026-11-15 None 0.000000000000000 N N N Goldman Sachs FOR8UP27PHTHYVLBNG30 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2026-11-15 0.000000000000 USD 0.000000000000 USD 2500000.0000000000 USD -63644.75 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 SL1T3R255 2500000.0000000000 OU Swap Contract Amount USD -74358.7200000002 -0.0116959000 N/A DCO CORP US N 2 2026-11-16 None 0.000000000000000 N N N Goldman Sachs FOR8UP27PHTHYVLBNG30 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2026-11-16 0.000000000000 USD 0.000000000000 USD 2500000.0000000000 USD -74358.72 N N N Bank of America B4TYDEB6GKMZO031MB27 SL7Z00UG2 7000000.0000000000 OU Swap Contract Amount USD -205111.9 -0.0322620974 N/A DCO CORP US N 2 2027-04-11 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2027-04-11 0.000000000000 USD 0.000000000000 USD 7000000.0000000000 USD -205111.9 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 SL7Z00T41 13000000.0000000000 OU Swap Contract Amount USD 186508.01 0.0293358874 N/A DCO CORP US N 2 2026-05-31 None 0.000000000000000 N N N Goldman Sachs FOR8UP27PHTHYVLBNG30 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2026-05-31 0.000000000000 USD 0.000000000000 USD 13000000.0000000000 USD 186508.01 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SL7Z008F9 6000000.0000000000 OU Swap Contract Amount USD -500431.56 -0.0787129940 N/A DCO CORP US N 2 2024-09-19 None 0.000000000000000 N N N Barclays Bank G5GSEF7VJP5I7OUK5573 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-09-19 0.000000000000 USD 0.000000000000 USD 6000000.0000000000 USD -500431.56 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SL7Z008I3 6500000.0000000000 OU Swap Contract Amount USD -521338.09 -0.0820013869 N/A DCO CORP US N 2 2024-09-29 None 0.000000000000000 N N N Barclays Bank G5GSEF7VJP5I7OUK5573 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-09-29 0.000000000000 USD 0.000000000000 USD 6500000.0000000000 USD -521338.09 N N N Bank of America B4TYDEB6GKMZO031MB27 SL7Z00SM2 3000000.0000000000 OU Swap Contract Amount USD 32440.23 0.0051025312 N/A DCO CORP US N 2 2025-08-27 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2025-08-27 0.000000000000 USD 0.000000000000 USD 3000000.0000000000 USD 32440.23 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 SL7Z00T17 1500000.0000000000 OU Swap Contract Amount USD 30990.8400000001 0.0048745563 N/A DCO CORP US N 2 2026-05-23 None 0.000000000000000 N N N Goldman Sachs FOR8UP27PHTHYVLBNG30 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2026-05-23 0.000000000000 USD 0.000000000000 USD 1500000.0000000000 USD 30990.84 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SL7Z008L6 3600000.0000000000 OU Swap Contract Amount USD -265051.8 -0.0416900580 N/A DCO CORP US N 2 2024-09-30 None 0.000000000000000 N N N Barclays Bank G5GSEF7VJP5I7OUK5573 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-09-30 0.000000000000 USD 0.000000000000 USD 3600000.0000000000 USD -265051.8 N N N Bank of America B4TYDEB6GKMZO031MB27 SL6H1P534 5000000.0000000000 OU Swap Contract Amount USD -721207.7 -0.1134389233 N/A DCO CORP US N 2 2022-04-01 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2022-04-01 0.000000000000 USD 0.000000000000 USD 5000000.0000000000 USD -721207.7 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SL470T3E9 15100000.0000000000 OU Swap Contract Amount USD -4732105.04 -0.7443138790 N/A DCO CORP US N 2 2027-12-21 None 0.000000000000000 N N N Barclays Bank G5GSEF7VJP5I7OUK5573 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2027-12-21 0.000000000000 USD 0.000000000000 USD 15100000.0000000000 USD -4732105.04 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SL7Z00869 2300000.0000000000 OU Swap Contract Amount USD -250965.24 -0.0394743797 N/A DCO CORP US N 2 2024-07-23 None 0.000000000000000 N N N Barclays Bank G5GSEF7VJP5I7OUK5573 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-07-23 0.000000000000 USD 0.000000000000 USD 2300000.0000000000 USD -250965.24 N N N Bank of America B4TYDEB6GKMZO031MB27 SL7Z00893 4000000.0000000000 OU Swap Contract Amount USD -407746.08 -0.0641344737 N/A DCO CORP US N 2 2024-08-19 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-08-19 0.000000000000 USD 0.000000000000 USD 4000000.0000000000 USD -407746.08 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SL7Z00836 3600000.0000000000 OU Swap Contract Amount USD -1191470.8 -0.1874067134 N/A DCO CORP US N 2 2044-07-02 None 0.000000000000000 N N N Barclays Bank G5GSEF7VJP5I7OUK5573 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2044-07-02 0.000000000000 USD 0.000000000000 USD 3600000.0000000000 USD -1191470.8 N N N 2021-02-24 American Century Variable Portfolios II, Inc. Amy R. Bitter Amy R. Bitter Assistant Treasurer