# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-055031
**Filing Date:** 2026-5
**Character Count:** 430063
**Document Hash:** cda252018a4f226f601bf8fd59918bae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055031.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055031

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 261033025

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### CTIVP - Fidelity Institutional AM Total Bond Fund (Series ID: S000028684)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000087786 | CTIVP - Fidelity Institutional AM Total Bond Fund Class 1 |  |
| C000087787 | CTIVP - Fidelity Institutional AM Total Bond Fund Class 2 |  |

## Nport-Ex

![](imgfc8808e11.jpg)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund

(formerly CTIVP<sup>®</sup> – American Century Diversified Bond Fund)

**First Quarter Report**

March 31, 2026 (Unaudited)

Please remember that you may not buy (nor will you own) shares of the Fund directly. The Fund is available through variable annuity contracts and variable life insurance policies offered by the separate accounts of participating insurance companies as well as qualified pension and retirement plans. Please contact your financial advisor or insurance representative for more information.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Not FDIC or NCUA Insured** | **No Financial Institution Guarantee** | **May Lose Value** |

---

------

Portfolio of Investments

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency 6.2%** | **Asset-Backed Securities - Non-Agency 6.2%** | **Asset-Backed Securities - Non-Agency 6.2%** | **Asset-Backed Securities - Non-Agency 6.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Castlelake Aircraft Securitization Trust<sup>(a)</sup>  | Castlelake Aircraft Securitization Trust<sup>(a)</sup>  | Castlelake Aircraft Securitization Trust<sup>(a)</sup>  | Castlelake Aircraft Securitization Trust<sup>(a)</sup>  |
| Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A |
| 06/15/2043 | &nbsp;&nbsp; 4.125% | 710493 | &nbsp;&nbsp; 706953 |
| CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  |
| Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 | Series 2024-1 Class A2 |
| 03/22/2049 | &nbsp;&nbsp; 4.760% | 12655000 | &nbsp;&nbsp; 12402290 |
| Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 |
| 05/20/2049 | &nbsp;&nbsp; 4.500% | 4300000 | &nbsp;&nbsp; 4181369 |
| DI Issuer LLC<sup>(a)</sup>  | DI Issuer LLC<sup>(a)</sup>  | DI Issuer LLC<sup>(a)</sup>  | DI Issuer LLC<sup>(a)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 09/15/2051 | &nbsp;&nbsp; 3.722% | 12241431 | &nbsp;&nbsp; 11692958 |
| FinBe USA Trust<sup>(a)</sup>  | FinBe USA Trust<sup>(a)</sup>  | FinBe USA Trust<sup>(a)</sup>  | FinBe USA Trust<sup>(a)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 12/15/2028 | &nbsp;&nbsp; 5.700% | 6652008 | &nbsp;&nbsp; 6652215 |
| FIP Master Funding LLC<sup>(a),(b)</sup>  | FIP Master Funding LLC<sup>(a),(b)</sup>  | FIP Master Funding LLC<sup>(a),(b)</sup>  | FIP Master Funding LLC<sup>(a),(b)</sup>  |
| Series 2026-1A Class A1 | Series 2026-1A Class A1 | Series 2026-1A Class A1 | Series 2026-1A Class A1 |
| 03/15/2056 | &nbsp;&nbsp; 4.900% | 11456000 | &nbsp;&nbsp; 11244780 |
| Flexential Issuer LLC<sup>(a)</sup>  | Flexential Issuer LLC<sup>(a)</sup>  | Flexential Issuer LLC<sup>(a)</sup>  | Flexential Issuer LLC<sup>(a)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 10/25/2060 | &nbsp;&nbsp; 6.030% | 11200000 | &nbsp;&nbsp; 11123342 |
| GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup>  | GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup>  | GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup>  | GoodLeap Sustainable Home Solutions Trust<sup>(a)</sup>  |
| Series 2021-5CS Class A | Series 2021-5CS Class A | Series 2021-5CS Class A | Series 2021-5CS Class A |
| 10/20/2048 | &nbsp;&nbsp; 2.310% | 4408488 | &nbsp;&nbsp; 3526817 |
| Lyra Music Assets Delaware LP<sup>(a)</sup>  | Lyra Music Assets Delaware LP<sup>(a)</sup>  | Lyra Music Assets Delaware LP<sup>(a)</sup>  | Lyra Music Assets Delaware LP<sup>(a)</sup>  |
| Series 2024-2 Class A2 | Series 2024-2 Class A2 | Series 2024-2 Class A2 | Series 2024-2 Class A2 |
| 12/22/2064 | &nbsp;&nbsp; 5.760% | 8004455 | &nbsp;&nbsp; 8047858 |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 09/20/2065 | &nbsp;&nbsp; 5.604% | 5919110 | &nbsp;&nbsp; 5967759 |
| Mosaic Solar Loan Trust<sup>(a)</sup>  | Mosaic Solar Loan Trust<sup>(a)</sup>  | Mosaic Solar Loan Trust<sup>(a)</sup>  | Mosaic Solar Loan Trust<sup>(a)</sup>  |
| Series 2023-2 Class A | Series 2023-2 Class A | Series 2023-2 Class A | Series 2023-2 Class A |
| 09/22/2053 | &nbsp;&nbsp; 5.360% | 4170431 | &nbsp;&nbsp; 3979379 |
| MP 2023 LLC<sup>(a)</sup>  | MP 2023 LLC<sup>(a)</sup>  | MP 2023 LLC<sup>(a)</sup>  | MP 2023 LLC<sup>(a)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 11/15/2065 | &nbsp;&nbsp; 5.547% | 11304696 | &nbsp;&nbsp; 11201789 |
| New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup>  | New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup>  | New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup>  | New Economy Assets Phase 1 Sponsor LLC<sup>(a)</sup>  |
| Subordinated Series 2021-1 Class B1 | Subordinated Series 2021-1 Class B1 | Subordinated Series 2021-1 Class B1 | Subordinated Series 2021-1 Class B1 |
| 10/20/2061 | &nbsp;&nbsp; 2.410% | 13000000 | &nbsp;&nbsp; 8181945 |
| Purchasing Power Funding LLC<sup>(a)</sup>  | Purchasing Power Funding LLC<sup>(a)</sup>  | Purchasing Power Funding LLC<sup>(a)</sup>  | Purchasing Power Funding LLC<sup>(a)</sup>  |
| Series 2026-A Class A | Series 2026-A Class A | Series 2026-A Class A | Series 2026-A Class A |
| 08/15/2030 | &nbsp;&nbsp; 4.370% | 11648000 | &nbsp;&nbsp; 11586879 |
| RKTL<sup>(a)</sup>  | RKTL<sup>(a)</sup>  | RKTL<sup>(a)</sup>  | RKTL<sup>(a)</sup>  |
| Series 2026-1A Class A | Series 2026-1A Class A | Series 2026-1A Class A | Series 2026-1A Class A |
| 02/26/2035 | &nbsp;&nbsp; 4.070% | 9743987 | &nbsp;&nbsp; 9734726 |
| RNL PH Owner LLC<sup>(a)</sup>  | RNL PH Owner LLC<sup>(a)</sup>  | RNL PH Owner LLC<sup>(a)</sup>  | RNL PH Owner LLC<sup>(a)</sup>  |
| Series 2026-1 Class A | Series 2026-1 Class A | Series 2026-1 Class A | Series 2026-1 Class A |
| 03/20/2056 | &nbsp;&nbsp; 4.910% | 6786626 | &nbsp;&nbsp; 6742006 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| SEB Funding LLC<sup>(a)</sup>  | SEB Funding LLC<sup>(a)</sup>  | SEB Funding LLC<sup>(a)</sup>  | SEB Funding LLC<sup>(a)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 04/30/2054 | &nbsp;&nbsp; 7.386% | 9735000 | &nbsp;&nbsp; 9949317 |
| Stack Infrastructure Issuer LLC<sup>(a)</sup>  | Stack Infrastructure Issuer LLC<sup>(a)</sup>  | Stack Infrastructure Issuer LLC<sup>(a)</sup>  | Stack Infrastructure Issuer LLC<sup>(a)</sup>  |
| Series 2026-1 Class A2 | Series 2026-1 Class A2 | Series 2026-1 Class A2 | Series 2026-1 Class A2 |
| 03/25/2056 | &nbsp;&nbsp; 5.000% | 11523532 | &nbsp;&nbsp; 11138492 |
| Subway Funding LLC<sup>(a)</sup>  | Subway Funding LLC<sup>(a)</sup>  | Subway Funding LLC<sup>(a)</sup>  | Subway Funding LLC<sup>(a)</sup>  |
| Series 2024-1A Class A2I | Series 2024-1A Class A2I | Series 2024-1A Class A2I | Series 2024-1A Class A2I |
| 07/30/2054 | &nbsp;&nbsp; 6.028% | 7123825 | &nbsp;&nbsp; 7169799 |
| SVC ABS LLC<sup>(a)</sup>  | SVC ABS LLC<sup>(a)</sup>  | SVC ABS LLC<sup>(a)</sup>  | SVC ABS LLC<sup>(a)</sup>  |
| Series 2026-1 Class A | Series 2026-1 Class A | Series 2026-1 Class A | Series 2026-1 Class A |
| 03/20/2056 | &nbsp;&nbsp; 5.157% | 7568191 | &nbsp;&nbsp; 7502051 |
| Switch ABS Issuer LLC<sup>(a)</sup>  | Switch ABS Issuer LLC<sup>(a)</sup>  | Switch ABS Issuer LLC<sup>(a)</sup>  | Switch ABS Issuer LLC<sup>(a)</sup>  |
| Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 |
| 06/25/2054 | &nbsp;&nbsp; 5.436% | 3350000 | &nbsp;&nbsp; 3336850 |
| Trackside Rail LLC<sup>(a)</sup>  | Trackside Rail LLC<sup>(a)</sup>  | Trackside Rail LLC<sup>(a)</sup>  | Trackside Rail LLC<sup>(a)</sup>  |
| Series 2026-1A Class A | Series 2026-1A Class A | Series 2026-1A Class A | Series 2026-1A Class A |
| 03/20/2056 | &nbsp;&nbsp; 4.890% | 11978000 | &nbsp;&nbsp; 11861867 |
| VB-S1 Issuer LLC<sup>(a)</sup>  | VB-S1 Issuer LLC<sup>(a)</sup>  | VB-S1 Issuer LLC<sup>(a)</sup>  | VB-S1 Issuer LLC<sup>(a)</sup>  |
| Subordinated Series 2024-1A Class F | Subordinated Series 2024-1A Class F | Subordinated Series 2024-1A Class F | Subordinated Series 2024-1A Class F |
| 05/15/2054 | &nbsp;&nbsp; 8.871% | 5750000 | &nbsp;&nbsp; 5915536 |
| Vertical Bridge CC LLC<sup>(a)</sup>  | Vertical Bridge CC LLC<sup>(a)</sup>  | Vertical Bridge CC LLC<sup>(a)</sup>  | Vertical Bridge CC LLC<sup>(a)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 08/16/2055 | &nbsp;&nbsp; 5.163% | 12123873 | &nbsp;&nbsp; 12074608 |
| Voya CLO Ltd.<sup>(a),(c)</sup>  | Voya CLO Ltd.<sup>(a),(c)</sup>  | Voya CLO Ltd.<sup>(a),(c)</sup>  | Voya CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2019-1A Class A2RR | Series 2019-1A Class A2RR | Series 2019-1A Class A2RR | Series 2019-1A Class A2RR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>10/15/2037<br>| &nbsp;&nbsp; 5.505% | 11150000 | &nbsp;&nbsp; 11105578 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $210,622,834) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $210,622,834) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $210,622,834) | &nbsp;&nbsp; **207027163** |
| **Commercial Mortgage-Backed Securities - Non-Agency 2.0%** | **Commercial Mortgage-Backed Securities - Non-Agency 2.0%** | **Commercial Mortgage-Backed Securities - Non-Agency 2.0%** | **Commercial Mortgage-Backed Securities - Non-Agency 2.0%** |
| Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(c)</sup>  | Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(c)</sup>  | Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(c)</sup>  | Arbor Realty Commercial Real Estate Notes Ltd.<sup>(a),(c)</sup>  |
| Series 2021-FL4 Class A | Series 2021-FL4 Class A | Series 2021-FL4 Class A | Series 2021-FL4 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.464% <br>Floor 1.350% <br>11/15/2036<br>| &nbsp;&nbsp; 5.137% | 3429261 | &nbsp;&nbsp; 3430924 |
| BANK<sup>(a)</sup>  | BANK<sup>(a)</sup>  | BANK<sup>(a)</sup>  | BANK<sup>(a)</sup>  |
| Subordinated Series 2018-BN15 Class D | Subordinated Series 2018-BN15 Class D | Subordinated Series 2018-BN15 Class D | Subordinated Series 2018-BN15 Class D |
| 11/15/2061 | &nbsp;&nbsp; 3.000% | 1729000 | &nbsp;&nbsp; 1424373 |
| Subordinated Series 2019-BN17 Class D | Subordinated Series 2019-BN17 Class D | Subordinated Series 2019-BN17 Class D | Subordinated Series 2019-BN17 Class D |
| 04/15/2052 | &nbsp;&nbsp; 3.000% | 2215000 | &nbsp;&nbsp; 1848924 |
| BANK<sup>(a),(d)</sup>  | BANK<sup>(a),(d)</sup>  | BANK<sup>(a),(d)</sup>  | BANK<sup>(a),(d)</sup>  |
| Subordinated Series 2021-BN36 Class D | Subordinated Series 2021-BN36 Class D | Subordinated Series 2021-BN36 Class D | Subordinated Series 2021-BN36 Class D |
| 09/15/2064 | &nbsp;&nbsp; 2.500% | 2212104 | &nbsp;&nbsp; 1650484 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Barclays Commercial Mortgage Trust<sup>(a)</sup>  | Barclays Commercial Mortgage Trust<sup>(a)</sup>  | Barclays Commercial Mortgage Trust<sup>(a)</sup>  | Barclays Commercial Mortgage Trust<sup>(a)</sup>  |
| Subordinated Series 2019-C5 Class D | Subordinated Series 2019-C5 Class D | Subordinated Series 2019-C5 Class D | Subordinated Series 2019-C5 Class D |
| 11/15/2052 | &nbsp;&nbsp; 2.500% | 2360754 | &nbsp;&nbsp; 1874449 |
| BBCMS Mortgage Trust<sup>(d)</sup>  | BBCMS Mortgage Trust<sup>(d)</sup>  | BBCMS Mortgage Trust<sup>(d)</sup>  | BBCMS Mortgage Trust<sup>(d)</sup>  |
| Series 2024-5C27 Class AS | Series 2024-5C27 Class AS | Series 2024-5C27 Class AS | Series 2024-5C27 Class AS |
| 07/15/2057 | &nbsp;&nbsp; 6.410% | 10672000 | &nbsp;&nbsp; 11095694 |
| BBCMS Mortgage Trust<sup>(a),(e)</sup>  | BBCMS Mortgage Trust<sup>(a),(e)</sup>  | BBCMS Mortgage Trust<sup>(a),(e)</sup>  | BBCMS Mortgage Trust<sup>(a),(e)</sup>  |
| Subordinated Series 2019-BWAY Class E | Subordinated Series 2019-BWAY Class E | Subordinated Series 2019-BWAY Class E | Subordinated Series 2019-BWAY Class E |
| 11/25/2034 | &nbsp;&nbsp; 0.000% | 8236000 | &nbsp;&nbsp; 41145 |
| Benchmark Mortgage Trust<sup>(a),(d)</sup>  | Benchmark Mortgage Trust<sup>(a),(d)</sup>  | Benchmark Mortgage Trust<sup>(a),(d)</sup>  | Benchmark Mortgage Trust<sup>(a),(d)</sup>  |
| Subordinated Series 2018-B5 Class D | Subordinated Series 2018-B5 Class D | Subordinated Series 2018-B5 Class D | Subordinated Series 2018-B5 Class D |
| 07/15/2051 | &nbsp;&nbsp; 3.247% | 5659000 | &nbsp;&nbsp; 4486014 |
| Benchmark Mortgage Trust<sup>(a)</sup>  | Benchmark Mortgage Trust<sup>(a)</sup>  | Benchmark Mortgage Trust<sup>(a)</sup>  | Benchmark Mortgage Trust<sup>(a)</sup>  |
| Subordinated Series 2020-B16 Class D | Subordinated Series 2020-B16 Class D | Subordinated Series 2020-B16 Class D | Subordinated Series 2020-B16 Class D |
| 02/15/2053 | &nbsp;&nbsp; 2.500% | 4287000 | &nbsp;&nbsp; 3248705 |
| Subordinated Series 2021-B31 Class D | Subordinated Series 2021-B31 Class D | Subordinated Series 2021-B31 Class D | Subordinated Series 2021-B31 Class D |
| 12/15/2054 | &nbsp;&nbsp; 2.250% | 1821000 | &nbsp;&nbsp; 1203866 |
| Capital Automotive REIT<sup>(a)</sup>  | Capital Automotive REIT<sup>(a)</sup>  | Capital Automotive REIT<sup>(a)</sup>  | Capital Automotive REIT<sup>(a)</sup>  |
| Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 |
| 05/15/2054 | &nbsp;&nbsp; 5.250% | 4702000 | &nbsp;&nbsp; 4706518 |
| CSAIL Commercial Mortgage Trust<sup>(a)</sup>  | CSAIL Commercial Mortgage Trust<sup>(a)</sup>  | CSAIL Commercial Mortgage Trust<sup>(a)</sup>  | CSAIL Commercial Mortgage Trust<sup>(a)</sup>  |
| Subordinated Series 2019-C15 Class D | Subordinated Series 2019-C15 Class D | Subordinated Series 2019-C15 Class D | Subordinated Series 2019-C15 Class D |
| 03/15/2052 | &nbsp;&nbsp; 3.000% | 3555000 | &nbsp;&nbsp; 2927156 |
| CSMC Trust<sup>(a),(c)</sup>  | CSMC Trust<sup>(a),(c)</sup>  | CSMC Trust<sup>(a),(c)</sup>  | CSMC Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2021-BHAR Class B | Subordinated Series 2021-BHAR Class B | Subordinated Series 2021-BHAR Class B | Subordinated Series 2021-BHAR Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.264% <br>Floor 1.500% <br>11/15/2038<br>| &nbsp;&nbsp; 4.937% | 3281000 | &nbsp;&nbsp; 3249231 |
| FS Commercial Mortgage Trust<sup>(a)</sup>  | FS Commercial Mortgage Trust<sup>(a)</sup>  | FS Commercial Mortgage Trust<sup>(a)</sup>  | FS Commercial Mortgage Trust<sup>(a)</sup>  |
| Series 2023-4SZN Class A | Series 2023-4SZN Class A | Series 2023-4SZN Class A | Series 2023-4SZN Class A |
| 11/10/2039 | &nbsp;&nbsp; 7.066% | 5020000 | &nbsp;&nbsp; 5068369 |
| Morgan Stanley Capital I Trust<sup>(a)</sup>  | Morgan Stanley Capital I Trust<sup>(a)</sup>  | Morgan Stanley Capital I Trust<sup>(a)</sup>  | Morgan Stanley Capital I Trust<sup>(a)</sup>  |
| Subordinated Series 2018-H3 Class D | Subordinated Series 2018-H3 Class D | Subordinated Series 2018-H3 Class D | Subordinated Series 2018-H3 Class D |
| 07/15/2051 | &nbsp;&nbsp; 3.000% | 1644000 | &nbsp;&nbsp; 1356219 |
| Subordinated Series 2020-L4 Class D | Subordinated Series 2020-L4 Class D | Subordinated Series 2020-L4 Class D | Subordinated Series 2020-L4 Class D |
| 02/18/2053 | &nbsp;&nbsp; 2.500% | 3572000 | &nbsp;&nbsp; 2721124 |
| ONNI Commercial Mortgage Trust<sup>(a),(d)</sup>  | ONNI Commercial Mortgage Trust<sup>(a),(d)</sup>  | ONNI Commercial Mortgage Trust<sup>(a),(d)</sup>  | ONNI Commercial Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2024-APT Class A | Series 2024-APT Class A | Series 2024-APT Class A | Series 2024-APT Class A |
| 07/15/2039 | &nbsp;&nbsp; 5.753% | 7843000 | &nbsp;&nbsp; 7937616 |
| THPT Mortgage Trust<sup>(a),(d)</sup>  | THPT Mortgage Trust<sup>(a),(d)</sup>  | THPT Mortgage Trust<sup>(a),(d)</sup>  | THPT Mortgage Trust<sup>(a),(d)</sup>  |
| Series 2023-THL Class B | Series 2023-THL Class B | Series 2023-THL Class B | Series 2023-THL Class B |
| 12/10/2034 | &nbsp;&nbsp; 7.924% | 5520000 | &nbsp;&nbsp; 5558160 |
| UBS Commercial Mortgage Trust<sup>(a),(d)</sup>  | UBS Commercial Mortgage Trust<sup>(a),(d)</sup>  | UBS Commercial Mortgage Trust<sup>(a),(d)</sup>  | UBS Commercial Mortgage Trust<sup>(a),(d)</sup>  |
| Subordinated Series 2018-C15 Class D | Subordinated Series 2018-C15 Class D | Subordinated Series 2018-C15 Class D | Subordinated Series 2018-C15 Class D |
| 12/15/2051 | &nbsp;&nbsp; 5.307% | 1375000 | &nbsp;&nbsp; 1251349 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $69,914,408) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $69,914,408) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $69,914,408) | &nbsp;&nbsp; **65080320** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes 42.1%** | **Corporate Bonds & Notes 42.1%** | **Corporate Bonds & Notes 42.1%** | **Corporate Bonds & Notes 42.1%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.6%** | **Aerospace & Defense 0.6%** | **Aerospace & Defense 0.6%** | **Aerospace & Defense 0.6%** |
| Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) |
| 05/01/2040 | &nbsp;&nbsp; 5.705% | 4710000 | &nbsp;&nbsp; 4718048 |
| Honeywell Aerospace, Inc.<sup>(a)</sup>  | Honeywell Aerospace, Inc.<sup>(a)</sup>  | Honeywell Aerospace, Inc.<sup>(a)</sup>  | Honeywell Aerospace, Inc.<sup>(a)</sup>  |
| 03/16/2033 | &nbsp;&nbsp; 4.600% | 1223000 | &nbsp;&nbsp; 1208298 |
| 03/16/2036 | &nbsp;&nbsp; 4.950% | 3768000 | &nbsp;&nbsp; 3738277 |
| Textron, Inc. | Textron, Inc. | Textron, Inc. | Textron, Inc. |
| 03/15/2036 | &nbsp;&nbsp; 4.950% | 2272000 | &nbsp;&nbsp; 2210679 |
| TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. |
| 01/15/2029 | &nbsp;&nbsp; 4.625% | 1720000 | &nbsp;&nbsp; 1689616 |
| 05/01/2029 | &nbsp;&nbsp; 4.875% | 5170000 | &nbsp;&nbsp; 5095253 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18660171** |
| **Airlines 0.6%** | **Airlines 0.6%** | **Airlines 0.6%** | **Airlines 0.6%** |
| American Airlines, Inc.<sup>(a)</sup>  | American Airlines, Inc.<sup>(a)</sup>  | American Airlines, Inc.<sup>(a)</sup>  | American Airlines, Inc.<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 7.250% | 3310000 | &nbsp;&nbsp; 3331394 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  |
| 04/20/2026 | &nbsp;&nbsp; 5.500% | 41 | &nbsp;&nbsp; 42 |
| Avianca Midco 2 PLC<sup>(a)</sup>  | Avianca Midco 2 PLC<sup>(a)</sup>  | Avianca Midco 2 PLC<sup>(a)</sup>  | Avianca Midco 2 PLC<sup>(a)</sup>  |
| 02/14/2030 | &nbsp;&nbsp; 9.625% | 2704000 | &nbsp;&nbsp; 2519028 |
| JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  |
| 09/20/2031 | &nbsp;&nbsp; 9.875% | 4693000 | &nbsp;&nbsp; 4435172 |
| Latam Airlines Group SA<sup>(a)</sup>  | Latam Airlines Group SA<sup>(a)</sup>  | Latam Airlines Group SA<sup>(a)</sup>  | Latam Airlines Group SA<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 7.875% | 2568000 | &nbsp;&nbsp; 2589899 |
| United Airlines Holdings, Inc. | United Airlines Holdings, Inc. | United Airlines Holdings, Inc. | United Airlines Holdings, Inc. |
| 03/01/2031 | &nbsp;&nbsp; 5.375% | 5590000 | &nbsp;&nbsp; 5474720 |
| United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.625% | 2945000 | &nbsp;&nbsp; 2886989 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **21237244** |
| **Automotive 0.5%** | **Automotive 0.5%** | **Automotive 0.5%** | **Automotive 0.5%** |
| Allison Transmission, Inc.<sup>(a)</sup>  | Allison Transmission, Inc.<sup>(a)</sup>  | Allison Transmission, Inc.<sup>(a)</sup>  | Allison Transmission, Inc.<sup>(a)</sup>  |
| 12/01/2033 | &nbsp;&nbsp; 5.875% | 6600000 | &nbsp;&nbsp; 6561100 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| 06/10/2030 | &nbsp;&nbsp; 7.200% | 4860000 | &nbsp;&nbsp; 5114738 |
| 04/09/2031 | &nbsp;&nbsp; 5.420% | 1355000 | &nbsp;&nbsp; 1330057 |
| 11/05/2031 | &nbsp;&nbsp; 6.054% | 125000 | &nbsp;&nbsp; 125444 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| 06/18/2031 | &nbsp;&nbsp; 5.600% | 2852000 | &nbsp;&nbsp; 2919135 |
| 07/15/2035 | &nbsp;&nbsp; 6.150% | 1975000 | &nbsp;&nbsp; 2041622 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18092096** |
| **Banking 10.9%** | **Banking 10.9%** | **Banking 10.9%** | **Banking 10.9%** |
| ABN AMRO Bank NV<sup>(a),(f)</sup>  | ABN AMRO Bank NV<sup>(a),(f)</sup>  | ABN AMRO Bank NV<sup>(a),(f)</sup>  | ABN AMRO Bank NV<sup>(a),(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/13/2037 | &nbsp;&nbsp; 3.324% | 2600000 | &nbsp;&nbsp; 2323148 |
| Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. |
| 11/01/2031 | &nbsp;&nbsp; 8.000% | 5972000 | &nbsp;&nbsp; 6621622 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Banco Bilbao Vizcaya Argentaria SA<sup>(f),(g)</sup>  | Banco Bilbao Vizcaya Argentaria SA<sup>(f),(g)</sup>  | Banco Bilbao Vizcaya Argentaria SA<sup>(f),(g)</sup>  | Banco Bilbao Vizcaya Argentaria SA<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 6.125% | 3400000 | &nbsp;&nbsp; 3384634 |
|  | &nbsp;&nbsp; 9.375% | 1783000 | &nbsp;&nbsp; 1923404 |
| Banco Mercantil del Norte SA<sup>(a),(f),(g)</sup>  | Banco Mercantil del Norte SA<sup>(a),(f),(g)</sup>  | Banco Mercantil del Norte SA<sup>(a),(f),(g)</sup>  | Banco Mercantil del Norte SA<sup>(a),(f),(g)</sup>  |
|  | &nbsp;&nbsp; 5.875% | 4076000 | &nbsp;&nbsp; 4020299 |
|  | &nbsp;&nbsp; 7.500% | 1493000 | &nbsp;&nbsp; 1488376 |
| Banco Santander SA<sup>(f),(g)</sup>  | Banco Santander SA<sup>(f),(g)</sup>  | Banco Santander SA<sup>(f),(g)</sup>  | Banco Santander SA<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 4.750% | 13200000 | &nbsp;&nbsp; 13017257 |
|  | &nbsp;&nbsp; 9.625% | 4400000 | &nbsp;&nbsp; 4743908 |
| Bank of America Corp.<sup>(f)</sup>  | Bank of America Corp.<sup>(f)</sup>  | Bank of America Corp.<sup>(f)</sup>  | Bank of America Corp.<sup>(f)</sup>  |
| 01/24/2036 | &nbsp;&nbsp; 5.511% | 5370000 | &nbsp;&nbsp; 5473806 |
| 03/15/2050 | &nbsp;&nbsp; 4.330% | 3215000 | &nbsp;&nbsp; 2606493 |
| Bank of Montreal<sup>(f)</sup>  | Bank of Montreal<sup>(f)</sup>  | Bank of Montreal<sup>(f)</sup>  | Bank of Montreal<sup>(f)</sup>  |
| 05/26/2084 | &nbsp;&nbsp; 7.700% | 6823000 | &nbsp;&nbsp; 7007303 |
