0001145549-22-007559.txt : 20220222 0001145549-22-007559.hdr.sgml : 20220222 20220222163219 ACCESSION NUMBER: 0001145549-22-007559 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220222 PERIOD START: 20211231 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: 22658596 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 C000018206 C000018205 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 2021-12-31 2021-12-31 N 816436165.940000000000 26185646.970000000000 790250518.970000000000 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 0.000000000000 CAD USD N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 SOLD CAD/BOUGHT USD N/A 1 NC USD -19162.3500000000 -0.0024248450 N/A DFE CORP N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 2414034.0000000000 CAD 1888959.8300000000 USD 2022-03-16 -19162.3500000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 SOLD AUD/BOUGHT USD N/A 1 NC USD -14911.2400000000 -0.0018869004 N/A DFE CORP N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1204233.0000000000 AUD 861380.2800000000 USD 2022-03-16 -14911.2400000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 SOLD CAD/BOUGHT USD N/A 1 NC USD -32283.2700000000 -0.0040851944 N/A DFE CORP N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 7876959.0000000000 CAD 6193892.5700000000 USD 2022-03-16 -32283.2700000000 N N N ABN Amro Mortgage Corp N/A ABN Amro Mortgage Corp 5.50 000780BZ8 23814.1700000000 PA USD 24192.6200000000 0.0030613862 Long ABS-MBS CORP US N 2 2033-03-25 Fixed 5.500000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 3.55 09/15/2055 00206RLJ9 1011000.0000000000 PA USD 1016376.7400000000 0.1286144983 Long DBT CORP US N 2 2055-09-15 Fixed 3.550000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 2.55 12/01/2033 00206RMM1 1140000.0000000000 PA USD 1116291.3300000000 0.1412579053 Long DBT CORP US N 2 2033-12-01 Fixed 2.550000000000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.00 10/29/2028 00774MAW5 670000.0000000000 PA USD 679995.2700000000 0.0860480637 Long DBT CORP IE N 2 2028-10-29 Fixed 3.000000000000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.40 10/29/2033 00774MAY1 317000.0000000000 PA USD 323137.6600000000 0.0408905344 Long DBT CORP IE N 2 2033-10-29 Fixed 3.400000000000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85 10/29/2041 00774MAZ8 180000.0000000000 PA USD 187825.0000000000 0.0237677794 Long DBT CORP IE N 2 2041-10-29 Fixed 3.850000000000000 N N N N N N Agate Bay Mortgage Trust 2015-7 549300LK2ZDVY7I44B84 Agate Bay Mortgage Trust 2015-7 3.50 00842CAC9 201037.2500000000 PA USD 201676.1500000000 0.0255205337 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 Agate Bay Mortgage Trust 2016-1 3.50 00842TAC2 293205.0600000000 PA USD 295198.5600000000 0.0373550606 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.500000000000000 N N N N N N Aligned Data Centers Issuer LLC N/A Aligned Data Centers Issuer LLC 2.48 01627AAB4 3600000.0000000000 PA USD 3561850.8000000000 0.4507242595 Long ABS-MBS CORP US N 2 2046-08-15 Fixed 2.482000000000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 2.88 05/12/2041 023135CA2 1340000.0000000000 PA USD 1394142.9300000000 0.1764178443 Long DBT CORP US N 2 2041-05-12 Fixed 2.875000000000000 N N N N N N American Airlines 2021-1 Class A Pass Through Trust N/A American Airlines 2021-1 Class A Pass Through Trust 2.88 01/11/2036 02379KAA2 325000.0000000000 PA USD 323313.0600000000 0.0409127299 Long DBT CORP US N 2 2036-01-11 Fixed 2.875000000000000 N N N N N N Anchorage Capital CLO Ltd 549300ZNOS7Q8W8H3S38 Anchorage Capital CLO 19 Ltd 2.01 03328JAC1 1425000.0000000000 PA USD 1427014.2400000000 0.1805774505 Long ABS-CBDO CORP US N 2 2034-10-15 Variable 2.014890000000000 N N N N N N Angel Oak Mortgage Trust I LLC 2019-4 N/A Angel Oak Mortgage Trust I LLC 2019-4 3.30 03463UAC1 237755.1300000000 PA USD 239141.5300000000 0.0302614834 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 Angel Oak Mortgage Trust 2019-5 2.92 03464KAC2 769087.5700000000 PA USD 767741.4400000000 0.0971516527 Long ABS-MBS CORP US N 2 2049-10-25 Variable 2.921000000000000 N N N N N N Angel Oak Mortgage Trust 2019-6 N/A Angel Oak Mortgage Trust 2019-6 2.93 03464VAC8 746113.4200000000 PA USD 746546.3200000000 0.0944695767 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.927000000000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 2.65 02/08/2051 037833EF3 375000.0000000000 PA USD 369660.1200000000 0.0467775865 Long DBT CORP US N 2 2051-02-08 Fixed 2.650000000000000 N N N N N N ARES CLO 5493005YAOTYJUJV3S58 Ares XXXIX CLO Ltd 1.72 04015WBE3 3500000.0000000000 PA USD 3494071.7000000000 0.4421473465 Long ABS-CBDO CORP US N 2 2031-04-18 Variable 1.722250000000000 N N N N N N Arroyo Mortgage Trust 2021-1R N/A Arroyo Mortgage Trust 2021-1R 1.48 042853AB7 738712.7300000000 PA USD 736746.7200000000 0.0932295142 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.483000000000000 N N N N N N Arroyo Mortgage Trust 2021-1R N/A Arroyo Mortgage Trust 2021-1R 1.64 042853AC5 602634.0700000000 PA USD 600463.0800000000 0.0759838894 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.637000000000000 N N N N N N Assured Guaranty US Holdings Inc 5493007YCE0652G9TZ64 Assured Guaranty US Holdings Inc 3.60 09/15/2051 04621WAE0 470000.0000000000 PA USD 489922.3600000000 0.0619958289 Long DBT CORP US N 2 2051-09-15 Fixed 3.600000000000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 2.67 06/07/2031 04685A2Y6 246000.0000000000 PA USD 243981.7800000000 0.0308739791 Long DBT CORP US N 2 2031-06-07 Fixed 2.673000000000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 1.99 08/19/2028 04685A3C3 1297000.0000000000 PA USD 1261316.9600000000 0.1596097604 Long DBT CORP US N 2 2028-08-19 Fixed 1.985000000000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 Autodesk Inc 2.40 12/15/2031 052769AH9 1118000.0000000000 PA USD 1116009.6100000000 0.1412222559 Long DBT CORP US N 2 2031-12-15 Fixed 2.400000000000000 N N N N N N AutoNation Inc N/A AutoNation Inc 1.95 08/01/2028 05329WAR3 600000.0000000000 PA USD 587163.2100000000 0.0743008952 Long DBT CORP US N 2 2028-08-01 Fixed 1.950000000000000 N N N N N N Avolon Holdings Funding Ltd 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 2.75 02/21/2028 05401AAP6 1100000.0000000000 PA USD 1080114.9800000000 0.1366800722 Long DBT CORP IE N 2 2028-02-21 Fixed 2.750000000000000 N N N N N N BRE Grand Islander Timeshare Issuer 2017-A LLC N/A BRE Grand Islander Timeshare Issuer 2017-A LLC 2.94 05584AAA8 315426.3600000000 PA USD 320367.9600000000 0.0405400506 Long ABS-MBS CORP US N 2 2029-05-25 Fixed 2.940000000000000 N N N N N N BX Trust 2019-OC11 N/A BX Trust 2019-OC11 3.20 05606FAA1 2801000.0000000000 PA USD 2955278.5200000000 0.3739672989 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.202000000000000 N N N N N N BX Trust 2019-OC11 N/A BX Trust 2019-OC11 3.86 05606FAJ2 2050000.0000000000 PA USD 2114334.7400000000 0.2675524646 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.856000000000000 N N N N N N BX Commercial Mortgage Trust 2021-VOLT N/A BX Commercial Mortgage Trust 2021-VOLT 2.11 05609VAN5 1900000.0000000000 PA USD 1887741.0100000000 0.2388788067 Long ABS-MBS CORP US N 2 2036-09-15 Variable 2.109760000000000 N N N N N N BX Commercial Mortgage Trust 2021-VOLT N/A BX Commercial Mortgage Trust 2021-VOLT 2.51 05609VAQ8 2200000.0000000000 PA USD 2185345.3600000000 0.2765383012 Long ABS-MBS CORP US N 2 2036-09-15 Variable 2.509760000000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 5.18 11/19/2025 05971KAA7 600000.0000000000 PA USD 668502.8500000000 0.0845937882 Long DBT CORP ES N 2 2025-11-19 Fixed 5.179000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 3.42 12/20/2028 06051GHD4 1449000.0000000000 PA USD 1548032.7700000000 0.1958913956 Long DBT CORP US N 2 2028-12-20 Variable 3.419000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 2.68 06/19/2041 06051GJE0 987000.0000000000 PA USD 951710.6700000000 0.1204315147 Long DBT CORP US N 2 