| Bank of Nova Scotia (The)<sup>(f),(g)</sup>  | Bank of Nova Scotia (The)<sup>(f),(g)</sup>  | Bank of Nova Scotia (The)<sup>(f),(g)</sup>  | Bank of Nova Scotia (The)<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 8.000% | 11442000 | &nbsp;&nbsp; 11926154 |
| Barclays PLC<sup>(f),(g)</sup>  | Barclays PLC<sup>(f),(g)</sup>  | Barclays PLC<sup>(f),(g)</sup>  | Barclays PLC<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 8.000% | 9798000 | &nbsp;&nbsp; 10103724 |
| &nbsp;&nbsp; BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA <br> Mexico<sup>(a),(f)</sup>  | &nbsp;&nbsp; BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA <br> Mexico<sup>(a),(f)</sup>  | &nbsp;&nbsp; BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA <br> Mexico<sup>(a),(f)</sup>  | &nbsp;&nbsp; BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA <br> Mexico<sup>(a),(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/18/2033 | &nbsp;&nbsp; 5.125% | 5490000 | &nbsp;&nbsp; 5371386 |
| BNP Paribas SA<sup>(a),(f),(g)</sup>  | BNP Paribas SA<sup>(a),(f),(g)</sup>  | BNP Paribas SA<sup>(a),(f),(g)</sup>  | BNP Paribas SA<sup>(a),(f),(g)</sup>  |
|  | &nbsp;&nbsp; 8.500% | 16156000 | &nbsp;&nbsp; 16848688 |
| BPCE SA<sup>(a),(f)</sup>  | BPCE SA<sup>(a),(f)</sup>  | BPCE SA<sup>(a),(f)</sup>  | BPCE SA<sup>(a),(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/14/2037 | &nbsp;&nbsp; 3.648% | 5790000 | &nbsp;&nbsp; 5197186 |
| Capital One Financial Corp.<sup>(f)</sup>  | Capital One Financial Corp.<sup>(f)</sup>  | Capital One Financial Corp.<sup>(f)</sup>  | Capital One Financial Corp.<sup>(f)</sup>  |
| 01/30/2032 | &nbsp;&nbsp; 4.722% | 4175000 | &nbsp;&nbsp; 4111211 |
| 01/30/2037 | &nbsp;&nbsp; 5.399% | 3667000 | &nbsp;&nbsp; 3598461 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 07/29/2032 | &nbsp;&nbsp; 2.359% | 3910000 | &nbsp;&nbsp; 3372731 |
| Citigroup, Inc.<sup>(f),(g)</sup>  | Citigroup, Inc.<sup>(f),(g)</sup>  | Citigroup, Inc.<sup>(f),(g)</sup>  | Citigroup, Inc.<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 7.625% | 14147000 | &nbsp;&nbsp; 14623221 |
| Citigroup, Inc.<sup>(f)</sup>  | Citigroup, Inc.<sup>(f)</sup>  | Citigroup, Inc.<sup>(f)</sup>  | Citigroup, Inc.<sup>(f)</sup>  |
| 03/31/2031 | &nbsp;&nbsp; 4.412% | 2340000 | &nbsp;&nbsp; 2311266 |
| 09/11/2036 | &nbsp;&nbsp; 5.174% | 3550000 | &nbsp;&nbsp; 3515650 |
| 03/04/2056 | &nbsp;&nbsp; 5.612% | 1740000 | &nbsp;&nbsp; 1672096 |
| Comerica Bank<sup>(f)</sup>  | Comerica Bank<sup>(f)</sup>  | Comerica Bank<sup>(f)</sup>  | Comerica Bank<sup>(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 08/25/2033 | &nbsp;&nbsp; 5.332% | 7206000 | &nbsp;&nbsp; 7216613 |
| Credit Agricole SA<sup>(a),(f),(g)</sup>  | Credit Agricole SA<sup>(a),(f),(g)</sup>  | Credit Agricole SA<sup>(a),(f),(g)</sup>  | Credit Agricole SA<sup>(a),(f),(g)</sup>  |
|  | &nbsp;&nbsp; 4.750% | 5211000 | &nbsp;&nbsp; 4946846 |
| Dresdner Funding Trust I<sup>(a)</sup>  | Dresdner Funding Trust I<sup>(a)</sup>  | Dresdner Funding Trust I<sup>(a)</sup>  | Dresdner Funding Trust I<sup>(a)</sup>  |
| 06/30/2031 | &nbsp;&nbsp; 8.151% | 7625000 | &nbsp;&nbsp; 8182224 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Goldman Sachs Group, Inc. (The)<sup>(f)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(f)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(f)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(f)</sup>  |
| 10/24/2029 | &nbsp;&nbsp; 6.484% | 3660000 | &nbsp;&nbsp; 3830111 |
| 01/21/2037 | &nbsp;&nbsp; 5.065% | 2400000 | &nbsp;&nbsp; 2349915 |
| 01/21/2047 | &nbsp;&nbsp; 5.541% | 1845000 | &nbsp;&nbsp; 1757254 |
| 01/28/2056 | &nbsp;&nbsp; 5.734% | 2540000 | &nbsp;&nbsp; 2472130 |
| HSBC Holdings PLC<sup>(f),(g)</sup>  | HSBC Holdings PLC<sup>(f),(g)</sup>  | HSBC Holdings PLC<sup>(f),(g)</sup>  | HSBC Holdings PLC<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 6.500% | 9839000 | &nbsp;&nbsp; 9835777 |
|  | &nbsp;&nbsp; 6.750% | 4509000 | &nbsp;&nbsp; 4457146 |
|  | &nbsp;&nbsp; 6.875% | 6484000 | &nbsp;&nbsp; 6522775 |
| Huntington Bancshares, Inc.<sup>(f)</sup>  | Huntington Bancshares, Inc.<sup>(f)</sup>  | Huntington Bancshares, Inc.<sup>(f)</sup>  | Huntington Bancshares, Inc.<sup>(f)</sup>  |
| 01/28/2032 | &nbsp;&nbsp; 4.623% | 7275000 | &nbsp;&nbsp; 7173330 |
| ING Groep NV<sup>(f),(g)</sup>  | ING Groep NV<sup>(f),(g)</sup>  | ING Groep NV<sup>(f),(g)</sup>  | ING Groep NV<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 5.750% | 16715000 | &nbsp;&nbsp; 16694726 |
| Intesa Sanpaolo SpA<sup>(a),(f)</sup>  | Intesa Sanpaolo SpA<sup>(a),(f)</sup>  | Intesa Sanpaolo SpA<sup>(a),(f)</sup>  | Intesa Sanpaolo SpA<sup>(a),(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 06/01/2032 | &nbsp;&nbsp; 4.198% | 1851000 | &nbsp;&nbsp; 1732852 |
| JPMorgan Chase & Co.<sup>(f),(g)</sup>  | JPMorgan Chase & Co.<sup>(f),(g)</sup>  | JPMorgan Chase & Co.<sup>(f),(g)</sup>  | JPMorgan Chase & Co.<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 3.650% | 3442000 | &nbsp;&nbsp; 3426647 |
| JPMorgan Chase & Co.<sup>(f)</sup>  | JPMorgan Chase & Co.<sup>(f)</sup>  | JPMorgan Chase & Co.<sup>(f)</sup>  | JPMorgan Chase & Co.<sup>(f)</sup>  |
| 04/22/2031 | &nbsp;&nbsp; 5.103% | 5156000 | &nbsp;&nbsp; 5249234 |
| 01/22/2032 | &nbsp;&nbsp; 4.347% | 2745000 | &nbsp;&nbsp; 2706018 |
| 04/22/2035 | &nbsp;&nbsp; 5.766% | 6142000 | &nbsp;&nbsp; 6394674 |
| 02/22/2048 | &nbsp;&nbsp; 4.260% | 4960000 | &nbsp;&nbsp; 4050631 |
| KeyCorp<sup>(f)</sup>  | KeyCorp<sup>(f)</sup>  | KeyCorp<sup>(f)</sup>  | KeyCorp<sup>(f)</sup>  |
| 03/06/2035 | &nbsp;&nbsp; 6.401% | 1760000 | &nbsp;&nbsp; 1866535 |
| Lloyds Banking Group PLC<sup>(f),(g)</sup>  | Lloyds Banking Group PLC<sup>(f),(g)</sup>  | Lloyds Banking Group PLC<sup>(f),(g)</sup>  | Lloyds Banking Group PLC<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 8.000% | 8473000 | &nbsp;&nbsp; 8850469 |
| Macquarie Bank Ltd.<sup>(a),(f),(g)</sup>  | Macquarie Bank Ltd.<sup>(a),(f),(g)</sup>  | Macquarie Bank Ltd.<sup>(a),(f),(g)</sup>  | Macquarie Bank Ltd.<sup>(a),(f),(g)</sup>  |
|  | &nbsp;&nbsp; 6.125% | 4737000 | &nbsp;&nbsp; 4750446 |
| Morgan Stanley<sup>(f)</sup>  | Morgan Stanley<sup>(f)</sup>  | Morgan Stanley<sup>(f)</sup>  | Morgan Stanley<sup>(f)</sup>  |
| 11/01/2029 | &nbsp;&nbsp; 6.407% | 3080000 | &nbsp;&nbsp; 3213151 |
| 11/01/2034 | &nbsp;&nbsp; 6.627% | 4615000 | &nbsp;&nbsp; 5020636 |
| 04/19/2035 | &nbsp;&nbsp; 5.831% | 1457000 | &nbsp;&nbsp; 1512319 |
| 10/22/2036 | &nbsp;&nbsp; 4.892% | 3950000 | &nbsp;&nbsp; 3817278 |
| 11/19/2055 | &nbsp;&nbsp; 5.516% | 1370000 | &nbsp;&nbsp; 1297452 |
| Morgan Stanley Private Bank NA<sup>(f)</sup>  | Morgan Stanley Private Bank NA<sup>(f)</sup>  | Morgan Stanley Private Bank NA<sup>(f)</sup>  | Morgan Stanley Private Bank NA<sup>(f)</sup>  |
| 07/18/2031 | &nbsp;&nbsp; 4.734% | 2160000 | &nbsp;&nbsp; 2152604 |
| Nationwide Building Society<sup>(a),(f)</sup>  | Nationwide Building Society<sup>(a),(f)</sup>  | Nationwide Building Society<sup>(a),(f)</sup>  | Nationwide Building Society<sup>(a),(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 10/18/2032 | &nbsp;&nbsp; 4.125% | 3050000 | &nbsp;&nbsp; 3010671 |
| NatWest Group PLC<sup>(f)</sup>  | NatWest Group PLC<sup>(f)</sup>  | NatWest Group PLC<sup>(f)</sup>  | NatWest Group PLC<sup>(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/28/2035 | &nbsp;&nbsp; 3.032% | 3870000 | &nbsp;&nbsp; 3523478 |
| Northern Trust Corp.<sup>(f)</sup>  | Northern Trust Corp.<sup>(f)</sup>  | Northern Trust Corp.<sup>(f)</sup>  | Northern Trust Corp.<sup>(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/08/2032 | &nbsp;&nbsp; 3.375% | 5983000 | &nbsp;&nbsp; 5899900 |
| Pinnacle Financial Partners, Inc. | Pinnacle Financial Partners, Inc. | Pinnacle Financial Partners, Inc. | Pinnacle Financial Partners, Inc. |
| 01/15/2036 | &nbsp;&nbsp; 5.957% | 5520000 | &nbsp;&nbsp; 5469530 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Skandinaviska Enskilda Banken AB<sup>(a),(f),(g)</sup>  | Skandinaviska Enskilda Banken AB<sup>(a),(f),(g)</sup>  | Skandinaviska Enskilda Banken AB<sup>(a),(f),(g)</sup>  | Skandinaviska Enskilda Banken AB<sup>(a),(f),(g)</sup>  |
|  | &nbsp;&nbsp; 6.875% | 8200000 | &nbsp;&nbsp; 8256263 |
| Societe Generale SA<sup>(a),(f),(g)</sup>  | Societe Generale SA<sup>(a),(f),(g)</sup>  | Societe Generale SA<sup>(a),(f),(g)</sup>  | Societe Generale SA<sup>(a),(f),(g)</sup>  |
|  | &nbsp;&nbsp; 6.750% | 1695000 | &nbsp;&nbsp; 1682423 |
|  | &nbsp;&nbsp; 9.375% | 12420000 | &nbsp;&nbsp; 12991819 |
|  | &nbsp;&nbsp; 10.000% | 3165000 | &nbsp;&nbsp; 3421813 |
| Standard Chartered PLC<sup>(a),(f),(g)</sup>  | Standard Chartered PLC<sup>(a),(f),(g)</sup>  | Standard Chartered PLC<sup>(a),(f),(g)</sup>  | Standard Chartered PLC<sup>(a),(f),(g)</sup>  |
|  | &nbsp;&nbsp; 7.750% | 2682000 | &nbsp;&nbsp; 2740483 |
|  | &nbsp;&nbsp; 7.875% | 2475000 | &nbsp;&nbsp; 2564873 |
| Sumitomo Mitsui Financial Group, Inc.<sup>(f)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(f)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(f)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/03/2041 | &nbsp;&nbsp; 5.334% | 3816000 | &nbsp;&nbsp; 3689329 |
| Toronto-Dominion Bank (The)<sup>(f)</sup>  | Toronto-Dominion Bank (The)<sup>(f)</sup>  | Toronto-Dominion Bank (The)<sup>(f)</sup>  | Toronto-Dominion Bank (The)<sup>(f)</sup>  |
| 10/31/2082 | &nbsp;&nbsp; 8.125% | 4765000 | &nbsp;&nbsp; 4910846 |
| UBS Group AG<sup>(a),(f),(g)</sup>  | UBS Group AG<sup>(a),(f),(g)</sup>  | UBS Group AG<sup>(a),(f),(g)</sup>  | UBS Group AG<sup>(a),(f),(g)</sup>  |
|  | &nbsp;&nbsp; 9.250% | 12345000 | &nbsp;&nbsp; 13146560 |
| Webster Financial Corp.<sup>(f)</sup>  | Webster Financial Corp.<sup>(f)</sup>  | Webster Financial Corp.<sup>(f)</sup>  | Webster Financial Corp.<sup>(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/11/2035 | &nbsp;&nbsp; 5.784% | 3775000 | &nbsp;&nbsp; 3830836 |
| Wells Fargo & Co.<sup>(f)</sup>  | Wells Fargo & Co.<sup>(f)</sup>  | Wells Fargo & Co.<sup>(f)</sup>  | Wells Fargo & Co.<sup>(f)</sup>  |
| 04/23/2036 | &nbsp;&nbsp; 5.605% | 4385000 | &nbsp;&nbsp; 4487140 |
| 01/23/2047 | &nbsp;&nbsp; 5.433% | 2210000 | &nbsp;&nbsp; 2092000 |
| 04/04/2051 | &nbsp;&nbsp; 5.013% | 3025000 | &nbsp;&nbsp; 2669302 |
| Western Alliance Bank<sup>(f)</sup>  | Western Alliance Bank<sup>(f)</sup>  | Western Alliance Bank<sup>(f)</sup>  | Western Alliance Bank<sup>(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/15/2035 | &nbsp;&nbsp; 6.537% | 6836000 | &nbsp;&nbsp; 6694979 |
| Zions Bancorp NA<sup>(f)</sup>  | Zions Bancorp NA<sup>(f)</sup>  | Zions Bancorp NA<sup>(f)</sup>  | Zions Bancorp NA<sup>(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/19/2035 | &nbsp;&nbsp; 6.816% | 5940000 | &nbsp;&nbsp; 6102959 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **363927021** |
| **Brokerage/Asset Managers/Exchanges 0.9%** | **Brokerage/Asset Managers/Exchanges 0.9%** | **Brokerage/Asset Managers/Exchanges 0.9%** | **Brokerage/Asset Managers/Exchanges 0.9%** |
| Charles Schwab Corp. (The)<sup>(f),(g)</sup>  | Charles Schwab Corp. (The)<sup>(f),(g)</sup>  | Charles Schwab Corp. (The)<sup>(f),(g)</sup>  | Charles Schwab Corp. (The)<sup>(f),(g)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
|  | &nbsp;&nbsp; 4.000% | 13809000 | &nbsp;&nbsp; 13716699 |
| Citadel Finance LLC<sup>(a)</sup>  | Citadel Finance LLC<sup>(a)</sup>  | Citadel Finance LLC<sup>(a)</sup>  | Citadel Finance LLC<sup>(a)</sup>  |
| 02/10/2030 | &nbsp;&nbsp; 5.900% | 7910000 | &nbsp;&nbsp; 7962753 |
| 02/14/2031 | &nbsp;&nbsp; 5.150% | 2185000 | &nbsp;&nbsp; 2134741 |
| Coinbase Global, Inc.<sup>(a)</sup>  | Coinbase Global, Inc.<sup>(a)</sup>  | Coinbase Global, Inc.<sup>(a)</sup>  | Coinbase Global, Inc.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 3.375% | 3863000 | &nbsp;&nbsp; 3617707 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |
| 02/15/2036 | &nbsp;&nbsp; 5.500% | 3015000 | &nbsp;&nbsp; 2891564 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **30323464** |
| **Building Materials 0.8%** | **Building Materials 0.8%** | **Building Materials 0.8%** | **Building Materials 0.8%** |
| Builders FirstSource, Inc.<sup>(a)</sup>  | Builders FirstSource, Inc.<sup>(a)</sup>  | Builders FirstSource, Inc.<sup>(a)</sup>  | Builders FirstSource, Inc.<sup>(a)</sup>  |
| 02/01/2032 | &nbsp;&nbsp; 4.250% | 9040000 | &nbsp;&nbsp; 8336988 |
| Eagle Materials, Inc. | Eagle Materials, Inc. | Eagle Materials, Inc. | Eagle Materials, Inc. |
| 03/15/2036 | &nbsp;&nbsp; 5.000% | 3689000 | &nbsp;&nbsp; 3528912 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Louisiana-Pacific Corp.<sup>(a)</sup>  | Louisiana-Pacific Corp.<sup>(a)</sup>  | Louisiana-Pacific Corp.<sup>(a)</sup>  | Louisiana-Pacific Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 3.625% | 3670000 | &nbsp;&nbsp; 3532865 |
| Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 6.375% | 2040000 | &nbsp;&nbsp; 2073497 |
| 03/01/2033 | &nbsp;&nbsp; 6.750% | 5007000 | &nbsp;&nbsp; 5085884 |
| Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.500% | 692000 | &nbsp;&nbsp; 695441 |
| Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  |
| 07/15/2030 | &nbsp;&nbsp; 4.375% | 3971000 | &nbsp;&nbsp; 3749213 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **27002800** |
| **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** |
| CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  |
| 05/01/2027 | &nbsp;&nbsp; 5.125% | 2105000 | &nbsp;&nbsp; 2105383 |
| 02/01/2028 | &nbsp;&nbsp; 5.000% | 3445000 | &nbsp;&nbsp; 3413279 |
| 03/01/2030 | &nbsp;&nbsp; 4.750% | 6863000 | &nbsp;&nbsp; 6509424 |
| Cox Communications, Inc.<sup>(a)</sup>  | Cox Communications, Inc.<sup>(a)</sup>  | Cox Communications, Inc.<sup>(a)</sup>  | Cox Communications, Inc.<sup>(a)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 5.700% | 2669000 | &nbsp;&nbsp; 2646081 |
| Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 4.000% | 8915000 | &nbsp;&nbsp; 8615255 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **23289422** |
| **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** |
| Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  |
| 01/31/2030 | &nbsp;&nbsp; 4.500% | 1108000 | &nbsp;&nbsp; 517526 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |
| 02/15/2031 | &nbsp;&nbsp; 7.000% | 4555000 | &nbsp;&nbsp; 4673870 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5191396** |
| **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** |
| Ashtead Capital, Inc.<sup>(a)</sup>  | Ashtead Capital, Inc.<sup>(a)</sup>  | Ashtead Capital, Inc.<sup>(a)</sup>  | Ashtead Capital, Inc.<sup>(a)</sup>  |
| 10/15/2033 | &nbsp;&nbsp; 5.950% | 4998000 | &nbsp;&nbsp; 5158924 |
| Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 7.250% | 3029000 | &nbsp;&nbsp; 3109943 |
| United Rentals North America, Inc.<sup>(a)</sup>  | United Rentals North America, Inc.<sup>(a)</sup>  | United Rentals North America, Inc.<sup>(a)</sup>  | United Rentals North America, Inc.<sup>(a)</sup>  |
| 12/15/2029 | &nbsp;&nbsp; 6.000% | 2290000 | &nbsp;&nbsp; 2327313 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10596180** |
| **Consumer Cyclical Services 0.3%** | **Consumer Cyclical Services 0.3%** | **Consumer Cyclical Services 0.3%** | **Consumer Cyclical Services 0.3%** |
| Airbnb, Inc. | Airbnb, Inc. | Airbnb, Inc. | Airbnb, Inc. |
| 03/16/2031 | &nbsp;&nbsp; 4.650% | 2085000 | &nbsp;&nbsp; 2081247 |
| 03/16/2036 | &nbsp;&nbsp; 5.250% | 2365000 | &nbsp;&nbsp; 2362972 |
| CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. |
| 01/15/2033 | &nbsp;&nbsp; 4.900% | 6095000 | &nbsp;&nbsp; 6019997 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10464216** |
| **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** |
| Coty ,Inc./HFC Prestige Products, Inc./International US LLC<sup>(a)</sup>  | Coty ,Inc./HFC Prestige Products, Inc./International US LLC<sup>(a)</sup>  | Coty ,Inc./HFC Prestige Products, Inc./International US LLC<sup>(a)</sup>  | Coty ,Inc./HFC Prestige Products, Inc./International US LLC<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 5.600% | 5155000 | &nbsp;&nbsp; 4985608 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Diversified Manufacturing 0.6%** | **Diversified Manufacturing 0.6%** | **Diversified Manufacturing 0.6%** | **Diversified Manufacturing 0.6%** |
| Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  |
| 01/01/2030 | &nbsp;&nbsp; 7.500% | 7288000 | &nbsp;&nbsp; 7571880 |
| CompoSecure Holdings LLC<sup>(a)</sup>  | CompoSecure Holdings LLC<sup>(a)</sup>  | CompoSecure Holdings LLC<sup>(a)</sup>  | CompoSecure Holdings LLC<sup>(a)</sup>  |
| 02/01/2033 | &nbsp;&nbsp; 5.625% | 4535000 | &nbsp;&nbsp; 4433851 |
| Eaton Corp. | Eaton Corp. | Eaton Corp. | Eaton Corp. |
| 03/06/2031 | &nbsp;&nbsp; 4.200% | 2480000 | &nbsp;&nbsp; 2445257 |
| 03/06/2036 | &nbsp;&nbsp; 4.800% | 1910000 | &nbsp;&nbsp; 1885756 |
| Weir Group, Inc.<sup>(a)</sup>  | Weir Group, Inc.<sup>(a)</sup>  | Weir Group, Inc.<sup>(a)</sup>  | Weir Group, Inc.<sup>(a)</sup>  |
| 05/06/2030 | &nbsp;&nbsp; 5.350% | 3111000 | &nbsp;&nbsp; 3150988 |
| WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  |
| 04/15/2034 | &nbsp;&nbsp; 5.500% | 1174000 | &nbsp;&nbsp; 1157140 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **20644872** |
| **Electric 2.0%** | **Electric 2.0%** | **Electric 2.0%** | **Electric 2.0%** |
| Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. |
| 08/15/2034 | &nbsp;&nbsp; 5.700% | 2771000 | &nbsp;&nbsp; 2870713 |
| Commonwealth Edison Co. | Commonwealth Edison Co. | Commonwealth Edison Co. | Commonwealth Edison Co. |
| 06/01/2055 | &nbsp;&nbsp; 5.950% | 3703000 | &nbsp;&nbsp; 3769103 |
| DTE Electric Co. | DTE Electric Co. | DTE Electric Co. | DTE Electric Co. |
| 03/01/2056 | &nbsp;&nbsp; 5.550% | 1232000 | &nbsp;&nbsp; 1190949 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| 12/01/2035 | &nbsp;&nbsp; 4.850% | 1717000 | &nbsp;&nbsp; 1687123 |
| 11/15/2052 | &nbsp;&nbsp; 5.950% | 2100000 | &nbsp;&nbsp; 2127077 |
| Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC |
| 03/15/2053 | &nbsp;&nbsp; 5.350% | 1275000 | &nbsp;&nbsp; 1190424 |
| Emera US Finance LLC | Emera US Finance LLC | Emera US Finance LLC | Emera US Finance LLC |
| 04/01/2033 | &nbsp;&nbsp; 5.200% | 1285000 | &nbsp;&nbsp; 1278286 |
| Emera, Inc.<sup>(f)</sup>  | Emera, Inc.<sup>(f)</sup>  | Emera, Inc.<sup>(f)</sup>  | Emera, Inc.<sup>(f)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 06/15/2076 | &nbsp;&nbsp; 6.750% | 7364000 | &nbsp;&nbsp; 7365564 |
| Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC |
| 04/15/2036 | &nbsp;&nbsp; 4.900% | 1213000 | &nbsp;&nbsp; 1183718 |
| Hawaiian Electric Co., Inc.<sup>(a)</sup>  | Hawaiian Electric Co., Inc.<sup>(a)</sup>  | Hawaiian Electric Co., Inc.<sup>(a)</sup>  | Hawaiian Electric Co., Inc.<sup>(a)</sup>  |
| 10/01/2033 | &nbsp;&nbsp; 6.000% | 8523000 | &nbsp;&nbsp; 8509394 |
| ITC Holdings Corp.<sup>(a),(h)</sup>  | ITC Holdings Corp.<sup>(a),(h)</sup>  | ITC Holdings Corp.<sup>(a),(h)</sup>  | ITC Holdings Corp.<sup>(a),(h)</sup>  |
| 04/15/2036 | &nbsp;&nbsp; 5.500% | 1284000 | &nbsp;&nbsp; 1287402 |
| Kentucky Utilities Co. | Kentucky Utilities Co. | Kentucky Utilities Co. | Kentucky Utilities Co. |
| 08/15/2055 | &nbsp;&nbsp; 5.850% | 2418000 | &nbsp;&nbsp; 2406684 |
| Louisville Gas and Electric Co. | Louisville Gas and Electric Co. | Louisville Gas and Electric Co. | Louisville Gas and Electric Co. |
| 08/15/2055 | &nbsp;&nbsp; 5.850% | 698000 | &nbsp;&nbsp; 693867 |
| MidAmerican Energy Co. | MidAmerican Energy Co. | MidAmerican Energy Co. | MidAmerican Energy Co. |
| 09/15/2054 | &nbsp;&nbsp; 5.850% | 9337000 | &nbsp;&nbsp; 9362606 |
| Niagara Mohawk Power Corp.<sup>(a)</sup>  | Niagara Mohawk Power Corp.<sup>(a)</sup>  | Niagara Mohawk Power Corp.<sup>(a)</sup>  | Niagara Mohawk Power Corp.<sup>(a)</sup>  |
| 10/03/2030 | &nbsp;&nbsp; 4.647% | 1260000 | &nbsp;&nbsp; 1255062 |
| Palomino Funding Trust I<sup>(a)</sup>  | Palomino Funding Trust I<sup>(a)</sup>  | Palomino Funding Trust I<sup>(a)</sup>  | Palomino Funding Trust I<sup>(a)</sup>  |
| 05/17/2028 | &nbsp;&nbsp; 7.233% | 1650000 | &nbsp;&nbsp; 1725507 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Puget Energy, Inc.<sup>(a),(f)</sup>  | Puget Energy, Inc.<sup>(a),(f)</sup>  | Puget Energy, Inc.<sup>(a),(f)</sup>  | Puget Energy, Inc.<sup>(a),(f)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 09/15/2056 | &nbsp;&nbsp; 7.000% | 4236000 | &nbsp;&nbsp; 4196579 |
| 09/15/2056 | &nbsp;&nbsp; 7.250% | 4236000 | &nbsp;&nbsp; 4217595 |
| Southern Co. (The)<sup>(f)</sup>  | Southern Co. (The)<sup>(f)</sup>  | Southern Co. (The)<sup>(f)</sup>  | Southern Co. (The)<sup>(f)</sup>  |
| 04/01/2058 | &nbsp;&nbsp; 6.000% | 5061000 | &nbsp;&nbsp; 5084824 |
| Xcel Energy, Inc.<sup>(f)</sup>  | Xcel Energy, Inc.<sup>(f)</sup>  | Xcel Energy, Inc.<sup>(f)</sup>  | Xcel Energy, Inc.<sup>(f)</sup>  |
| 12/03/2056 | &nbsp;&nbsp; 5.750% | 4160000 | &nbsp;&nbsp; 4059015 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **65461492** |
| **Finance Companies 3.7%** | **Finance Companies 3.7%** | **Finance Companies 3.7%** | **Finance Companies 3.7%** |
| Air Lease Corp.<sup>(f),(g)</sup>  | Air Lease Corp.<sup>(f),(g)</sup>  | Air Lease Corp.<sup>(f),(g)</sup>  | Air Lease Corp.<sup>(f),(g)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
|  | &nbsp;&nbsp; 4.650% | 6495000 | &nbsp;&nbsp; 6448757 |
| Aircastle Ltd.<sup>(a),(f),(g)</sup>  | Aircastle Ltd.<sup>(a),(f),(g)</sup>  | Aircastle Ltd.<sup>(a),(f),(g)</sup>  | Aircastle Ltd.<sup>(a),(f),(g)</sup>  |
|  | &nbsp;&nbsp; 5.250% | 13285000 | &nbsp;&nbsp; 13220239 |
| Ares Strategic Income Fund | Ares Strategic Income Fund | Ares Strategic Income Fund | Ares Strategic Income Fund |
| 03/15/2028 | &nbsp;&nbsp; 5.700% | 2310000 | &nbsp;&nbsp; 2308033 |
| Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  |
| 04/01/2033 | &nbsp;&nbsp; 4.850% | 4126000 | &nbsp;&nbsp; 3954175 |
| Blackstone Private Credit Fund | Blackstone Private Credit Fund | Blackstone Private Credit Fund | Blackstone Private Credit Fund |
| 03/15/2027 | &nbsp;&nbsp; 3.250% | 5600000 | &nbsp;&nbsp; 5460448 |
| 07/16/2029 | &nbsp;&nbsp; 5.950% | 4732000 | &nbsp;&nbsp; 4662828 |