2041-06-19 Variable 2.676000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 2.48 09/21/2036 06051GKC2 500000.0000000000 PA USD 484863.0400000000 0.0613556117 Long DBT CORP US N 2 2036-09-21 Variable 2.482000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 2.57 10/20/2032 06051GKD0 721000.0000000000 PA USD 724988.1700000000 0.0917415620 Long DBT CORP US N 2 2032-10-20 Variable 2.572000000000000 N N N N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 Bank of Ireland Group PLC 2.03 09/30/2027 06279JAB5 577000.0000000000 PA USD 567262.4200000000 0.0717826064 Long DBT CORP IE N 2 2027-09-30 Variable 2.029000000000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 2.28 11/24/2027 06738EBU8 795000.0000000000 PA USD 796884.9800000000 0.1008395390 Long DBT CORP GB N 2 2027-11-24 Variable 2.279000000000000 N N N N N N Bean Creek CLO 635400STD6UUTEW5KM07 Bean Creek CLO Ltd 1.15 07378WAQ1 1750000.0000000000 PA USD 1747384.9800000000 0.2211178529 Long ABS-CBDO CORP US N 2 2031-04-20 Variable 1.151500000000000 N N N N N N Bellemeade Re Ltd N/A Bellemeade Re Ltd 1.90 07876AAC7 3200000.0000000000 PA USD 3206161.6000000000 0.4057145833 Long ABS-MBS CORP US N 2 2031-06-25 Variable 1.899670000000000 N N N N N N Bellemeade RE 2021-3 Ltd N/A Bellemeade RE 2021-3 Ltd 1.05 078777AB5 2250000.0000000000 PA USD 2240294.8500000000 0.2834917278 Long ABS-MBS CORP US N 2 2031-09-25 Variable 1.049670000000000 N N N N N N Blackbird Capital Aircraft N/A Blackbird Capital Aircraft 2.44 09229CAA7 1363541.6200000000 PA USD 1348827.7800000000 0.1706835678 Long ABS-MBS CORP US N 2 2046-07-15 Fixed 2.443000000000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 Blackstone Private Credit Fund 2.63 12/15/2026 09261HAC1 198000.0000000000 PA USD 193146.4700000000 0.0244411696 Long DBT CORP US N 2 2026-12-15 Floating 2.625000000000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 Blackstone Private Credit Fund 3.25 03/15/2027 09261HAJ6 826000.0000000000 PA USD 835037.8800000000 0.1056674890 Long DBT CORP US N 2 2027-03-15 Fixed 3.250000000000000 N N N N N N Block Financial LLC N/A Block Financial LLC 3.88 08/15/2030 093662AH7 398000.0000000000 PA USD 426305.6400000000 0.0539456324 Long DBT CORP US N 2 2030-08-15 Floating 3.875000000000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 0.00 01/03/2022 05970UA32 2000000.0000000000 PA USD 1999989.1600000000 0.2530829290 Long STIV CORP ES N 2 2022-01-03 None 0.000000000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 0.00 04/29/2022 09660KDV6 15000000.0000000000 PA USD 14990827.0500000000 1.8969714907 Long STIV CORP FR N 2 2022-04-29 None 0.000000000000000 N N N N N N Credit Agricole Corporate and Investment Bank/New York 254900BN8XS34XZDJ223 Credit Agricole Corporate and Investment Bank/New York 0.00 01/03/2022 22533UA37 6900000.0000000000 PA USD 6899944.8000000000 0.8731338524 Long STIV CORP US N 2 2022-01-03 None 0.000000000000000 N N N N N N Glencove Funding LLC 549300XUUQZO7I38ZR06 Glencove Funding LLC 0.00 02/07/2022 37828XB73 10000000.0000000000 PA USD 9998511.7000000000 1.2652331710 Long STIV CORP US N 2 2022-02-07 None 0.000000000000000 N N N N N N Blue Owl Finance LLC 254900OF2NO2GYFV5T41 Blue Owl Finance LLC 3.13 06/10/2031 09581JAA4 246000.0000000000 PA USD 240985.4400000000 0.0304948158 Long DBT CORP US N 2 2031-06-10 Fixed 3.125000000000000 N N N N N N Blue Owl Finance LLC 254900OF2NO2GYFV5T41 Blue Owl Finance LLC 4.13 10/07/2051 09581JAC0 767000.0000000000 PA USD 772014.9100000000 0.0976924268 Long DBT CORP US N 2 2051-10-07 Fixed 4.125000000000000 N N N N N N LMA-Americas LLC N/A LMA-Americas LLC 0.00 01/11/2022 53944RAB4 13000000.0000000000 PA USD 12999690.2100000000 1.6450087533 Long STIV CORP US N 2 2022-01-11 None 0.000000000000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 State Street Institutional US Government Money Market Fund 857492706 12873993.4900000000 NS USD 12873993.4900000000 1.6291028200 Long STIV RF US N 1 N N N BlueMountain CLO Ltd 549300O2Y407FNHQWX93 BlueMountain CLO 2016-2 Ltd 2.41 09628WBA9 1025000.0000000000 PA USD 1026552.7700000000 0.1299021950 Long ABS-CBDO CORP US N 2 2032-08-20 Variable 2.409630000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 4.38 03/01/2033 09659T2A8 705000.0000000000 PA USD 765321.9800000000 0.0968454891 Long DBT CORP FR N 2 2033-03-01 Variable 4.375000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 0.38 07/15/2025 912828XL9 8983590.0000000000 PA USD 9760268.1600000000 1.2350853211 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 United States Treasury Inflation Indexed Bonds 0.75 07/15/2028 912828Y38 716443.0000000000 PA USD 820943.9100000000 0.1038840077 Long DBT UST US N 2 2028-07-15 Fixed 0.750000000000000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 Brighthouse Financial Global Funding 2.00 06/28/2028 10921U2E7 482000.0000000000 PA USD 474397.7200000000 0.0600313076 Long DBT CORP US N 2 2028-06-28 Fixed 2.000000000000000 N N N N N N British Airways 2021-1 Class A Pass Through Trust N/A British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036 11042CAA8 631939.4000000000 PA USD 631896.8700000000 0.0799615887 Long DBT CORP GB N 2 2036-09-15 Fixed 2.900000000000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 British Telecommunications PLC 3.25 11/08/2029 11102AAE1 515000.0000000000 PA USD 526990.8300000000 0.0666865529 Long DBT CORP GB N 2 2029-11-08 Fixed 3.250000000000000 N N N N N N Broadstone Net Lease LLC 54930089IBT6J4WBTI50 Broadstone Net Lease LLC 2.60 09/15/2031 11135EAA2 375000.0000000000 PA USD 364413.5100000000 0.0461136692 Long DBT CORP US N 2 2031-09-15 Fixed 2.600000000000000 N N N N N N BX Commercial Mortgage Trust 2020-VIVA N/A BX Commercial Mortgage Trust 2020-VIVA 3.55 12433XAG4 3000000.0000000000 PA USD 2998995.9000000000 0.3794993901 Long ABS-MBS CORP US N 2 2044-03-11 Variable 3.548750000000000 N N N N N N BXMT 2020-FL2 LTD N/A BXMT 2020-FL2 LTD 1.56 12434LAE4 2400000.0000000000 PA USD 2403498.9600000000 0.3041439268 Long ABS-MBS CORP US N 2 2038-02-15 Variable 1.564480000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 0.13 01/15/2030 912828Z37 24196050.0000000000 PA USD 26875100.2900000000 3.4008329821 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 United States Treasury Inflation Indexed Bonds 0.13 07/15/2030 912828ZZ6 16186800.0000000000 PA USD 18124384.8900000000 2.2934986381 Long DBT UST US N 2 2030-07-15 Fixed 0.125000000000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 4.20 06/01/2029 124857AZ6 515000.0000000000 PA USD 572915.9600000000 0.0724980176 Long DBT CORP US N 2 2029-06-01 Fixed 4.200000000000000 N N N N N N CARS-DB5 LP N/A CARS-DB5 LP 2.76 12510HAN0 1500000.0000000000 PA USD 1487224.0500000000 0.1881965294 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 2.760000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 0.13 10/15/2025 91282CAQ4 21592777.5000000000 PA USD 23285235.8100000000 2.9465638112 Long DBT UST US N 2 2025-10-15 Fixed 0.125000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 0.13 01/15/2031 91282CBF7 62070440.0000000000 PA USD 69554557.2300000000 8.8015832398 Long DBT UST US N 2 2031-01-15 Fixed 0.125000000000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 Cigna Corp 4.90 12/15/2048 125523AK6 300000.0000000000 PA USD 388603.1200000000 0.0491746744 Long DBT CORP US N 2 2048-12-15 Floating 4.900000000000000 N N N N N N CSMC Trust 2015-WIN1 N/A CSMC Trust 2015-WIN1 3.50 12649KAP2 343539.7600000000 PA USD 346255.0000000000 0.0438158523 Long ABS-MBS CORP US N 2 2044-12-25 Variable 3.500000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 0.13 04/15/2026 91282CCA7 16088902.5000000000 PA USD 17369436.1100000000 2.1979657960 Long DBT UST US N 2 2026-04-15 Fixed 0.125000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 0.13 07/15/2031 91282CCM1 10323000.0000000000 PA USD 11613826.0100000000 1.4696385173 Long DBT UST US N 2 2031-07-15 Fixed 0.125000000000000 N N N N N N Credit Suisse Mortgage Capital Certificates 2019-ICE4 N/A Credit Suisse Mortgage Capital Certificates 2019-ICE4 1.34 12653VAC0 1375000.0000000000 PA USD 1375248.3300000000 0.1740268810 Long ABS-MBS CORP US N 2 2036-05-15 Variable 1.340000000000000 N N N N N N Credit Suisse Mortgage Capital Certificates 2019-ICE4 N/A Credit Suisse Mortgage Capital Certificates 2019-ICE4 1.71 12653VAG1 3306000.0000000000 PA USD 3298440.8300000000 0.4173917955 Long ABS-MBS CORP US N 2 2036-05-15 Variable 1.710000000000000 N N N N N N CSMC 2021-NQM2 N/A CSMC 2021-NQM2 1.54 12662EAC7 700594.8400000000 PA USD 693493.0500000000 0.0877561018 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.538000000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 4.78 03/25/2038 126650CY4 260000.0000000000 PA USD 317043.8100000000 0.0401194055 Long DBT CORP US N 2 2038-03-25 Fixed 4.780000000000000 N N N N N N Canadian Government Real Return Bond 4BFD7AQU0A75QLAHK410 Canadian Government Real Return Bond 4.25 12/01/2026 135087VS0 8194550.0000000000 PA 8179183.8000000000 1.0350115063 Long DBT CORP CA N 2 2026-12-01 Fixed 4.250000000000000 N N N N N N Carlyle Group Inc/The 549300R4G5ROMXQ5CG20 Carlyle Global Market Strategies CLO 2012-4 Ltd 2.73 14309YBW3 1700000.0000000000 PA USD 1705979.9200000000 0.2158783676 Long ABS-CBDO CORP US N 2 2032-04-22 Variable 2.728250000000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 4.13 11/16/2028 913017CY3 720000.0000000000 PA USD 806068.7800000000 0.1020016768 Long DBT CORP US N 2 2028-11-16 Fixed 4.125000000000000 N N N N N N Vanguard Short-Term Corporate Bond ETF N/A Vanguard Short-Term Corporate Bond ETF 92206C409 159400.0000000000 NS USD 12952844.0000000000 1.6390807331 Long EC RF US N 1 N N N Vanguard Intermediate-Term Corporate Bond ETF N/A Vanguard Intermediate-Term Corporate Bond ETF 92206C870 141600.0000000000 NS USD 13134816.0000000000 1.6621078613 Long EC RF US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 4.33 09/21/2028 92343VER1 936000.0000000000 PA USD 1064210.5300000000 0.1346674889 Long DBT CORP US N 2 2028-09-21 Fixed 4.329000000000001 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 1.75 01/20/2031 92343VFR0 60000.0000000000 PA USD 56859.2800000000 0.0071950956 Long DBT CORP US N 2 2031-01-20 Fixed 1.750000000000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 2.65 11/20/2040 92343VFT6 622000.0000000000 PA USD 592095.7800000000 0.0749250732 Long DBT CORP US N 2 2040-11-20 Fixed 2.650000000000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 2.99 10/30/2056 92343VFW9 485000.0000000000 PA USD 460176.5700000000 0.0582317327 Long DBT CORP US N 2 2056-10-30 Fixed 2.987000000000000 N N N N N N Verus Securitization Trust 2020-1 N/A Verus Securitization Trust 2020-1 2.72 92536PAE4 1187250.7600000000 PA USD 1190228.2700000000 0.1506140447 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 Verus Securitization Trust 2019-4 3.00 92537KAC8 1473575.1900000000 PA USD 1488800.6100000000 0.1883960307 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.000000000000000 N N N N N N Verus Securitization Trust 2021-1 N/A Verus Securitization Trust 2021-1 1.16 92537QAF8 1830173.6800000000 PA USD 1802208.4400000000 0.2280553314 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.155000000000000 N N N N N N Verus Securitization Trust 2021-5 N/A Verus Securitization Trust 2021-5 1.37 92538KAC7 1910304.9200000000 PA USD 1882399.7600000000 0.2382029135 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.373000000000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 4.38 03/15/2043 92553PAP7 530000.0000000000 PA USD 604346.0200000000 0.0764752449 Long DBT CORP US N 2 2043-03-15 Fixed 4.375000000000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 Viatris Inc 4.00 06/22/2050 92556VAF3 215000.0000000000 PA USD 229498.1500000000 0.0290411894 Long DBT CORP US N 2 2050-06-22 Fixed 4.000000000000000 N N N N N N Vista Point Securitization Trust 2020-2 N/A Vista Point Securitization Trust 2020-2 2.50 92838TAC5 956100.0700000000 PA USD 956223.7900000000 0.1210026146 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.496000000000000 N N N N N N Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6 N/A Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6 5.25 15132EDZ8 167650.6300000000 PA USD 172089.9200000000 0.0217766285 Long ABS-MBS CORP US N 2 2033-07-25 Fixed 5.250000000000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 2.65 06/01/2031 15189TBB2 560000.0000000000 PA USD 568199.2200000000 0.0719011511 Long DBT CORP US N 2 2031-06-01 Fixed 2.650000000000000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust N/A WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust 5.95 92922FHA9 94472.5800000000 PA USD 97165.7900000000 0.0122955680 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.950000000000000 N N N N N N Wendy's Funding LLC 5493009DRVSTWJOXUL48 Wendy's Funding LLC 2.78 95058XAL2 3457625.0000000000 PA USD 3463134.3800000000 0.4382324715 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 2.775000000000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 3.02 11/18/2036 961214EX7 439000.0000000000 PA USD 434443.5200000000 0.0549754172 Long DBT CORP AU N 2 2036-11-18 Variable 3.020000000000000 N N N N N N Wind River CLO Ltd 549300QKM4OHZM4I5C40 THL Credit Wind River 2019-3 Clo Ltd 2.32 97314JAE5 2550000.0000000000 PA USD 2556033.0500000000 0.3234459186 Long ABS-CBDO CORP US N 2 2031-04-15 Variable 2.323750000000000 N N N N N N CBOT 5 Year US Treasury Note N/A US 5YR NOTE (CBT) Mar22 N/A 363.0000000000 NC USD 185938.4000000000 0.0235290450 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 5YR NOTE (CBT) US 5YR NOTE (CBT) Mar22 2022-03-31 43728553.9700000000 USD 185938.4000000000 N N N CME Ultra Long Term US Treasury N/A US ULTRA BOND CBT Mar22 N/A -39.0000000000 NC USD -155099.3700000000 -0.0196266078 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Short US ULTRA BOND CBT US ULTRA BOND CBT Mar22 2022-03-22 -7532775.6300000000 USD -155099.3700000000 N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049 161175BS2 1280000.0000000000 PA USD 1488292.6000000000 0.1883317460 Long DBT CORP US N 2 2049-07-01 Fixed 5.125000000000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A Charter Communications Operating LLC / Charter Communications Operating Capital 3.50 06/01/2041 161175BZ6 820000.0000000000 PA USD 800923.3900000000 0.1013505681 Long DBT CORP US N 2 2041-06-01 Fixed 3.500000000000000 N N N N N N CBOT 10 Year US Treasury Note N/A US 10YR NOTE (CBT)Mar22 N/A -44.0000000000 NC USD -64023.3000000000 -0.0081016461 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Short US 10YR NOTE (CBT) US 10YR NOTE (CBT)Mar22 2022-03-22 -5676601.7000000000 USD -64023.3000000000 N N N CBOT US Long Bond Future N/A US LONG BOND(CBT) Mar22 N/A -49.0000000000 NC USD -101563.2800000000 -0.0128520358 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Short US LONG BOND(CBT) US LONG BOND(CBT) Mar22 2022-03-22 -7759874.2200000000 USD -101563.2800000000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 3.52 10/27/2028 172967LS8 1022000.0000000000 PA USD 1097110.6200000000 0.1388307370 Long DBT CORP US N 2 2028-10-27 Variable 3.520000000000000 N N N N N N Citigroup Mortgage Loan Trust 2019-IMC1 N/A Citigroup Mortgage Loan Trust 2019-IMC1 2.72 17328BAA2 434490.1700000000 PA USD 436312.7700000000 0.0552119561 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.720000000000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 3.75 04/01/2040 20030NDH1 825000.0000000000 PA USD 925363.0300000000 0.1170974277 Long DBT CORP US N 2 2040-04-01 Fixed 3.750000000000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 3.61 09/12/2034 202712BK0 770000.0000000000 PA USD 805867.5200000000 0.1019762089 Long DBT CORP AU N 2 2034-09-12 Variable 3.610000000000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 Crown Castle International Corp 3.30 07/01/2030 22822VAR2 620000.0000000000 PA USD 654721.5400000000 0.0828498716 Long DBT CORP US N 2 2030-07-01 Fixed 3.300000000000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 