| Blue Owl Credit Income Corp. | Blue Owl Credit Income Corp. | Blue Owl Credit Income Corp. | Blue Owl Credit Income Corp. |
| 09/16/2027 | &nbsp;&nbsp; 7.750% | 4810000 | &nbsp;&nbsp; 4880536 |
| 01/15/2029 | &nbsp;&nbsp; 7.750% | 5145000 | &nbsp;&nbsp; 5258136 |
| Blue Owl Technology Finance Corp. | Blue Owl Technology Finance Corp. | Blue Owl Technology Finance Corp. | Blue Owl Technology Finance Corp. |
| 03/15/2028 | &nbsp;&nbsp; 6.100% | 9035000 | &nbsp;&nbsp; 8935874 |
| Freedom Mortgage Holdings LLC<sup>(a)</sup>  | Freedom Mortgage Holdings LLC<sup>(a)</sup>  | Freedom Mortgage Holdings LLC<sup>(a)</sup>  | Freedom Mortgage Holdings LLC<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 9.250% | 8230000 | &nbsp;&nbsp; 8345190 |
| 05/01/2031 | &nbsp;&nbsp; 6.875% | 6880000 | &nbsp;&nbsp; 6431861 |
| Goldman Sachs BDC, Inc. | Goldman Sachs BDC, Inc. | Goldman Sachs BDC, Inc. | Goldman Sachs BDC, Inc. |
| 01/28/2029 | &nbsp;&nbsp; 5.100% | 3395000 | &nbsp;&nbsp; 3299718 |
| Goldman Sachs Private Credit Corp.<sup>(a)</sup>  | Goldman Sachs Private Credit Corp.<sup>(a)</sup>  | Goldman Sachs Private Credit Corp.<sup>(a)</sup>  | Goldman Sachs Private Credit Corp.<sup>(a)</sup>  |
| 02/23/2028 | &nbsp;&nbsp; 5.050% | 5230000 | &nbsp;&nbsp; 5158280 |
| Golub Capital BDC, Inc. | Golub Capital BDC, Inc. | Golub Capital BDC, Inc. | Golub Capital BDC, Inc. |
| 02/15/2027 | &nbsp;&nbsp; 2.050% | 5437000 | &nbsp;&nbsp; 5268902 |
| 12/05/2028 | &nbsp;&nbsp; 7.050% | 4232000 | &nbsp;&nbsp; 4336295 |
| Golub Capital Private Credit Fund<sup>(a)</sup>  | Golub Capital Private Credit Fund<sup>(a)</sup>  | Golub Capital Private Credit Fund<sup>(a)</sup>  | Golub Capital Private Credit Fund<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 5.450% | 4955000 | &nbsp;&nbsp; 4889273 |
| HPS Corporate Lending Fund | HPS Corporate Lending Fund | HPS Corporate Lending Fund | HPS Corporate Lending Fund |
| 01/14/2028 | &nbsp;&nbsp; 5.450% | 1520000 | &nbsp;&nbsp; 1508509 |
| 09/30/2029 | &nbsp;&nbsp; 6.250% | 1638000 | &nbsp;&nbsp; 1635912 |
| HPS Corporate Lending Fund<sup>(a)</sup>  | HPS Corporate Lending Fund<sup>(a)</sup>  | HPS Corporate Lending Fund<sup>(a)</sup>  | HPS Corporate Lending Fund<sup>(a)</sup>  |
| 09/11/2028 | &nbsp;&nbsp; 4.900% | 2670000 | &nbsp;&nbsp; 2600783 |
| 04/02/2029 | &nbsp;&nbsp; 5.150% | 2280000 | &nbsp;&nbsp; 2215447 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |
| 05/15/2030 | &nbsp;&nbsp; 6.125% | 1410000 | &nbsp;&nbsp; 1377927 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| PennyMac Financial Services, Inc.<sup>(a)</sup>  | PennyMac Financial Services, Inc.<sup>(a)</sup>  | PennyMac Financial Services, Inc.<sup>(a)</sup>  | PennyMac Financial Services, Inc.<sup>(a)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 7.125% | 6754000 | &nbsp;&nbsp; 6739150 |
| 02/15/2033 | &nbsp;&nbsp; 6.875% | 1413000 | &nbsp;&nbsp; 1353406 |
| Rocket Cos, Inc.<sup>(a)</sup>  | Rocket Cos, Inc.<sup>(a)</sup>  | Rocket Cos, Inc.<sup>(a)</sup>  | Rocket Cos, Inc.<sup>(a)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 6.125% | 2700000 | &nbsp;&nbsp; 2726495 |
| 08/01/2033 | &nbsp;&nbsp; 6.375% | 2840000 | &nbsp;&nbsp; 2869646 |
| Takeoff Merger Sub, Inc.<sup>(a)</sup>  | Takeoff Merger Sub, Inc.<sup>(a)</sup>  | Takeoff Merger Sub, Inc.<sup>(a)</sup>  | Takeoff Merger Sub, Inc.<sup>(a)</sup>  |
| 03/24/2031 | &nbsp;&nbsp; 4.850% | 4870000 | &nbsp;&nbsp; 4811724 |
| UWM Holdings LLC<sup>(a)</sup>  | UWM Holdings LLC<sup>(a)</sup>  | UWM Holdings LLC<sup>(a)</sup>  | UWM Holdings LLC<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 6.250% | 2884000 | &nbsp;&nbsp; 2626555 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **123324099** |
| **Food and Beverage 0.4%** | **Food and Beverage 0.4%** | **Food and Beverage 0.4%** | **Food and Beverage 0.4%** |
| Flowers Foods, Inc. | Flowers Foods, Inc. | Flowers Foods, Inc. | Flowers Foods, Inc. |
| 03/15/2035 | &nbsp;&nbsp; 5.750% | 2125000 | &nbsp;&nbsp; 2027261 |
| Maple Parent Holdings Corp.<sup>(a)</sup>  | Maple Parent Holdings Corp.<sup>(a)</sup>  | Maple Parent Holdings Corp.<sup>(a)</sup>  | Maple Parent Holdings Corp.<sup>(a)</sup>  |
| 03/26/2031 | &nbsp;&nbsp; 5.050% | 2230000 | &nbsp;&nbsp; 2219864 |
| 03/26/2036 | &nbsp;&nbsp; 5.700% | 5401000 | &nbsp;&nbsp; 5360020 |
| Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  |
| 05/01/2045 | &nbsp;&nbsp; 5.650% | 2935000 | &nbsp;&nbsp; 2896368 |
| 05/01/2055 | &nbsp;&nbsp; 5.700% | 1689000 | &nbsp;&nbsp; 1646459 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **14149972** |
| **Gaming 0.7%** | **Gaming 0.7%** | **Gaming 0.7%** | **Gaming 0.7%** |
| Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 4.625% | 6076000 | &nbsp;&nbsp; 5847117 |
| GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. |
| 02/15/2033 | &nbsp;&nbsp; 5.250% | 3913000 | &nbsp;&nbsp; 3829047 |
| 03/01/2036 | &nbsp;&nbsp; 5.625% | 2800000 | &nbsp;&nbsp; 2723118 |
| International Game Technology PLC<sup>(a)</sup>  | International Game Technology PLC<sup>(a)</sup>  | International Game Technology PLC<sup>(a)</sup>  | International Game Technology PLC<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 5.250% | 7240000 | &nbsp;&nbsp; 7183334 |
| Scientific Games International, Inc.<sup>(a)</sup>  | Scientific Games International, Inc.<sup>(a)</sup>  | Scientific Games International, Inc.<sup>(a)</sup>  | Scientific Games International, Inc.<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 7.250% | 4621000 | &nbsp;&nbsp; 4717745 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24300361** |
| **Health Care 1.8%** | **Health Care 1.8%** | **Health Care 1.8%** | **Health Care 1.8%** |
| Abbott Laboratories | Abbott Laboratories | Abbott Laboratories | Abbott Laboratories |
| 03/15/2036 | &nbsp;&nbsp; 4.650% | 4992000 | &nbsp;&nbsp; 4877196 |
| 03/15/2056 | &nbsp;&nbsp; 5.500% | 3750000 | &nbsp;&nbsp; 3677385 |
| Acadia Healthcare Co., Inc.<sup>(a)</sup>  | Acadia Healthcare Co., Inc.<sup>(a)</sup>  | Acadia Healthcare Co., Inc.<sup>(a)</sup>  | Acadia Healthcare Co., Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 5.000% | 6515000 | &nbsp;&nbsp; 6348040 |
| Baxter International, Inc. | Baxter International, Inc. | Baxter International, Inc. | Baxter International, Inc. |
| 12/15/2030 | &nbsp;&nbsp; 4.900% | 3235000 | &nbsp;&nbsp; 3190470 |
| 12/15/2035 | &nbsp;&nbsp; 5.650% | 1817000 | &nbsp;&nbsp; 1775323 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| 09/15/2035 | &nbsp;&nbsp; 5.450% | 1667000 | &nbsp;&nbsp; 1672618 |
| 06/01/2044 | &nbsp;&nbsp; 6.000% | 3775000 | &nbsp;&nbsp; 3706199 |
| CVS Health Corp.<sup>(f)</sup>  | CVS Health Corp.<sup>(f)</sup>  | CVS Health Corp.<sup>(f)</sup>  | CVS Health Corp.<sup>(f)</sup>  |
| 03/10/2055 | &nbsp;&nbsp; 7.000% | 2254000 | &nbsp;&nbsp; 2319726 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| 11/15/2035 | &nbsp;&nbsp; 4.900% | 5197000 | &nbsp;&nbsp; 5027258 |
| 03/01/2055 | &nbsp;&nbsp; 6.200% | 1217000 | &nbsp;&nbsp; 1204831 |
| Hologic, Inc.<sup>(a)</sup>  | Hologic, Inc.<sup>(a)</sup>  | Hologic, Inc.<sup>(a)</sup>  | Hologic, Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 3.250% | 3014000 | &nbsp;&nbsp; 3014000 |
| Icon Investments Six DAC | Icon Investments Six DAC | Icon Investments Six DAC | Icon Investments Six DAC |
| 05/08/2027 | &nbsp;&nbsp; 5.809% | 965000 | &nbsp;&nbsp; 969642 |
| IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 5.000% | 5455000 | &nbsp;&nbsp; 5440329 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| 02/01/2029 | &nbsp;&nbsp; 6.250% | 3117000 | &nbsp;&nbsp; 3240894 |
| Kaiser Foundation Hospitals | Kaiser Foundation Hospitals | Kaiser Foundation Hospitals | Kaiser Foundation Hospitals |
| 06/01/2051 | &nbsp;&nbsp; 3.002% | 2365000 | &nbsp;&nbsp; 1515351 |
| Medline Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  | Medline Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  | Medline Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  | Medline Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 6.250% | 9317000 | &nbsp;&nbsp; 9494146 |
| Novant Health, Inc. | Novant Health, Inc. | Novant Health, Inc. | Novant Health, Inc. |
| 11/01/2051 | &nbsp;&nbsp; 3.168% | 2820000 | &nbsp;&nbsp; 1843552 |
| Surgery Center Holdings, Inc.<sup>(a)</sup>  | Surgery Center Holdings, Inc.<sup>(a)</sup>  | Surgery Center Holdings, Inc.<sup>(a)</sup>  | Surgery Center Holdings, Inc.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 7.250% | 1628000 | &nbsp;&nbsp; 1596595 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **60913555** |
| **Healthcare Insurance 0.5%** | **Healthcare Insurance 0.5%** | **Healthcare Insurance 0.5%** | **Healthcare Insurance 0.5%** |
| Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. |
| 12/15/2029 | &nbsp;&nbsp; 4.625% | 3600000 | &nbsp;&nbsp; 3417456 |
| Humana, Inc.<sup>(f)</sup>  | Humana, Inc.<sup>(f)</sup>  | Humana, Inc.<sup>(f)</sup>  | Humana, Inc.<sup>(f)</sup>  |
| 09/15/2056 | &nbsp;&nbsp; 6.625% | 3495000 | &nbsp;&nbsp; 3359759 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| 06/15/2035 | &nbsp;&nbsp; 5.300% | 1889000 | &nbsp;&nbsp; 1927018 |
| 07/15/2044 | &nbsp;&nbsp; 5.500% | 3941000 | &nbsp;&nbsp; 3798325 |
| 04/15/2053 | &nbsp;&nbsp; 5.050% | 4720000 | &nbsp;&nbsp; 4152005 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **16654563** |
| **Home Construction 0.2%** | **Home Construction 0.2%** | **Home Construction 0.2%** | **Home Construction 0.2%** |
| Ashton Woods USA LLC /Finance Co.<sup>(a)</sup>  | Ashton Woods USA LLC /Finance Co.<sup>(a)</sup>  | Ashton Woods USA LLC /Finance Co.<sup>(a)</sup>  | Ashton Woods USA LLC /Finance Co.<sup>(a)</sup>  |
| 08/01/2033 | &nbsp;&nbsp; 6.875% | 1937000 | &nbsp;&nbsp; 1869791 |
| K Hovnanian Enterprises, Inc.<sup>(a)</sup>  | K Hovnanian Enterprises, Inc.<sup>(a)</sup>  | K Hovnanian Enterprises, Inc.<sup>(a)</sup>  | K Hovnanian Enterprises, Inc.<sup>(a)</sup>  |
| 10/01/2033 | &nbsp;&nbsp; 8.375% | 482000 | &nbsp;&nbsp; 476602 |
| KB Home | KB Home | KB Home | KB Home |
| 11/15/2029 | &nbsp;&nbsp; 4.800% | 1452000 | &nbsp;&nbsp; 1414152 |
| Taylor Morrison Communities, Inc.<sup>(a)</sup>  | Taylor Morrison Communities, Inc.<sup>(a)</sup>  | Taylor Morrison Communities, Inc.<sup>(a)</sup>  | Taylor Morrison Communities, Inc.<sup>(a)</sup>  |
| 11/15/2032 | &nbsp;&nbsp; 5.750% | 1656000 | &nbsp;&nbsp; 1660227 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5420772** |
| **Independent Energy 0.9%** | **Independent Energy 0.9%** | **Independent Energy 0.9%** | **Independent Energy 0.9%** |
| Antero Resources Corp. | Antero Resources Corp. | Antero Resources Corp. | Antero Resources Corp. |
| 02/01/2036 | &nbsp;&nbsp; 5.400% | 3675000 | &nbsp;&nbsp; 3618560 |
| Azule Energy Finance PLC<sup>(a)</sup>  | Azule Energy Finance PLC<sup>(a)</sup>  | Azule Energy Finance PLC<sup>(a)</sup>  | Azule Energy Finance PLC<sup>(a)</sup>  |
| 01/22/2031 | &nbsp;&nbsp; 8.250% | 1389000 | &nbsp;&nbsp; 1401113 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.875% | 2026000 | &nbsp;&nbsp; 2028709 |
| Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 6.500% | 2550000 | &nbsp;&nbsp; 2577134 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| 03/15/2040 | &nbsp;&nbsp; 6.200% | 1820000 | &nbsp;&nbsp; 1856117 |
| 02/15/2047 | &nbsp;&nbsp; 4.100% | 1405000 | &nbsp;&nbsp; 1008173 |
| 03/15/2048 | &nbsp;&nbsp; 4.200% | 1820000 | &nbsp;&nbsp; 1358748 |
| Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. |
| 07/15/2053 | &nbsp;&nbsp; 7.100% | 3180000 | &nbsp;&nbsp; 3439068 |
| PRIO Luxembourg Holding Sarl<sup>(a)</sup>  | PRIO Luxembourg Holding Sarl<sup>(a)</sup>  | PRIO Luxembourg Holding Sarl<sup>(a)</sup>  | PRIO Luxembourg Holding Sarl<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 6.750% | 2487000 | &nbsp;&nbsp; 2424598 |
| SM Energy Co. | SM Energy Co. | SM Energy Co. | SM Energy Co. |
| 09/15/2026 | &nbsp;&nbsp; 6.750% | 2825000 | &nbsp;&nbsp; 2825771 |
| Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. |
| 03/15/2030 | &nbsp;&nbsp; 5.375% | 7302000 | &nbsp;&nbsp; 7365909 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **29903900** |
| **Integrated Energy 0.1%** | **Integrated Energy 0.1%** | **Integrated Energy 0.1%** | **Integrated Energy 0.1%** |
| Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. |
| 03/20/2036 | &nbsp;&nbsp; 5.400% | 2462000 | &nbsp;&nbsp; 2447937 |
| Shell Finance US, Inc. | Shell Finance US, Inc. | Shell Finance US, Inc. | Shell Finance US, Inc. |
| 05/11/2045 | &nbsp;&nbsp; 4.375% | 1800000 | &nbsp;&nbsp; 1530059 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3977996** |
| **Leisure 0.4%** | **Leisure 0.4%** | **Leisure 0.4%** | **Leisure 0.4%** |
| Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 4.000% | 5531000 | &nbsp;&nbsp; 5400298 |
| 05/01/2029 | &nbsp;&nbsp; 5.125% | 3511000 | &nbsp;&nbsp; 3484217 |
| Royal Caribbean Cruises Ltd.<sup>(a)</sup>  | Royal Caribbean Cruises Ltd.<sup>(a)</sup>  | Royal Caribbean Cruises Ltd.<sup>(a)</sup>  | Royal Caribbean Cruises Ltd.<sup>(a)</sup>  |
| 02/01/2033 | &nbsp;&nbsp; 6.000% | 2851000 | &nbsp;&nbsp; 2883877 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **11768392** |
| **Life Insurance 1.2%** | **Life Insurance 1.2%** | **Life Insurance 1.2%** | **Life Insurance 1.2%** |
| Allianz SE<sup>(a),(f)</sup>  | Allianz SE<sup>(a),(f)</sup>  | Allianz SE<sup>(a),(f)</sup>  | Allianz SE<sup>(a),(f)</sup>  |
| 09/06/2053 | &nbsp;&nbsp; 6.350% | 4800000 | &nbsp;&nbsp; 4970485 |
| Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  |
| 07/11/2031 | &nbsp;&nbsp; 5.526% | 2865000 | &nbsp;&nbsp; 2867638 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. | CNO Financial Group, Inc. | CNO Financial Group, Inc. |
| 05/30/2029 | &nbsp;&nbsp; 5.250% | 5020000 | &nbsp;&nbsp; 5028501 |
| Corebridge Financial, Inc.<sup>(f)</sup>  | Corebridge Financial, Inc.<sup>(f)</sup>  | Corebridge Financial, Inc.<sup>(f)</sup>  | Corebridge Financial, Inc.<sup>(f)</sup>  |
| 09/15/2054 | &nbsp;&nbsp; 6.375% | 2468000 | &nbsp;&nbsp; 2420753 |
| F&G Annuities & Life, Inc. | F&G Annuities & Life, Inc. | F&G Annuities & Life, Inc. | F&G Annuities & Life, Inc. |
| 06/04/2029 | &nbsp;&nbsp; 6.500% | 1464000 | &nbsp;&nbsp; 1469847 |
| Global Atlantic Fin Co.<sup>(a)</sup>  | Global Atlantic Fin Co.<sup>(a)</sup>  | Global Atlantic Fin Co.<sup>(a)</sup>  | Global Atlantic Fin Co.<sup>(a)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 7.950% | 7505000 | &nbsp;&nbsp; 8062473 |
| Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. |
| 06/15/2040 | &nbsp;&nbsp; 7.000% | 2407000 | &nbsp;&nbsp; 2613815 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MetLife, Inc. | MetLife, Inc. | MetLife, Inc. | MetLife, Inc. |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 12/15/2036 | &nbsp;&nbsp; 6.400% | 8332000 | &nbsp;&nbsp; 8492855 |
| MetLife, Inc.<sup>(f)</sup>  | MetLife, Inc.<sup>(f)</sup>  | MetLife, Inc.<sup>(f)</sup>  | MetLife, Inc.<sup>(f)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 08/01/2039 | &nbsp;&nbsp; 10.750% | 3165000 | &nbsp;&nbsp; 4102558 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **40028925** |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. |
| 05/01/2038 | &nbsp;&nbsp; 5.100% | 2550000 | &nbsp;&nbsp; 2423431 |
| **Media and Entertainment 2.4%** | **Media and Entertainment 2.4%** | **Media and Entertainment 2.4%** | **Media and Entertainment 2.4%** |
| AppLovin Corp. | AppLovin Corp. | AppLovin Corp. | AppLovin Corp. |
| 12/01/2029 | &nbsp;&nbsp; 5.125% | 1028000 | &nbsp;&nbsp; 1033056 |
| 12/01/2031 | &nbsp;&nbsp; 5.375% | 4146000 | &nbsp;&nbsp; 4185064 |
| 12/01/2034 | &nbsp;&nbsp; 5.500% | 3305000 | &nbsp;&nbsp; 3277745 |
| Beignet Investor LLC<sup>(a)</sup>  | Beignet Investor LLC<sup>(a)</sup>  | Beignet Investor LLC<sup>(a)</sup>  | Beignet Investor LLC<sup>(a)</sup>  |
| 05/30/2049 | &nbsp;&nbsp; 6.581% | 1566000 | &nbsp;&nbsp; 1612782 |
| Discovery Communications LLC | Discovery Communications LLC | Discovery Communications LLC | Discovery Communications LLC |
| 03/20/2028 | &nbsp;&nbsp; 3.950% | 4819000 | &nbsp;&nbsp; 4648832 |
| 05/15/2029 | &nbsp;&nbsp; 4.125% | 7170000 | &nbsp;&nbsp; 6947738 |
| 09/20/2037 | &nbsp;&nbsp; 5.000% | 4010000 | &nbsp;&nbsp; 2899610 |
| Lamar Media Corp. | Lamar Media Corp. | Lamar Media Corp. | Lamar Media Corp. |
| 02/15/2028 | &nbsp;&nbsp; 3.750% | 4625000 | &nbsp;&nbsp; 4500010 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| 11/15/2032 | &nbsp;&nbsp; 4.600% | 5710000 | &nbsp;&nbsp; 5650717 |
| 11/15/2035 | &nbsp;&nbsp; 4.875% | 4000000 | &nbsp;&nbsp; 3923234 |
| 11/15/2045 | &nbsp;&nbsp; 5.500% | 1865000 | &nbsp;&nbsp; 1766099 |
| 11/15/2055 | &nbsp;&nbsp; 5.625% | 5140000 | &nbsp;&nbsp; 4814616 |
| 11/15/2065 | &nbsp;&nbsp; 5.750% | 2725000 | &nbsp;&nbsp; 2527267 |
| Nexstar Broadcasting, Inc.<sup>(a)</sup>  | Nexstar Broadcasting, Inc.<sup>(a)</sup>  | Nexstar Broadcasting, Inc.<sup>(a)</sup>  | Nexstar Broadcasting, Inc.<sup>(a)</sup>  |
| 11/01/2028 | &nbsp;&nbsp; 4.750% | 8635000 | &nbsp;&nbsp; 8487394 |
| Nexstar Media, Inc.<sup>(a)</sup>  | Nexstar Media, Inc.<sup>(a)</sup>  | Nexstar Media, Inc.<sup>(a)</sup>  | Nexstar Media, Inc.<sup>(a)</sup>  |
| 09/15/2033 | &nbsp;&nbsp; 6.500% | 4007000 | &nbsp;&nbsp; 4037997 |
| Nexstar Media, Inc.<sup>(a),(h)</sup>  | Nexstar Media, Inc.<sup>(a),(h)</sup>  | Nexstar Media, Inc.<sup>(a),(h)</sup>  | Nexstar Media, Inc.<sup>(a),(h)</sup>  |
| 04/15/2034 | &nbsp;&nbsp; 7.250% | 4744000 | &nbsp;&nbsp; 4754338 |
| OAK-Eagle Acquireco, Inc.<sup>(a),(h)</sup>  | OAK-Eagle Acquireco, Inc.<sup>(a),(h)</sup>  | OAK-Eagle Acquireco, Inc.<sup>(a),(h)</sup>  | OAK-Eagle Acquireco, Inc.<sup>(a),(h)</sup>  |
| 07/01/2033 | &nbsp;&nbsp; 7.250% | 1468000 | &nbsp;&nbsp; 1520360 |
| 07/01/2034 | &nbsp;&nbsp; 8.750% | 979000 | &nbsp;&nbsp; 1023805 |
| Omnicom Group, Inc. | Omnicom Group, Inc. | Omnicom Group, Inc. | Omnicom Group, Inc. |
| 06/02/2033 | &nbsp;&nbsp; 5.000% | 3036000 | &nbsp;&nbsp; 2964445 |
| Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  |
| 06/30/2030 | &nbsp;&nbsp; 7.375% | 3430000 | &nbsp;&nbsp; 3364154 |
| Viacom, Inc.<sup>(f)</sup>  | Viacom, Inc.<sup>(f)</sup>  | Viacom, Inc.<sup>(f)</sup>  | Viacom, Inc.<sup>(f)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 02/28/2057 | &nbsp;&nbsp; 6.250% | 3380000 | &nbsp;&nbsp; 2282185 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. |
| 03/15/2027 | &nbsp;&nbsp; 3.755% | 3144000 | &nbsp;&nbsp; 3073534 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **79294982** |
| **Metals and Mining 0.5%** | **Metals and Mining 0.5%** | **Metals and Mining 0.5%** | **Metals and Mining 0.5%** |
| Carpenter Technology Corp.<sup>(a)</sup>  | Carpenter Technology Corp.<sup>(a)</sup>  | Carpenter Technology Corp.<sup>(a)</sup>  | Carpenter Technology Corp.<sup>(a)</sup>  |
| 03/01/2034 | &nbsp;&nbsp; 5.625% | 1305000 | &nbsp;&nbsp; 1293213 |
| Commercial Metals Co.<sup>(a)</sup>  | Commercial Metals Co.<sup>(a)</sup>  | Commercial Metals Co.<sup>(a)</sup>  | Commercial Metals Co.<sup>(a)</sup>  |
| 11/15/2033 | &nbsp;&nbsp; 5.750% | 4570000 | &nbsp;&nbsp; 4531100 |
| Glencore Funding LLC<sup>(a),(h)</sup>  | Glencore Funding LLC<sup>(a),(h)</sup>  | Glencore Funding LLC<sup>(a),(h)</sup>  | Glencore Funding LLC<sup>(a),(h)</sup>  |
| 07/01/2031 | &nbsp;&nbsp; 4.900% | 2020000 | &nbsp;&nbsp; 2018837 |
| 04/01/2036 | &nbsp;&nbsp; 5.508% | 4205000 | &nbsp;&nbsp; 4209133 |
| Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  |
| 04/04/2054 | &nbsp;&nbsp; 5.893% | 1120000 | &nbsp;&nbsp; 1090474 |
| Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC |
| 03/14/2055 | &nbsp;&nbsp; 5.750% | 2368000 | &nbsp;&nbsp; 2357960 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **15500717** |
| **Midstream 1.4%** | **Midstream 1.4%** | **Midstream 1.4%** | **Midstream 1.4%** |
| Cheniere Energy, Inc.<sup>(a)</sup>  | Cheniere Energy, Inc.<sup>(a)</sup>  | Cheniere Energy, Inc.<sup>(a)</sup>  | Cheniere Energy, Inc.<sup>(a)</sup>  |
| 07/30/2036 | &nbsp;&nbsp; 5.200% | 1717000 | &nbsp;&nbsp; 1698045 |
| 07/30/2056 | &nbsp;&nbsp; 6.000% | 2360000 | &nbsp;&nbsp; 2349616 |
| Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  |
| 11/17/2032 | &nbsp;&nbsp; 4.999% | 3460000 | &nbsp;&nbsp; 3437610 |
| Enbridge, Inc.<sup>(f)</sup>  | Enbridge, Inc.<sup>(f)</sup>  | Enbridge, Inc.<sup>(f)</sup>  | Enbridge, Inc.<sup>(f)</sup>  |
| 01/15/2077 | &nbsp;&nbsp; 6.000% | 8375000 | &nbsp;&nbsp; 8359124 |
| Energy Transfer LP<sup>(f),(g)</sup>  | Energy Transfer LP<sup>(f),(g)</sup>  | Energy Transfer LP<sup>(f),(g)</sup>  | Energy Transfer LP<sup>(f),(g)</sup>  |
|  | &nbsp;&nbsp; 6.625% | 4990000 | &nbsp;&nbsp; 4969320 |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
|  | &nbsp;&nbsp; 6.500% | 8288000 | &nbsp;&nbsp; 8272178 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| 05/15/2054 | &nbsp;&nbsp; 5.950% | 3480000 | &nbsp;&nbsp; 3266396 |
| Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP |
| 12/15/2045 | &nbsp;&nbsp; 6.125% | 3345000 | &nbsp;&nbsp; 3269853 |
| Northern Natural Gas Co.<sup>(a)</sup>  | Northern Natural Gas Co.<sup>(a)</sup>  | Northern Natural Gas Co.<sup>(a)</sup>  | Northern Natural Gas Co.<sup>(a)</sup>  |
| 02/01/2054 | &nbsp;&nbsp; 5.625% | 1510000 | &nbsp;&nbsp; 1433559 |
| Plains All American Pipeline LP/PAA Finance Corp. | Plains All American Pipeline LP/PAA Finance Corp. | Plains All American Pipeline LP/PAA Finance Corp. | Plains All American Pipeline LP/PAA Finance Corp. |
| 01/15/2036 | &nbsp;&nbsp; 5.600% | 2544000 | &nbsp;&nbsp; 2552102 |
| Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 7.000% | 2629000 | &nbsp;&nbsp; 2696818 |
| 03/15/2034 | &nbsp;&nbsp; 5.875% | 1503000 | &nbsp;&nbsp; 1486660 |
| Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  |
| 06/15/2034 | &nbsp;&nbsp; 6.500% | 946 | &nbsp;&nbsp; 984 |
| 01/15/2036 | &nbsp;&nbsp; 6.750% | 4129000 | &nbsp;&nbsp; 4368921 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **48161186** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Natural Gas 0.6%** | **Natural Gas 0.6%** | **Natural Gas 0.6%** | **Natural Gas 0.6%** |
| Sempra Energy | Sempra Energy | Sempra Energy | Sempra Energy |
| 06/15/2027 | &nbsp;&nbsp; 3.250% | 4800000 | &nbsp;&nbsp; 4732216 |
| Sempra Energy<sup>(f)</sup>  | Sempra Energy<sup>(f)</sup>  | Sempra Energy<sup>(f)</sup>  | Sempra Energy<sup>(f)</sup>  |