CubeSmart LP 2.25 12/15/2028 22966RAH9 365000.0000000000 PA USD 365357.9900000000 0.0462331857 Long DBT CORP US N 2 2028-12-15 Fixed 2.250000000000000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 DAE Funding LLC 1.55 08/01/2024 23371DAJ3 429000.0000000000 PA USD 426303.7400000000 0.0539453920 Long DBT CORP AE N 2 2024-08-01 Fixed 1.550000000000000 N N N N N N Deephaven Residential Mortgage Trust 2021-3 N/A Deephaven Residential Mortgage Trust 2021-3 1.55 24381VAC4 1917361.5200000000 PA USD 1897202.3800000000 0.2400760688 Long ABS-MBS CORP US N 2 2066-08-25 Variable 1.554000000000000 N N N N N N Dell International LLC / EMC Corp N/A Dell International LLC / EMC Corp 4.90 10/01/2026 24703TAE6 1305000.0000000000 PA USD 1470783.8500000000 0.1861161511 Long DBT CORP US N 2 2026-10-01 Floating 4.900000000000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 3.96 11/26/2025 251526CB3 1825000.0000000000 PA USD 1928463.6100000000 0.2440319321 Long DBT CORP US N 2 2025-11-26 Variable 3.961000000000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 2.31 11/16/2027 251526CP2 1121000.0000000000 PA USD 1121159.7800000000 0.1418739695 Long DBT CORP US N 2 2027-11-16 Variable 2.311000000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 4.65 05/15/2050 25470DBH1 430000.0000000000 PA USD 505743.7300000000 0.0639978991 Long DBT CORP US N 2 2050-05-15 Fixed 4.650000000000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 4.90 08/01/2041 25746UBM0 550000.0000000000 PA USD 678527.8200000000 0.0858623694 Long DBT CORP US N 2 2041-08-01 Fixed 4.900000000000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 2.25 08/15/2031 25746UDL0 480000.0000000000 PA USD 469253.0000000000 0.0593802837 Long DBT CORP US N 2 2031-08-15 Fixed 2.250000000000000 N N N N N N Dryden Senior Loan Fund 5493002P75UIPU4MC757 Dryden 43 Senior Loan Fund 3.09 26245CBN2 3000000.0000000000 PA USD 2985288.6000000000 0.3777648389 Long ABS-CBDO CORP US N 2 2034-04-20 Fixed 3.093100000000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 2.00 08/15/2031 26442UAL8 1220000.0000000000 PA USD 1193123.9500000000 0.1509804703 Long DBT CORP US N 2 2031-08-15 Floating 2.000000000000000 N N N N N N Duke University Health System Inc SYIJ9BNVFR17R33OPQ57 Duke University Health System Inc 3.92 06/01/2047 26443CAA1 467000.0000000000 PA USD 556201.6700000000 0.0703829554 Long DBT CORP US N 2 2047-06-01 Fixed 3.920000000000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 Duke Energy Florida LLC 1.75 06/15/2030 26444HAJ0 610000.0000000000 PA USD 586103.0800000000 0.0741667441 Long DBT CORP US N 2 2030-06-15 Fixed 1.750000000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 4.85 03/15/2044 29379VBA0 250000.0000000000 PA USD 301653.3100000000 0.0381718585 Long DBT CORP US N 2 2044-03-15 Fixed 4.850000000000001 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 Essential Utilities Inc 2.70 04/15/2030 29670GAD4 560000.0000000000 PA USD 569585.1100000000 0.0720765246 Long DBT CORP US N 2 2030-04-15 Fixed 2.704000000000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 FS KKR Capital Corp 3.13 10/12/2028 302635AK3 977000.0000000000 PA USD 972816.1000000000 0.1231022412 Long DBT CORP US N 2 2028-10-12 Fixed 3.125000000000000 N N N N N N Fannie Mae Connecticut Avenue B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities 2.70 30711XAH7 631028.2300000000 PA USD 640513.5900000000 0.0810519670 Long ABS-MBS CORP US N 2 2024-05-25 Variable 2.702750000000000 N N N N N N FARM 21-1 Mortgage Trust N/A FARM 21-1 Mortgage Trust 2.18 30768WAA6 3570064.9100000000 PA USD 3553899.3000000000 0.4497180596 Long ABS-MBS USGA US N 2 2051-01-25 Variable 2.180000000000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3.69 3137FKZZ2 5000000.0000000000 PA USD 5652206.5000000000 0.7152423648 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 S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 1.52 3137FTBM8 6000000.0000000000 PA USD 5901268.2000000000 0.7467591679 Long ABS-MBS USGA US N 2 2030-03-25 Fixed 1.517000000000000 N N N N N N FirstKey Homes 2020-SFR2 Trust N/A FirstKey Homes 2020-SFR2 Trust 1.97 33767JAG7 1900000.0000000000 PA USD 1852870.1200000000 0.2344661693 Long ABS-MBS CORP US N 2 2037-10-19 Fixed 1.968000000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 4.39 01/08/2026 345397XU2 470000.0000000000 PA USD 506956.1000000000 0.0641513150 Long DBT CORP US N 2 2026-01-08 Fixed 4.389000000000000 N N N N N N GS Mortgage Securities Corp Trust 2017-STAY N/A GS Mortgage Securities Corp Trust 2017-STAY 2.56 36253VAL3 1875000.0000000000 PA USD 1879935.9400000000 0.2378911364 Long ABS-MBS CORP US N 2 2032-07-15 Variable 2.559750000000000 N N N N N N General Motors Co 54930070NSV60J38I987 General Motors Co 5.15 04/01/2038 37045VAP5 1140000.0000000000 PA USD 1376492.4400000000 0.1741843133 Long DBT CORP US N 2 2038-04-01 Fixed 5.150000000000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 Global Payments Inc 2.15 01/15/2027 37940XAG7 600000.0000000000 PA USD 602728.9200000000 0.0762706136 Long DBT CORP US N 2 2027-01-15 Fixed 2.150000000000000 N N N N N N Global Atlantic Fin Co N/A Global Atlantic Fin Co 3.13 06/15/2031 37959GAB3 395000.0000000000 PA USD 391414.4400000000 0.0495304249 Long DBT CORP US N 2 2031-06-15 Fixed 3.125000000000000 N N N N N N Global SC Finance VII Srl N/A Global SC Finance VII Srl 2.17 37959PAA5 1549763.3800000000 PA USD 1548797.7200000000 0.1959881940 Long ABS-MBS CORP US N 2 2040-10-17 Fixed 2.170000000000000 N N N N N N Global SC Finance VII Srl 549300JZYOMTAKV6RT73 Global SC Finance VII Srl 1.95 37959PAG2 1180155.6300000000 PA USD 1167748.4200000000 0.1477693962 Long ABS-MBS CORP US N 2 2041-08-17 Fixed 1.950000000000000 N N N N N N Golden State Tobacco Securitization Corp N/A Golden State Tobacco Securitization Corp 2.75% 06/01/2034 38122NB50 1120000.0000000000 PA USD 1129460.8600000000 0.1429244060 Long DBT MUN US N 2 2034-06-01 Fixed 2.746000000000000 N N N N N N Goldentree Loan Opportunities Ltd 549300IGEA8MXF2YEF61 Goldentree Loan Opportunities X Ltd 1.25 38137PAQ3 1700000.0000000000 PA USD 1700011.3900000000 0.2151230969 Long ABS-CBDO CORP US N 2 2031-07-20 Variable 1.251500000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 4.25 10/21/2025 38141GVR2 1410000.0000000000 PA USD 1539115.1800000000 0.1947629445 Long DBT CORP US N 2 2025-10-21 Fixed 4.250000000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 2.91 07/21/2042 38141GYK4 895000.0000000000 PA USD 891507.4000000000 0.1128132635 Long DBT CORP US N 2 2042-07-21 Variable 2.908000000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 1.95 10/21/2027 38141GYM0 266000.0000000000 PA USD 264950.9400000000 0.0335274617 Long DBT CORP US N 2 2027-10-21 Variable 1.948000000000000 N N N N N N Golub Capital BDC Inc 2549005WE0QLGK9APF78 Golub Capital BDC Inc 2.50 08/24/2026 38173MAB8 277000.0000000000 PA USD 272511.3200000000 0.0344841684 Long DBT CORP US N 2 2026-08-24 Fixed 2.500000000000000 N N N N N N Goodgreen Trust N/A Goodgreen 2020-1 Trust 2.63 38217TAA3 1272601.0800000000 PA USD 1272980.9500000000 0.1610857468 Long ABS-MBS CORP US N 2 2055-04-15 Fixed 2.630000000000000 N N N N N N Goodgreen 2021-1 Trust N/A Goodgreen 2021-1 Trust 2.66 38217UAA0 823761.8300000000 PA USD 816444.5200000000 0.1033146452 Long ABS-MBS CORP US N 2 2056-10-15 Fixed 2.660000000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 2.80 05/24/2032 404280CT4 440000.0000000000 PA USD 441826.0500000000 0.0559096185 Long DBT CORP GB N 2 2032-05-24 Variable 2.804000000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 1.16 11/22/2024 404280CW7 1142000.0000000000 PA USD 1139089.2100000000 0.1441427981 Long DBT CORP GB N 2 2024-11-22 Variable 1.162000000000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 HP Inc 2.65 06/17/2031 40434LAG0 940000.0000000000 PA USD 927721.6100000000 0.1173958875 Long DBT CORP US N 2 2031-06-17 Floating 2.650000000000000 N N N N N N Hercules Capital Inc 549300UJ5OC256GR2B73 Hercules Capital Inc 4.63 10/23/2022 427096AG7 1062000.0000000000 PA USD 1082900.9000000000 0.1370326085 Long DBT CORP US N 2 2022-10-23 Fixed 4.625000000000000 N N N N N N Hercules Capital Inc 549300UJ5OC256GR2B73 Hercules Capital Inc 2.63 09/16/2026 427096AH5 521000.0000000000 PA USD 516933.0600000000 0.0654138210 Long DBT CORP US N 2 2026-09-16 Fixed 2.625000000000000 N N N N N N Hill City Funding Trust N/A Hill City Funding Trust 4.05 08/15/2041 43137PAA8 1108000.0000000000 PA USD 1073573.7000000000 0.1358523246 Long DBT CORP US N 2 2041-08-15 Fixed 4.046000000000000 N N N N N N Hilton Grand Vacations Trust 2017-A N/A Hilton Grand Vacations Trust 2017-A 2.66 43283AAA3 1002713.0600000000 PA USD 1016935.8400000000 0.1286852480 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 Hilton Grand Vacations Trust 2019-A 2.54 43284HAB5 1583325.4000000000 PA USD 1601181.5100000000 0.2026169514 Long ABS-MBS CORP US N 2 2033-07-25 Fixed 2.540000000000000 N N N N N N Imperial Fund Mortgage Trust 2021-NQM1 N/A Imperial Fund Mortgage Trust 2021-NQM1 1.62 452764AC7 757028.8000000000 PA USD 746980.0000000000 0.0945244555 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.617000000000000 N N N N N N Instar Leasing III, LLC N/A InStar Leasing III LLC 2.30 45783NAA5 2486928.5500000000 PA USD 2475218.8500000000 0.3132195159 Long ABS-MBS CORP US N 2 2054-02-15 Fixed 2.300000000000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp 2.80 08/12/2041 458140BV1 990000.0000000000 PA USD 989534.7900000000 0.1252178602 Long DBT CORP US N 2 2041-08-12 Fixed 2.800000000000000 N N N N N N Chase Mortgage Finance Corp N/A Chase Mortgage Finance Corp 1.25 46591HBX7 746504.6200000000 PA USD 748714.9500000000 0.0947439998 Long ABS-MBS CORP US N 2 2050-02-25 Variable 1.249670000000000 N N N N N N JP Morgan Mortgage Trust 2014-5 N/A JP Morgan Mortgage Trust 2014-5 2.87 46643KAA9 957127.1400000000 PA USD 972282.2000000000 0.1230346804 Long ABS-MBS CORP US N 2 2029-10-25 Variable 2.866528000000000 N N N N N N JP Morgan Mortgage Trust 2016-1 N/A JP Morgan Mortgage Trust 2016-1 3.50 46646BAG3 1745763.2000000000 PA USD 1770819.0900000000 0.2240832556 Long ABS-MBS CORP US N 2 2046-05-25 Variable 3.500000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 1.58 04/22/2027 46647PCB0 485000.0000000000 PA USD 479536.3100000000 0.0606815558 Long DBT CORP US N 2 2027-04-22 Variable 1.578000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 3.16 04/22/2042 46647PCD6 705000.0000000000 PA USD 737314.5000000000 0.0933013623 Long DBT CORP US N 2 2042-04-22 Variable 3.157000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 2.07 06/01/2029 46647PCJ3 3339000.0000000000 PA USD 3313656.9600000000 0.4193172773 Long DBT CORP US N 2 2029-06-01 Variable 2.069000000000000 N N N N N N JP Morgan Mortgage Trust 2017-1 N/A JP Morgan Mortgage Trust 2017-1 3.47 46648CAB0 748953.4000000000 PA USD 752517.9700000000 0.0952252421 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.468531000000000 N N N N N N KKR CLO Trust 549300GKHET0CQ690V42 KKR CLO Ltd 22 1.28 48252WAA1 2250000.0000000000 PA USD 2251821.8300000000 0.2849503766 Long ABS-CBDO CORP US N 2 2031-07-20 Variable 1.281500000000000 N N N N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 LXP Industrial Trust 2.38 10/01/2031 529537AA0 975000.0000000000 PA USD 936617.4700000000 0.1185215887 Long DBT CORP US N 2 2031-10-01 Floating 2.375000000000000 N N N N N N MF1 2021-FL7 Ltd N/A MF1 2021-FL7 Ltd 1.56 55284AAC2 2300000.0000000000 PA USD 2292726.4800000000 0.2901265390 Long ABS-CBDO CORP US N 2 2036-10-16 Variable 1.557500000000000 N N N N N N MVW 2019-2 LLC N/A MVW 2019-2 LLC 2.22 55400DAA9 1154848.9300000000 PA USD 1168765.0900000000 0.1478980478 Long ABS-MBS CORP US N 2 2038-10-20 Fixed 2.220000000000000 N N N N N N Magnetite CLO Ltd 549300NJNSVWVLHGRY73 Magnetite VIII Ltd 1.10 55952YAP2 2500000.0000000000 PA USD 2501477.5000000000 0.3165423419 Long ABS-CBDO CORP US N 2 2031-04-15 Variable 1.103750000000000 N N N N N N Magnetite Xxix Ltd 549300XSCWZTP19VRZ67 Magnetite Xxix Ltd 1.52 55955KAC8 2600000.0000000000 PA USD 2595342.1000000000 0.3284201703 Long ABS-CBDO CORP US N 2 2034-01-15 Variable 1.523750000000000 N N N N N N Main Street Capital Corp 5493001FS9QJLJNF3E20 Main Street Capital Corp 3.00 07/14/2026 56035LAE4 471000.0000000000 PA USD 472874.9500000000 0.0598386130 Long DBT CORP US N 2 2026-07-14 Fixed 3.000000000000000 N N N N N N Marathon CLO Ltd 549300PRAU42OGUUTY83 Marathon Clo 2021-17 Ltd 4.03 56578AAN1 3000000.0000000000 PA USD 3004286.6100000000 0.3801688880 Long ABS-CBDO CORP US N 2 2035-01-20 Fixed 4.030000000000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 Mondelez International Inc 2.75 04/13/2030 609207AT2 237000.0000000000 PA USD 244498.5700000000 0.0309393748 Long DBT CORP US N 2 2030-04-13 Fixed 2.750000000000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 Moody's Corp 3.10 11/29/2061 615369AX3 400000.0000000000 PA USD 397737.9500000000 0.0503306155 Long DBT CORP US N 2 2061-11-29 Fixed 3.100000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 2.24 07/21/2032 61747YED3 180000.0000000000 PA USD 176245.2300000000 0.0223024504 Long DBT CORP US N 2 2032-07-21 Variable 2.239000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 2.48 09/16/2036 61747YEF8 903000.0000000000 PA USD 870497.3200000000 0.1101546028 Long DBT CORP US N 2 2036-09-16 Variable 2.484000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 1.59 05/04/2027 61772BAB9 1938000.0000000000 PA USD 1919918.2300000000 0.2429505814 Long DBT CORP US N 2 2027-05-04 Variable 1.593000000000000 N N N N N N Mosaic Solar Loan Trust 2021-1 N/A Mosaic Solar Loan Trust 2021-1 1.51 61947DAA7 2081530.4000000000 PA USD 2025173.1700000000 0.2562697678 Long ABS-MBS CORP US N 2 2046-12-20 Fixed 1.510000000000000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A NXP BV / NXP Funding LLC / NXP USA Inc 4.30 06/18/2029 62954HAB4 350000.0000000000 PA USD 392500.0200000000 0.0496677966 Long DBT CORP NL N 2 2029-06-18 Fixed 4.300000000000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 2.33 08/21/2030 632525AU5 515000.0000000000 PA USD 493946.9200000000 0.0625051054 Long DBT CORP AU N 2 2030-08-21 Fixed 2.332000000000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 2.99 05/21/2031 632525AY7 53000.0000000000 PA USD 53209.6900000000 0.0067332686 Long DBT CORP AU N 2 2031-05-21 Fixed 2.990000000000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 Nationwide Building Society 4.13 10/18/2032 63859WAF6 980000.0000000000 PA USD 1045604.5300000000 0.1323130457 Long DBT CORP GB N 2 2032-10-18 Variable 4.125000000000000 N N N N N N New Residential Mortgage Loan Trust 2020-NQM N/A New Residential Mortgage Loan Trust 2020-NQM 2.89 64830UAB1 2090000.0000000000 PA USD 2112277.7300000000 0.2672921661 Long ABS-MBS CORP US N 2 2060-05-24 Variable 2.890770000000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 3.55 05/01/2027 65339KAT7 400000.0000000000 PA USD 433641.4400000000 0.0548739203 Long DBT CORP US N 2 2027-05-01 Fixed 3.550000000000000 N N N N N N Office Properties Income Trust N/A Office Properties Income Trust 2.40 02/01/2027 67623CAE9 608000.0000000000 PA USD 588924.6900000000 0.0745237967 Long DBT CORP US N 2 2027-02-01 Fixed 2.400000000000000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A Ontario Teachers' Cadillac Fairview Properties Trust 2.50 10/15/2031 68327LAD8 474000.0000000000 PA USD 472345.9600000000 0.0597716735 Long DBT CORP CA N 2 2031-10-15 Fixed 2.500000000000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 3.60 04/01/2040 68389XBW4 1075000.0000000000 PA USD 1079947.2800000000 0.1366588511 Long DBT CORP US N 2 2040-04-01 Fixed 3.600000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 6.70 02/16/2032 71643VAA3 425000.0000000000 PA USD 430089.3800000000 0.0544244350 Long DBT CORP MX N 2 2032-02-16 Fixed 6.700000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 3.50 01/30/2023 71654QBG6 331000.0000000000 PA USD 334745.2700000000 0.0423593863 Long DBT CORP MX