| 04/01/2052 | &nbsp;&nbsp; 4.125% | 8678000 | &nbsp;&nbsp; 8427461 |
| Snam SpA<sup>(a)</sup>  | Snam SpA<sup>(a)</sup>  | Snam SpA<sup>(a)</sup>  | Snam SpA<sup>(a)</sup>  |
| 05/28/2055 | &nbsp;&nbsp; 6.500% | 2508000 | &nbsp;&nbsp; 2587430 |
| Southern Co Gas Capital Corp. | Southern Co Gas Capital Corp. | Southern Co Gas Capital Corp. | Southern Co Gas Capital Corp. |
| 09/15/2035 | &nbsp;&nbsp; 5.100% | 3600000 | &nbsp;&nbsp; 3553441 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **19300548** |
| **Office REIT 0.5%** | **Office REIT 0.5%** | **Office REIT 0.5%** | **Office REIT 0.5%** |
| Kilroy Realty LP | Kilroy Realty LP | Kilroy Realty LP | Kilroy Realty LP |
| 02/15/2030 | &nbsp;&nbsp; 3.050% | 2040000 | &nbsp;&nbsp; 1861939 |
| 11/15/2032 | &nbsp;&nbsp; 2.500% | 2605000 | &nbsp;&nbsp; 2122783 |
| Piedmont Operating Partnership LP | Piedmont Operating Partnership LP | Piedmont Operating Partnership LP | Piedmont Operating Partnership LP |
| 07/15/2029 | &nbsp;&nbsp; 6.875% | 796000 | &nbsp;&nbsp; 833305 |
| 01/15/2033 | &nbsp;&nbsp; 5.625% | 6920000 | &nbsp;&nbsp; 6726780 |
| Vornado Realty LP | Vornado Realty LP | Vornado Realty LP | Vornado Realty LP |
| 02/01/2033 | &nbsp;&nbsp; 5.750% | 5440000 | &nbsp;&nbsp; 5342795 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **16887602** |
| **Other Financial Institutions 0.4%** | **Other Financial Institutions 0.4%** | **Other Financial Institutions 0.4%** | **Other Financial Institutions 0.4%** |
| Atlas Warehouse Lending Co. LP<sup>(a)</sup>  | Atlas Warehouse Lending Co. LP<sup>(a)</sup>  | Atlas Warehouse Lending Co. LP<sup>(a)</sup>  | Atlas Warehouse Lending Co. LP<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 6.250% | 5578000 | &nbsp;&nbsp; 5737248 |
| 01/15/2033 | &nbsp;&nbsp; 5.250% | 3665000 | &nbsp;&nbsp; 3550483 |
| Atlas Warehouse Lending Co., LP<sup>(a)</sup>  | Atlas Warehouse Lending Co., LP<sup>(a)</sup>  | Atlas Warehouse Lending Co., LP<sup>(a)</sup>  | Atlas Warehouse Lending Co., LP<sup>(a)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 4.950% | 4320000 | &nbsp;&nbsp; 4236994 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13524725** |
| **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** |
| Leland Stanford Junior University (The) | Leland Stanford Junior University (The) | Leland Stanford Junior University (The) | Leland Stanford Junior University (The) |
| 03/01/2035 | &nbsp;&nbsp; 4.679% | 2500000 | &nbsp;&nbsp; 2479779 |
| **Other REIT 1.0%** | **Other REIT 1.0%** | **Other REIT 1.0%** | **Other REIT 1.0%** |
| American Assets Trust LP | American Assets Trust LP | American Assets Trust LP | American Assets Trust LP |
| 02/01/2031 | &nbsp;&nbsp; 3.375% | 6870000 | &nbsp;&nbsp; 6193627 |
| Arbor Realty SR, Inc.<sup>(a)</sup>  | Arbor Realty SR, Inc.<sup>(a)</sup>  | Arbor Realty SR, Inc.<sup>(a)</sup>  | Arbor Realty SR, Inc.<sup>(a)</sup>  |
| 12/15/2028 | &nbsp;&nbsp; 8.500% | 3515000 | &nbsp;&nbsp; 3454575 |
| EPR Properties | EPR Properties | EPR Properties | EPR Properties |
| 04/15/2028 | &nbsp;&nbsp; 4.950% | 866000 | &nbsp;&nbsp; 865299 |
| Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.750% | 6645000 | &nbsp;&nbsp; 6442016 |
| 07/15/2031 | &nbsp;&nbsp; 7.000% | 9635000 | &nbsp;&nbsp; 9969122 |
| Trust 2401<sup>(a)</sup>  | Trust 2401<sup>(a)</sup>  | Trust 2401<sup>(a)</sup>  | Trust 2401<sup>(a)</sup>  |
| 01/23/2032 | &nbsp;&nbsp; 7.700% | 6165000 | &nbsp;&nbsp; 6565920 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **33490559** |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Packaging 0.1%** | **Packaging 0.1%** | **Packaging 0.1%** | **Packaging 0.1%** |
| Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. |
| 03/12/2036 | &nbsp;&nbsp; 5.125% | 3782000 | &nbsp;&nbsp; 3674789 |
| **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| 03/02/2053 | &nbsp;&nbsp; 5.650% | 4140000 | &nbsp;&nbsp; 4007013 |
| BioMarin Pharmaceutical, Inc.<sup>(a)</sup>  | BioMarin Pharmaceutical, Inc.<sup>(a)</sup>  | BioMarin Pharmaceutical, Inc.<sup>(a)</sup>  | BioMarin Pharmaceutical, Inc.<sup>(a)</sup>  |
| 02/15/2034 | &nbsp;&nbsp; 5.500% | 2985000 | &nbsp;&nbsp; 2933734 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |
| 02/22/2054 | &nbsp;&nbsp; 5.550% | 3460000 | &nbsp;&nbsp; 3331035 |
| GENMAB A/S/FINANCE LLC<sup>(a)</sup>  | GENMAB A/S/FINANCE LLC<sup>(a)</sup>  | GENMAB A/S/FINANCE LLC<sup>(a)</sup>  | GENMAB A/S/FINANCE LLC<sup>(a)</sup>  |
| 12/15/2032 | &nbsp;&nbsp; 6.250% | 4125000 | &nbsp;&nbsp; 4228778 |
| 12/15/2033 | &nbsp;&nbsp; 7.250% | 1700000 | &nbsp;&nbsp; 1777992 |
| Merck & Co, Inc. | Merck & Co, Inc. | Merck & Co, Inc. | Merck & Co, Inc. |
| 09/15/2055 | &nbsp;&nbsp; 5.700% | 2379000 | &nbsp;&nbsp; 2361923 |
| Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. |
| 03/18/2033 | &nbsp;&nbsp; 4.600% | 2660000 | &nbsp;&nbsp; 2648907 |
| 03/18/2056 | &nbsp;&nbsp; 5.700% | 1320000 | &nbsp;&nbsp; 1328423 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **22617805** |
| **Property & Casualty 1.3%** | **Property & Casualty 1.3%** | **Property & Casualty 1.3%** | **Property & Casualty 1.3%** |
| Asurion LLC and Asurion Co-Issuer, Inc.<sup>(a)</sup>  | Asurion LLC and Asurion Co-Issuer, Inc.<sup>(a)</sup>  | Asurion LLC and Asurion Co-Issuer, Inc.<sup>(a)</sup>  | Asurion LLC and Asurion Co-Issuer, Inc.<sup>(a)</sup>  |
| 12/31/2032 | &nbsp;&nbsp; 8.000% | 2125000 | &nbsp;&nbsp; 2206148 |
| 02/01/2034 | &nbsp;&nbsp; 8.375% | 3405000 | &nbsp;&nbsp; 3316557 |
| CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. |
| 08/15/2035 | &nbsp;&nbsp; 5.200% | 4757000 | &nbsp;&nbsp; 4656035 |
| Essent Group Ltd. | Essent Group Ltd. | Essent Group Ltd. | Essent Group Ltd. |
| 07/01/2029 | &nbsp;&nbsp; 6.250% | 8445000 | &nbsp;&nbsp; 8729259 |
| Liberty Mutual Group, Inc.<sup>(a),(f)</sup>  | Liberty Mutual Group, Inc.<sup>(a),(f)</sup>  | Liberty Mutual Group, Inc.<sup>(a),(f)</sup>  | Liberty Mutual Group, Inc.<sup>(a),(f)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 12/15/2051 | &nbsp;&nbsp; 4.125% | 7385000 | &nbsp;&nbsp; 7237791 |
| Loews Corp. | Loews Corp. | Loews Corp. | Loews Corp. |
| 04/01/2036 | &nbsp;&nbsp; 4.940% | 3385000 | &nbsp;&nbsp; 3307855 |
| NMI Holdings, Inc. | NMI Holdings, Inc. | NMI Holdings, Inc. | NMI Holdings, Inc. |
| 08/15/2029 | &nbsp;&nbsp; 6.000% | 8205000 | &nbsp;&nbsp; 8384725 |
| RLI Corp. | RLI Corp. | RLI Corp. | RLI Corp. |
| 06/01/2036 | &nbsp;&nbsp; 5.375% | 4330000 | &nbsp;&nbsp; 4170325 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **42008695** |
| **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** |
| Valero Energy Corp. | Valero Energy Corp. | Valero Energy Corp. | Valero Energy Corp. |
| 03/10/2036 | &nbsp;&nbsp; 5.150% | 3438000 | &nbsp;&nbsp; 3390675 |
| **Retailers 0.9%** | **Retailers 0.9%** | **Retailers 0.9%** | **Retailers 0.9%** |
| Advance Auto Parts, Inc.<sup>(a)</sup>  | Advance Auto Parts, Inc.<sup>(a)</sup>  | Advance Auto Parts, Inc.<sup>(a)</sup>  | Advance Auto Parts, Inc.<sup>(a)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 7.000% | 389000 | &nbsp;&nbsp; 393889 |
| 08/01/2033 | &nbsp;&nbsp; 7.375% | 5555000 | &nbsp;&nbsp; 5613612 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. |
| 03/13/2033 | &nbsp;&nbsp; 4.550% | 4290000 | &nbsp;&nbsp; 4248508 |
| 03/13/2036 | &nbsp;&nbsp; 4.875% | 3465000 | &nbsp;&nbsp; 3432717 |
| Gildan Activewear, Inc.<sup>(a)</sup>  | Gildan Activewear, Inc.<sup>(a)</sup>  | Gildan Activewear, Inc.<sup>(a)</sup>  | Gildan Activewear, Inc.<sup>(a)</sup>  |
| 10/07/2030 | &nbsp;&nbsp; 4.700% | 2860000 | &nbsp;&nbsp; 2830242 |
| 10/07/2035 | &nbsp;&nbsp; 5.400% | 3840000 | &nbsp;&nbsp; 3752777 |
| Lowe's Cos, Inc. | Lowe's Cos, Inc. | Lowe's Cos, Inc. | Lowe's Cos, Inc. |
| 10/15/2032 | &nbsp;&nbsp; 4.500% | 3805000 | &nbsp;&nbsp; 3740844 |
| 10/15/2035 | &nbsp;&nbsp; 4.850% | 5595000 | &nbsp;&nbsp; 5448647 |
| O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. | O'Reilly Automotive, Inc. |
| 03/12/2036 | &nbsp;&nbsp; 5.100% | 1800000 | &nbsp;&nbsp; 1777075 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **31238311** |
| **Technology 3.1%** | **Technology 3.1%** | **Technology 3.1%** | **Technology 3.1%** |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| 02/15/2033 | &nbsp;&nbsp; 4.400% | 6105000 | &nbsp;&nbsp; 6026801 |
| 02/15/2036 | &nbsp;&nbsp; 4.800% | 4390000 | &nbsp;&nbsp; 4369256 |
| 02/15/2056 | &nbsp;&nbsp; 5.650% | 3990000 | &nbsp;&nbsp; 3974122 |
| Concentrix Corp. | Concentrix Corp. | Concentrix Corp. | Concentrix Corp. |
| 08/02/2028 | &nbsp;&nbsp; 6.600% | 8130000 | &nbsp;&nbsp; 8099901 |
| CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 9.250% | 3896000 | &nbsp;&nbsp; 3789181 |
| Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. | Dell International LLC/EMC Corp. |
| 04/01/2032 | &nbsp;&nbsp; 5.300% | 1584000 | &nbsp;&nbsp; 1608994 |
| Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC |
| 03/15/2033 | &nbsp;&nbsp; 4.700% | 3935000 | &nbsp;&nbsp; 3824252 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. | Flex Ltd. |
| 11/13/2035 | &nbsp;&nbsp; 5.375% | 3745000 | &nbsp;&nbsp; 3686479 |
| Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  |
| 01/25/2035 | &nbsp;&nbsp; 6.250% | 3595000 | &nbsp;&nbsp; 3762803 |
| 01/25/2036 | &nbsp;&nbsp; 6.100% | 2683000 | &nbsp;&nbsp; 2767009 |
| 01/25/2039 | &nbsp;&nbsp; 6.300% | 4971000 | &nbsp;&nbsp; 5179407 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| 02/21/2034 | &nbsp;&nbsp; 5.150% | 2760000 | &nbsp;&nbsp; 2752160 |
| 08/05/2052 | &nbsp;&nbsp; 4.900% | 2010000 | &nbsp;&nbsp; 1641173 |
| International Business Machines Corp. | International Business Machines Corp. | International Business Machines Corp. | International Business Machines Corp. |
| 02/03/2056 | &nbsp;&nbsp; 5.800% | 3090000 | &nbsp;&nbsp; 2956274 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |
| 10/15/2031 | &nbsp;&nbsp; 3.150% | 3750000 | &nbsp;&nbsp; 3127812 |
| Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. |
| 01/15/2031 | &nbsp;&nbsp; 5.300% | 9005000 | &nbsp;&nbsp; 9421695 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| 09/26/2032 | &nbsp;&nbsp; 4.800% | 7033000 | &nbsp;&nbsp; 6691912 |
| 05/04/2033 | &nbsp;&nbsp; 5.350% | 3885000 | &nbsp;&nbsp; 3779984 |
| 09/26/2035 | &nbsp;&nbsp; 5.200% | 3965000 | &nbsp;&nbsp; 3716121 |
| 02/04/2036 | &nbsp;&nbsp; 5.700% | 1842000 | &nbsp;&nbsp; 1770926 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Salesforce, Inc. | Salesforce, Inc. | Salesforce, Inc. | Salesforce, Inc. |
| 09/15/2031 | &nbsp;&nbsp; 4.900% | 5125000 | &nbsp;&nbsp; 5118046 |
| 03/15/2033 | &nbsp;&nbsp; 5.200% | 3765000 | &nbsp;&nbsp; 3758328 |
| 03/15/2056 | &nbsp;&nbsp; 6.550% | 2750000 | &nbsp;&nbsp; 2756640 |
| Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. |
| 04/01/2032 | &nbsp;&nbsp; 5.000% | 6192000 | &nbsp;&nbsp; 6245045 |
| Workday, Inc. | Workday, Inc. | Workday, Inc. | Workday, Inc. |
| 04/01/2032 | &nbsp;&nbsp; 3.800% | 3586000 | &nbsp;&nbsp; 3328653 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **104152974** |
| **Transportation Services 0.4%** | **Transportation Services 0.4%** | **Transportation Services 0.4%** | **Transportation Services 0.4%** |
| FedEx Freight Holding Co., Inc.<sup>(a)</sup>  | FedEx Freight Holding Co., Inc.<sup>(a)</sup>  | FedEx Freight Holding Co., Inc.<sup>(a)</sup>  | FedEx Freight Holding Co., Inc.<sup>(a)</sup>  |
| 03/15/2036 | &nbsp;&nbsp; 5.250% | 5141000 | &nbsp;&nbsp; 4969961 |
| GXO Logistics, Inc. | GXO Logistics, Inc. | GXO Logistics, Inc. | GXO Logistics, Inc. |
| 05/06/2029 | &nbsp;&nbsp; 6.250% | 6948000 | &nbsp;&nbsp; 7204636 |
| 05/06/2034 | &nbsp;&nbsp; 6.500% | 2067000 | &nbsp;&nbsp; 2168294 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **14342891** |
| **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| 11/30/2055 | &nbsp;&nbsp; 5.875% | 1562000 | &nbsp;&nbsp; 1518015 |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $1,419,173,382) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $1,419,173,382) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $1,419,173,382) | &nbsp;&nbsp; **1404326201** |
| **Foreign Government Obligations**<sup>(i),(j)</sup> **4.3%** | **Foreign Government Obligations**<sup>(i),(j)</sup> **4.3%** | **Foreign Government Obligations**<sup>(i),(j)</sup> **4.3%** | **Foreign Government Obligations**<sup>(i),(j)</sup> **4.3%** |
| **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** | **Canada 0.2%** |
| Antares Holdings LP<sup>(a)</sup>  | Antares Holdings LP<sup>(a)</sup>  | Antares Holdings LP<sup>(a)</sup>  | Antares Holdings LP<sup>(a)</sup>  |
| 10/23/2029 | &nbsp;&nbsp; 6.350% | 6690000 | &nbsp;&nbsp; 6621738 |
| **Colombia 0.5%** | **Colombia 0.5%** | **Colombia 0.5%** | **Colombia 0.5%** |
| Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond |
| 01/21/2031 | &nbsp;&nbsp; 6.125% | 10000000 | &nbsp;&nbsp; 9821577 |
| 11/07/2036 | &nbsp;&nbsp; 7.750% | 995000 | &nbsp;&nbsp; 1017772 |
| Ecopetrol SA | Ecopetrol SA | Ecopetrol SA | Ecopetrol SA |
| 02/01/2032 | &nbsp;&nbsp; 7.750% | 5249000 | &nbsp;&nbsp; 5307478 |
| Grupo Energia Bogota SA ESP<sup>(a)</sup>  | Grupo Energia Bogota SA ESP<sup>(a)</sup>  | Grupo Energia Bogota SA ESP<sup>(a)</sup>  | Grupo Energia Bogota SA ESP<sup>(a)</sup>  |
| 10/22/2035 | &nbsp;&nbsp; 5.750% | 2142000 | &nbsp;&nbsp; 2043267 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18190094** |
| **France 0.2%** | **France 0.2%** | **France 0.2%** | **France 0.2%** |
| Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  |
| 01/26/2039 | &nbsp;&nbsp; 6.950% | 4809000 | &nbsp;&nbsp; 5354112 |
| **Mexico 0.9%** | **Mexico 0.9%** | **Mexico 0.9%** | **Mexico 0.9%** |
| Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  | Comision Federal de Electricidad<sup>(a)</sup>  |
| 01/28/2034 | &nbsp;&nbsp; 6.045% | 2223000 | &nbsp;&nbsp; 2153132 |
| Eagle Funding Luxco Sarl<sup>(a)</sup>  | Eagle Funding Luxco Sarl<sup>(a)</sup>  | Eagle Funding Luxco Sarl<sup>(a)</sup>  | Eagle Funding Luxco Sarl<sup>(a)</sup>  |
| 08/17/2030 | &nbsp;&nbsp; 5.500% | 12412000 | &nbsp;&nbsp; 12459041 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(i),(j)</sup> **(continued)** | **Foreign Government Obligations**<sup>(i),(j)</sup> **(continued)** | **Foreign Government Obligations**<sup>(i),(j)</sup> **(continued)** | **Foreign Government Obligations**<sup>(i),(j)</sup> **(continued)** | **Foreign Government Obligations**<sup>(i),(j)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  |
| 01/31/2041 | &nbsp;&nbsp; 7.250% |  | 3221130 | &nbsp;&nbsp; 3222844 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| 01/28/2031 | &nbsp;&nbsp; 5.950% |  | 13669000 | &nbsp;&nbsp; 13061102 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **30896119** |
| **New Zealand 1.4%** | **New Zealand 1.4%** | **New Zealand 1.4%** | **New Zealand 1.4%** | **New Zealand 1.4%** |
| New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond |
| 05/15/2034 | &nbsp;&nbsp; 4.250% | NZD | 42000000 | &nbsp;&nbsp; 23690527 |
| 05/15/2035 | &nbsp;&nbsp; 4.500% | NZD | 11250000 | &nbsp;&nbsp; 6400975 |
| 05/15/2036 | &nbsp;&nbsp; 4.250% | NZD | 27600000 | &nbsp;&nbsp; 15264594 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **45356096** |
| **Romania 0.4%** | **Romania 0.4%** | **Romania 0.4%** | **Romania 0.4%** | **Romania 0.4%** |
| Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  |
| 07/04/2036 | &nbsp;&nbsp; 5.750% |  | 14000000 | &nbsp;&nbsp; 12979027 |
| **Saudi Arabia 0.7%** | **Saudi Arabia 0.7%** | **Saudi Arabia 0.7%** | **Saudi Arabia 0.7%** | **Saudi Arabia 0.7%** |
| Avilease Capital Ltd.<sup>(a)</sup>  | Avilease Capital Ltd.<sup>(a)</sup>  | Avilease Capital Ltd.<sup>(a)</sup>  | Avilease Capital Ltd.<sup>(a)</sup>  | Avilease Capital Ltd.<sup>(a)</sup>  |
| 11/12/2030 | &nbsp;&nbsp; 4.750% |  | 5875000 | &nbsp;&nbsp; 5721433 |
| Saudi Government International Bond<sup>(a)</sup>  | Saudi Government International Bond<sup>(a)</sup>  | Saudi Government International Bond<sup>(a)</sup>  | Saudi Government International Bond<sup>(a)</sup>  | Saudi Government International Bond<sup>(a)</sup>  |
| 01/12/2036 | &nbsp;&nbsp; 4.875% |  | 17200000 | &nbsp;&nbsp; 16704094 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **22425527** |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $144,392,981) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $144,392,981) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $144,392,981) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $144,392,981) | &nbsp;&nbsp; **141822713** |
| **Municipal Bonds 1.0%** | **Municipal Bonds 1.0%** | **Municipal Bonds 1.0%** | **Municipal Bonds 1.0%** | **Municipal Bonds 1.0%** |
| **Issue Description** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Higher Education 0.1%** | **Higher Education 0.1%** | **Higher Education 0.1%** | **Higher Education 0.1%** | **Higher Education 0.1%** |
| California State University | California State University | California State University | California State University | California State University |
| Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds |
| Series 2020B | Series 2020B | Series 2020B | Series 2020B | Series 2020B |
| 11/01/2051 | &nbsp;&nbsp; 2.975% |  | 2250000 | &nbsp;&nbsp; 1472640 |
| Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology |
| Series 2025 | Series 2025 | Series 2025 | Series 2025 | Series 2025 |
| 06/01/2055 | &nbsp;&nbsp; 5.618% |  | 925000 | &nbsp;&nbsp; 938692 |
| University of California | University of California | University of California | University of California | University of California |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable | Taxable |
| Series 2021BJ | Series 2021BJ | Series 2021BJ | Series 2021BJ | Series 2021BJ |
| 05/15/2051 | &nbsp;&nbsp; 3.071% |  | 1255000 | &nbsp;&nbsp; 838078 |
| University of California College of The Law San Francisco | University of California College of The Law San Francisco | University of California College of The Law San Francisco | University of California College of The Law San Francisco | University of California College of The Law San Francisco |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Series 2026 (BAM) | Series 2026 (BAM) | Series 2026 (BAM) | Series 2026 (BAM) | Series 2026 (BAM) |
| 08/01/2050 | &nbsp;&nbsp; 5.993% |  | 635000 | &nbsp;&nbsp; 637447 |
| 08/01/2055 | &nbsp;&nbsp; 6.093% |  | 725000 | &nbsp;&nbsp; 730707 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4617564** |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Hospital 0.1%** | **Hospital 0.1%** | **Hospital 0.1%** | **Hospital 0.1%** |
| Escambia County Health Facilities Authority | Escambia County Health Facilities Authority | Escambia County Health Facilities Authority | Escambia County Health Facilities Authority |
| Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds |
| Health Care Facilities | Health Care Facilities | Health Care Facilities | Health Care Facilities |
| Series 2020 (AGM) | Series 2020 (AGM) | Series 2020 (AGM) | Series 2020 (AGM) |
| 08/15/2040 | &nbsp;&nbsp; 3.607% | 2170000 | &nbsp;&nbsp; 1757350 |
| Regents of the University of California Medical Center | Regents of the University of California Medical Center | Regents of the University of California Medical Center | Regents of the University of California Medical Center |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2020N | Series 2020N | Series 2020N | Series 2020N |
| 05/15/2060 | &nbsp;&nbsp; 3.256% | 1595000 | &nbsp;&nbsp; 1012592 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2769942** |
| **Local Appropriation 0.0%** | **Local Appropriation 0.0%** | **Local Appropriation 0.0%** | **Local Appropriation 0.0%** |
| United Nations Development Corp. | United Nations Development Corp. | United Nations Development Corp. | United Nations Development Corp. |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Series 2025A | Series 2025A | Series 2025A | Series 2025A |
| 08/01/2055 | &nbsp;&nbsp; 6.536% | 530000 | &nbsp;&nbsp; 559390 |
| **Local General Obligation 0.1%** | **Local General Obligation 0.1%** | **Local General Obligation 0.1%** | **Local General Obligation 0.1%** |
| City of Houston | City of Houston | City of Houston | City of Houston |
| Limited General Obligation Bonds | Limited General Obligation Bonds | Limited General Obligation Bonds | Limited General Obligation Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2017 | Series 2017 | Series 2017 | Series 2017 |
| 03/01/2047 | &nbsp;&nbsp; 3.961% | 800000 | &nbsp;&nbsp; 675532 |
| City of New York | City of New York | City of New York | City of New York |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Series 2023B-1 | Series 2023B-1 | Series 2023B-1 | Series 2023B-1 |
| 10/01/2053 | &nbsp;&nbsp; 5.828% | 3000000 | &nbsp;&nbsp; 3044214 |
| Los Angeles Community College District | Los Angeles Community College District | Los Angeles Community College District | Los Angeles Community College District |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Build America Bonds | Build America Bonds | Build America Bonds | Build America Bonds |
| Series 2010 | Series 2010 | Series 2010 | Series 2010 |
| 08/01/2049 | &nbsp;&nbsp; 6.750% | 800000 | &nbsp;&nbsp; 890720 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4610466** |
| **Municipal Power 0.1%** | **Municipal Power 0.1%** | **Municipal Power 0.1%** | **Municipal Power 0.1%** |
| Texas Natural Gas Securitization Finance | Texas Natural Gas Securitization Finance | Texas Natural Gas Securitization Finance | Texas Natural Gas Securitization Finance |
| Customer Rate Relief Bonds | Customer Rate Relief Bonds | Customer Rate Relief Bonds | Customer Rate Relief Bonds |
| Winter Storm Uri | Winter Storm Uri | Winter Storm Uri | Winter Storm Uri |
| Series 2023 | Series 2023 | Series 2023 | Series 2023 |
| 04/01/2041 | &nbsp;&nbsp; 5.169% | 2635000 | &nbsp;&nbsp; 2668681 |
| **Other Bond Issue 0.0%** | **Other Bond Issue 0.0%** | **Other Bond Issue 0.0%** | **Other Bond Issue 0.0%** |
| Sumter Landing Community Development District | Sumter Landing Community Development District | Sumter Landing Community Development District | Sumter Landing Community Development District |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Series 2025 (ACA) | Series 2025 (ACA) | Series 2025 (ACA) | Series 2025 (ACA) |