N 2 2023-01-30 Fixed 3.500000000000000 N N N N N N PG&E Energy Recovery Funding LLC N/A PG&E Energy Recovery Funding LLC 2.82 07/15/2048 71710TAC2 1400000.0000000000 PA USD 1395169.2200000000 0.1765477132 Long DBT CORP US N 2 2048-07-15 Fixed 2.822000000000000 N N N N N N Phillips Edison Grocery Center Operating Partnership I LP 549300WUPIVS6ZE0ZI51 Phillips Edison Grocery Center Operating Partnership I LP 2.63 11/15/2031 71845JAA6 367000.0000000000 PA USD 357479.4700000000 0.0452362208 Long DBT CORP US N 2 2031-11-15 Floating 2.625000000000000 N N N N N N Physicians Realty LP 549300P6Q1UMT0X60U20 Physicians Realty LP 2.63 11/01/2031 71951QAC6 697000.0000000000 PA USD 696921.1800000000 0.0881899048 Long DBT CORP US N 2 2031-11-01 Fixed 2.625000000000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 Piedmont Operating Partnership LP 2.75 04/01/2032 720198AF7 650000.0000000000 PA USD 637123.8300000000 0.0806230195 Long DBT CORP US N 2 2032-04-01 Fixed 2.750000000000000 N N N N N N Progress Residential 2021-SFR1 N/A Progress Residential 2021-SFR1 1.81 74331FAG6 1500000.0000000000 PA USD 1438763.4000000000 0.1820642145 Long ABS-MBS CORP US N 2 2038-04-17 Fixed 1.805000000000000 N N N N N N Progress Residential 2019-SFR1 Trust N/A Progress Residential 2019-SFR1 Trust 3.42 74333BAA6 2997039.9600000000 PA USD 3002696.8700000000 0.3799677188 Long ABS-MBS CORP US N 2 2035-08-17 Fixed 3.422000000000000 N N N N N N Progress Residential 2021-SFR2 Trust N/A Progress Residential 2021-SFR2 Trust 2.00 74333DAE4 7625000.0000000000 PA USD 7468561.6900000000 0.9450878564 Long ABS-MBS CORP US N 2 2038-04-19 Fixed 1.997000000000000 N N N N N N Progress Residential 2021-SFR8 Trust N/A Progress Residential 2021-SFR8 Trust 2.38 74333TAJ8 1600000.0000000000 PA USD 1562020.4800000000 0.1976614305 Long ABS-MBS CORP US N 2 2038-10-17 Fixed 2.382000000000000 N N N N N N Prospect Capital Corp 549300FSD8T39P5Q0O47 Prospect Capital Corp 3.71 01/22/2026 74348TAU6 745000.0000000000 PA USD 758360.6600000000 0.0959645887 Long DBT CORP US N 2 2026-01-22 Fixed 3.706000000000000 N N N N N N Prospect Capital Corp 549300FSD8T39P5Q0O47 Prospect Capital Corp 3.44 10/15/2028 74348TAW2 720000.0000000000 PA USD 693386.2200000000 0.0877425833 Long DBT CORP US N 2 2028-10-15 Fixed 3.437000000000000 N N N N N N Qorvo Inc 254900YAUJV2EUEVBR11 Qorvo Inc 4.38 10/15/2029 74736KAH4 735000.0000000000 PA USD 781213.1300000000 0.0988563894 Long DBT CORP US N 2 2029-10-15 Fixed 4.375000000000000 N N N N N N Qorvo Inc 254900YAUJV2EUEVBR11 Qorvo Inc 3.38 04/01/2031 74736KAJ0 515000.0000000000 PA USD 525075.9800000000 0.0664442436 Long DBT CORP US N 2 2031-04-01 Fixed 3.375000000000000 N N N N N N Rexford Industrial Realty LP 549300028US163ELJN70 Rexford Industrial Realty LP 2.15 09/01/2031 76169XAB0 901000.0000000000 PA USD 851697.4200000000 0.1077756230 Long DBT CORP US N 2 2031-09-01 Fixed 2.150000000000000 N N N N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 Rockford Tower CLO 2017-1 Ltd 1.78 77340EAY2 3000000.0000000000 PA USD 2986140.6000000000 0.3778726528 Long ABS-CBDO CORP US N 2 2034-04-20 Variable 1.781500000000000 N N N N N N Rockford Tower CLO Ltd N/A Rockford Tower CLO 2020-1 Ltd 1.93 77341EAC9 1800000.0000000000 PA USD 1801202.9400000000 0.2279280933 Long ABS-CBDO CORP US N 2 2032-01-20 Variable 1.931500000000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 Rogers Communications Inc 3.00 03/15/2023 775109AW1 2490000.0000000000 PA USD 2537402.3500000000 0.3210883497 Long DBT CORP CA N 2 2023-03-15 Fixed 3.000000000000000 N N N N N N SG Residential Mortgage Trust 2021-1 N/A SG Residential Mortgage Trust 2021-1 1.56 784212AC6 1579949.0900000000 PA USD 1560072.0700000000 0.1974148745 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.560000000000000 N N N N N N SBL Holdings Inc N/A SBL Holdings Inc 5.13 11/13/2026 78432MAA3 540000.0000000000 PA USD 588013.9800000000 0.0744085535 Long DBT CORP US N 2 2026-11-13 Floating 5.125000000000000 N N N N N N SLG Office Trust 2021-OVA N/A SLG Office Trust 2021-OVA 2.85 78449RAG0 2815000.0000000000 PA USD 2847579.6800000000 0.3603388561 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.850610000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 5.63 03/01/2025 785592AM8 950000.0000000000 PA USD 1055464.1600000000 0.1335607044 Long DBT CORP US N 2 2025-03-01 Fixed 5.625000000000000 N N N N N N Safehold Operating Partnership LP 54930012UY5Z4Q8NL108 Safehold Operating Partnership LP 2.85 01/15/2032 78646UAB5 837000.0000000000 PA USD 821418.1500000000 0.1039440191 Long DBT CORP US N 2 2032-01-15 Fixed 2.850000000000000 N N N N N N Sammons Financial Group Inc N/A Sammons Financial Group Inc 3.35 04/16/2031 79588TAD2 184000.0000000000 PA USD 185592.1600000000 0.0234852310 Long DBT CORP US N 2 2031-04-16 Fixed 3.350000000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 3.25 06/15/2027 816851BA6 350000.0000000000 PA USD 369443.4500000000 0.0467501686 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 Sequoia Mortgage Trust 2017-7 3.50 81746GAG8 1141517.8600000000 PA USD 1150055.2700000000 0.1455304669 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 Sequoia Mortgage Trust 2019-4 3.50 81748JAG0 4728655.7500000000 PA USD 4769248.9000000000 0.6035110114 Long ABS-MBS CORP US N 2 2049-11-25 Variable 3.500000000000000 N N N N N N Sequoia Mortgage Trust 2021-5 N/A Sequoia Mortgage Trust 2021-5 2.50 81748XAD6 2749226.6300000000 PA USD 2775281.0500000000 0.3511900319 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.500000000000000 N N N N N N ServiceMaster Funding LLC N/A ServiceMaster Funding LLC 2.84 81761TAA3 1860937.5000000000 PA USD 1853016.7900000000 0.2344847293 Long ABS-MBS CORP US N 2 2051-01-30 Fixed 2.841000000000000 N N N N N N Sierra Timeshare 2019-3 Receivables Funding LLC N/A Sierra Timeshare 2019-3 Receivables Funding LLC 2.75 82652NAB4 2187786.1500000000 PA USD 2215420.5100000000 0.2803440753 Long ABS-MBS CORP US N 2 2036-08-20 Fixed 2.750000000000000 N N N N N N Sierra Timeshare 2021-1 Receivables Funding LLC N/A Sierra Timeshare 2021-1 Receivables Funding LLC 1.34 82652QAB7 3713013.8800000000 PA USD 3661714.8800000000 0.4633612750 Long ABS-MBS CORP US N 2 2037-11-20 Fixed 1.340000000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 5.00 01/17/2024 83367TBG3 1840000.0000000000 PA USD 1959462.5700000000 0.2479546072 Long DBT CORP FR N 2 2024-01-17 Fixed 5.000000000000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 Southern Co Gas Capital Corp 3.95 10/01/2046 8426EPAB4 300000.0000000000 PA USD 330095.1400000000 0.0417709488 Long DBT CORP US N 2 2046-10-01 Fixed 3.950000000000000 N N N N N N Starwood Mortgage Residential Trust 2020-2 N/A Starwood Mortgage Residential Trust 2020-2 3.00 85573DAU3 3765000.0000000000 PA USD 3775343.9600000000 0.4777401431 Long ABS-MBS CORP US N 2 2060-04-25 Variable 3.000000000000000 N N N N N N STAR 2021-1 Trust N/A STAR 2021-1 Trust 1.22 85573GAA0 2163532.5000000000 PA USD 2158130.5900000000 0.2730944856 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.219000000000000 N N N N N N Stewart Information Services Corp 529900TV1XI0PLKENU10 Stewart Information Services Corp 3.60 11/15/2031 86038AAA0 908000.0000000000 PA USD 920396.1600000000 0.1164689093 Long DBT CORP US N 2 2031-11-15 Fixed 3.600000000000000 N N N N N N STORE Capital Corp 5493004EA6C9IHDZ7N66 STORE Capital Corp 2.70 12/01/2031 862121AD2 377000.0000000000 PA USD 369075.5800000000 0.0467036175 Long DBT CORP US N 2 2031-12-01 Fixed 2.700000000000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 T-Mobile USA Inc 3.40 10/15/2052 87264ACM5 500000.0000000000 PA USD 498624.1700000000 0.0630969747 Long DBT CORP US N 2 2052-10-15 Fixed 3.400000000000000 N N N N N N Taco Bell Funding LLC N/A Taco Bell Funding LLC 2.54 87342RAJ3 2370000.0000000000 PA USD 2324668.7700000000 0.2941685850 Long ABS-MBS CORP US N 2 2051-08-25 Fixed 2.542000000000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 Telefonica Emisiones SA 4.90 03/06/2048 87938WAW3 1275000.0000000000 PA USD 1537281.7700000000 0.1945309409 Long DBT CORP ES N 2 2048-03-06 Fixed 4.895000000000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 Tennessee Valley Authority 4.70 07/15/2033 880591DV1 2400000.0000000000 PA USD 3103380.1200000000 0.3927083938 Long DBT USGA US N 2 2033-07-15 Fixed 4.700000000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 4.50 09/15/2042 88732JBD9 1155000.0000000000 PA USD 1261924.7100000000 0.1596866664 Long DBT CORP US N 2 2042-09-15 Fixed 4.500000000000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A Transcontinental Gas Pipe Line Co LLC 3.25 05/15/2030 893574AP8 400000.0000000000 PA USD 422076.3400000000 0.0534104477 Long DBT CORP US N 2 2030-05-15 Fixed 3.250000000000000 N N N N N N Treman Park CLO 549300E4DX3Q8L455K94 Treman Park CLO Ltd 1.20 89473LAH7 1359759.4000000000 PA USD 1359217.9400000000 0.1719983609 Long ABS-CBDO CORP US N 2 2028-10-20 Variable 1.201500000000000 N N N N N N Tricon American Homes 2020-SFR2 Trust N/A Tricon American Homes 2020-SFR2 Trust 1.83 89613JAC4 2200000.0000000000 PA USD 2132422.3800000000 0.2698413135 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 1.832000000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 1.49 08/10/2027 902613AH1 725000.0000000000 PA USD 707625.7700000000 0.0895444866 Long DBT CORP CH N 2 2027-08-10 Variable 1.494000000000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 2.49 11/03/2036 91159HJB7 785000.0000000000 PA USD 782842.5200000000 0.0990625759 Long DBT CORP US N 2 2036-11-03 Variable 2.491000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 3.63 04/15/2028 912810FD5 3756543.5000000000 PA USD 4993300.3200000000 0.6318629599 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 United States Treasury Inflation Indexed Bonds 2.00 01/15/2026 912810FS2 16208037.9900000000 PA USD 18760485.8100000000 2.3739922163 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 United States Treasury Inflation Indexed Bonds 2.38 01/15/2027 912810PS1 6151913.4700000000 PA USD 7433117.2400000000 0.9406026395 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 United States Treasury Inflation Indexed Bonds 1.75 01/15/2028 912810PV4 10375183.5200000000 PA USD 12452871.1900000000 1.5758130986 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 United States Treasury Inflation Indexed Bonds 2.50 01/15/2029 912810PZ5 3833793.2500000000 PA USD 4903852.7500000000 0.6205440721 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 United States Treasury Inflation Indexed Bonds 2.13 02/15/2040 912810QF8 2304144.0000000000 PA USD 3530849.5500000000 0.4468012947 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 United States Treasury Inflation Indexed Bonds 2.13 02/15/2041 912810QP6 2256468.1200000000 PA USD 3497262.4100000000 0.4425511058 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 United States Treasury Inflation Indexed Bonds 0.75 02/15/2042 912810QV3 19206722.7000000000 PA USD 24306358.9900000000 3.0757789342 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 United States Treasury Inflation Indexed Bonds 0.63 02/15/2043 912810RA8 17546921.2100000000 PA USD 21845625.9800000000 2.7643924876 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 United States Treasury Inflation Indexed Bonds 1.38 02/15/2044 912810RF7 12702505.0000000000 PA USD 18154708.3700000000 2.2973358364 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 United States Treasury Inflation Indexed Bonds 0.75 02/15/2045 912810RL4 16155425.0000000000 PA USD 20828903.0200000000 2.6357341780 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 United States Treasury Inflation Indexed Bonds 1.00 02/15/2046 912810RR1 233538.0000000000 PA USD 319671.6600000000 0.0404519393 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 United States Treasury Inflation Indexed Bonds 1.00 02/15/2048 912810SB5 1121980.0000000000 PA USD 1576165.3400000000 0.1994513515 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 United States Treasury Inflation Indexed Bonds 1.00 02/15/2049 912810SG4 219902.0000000000 PA USD 312732.1500000000 0.0395737988 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 United States Treasury Inflation Indexed Bonds 0.25 02/15/2050 912810SM1 9448772.6000000000 PA USD 11458250.3400000000 1.4499516375 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 United States Treasury Inflation Indexed Bonds 0.13 02/15/2051 912810SV1 8767275.0000000000 PA USD 10406029.3200000000 1.3168013269 Long DBT UST US N 2 2051-02-15 Fixed 0.125000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 0.38 07/15/2027 9128282L3 13742257.5000000000 PA USD 15253835.7400000000 1.9302531759 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 United States Treasury Inflation Indexed Bonds 0.50 01/15/2028 9128283R9 17441968.5000000000 PA USD 19526671.4700000000 2.4709469973 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 United States Treasury Inflation Indexed Bonds 0.25 07/15/2029 9128287D6 12763352.0000000000 PA USD 14310827.3800000000 1.8109228702 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 United States Treasury Inflation Indexed Bonds 0.25 01/15/2025 912828H45 5840650.0000000000 PA USD 6258989.7100000000 0.7920260170 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 United States Treasury Inflation Indexed Bonds 0.63 01/15/2026 912828N71 21134041.5000000000 PA USD 23218733.5800000000 2.9381484760 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 United States Treasury Inflation Indexed Bonds 0.13 07/15/2026 912828S50 8656950.0000000000 PA USD 9402534.7500000000 1.1898169662 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 United States Treasury Inflation Indexed Bonds 0.38 01/15/2027 912828V49 1145380.0000000000 PA USD 1260376.8400000000 0.1594907956 Long DBT UST US N 2 2027-01-15 Fixed 0.375000000000000 N N N N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 2.50 09/03/31 SLWS0QPF1 10000000.0000000000 OU Swap Contract Amount USD 435983.19999999925 0.0551702517 N/A DCO CORP US N 2 2031-09-03 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 2031-09-03 608.000000000000 USD 0.000000000000 USD 10000000.0000000000 USD 435375.2 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 2.27 01/26/24 SL9K0IAE1 5000000.0000000000 OU Swap Contract Amount USD 316287.8499999996 0.0400237447 N/A DCO CORP US N 2 2024-01-26 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 2024-01-26 517.000000000000 USD 0.000000000000 USD 5000000.0000000000 USD 315770.85 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 2.21 01/19/24 SL4G4P857 22000000.0000000000 OU Swap Contract Amount USD 1433138.5199999996 0.1813524301 N/A DCO CORP US N 2 2024-01-19 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 2024-01-19 574.800000000745 USD 0.000000000000 USD 22000000.0000000000 USD 1432563.72 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 2.24 01/12/26 SL0X0ISZ6 9000000.0000000000 OU Swap Contract Amount USD 701673.4800000004 0.0887912710 N/A DCO CORP US N 2 2026-01-12 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 2026-01-12 554.900000000372 USD 0.000000000000 USD 9000000.0000000000 USD 701118.58 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 2.51 08/27/31 SL0H02DO7 7500000.0000000000 OU Swap Contract Amount USD 327437.6299999999 0.0414346618 N/A DCO CORP US N 2 2031-08-27 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 2031-08-27 581.000000000000 USD 0.000000000000 USD 7500000.0000000000 USD 326856.63 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 2.70 08/27/26 SL0H02DX7 15000000.0000000000 OU Swap Contract Amount USD 444011.0999999996 0.0561861194 N/A DCO CORP US N 2 2026-08-27 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 2026-08-27 591.500000000000 USD 0.000000000000 USD 15000000.0000000000 USD 443419.6 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 2.33 02/02/26 SL0Y0L939 20000000.0000000000 OU Swap Contract Amount USD 1462304.3999999985 0.1850431433 N/A DCO CORP US N 2 2026-02-02 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 2026-02-02 622.000000000000 USD 0.000000000000 USD 20000000.0000000000 USD 1461682.4 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 2.26 02/01/25 SL0W0QJZ0 12000000.0000000000 OU Swap Contract Amount USD 850771.0800000001 0.1076584019 N/A DCO CORP US N 2 2025-02-01 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 2025-02-01 573.199999999254 USD 0.000000000000 USD 12000000.0000000000 USD 850197.88 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 INFL 2.90 12/21/27 SL470T3E9 15100000.0000000000 OU Swap Contract Amount USD -2764196.49 -0.3497873679 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 -2764196.49 N N N Bank of America B4TYDEB6GKMZO031MB27 INFL 2.67 04/01/22 SL6H1P534 5000000.0000000000 OU Swap Contract Amount USD -390323.9500000002 -0.0493924320 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 -390323.95 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 INFL 2.59 07/23/24 SL7Z00869 2300000.0000000000 OU Swap Contract Amount USD -55980.06999999983 -0.0070838384 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 -55980.07 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 INFL 2.78 07/02/44 SL7Z00836 3600000.0000000000 OU Swap Contract Amount USD -563825.8399999999 -0.0713477342 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 -563825.84 N N N Bank of America B4TYDEB6GKMZO031MB27 INFL 2.53 08/19/24 SL7Z00893 4000000.0000000000 OU Swap Contract Amount USD -66897.24000000022 -0.0084653206 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 -66897.24 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 INFL 2.39 09/19/24 SL7Z008F9 6000000.0000000000 OU Swap Contract Amount USD 12933.179999999702 0.0016365924 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 12933.18 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 INFL 2.31 09/30/24 SL7Z008L6 3600000.0000000000 OU Swap Contract Amount USD 43286.62000000011 0.0054775820 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 43286.62 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 INFL 2.36 09/29/24 SL7Z008I3 6500000.0000000000 OU Swap Contract Amount USD 36203.50999999978 0.0045812700 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 36203.51 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 INFL 1.87 05/23/26 SL7Z00T17 1500000.0000000000 OU Swap Contract Amount USD 176378.81000000006 0.0223193539 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 176378.81 N N N Bank of America B4TYDEB6GKMZO031MB27 INFL 1.79 08/27/25 SL7Z00SM2 3000000.0000000000 OU Swap Contract Amount USD 308266.3500000001 0.0390086868 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 308266.35 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 INFL 1.92 05/31/26 SL7Z00T41 13000000.0000000000 OU Swap Contract Amount USD 1445916.9399999995 0.1829694388 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 1445916.94 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 INFL 1.77 06/16/26 SL7Z00T74 12500000.0000000000 OU Swap Contract Amount USD 1592001.3800000008 0.2014552780 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 1592001.38 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 INFL 2.25 11/15/26 SL604D030 2500000.0000000000 OU Swap Contract Amount USD 183927.3799999999 0.0232745662 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 183927.38 N N N Goldman Sachs Group Inc/The FOR8UP27PHTHYVLBNG30 INFL 2.28 11/16/26 SL1T3R255 2500000.0000000000 OU Swap Contract Amount USD 173548.8999999999 0.0219612510 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 173548.9 N N N Bank of America B4TYDEB6GKMZO031MB27 INFL 2.22 04/13/27 SL6V46O07 1750000.0000000000 OU Swap Contract Amount USD 128202.3899999999 0.0162230061 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 128202.39 N N N Bank of America B4TYDEB6GKMZO031MB27 INFL 2.24 04/11/27 SL7Z00UG2 7000000.0000000000 OU Swap Contract Amount USD 495425.83999999985 0.0626922511 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 495425.84 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 INFL 2.15 11/20/27 SLP71H6D0 5000000.0000000000 OU Swap Contract Amount USD 446989.25 0.0565629809 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 447543.25 N N N Bank of America B4TYDEB6GKMZO031MB27 INFL 2.24 04/28/27 SL8J2QPE9 4000000.0000000000 OU Swap Contract Amount USD 286955.5999999996 0.0363119787 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 286955.6 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 INFL 2.31 03/28/28 SLF031DE9 11500000.0000000000 OU Swap Contract Amount USD 775989.6400000006 0.0981953977 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 624.199999999254 USD 11500000.0000000000 USD 776613.84 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 INFL 1.71 06/20/24 SLF03DCI5 12600000.0000000000 OU Swap Contract Amount USD 1076640.3900000006 0.1362403901 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 600.800000000745 USD 12600000.0000000000 USD 1077241.19 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.78 06/06/24 SLXC06HC5 19000000.0000000000 OU Swap Contract Amount USD 1575983.120000001 0.1994282929 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 653.899999998509 USD 19000000.0000000000 USD 1576637.02 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.86 07/30/24 SL0X06YO0 12500000.0000000000 OU Swap Contract Amount USD 973276 0.1231604379 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 601.250000000000 USD 12500000.0000000000 USD 973877.25 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.86 08/01/24 SL6J44N59 13600000.0000000000 OU Swap Contract Amount USD 1060783.2699999996 0.1342337961 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 610.160000000149 USD 13600000.0000000000 USD 1061393.43 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.80 10/21/29 SL474BO35 6100000.0000000000 OU Swap Contract Amount USD 800244.5999999996 0.1012646725 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 565.879999999888 USD 6100000.0000000000 USD 800810.48 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.88 11/21/29 SL1S54L30 1000000.0000000000 OU Swap Contract Amount USD 123809.6000000001 0.0156671330 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 516.199999999953 USD 1000000.0000000000 USD 124325.8 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.62 10/17/24 SL1T4R2O3 12500000.0000000000 OU Swap Contract Amount USD 1173147 0.1484525441 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 601.250000000000 USD 12500000.0000000000 USD 1173748.25 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.79 10/16/29 SL6J45VQ1 6100000.0000000000 OU Swap Contract Amount USD 802544.8499999996 0.1015557511 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 574.419999999925 USD 6100000.0000000000 USD 803119.27 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.29 05/19/30 SLYP0FI75 3000000.0000000000 OU Swap Contract Amount USD 569853.7799999998 0.0721105227 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 2030-05-19 532.399999999906 USD 0.000000000000 USD 3000000.0000000000 USD 569321.38 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.87 11/25/29 SLFD07JJ4 5000000.0000000000 OU Swap Contract Amount USD 625527.75 0.0791556266 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 554.000000000000 USD 5000000.0000000000 USD 626081.75 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.08 06/04/25 SL2I4BCO0 4000000.0000000000 OU Swap Contract Amount USD 534300 0.0676114709 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 2025-06-04 524.399999999906 USD 0.000000000000 USD 4000000.0000000000 USD 533775.6 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 ZC 1.63 06/25/30 SLA11X4L8 8000000.0000000000 OU Swap Contract Amount USD 1348153.7599999998 0.1705982758 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 2030-06-25 586.400000000372 USD 0.000000000000 USD 8000000.0000000000 USD 1347567.36 N N N 2022-02-22 American Century Variable Portfolios II, Inc. Amy R. Bitter Amy R. Bitter Assistant Treasurer