| 10/01/2040 | &nbsp;&nbsp; 5.568% | 530000 | &nbsp;&nbsp; 542230 |
| 10/01/2045 | &nbsp;&nbsp; 5.743% | 805000 | &nbsp;&nbsp; 812017 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1354247** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Ports 0.1%** | **Ports 0.1%** | **Ports 0.1%** | **Ports 0.1%** |
| Port Authority of New York & New Jersey | Port Authority of New York & New Jersey | Port Authority of New York & New Jersey | Port Authority of New York & New Jersey |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Consolidated 168th | Consolidated 168th | Consolidated 168th | Consolidated 168th |
| Series 2011 | Series 2011 | Series 2011 | Series 2011 |
| 10/01/2051 | &nbsp;&nbsp; 4.926% | 2000000 | &nbsp;&nbsp; 1859924 |
| **Refunded / Escrowed 0.0%** | **Refunded / Escrowed 0.0%** | **Refunded / Escrowed 0.0%** | **Refunded / Escrowed 0.0%** |
| New York State Dormitory Authority | New York State Dormitory Authority | New York State Dormitory Authority | New York State Dormitory Authority |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Series 2020F Escrowed to Maturity | Series 2020F Escrowed to Maturity | Series 2020F Escrowed to Maturity | Series 2020F Escrowed to Maturity |
| 02/15/2043 | &nbsp;&nbsp; 3.190% | 1265000 | &nbsp;&nbsp; 983560 |
| **Special Non Property Tax 0.1%** | **Special Non Property Tax 0.1%** | **Special Non Property Tax 0.1%** | **Special Non Property Tax 0.1%** |
| Missouri Highway & Transportation Commission | Missouri Highway & Transportation Commission | Missouri Highway & Transportation Commission | Missouri Highway & Transportation Commission |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Build America Bonds | Build America Bonds | Build America Bonds | Build America Bonds |
| Series 2009 | Series 2009 | Series 2009 | Series 2009 |
| 05/01/2033 | &nbsp;&nbsp; 5.445% | 1700000 | &nbsp;&nbsp; 1746845 |
| **Special Property Tax 0.0%** | **Special Property Tax 0.0%** | **Special Property Tax 0.0%** | **Special Property Tax 0.0%** |
| Sumter Landing Community Development District | Sumter Landing Community Development District | Sumter Landing Community Development District | Sumter Landing Community Development District |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Series 2025 (ACA) | Series 2025 (ACA) | Series 2025 (ACA) | Series 2025 (ACA) |
| 10/01/2054 | &nbsp;&nbsp; 5.823% | 1470000 | &nbsp;&nbsp; 1488154 |
| **State Appropriated 0.1%** | **State Appropriated 0.1%** | **State Appropriated 0.1%** | **State Appropriated 0.1%** |
| Michigan Strategic Fund | Michigan Strategic Fund | Michigan Strategic Fund | Michigan Strategic Fund |
| Taxable Revenue Bonds | Taxable Revenue Bonds | Taxable Revenue Bonds | Taxable Revenue Bonds |
| Flint Water Advocacy Fund | Flint Water Advocacy Fund | Flint Water Advocacy Fund | Flint Water Advocacy Fund |
| Series 2021 | Series 2021 | Series 2021 | Series 2021 |
| 09/01/2047 | &nbsp;&nbsp; 3.225% | 3550000 | &nbsp;&nbsp; 2691969 |
| **Tobacco 0.1%** | **Tobacco 0.1%** | **Tobacco 0.1%** | **Tobacco 0.1%** |
| Golden State Tobacco Securitization Corp. | Golden State Tobacco Securitization Corp. | Golden State Tobacco Securitization Corp. | Golden State Tobacco Securitization Corp. |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2021 | Series 2021 | Series 2021 | Series 2021 |
| 06/01/2034 | &nbsp;&nbsp; 2.746% | 3015000 | &nbsp;&nbsp; 2668116 |
| **Turnpike / Bridge / Toll Road 0.2%** | **Turnpike / Bridge / Toll Road 0.2%** | **Turnpike / Bridge / Toll Road 0.2%** | **Turnpike / Bridge / Toll Road 0.2%** |
| Foothill-Eastern Transportation Corridor Agency | Foothill-Eastern Transportation Corridor Agency | Foothill-Eastern Transportation Corridor Agency | Foothill-Eastern Transportation Corridor Agency |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Taxable Toll Road | Taxable Toll Road | Taxable Toll Road | Taxable Toll Road |
| Series 2019A | Series 2019A | Series 2019A | Series 2019A |
| 01/15/2049 | &nbsp;&nbsp; 4.094% | 3035000 | &nbsp;&nbsp; 2461324 |
| Ohio Turnpike & Infrastructure Commission | Ohio Turnpike & Infrastructure Commission | Ohio Turnpike & Infrastructure Commission | Ohio Turnpike & Infrastructure Commission |
| Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds | Taxable Refunding Revenue Bonds |
| Junior Lien - Infrastructure Projects | Junior Lien - Infrastructure Projects | Junior Lien - Infrastructure Projects | Junior Lien - Infrastructure Projects |
| Series 2020 | Series 2020 | Series 2020 | Series 2020 |
| 02/15/2048 | &nbsp;&nbsp; 3.216% | 2640000 | &nbsp;&nbsp; 1939077 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Series 2010B (BAM) | Series 2010B (BAM) | Series 2010B (BAM) | Series 2010B (BAM) |
| 12/01/2045 | &nbsp;&nbsp; 5.511% | 1295000 | &nbsp;&nbsp; 1281203 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5681604** |
| **Water & Sewer 0.0%** | **Water & Sewer 0.0%** | **Water & Sewer 0.0%** | **Water & Sewer 0.0%** |
| Metropolitan St. Louis Sewer District | Metropolitan St. Louis Sewer District | Metropolitan St. Louis Sewer District | Metropolitan St. Louis Sewer District |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Series 2019C | Series 2019C | Series 2019C | Series 2019C |
| 05/01/2045 | &nbsp;&nbsp; 3.259% | 1650000 | &nbsp;&nbsp; 1278728 |
| &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $40,044,662) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $40,044,662) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $40,044,662) | &nbsp;&nbsp; **34979190** |
| **Residential Mortgage-Backed Securities - Agency 24.6%** | **Residential Mortgage-Backed Securities - Agency 24.6%** | **Residential Mortgage-Backed Securities - Agency 24.6%** | **Residential Mortgage-Backed Securities - Agency 24.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Fannie Mae Pool | Fannie Mae Pool | Fannie Mae Pool | Fannie Mae Pool |
| &nbsp;&nbsp; 04/01/2054- <br>02/01/2055<br>| &nbsp;&nbsp; 4.500% | 52255875 | &nbsp;&nbsp; 50596428 |
| Fannie Mae REMICS<sup>(k)</sup>  | Fannie Mae REMICS<sup>(k)</sup>  | Fannie Mae REMICS<sup>(k)</sup>  | Fannie Mae REMICS<sup>(k)</sup>  |
| CMO Series 2023-39 Class AI | CMO Series 2023-39 Class AI | CMO Series 2023-39 Class AI | CMO Series 2023-39 Class AI |
| 07/25/2052 | &nbsp;&nbsp; 2.000% | 46244157 | &nbsp;&nbsp; 5785694 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| 02/01/2038 | &nbsp;&nbsp; 6.000% | 172620 | &nbsp;&nbsp; 181278 |
| &nbsp;&nbsp; 02/01/2049- <br>05/01/2052<br>| &nbsp;&nbsp; 3.500% | 19812622 | &nbsp;&nbsp; 18342686 |
| &nbsp;&nbsp; 10/01/2050- <br>05/01/2051<br>| &nbsp;&nbsp; 2.500% | 13886351 | &nbsp;&nbsp; 11806339 |
| &nbsp;&nbsp; 07/01/2051- <br>02/01/2052<br>| &nbsp;&nbsp; 3.000% | 23577816 | &nbsp;&nbsp; 20904888 |
| 08/01/2051 | &nbsp;&nbsp; 2.000% | 8365890 | &nbsp;&nbsp; 6799421 |
| &nbsp;&nbsp; 05/01/2052- <br>05/01/2053<br>| &nbsp;&nbsp; 4.000% | 55627568 | &nbsp;&nbsp; 52859846 |
| 08/01/2052 | &nbsp;&nbsp; 5.000% | 6279908 | &nbsp;&nbsp; 6260280 |
| 10/01/2052 | &nbsp;&nbsp; 4.500% | 17638953 | &nbsp;&nbsp; 17072239 |
| 12/01/2052 | &nbsp;&nbsp; 5.500% | 2759187 | &nbsp;&nbsp; 2796432 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 12/01/2033- <br>09/01/2037<br>| &nbsp;&nbsp; 6.000% | 343291 | &nbsp;&nbsp; 356213 |
| 05/01/2039 | &nbsp;&nbsp; 6.500% | 97736 | &nbsp;&nbsp; 103294 |
| &nbsp;&nbsp; 12/01/2040- <br>06/01/2052<br>| &nbsp;&nbsp; 3.500% | 31540779 | &nbsp;&nbsp; 29233061 |
| &nbsp;&nbsp; 08/01/2041- <br>05/01/2052<br>| &nbsp;&nbsp; 4.000% | 29302546 | &nbsp;&nbsp; 27814564 |
| &nbsp;&nbsp; 05/01/2050- <br>05/01/2052<br>| &nbsp;&nbsp; 3.000% | 70796479 | &nbsp;&nbsp; 63042225 |
| &nbsp;&nbsp; 06/01/2050- <br>02/01/2052<br>| &nbsp;&nbsp; 2.500% | 70740857 | &nbsp;&nbsp; 60681492 |
| &nbsp;&nbsp; 07/01/2051- <br>03/01/2052<br>| &nbsp;&nbsp; 2.000% | 24731966 | &nbsp;&nbsp; 20160754 |
| &nbsp;&nbsp; 07/01/2052- <br>09/01/2052<br>| &nbsp;&nbsp; 4.500% | 7758045 | &nbsp;&nbsp; 7542640 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| &nbsp;&nbsp; 08/01/2052- <br>01/01/2053<br>| &nbsp;&nbsp; 5.000% | 34823586 | &nbsp;&nbsp; 34599103 |
| &nbsp;&nbsp; 10/01/2052- <br>03/01/2054<br>| &nbsp;&nbsp; 5.500% | 38307031 | &nbsp;&nbsp; 38631663 |
| Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  |
| &nbsp;&nbsp; 12-month Term SOFR + 1.610% <br>Floor 1.610%, Cap 8.168% <br>03/01/2047<br>| &nbsp;&nbsp; 3.168% | 646400 | &nbsp;&nbsp; 654114 |
| &nbsp;&nbsp; 12-month Term SOFR + 1.610% <br>Floor 1.610%, Cap 8.104% <br>04/01/2047<br>| &nbsp;&nbsp; 3.104% | 624522 | &nbsp;&nbsp; 631509 |
| CMO Series 2005-106 Class UF | CMO Series 2005-106 Class UF | CMO Series 2005-106 Class UF | CMO Series 2005-106 Class UF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.414% <br>Floor 0.300%, Cap 7.000% <br>11/25/2035<br>| &nbsp;&nbsp; 4.076% | 78303 | &nbsp;&nbsp; 78111 |
| Freddie Mac Pool | Freddie Mac Pool | Freddie Mac Pool | Freddie Mac Pool |
| &nbsp;&nbsp; 08/01/2053- <br>01/01/2056<br>| &nbsp;&nbsp; 5.500% | 60938051 | &nbsp;&nbsp; 61361877 |
| &nbsp;&nbsp; 01/01/2054- <br>12/01/2054<br>| &nbsp;&nbsp; 5.000% | 38337852 | &nbsp;&nbsp; 37873498 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 02/15/2040- <br>04/20/2054<br>| &nbsp;&nbsp; 4.500% | 55229290 | &nbsp;&nbsp; 53737538 |
| &nbsp;&nbsp; 03/15/2040- <br>12/20/2054<br>| &nbsp;&nbsp; 5.000% | 12705465 | &nbsp;&nbsp; 12646901 |
| &nbsp;&nbsp; 06/20/2042- <br>05/20/2052<br>| &nbsp;&nbsp; 3.500% | 10965036 | &nbsp;&nbsp; 10179803 |
| &nbsp;&nbsp; 05/20/2050- <br>11/20/2051<br>| &nbsp;&nbsp; 3.000% | 26438689 | &nbsp;&nbsp; 23640216 |
| &nbsp;&nbsp; 09/20/2052- <br>04/20/2054<br>| &nbsp;&nbsp; 4.000% | 62704337 | &nbsp;&nbsp; 59100147 |
| Government National Mortgage Association TBA<sup>(h)</sup>  | Government National Mortgage Association TBA<sup>(h)</sup>  | Government National Mortgage Association TBA<sup>(h)</sup>  | Government National Mortgage Association TBA<sup>(h)</sup>  |
| 04/21/2056 | &nbsp;&nbsp; 5.000% | 17468000 | &nbsp;&nbsp; 17298601 |
| Uniform Mortgage-Backed Security TBA<sup>(h)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(h)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(h)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(h)</sup>  |
| 04/13/2056 | &nbsp;&nbsp; 3.500% | 19325000 | &nbsp;&nbsp; 17714146 |
| 04/13/2056 | &nbsp;&nbsp; 5.000% | 51494000 | &nbsp;&nbsp; 50779605 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $827,187,786) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $827,187,786) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $827,187,786) | &nbsp;&nbsp; **821266606** |
| **Residential Mortgage-Backed Securities - Non-Agency 12.1%** | **Residential Mortgage-Backed Securities - Non-Agency 12.1%** | **Residential Mortgage-Backed Securities - Non-Agency 12.1%** | **Residential Mortgage-Backed Securities - Non-Agency 12.1%** |
| Angel Oak Mortgage Trust<sup>(a),(d)</sup>  | Angel Oak Mortgage Trust<sup>(a),(d)</sup>  | Angel Oak Mortgage Trust<sup>(a),(d)</sup>  | Angel Oak Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2019-5 Class M1 | CMO Series 2019-5 Class M1 | CMO Series 2019-5 Class M1 | CMO Series 2019-5 Class M1 |
| 10/25/2049 | &nbsp;&nbsp; 3.304% | 5000000 | &nbsp;&nbsp; 4828291 |
| Angel Oak Mortgage Trust<sup>(a),(f)</sup>  | Angel Oak Mortgage Trust<sup>(a),(f)</sup>  | Angel Oak Mortgage Trust<sup>(a),(f)</sup>  | Angel Oak Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2024-3 Class A1 | CMO Series 2024-3 Class A1 | CMO Series 2024-3 Class A1 | CMO Series 2024-3 Class A1 |
| 11/26/2068 | &nbsp;&nbsp; 4.800% | 2123148 | &nbsp;&nbsp; 2107771 |
| Barclays Mortgage Loan Trust<sup>(a),(f)</sup>  | Barclays Mortgage Loan Trust<sup>(a),(f)</sup>  | Barclays Mortgage Loan Trust<sup>(a),(f)</sup>  | Barclays Mortgage Loan Trust<sup>(a),(f)</sup>  |
| CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A |
| 01/25/2056 | &nbsp;&nbsp; 4.845% | 14977079 | &nbsp;&nbsp; 14814187 |
| Barclays Mortgage Loan Trust<sup>(a),(d)</sup>  | Barclays Mortgage Loan Trust<sup>(a),(d)</sup>  | Barclays Mortgage Loan Trust<sup>(a),(d)</sup>  | Barclays Mortgage Loan Trust<sup>(a),(d)</sup>  |
| CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 |
| 12/25/2065 | &nbsp;&nbsp; 4.696% | 16268435 | &nbsp;&nbsp; 16066783 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BRAVO Residential Funding Trust<sup>(a),(f)</sup>  | BRAVO Residential Funding Trust<sup>(a),(f)</sup>  | BRAVO Residential Funding Trust<sup>(a),(f)</sup>  | BRAVO Residential Funding Trust<sup>(a),(f)</sup>  |
| CMO Series 2024-CES1 Class A1A | CMO Series 2024-CES1 Class A1A | CMO Series 2024-CES1 Class A1A | CMO Series 2024-CES1 Class A1A |
| 03/25/2054 | &nbsp;&nbsp; 6.377% | 1252058 | &nbsp;&nbsp; 1262888 |
| CMO Series 2024-NQM1 Class A2 | CMO Series 2024-NQM1 Class A2 | CMO Series 2024-NQM1 Class A2 | CMO Series 2024-NQM1 Class A2 |
| 12/01/2063 | &nbsp;&nbsp; 6.096% | 1341796 | &nbsp;&nbsp; 1344564 |
| BRAVO Trust<sup>(a),(f)</sup>  | BRAVO Trust<sup>(a),(f)</sup>  | BRAVO Trust<sup>(a),(f)</sup>  | BRAVO Trust<sup>(a),(f)</sup>  |
| CMO Series 2025-SR1 Class A1 | CMO Series 2025-SR1 Class A1 | CMO Series 2025-SR1 Class A1 | CMO Series 2025-SR1 Class A1 |
| 03/25/2030 | &nbsp;&nbsp; 3.000% | 9138771 | &nbsp;&nbsp; 8853410 |
| Chase Home Lending Mortgage Trust<sup>(a),(d)</sup>  | Chase Home Lending Mortgage Trust<sup>(a),(d)</sup>  | Chase Home Lending Mortgage Trust<sup>(a),(d)</sup>  | Chase Home Lending Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-9 Class A4 | CMO Series 2024-9 Class A4 | CMO Series 2024-9 Class A4 | CMO Series 2024-9 Class A4 |
| 09/25/2055 | &nbsp;&nbsp; 5.500% | 2687530 | &nbsp;&nbsp; 2686859 |
| CMO Series 2024-9 Class A6 | CMO Series 2024-9 Class A6 | CMO Series 2024-9 Class A6 | CMO Series 2024-9 Class A6 |
| 09/25/2055 | &nbsp;&nbsp; 5.500% | 480896 | &nbsp;&nbsp; 479697 |
| CHNGE Mortgage Trust<sup>(a),(f)</sup>  | CHNGE Mortgage Trust<sup>(a),(f)</sup>  | CHNGE Mortgage Trust<sup>(a),(f)</sup>  | CHNGE Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2022-NQM1 Class A2 | CMO Series 2022-NQM1 Class A2 | CMO Series 2022-NQM1 Class A2 | CMO Series 2022-NQM1 Class A2 |
| 06/25/2067 | &nbsp;&nbsp; 5.820% | 3048492 | &nbsp;&nbsp; 3040699 |
| Citigroup Mortgage Loan Trust<sup>(a),(d)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(d)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(d)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-1 Class A7A | CMO Series 2024-1 Class A7A | CMO Series 2024-1 Class A7A | CMO Series 2024-1 Class A7A |
| 07/25/2054 | &nbsp;&nbsp; 6.000% | 3332086 | &nbsp;&nbsp; 3343517 |
| CMO Series 2024-CMI1 Class A11 | CMO Series 2024-CMI1 Class A11 | CMO Series 2024-CMI1 Class A11 | CMO Series 2024-CMI1 Class A11 |
| 06/25/2054 | &nbsp;&nbsp; 5.500% | 4483811 | &nbsp;&nbsp; 4482911 |
| CMO Series 2024-CMI1 Class A5 | CMO Series 2024-CMI1 Class A5 | CMO Series 2024-CMI1 Class A5 | CMO Series 2024-CMI1 Class A5 |
| 06/25/2054 | &nbsp;&nbsp; 5.500% | 1224722 | &nbsp;&nbsp; 1222230 |
| COLT Mortgage Loan Trust<sup>(a),(f)</sup>  | COLT Mortgage Loan Trust<sup>(a),(f)</sup>  | COLT Mortgage Loan Trust<sup>(a),(f)</sup>  | COLT Mortgage Loan Trust<sup>(a),(f)</sup>  |
| CMO Series 2024-4 Class A2 | CMO Series 2024-4 Class A2 | CMO Series 2024-4 Class A2 | CMO Series 2024-4 Class A2 |
| 07/25/2069 | &nbsp;&nbsp; 6.202% | 4782963 | &nbsp;&nbsp; 4811602 |
| Connecticut Avenue Securities Trust<sup>(a),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(c)</sup>  |
| CMO Series 2023-R05 Class 1M1 | CMO Series 2023-R05 Class 1M1 | CMO Series 2023-R05 Class 1M1 | CMO Series 2023-R05 Class 1M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.900% <br>Floor 1.900% <br>06/25/2043<br>| &nbsp;&nbsp; 5.562% | 1082039 | &nbsp;&nbsp; 1088225 |
| CMO Series 2024-R06 Class 1M2 | CMO Series 2024-R06 Class 1M2 | CMO Series 2024-R06 Class 1M2 | CMO Series 2024-R06 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.600% <br>Floor 1.600% <br>09/25/2044<br>| &nbsp;&nbsp; 5.262% | 4101513 | &nbsp;&nbsp; 4102725 |
| Eagle RE Ltd.<sup>(a),(c)</sup>  | Eagle RE Ltd.<sup>(a),(c)</sup>  | Eagle RE Ltd.<sup>(a),(c)</sup>  | Eagle RE Ltd.<sup>(a),(c)</sup>  |
| CMO Series 2023-1 Class M1A | CMO Series 2023-1 Class M1A | CMO Series 2023-1 Class M1A | CMO Series 2023-1 Class M1A |
| &nbsp;&nbsp; 30-day Average SOFR + 2.000% <br>Floor 2.000% <br>09/26/2033<br>| &nbsp;&nbsp; 5.662% | 359888 | &nbsp;&nbsp; 360108 |
| GS Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a),(d)</sup>  |
| CMO Series 2025-PJ3 Class A4 | CMO Series 2025-PJ3 Class A4 | CMO Series 2025-PJ3 Class A4 | CMO Series 2025-PJ3 Class A4 |
| 07/25/2055 | &nbsp;&nbsp; 6.000% | 4028229 | &nbsp;&nbsp; 4049167 |
| HOMES Trust<sup>(a),(d)</sup>  | HOMES Trust<sup>(a),(d)</sup>  | HOMES Trust<sup>(a),(d)</sup>  | HOMES Trust<sup>(a),(d)</sup>  |
| CMO Series 2025-AFC3 Class A1 | CMO Series 2025-AFC3 Class A1 | CMO Series 2025-AFC3 Class A1 | CMO Series 2025-AFC3 Class A1 |
| 08/25/2060 | &nbsp;&nbsp; 4.932% | 7606805 | &nbsp;&nbsp; 7580275 |
| JP Morgan Mortgage Trust<sup>(a),(d)</sup>  | JP Morgan Mortgage Trust<sup>(a),(d)</sup>  | JP Morgan Mortgage Trust<sup>(a),(d)</sup>  | JP Morgan Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2025-11 Class A4 | CMO Series 2025-11 Class A4 | CMO Series 2025-11 Class A4 | CMO Series 2025-11 Class A4 |
| 05/25/2056 | &nbsp;&nbsp; 5.500% | 11891480 | &nbsp;&nbsp; 11899357 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| JP Morgan Mortgage Trust Series<sup>(a),(f)</sup>  | JP Morgan Mortgage Trust Series<sup>(a),(f)</sup>  | JP Morgan Mortgage Trust Series<sup>(a),(f)</sup>  | JP Morgan Mortgage Trust Series<sup>(a),(f)</sup>  |
| CMO Series 2025-CES7 Class A1A | CMO Series 2025-CES7 Class A1A | CMO Series 2025-CES7 Class A1A | CMO Series 2025-CES7 Class A1A |
| 04/25/2056 | &nbsp;&nbsp; 5.055% | 6061703 | &nbsp;&nbsp; 6030685 |
| JPMorgan Mortgage Trust<sup>(d)</sup>  | JPMorgan Mortgage Trust<sup>(d)</sup>  | JPMorgan Mortgage Trust<sup>(d)</sup>  | JPMorgan Mortgage Trust<sup>(d)</sup>  |
| CMO Series 2005-S2 Class 3A1 | CMO Series 2005-S2 Class 3A1 | CMO Series 2005-S2 Class 3A1 | CMO Series 2005-S2 Class 3A1 |
| 02/25/2032 | &nbsp;&nbsp; 7.175% | 118171 | &nbsp;&nbsp; 116100 |
| CMO Series 2006-A4 Class 3A1 | CMO Series 2006-A4 Class 3A1 | CMO Series 2006-A4 Class 3A1 | CMO Series 2006-A4 Class 3A1 |
| 06/25/2036 | &nbsp;&nbsp; 4.479% | 645101 | &nbsp;&nbsp; 420379 |
| JPMorgan Mortgage Trust<sup>(a),(d)</sup>  | JPMorgan Mortgage Trust<sup>(a),(d)</sup>  | JPMorgan Mortgage Trust<sup>(a),(d)</sup>  | JPMorgan Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2023-7 Class A4A | CMO Series 2023-7 Class A4A | CMO Series 2023-7 Class A4A | CMO Series 2023-7 Class A4A |
| 02/25/2054 | &nbsp;&nbsp; 5.500% | 7889149 | &nbsp;&nbsp; 7887892 |
| CMO Series 2024-10 Class A4 | CMO Series 2024-10 Class A4 | CMO Series 2024-10 Class A4 | CMO Series 2024-10 Class A4 |
| 03/25/2055 | &nbsp;&nbsp; 5.500% | 3219137 | &nbsp;&nbsp; 3218650 |
| CMO Series 2024-10 Class A6 | CMO Series 2024-10 Class A6 | CMO Series 2024-10 Class A6 | CMO Series 2024-10 Class A6 |
| 03/25/2055 | &nbsp;&nbsp; 5.500% | 1719047 | &nbsp;&nbsp; 1717334 |
| CMO Series 2024-12 Class A3 | CMO Series 2024-12 Class A3 | CMO Series 2024-12 Class A3 | CMO Series 2024-12 Class A3 |
| 06/25/2055 | &nbsp;&nbsp; 5.500% | 7130240 | &nbsp;&nbsp; 7094867 |
| CMO Series 2024-12 Class A4 | CMO Series 2024-12 Class A4 | CMO Series 2024-12 Class A4 | CMO Series 2024-12 Class A4 |
| 06/25/2055 | &nbsp;&nbsp; 6.000% | 9248836 | &nbsp;&nbsp; 9290486 |
| CMO Series 2024-5 Class A6 | CMO Series 2024-5 Class A6 | CMO Series 2024-5 Class A6 | CMO Series 2024-5 Class A6 |
| 11/25/2054 | &nbsp;&nbsp; 6.000% | 1400648 | &nbsp;&nbsp; 1399503 |
| CMO Series 2024-6 Class A6 | CMO Series 2024-6 Class A6 | CMO Series 2024-6 Class A6 | CMO Series 2024-6 Class A6 |
| 12/25/2054 | &nbsp;&nbsp; 6.000% | 313283 | &nbsp;&nbsp; 312530 |
| CMO Series 2024-CCM1 Class A4A | CMO Series 2024-CCM1 Class A4A | CMO Series 2024-CCM1 Class A4A | CMO Series 2024-CCM1 Class A4A |
| 04/25/2055 | &nbsp;&nbsp; 5.500% | 8110357 | &nbsp;&nbsp; 8110270 |
| CMO Series 2024-INV1 Class A4 | CMO Series 2024-INV1 Class A4 | CMO Series 2024-INV1 Class A4 | CMO Series 2024-INV1 Class A4 |
| 04/25/2055 | &nbsp;&nbsp; 6.000% | 3305630 | &nbsp;&nbsp; 3330877 |
| CMO Series 2025-CCM1 Class A4 | CMO Series 2025-CCM1 Class A4 | CMO Series 2025-CCM1 Class A4 | CMO Series 2025-CCM1 Class A4 |
| 06/25/2055 | &nbsp;&nbsp; 5.500% | 10926590 | &nbsp;&nbsp; 10931765 |
| CMO Series 2026-ACES1 Class A1 | CMO Series 2026-ACES1 Class A1 | CMO Series 2026-ACES1 Class A1 | CMO Series 2026-ACES1 Class A1 |
| 04/25/2066 | &nbsp;&nbsp; 4.894% | 16872479 | &nbsp;&nbsp; 16726844 |
| JPMorgan Mortgage Trust<sup>(a),(f)</sup>  | JPMorgan Mortgage Trust<sup>(a),(f)</sup>  | JPMorgan Mortgage Trust<sup>(a),(f)</sup>  | JPMorgan Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2025 Class A1A | CMO Series 2025 Class A1A | CMO Series 2025 Class A1A | CMO Series 2025 Class A1A |
| 02/25/2056 | &nbsp;&nbsp; 5.136% | 13697211 | &nbsp;&nbsp; 13643922 |
| CMO Series 2025-7MPR Class A3 | CMO Series 2025-7MPR Class A3 | CMO Series 2025-7MPR Class A3 | CMO Series 2025-7MPR Class A3 |
| 02/25/2056 | &nbsp;&nbsp; 5.848% | 4345574 | &nbsp;&nbsp; 4327256 |
| CMO Series 2025-MPR Class A1D | CMO Series 2025-MPR Class A1D | CMO Series 2025-MPR Class A1D | CMO Series 2025-MPR Class A1D |
| 11/25/2055 | &nbsp;&nbsp; 5.500% | 5798872 | &nbsp;&nbsp; 5794589 |
| CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A |
| 06/25/2056 | &nbsp;&nbsp; 4.909% | 17321158 | &nbsp;&nbsp; 17162309 |
| MFA Trust<sup>(a),(f)</sup>  | MFA Trust<sup>(a),(f)</sup>  | MFA Trust<sup>(a),(f)</sup>  | MFA Trust<sup>(a),(f)</sup>  |
| CMO Series 2023-NQM3 Class A1 | CMO Series 2023-NQM3 Class A1 | CMO Series 2023-NQM3 Class A1 | CMO Series 2023-NQM3 Class A1 |
| 07/25/2068 | &nbsp;&nbsp; 6.617% | 5489270 | &nbsp;&nbsp; 5500328 |
| Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(d)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(d)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(d)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(d)</sup>  |
| CMO Series 2023-2 Class A4 | CMO Series 2023-2 Class A4 | CMO Series 2023-2 Class A4 | CMO Series 2023-2 Class A4 |
| 06/25/2053 | &nbsp;&nbsp; 6.000% | 8632829 | &nbsp;&nbsp; 8652780 |

---

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 |
| 01/26/2071 | &nbsp;&nbsp; 4.734% | 8898718 | &nbsp;&nbsp; 8794559 |
| OBX Trust<sup>(a),(d)</sup>  | OBX Trust<sup>(a),(d)</sup>  | OBX Trust<sup>(a),(d)</sup>  | OBX Trust<sup>(a),(d)</sup>  |
| CMO Series 2025-J3 Class A5 | CMO Series 2025-J3 Class A5 | CMO Series 2025-J3 Class A5 | CMO Series 2025-J3 Class A5 |
| 10/25/2055 | &nbsp;&nbsp; 5.000% | 6884987 | &nbsp;&nbsp; 6841668 |
| PMT Loan Trust<sup>(a),(d)</sup>  | PMT Loan Trust<sup>(a),(d)</sup>  | PMT Loan Trust<sup>(a),(d)</sup>  | PMT Loan Trust<sup>(a),(d)</sup>  |
| CMO Series 2025-J3 Class A8 | CMO Series 2025-J3 Class A8 | CMO Series 2025-J3 Class A8 | CMO Series 2025-J3 Class A8 |
| 11/27/2056 | &nbsp;&nbsp; 5.500% | 7143804 | &nbsp;&nbsp; 7147728 |
| CMO Series 2025-J5 Class A5 | CMO Series 2025-J5 Class A5 | CMO Series 2025-J5 Class A5 | CMO Series 2025-J5 Class A5 |
| 01/25/2057 | &nbsp;&nbsp; 5.500% | 12260326 | &nbsp;&nbsp; 12268684 |
| PRKCM Trust<sup>(a),(f)</sup>  | PRKCM Trust<sup>(a),(f)</sup>  | PRKCM Trust<sup>(a),(f)</sup>  | PRKCM Trust<sup>(a),(f)</sup>  |
| CMO Series 2024-HOME1 Class A1 | CMO Series 2024-HOME1 Class A1 | CMO Series 2024-HOME1 Class A1 | CMO Series 2024-HOME1 Class A1 |
| 05/25/2059 | &nbsp;&nbsp; 6.431% | 3776937 | &nbsp;&nbsp; 3811125 |
| PRKCM Trust<sup>(a),(d)</sup>  | PRKCM Trust<sup>(a),(d)</sup>  | PRKCM Trust<sup>(a),(d)</sup>  | PRKCM Trust<sup>(a),(d)</sup>  |
| CMO Series 2026-AFC1 Class A1 | CMO Series 2026-AFC1 Class A1 | CMO Series 2026-AFC1 Class A1 | CMO Series 2026-AFC1 Class A1 |
| 02/25/2061 | &nbsp;&nbsp; 4.677% | 12339197 | &nbsp;&nbsp; 12192267 |
| Provident Funding Mortgage Trust<sup>(a),(d)</sup>  | Provident Funding Mortgage Trust<sup>(a),(d)</sup>  | Provident Funding Mortgage Trust<sup>(a),(d)</sup>  | Provident Funding Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-1 Class A3 | CMO Series 2024-1 Class A3 | CMO Series 2024-1 Class A3 | CMO Series 2024-1 Class A3 |
| 12/25/2054 | &nbsp;&nbsp; 5.500% | 6359625 | &nbsp;&nbsp; 6361563 |
| CMO Series 2025-2 Class A4 | CMO Series 2025-2 Class A4 | CMO Series 2025-2 Class A4 | CMO Series 2025-2 Class A4 |
| 06/25/2055 | &nbsp;&nbsp; 5.500% | 6720263 | &nbsp;&nbsp; 6721139 |
| RCKT Mortgage Trust<sup>(a)</sup>  | RCKT Mortgage Trust<sup>(a)</sup>  | RCKT Mortgage Trust<sup>(a)</sup>  | RCKT Mortgage Trust<sup>(a)</sup>  |
| CMO Series 2024-CES1 Class A1A | CMO Series 2024-CES1 Class A1A | CMO Series 2024-CES1 Class A1A | CMO Series 2024-CES1 Class A1A |
| 02/25/2044 | &nbsp;&nbsp; 6.025% | 3485891 | &nbsp;&nbsp; 3500293 |
| RCKT Mortgage Trust<sup>(a),(f)</sup>  | RCKT Mortgage Trust<sup>(a),(f)</sup>  | RCKT Mortgage Trust<sup>(a),(f)</sup>  | RCKT Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2024-CES9 Class A1A | CMO Series 2024-CES9 Class A1A | CMO Series 2024-CES9 Class A1A | CMO Series 2024-CES9 Class A1A |
| 12/25/2044 | &nbsp;&nbsp; 5.582% | 8962281 | &nbsp;&nbsp; 8997793 |
| CMO Series 2026-CES2 Class A1A | CMO Series 2026-CES2 Class A1A | CMO Series 2026-CES2 Class A1A | CMO Series 2026-CES2 Class A1A |
| 02/01/2056 | &nbsp;&nbsp; 4.762% | 14397993 | &nbsp;&nbsp; 14214924 |
| Santander Mortgage Asset Receivable Trust<sup>(a),(f)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(a),(f)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(a),(f)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(a),(f)</sup>  |
| CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A | CMO Series 2025-CES1 Class A1A |
| 09/25/2055 | &nbsp;&nbsp; 5.036% | 14976264 | &nbsp;&nbsp; 14880831 |
| CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A | CMO Series 2026-CES1 Class A1A |
| 01/01/2056 | &nbsp;&nbsp; 4.876% | 12804450 | &nbsp;&nbsp; 12676817 |
| Santander Mortgage Asset Receivable Trust<sup>(a),(d)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(a),(d)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(a),(d)</sup>  | Santander Mortgage Asset Receivable Trust<sup>(a),(d)</sup>  |
| CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 |
| 01/25/2066 | &nbsp;&nbsp; 4.704% | 9276388 | &nbsp;&nbsp; 9173583 |
| Sequoia Mortgage Trust<sup>(a),(d)</sup>  | Sequoia Mortgage Trust<sup>(a),(d)</sup>  | Sequoia Mortgage Trust<sup>(a),(d)</sup>  | Sequoia Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-10 Class A11 | CMO Series 2024-10 Class A11 | CMO Series 2024-10 Class A11 | CMO Series 2024-10 Class A11 |
| 11/25/2054 | &nbsp;&nbsp; 5.500% | 801770 | &nbsp;&nbsp; 800562 |
| CMO Series 2024-10 Class A5 | CMO Series 2024-10 Class A5 | CMO Series 2024-10 Class A5 | CMO Series 2024-10 Class A5 |
| 11/25/2054 | &nbsp;&nbsp; 5.500% | 1703546 | &nbsp;&nbsp; 1703301 |
| CMO Series 2024-6 Class A11 | CMO Series 2024-6 Class A11 | CMO Series 2024-6 Class A11 | CMO Series 2024-6 Class A11 |
| 07/27/2054 | &nbsp;&nbsp; 6.000% | 3146997 | &nbsp;&nbsp; 3147157 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2024-7 Class A5 | CMO Series 2024-7 Class A5 | CMO Series 2024-7 Class A5 | CMO Series 2024-7 Class A5 |
| 08/25/2054 | &nbsp;&nbsp; 6.000% | 2516378 | &nbsp;&nbsp; 2523830 |
| CMO Series 2024-9 Class A5 | CMO Series 2024-9 Class A5 | CMO Series 2024-9 Class A5 | CMO Series 2024-9 Class A5 |
| 10/25/2054 | &nbsp;&nbsp; 5.500% | 947814 | &nbsp;&nbsp; 948320 |
| CMO Series 2025-11 Class A5 | CMO Series 2025-11 Class A5 | CMO Series 2025-11 Class A5 | CMO Series 2025-11 Class A5 |
| 11/25/2055 | &nbsp;&nbsp; 5.000% | 13361326 | &nbsp;&nbsp; 13275487 |
| Towd Point Mortgage Trust<sup>(a),(d)</sup>  | Towd Point Mortgage Trust<sup>(a),(d)</sup>  | Towd Point Mortgage Trust<sup>(a),(d)</sup>  | Towd Point Mortgage Trust<sup>(a),(d)</sup>  |
| CMO Series 2024-CES1 Class A1A | CMO Series 2024-CES1 Class A1A | CMO Series 2024-CES1 Class A1A | CMO Series 2024-CES1 Class A1A |
| 01/25/2064 | &nbsp;&nbsp; 5.848% | 3525492 | &nbsp;&nbsp; 3531309 |
| Verus Securitization Trust<sup>(a),(f)</sup>  | Verus Securitization Trust<sup>(a),(f)</sup>  | Verus Securitization Trust<sup>(a),(f)</sup>  | Verus Securitization Trust<sup>(a),(f)</sup>  |
| CMO Series 2024-4 Class A1 | CMO Series 2024-4 Class A1 | CMO Series 2024-4 Class A1 | CMO Series 2024-4 Class A1 |
| 06/25/2069 | &nbsp;&nbsp; 6.218% | 2474324 | &nbsp;&nbsp; 2493838 |
| CMO Series 2026-2 Class A3 | CMO Series 2026-2 Class A3 | CMO Series 2026-2 Class A3 | CMO Series 2026-2 Class A3 |
| 02/25/2071 | &nbsp;&nbsp; 5.047% | 19045534 | &nbsp;&nbsp; 18792617 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $406,455,133) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $406,455,133) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $406,455,133) | &nbsp;&nbsp; **404894027** |
| **U.S. Treasury Obligations 5.8%** | **U.S. Treasury Obligations 5.8%** | **U.S. Treasury Obligations 5.8%** | **U.S. Treasury Obligations 5.8%** |
| U.S. Treasury<sup>(l)</sup>  | U.S. Treasury<sup>(l)</sup>  | U.S. Treasury<sup>(l)</sup>  | U.S. Treasury<sup>(l)</sup>  |
| 12/15/2027 | &nbsp;&nbsp; 4.000% | 3000000 | &nbsp;&nbsp; 3008203 |
| 06/15/2028 | &nbsp;&nbsp; 3.875% | 28000000 | &nbsp;&nbsp; 28041563 |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 03/15/2029 | &nbsp;&nbsp; 3.500% | 12000000 | &nbsp;&nbsp; 11895000 |
| 11/30/2030 | &nbsp;&nbsp; 3.500% | 38000000 | &nbsp;&nbsp; 37302344 |
| 12/31/2030 | &nbsp;&nbsp; 3.625% | 16000000 | &nbsp;&nbsp; 15783750 |
| 02/28/2031 | &nbsp;&nbsp; 3.500% | 38000000 | &nbsp;&nbsp; 37263750 |
| 02/28/2031 | &nbsp;&nbsp; 4.250% | 55000000 | &nbsp;&nbsp; 55713281 |
| 03/31/2031 | &nbsp;&nbsp; 3.875% | 4500000 | &nbsp;&nbsp; 4485586 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $194,831,317) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $194,831,317) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $194,831,317) | &nbsp;&nbsp; **193493477** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Money Market Funds 4.1%** | **Money Market Funds 4.1%** | **Money Market Funds 4.1%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 3.790%<sup>(m),(n)</sup> <br>| &nbsp;&nbsp; 135849250 | &nbsp;&nbsp; 135794910 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $135,797,042) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $135,797,042) | &nbsp;&nbsp; **135794910** |
| **Total Investments in Securities** <br>**(Cost: $3,448,419,545)** | **Total Investments in Securities** <br>**(Cost: $3,448,419,545)** | &nbsp;&nbsp; **3408684607** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(73026032)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **3335658575** |

---

At March 31, 2026, securities and/or cash totaling $28,729,098 were pledged as collateral.

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

**Investments in derivatives** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** |
| **Currency to** <br>**be sold**<br>| &nbsp;&nbsp;&nbsp; **Currency to** <br>**be purchased**<br>| **Counterparty** | **Settlement** <br>**date**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**depreciation ($)**<br>|
| 55,050,614 NZD | &nbsp;&nbsp;&nbsp;&nbsp; 32,126,656 USD | Morgan Stanley | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 406272 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 30,149,244 USD | &nbsp;&nbsp;&nbsp;&nbsp; 43,362,220 AUD | Morgan Stanley | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (265187)<br>|
| 62,526,994 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 44,358,588 USD | UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1266693 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 25,133,502 NZD | &nbsp;&nbsp;&nbsp;&nbsp; 14,821,830 USD | UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 339805 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 13,063,303 USD | &nbsp;&nbsp;&nbsp;&nbsp; 18,805,820 AUD | UBS | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (102846)<br>|
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2012770 | &nbsp;&nbsp;&nbsp;&nbsp; (368033)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Long Bond | 1177 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 134030875 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2953624)<br>|
| U.S. Treasury 10-Year Note | 61 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 6773859 | &nbsp;&nbsp;&nbsp;&nbsp; 3390 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 2660 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 551804530 | &nbsp;&nbsp;&nbsp;&nbsp; 931443 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 151 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 16335133 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2687)<br>|
| U.S. Treasury Ultra Bond | 1621 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 188947813 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6021659)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 934833 | &nbsp;&nbsp;&nbsp;&nbsp; (8977970)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Treasury Ultra 10-Year Note | (299) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (33941172)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (201172)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** |
| **Reference** <br>**entity**<br>| **Counterparty** | **Maturity** <br>**date**<br>| **Receive** <br>**fixed** <br>**rate** <br>**(%)**<br>| **Payment** <br>**frequency**<br>| **Implied** <br>**credit** <br>**spread** <br>**(%)\***<br>| **Notional** <br>**currency**<br>| **Notional** <br>**amount** <br>| **Value** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; CDX North America High <br> Yield Index, Series 45<br>| Goldman Sachs | 12/20/2030 | 5.000 | Quarterly | 3.648 | USD | 31680000 | (51244)<br>|  |  |  | (51244)<br>|

---

\* Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. <br>

**Notes to Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents privately placed and other securities and instruments exempt from Securities
 and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
 to qualified institutional buyers. At March 31, 2026, the total value of these securities amounted to $1,293,190,675, which represents 38.77% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Valuation based on significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Variable rate security. The interest rate shown was the current rate as of March 31,
 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Variable or floating rate security, the interest rate of which adjusts periodically
 based on changes in current interest rates and prepayments on the underlying pool
 of assets. The interest rate shown was the current rate as of March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Represents a security in default.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Represents a variable rate security with a step coupon where the rate adjusts according
 to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the
 current rate as of March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Perpetual security with no specified maturity date.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Represents a security purchased on a when-issued basis.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Principal amounts are denominated in United States Dollars unless otherwise noted.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Principal and interest may not be guaranteed by a governmental entity.

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund, March 31, 2026 (Unaudited)

**Notes to Portfolio of Investments (continued)**

&nbsp;&nbsp;&nbsp;&nbsp;(k) Represents interest only securities which have the right to receive the monthly interest
 payments on an underlying pool of mortgage loans.

&nbsp;&nbsp;&nbsp;&nbsp;(l) This security or a portion of this security has been pledged as collateral in connection
 with investments sold short and/or derivative contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(m) The rate shown is the seven-day current annualized yield at March 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Under the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the
 holdings and transactions in these affiliated companies during the period ended March 31, 2026 are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends($)** | **End of** <br>**period shares**<br>|
| Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% | Columbia Short-Term Cash Fund, 3.790% |
|  | 83371534 | &nbsp;&nbsp; 611920997 | &nbsp;&nbsp; (559495489)<br>| &nbsp;&nbsp; (2132)<br>| &nbsp;&nbsp; 135794910 | &nbsp;&nbsp; (1145)<br>| &nbsp;&nbsp; 792654 | &nbsp;&nbsp; 135849250 |

---

**Abbreviation Legend** 

---

| | |
|:---|:---|
| ACA | ACA Financial Guaranty Corporation |
| AGM | Assured Guaranty Municipal Corporation |
| BAM | Build America Mutual Assurance Co. |
| CMO | Collateralized Mortgage Obligation |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |

---

**Currency Legend** 

AUD Australian Dollar <br> NZD New Zealand Dollar <br> USD US Dollar

Investments are valued using policies described in the Notes to Financial Statements included within the most recent financial statements and additional information.

CTIVP<sup>®</sup> – Fidelity Institutional AM<sup>®</sup> Total Bond Fund \| 2026

------

You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.

1QT7028_(05/26)

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1800-345-6611

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

- **a. Name of Series:** CTIVP - American Century Diversified Bond Fund

- **b. EDGAR series identifier (if any):** S000028684

- **c. LEI of Series:** BU04ZZ3Q2TRF08VKW804

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3446564018.59

**Total Liabilities:** $103600016.25

**Net Assets:** $3342964002.34

**Delayed Delivery Securities:** $101131368.32

**Cash Not Reported:** $1.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 46459.06000000 | **1-Year:** 15406.39000000 | **5-Year:** 137433.55000000 | **10-Year:** 262010.28000000 | **30-Year:** 771226.79000000

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

- **3-Month:** 26.73000000 | **1-Year:** 12318.40000000 | **5-Year:** 104785.40000000 | **10-Year:** 31281.98000000 | **30-Year:** 82162.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087786 | 0.43%                | 1.39%                | -1.90%               |
| Class ID C000087787 | 0.32%                | 1.40%                | -1.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3811114.48              | $-1297357.53                               |
| Month 2  | $3440839.03              | $20613973.58                               |
| Month 3  | $-4642366.06             | $-63879336.14                              |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                                  | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                                      | ABN AMRO Bank NV                                                             | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2323147.79   | 0.07%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                              | American Airlines Inc/AAdvantage Loyalty IP Ltd                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |        41 | PA      | $41.47        | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                   | Abbott Laboratories                                                          | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   4992000 | PA      | $4877196.09   | 0.15%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                   | Abbott Laboratories                                                          | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3677385.09   | 0.11%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                              | Acadia Healthcare Co Inc                                                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   6515000 | PA      | $6348040.04   | 0.19%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                    | Advance Auto Parts Inc                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    389000 | PA      | $393888.67    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                    | Advance Auto Parts Inc                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5613612.50   | 0.17%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                            | Airbnb Inc                                                                   | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2081246.63   | 0.06%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                            | Airbnb Inc                                                                   | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2362972.36   | 0.07%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                               | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6495000 | PA      | $6448757.09   | 0.19%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                         | Aircastle Ltd                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  13285000 | PA      | $13220238.85  | 0.40%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                            | Allianz SE                                                                   | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   4800000 | PA      | $4970485.03   | 0.15%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                              | Allison Transmission Inc                                                     | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6561100.25   | 0.20%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                             | Uniform Mortgage-Backed Security, TBA                                        | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19325000 | PA      | $17714145.88  | 0.53%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                             | Uniform Mortgage-Backed Security, TBA                                        | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  51494000 | PA      | $50779605.20  | 1.52%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                          | Alphabet Inc                                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $6026800.88   | 0.18%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                          | Alphabet Inc                                                                 | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4369256.47   | 0.13%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                          | Alphabet Inc                                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3974121.97   | 0.12%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                               | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4248508.02   | 0.13%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                               | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3432717.13   | 0.10%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                              | Amcor Flexibles North America Inc                                            | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   3782000 | PA      | $3674789.13   | 0.11%             | 2036-03-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                 | American Airlines Inc                                                        | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3331393.89   | 0.10%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                              | American Assets Trust LP                                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   6870000 | PA      | $6193627.58   | 0.19%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4007012.69   | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_19-5                                    | ANGEL OAK MORTGAGE TRUST AOMT_19-5                                           | CUSIP: 03464KAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4828290.50   | 0.14%             | 2049-10-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                              | Angel Oak Mortgage Trust 2024-3                                              | CUSIP: 03466HAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   2123148 | PA      | $2107771.33   | 0.06%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                      | Antares Holdings LP                                                          | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   6690000 | PA      | $6621737.60   | 0.20%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                 | Antero Resources Corp                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3618559.84   | 0.11%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                         | AppLovin Corp                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1033056.24   | 0.03%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                         | AppLovin Corp                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4146000 | PA      | $4185064.27   | 0.13%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                         | AppLovin Corp                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3277744.97   | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                       | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                       | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3429261 | PA      | $3430924.08   | 0.10%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                   | Arbor Realty SR Inc                                                          | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |   3515000 | PA      | $3454574.67   | 0.10%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                              | Ares Strategic Income Fund                                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2308033.29   | 0.07%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                | Arizona Public Service Co                                                    | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2771000 | PA      | $2870713.19   | 0.09%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                   | Ashtead Capital Inc                                                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4998000 | PA      | $5158924.05   | 0.15%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                              | Ashton Woods USA LLC / Ashton Woods Finance Co                               | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1937000 | PA      | $1869791.64   | 0.06%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                | Asurion LLC/ Asurion Co-Issuer Inc                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2206148.35   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                | Asurion LLC/ Asurion Co-Issuer Inc                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3316556.81   | 0.10%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                        | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2867637.60   | 0.09%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                  | Atlas Warehouse Lending Co LP                                                | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   5578000 | PA      | $5737247.74   | 0.17%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                  | Atlas Warehouse Lending Co LP                                                | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4236994.16   | 0.13%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                  | Atlas Warehouse Lending Co LP                                                | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3550483.26   | 0.11%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                   | Avianca Midco 2 PLC                                                          | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |   2704000 | PA      | $2519028.36   | 0.08%             | 2030-02-14      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                                                  | Avilease Capital Ltd                                                         | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   5875000 | PA      | $5721432.48   | 0.17%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                  | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4126000 | PA      | $3954175.11   | 0.12%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                           | Barclays Commercial Mortgage Trust 2019-C5                                   | CUSIP: 05492JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2360754 | PA      | $1874448.83   | 0.06%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                           | BBCMS 2019-BWAY Mortgage Trust                                               | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8236000 | PA      | $41145.41     | 0.00%             | 2034-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                              | Azule Energy Finance Plc                                                     | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |   1389000 | PA      | $1401113.55   | 0.04%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                               | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   5490000 | PA      | $5371386.48   | 0.16%             | 2033-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                           | BBCMS Mortgage Trust 2024-5C27                                               | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10672000 | PA      | $11095694.41  | 0.33%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                               | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  16156000 | PA      | $16848687.53  | 0.50%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                      | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5790000 | PA      | $5197186.24   | 0.16%             | 2037-01-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                              | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3384634.42   | 0.10%             | 2027-11-16      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                              | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1783000 | PA      | $1923403.55   | 0.06%             | 2029-03-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                           | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  13200000 | PA      | $13017256.83  | 0.39%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                           | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4400000 | PA      | $4743907.98   | 0.14%             | 2028-11-21      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                              | Banco Mercantil del Norte SA/Grand Cayman                                    | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1493000 | PA      | $1488376.14   | 0.04%             | 2029-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                              | Banco Mercantil del Norte SA/Grand Cayman                                    | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   4076000 | PA      | $4020298.60   | 0.12%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                              | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple             | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3221130 | PA      | $3222843.84   | 0.10%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                                  | BANK 2018-BNK15                                                              | CUSIP: 06036FAJ0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1729000 | PA      | $1424373.20   | 0.04%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2606492.68   | 0.08%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5370000 | PA      | $5473805.93   | 0.16%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                      | Bank of Montreal                                                             | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6823000 | PA      | $7007302.54   | 0.21%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                   | Bank of Nova Scotia/The                                                      | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11442000 | PA      | $11926154.33  | 0.36%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                  | BANK 2019-BNK17                                                              | CUSIP: 065403AJ6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   2215000 | PA      | $1848924.29   | 0.06%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                  | BANK 2021-BNK36                                                              | CUSIP: 06540DAJ4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   2212104 | PA      | $1650483.75   | 0.05%             | 2064-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                          | BARC 2026-CES1                                                               | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14977079 | PA      | $14814187.15  | 0.44%             | 2056-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                          | Barclays PLC                                                                 | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9798000 | PA      | $10103724.11  | 0.30%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                          | Barclays Mortgage Loan Trust 2026-NQM2                                       | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16268435 | PA      | $16066783.32  | 0.48%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                              | Baxter International Inc                                                     | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3190470.44   | 0.10%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                              | Baxter International Inc                                                     | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1775322.48   | 0.05%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                  | Beignet Investor LLC                                                         | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1612781.64   | 0.05%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                              | Benchmark 2018-B5 Mortgage Trust                                             | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5659000 | PA      | $4486013.80   | 0.13%             | 2051-07-15      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                              | Benchmark 2020-B16 Mortgage Trust                                            | CUSIP: 08161NAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4287000 | PA      | $3248704.46   | 0.10%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                              | Benchmark 2021-B31 Mortgage Trust                                            | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1821000 | PA      | $1203866.38   | 0.04%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                               | BioMarin Pharmaceutical Inc                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2933734.02   | 0.09%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                | Blackstone Private Credit Fund                                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2122526.94   | 0.06%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                | Blackstone Private Credit Fund                                               | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4732000 | PA      | $4662827.67   | 0.14%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                              | Blue Owl Technology Finance Corp                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   9035000 | PA      | $8935874.31   | 0.27%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4718047.63   | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                   | Braskem Netherlands Finance BV                                               | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1108000 | PA      | $517525.63    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                       | BRAVO Trust 2025-SR1                                                         | CUSIP: 10567UAA5<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |  10652142 | PA      | $10319525.92  | 0.31%             | 2045-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                       | BRAVO Residential Funding Trust 2024-NQM1                                    | CUSIP: 10570FAB1<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1341796 | PA      | $1344564.18   | 0.04%             | 2063-12-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                       | BRAVO Residential Funding Trust 2024-CES1                                    | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |   1252058 | PA      | $1262888.10   | 0.04%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3331034.78   | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                 | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2739193.34   | 0.08%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                              | Builders FirstSource Inc                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   9040000 | PA      | $8336988.18   | 0.25%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2105382.83   | 0.06%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3413279.27   | 0.10%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6863000 | PA      | $6509423.75   | 0.19%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                     | CBRE Services Inc                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $6019996.85   | 0.18%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                               | Capital Automotive REIT                                                      | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   4702000 | PA      | $4706517.68   | 0.14%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                  | CHNGE Mortgage Trust 2022-NQM1                                               | CUSIP: 12569CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3048492 | PA      | $3040699.31   | 0.09%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                    | CNA Financial Corp                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   4757000 | PA      | $4656034.66   | 0.14%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                               | CNO Financial Group Inc                                                      | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $5028500.86   | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC 2021-BHAR                                                               | CUSIP: 12659VAG5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3281000 | PA      | $3249230.73   | 0.10%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3706198.96   | 0.11%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2319726.28   | 0.07%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1672618.22   | 0.05%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                 | Caesars Entertainment Inc                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   6076000 | PA      | $5847117.29   | 0.17%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| California State University                                           | CALIFORNIA ST UNIV REVENUE                                                   | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1472640.30   | 0.04%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3372730.76   | 0.10%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4111211.19   | 0.12%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3667000 | PA      | $3598461.35   | 0.11%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                         | Carnival Corp                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5531000 | PA      | $5400298.09   | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                         | Carnival Corp                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3511000 | PA      | $3484216.72   | 0.10%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                                  | Carpenter Technology Corp                                                    | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1293212.64   | 0.04%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                                  | Castlelake Aircraft Securitization Trust 2018-1                              | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710492 | PA      | $706953.47    | 0.02%             | 2043-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                              | Celanese US Holdings LLC                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4673870.53   | 0.14%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                          | Centene Corp                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3417456.41   | 0.10%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                    | Cenovus Energy Inc                                                           | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   2462000 | PA      | $2447936.64   | 0.07%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                  | Chart Industries Inc                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   7288000 | PA      | $7571879.84   | 0.23%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust 2024-9                                     | CUSIP: 16160QAD6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   2687530 | PA      | $2686859.28   | 0.08%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust 2024-9                                     | CUSIP: 16160QAK0<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    480896 | PA      | $479696.60    | 0.01%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                   | Cheniere Energy Inc                                                          | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1698045.51   | 0.05%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                   | Cheniere Energy Inc                                                          | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2349615.56   | 0.07%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                   | Citadel Finance LLC                                                          | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   7910000 | PA      | $7962752.68   | 0.24%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                   | Citadel Finance LLC                                                          | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2134740.86   | 0.06%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2311266.05   | 0.07%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14147000 | PA      | $14623221.42  | 0.44%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3515650.16   | 0.11%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1672095.51   | 0.05%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                     | Citigroup Mortgage Loan Trust 2024-1                                         | CUSIP: 17332CBP0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   3332086 | PA      | $3343517.25   | 0.10%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                     | Citigroup Mortgage Loan Trust 2024-CMI1                                      | CUSIP: 17332DAE4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1224722 | PA      | $1222230.15   | 0.04%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                     | Citigroup Mortgage Loan Trust 2024-CMI1                                      | CUSIP: 17332DAL8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   4483811 | PA      | $4482910.51   | 0.13%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                   | Coinbase Global Inc                                                          | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3863000 | PA      | $3617707.40   | 0.11%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                              | Permian Resources Operating LLC                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $2028709.35   | 0.06%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco             | COLLEGE LAW SAN FRANCISCO REVENUE CA                                         | CUSIP: 194248AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $637446.53    | 0.02%             | 2050-08-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco             | COLLEGE LAW SAN FRANCISCO REVENUE CA                                         | CUSIP: 194248AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $730706.84    | 0.02%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                               | Colombia Government International Bonds                                      | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    995000 | PA      | $1017772.13   | 0.03%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | Colombia Government International Bond                                       | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  10000000 | PA      | $9821576.97   | 0.29%             | 2031-01-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                      | COLT 2024-4 Mortgage Loan Trust                                              | CUSIP: 19688WAB4<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |   4782963 | PA      | $4811601.76   | 0.14%             | 2069-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                         | COLUMBIA SHORT TERM CASH FUND                                                | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 135849250 | NS      | $135794910.21 | 4.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                              | Columbia Pipelines Holding Co LLC                                            | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3437610.45   | 0.10%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                  | Fifth Third Bank NA                                                          | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   7206000 | PA      | $7216612.53   | 0.22%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                              | Comision Federal de Electricidad                                             | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2223000 | PA      | $2153131.51   | 0.06%             | 2034-01-28      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                  | Commercial Metals Co                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4531100.28   | 0.14%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                | Commonwealth Edison Co                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3703000 | PA      | $3769103.22   | 0.11%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                              | CompoSecure Holdings LLC                                                     | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4433851.20   | 0.13%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                       | Concentrix Corp                                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   8130000 | PA      | $8099901.14   | 0.24%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                      | Fannie Mae Connecticut Avenue Securities                                     | CUSIP: 20755RAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   4101513 | PA      | $4102725.10   | 0.12%             | 2044-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                      | Fannie Mae Connecticut Avenue Securities                                     | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1082039 | PA      | $1088225.25   | 0.03%             | 2043-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                              | Corebridge Financial Inc                                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2420752.67   | 0.07%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                         | CoreWeave Inc                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   3896000 | PA      | $3789180.92   | 0.11%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae                                                                   | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17468000 | PA      | $17298601.28  | 0.52%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                              | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC         | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5155000 | PA      | $4985608.38   | 0.15%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                | Cox Communications Inc                                                       | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2646081.60   | 0.08%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                    | Credit Agricole SA                                                           | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5211000 | PA      | $4946846.43   | 0.15%             | 2029-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                       | CSAIL 2019-C15 Commercial Mortgage Trust                                     | CUSIP: 22945DAY9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   3555000 | PA      | $2927155.72   | 0.09%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                    | CyrusOne Data Centers Issuer I LLC                                           | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12655000 | PA      | $12402289.77  | 0.37%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                    | CyrusOne Data Centers Issuer I LLC                                           | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4181369.45   | 0.13%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                         | DI Issuer LLC                                                                | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12241431 | PA      | $11692958.26  | 0.35%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                       | DTE Electric Co                                                              | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1190948.57   | 0.04%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                       | DTE Electric Co                                                              | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1207971.73   | 0.04%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                               | Dell International LLC / EMC Corp                                            | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1608994.00   | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                 | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   4819000 | PA      | $4648832.25   | 0.14%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                 | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $2899609.58   | 0.09%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                 | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   7170000 | PA      | $6947737.62   | 0.21%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                                                 | Dresdner Funding Trust I                                                     | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $8182223.64   | 0.24%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC                                                     | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1190424.17   | 0.04%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                               | Duke Energy Florida LLC                                                      | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2127076.71   | 0.06%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                               | Duke Energy Florida LLC                                                      | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1687123.42   | 0.05%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                              | Electricite de France SA                                                     | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   4809000 | PA      | $5354112.10   | 0.16%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                        | EPR Properties                                                               | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1365000 | PA      | $1363895.79   | 0.04%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                              | Eagle Funding Luxco Sarl                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  12412000 | PA      | $12459041.33  | 0.37%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                                   | Eagle Materials Inc                                                          | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   3689000 | PA      | $3528912.39   | 0.11%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                          | Eagle RE 2023-1 Ltd                                                          | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    359888 | PA      | $360107.54    | 0.01%             | 2033-09-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                            | Eaton Corp                                                                   | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2445257.27   | 0.07%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                            | Eaton Corp                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1885755.96   | 0.06%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                          | Ecopetrol SA                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   5249000 | PA      | $5307478.24   | 0.16%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                             | Emera Inc                                                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   7364000 | PA      | $7365563.45   | 0.22%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                                  | Emera US Finance LLC                                                         | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1278286.38   | 0.04%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                          | Enbridge Inc                                                                 | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8375000 | PA      | $8359124.40   | 0.25%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3269852.64   | 0.10%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                           | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4969320.01   | 0.15%             | 2028-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                           | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8288000 | PA      | $8272177.67   | 0.25%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2624075.28   | 0.08%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1806842.88   | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                 | Entergy Louisiana LLC                                                        | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1183717.48   | 0.04%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                              | Enterprise Products Operating LLC                                            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1755348.89   | 0.05%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                              | Equinix Europe 2 Financing Corp LLC                                          | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   3935000 | PA      | $3824251.94   | 0.11%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Escambia County Health Facilities Authority                           | ESCAMBIA CNTY FL HLTH FACS AUTH                                              | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2170000 | PA      | $1757350.63   | 0.05%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                      | Essent Group Ltd                                                             | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   8445000 | PA      | $8729259.08   | 0.26%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                              | F&G Annuities & Life Inc                                                     | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1469847.35   | 0.04%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1766098.80   | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2527266.56   | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5650716.67   | 0.17%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3923233.61   | 0.12%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5140000 | PA      | $4814616.17   | 0.14%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding, LLC                                               | FIP Master Funding LLC                                                       | CUSIP: 30332YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11456000 | PA      | $11244780.00  | 0.34%             | 2056-03-15      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                | FS Commercial Mortgage Trust 2023-4SZN                                       | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5020000 | PA      | $5068369.21   | 0.15%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                        | CUSIP: 3128M5YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172620 | PA      | $181277.70    | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7463704 | PA      | $6581379.54   | 0.20%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13361831 | PA      | $12926610.93  | 0.39%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4072247 | PA      | $3769301.87   | 0.11%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1472054 | PA      | $1361655.25   | 0.04%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3132DNTZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6279908 | PA      | $6260280.48   | 0.19%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10390180 | PA      | $9620317.23   | 0.29%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3132DURG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28094380 | PA      | $26679555.89  | 0.80%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4277122 | PA      | $4145628.03   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4433082 | PA      | $4224529.96   | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3878142 | PA      | $3591412.00   | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4085347 | PA      | $3448486.17   | 0.10%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9801004 | PA      | $8357853.19   | 0.25%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6776971 | PA      | $6007474.50   | 0.18%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8365890 | PA      | $6799420.52   | 0.20%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9337141 | PA      | $8316033.55   | 0.25%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2512067 | PA      | $2375033.65   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20588039 | PA      | $19580725.66  | 0.59%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2759187 | PA      | $2796431.68   | 0.08%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                            | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46244157 | PA      | $5785694.35   | 0.17%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865570 | PA      | $835986.26    | 0.03%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97736 | PA      | $103294.19    | 0.00%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381909 | PA      | $361235.73    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1526508 | PA      | $1467814.26   | 0.04%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3138WFYH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368603 | PA      | $354088.17    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3138WJYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3533668 | PA      | $3274359.99   | 0.10%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3138YGYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1099391 | PA      | $1032329.41   | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 3138YL2P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2158487 | PA      | $2026820.04   | 0.06%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                            | CUSIP: 31394UJ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78303 | PA      | $78110.88     | 0.00%             | 2035-11-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646400 | PA      | $654113.92    | 0.02%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624522 | PA      | $631508.59    | 0.02%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3412924 | PA      | $3037280.84   | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2536755 | PA      | $2417414.98   | 0.07%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4038788 | PA      | $3938109.26   | 0.12%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3032520 | PA      | $3025273.64   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  35557960 | PA      | $30570839.19  | 0.91%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20153532 | PA      | $17292484.94  | 0.52%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12830881 | PA      | $12113600.30  | 0.36%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6823018 | PA      | $6064990.21   | 0.18%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11238458 | PA      | $10333381.35  | 0.31%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3719258 | PA      | $3604530.64   | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10851968 | PA      | $10787044.01  | 0.32%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12305179 | PA      | $12215149.26  | 0.37%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140QQKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8633919 | PA      | $8571635.56   | 0.26%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18204312 | PA      | $18336019.71  | 0.55%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31696637 | PA      | $30677739.47  | 0.92%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140W5AT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20559238 | PA      | $19918689.19  | 0.60%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140X7RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2961876 | PA      | $2668397.88   | 0.08%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3883868 | PA      | $3321378.08   | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14514425 | PA      | $11886568.21  | 0.36%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 3140XFLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  32928191 | PA      | $29308425.51  | 0.88%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7422165 | PA      | $7039954.52   | 0.21%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2403234 | PA      | $2208503.38   | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5979576 | PA      | $5350851.73   | 0.16%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2331657 | PA      | $2213933.25   | 0.07%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11499064 | PA      | $10221603.04  | 0.31%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7191830 | PA      | $6390675.59   | 0.19%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XK3J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10217541 | PA      | $8274185.98   | 0.25%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2986943 | PA      | $2554303.27   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7904647 | PA      | $7316315.47   | 0.22%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13468475 | PA      | $13602262.32  | 0.41%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211567 | PA      | $221938.43    | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 31415P4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131724 | PA      | $134274.80    | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 31417AQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1420407 | PA      | $1371773.10   | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8158554 | PA      | $6942486.51   | 0.21%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6634244 | PA      | $6693381.00   | 0.20%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                              | CUSIP: 31419LYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2820985 | PA      | $2680116.65   | 0.08%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                | FEDERAL HOME LOAN MORTGAGE CORPORATION                                       | CUSIP: 31427QEP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27784973 | PA      | $28007187.24  | 0.84%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 31427QF49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19101574 | PA      | $18884380.48  | 0.56%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 31427RJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16726569 | PA      | $16813085.50  | 0.50%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19236278 | PA      | $18989118.47  | 0.57%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                             | CUSIP: 3142GWPX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16426509 | PA      | $16541604.78  | 0.49%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                              | Fedex Freight Holding Co Inc                                                 | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   5141000 | PA      | $4969961.33   | 0.15%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust                                                       | FinBe USA Trust 2025-1                                                       | CUSIP: 317967AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6652008 | PA      | $6652214.59   | 0.20%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                | Flexential Issuer LLC                                                        | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11200000 | PA      | $11123341.60  | 0.33%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                              | Flex Ltd                                                                     | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   3745000 | PA      | $3686479.19   | 0.11%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                     | Flowers Foods Inc                                                            | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2027260.99   | 0.06%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                       | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                   | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3035000 | PA      | $2461324.00   | 0.07%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                              | Ford Motor Credit Co LLC                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $5114738.34   | 0.15%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                              | Ford Motor Credit Co LLC                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125444.16    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                              | Ford Motor Credit Co LLC                                                     | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1330056.86   | 0.04%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                 | Foundry JV Holdco LLC                                                        | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3762802.82   | 0.11%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                 | Foundry JV Holdco LLC                                                        | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2767008.76   | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                 | Foundry JV Holdco LLC                                                        | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4971000 | PA      | $5179407.13   | 0.15%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                 | Freedom Mortgage Holdings LLC                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   8230000 | PA      | $8345190.44   | 0.25%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                 | Freedom Mortgage Holdings LLC                                                | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $6431860.90   | 0.19%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    759969 | PA      | $720318.72    | 0.02%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2324678 | PA      | $2082050.76   | 0.06%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6151438 | PA      | $5506407.94   | 0.16%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7508472 | PA      | $6944426.64   | 0.21%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2696595 | PA      | $2515056.71   | 0.08%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8879162 | PA      | $7936649.53   | 0.24%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9083411 | PA      | $8115106.84   | 0.24%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19029816 | PA      | $18006180.98  | 0.54%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18037323 | PA      | $17564829.56  | 0.53%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8499586 | PA      | $8051781.04   | 0.24%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14731411 | PA      | $14352325.74  | 0.43%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35174935 | PA      | $33042184.62  | 0.99%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17755083 | PA      | $17177904.80  | 0.51%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                               | GLP Capital LP / GLP Financing II Inc                                        | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |   3913000 | PA      | $3829047.18   | 0.11%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                               | GLP Capital LP / GLP Financing II Inc                                        | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |   2800000 | PA      | $2723118.01   | 0.08%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                    | Ally Financial Inc                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5972000 | PA      | $6621621.82   | 0.20%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                            | CUSIP: 36204DT66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2028145 | PA      | $2001572.47   | 0.06%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                            | CUSIP: 3620AQ6T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1263550 | PA      | $1245994.37   | 0.04%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                   | CUSIP: 3620ARC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1260363 | PA      | $1242307.10   | 0.04%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                           | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12394005 | PA      | $12328938.87  | 0.37%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                     | GXO Logistics Inc                                                            | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   6948000 | PA      | $7204635.37   | 0.22%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                     | GXO Logistics Inc                                                            | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2168293.77   | 0.06%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust 2025-PJ3                                 | CUSIP: 36273WAD5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   4028229 | PA      | $4049167.15   | 0.12%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                            | CUSIP: 36296YCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153415 | PA      | $152604.22    | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                   | CUSIP: 36297GEB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    311460 | PA      | $317961.87    | 0.01%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2919134.35   | 0.09%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                              | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2041621.74   | 0.06%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                 | GENMAB A/S/GENMAB FINANCE LLC                                                | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   4125000 | PA      | $4228778.23   | 0.13%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                 | GENMAB A/S/GENMAB FINANCE LLC                                                | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1700000 | PA      | $1777991.76   | 0.05%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                 | Gildan Activewear Inc                                                        | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   2860000 | PA      | $2830241.78   | 0.08%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                 | Gildan Activewear Inc                                                        | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   3840000 | PA      | $3752776.73   | 0.11%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                         | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1090474.26   | 0.03%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                         | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2018837.20   | 0.06%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                         | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $4209132.92   | 0.13%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                | Global Atlantic Fin Co                                                       | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   7505000 | PA      | $8062473.44   | 0.24%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                              | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                  | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $2668116.11   | 0.08%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3830110.90   | 0.11%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2472130.02   | 0.07%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                  | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2349914.57   | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                  | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1757254.09   | 0.05%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                 | Goldman Sachs BDC Inc                                                        | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3299718.44   | 0.10%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                              | Goldman Sachs Private Credit Corp                                            | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5158280.37   | 0.15%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                     | Golub Capital BDC Inc                                                        | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   5437000 | PA      | $5268901.50   | 0.16%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                     | Golub Capital BDC Inc                                                        | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   4232000 | PA      | $4336294.61   | 0.13%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                 | Golub Capital Private Credit Fund                                            | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $4889273.20   | 0.15%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                       | Golub Capital Partners CLO 77 B Ltd                                          | CUSIP: 38180QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5585000 | PA      | $5564329.92   | 0.17%             | 2038-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                      | GoodLeap Sustainable Home Solutions Trust 2021-5                             | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4408488 | PA      | $3526816.79   | 0.11%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                                  | Grupo Energia Bogota SA ESP                                                  | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |   2142000 | PA      | $2043266.64   | 0.06%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1204831.11   | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                      | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5197000 | PA      | $5027258.33   | 0.15%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                            | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9839000 | PA      | $9835777.16   | 0.29%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                            | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6484000 | PA      | $6522775.28   | 0.20%             | 2029-09-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                            | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4509000 | PA      | $4457146.50   | 0.13%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                              | HPS Corporate Lending Fund                                                   | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1635911.87   | 0.05%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                              | HPS Corporate Lending Fund                                                   | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1508508.61   | 0.05%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                              | HPS Corporate Lending Fund                                                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2600782.51   | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                              | HPS Corporate Lending Fund                                                   | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2215447.06   | 0.07%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                      | Hawaiian Electric Co Inc                                                     | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   8523000 | PA      | $8509394.35   | 0.25%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                     | Herc Holdings Inc                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $3109943.56   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                           | Hologic Inc                                                                  | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   3014000 | PA      | $3014000.00   | 0.09%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                       | HOMES 2025-AFC3 Trust                                                        | CUSIP: 43762AAC9<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   7606805 | PA      | $7580275.26   | 0.23%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                               | Honeywell Aerospace Inc                                                      | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1208298.47   | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                               | Honeywell Aerospace Inc                                                      | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3768000 | PA      | $3738276.66   | 0.11%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                    | HOUSTON TX                                                                   | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    800000 | PA      | $675532.00    | 0.02%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                            | Humana Inc                                                                   | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3359758.67   | 0.10%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                 | Huntington Bancshares Inc/OH                                                 | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $7173329.64   | 0.21%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                              | Icon Investments Six DAC                                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    965000 | PA      | $969641.98    | 0.03%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                          | ING Groep NV                                                                 | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  16715000 | PA      | $16694725.92  | 0.50%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                            | Intel Corp                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1641172.96   | 0.05%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                            | Intel Corp                                                                   | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2752159.59   | 0.08%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                              | International Business Machines Corp                                         | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $2956273.66   | 0.09%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                | Brightstar Lottery PLC                                                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   7240000 | PA      | $7183333.83   | 0.21%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                   | Intesa Sanpaolo SpA                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1851000 | PA      | $1732852.01   | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                             | IQVIA Inc                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $5440328.55   | 0.16%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                             | IQVIA Inc                                                                    | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3117000 | PA      | $3240893.93   | 0.10%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                     | ITC Holdings Corp                                                            | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1287401.99   | 0.04%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2025-CCM1                                           | CUSIP: 46593MAE7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  10926590 | PA      | $10931765.06  | 0.33%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust                                                     | CUSIP: 46593VAD9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   5798872 | PA      | $5794589.02   | 0.17%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2025-7MPR                                    | CUSIP: 46594CAH1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   4345574 | PA      | $4327255.50   | 0.13%             | 2056-02-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2025-CES5                                    | CUSIP: 46594DAA4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  13697211 | PA      | $13643921.85  | 0.41%             | 2056-02-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2005-S2                                             | CUSIP: 466247VM2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    118171 | PA      | $116099.93    | 0.00%             | 2032-02-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2006-A4                                             | CUSIP: 46628LAK4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    645101 | PA      | $420379.39    | 0.01%             | 2036-06-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4050631.30   | 0.12%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6142000 | PA      | $6394673.87   | 0.19%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5156000 | PA      | $5249233.76   | 0.16%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                          | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2706017.96   | 0.08%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2023-7                                              | CUSIP: 46657DAE0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   7889149 | PA      | $7887892.31   | 0.24%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2024-6                                       | CUSIP: 46657YAF1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    313283 | PA      | $312529.63    | 0.01%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2024-10                                           | CUSIP: 46658LAD3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3219137 | PA      | $3218649.51   | 0.10%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2024-10                                           | CUSIP: 46658LAK7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1719047 | PA      | $1717334.23   | 0.05%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2024-CCM1                                           | CUSIP: 46658NAF4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   8110357 | PA      | $8110269.54   | 0.24%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2024-INV1                                           | CUSIP: 46658PAD4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3305630 | PA      | $3330876.89   | 0.10%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2024-5                                       | CUSIP: 46658RAF5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1400648 | PA      | $1399503.33   | 0.04%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2024-12                                             | CUSIP: 46658TAB0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   7130240 | PA      | $7094867.10   | 0.21%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2024-12                                             | CUSIP: 46658TAD6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   9248836 | PA      | $9290485.66   | 0.28%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2026-CES1                                           | CUSIP: 46660BAA7<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |  17321158 | PA      | $17162309.17  | 0.51%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2025-CES7                                    | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   6061703 | PA      | $6030685.04   | 0.18%             | 2056-04-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2025-11                                      | CUSIP: 46662QAQ7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  11891480 | PA      | $11899356.81  | 0.36%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2026-ACES1                                   | CUSIP: 46664MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16872479 | PA      | $16726844.17  | 0.50%             | 2066-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                               | Jefferies Financial Group Inc                                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2891563.62   | 0.09%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                               | JetBlue Airways Corp / JetBlue Loyalty LP                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4693000 | PA      | $4435172.40   | 0.13%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                          | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3442000 | PA      | $3426646.68   | 0.10%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                               | K Hovnanian Enterprises Inc                                                  | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    482000 | PA      | $476602.00    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                              | Kaiser Foundation Hospitals                                                  | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1515350.73   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                               | KB Home                                                                      | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2263422.43   | 0.07%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                 | Kentucky Utilities Co                                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2406683.57   | 0.07%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                               | KeyCorp                                                                      | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1866535.25   | 0.06%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                      | Kilroy Realty LP                                                             | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   2040000 | PA      | $1861939.16   | 0.06%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                      | Kilroy Realty LP                                                             | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   2605000 | PA      | $2122782.61   | 0.06%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                  | Kyndryl Holdings Inc                                                         | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3127811.70   | 0.09%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                              | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp           | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |   6645000 | PA      | $6442016.16   | 0.19%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                              | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp           | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |   9635000 | PA      | $9969121.66   | 0.30%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                      | Lamar Media Corp                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4500010.02   | 0.13%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                               | Latam Airlines Group SA                                                      | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   2568000 | PA      | $2589899.36   | 0.08%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                              | Liberty Mutual Group Inc                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   7385000 | PA      | $7237790.81   | 0.22%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                 | Lincoln National Corp                                                        | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2407000 | PA      | $2613815.22   | 0.08%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8473000 | PA      | $8850469.27   | 0.26%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                            | Loews Corp                                                                   | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3307855.37   | 0.10%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                             | LOS ANGELES CA CMNTY CLG DIST                                                | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $890720.08    | 0.03%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                | Louisiana-Pacific Corp                                                       | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3532865.35   | 0.11%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                 | Louisville Gas and Electric Co                                               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    698000 | PA      | $693866.71    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                               | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3740843.59   | 0.11%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                               | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $5448647.51   | 0.16%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                       | Lyra Music Assets Delaware LP                                                | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   8004455 | PA      | $8047857.66   | 0.24%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                       | Lyra Music Assets Delaware LP                                                | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   5919110 | PA      | $5967758.75   | 0.18%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                            | MFA 2023-NQM3 Trust                                                          | CUSIP: 55286MAA8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   5489270 | PA      | $5500327.74   | 0.16%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Maritime Partners, LLC                                                | MP 2023 LLC                                                                  | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11304696 | PA      | $11201789.32  | 0.34%             | 2065-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON                                                 | Macquarie Bank Ltd/London                                                    | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   4737000 | PA      | $4750445.71   | 0.14%             | 2027-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                | Discovery Global Holdings Inc                                                | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3144000 | PA      | $3073534.12   | 0.09%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                  | Maple Parent Holdings Corp                                                   | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2219863.79   | 0.07%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                  | Maple Parent Holdings Corp                                                   | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   5401000 | PA      | $5360020.04   | 0.16%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                              | Mars Inc                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2896367.40   | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                              | Mars Inc                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1646459.37   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                | Marriott International Inc/MD                                                | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2423430.98   | 0.07%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                | Massachusetts Institute of Technology                                        | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    925000 | PA      | $938692.26    | 0.03%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                  | Matador Resources Co                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2577134.42   | 0.08%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                              | Medline Borrower LP/Medline Co-Issuer Inc                                    | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9317000 | PA      | $9494145.56   | 0.28%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                        | Merck & Co Inc                                                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2361922.74   | 0.07%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                           | MetLife Inc                                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   8332000 | PA      | $8492854.52   | 0.25%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                           | MetLife Inc                                                                  | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $4102558.46   | 0.12%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Metropolitan St Louis Sewer District                                  | MET SAINT LOUIS MO SWR DIST WSTWTR SYS REVENUE                               | CUSIP: 592481LV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1278728.22   | 0.04%             | 2045-05-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                               | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                  | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3550000 | PA      | $2691969.26   | 0.08%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                 | Micron Technology Inc                                                        | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   9005000 | PA      | $9421695.02   | 0.28%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                 | MidAmerican Energy Co                                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   9337000 | PA      | $9362605.64   | 0.28%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                          | MISSOURI ST HIGHWAY & TRANSPRTN COMMISSION STATE ROAD REVENU                 | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1746844.86   | 0.05%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                               | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3213150.78   | 0.10%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $5020635.88   | 0.15%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1512319.27   | 0.05%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1297451.72   | 0.04%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                               | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3817277.89   | 0.11%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust 2018-H3                                       | CUSIP: 61767YAC4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1644000 | PA      | $1356219.44   | 0.04%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                        | Morgan Stanley Capital I Trust 2020-L4                                       | CUSIP: 61770KAE5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   3572000 | PA      | $2721123.52   | 0.08%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                        | Morgan Stanley Residential Mortgage Loan Trust 2023-2                        | CUSIP: 61775JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8632829 | PA      | $8652779.79   | 0.26%             | 2053-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                               | Morgan Stanley Private Bank NA                                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2152604.06   | 0.06%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                        | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                     | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8898718 | PA      | $8794559.47   | 0.26%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                | Mosaic Solar Loan Trust 2023-2                                               | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4170431 | PA      | $3979379.09   | 0.12%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                          | NMI Holdings Inc                                                             | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   8205000 | PA      | $8384724.75   | 0.25%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                               | Nationwide Building Society                                                  | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3050000 | PA      | $3010671.18   | 0.09%             | 2032-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3870000 | PA      | $3523477.86   | 0.11%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                 | New Economy Assets - Phase 1 Sponsor LLC                                     | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $8181945.20   | 0.24%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                   | NEW YORK NY                                                                  | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3044214.00   | 0.09%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                    | NY ST DORM AUTH PERS REV                                                     | CUSIP: 64990F5N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $983559.76    | 0.03%             | 2043-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                     | Nexstar Media Inc                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   8635000 | PA      | $8487394.45   | 0.25%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                     | Nexstar Media Inc                                                            | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   4744000 | PA      | $4754338.35   | 0.14%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                     | Nexstar Media Inc                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   4007000 | PA      | $4037996.81   | 0.12%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                  | Niagara Mohawk Power Corp                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1255062.02   | 0.04%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                               | Northern Natural Gas Co                                                      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1433558.71   | 0.04%             | 2054-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                   | Northern Trust Corp                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   5983000 | PA      | $5899900.17   | 0.18%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                     | Novant Health Inc                                                            | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $1843552.07   | 0.06%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                 | Novartis Capital Corp                                                        | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2648907.49   | 0.08%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                 | Novartis Capital Corp                                                        | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1328423.43   | 0.04%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                               | O'Reilly Automotive Inc                                                      | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1777074.88   | 0.05%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                               | OAK-Eagle Acquireco Inc                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1520360.19   | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                               | OAK-Eagle Acquireco Inc                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    979000 | PA      | $1023804.78   | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2025-J3 Trust                                                            | CUSIP: 67449KAE3<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   6884987 | PA      | $6841668.23   | 0.20%             | 2055-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                              | Occidental Petroleum Corp                                                    | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1008172.84   | 0.03%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                              | Occidental Petroleum Corp                                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1358747.58   | 0.04%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                              | Occidental Petroleum Corp                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1856117.07   | 0.06%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                             | OHIO ST TURNPIKE COMMISSION                                                  | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2640000 | PA      | $1939077.10   | 0.06%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                     | Omnicom Group Inc                                                            | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $2964445.53   | 0.09%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                  | OneMain Finance Corp                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1377927.11   | 0.04%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                        | ONNI Commerical Mortgage Trust 2024-APT                                      | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7843000 | PA      | $7937615.60   | 0.24%             | 2039-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7033000 | PA      | $6691912.13   | 0.20%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3716121.07   | 0.11%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3779983.61   | 0.11%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1770926.49   | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                           | Ovintiv Inc                                                                  | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3439067.58   | 0.10%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                | Blue Owl Credit Income Corp                                                  | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4880535.47   | 0.15%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                | Blue Owl Credit Income Corp                                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $5258135.79   | 0.16%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                           | PRKCM 2024-HOME1 Trust                                                       | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3776937 | PA      | $3811125.38   | 0.11%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                        | PMT Loan Trust 2025-J5                                                       | CUSIP: 69392KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12260326 | PA      | $12268684.26  | 0.37%             | 2057-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                        | PMT Loan Trust 2025-J3                                                       | CUSIP: 69392XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7143804 | PA      | $7147727.51   | 0.21%             | 2056-11-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                              | Palomino Funding Trust I                                                     | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1725507.17   | 0.05%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                      | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                         | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1281202.55   | 0.04%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                 | PennyMac Financial Services Inc                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   6754000 | PA      | $6739149.91   | 0.20%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                 | PennyMac Financial Services Inc                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1353406.47   | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                   | Petroleos Mexicanos                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  13669000 | PA      | $13061102.20  | 0.39%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                              | Piedmont Operating Partnership LP                                            | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    796000 | PA      | $833304.55    | 0.02%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                              | Piedmont Operating Partnership LP                                            | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   6920000 | PA      | $6726779.80   | 0.20%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                              | Plains All American Pipeline LP / PAA Finance Corp                           | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2544000 | PA      | $2552101.92   | 0.08%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                               | PORT AUTH OF NEW YORK & NEW JERSEY NY                                        | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1859924.60   | 0.06%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                                     | PRIO Luxembourg Holding Sarl                                                 | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |   2487000 | PA      | $2424597.59   | 0.07%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                           | PRKCM 2026-AFC1 Trust                                                        | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12339197 | PA      | $12192266.94  | 0.36%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                      | Provident Funding Mortgage Trust 2024-1                                      | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6359625 | PA      | $6361562.92   | 0.19%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                      | Provident Funding Mortgage Trust 2025-2                                      | CUSIP: 74389DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6720263 | PA      | $6721139.03   | 0.20%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                      | Puget Energy Inc                                                             | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   4236000 | PA      | $4196578.75   | 0.13%             | 2056-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                      | Puget Energy Inc                                                             | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   4236000 | PA      | $4217594.83   | 0.13%             | 2056-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                                              | Purchasing Power Funding 2026-A LLC                                          | CUSIP: 74614AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11648000 | PA      | $11586879.45  | 0.35%             | 2030-08-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                 | Quikrete Holdings Inc                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2073496.54   | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                 | Quikrete Holdings Inc                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   5007000 | PA      | $5085884.35   | 0.15%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2026-CES2                                                | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |  14397993 | PA      | $14214924.15  | 0.43%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2024-CES1                                                | CUSIP: 749424AA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   3485891 | PA      | $3500292.72   | 0.10%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2024-CES9                                                | CUSIP: 749426AA0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   8962281 | PA      | $8997793.00   | 0.27%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                              | RLI Corp                                                                     | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4170325.39   | 0.12%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RNL PH OWNER LLC                                                      | RNL PH Owner LLC                                                             | CUSIP: 74983YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6786626 | PA      | $6742005.97   | 0.20%             | 2056-03-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                                           | RKTL 2026-1                                                                  | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9743987 | PA      | $9734725.74   | 0.29%             | 2035-02-26      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                 | RIO TINTO FIN USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2368000 | PA      | $2357959.99   | 0.07%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                        | Rocket Cos Inc                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2726494.73   | 0.08%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                        | Rocket Cos Inc                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2869645.92   | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                               | Romanian Government International Bond                                       | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  14000000 | PA      | $12979027.39  | 0.39%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                               | Royal Caribbean Cruises Ltd                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2851000 | PA      | $2883877.59   | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                       | SEB Funding LLC                                                              | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9735000 | PA      | $9949317.00   | 0.30%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                          | SM Energy Co                                                                 | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2825771.37   | 0.08%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                           | SVC ABS LLC                                                                  | CUSIP: 78488JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7568191 | PA      | $7502051.07   | 0.22%             | 2056-03-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                        | Salesforce Inc                                                               | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5118046.06   | 0.15%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                        | Salesforce Inc                                                               | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3758327.77   | 0.11%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                        | Salesforce Inc                                                               | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2756640.38   | 0.08%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                             | Santander Mortgage Asset Receivable Trust 2025-Ces1                          | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |  14976264 | PA      | $14880830.68  | 0.45%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                             | Santander Mortgage Asset Receivable Trust 2026-CES1                          | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |  12804450 | PA      | $12676817.44  | 0.38%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                             | Santander Mortgage Asset Receivable Trust 2026-NQM2                          | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |   9276388 | PA      | $9173582.85   | 0.27%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                              | Saudi Government International Bond                                          | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  17200000 | PA      | $16704093.92  | 0.50%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                   | Charles Schwab Corp/The                                                      | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  13809000 | PA      | $13716699.29  | 0.41%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                               | Light & Wonder International Inc                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   4621000 | PA      | $4717744.83   | 0.14%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                | Sempra                                                                       | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4732216.55   | 0.14%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                | Sempra                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   8678000 | PA      | $8427460.66   | 0.25%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2025-11                                               | CUSIP: 816950AE9<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |  13361326 | PA      | $13275487.20  | 0.40%             | 2055-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2024-6                                                | CUSIP: 81743DAL7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   3146997 | PA      | $3147156.76   | 0.09%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-7                                      | SEQUOIA MORTGAGE TRUST SEMT_24-7                                             | CUSIP: 81748EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2516378 | PA      | $2523830.48   | 0.08%             | 2054-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2024-9                                                | CUSIP: 81749PAE0<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    947814 | PA      | $948320.27    | 0.03%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2024-10                                               | CUSIP: 81749QAE8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   1703546 | PA      | $1703301.04   | 0.05%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2024-10                                               | CUSIP: 81749QAL2<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    801770 | PA      | $800561.85    | 0.02%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                  | Shell Finance US Inc                                                         | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1530059.56   | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                   | Sirius XM Radio LLC                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   8915000 | PA      | $8615254.87   | 0.26%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                              | Snam SpA                                                                     | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   2508000 | PA      | $2587429.82   | 0.08%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                          | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1695000 | PA      | $1682423.19   | 0.05%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                          | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  12420000 | PA      | $12991819.12  | 0.39%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                          | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3165000 | PA      | $3421813.51   | 0.10%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                           | Southern Co/The                                                              | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5061000 | PA      | $5084824.43   | 0.15%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                               | Southern Co Gas Capital Corp                                                 | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3553441.35   | 0.11%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                    | Expand Energy Corp                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   7302000 | PA      | $7365909.06   | 0.22%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                       | Stack Infrastructure Issuer LLC                                              | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |  11523532 | PA      | $11138491.62  | 0.33%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                              | Standard Building Solutions Inc                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    692000 | PA      | $695440.54    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                       | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2682000 | PA      | $2740483.23   | 0.08%             | 2027-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                       | CUSIP: 853254DA5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2475000 | PA      | $2564872.60   | 0.08%             | 2030-03-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                              | Standard Industries Inc/NY                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3971000 | PA      | $3749212.92   | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                   | Leland Stanford Junior University/The                                        | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2479778.77   | 0.07%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                    | Subway Funding LLC                                                           | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7123825 | PA      | $7169798.60   | 0.21%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                              | Sumitomo Mitsui Financial Group Inc                                          | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3816000 | PA      | $3689328.70   | 0.11%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | SUMTER LANDING FL CDD RECREATIONAL REVENUE                                   | CUSIP: 86657MCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $542229.75    | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | SUMTER LANDING FL CDD RECREATIONAL REVENUE                                   | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $812017.02    | 0.02%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | SUMTER LANDING FL CDD RECREATIONAL REVENUE                                   | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1488153.77   | 0.04%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                             | Sunoco LP                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2629000 | PA      | $2696817.60   | 0.08%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                             | Sunoco LP                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1733941.54   | 0.05%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                               | Surgery Center Holdings Inc                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1596594.75   | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                | Switch ABS Issuer LLC                                                        | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3336849.91   | 0.10%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                          | Synopsys Inc                                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6192000 | PA      | $6245045.49   | 0.19%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                                      | Pinnacle Bank/Nashville TN                                                   | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   5520000 | PA      | $5469529.87   | 0.16%             | 2036-01-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                      | THPT 2023-THL Mortgage Trust                                                 | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5520000 | PA      | $5558160.31   | 0.17%             | 2034-12-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                | Takeoff Merger Sub Inc                                                       | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4811724.03   | 0.14%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                  | Taylor Morrison Communities Inc                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1660226.76   | 0.05%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                         | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                               | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2635000 | PA      | $2668680.83   | 0.08%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                           | Textron Inc                                                                  | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2210679.10   | 0.07%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                 | Toronto-Dominion Bank/The                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4765000 | PA      | $4910846.02   | 0.15%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust 2024-CES1                                          | CUSIP: 89183CAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   3525492 | PA      | $3531309.04   | 0.11%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Trackside Rail, LLC                                                   | Trackside Rail LLC                                                           | CUSIP: 89239YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11978000 | PA      | $11861867.30  | 0.35%             | 2056-03-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1689615.68   | 0.05%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5095253.60   | 0.15%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                            | Trust 2401                                                                   | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |   6165000 | PA      | $6565919.80   | 0.20%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                 | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12345000 | PA      | $13146559.65  | 0.39%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust 2018-C15                                       | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1251349.00   | 0.04%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                      | UWM Holdings LLC                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2884000 | PA      | $2626555.32   | 0.08%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                   | United Airlines Inc                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2886988.92   | 0.09%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                              | United Airlines Holdings Inc                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   5590000 | PA      | $5474719.67   | 0.16%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                       | UNITED NATIONS DEV CORP NY                                                   | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $559389.61    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                               | United Rentals North America Inc                                             | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2327312.80   | 0.07%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                          | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $55713281.25  | 1.67%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3008203.13   | 0.09%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                          | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $28041562.50  | 0.84%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                          | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $37302343.75  | 1.12%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                          | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15783750.00  | 0.47%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                          | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5949375.00   | 0.18%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                          | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $37263750.00  | 1.11%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                          | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4485585.94   | 0.13%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                       | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4152005.31   | 0.12%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3941000 | PA      | $3798324.59   | 0.11%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                       | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1927018.11   | 0.06%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                         | CUSIP: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |   1595000 | PA      | $1012591.81   | 0.03%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| University of California                                              | UNIV OF CALIFORNIA CA REVENUES                                               | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $838077.71    | 0.03%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                              | Univision Communications Inc                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3364154.10   | 0.10%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                      | VB-S1 Issuer LLC - VBTEL                                                     | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5915536.18   | 0.18%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                    | Valero Energy Corp                                                           | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $3390674.72   | 0.10%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                 | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4129000 | PA      | $4368920.74   | 0.13%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                 | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       946 | PA      | $984.32       | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1518015.07   | 0.05%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust 2026-2                                            | CUSIP: 92490GAM0<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |  19045534 | PA      | $18792617.23  | 0.56%             | 2071-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                      | VERTICAL BRIDGE CC LLC                                                       | CUSIP: 92535VAQ5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |  12123873 | PA      | $12074607.64  | 0.36%             | 2055-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust 2024-4                                            | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   2474324 | PA      | $2493837.72   | 0.07%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                      | Paramount Global                                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $899930.68    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                      | Paramount Global                                                             | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $2282184.81   | 0.07%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                     | Vornado Realty LP                                                            | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   5440000 | PA      | $5342795.53   | 0.16%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                          | Voya CLO 2019-1 Ltd                                                          | CUSIP: 92917NAY4<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |  11150000 | PA      | $11105578.40  | 0.33%             | 2037-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                | Webster Financial Corp                                                       | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3830836.31   | 0.11%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                        | Weir Group Inc                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $3150987.42   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                             | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2669302.09   | 0.08%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4487140.46   | 0.13%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2092000.06   | 0.06%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                | WESCO Distribution Inc                                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1157140.39   | 0.03%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                                 | Western Alliance Bank                                                        | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |   6836000 | PA      | $6694979.04   | 0.20%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                           | Workday Inc                                                                  | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3586000 | PA      | $3328653.23   | 0.10%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                       | Xcel Energy Inc                                                              | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4059015.40   | 0.12%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                      | Zions Bancorp NA                                                             | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   5940000 | PA      | $6102959.26   | 0.18%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                | Skandinaviska Enskilda Banken AB                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   8200000 | PA      | $8256262.79   | 0.25%             | 2027-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                          | New Zealand Government Bonds                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  42000000 | PA      | $23690527.27  | 0.71%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                          | New Zealand Government Bonds                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  11250000 | PA      | $6400975.03   | 0.19%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                          | New Zealand Government Bonds                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  27600000 | PA      | $15264594.08  | 0.46%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                              | US DOLLARS                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $406272.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                              | AUSTRALIA DOLLAR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $-265187.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                | US 2YR NOTE JUN 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2490 | NC      | $938453.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US 10YR NOTE JUN 26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        11 | NC      | $2724.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                    | US DOLLARS                                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |         1 | NC      | $1266692.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                    | US DOLLARS                                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |         1 | NC      | $339804.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                    | AUSTRALIA DOLLAR                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | AU        |         1 | NC      | $-102845.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                | US LONG BOND JUN 26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1177 | NC      | $-2953624.21  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US ULTRA 10YR NOTE JUN 26                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -336 | NC      | $-210107.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US ULTRA T-BOND JUN 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1564 | NC      | $-6023299.06  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                       | ICE: (CDX.NA.HY.45.V2)                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | -31680000 | OU      | $-51244.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** Columbia Funds Variable Series Trust II

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager