# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-055043
**Filing Date:** 2026-5
**Character Count:** 213800
**Document Hash:** 8bbe9676b4ee81a88bb9c3b63e037b57
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055043.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055043

**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:** 261033041

**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 - BlackRock Global Inflation-Linked Securities Fund (Series ID: S000019839)

| Class ID   | Class Name                                                        | Ticker Symbol   |
|:---|:---|:---|
| C000055676 | CTIVP - BlackRock Global Inflation-Linked Securities Fund Class 3 |  |
| C000088755 | CTIVP - BlackRock Global Inflation-Linked Securities Fund Class 1 |  |
| C000088756 | CTIVP - BlackRock Global Inflation-Linked Securities Fund Class 2 |  |

## Nport-Ex

![](imgc11b6f8d1.jpg)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities 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> – BlackRock Global Inflation-Linked Securities 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 0.1%** | **Asset-Backed Securities — Non-Agency 0.1%** | **Asset-Backed Securities — Non-Agency 0.1%** | **Asset-Backed Securities — Non-Agency 0.1%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **United States 0.1%** | **United States 0.1%** | **United States 0.1%** | **United States 0.1%** |
| Foundation Finance Trust<sup>(a)</sup>  | Foundation Finance Trust<sup>(a)</sup>  | Foundation Finance Trust<sup>(a)</sup>  | Foundation Finance Trust<sup>(a)</sup>  |
| Series 2025-3A Class A | Series 2025-3A Class A | Series 2025-3A Class A | Series 2025-3A Class A |
| 08/15/2052 | &nbsp;&nbsp; 4.560% | 87316 | &nbsp;&nbsp; 86795 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $87,313) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $87,313) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $87,313) | &nbsp;&nbsp; **86795** |
| **Commercial Mortgage-Backed Securities - Non-Agency 2.5%** | **Commercial Mortgage-Backed Securities - Non-Agency 2.5%** | **Commercial Mortgage-Backed Securities - Non-Agency 2.5%** | **Commercial Mortgage-Backed Securities - Non-Agency 2.5%** |
| **Cayman Islands 0.1%** | **Cayman Islands 0.1%** | **Cayman Islands 0.1%** | **Cayman Islands 0.1%** |
| AREIT Ltd.<sup>(a),(b)</sup>  | AREIT Ltd.<sup>(a),(b)</sup>  | AREIT Ltd.<sup>(a),(b)</sup>  | AREIT Ltd.<sup>(a),(b)</sup>  |
| Series 2024-CRE9 Class A | Series 2024-CRE9 Class A | Series 2024-CRE9 Class A | Series 2024-CRE9 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.686% <br>Floor 1.687% <br>05/17/2041<br>| &nbsp;&nbsp; 5.359% | 34273 | &nbsp;&nbsp; 34276 |
| CONE Trust<sup>(a),(b)</sup>  | CONE Trust<sup>(a),(b)</sup>  | CONE Trust<sup>(a),(b)</sup>  | CONE Trust<sup>(a),(b)</sup>  |
| Series 2024-DFW1 Class A | Series 2024-DFW1 Class A | Series 2024-DFW1 Class A | Series 2024-DFW1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.642% <br>Floor 1.642% <br>08/15/2041<br>| &nbsp;&nbsp; 5.322% | 10000 | &nbsp;&nbsp; 9928 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **44204** |
| **United States 2.4%** | **United States 2.4%** | **United States 2.4%** | **United States 2.4%** |
| AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  |
| Subordinated Series 2022-SFR3 Class D | Subordinated Series 2022-SFR3 Class D | Subordinated Series 2022-SFR3 Class D | Subordinated Series 2022-SFR3 Class D |
| 10/17/2039 | &nbsp;&nbsp; 4.000% | 155000 | &nbsp;&nbsp; 151377 |
| ARES Commercial Mortgage Trust<sup>(a),(b)</sup>  | ARES Commercial Mortgage Trust<sup>(a),(b)</sup>  | ARES Commercial Mortgage Trust<sup>(a),(b)</sup>  | ARES Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2026-GCP Class A | Series 2026-GCP Class A | Series 2026-GCP Class A | Series 2026-GCP Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.250% <br>Floor 1.250% <br>02/15/2043<br>| &nbsp;&nbsp; 4.923% | 100000 | &nbsp;&nbsp; 99719 |
| BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-MF Class A | Series 2024-MF Class A | Series 2024-MF Class A | Series 2024-MF Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.442% <br>Floor 1.442% <br>02/15/2039<br>| &nbsp;&nbsp; 5.114% | 88546 | &nbsp;&nbsp; 88518 |
| BX Trust<sup>(a),(c)</sup>  | BX Trust<sup>(a),(c)</sup>  | BX Trust<sup>(a),(c)</sup>  | BX Trust<sup>(a),(c)</sup>  |
| Series 2025-ARIA Class A | Series 2025-ARIA Class A | Series 2025-ARIA Class A | Series 2025-ARIA Class A |
| 12/13/2042 | &nbsp;&nbsp; 5.120% | 100000 | &nbsp;&nbsp; 100283 |
| BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  |
| Series 2025-OMG Class A | Series 2025-OMG Class A | Series 2025-OMG Class A | Series 2025-OMG Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.350% <br>Floor 1.350% <br>10/15/2027<br>| &nbsp;&nbsp; 5.023% | 44000 | &nbsp;&nbsp; 43873 |
| CIP Commercial Mortgage Trust<sup>(a),(b)</sup>  | CIP Commercial Mortgage Trust<sup>(a),(b)</sup>  | CIP Commercial Mortgage Trust<sup>(a),(b)</sup>  | CIP Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-SBAY Class A | Series 2025-SBAY Class A | Series 2025-SBAY Class A | Series 2025-SBAY Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.400% <br>Floor 1.400% <br>10/15/2037<br>| &nbsp;&nbsp; 5.073% | 100000 | &nbsp;&nbsp; 100000 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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 ($)**<br>| **Value ($)** |
| COMM Mortgage Trust<sup>(a),(b)</sup>  | COMM Mortgage Trust<sup>(a),(b)</sup>  | COMM Mortgage Trust<sup>(a),(b)</sup>  | COMM Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-WCL1 Class A | Series 2024-WCL1 Class A | Series 2024-WCL1 Class A | Series 2024-WCL1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.841% <br>Floor 1.841% <br>06/15/2041<br>| &nbsp;&nbsp; 5.514% | 30000 | &nbsp;&nbsp; 29878 |
| CRSNT Trust<sup>(a),(b)</sup>  | CRSNT Trust<sup>(a),(b)</sup>  | CRSNT Trust<sup>(a),(b)</sup>  | CRSNT Trust<sup>(a),(b)</sup>  |
| Series 2026-MOON Class A | Series 2026-MOON Class A | Series 2026-MOON Class A | Series 2026-MOON Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.400% <br>Floor 1.350% <br>02/15/2031<br>| &nbsp;&nbsp; 5.073% | 100000 | &nbsp;&nbsp; 99562 |
| DBC Mortgage Trust<sup>(a),(b)</sup>  | DBC Mortgage Trust<sup>(a),(b)</sup>  | DBC Mortgage Trust<sup>(a),(b)</sup>  | DBC Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-DBC Class A | Series 2025-DBC Class A | Series 2025-DBC Class A | Series 2025-DBC Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.350% <br>Floor 1.350% <br>06/15/2038<br>| &nbsp;&nbsp; 5.023% | 100000 | &nbsp;&nbsp; 99812 |
| DBGS<sup>(a),(b)</sup>  | DBGS<sup>(a),(b)</sup>  | DBGS<sup>(a),(b)</sup>  | DBGS<sup>(a),(b)</sup>  |
| Series 2024-SBL Class A | Series 2024-SBL Class A | Series 2024-SBL Class A | Series 2024-SBL Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.882% <br>Floor 1.882% <br>08/15/2034<br>| &nbsp;&nbsp; 5.555% | 100000 | &nbsp;&nbsp; 99875 |
| DGWD Trust<sup>(a),(b)</sup>  | DGWD Trust<sup>(a),(b)</sup>  | DGWD Trust<sup>(a),(b)</sup>  | DGWD Trust<sup>(a),(b)</sup>  |
| Series 2025-INFL Class A | Series 2025-INFL Class A | Series 2025-INFL Class A | Series 2025-INFL Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.600% <br>Floor 1.600% <br>08/15/2035<br>| &nbsp;&nbsp; 5.280% | 100000 | &nbsp;&nbsp; 100079 |
| FS<sup>(a),(b)</sup>  | FS<sup>(a),(b)</sup>  | FS<sup>(a),(b)</sup>  | FS<sup>(a),(b)</sup>  |
| Series 2026-ORL Class A | Series 2026-ORL Class A | Series 2026-ORL Class A | Series 2026-ORL Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.350% <br>Floor 1.350% <br>02/15/2041<br>| &nbsp;&nbsp; 5.020% | 100000 | &nbsp;&nbsp; 99812 |
| LQR Trust<sup>(b)</sup>  | LQR Trust<sup>(b)</sup>  | LQR Trust<sup>(b)</sup>  | LQR Trust<sup>(b)</sup>  |
| Series 2025-CALI Class A | Series 2025-CALI Class A | Series 2025-CALI Class A | Series 2025-CALI Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.600% <br>Floor 1.600% <br>01/15/2043<br>| &nbsp;&nbsp; 5.273% | 25000 | &nbsp;&nbsp; 24989 |
| Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  |
| Series 2026-SFR1 Class D | Series 2026-SFR1 Class D | Series 2026-SFR1 Class D | Series 2026-SFR1 Class D |
| 02/17/2043 | &nbsp;&nbsp; 4.000% | 100000 | &nbsp;&nbsp; 93394 |
| Subordinated Series 2022-SFR7 Class D | Subordinated Series 2022-SFR7 Class D | Subordinated Series 2022-SFR7 Class D | Subordinated Series 2022-SFR7 Class D |
| 10/27/2039 | &nbsp;&nbsp; 5.500% | 200000 | &nbsp;&nbsp; 198962 |
| UNIV Trust<sup>(a),(b)</sup>  | UNIV Trust<sup>(a),(b)</sup>  | UNIV Trust<sup>(a),(b)</sup>  | UNIV Trust<sup>(a),(b)</sup>  |
| Series 2025-APTS Class A | Series 2025-APTS Class A | Series 2025-APTS Class A | Series 2025-APTS Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.650% <br>Floor 1.650% <br>11/15/2030<br>| &nbsp;&nbsp; 5.330% | 100000 | &nbsp;&nbsp; 99813 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1529946** |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $1,562,147) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $1,562,147) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $1,562,147) | &nbsp;&nbsp; **1574150** |

---

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(d),(e)</sup> **0.3%** | **Foreign Government Obligations**<sup>(d),(e)</sup> **0.3%** | **Foreign Government Obligations**<sup>(d),(e)</sup> **0.3%** | **Foreign Government Obligations**<sup>(d),(e)</sup> **0.3%** | **Foreign Government Obligations**<sup>(d),(e)</sup> **0.3%** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Mexico 0.3%** | **Mexico 0.3%** | **Mexico 0.3%** | **Mexico 0.3%** | **Mexico 0.3%** |
| Mexican Bonos | Mexican Bonos | Mexican Bonos | Mexican Bonos | Mexican Bonos |
| 04/15/2032 | &nbsp;&nbsp; 8.000% | MXN | 3481000 | &nbsp;&nbsp; 185183 |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $197,848) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $197,848) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $197,848) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $197,848) | &nbsp;&nbsp; **185183** |
| **Inflation-Indexed Bonds**<sup>(d)</sup> **92.2%** | **Inflation-Indexed Bonds**<sup>(d)</sup> **92.2%** | **Inflation-Indexed Bonds**<sup>(d)</sup> **92.2%** | **Inflation-Indexed Bonds**<sup>(d)</sup> **92.2%** | **Inflation-Indexed Bonds**<sup>(d)</sup> **92.2%** |
| **Australia 1.7%** | **Australia 1.7%** | **Australia 1.7%** | **Australia 1.7%** | **Australia 1.7%** |
| Australia Government Bond<sup>(a)</sup>  | Australia Government Bond<sup>(a)</sup>  | Australia Government Bond<sup>(a)</sup>  | Australia Government Bond<sup>(a)</sup>  | Australia Government Bond<sup>(a)</sup>  |
| 11/21/2027 | &nbsp;&nbsp; 0.750% | AUD | 201700 | &nbsp;&nbsp; 138307 |
| 09/20/2030 | &nbsp;&nbsp; 2.500% | AUD | 211377 | &nbsp;&nbsp; 149849 |
| 11/21/2032 | &nbsp;&nbsp; 0.250% | AUD | 622300 | &nbsp;&nbsp; 376255 |
| 08/21/2035 | &nbsp;&nbsp; 2.000% | AUD | 386051 | &nbsp;&nbsp; 253273 |
| 08/21/2040 | &nbsp;&nbsp; 1.250% | AUD | 181846 | &nbsp;&nbsp; 101633 |
| 02/21/2050 | &nbsp;&nbsp; 1.000% | AUD | 127661 | &nbsp;&nbsp; 57122 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1076439** |
| **Canada 1.3%** | **Canada 1.3%** | **Canada 1.3%** | **Canada 1.3%** | **Canada 1.3%** |
| Canadian Government Real Return Bond | Canadian Government Real Return Bond | Canadian Government Real Return Bond | Canadian Government Real Return Bond | Canadian Government Real Return Bond |
| 12/01/2031 | &nbsp;&nbsp; 4.000% | CAD | 207644 | &nbsp;&nbsp; 174294 |
| 12/01/2036 | &nbsp;&nbsp; 3.000% | CAD | 192248 | &nbsp;&nbsp; 159820 |
| 12/01/2041 | &nbsp;&nbsp; 2.000% | CAD | 178027 | &nbsp;&nbsp; 133310 |
| 12/01/2044 | &nbsp;&nbsp; 1.500% | CAD | 221238 | &nbsp;&nbsp; 152305 |
| 12/01/2047 | &nbsp;&nbsp; 1.250% | CAD | 194053 | &nbsp;&nbsp; 125309 |
| 12/01/2050 | &nbsp;&nbsp; 0.500% | CAD | 184086 | &nbsp;&nbsp; 97436 |
| 12/01/2054 | &nbsp;&nbsp; 0.250% | CAD | 41348 | &nbsp;&nbsp; 19496 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **861970** |
| **Denmark 0.3%** | **Denmark 0.3%** | **Denmark 0.3%** | **Denmark 0.3%** | **Denmark 0.3%** |
| Denmark Inflation-Linked Government Bond<sup>(a)</sup>  | Denmark Inflation-Linked Government Bond<sup>(a)</sup>  | Denmark Inflation-Linked Government Bond<sup>(a)</sup>  | Denmark Inflation-Linked Government Bond<sup>(a)</sup>  | Denmark Inflation-Linked Government Bond<sup>(a)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 0.100% | DKK | 864692 | &nbsp;&nbsp; 131851 |
| Denmark Inflation-Linked Government Bond | Denmark Inflation-Linked Government Bond | Denmark Inflation-Linked Government Bond | Denmark Inflation-Linked Government Bond | Denmark Inflation-Linked Government Bond |
| 11/15/2034 | &nbsp;&nbsp; 0.100% | DKK | 279508 | &nbsp;&nbsp; 40296 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **172147** |
| **France 9.7%** | **France 9.7%** | **France 9.7%** | **France 9.7%** | **France 9.7%** |
| France Government Bond OAT<sup>(a)</sup>  | France Government Bond OAT<sup>(a)</sup>  | France Government Bond OAT<sup>(a)</sup>  | France Government Bond OAT<sup>(a)</sup>  | France Government Bond OAT<sup>(a)</sup>  |
| 07/25/2027 | &nbsp;&nbsp; 1.850% | EUR | 669820 | &nbsp;&nbsp; 806570 |
| 07/25/2029 | &nbsp;&nbsp; 3.400% | EUR | 283902 | &nbsp;&nbsp; 355878 |
| 07/25/2030 | &nbsp;&nbsp; 0.700% | EUR | 397516 | &nbsp;&nbsp; 465170 |
| 07/25/2032 | &nbsp;&nbsp; 3.150% | EUR | 442680 | &nbsp;&nbsp; 584300 |
| 07/25/2047 | &nbsp;&nbsp; 0.100% | EUR | 185056 | &nbsp;&nbsp; 145148 |
| French Republic Government Bond OAT<sup>(a)</sup>  | French Republic Government Bond OAT<sup>(a)</sup>  | French Republic Government Bond OAT<sup>(a)</sup>  | French Republic Government Bond OAT<sup>(a)</sup>  | French Republic Government Bond OAT<sup>(a)</sup>  |
| 03/01/2028 | &nbsp;&nbsp; 0.100% | EUR | 393598 | &nbsp;&nbsp; 450473 |
| 03/01/2029 | &nbsp;&nbsp; 0.100% | EUR | 559991 | &nbsp;&nbsp; 645877 |
| 07/25/2031 | &nbsp;&nbsp; 0.100% | EUR | 335662 | &nbsp;&nbsp; 376183 |
| 03/01/2032 | &nbsp;&nbsp; 0.100% | EUR | 206336 | &nbsp;&nbsp; 221465 |
| 07/25/2034 | &nbsp;&nbsp; 0.600% | EUR | 266172 | &nbsp;&nbsp; 293063 |
| 03/01/2036 | &nbsp;&nbsp; 0.100% | EUR | 285755 | &nbsp;&nbsp; 280660 |
| 07/25/2036 | &nbsp;&nbsp; 0.100% | EUR | 440205 | &nbsp;&nbsp; 442934 |
| 07/25/2038 | &nbsp;&nbsp; 0.100% | EUR | 197743 | &nbsp;&nbsp; 189671 |
| 03/01/2039 | &nbsp;&nbsp; 0.550% | EUR | 115721 | &nbsp;&nbsp; 113111 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 07/25/2040 | &nbsp;&nbsp; 1.800% | EUR | 470106 | &nbsp;&nbsp; 549380 |
| 07/25/2043 | &nbsp;&nbsp; 0.950% | EUR | 146061 | &nbsp;&nbsp; 146514 |
| 07/25/2053 | &nbsp;&nbsp; 0.100% | EUR | 263657 | &nbsp;&nbsp; 185024 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **6251421** |
| **Germany 1.9%** | **Germany 1.9%** | **Germany 1.9%** | **Germany 1.9%** | **Germany 1.9%** |
| Bundesrepublik Deutschland Bundesobligation Inflation-Linked Bond<sup>(a)</sup>  | Bundesrepublik Deutschland Bundesobligation Inflation-Linked Bond<sup>(a)</sup>  | Bundesrepublik Deutschland Bundesobligation Inflation-Linked Bond<sup>(a)</sup>  | Bundesrepublik Deutschland Bundesobligation Inflation-Linked Bond<sup>(a)</sup>  | Bundesrepublik Deutschland Bundesobligation Inflation-Linked Bond<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 0.500% | EUR | 536230 | &nbsp;&nbsp; 626867 |
| Deutsche Bundesrepublik Inflation-Linked Bond<sup>(a)</sup>  | Deutsche Bundesrepublik Inflation-Linked Bond<sup>(a)</sup>  | Deutsche Bundesrepublik Inflation-Linked Bond<sup>(a)</sup>  | Deutsche Bundesrepublik Inflation-Linked Bond<sup>(a)</sup>  | Deutsche Bundesrepublik Inflation-Linked Bond<sup>(a)</sup>  |
| 04/15/2033 | &nbsp;&nbsp; 0.100% | EUR | 239136 | &nbsp;&nbsp; 267387 |
| 04/15/2046 | &nbsp;&nbsp; 0.100% | EUR | 350563 | &nbsp;&nbsp; 323871 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1218125** |
| **Italy 6.9%** | **Italy 6.9%** | **Italy 6.9%** | **Italy 6.9%** | **Italy 6.9%** |
| Italy Buoni Poliennali Del Tesoro<sup>(a)</sup>  | Italy Buoni Poliennali Del Tesoro<sup>(a)</sup>  | Italy Buoni Poliennali Del Tesoro<sup>(a)</sup>  | Italy Buoni Poliennali Del Tesoro<sup>(a)</sup>  | Italy Buoni Poliennali Del Tesoro<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 1.300% | EUR | 417592 | &nbsp;&nbsp; 496361 |
| 05/15/2029 | &nbsp;&nbsp; 1.500% | EUR | 429628 | &nbsp;&nbsp; 513682 |
| 08/15/2031 | &nbsp;&nbsp; 1.100% | EUR | 115077 | &nbsp;&nbsp; 134608 |
| 09/15/2032 | &nbsp;&nbsp; 1.250% | EUR | 401091 | &nbsp;&nbsp; 470004 |
| 05/15/2033 | &nbsp;&nbsp; 0.100% | EUR | 445762 | &nbsp;&nbsp; 472951 |
| 09/15/2035 | &nbsp;&nbsp; 2.350% | EUR | 305732 | &nbsp;&nbsp; 380791 |
| 05/15/2036 | &nbsp;&nbsp; 1.800% | EUR | 294838 | &nbsp;&nbsp; 342836 |
| 05/15/2039 | &nbsp;&nbsp; 2.400% | EUR | 184660 | &nbsp;&nbsp; 223575 |
| 09/15/2041 | &nbsp;&nbsp; 2.550% | EUR | 472376 | &nbsp;&nbsp; 587991 |
| 05/15/2051 | &nbsp;&nbsp; 0.150% | EUR | 153268 | &nbsp;&nbsp; 106257 |
| 05/15/2056 | &nbsp;&nbsp; 2.550% | EUR | 167619 | &nbsp;&nbsp; 198793 |
| Italy Buoni Poliennali Del Tesoro | Italy Buoni Poliennali Del Tesoro | Italy Buoni Poliennali Del Tesoro | Italy Buoni Poliennali Del Tesoro | Italy Buoni Poliennali Del Tesoro |
| 05/15/2030 | &nbsp;&nbsp; 0.400% | EUR | 451720 | &nbsp;&nbsp; 517102 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4444951** |
| **Japan 1.5%** | **Japan 1.5%** | **Japan 1.5%** | **Japan 1.5%** | **Japan 1.5%** |
| Japanese Government CPI-Linked Bond | Japanese Government CPI-Linked Bond | Japanese Government CPI-Linked Bond | Japanese Government CPI-Linked Bond | Japanese Government CPI-Linked Bond |
| 03/10/2028 | &nbsp;&nbsp; 0.100% | JPY | 21384436 | &nbsp;&nbsp; 135215 |
| 03/10/2029 | &nbsp;&nbsp; 0.100% | JPY | 48460269 | &nbsp;&nbsp; 304432 |
| 03/10/2031 | &nbsp;&nbsp; 0.005% | JPY | 18580708 | &nbsp;&nbsp; 117765 |
| 03/10/2032 | &nbsp;&nbsp; 0.005% | JPY | 15801165 | &nbsp;&nbsp; 99490 |
| 03/10/2033 | &nbsp;&nbsp; 0.005% | JPY | 16901207 | &nbsp;&nbsp; 105440 |
| 03/10/2034 | &nbsp;&nbsp; 0.005% | JPY | 23171280 | &nbsp;&nbsp; 140832 |
| 03/10/2035 | &nbsp;&nbsp; 0.005% | JPY | 9509157 | &nbsp;&nbsp; 57299 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **960473** |
| **New Zealand 0.4%** | **New Zealand 0.4%** | **New Zealand 0.4%** | **New Zealand 0.4%** | **New Zealand 0.4%** |
| New Zealand Government Inflation-Linked Bond<sup>(a)</sup>  | New Zealand Government Inflation-Linked Bond<sup>(a)</sup>  | New Zealand Government Inflation-Linked Bond<sup>(a)</sup>  | New Zealand Government Inflation-Linked Bond<sup>(a)</sup>  | New Zealand Government Inflation-Linked Bond<sup>(a)</sup>  |
| 09/20/2030 | &nbsp;&nbsp; 3.000% | NZD | 123922 | &nbsp;&nbsp; 75442 |
| 09/20/2035 | &nbsp;&nbsp; 2.500% | NZD | 214231 | &nbsp;&nbsp; 124218 |
| 09/20/2050 | &nbsp;&nbsp; 3.250% | NZD | 40647 | &nbsp;&nbsp; 23909 |
| New Zealand Government Inflation-Linked Bond | New Zealand Government Inflation-Linked Bond | New Zealand Government Inflation-Linked Bond | New Zealand Government Inflation-Linked Bond | New Zealand Government Inflation-Linked Bond |
| 09/20/2040 | &nbsp;&nbsp; 2.500% | NZD | 138193 | &nbsp;&nbsp; 76069 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **299638** |

---

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Spain 3.2%** | **Spain 3.2%** | **Spain 3.2%** | **Spain 3.2%** | **Spain 3.2%** |
| Spain Government Inflation-Linked Bond<sup>(a)</sup>  | Spain Government Inflation-Linked Bond<sup>(a)</sup>  | Spain Government Inflation-Linked Bond<sup>(a)</sup>  | Spain Government Inflation-Linked Bond<sup>(a)</sup>  | Spain Government Inflation-Linked Bond<sup>(a)</sup>  |
| 11/30/2027 | &nbsp;&nbsp; 0.650% | EUR | 420585 | &nbsp;&nbsp; 497474 |
| 11/30/2030 | &nbsp;&nbsp; 1.000% | EUR | 504399 | &nbsp;&nbsp; 597795 |
| 11/30/2033 | &nbsp;&nbsp; 0.700% | EUR | 513614 | &nbsp;&nbsp; 581115 |
| 11/30/2036 | &nbsp;&nbsp; 1.150% | EUR | 154928 | &nbsp;&nbsp; 176495 |
| 11/30/2039 | &nbsp;&nbsp; 2.050% | EUR | 150805 | &nbsp;&nbsp; 185935 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2038814** |
| **Sweden 0.5%** | **Sweden 0.5%** | **Sweden 0.5%** | **Sweden 0.5%** | **Sweden 0.5%** |
| Sweden Inflation-Linked Bond | Sweden Inflation-Linked Bond | Sweden Inflation-Linked Bond | Sweden Inflation-Linked Bond | Sweden Inflation-Linked Bond |
| 12/01/2028 | &nbsp;&nbsp; 3.500% | SEK | 1437373 | &nbsp;&nbsp; 160624 |
| Sweden Inflation-Linked Bond<sup>(a)</sup>  | Sweden Inflation-Linked Bond<sup>(a)</sup>  | Sweden Inflation-Linked Bond<sup>(a)</sup>  | Sweden Inflation-Linked Bond<sup>(a)</sup>  | Sweden Inflation-Linked Bond<sup>(a)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 0.125% | SEK | 447882 | &nbsp;&nbsp; 45365 |
| 06/01/2032 | &nbsp;&nbsp; 0.125% | SEK | 801257 | &nbsp;&nbsp; 79655 |
| 06/01/2039 | &nbsp;&nbsp; 0.125% | SEK | 306510 | &nbsp;&nbsp; 28013 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **313657** |
| **United Kingdom 21.0%** | **United Kingdom 21.0%** | **United Kingdom 21.0%** | **United Kingdom 21.0%** | **United Kingdom 21.0%** |
| United Kingdom Gilt Inflation-Linked Bond<sup>(a)</sup>  | United Kingdom Gilt Inflation-Linked Bond<sup>(a)</sup>  | United Kingdom Gilt Inflation-Linked Bond<sup>(a)</sup>  | United Kingdom Gilt Inflation-Linked Bond<sup>(a)</sup>  | United Kingdom Gilt Inflation-Linked Bond<sup>(a)</sup>  |
| 11/22/2027 | &nbsp;&nbsp; 1.250% | GBP | 565415 | &nbsp;&nbsp; 776084 |
| 08/10/2028 | &nbsp;&nbsp; 0.125% | GBP | 502116 | &nbsp;&nbsp; 674205 |
| 03/22/2029 | &nbsp;&nbsp; 0.125% | GBP | 487843 | &nbsp;&nbsp; 647876 |
| 07/22/2030 | &nbsp;&nbsp; 4.125% | GBP | 286265 | &nbsp;&nbsp; 434685 |
| 08/10/2031 | &nbsp;&nbsp; 0.125% | GBP | 394491 | &nbsp;&nbsp; 511359 |
| 11/22/2032 | &nbsp;&nbsp; 1.250% | GBP | 533426 | &nbsp;&nbsp; 724762 |
| 03/22/2034 | &nbsp;&nbsp; 0.750% | GBP | 472500 | &nbsp;&nbsp; 607138 |
| 01/26/2035 | &nbsp;&nbsp; 2.000% | GBP | 411093 | &nbsp;&nbsp; 565720 |
| 11/22/2036 | &nbsp;&nbsp; 0.125% | GBP | 23444 | &nbsp;&nbsp; 26862 |
| 11/22/2037 | &nbsp;&nbsp; 1.125% | GBP | 482273 | &nbsp;&nbsp; 606353 |
| 03/22/2039 | &nbsp;&nbsp; 0.125% | GBP | 527300 | &nbsp;&nbsp; 563564 |
| 03/22/2040 | &nbsp;&nbsp; 0.625% | GBP | 516158 | &nbsp;&nbsp; 580186 |
| 08/10/2041 | &nbsp;&nbsp; 0.125% | GBP | 348274 | &nbsp;&nbsp; 352677 |
| 11/22/2042 | &nbsp;&nbsp; 0.625% | GBP | 449506 | &nbsp;&nbsp; 482838 |
| 03/22/2044 | &nbsp;&nbsp; 0.125% | GBP | 519687 | &nbsp;&nbsp; 489337 |
| 03/22/2046 | &nbsp;&nbsp; 0.125% | GBP | 400426 | &nbsp;&nbsp; 358889 |
| 11/22/2047 | &nbsp;&nbsp; 0.750% | GBP | 438329 | &nbsp;&nbsp; 443661 |
| 08/10/2048 | &nbsp;&nbsp; 0.125% | GBP | 332759 | &nbsp;&nbsp; 283414 |
| 03/22/2050 | &nbsp;&nbsp; 0.500% | GBP | 490088 | &nbsp;&nbsp; 447785 |
| 03/22/2051 | &nbsp;&nbsp; 0.125% | GBP | 283267 | &nbsp;&nbsp; 228749 |
| 03/22/2052 | &nbsp;&nbsp; 0.250% | GBP | 411353 | &nbsp;&nbsp; 339779 |
| 11/22/2055 | &nbsp;&nbsp; 1.250% | GBP | 405976 | &nbsp;&nbsp; 434548 |
| 11/22/2056 | &nbsp;&nbsp; 0.125% | GBP | 209887 | &nbsp;&nbsp; 155132 |
| 03/22/2058 | &nbsp;&nbsp; 0.125% | GBP | 328757 | &nbsp;&nbsp; 237399 |
| 03/22/2062 | &nbsp;&nbsp; 0.375% | GBP | 413587 | &nbsp;&nbsp; 316139 |
| 11/22/2065 | &nbsp;&nbsp; 0.125% | GBP | 238752 | &nbsp;&nbsp; 156052 |
| 03/22/2068 | &nbsp;&nbsp; 0.125% | GBP | 391711 | &nbsp;&nbsp; 251066 |
| 03/22/2073 | &nbsp;&nbsp; 0.125% | GBP | 131811 | &nbsp;&nbsp; 88797 |
| United Kingdom Inflation-Linked Gilt<sup>(a)</sup>  | United Kingdom Inflation-Linked Gilt<sup>(a)</sup>  | United Kingdom Inflation-Linked Gilt<sup>(a)</sup>  | United Kingdom Inflation-Linked Gilt<sup>(a)</sup>  | United Kingdom Inflation-Linked Gilt<sup>(a)</sup>  |
| 11/22/2033 | &nbsp;&nbsp; 0.750% | GBP | 360284 | &nbsp;&nbsp; 466428 |
| 09/22/2035 | &nbsp;&nbsp; 1.125% | GBP | 327506 | &nbsp;&nbsp; 425972 |
| 09/22/2038 | &nbsp;&nbsp; 1.750% | GBP | 45996 | &nbsp;&nbsp; 61311 |
| 03/22/2045 | &nbsp;&nbsp; 0.625% | GBP | 301501 | &nbsp;&nbsp; 308556 |
| 09/22/2049 | &nbsp;&nbsp; 1.875% | GBP | 98501 | &nbsp;&nbsp; 124480 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** | **Inflation-Indexed Bonds**<sup>(d)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 11/22/2054 | &nbsp;&nbsp; 1.250% | GBP | 300574 | &nbsp;&nbsp; 322451 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **13494254** |
| **United States 43.8%** | **United States 43.8%** | **United States 43.8%** | **United States 43.8%** | **United States 43.8%** |
| U.S. Treasury Inflation-Indexed Bond | U.S. Treasury Inflation-Indexed Bond | U.S. Treasury Inflation-Indexed Bond | U.S. Treasury Inflation-Indexed Bond | U.S. Treasury Inflation-Indexed Bond |
| 04/15/2027 | &nbsp;&nbsp; 0.125% |  | 743014 | &nbsp;&nbsp; 738864 |
| 10/15/2027 | &nbsp;&nbsp; 1.625% |  | 483111 | &nbsp;&nbsp; 490773 |
| 01/15/2028 | &nbsp;&nbsp; 0.500% |  | 268861 | &nbsp;&nbsp; 266771 |
| 04/15/2028 | &nbsp;&nbsp; 1.250% |  | 900019 | &nbsp;&nbsp; 903534 |
| 04/15/2028 | &nbsp;&nbsp; 3.625% |  | 665628 | &nbsp;&nbsp; 699923 |
| 07/15/2028 | &nbsp;&nbsp; 0.750% |  | 478128 | &nbsp;&nbsp; 476765 |
| 01/15/2029 | &nbsp;&nbsp; 0.875% |  | 154573 | &nbsp;&nbsp; 153450 |
| 01/15/2029 | &nbsp;&nbsp; 2.500% |  | 397667 | &nbsp;&nbsp; 412470 |
| 04/15/2029 | &nbsp;&nbsp; 2.125% |  | 872786 | &nbsp;&nbsp; 896004 |
| 04/15/2029 | &nbsp;&nbsp; 3.875% |  | 741937 | &nbsp;&nbsp; 800249 |
| 07/15/2029 | &nbsp;&nbsp; 0.250% |  | 960013 | &nbsp;&nbsp; 933612 |
| 10/15/2029 | &nbsp;&nbsp; 1.625% |  | 854853 | &nbsp;&nbsp; 868210 |
| 01/15/2030 | &nbsp;&nbsp; 0.125% |  | 834359 | &nbsp;&nbsp; 798410 |
| 04/15/2030 | &nbsp;&nbsp; 1.625% |  | 1132099 | &nbsp;&nbsp; 1143464 |
| 07/15/2030 | &nbsp;&nbsp; 0.125% |  | 1014864 | &nbsp;&nbsp; 965865 |
| 10/15/2030 | &nbsp;&nbsp; 1.125% |  | 1035850 | &nbsp;&nbsp; 1026340 |
| 01/15/2031 | &nbsp;&nbsp; 0.125% |  | 261135 | &nbsp;&nbsp; 245477 |
| 07/15/2031 | &nbsp;&nbsp; 0.125% |  | 1086109 | &nbsp;&nbsp; 1014579 |
| 01/15/2032 | &nbsp;&nbsp; 0.125% |  | 821338 | &nbsp;&nbsp; 755856 |
| 04/15/2032 | &nbsp;&nbsp; 3.375% |  | 139263 | &nbsp;&nbsp; 153641 |
| 07/15/2032 | &nbsp;&nbsp; 0.625% |  | 1035482 | &nbsp;&nbsp; 977034 |
| 01/15/2033 | &nbsp;&nbsp; 1.125% |  | 1010007 | &nbsp;&nbsp; 972921 |
| 07/15/2033 | &nbsp;&nbsp; 1.375% |  | 937072 | &nbsp;&nbsp; 916062 |
| 01/15/2034 | &nbsp;&nbsp; 1.750% |  | 811041 | &nbsp;&nbsp; 807525 |
| 07/15/2034 | &nbsp;&nbsp; 1.875% |  | 1066610 | &nbsp;&nbsp; 1071443 |
| 01/15/2036 | &nbsp;&nbsp; 1.875% |  | 1091232 | &nbsp;&nbsp; 1078027 |
| 02/15/2040 | &nbsp;&nbsp; 2.125% |  | 433388 | &nbsp;&nbsp; 423975 |
| 02/15/2041 | &nbsp;&nbsp; 2.125% |  | 675780 | &nbsp;&nbsp; 653421 |
| 02/15/2042 | &nbsp;&nbsp; 0.750% |  | 610314 | &nbsp;&nbsp; 469894 |
| 02/15/2043 | &nbsp;&nbsp; 0.625% |  | 622464 | &nbsp;&nbsp; 458143 |
| 02/15/2044 | &nbsp;&nbsp; 1.375% |  | 614055 | &nbsp;&nbsp; 506979 |
| 02/15/2045 | &nbsp;&nbsp; 0.750% |  | 600831 | &nbsp;&nbsp; 431096 |
| 02/15/2046 | &nbsp;&nbsp; 1.000% |  | 404944 | &nbsp;&nbsp; 300054 |
| 02/15/2047 | &nbsp;&nbsp; 0.875% |  | 491878 | &nbsp;&nbsp; 348641 |
| 02/15/2048 | &nbsp;&nbsp; 1.000% |  | 461636 | &nbsp;&nbsp; 331116 |
| 02/15/2049 | &nbsp;&nbsp; 1.000% |  | 374840 | &nbsp;&nbsp; 265023 |
| 02/15/2050 | &nbsp;&nbsp; 0.250% |  | 366879 | &nbsp;&nbsp; 207530 |
| 02/15/2051 | &nbsp;&nbsp; 0.125% |  | 424755 | &nbsp;&nbsp; 225270 |
| 02/15/2052 | &nbsp;&nbsp; 0.125% |  | 436766 | &nbsp;&nbsp; 226366 |
| 02/15/2053 | &nbsp;&nbsp; 1.500% |  | 410321 | &nbsp;&nbsp; 314377 |
| 02/15/2054 | &nbsp;&nbsp; 2.125% |  | 344429 | &nbsp;&nbsp; 303218 |
| 02/15/2055 | &nbsp;&nbsp; 2.375% |  | 345301 | &nbsp;&nbsp; 320537 |
| 02/15/2056 | &nbsp;&nbsp; 2.375% |  | 175628 | &nbsp;&nbsp; 162840 |
| U.S. Treasury Inflation-Indexed Bond<sup>(f)</sup>  | U.S. Treasury Inflation-Indexed Bond<sup>(f)</sup>  | U.S. Treasury Inflation-Indexed Bond<sup>(f)</sup>  | U.S. Treasury Inflation-Indexed Bond<sup>(f)</sup>  | U.S. Treasury Inflation-Indexed Bond<sup>(f)</sup>  |
| 01/15/2035 | &nbsp;&nbsp; 2.125% |  | 1339819 | &nbsp;&nbsp; 1361957 |
| 07/15/2035 | &nbsp;&nbsp; 1.875% |  | 1326951 | &nbsp;&nbsp; 1320731 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **28198437** |
| &nbsp;&nbsp; Total Inflation-Indexed Bonds <br>(Cost $64,212,601) | &nbsp;&nbsp; Total Inflation-Indexed Bonds <br>(Cost $64,212,601) | &nbsp;&nbsp; Total Inflation-Indexed Bonds <br>(Cost $64,212,601) | &nbsp;&nbsp; Total Inflation-Indexed Bonds <br>(Cost $64,212,601) | &nbsp;&nbsp; **59330326** |

---

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 1.2%** | **Residential Mortgage-Backed Securities - Agency 1.2%** | **Residential Mortgage-Backed Securities - Agency 1.2%** | **Residential Mortgage-Backed Securities - Agency 1.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **United States 1.2%** | **United States 1.2%** | **United States 1.2%** | **United States 1.2%** |
| Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  |
| CMO Series 2024-88 Class FC | CMO Series 2024-88 Class FC | CMO Series 2024-88 Class FC | CMO Series 2024-88 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 1.400% <br>Floor 1.400%, Cap 6.500% <br>12/25/2054<br>| &nbsp;&nbsp; 5.062% | 24571 | &nbsp;&nbsp; 24758 |
| CMO Series 2025-13 Class FB | CMO Series 2025-13 Class FB | CMO Series 2025-13 Class FB | CMO Series 2025-13 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 1.300% <br>Floor 1.300%, Cap 6.500% <br>03/25/2055<br>| &nbsp;&nbsp; 4.962% | 70186 | &nbsp;&nbsp; 70659 |
| CMO Series 2025-2 Class FG | CMO Series 2025-2 Class FG | CMO Series 2025-2 Class FG | CMO Series 2025-2 Class FG |
| &nbsp;&nbsp; 30-day Average SOFR + 1.450% <br>Floor 1.450%, Cap 6.500% <br>02/25/2055<br>| &nbsp;&nbsp; 5.112% | 41142 | &nbsp;&nbsp; 41503 |
| CMO Series 2025-35 Class FJ | CMO Series 2025-35 Class FJ | CMO Series 2025-35 Class FJ | CMO Series 2025-35 Class FJ |
| &nbsp;&nbsp; 30-day Average SOFR + 1.600% <br>Floor 1.600%, Cap 6.500% <br>05/25/2055<br>| &nbsp;&nbsp; 5.262% | 54192 | &nbsp;&nbsp; 54886 |
| Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  |
| CMO Series 5471L Class FM | CMO Series 5471L Class FM | CMO Series 5471L Class FM | CMO Series 5471L Class FM |
| &nbsp;&nbsp; 30-day Average SOFR + 1.400% <br>Floor 1.400%, Cap 6.500% <br>11/25/2054<br>| &nbsp;&nbsp; 5.062% | 155718 | &nbsp;&nbsp; 156712 |
| CMO Series 5478 Class FD | CMO Series 5478 Class FD | CMO Series 5478 Class FD | CMO Series 5478 Class FD |
| &nbsp;&nbsp; 30-day Average SOFR + 1.400% <br>Floor 1.400%, Cap 6.500% <br>02/25/2054<br>| &nbsp;&nbsp; 5.062% | 19597 | &nbsp;&nbsp; 19747 |
| CMO Series 5482 Class FB | CMO Series 5482 Class FB | CMO Series 5482 Class FB | CMO Series 5482 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 1.500% <br>Floor 1.500%, Cap 6.500% <br>12/25/2054<br>| &nbsp;&nbsp; 5.162% | 34370 | &nbsp;&nbsp; 34740 |
| CMO Series 5500 Class DF | CMO Series 5500 Class DF | CMO Series 5500 Class DF | CMO Series 5500 Class DF |
| &nbsp;&nbsp; 30-day Average SOFR + 1.350% <br>Floor 1.350%, Cap 6.500% <br>10/25/2054<br>| &nbsp;&nbsp; 5.012% | 24782 | &nbsp;&nbsp; 24971 |
| CMO Series 5508B Class FE | CMO Series 5508B Class FE | CMO Series 5508B Class FE | CMO Series 5508B Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + 1.600% <br>Floor 1.600%, Cap 6.500% <br>02/25/2055<br>| &nbsp;&nbsp; 5.262% | 26549 | &nbsp;&nbsp; 26853 |
| Uniform Mortgage-Backed Security TBA<sup>(g)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(g)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(g)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(g)</sup>  |
| 04/13/2056 | &nbsp;&nbsp; 5.000% | 310000 | &nbsp;&nbsp; 305699 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **760528** |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $762,645) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $762,645) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $762,645) | &nbsp;&nbsp; **760528** |
| **Residential Mortgage-Backed Securities - Non-Agency 1.6%** | **Residential Mortgage-Backed Securities - Non-Agency 1.6%** | **Residential Mortgage-Backed Securities - Non-Agency 1.6%** | **Residential Mortgage-Backed Securities - Non-Agency 1.6%** |
| **United States 1.6%** | **United States 1.6%** | **United States 1.6%** | **United States 1.6%** |
| ACRA Trust<sup>(a),(h)</sup>  | ACRA Trust<sup>(a),(h)</sup>  | ACRA Trust<sup>(a),(h)</sup>  | ACRA Trust<sup>(a),(h)</sup>  |
| CMO Series 2024-NQM1 Class A1 | CMO Series 2024-NQM1 Class A1 | CMO Series 2024-NQM1 Class A1 | CMO Series 2024-NQM1 Class A1 |
| 10/25/2064 | &nbsp;&nbsp; 5.608% | 110397 | &nbsp;&nbsp; 110769 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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 ($)**<br>| **Value ($)** |
| Cross Mortgage Trust<sup>(a),(c)</sup>  | Cross Mortgage Trust<sup>(a),(c)</sup>  | Cross Mortgage Trust<sup>(a),(c)</sup>  | Cross Mortgage Trust<sup>(a),(c)</sup>  |
| CMO Series 2025-H1 Class A1 | CMO Series 2025-H1 Class A1 | CMO Series 2025-H1 Class A1 | CMO Series 2025-H1 Class A1 |
| 02/25/2070 | &nbsp;&nbsp; 5.735% | 72049 | &nbsp;&nbsp; 72455 |
| CSMC Trust<sup>(a),(c)</sup>  | CSMC Trust<sup>(a),(c)</sup>  | CSMC Trust<sup>(a),(c)</sup>  | CSMC Trust<sup>(a),(c)</sup>  |
| CMO Series 2022-NQM5 Class A1 | CMO Series 2022-NQM5 Class A1 | CMO Series 2022-NQM5 Class A1 | CMO Series 2022-NQM5 Class A1 |
| 05/25/2067 | &nbsp;&nbsp; 5.169% | 196486 | &nbsp;&nbsp; 195951 |
| EFMT<sup>(a),(h)</sup>  | EFMT<sup>(a),(h)</sup>  | EFMT<sup>(a),(h)</sup>  | EFMT<sup>(a),(h)</sup>  |
| CMO Series 2025-NQM6 Class A1A | CMO Series 2025-NQM6 Class A1A | CMO Series 2025-NQM6 Class A1A | CMO Series 2025-NQM6 Class A1A |
| 12/25/2070 | &nbsp;&nbsp; 5.001% | 97245 | &nbsp;&nbsp; 96767 |
| Ellington Financial Mortgage Trust<sup>(a),(c)</sup>  | Ellington Financial Mortgage Trust<sup>(a),(c)</sup>  | Ellington Financial Mortgage Trust<sup>(a),(c)</sup>  | Ellington Financial Mortgage Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 |
| 09/25/2066 | &nbsp;&nbsp; 1.241% | 99272 | &nbsp;&nbsp; 82866 |
| MFA Trust<sup>(a),(h)</sup>  | MFA Trust<sup>(a),(h)</sup>  | MFA Trust<sup>(a),(h)</sup>  | MFA Trust<sup>(a),(h)</sup>  |
| CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 | CMO Series 2025-NQM3 Class A1 |
| 08/25/2070 | &nbsp;&nbsp; 5.261% | 96530 | &nbsp;&nbsp; 96482 |
| PRKCM Trust<sup>(a),(c)</sup>  | PRKCM Trust<sup>(a),(c)</sup>  | PRKCM Trust<sup>(a),(c)</sup>  | PRKCM Trust<sup>(a),(c)</sup>  |
| CMO Series 2022-AFC2 Class A1 | CMO Series 2022-AFC2 Class A1 | CMO Series 2022-AFC2 Class A1 | CMO Series 2022-AFC2 Class A1 |
| 08/25/2057 | &nbsp;&nbsp; 5.335% | 61208 | &nbsp;&nbsp; 61057 |
| SG Residential Mortgage Trust<sup>(a),(c)</sup>  | SG Residential Mortgage Trust<sup>(a),(c)</sup>  | SG Residential Mortgage Trust<sup>(a),(c)</sup>  | SG Residential Mortgage Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 |
| 07/25/2061 | &nbsp;&nbsp; 1.160% | 123511 | &nbsp;&nbsp; 103944 |
| CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 |
| 12/25/2065 | &nbsp;&nbsp; 5.098% | 98862 | &nbsp;&nbsp; 98505 |
| Verus Securitization Trust<sup>(a),(h)</sup>  | Verus Securitization Trust<sup>(a),(h)</sup>  | Verus Securitization Trust<sup>(a),(h)</sup>  | Verus Securitization Trust<sup>(a),(h)</sup>  |
| CMO Series 2025-12 Class A1LC | CMO Series 2025-12 Class A1LC | CMO Series 2025-12 Class A1LC | CMO Series 2025-12 Class A1LC |
| 12/25/2070 | &nbsp;&nbsp; 5.110% | 100000 | &nbsp;&nbsp; 99120 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1017916** |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $1,005,168) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $1,005,168) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $1,005,168) | &nbsp;&nbsp; **1017916** |
| **U.S. Treasury Obligations 1.1%** | **U.S. Treasury Obligations 1.1%** | **U.S. Treasury Obligations 1.1%** | **U.S. Treasury Obligations 1.1%** |
| **United States 1.1%** | **United States 1.1%** | **United States 1.1%** | **United States 1.1%** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 02/15/2032 | &nbsp;&nbsp; 1.875% | 332500 | &nbsp;&nbsp; 294860 |
| 11/15/2033 | &nbsp;&nbsp; 4.500% | 250000 | &nbsp;&nbsp; 255195 |
| 02/15/2046 | &nbsp;&nbsp; 2.500% | 170000 | &nbsp;&nbsp; 117247 |
| 11/15/2055 | &nbsp;&nbsp; 4.625% | 50000 | &nbsp;&nbsp; 47758 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **715060** |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $717,968) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $717,968) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $717,968) | &nbsp;&nbsp; **715060** |

---

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

---

| | |
|:---|:---|
| **Call Option Contracts Purchased 0.0%** | **Call Option Contracts Purchased 0.0%** |
|  | **Value ($)** |
| (Cost $1,787) | &nbsp;&nbsp; **438** |

---

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 0.7%** | **Money Market Funds 0.7%** | **Money Market Funds 0.7%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 3.790%<sup>(i),(j)</sup> <br>| &nbsp;&nbsp; 469516 | &nbsp;&nbsp; 469329 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $469,325) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $469,325) | &nbsp;&nbsp; **469329** |
| **Total Investments in Securities** <br>**(Cost $69,016,802)** | **Total Investments in Securities** <br>**(Cost $69,016,802)** | &nbsp;&nbsp; **64139725** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **212298** |
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **$64352023** |

---

At March 31, 2026, securities and/or cash totaling $320,904 were pledged as collateral.

**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>|
| &nbsp;&nbsp;&nbsp; 1,098,000 DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173,771 USD | Citi | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3938 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99,555 USD | Citi | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2962 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 11,962,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 14,143,761 USD | Citi | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 317483 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 2,997,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331,850 USD | Citi | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 15265 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,085,909 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,583,000 AUD | Citi | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6282 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890,818 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,240,000 CAD | Citi | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 563 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 13,929,663 USD | &nbsp;&nbsp;&nbsp;&nbsp; 12,128,000 EUR | Citi | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 88486 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180,166 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135,000 GBP | Citi | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1480)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315,672 USD | &nbsp;&nbsp;&nbsp;&nbsp; 2,997,000 SEK | Citi | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 913 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,583,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 1,085,493 USD | Citi | 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6253)<br>|
| &nbsp;&nbsp;&nbsp; 1,240,000 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892,050 USD | Citi | 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (585)<br>|
| &nbsp;&nbsp; 12,247,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 14,088,494 USD | Citi | 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (89996)<br>|
| &nbsp;&nbsp;&nbsp; 2,997,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316,190 USD | Citi | 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (951)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96,000 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126,688 USD | Citi | 05/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (372)<br>|
| &nbsp;&nbsp;&nbsp; 8,936,000 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498,224 USD | Citi | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2966 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356,180 USD | &nbsp;&nbsp;&nbsp;&nbsp; 6,496,000 MXN | Citi | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152,161 USD | &nbsp;&nbsp;&nbsp;&nbsp; 2,735,697 MXN | Citi | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (541)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169,160 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,098,000 DKK | Deutsche Bank | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 672 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,444,855 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 1,028,116 USD | Deutsche Bank | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 31238 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,240,196 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908,103 USD | Deutsche Bank | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16581 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256,129 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301,465 USD | Deutsche Bank | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5418 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 10,698,527 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 14,480,572 USD | Deutsche Bank | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 320001 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 196,150,000 JPY | &nbsp;&nbsp;&nbsp;&nbsp; 1,260,323 USD | Deutsche Bank | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 24382 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526,733 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315,753 USD | Deutsche Bank | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13065 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 13,857,495 USD | &nbsp;&nbsp;&nbsp;&nbsp; 10,474,000 GBP | Deutsche Bank | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5892 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,205,441 USD | &nbsp;&nbsp;&nbsp;&nbsp; 192,201,000 JPY | Deutsche Bank | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5617 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299,343 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523,000 NZD | Deutsche Bank | 04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1199 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,098,000 DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169,484 USD | Deutsche Bank | 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (661)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299,676 USD | Deutsche Bank | 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1203)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19,365 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28,284 AUD | Deutsche Bank | 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20,807 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28,995 CAD | Deutsche Bank | 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180,637 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156,534 EUR | Deutsche Bank | 05/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 584 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 10,474,000 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 13,857,056 USD | Deutsche Bank | 05/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5671)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537,175 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407,362 GBP | Deutsche Bank | 05/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1984 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 192,201,000 JPY | &nbsp;&nbsp;&nbsp;&nbsp; 1,209,074 USD | Deutsche Bank | 05/07/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6034)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251,571 USD | &nbsp;&nbsp;&nbsp;&nbsp; 39,843,600 JPY | Deutsche Bank | 05/07/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,149,999 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64,000 USD | Deutsche Bank | 06/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 264 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 2,834,676 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158,000 USD | Deutsche Bank | 06/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 958 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 871089 | &nbsp;&nbsp;&nbsp;&nbsp; (113747)<br>|

---

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

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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>|
| 3-Month SOFR | 4 | 03/2027 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 963650 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4689)<br>|
| 3-Month SOFR | 6 | 06/2027 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1445775 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6084)<br>|
| 3-Month SOFR | 11 | 09/2027 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2652238 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6240)<br>|
| 3-Month SOFR | 2 | 03/2028 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 482975 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1128)<br>|
| Australian 3-Year Bond | 5 | 06/2026 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 518275 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1914)<br>|
| Canadian Government 10-Year Bond | 2 | 06/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 240020 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Canadian Government 10-Year Bond | 1 | 06/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 120010 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54)<br>|
| Long Gilt | 4 | 06/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 351160 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22979)<br>|
| U.S. Treasury 10-Year Note | 2 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 222094 | &nbsp;&nbsp;&nbsp;&nbsp; 1841 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 6 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1244672 | &nbsp;&nbsp;&nbsp;&nbsp; 1121 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 2 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 414891 | &nbsp;&nbsp;&nbsp;&nbsp; 722 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 7 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1452117 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (313)<br>|
| U.S. Treasury 5-Year Note | 7 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 757258 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5189 | &nbsp;&nbsp;&nbsp;&nbsp; (43401)<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>|
| Euro-Buxl 30-Year | (1) | 06/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (110260)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (871)<br>|
| U.S. Treasury Ultra 10-Year Note | (14) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1589219)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 19727 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | (1) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (116563)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (158)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 19727 | &nbsp;&nbsp;&nbsp;&nbsp; (1029)<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Cost ($)** | **Value ($)** |
| &nbsp;&nbsp;&nbsp; 1-Year OTC interest rate swap with Citi to receive exercise <br> rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; 1430000 | &nbsp;&nbsp; 1430000 | 3.00 | &nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp; 1787 | &nbsp;&nbsp; 438 |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Premium** <br>**received ($)**<br>| **Value ($)** |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Deutsche Bank <br> to receive SOFR and pay exercise rate<br>| Deutsche Bank | USD | &nbsp;&nbsp; (110900)<br>| &nbsp;&nbsp; (110900)<br>| 3.20 | &nbsp;&nbsp; 12/16/2026 | &nbsp;&nbsp; (776)<br>| &nbsp;&nbsp; (653)<br>|
| &nbsp;&nbsp;&nbsp; 1-Year OTC interest rate swap with Citi to receive <br> SOFR and pay exercise rate<br>| Citi | USD | &nbsp;&nbsp; (1430000)<br>| &nbsp;&nbsp; (1430000)<br>| 2.50 | &nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp; (662)<br>| &nbsp;&nbsp; (128)<br>|
| USD Call/MXN Put | Citi | USD | &nbsp;&nbsp; (71000)<br>| &nbsp;&nbsp; (71000)<br>| 18.05 | &nbsp;&nbsp; 05/04/2026 | &nbsp;&nbsp; (504)<br>| &nbsp;&nbsp; (1005)<br>|
| Total |  |  |  |  |  |  | &nbsp;&nbsp; (1942)<br>| &nbsp;&nbsp; (1786)<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Premium** <br>**received ($)**<br>| **Value ($)** |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Deutsche Bank <br> to receive exercise rate and pay SOFR<br>| Deutsche Bank | USD | &nbsp;&nbsp; (55450)<br>| &nbsp;&nbsp; (55450)<br>| 4.60 | &nbsp;&nbsp; 12/16/2026 | &nbsp;&nbsp; (455)<br>| &nbsp;&nbsp; (363)<br>|
| &nbsp;&nbsp;&nbsp; 1-Year OTC interest rate swap with Citi to receive <br> exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; (1430000)<br>| &nbsp;&nbsp; (1430000)<br>| 3.50 | &nbsp;&nbsp; 06/08/2026 | &nbsp;&nbsp; (1390)<br>| &nbsp;&nbsp; (4231)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with Citi to receive <br> exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; (2600000)<br>| &nbsp;&nbsp; (2600000)<br>| 3.85 | &nbsp;&nbsp; 10/21/2026 | &nbsp;&nbsp; (3120)<br>| &nbsp;&nbsp; (9399)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with Citi to receive <br> exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; (3204000)<br>| &nbsp;&nbsp; (3204000)<br>| 4.30 | &nbsp;&nbsp; 09/20/2027 | &nbsp;&nbsp; (8907)<br>| &nbsp;&nbsp; (11955)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with Deutsche Bank <br> to receive exercise rate and pay SOFR<br>| Deutsche Bank | USD | &nbsp;&nbsp; (600000)<br>| &nbsp;&nbsp; (600000)<br>| 4.00 | &nbsp;&nbsp; 12/08/2027 | &nbsp;&nbsp; (2730)<br>| &nbsp;&nbsp; (3476)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with Deutsche Bank <br> to receive exercise rate and pay SOFR<br>| Deutsche Bank | USD | &nbsp;&nbsp; (1748000)<br>| &nbsp;&nbsp; (1748000)<br>| 4.50 | &nbsp;&nbsp; 12/16/2027 | &nbsp;&nbsp; (4405)<br>| &nbsp;&nbsp; (6067)<br>|
| Total |  |  |  |  |  |  | &nbsp;&nbsp; (21007)<br>| &nbsp;&nbsp; (35491)<br>|

---

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

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** |
| **Fund receives** | **Fund pays** | **Payment** <br>**frequency**<br>| **Counterparty** | **Maturity** <br>**date**<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; Fixed rate of <br> 2.410%<br>| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 02/24/2027 | USD | 1613000 | (13606)<br>|  |  |  | (13606)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 2.420%<br>| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 02/26/2027 | USD | 806500 | (6700)<br>|  |  |  | (6700)<br>|
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.750%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/11/2027 | USD | 2419500 | 12139 |  |  | 12139 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.803%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2027 | USD | 925000 | (964)<br>|  |  |  | (964)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.429%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2027 | GBP | 120243 | (2442)<br>|  |  |  | (2442)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.304%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2027 | GBP | 125154 | (2947)<br>|  |  |  | (2947)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.284%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2027 | GBP | 122700 | (2953)<br>|  |  |  | (2953)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.317%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2027 | GBP | 245163 | (5693)<br>|  |  |  | (5693)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.230%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2027 | GBP | 340000 | (8663)<br>|  |  |  | (8663)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.204%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2027 | GBP | 340000 | (8858)<br>|  |  |  | (8858)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.255%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 08/15/2027 | GBP | 204740 | (4635)<br>|  |  |  | (4635)<br>|
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.771%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 10/15/2027 | USD | 180000 | 431 |  |  | 431 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.924%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 10/15/2027 | USD | 190000 | (419)<br>|  |  |  | (419)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.230%<br>| SOFR | Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 12/09/2027 | USD | 730000 | (2715)<br>|  |  |  | (2715)<br>|
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.584%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2028 | USD | 620000 | 4765 |  |  | 4765 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.585%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2028 | USD | 200000 | 1528 |  |  | 1528 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.749%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2028 | USD | 510000 | 1428 |  |  | 1428 |  |

---

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<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; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.383%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 02/24/2028 | USD | 1613000 | 14741 |  |  | 14741 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.357%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 02/26/2028 | USD | 806500 | 7738 |  |  | 7738 |  |
| &nbsp;&nbsp; Fixed rate of <br> 2.585%<br>| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/11/2028 | USD | 1209750 | (6339)<br>|  |  |  | (6339)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 2.580%<br>| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/11/2028 | USD | 1209750 | (6454)<br>|  |  |  | (6454)<br>|
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 4.205%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/15/2028 | GBP | 1020000 | 13711 |  |  | 13711 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 4.095%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/15/2028 | GBP | 253000 | 2485 |  |  | 2485 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.176%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 08/07/2028 | USD | 280000 | 5849 |  |  | 5849 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.275%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 08/28/2028 | USD | 115000 | 2090 |  |  | 2090 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.547%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 10/03/2028 | USD | 775000 | 9037 |  |  | 9037 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.707%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2029 | USD | 690000 | 697 |  |  | 697 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.663%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/31/2029 | USD | 215000 | 194 |  |  | 194 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.342%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2029 | GBP | 340000 | 9937 |  |  | 9937 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.360%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2029 | GBP | 340000 | 9572 |  |  | 9572 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.427%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2029 | GBP | 245162 | 6110 |  |  | 6110 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.409%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2029 | GBP | 122700 | 3172 |  |  | 3172 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.422%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2029 | GBP | 125154 | 3152 |  |  | 3152 |  |

---

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<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; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.492%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2029 | GBP | 120244 | 2616 |  |  | 2616 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.369%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 08/15/2029 | GBP | 204740 | 5473 |  |  | 5473 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.538%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 10/15/2029 | USD | 83000 | 575 |  |  | 575 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.499%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/12/2030 | USD | 260000 | 1111 |  |  | 1111 |  |
| &nbsp;&nbsp; Fixed rate of <br> 3.860%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/15/2030 | GBP | 253000 | (2692)<br>|  |  |  | (2692)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.993%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/15/2030 | GBP | 1020000 | (13270)<br>|  |  |  | (13270)<br>|
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.584%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/16/2030 | USD | 171000 | 186 |  |  | 186 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.574%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/17/2030 | USD | 171000 | 246 |  |  | 246 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.607%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/30/2030 | USD | 172000 | 29 |  |  | 29 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.428%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 04/15/2030 | USD | 118167 | 776 |  |  | 776 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.429%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 04/15/2030 | USD | 22250 | 148 |  |  | 148 |  |
| &nbsp;&nbsp; Fixed rate of <br> 2.390%<br>| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 04/15/2030 | USD | 340000 | (2497)<br>|  |  |  | (2497)<br>|
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.321%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2030 | GBP | 160000 | 5017 |  |  | 5017 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.348%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2030 | GBP | 155000 | 4658 |  |  | 4658 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.407%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2030 | GBP | 107296 | 2815 |  |  | 2815 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.394%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2030 | GBP | 53700 | 1452 |  |  | 1452 |  |

---

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<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; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.404%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2030 | GBP | 54774 | 1446 |  |  | 1446 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.457%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2030 | GBP | 52625 | 1224 |  |  | 1224 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.702%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/22/2030 | USD | 94000 | (359)<br>|  |  |  | (359)<br>|
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.348%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 08/15/2030 | GBP | 89604 | 2517 |  |  | 2517 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.632%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 09/09/2030 | USD | 274000 | (484)<br>|  |  |  | (484)<br>|
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.333%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/05/2031 | USD | 220000 | 1726 |  |  | 1726 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.312%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2031 | USD | 200000 | 1984 |  |  | 1984 |  |
| &nbsp;&nbsp; Fixed rate of <br> 3.753%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/15/2031 | GBP | 235000 | (2412)<br>|  |  |  | (2412)<br>|
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.552%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/19/2031 | USD | 96154 | 27 |  |  | 27 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.639%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/23/2031 | USD | 192308 | (511)<br>|  |  |  | (511)<br>|
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.517%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/26/2031 | USD | 138000 | 260 |  |  | 260 |  |
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.498%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2032 | USD | 302500 | (75)<br>|  |  |  | (75)<br>|
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.790%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/15/2033 | GBP | 110000 | (171)<br>|  |  |  | (171)<br>|
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.460%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2034 | USD | 232500 | (103)<br>|  |  |  | (103)<br>|
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.670%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/15/2034 | GBP | 215000 | (1826)<br>|  |  |  | (1826)<br>|
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.615%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2035 | GBP | 175000 | (590)<br>|  |  |  | (590)<br>|

---

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<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; Fixed rate of <br> 3.273%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2035 | GBP | 52626 | (1277)<br>|  |  |  | (1277)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.244%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2035 | GBP | 53700 | (1458)<br>|  |  |  | (1458)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.242%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2035 | GBP | 54774 | (1500)<br>|  |  |  | (1500)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.241%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2035 | GBP | 107296 | (2951)<br>|  |  |  | (2951)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.211%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2035 | GBP | 155000 | (4730)<br>|  |  |  | (4730)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.199%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 07/15/2035 | GBP | 160000 | (5152)<br>|  |  |  | (5152)<br>|
| &nbsp;&nbsp; Fixed rate of <br> 3.203%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 08/15/2035 | GBP | 89604 | (2722)<br>|  |  |  | (2722)<br>|
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.083%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2036 | GBP | 355000 | 16382 |  |  | 16382 |  |
| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| &nbsp;&nbsp; Fixed rate of <br> 3.448%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/15/2036 | GBP | 235000 | 2263 |  |  | 2263 |  |
| &nbsp;&nbsp; Fixed rate of <br> 2.975%<br>| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| Receives Semi-Annually, Pays Semi-Annually | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/17/2036 | EUR | 160000 | (1142)<br>|  |  |  | (1142)<br>|
| &nbsp;&nbsp; U.S. CPI Urban <br> Consumers <br> NSA<br>| &nbsp;&nbsp; Fixed rate of <br> 2.358%<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/27/2046 | USD | 115000 | 227 |  |  | 227 |  |
| &nbsp;&nbsp; Fixed rate of <br> 3.132%<br>| &nbsp;&nbsp; UK Retail <br> Price Index <br> All Items <br> Monthly<br>| Receives at Maturity, Pays at Maturity | &nbsp;&nbsp; Goldman <br> Sachs<br>| 01/15/2056 | GBP | 355000 | (17331)<br>|  |  |  | (17331)<br>|
| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| &nbsp;&nbsp; Fixed rate of <br> 3.097%<br>| Receives Semi-Annually, Pays Semi-Annually | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/24/2056 | EUR | 55000 | 14 |  |  | 14 |  |
| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| &nbsp;&nbsp; Fixed rate of <br> 2.978%<br>| Receives Semi-Annually, Pays Semi-Annually | &nbsp;&nbsp; Goldman <br> Sachs<br>| 03/17/2066 | EUR | 59000 | (572)<br>|  |  |  | (572)<br>|
| Total |  |  |  |  |  |  | 24735 |  |  | 161948 | (137213)<br>|

---

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

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – BlackRock Global Inflation-Linked Securities Fund, March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** |
| **Reference index**  |  | **Reference rate** |
| 6-Month EURIBOR | Euro Interbank Offered Rate | 2.475% |
| SOFR | Secured Overnight Financing Rate | 3.630% |
| UK Retail Price Index All Items Monthly | United Kingdom Retail Price Index All Items | 3.300% |
| U.S. CPI Urban Consumers NSA | &nbsp;&nbsp; United States Consumer Price All Urban Non-Seasonally <br> Adjusted Index<br>| 3.260% |

---

**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 $31,169,227, which represents 48.44% of total net assets.

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(j) 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% |
|  | 20395 | &nbsp;&nbsp; 4185714 | &nbsp;&nbsp; (3736784)<br>| &nbsp;&nbsp; 4 | &nbsp;&nbsp; 469329 | &nbsp;&nbsp; (15)<br>| &nbsp;&nbsp; 2456 | &nbsp;&nbsp; 469516 |

---

**Abbreviation Legend** 

CMO Collateralized Mortgage Obligation <br> SOFR Secured Overnight Financing Rate <br> TBA To Be Announced

**Currency Legend** 

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| JPY | Japanese Yen |
| MXN | Mexican Peso |
| NZD | New Zealand Dollar |
| SEK | Swedish Krona |
| 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> – BlackRock Global Inflation-Linked Securities Fund \| 2026

------

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

1QT7029_(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 - BlackRock Global Inflation-Protected Securities Fund

- **b. EDGAR series identifier (if any):** S000019839

- **c. LEI of Series:** 4J0QTYYKWTDXQFW9VU43

**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:** $66576810.39

**Total Liabilities:** $2174565.13

**Net Assets:** $64402245.26

**Delayed Delivery Securities:** $1576263.68

**Cash Not Reported:** $256890.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 166.50000000 | **1-Year:** 584.44000000 | **5-Year:** 2404.77000000 | **10-Year:** 5137.94000000 | **30-Year:** 2040.41000000

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

- **3-Month:** 101.48000000 | **1-Year:** 1062.15000000 | **5-Year:** 17.15000000 | **10-Year:** 166.60000000 | **30-Year:** -321.78000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055676 | 0.92%                | 1.82%                | -2.01%               |
| Class ID C000088755 | 0.68%                | 1.81%                | -1.78%               |
| Class ID C000088756 | 0.70%                | 1.86%                | -1.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-301693.98              | $1368324.05                                |
| Month 2  | $-146235.48              | $929396.59                                 |
| Month 3  | $-285964.40              | $-1691828.87                               |

**Designated Index Information**

- **Index Name:** BBG World Gov Inflation Linked Bond Index USD Hedged

- **Index Identifier:** BCLYILUSDH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACRA Trust 2024-NQM1                             | ACRA Trust 2024-NQM1                          | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110397 | PA      | $110768.97    | 0.17%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2024-CRE9 Ltd                           | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     34273 | PA      | $34275.41     | 0.05%             | 2041-05-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA         | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310000 | PA      | $305699.26    | 0.47%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                   | ARES Commercial Mortgage Trust 2026-GCP       | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99718.59     | 0.15%             | 2043-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-MF          | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88545 | PA      | $88517.78     | 0.14%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-OMG                             | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $43873.30     | 0.07%             | 2042-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-ARIA                            | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100282.80    | 0.16%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY          | CIP Commercial Mortgage Trust 2025-SBAY       | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.94     | 0.16%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                      | CRSNT Trust 2026-MOON                         | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99562.48     | 0.15%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2022-NQM5 Trust                          | CUSIP: 12663DAC8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    196486 | PA      | $195951.31    | 0.30%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond          | CUSIP: 135087G99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    184086 | PA      | $97436.15     | 0.15%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond          | CUSIP: 135087M43<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     41348 | PA      | $19495.88     | 0.03%             | 2054-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond          | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    207644 | PA      | $174293.98    | 0.27%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond          | CUSIP: 135087XQ2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    192248 | PA      | $159820.43    | 0.25%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond          | CUSIP: 135087YK4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    178027 | PA      | $133310.50    | 0.21%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond          | CUSIP: 135087ZH0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    221238 | PA      | $152304.55    | 0.24%             | 2044-12-01      | Fixed         | 1.50%                 | 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        |    469516 | NS      | $469328.67    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2024-WCL1 MORTGAGE TRUST                 | CUSIP: 20047DAA2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $29878.30     | 0.05%             | 2041-06-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CART                                             | CONE Trust 2024-DFW1                          | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9928.13      | 0.02%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                             | Cross 2025-H1 Mortgage Trust                  | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72049 | PA      | $72455.16     | 0.11%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                      | DBC 2025-DBC Mortgage Trust                   | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99812.26     | 0.15%             | 2042-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                              | DBGS 2024-SBL                                 | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99875.00     | 0.16%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DGWD Trust                                       | DGWD Trust 2025-INFL                          | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100078.68    | 0.16%             | 2035-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | EFMT 2025-NQM6                                | CUSIP: 281916AC0<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     97245 | PA      | $96766.96     | 0.15%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FS Trust                                         | FS 2026-ORL                                   | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99812.50     | 0.15%             | 2041-02-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                             | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24571 | PA      | $24758.58     | 0.04%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                             | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70186 | PA      | $70658.61     | 0.11%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                             | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41142 | PA      | $41503.51     | 0.06%             | 2055-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                             | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54192 | PA      | $54885.63     | 0.09%             | 2055-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                            | CUSIP: 3137HHJ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155718 | PA      | $156711.63    | 0.24%             | 2054-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                            | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34370 | PA      | $34739.71     | 0.05%             | 2054-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                            | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19597 | PA      | $19747.08     | 0.03%             | 2054-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                            | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24782 | PA      | $24971.27     | 0.04%             | 2054-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                            | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26549 | PA      | $26853.03     | 0.04%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | Ellington Financial Mortgage Trust 2021-3     | CUSIP: 31573JAA8<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |     99272 | PA      | $82865.79     | 0.13%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2025-3               | CUSIP: 35042TAA0<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     87316 | PA      | $86795.05     | 0.13%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                        | LQR Trust 2025-CALI                           | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24988.50     | 0.04%             | 2043-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2025-NQM3 Trust                           | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     96530 | PA      | $96482.36     | 0.15%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                       | AMSR 2022-SFR3 Trust                          | CUSIP: 66981YAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $151376.78    | 0.24%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                      | PRKCM 2022-AFC2 Trust                         | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61208 | PA      | $61056.77     | 0.09%             | 2057-08-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2022-SFR7 Trust          | CUSIP: 74333CAG1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198962.45    | 0.31%             | 2039-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2026-SFR1 Trust          | CUSIP: 74334HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93394.28     | 0.15%             | 2043-02-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                              | SG Residential Mortgage Trust 2021-1          | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123511 | PA      | $103944.33    | 0.16%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                              | SG Residential Mortgage Trust 2025-1          | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98862 | PA      | $98504.47     | 0.15%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    665628 | PA      | $699923.19    | 1.09%             | 2028-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    741938 | PA      | $800249.15    | 1.24%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    139263 | PA      | $153640.99    | 0.24%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    397666 | PA      | $412470.26    | 0.64%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    433388 | PA      | $423975.51    | 0.66%             | 2040-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675780 | PA      | $653420.85    | 1.01%             | 2041-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610314 | PA      | $469894.16    | 0.73%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    622464 | PA      | $458142.94    | 0.71%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    614055 | PA      | $506979.32    | 0.79%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600831 | PA      | $431096.03    | 0.67%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                           | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $117246.88    | 0.18%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    404944 | PA      | $300053.68    | 0.47%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    464853 | PA      | $329537.20    | 0.51%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    461636 | PA      | $331115.63    | 0.51%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    374840 | PA      | $265023.24    | 0.41%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    366879 | PA      | $207530.27    | 0.32%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    424755 | PA      | $225269.58    | 0.35%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    407421 | PA      | $211222.37    | 0.33%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410321 | PA      | $314376.60    | 0.49%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    344428 | PA      | $303218.17    | 0.47%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345301 | PA      | $320536.68    | 0.50%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $47757.81     | 0.07%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds         | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175628 | PA      | $162840.32    | 0.25%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    268860 | PA      | $266770.53    | 0.41%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    154573 | PA      | $153450.13    | 0.24%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960013 | PA      | $933612.35    | 1.45%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    478128 | PA      | $476764.65    | 0.74%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    834359 | PA      | $798409.67    | 1.24%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1014864 | PA      | $965865.10    | 1.50%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    261135 | PA      | $245477.15    | 0.38%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1086109 | PA      | $1014578.87   | 1.58%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    821338 | PA      | $755855.54    | 1.17%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    332500 | PA      | $294859.96    | 0.46%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    743014 | PA      | $738863.77    | 1.15%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1035482 | PA      | $977033.89    | 1.52%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    483111 | PA      | $490773.04    | 0.76%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010008 | PA      | $972921.29    | 1.51%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900019 | PA      | $903534.50    | 1.40%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    937072 | PA      | $916061.58    | 1.42%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                           | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $255195.31    | 0.40%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    811041 | PA      | $807524.69    | 1.25%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    872786 | PA      | $896003.98    | 1.39%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1066610 | PA      | $1071443.03   | 1.66%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    854853 | PA      | $868210.44    | 1.35%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1339819 | PA      | $1361957.42   | 2.11%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1132099 | PA      | $1143464.21   | 1.78%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1326951 | PA      | $1320731.32   | 2.05%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945189 | PA      | $936659.95    | 1.45%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes         | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645632 | PA      | $637914.78    | 0.99%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                       | UNIV Trust 2025-APTS                          | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99812.65     | 0.15%             | 2042-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2025-12            | CUSIP: 92490FAE0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99119.65     | 0.15%             | 2070-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    190000 | PA      | $355877.75    | 0.55%             | 2029-07-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    175000 | PA      | $565720.51    | 0.88%             | 2035-01-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    442680 | PA      | $584300.47    | 0.91%             | 2032-07-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                     | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    140000 | PA      | $149849.00    | 0.23%             | 2030-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    413587 | PA      | $316139.36    | 0.49%             | 2062-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    487843 | PA      | $647876.10    | 1.01%             | 2029-03-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    494541 | PA      | $465659.34    | 0.72%             | 2044-03-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    411353 | PA      | $339778.96    | 0.53%             | 2052-03-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    391711 | PA      | $251066.23    | 0.39%             | 2068-03-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                     | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    275000 | PA      | $253272.76    | 0.39%             | 2035-08-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                              | New Zealand Government Inflation Linked Bond  | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     90000 | PA      | $75441.59     | 0.12%             | 2030-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND                                  | Sweden Inflation Linked Bond                  | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    360000 | PA      | $45364.53     | 0.07%             | 2030-06-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  16400000 | PA      | $117764.82    | 0.18%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    197743 | PA      | $189670.65    | 0.29%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    110000 | PA      | $113110.78    | 0.18%             | 2039-03-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     45996 | PA      | $61311.11     | 0.10%             | 2038-09-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    238752 | PA      | $156051.73    | 0.24%             | 2065-11-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | FRENCH REPUBLIC GOVERNMENT BOND OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    330000 | PA      | $450472.97    | 0.70%             | 2028-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                     | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    100000 | PA      | $57122.02     | 0.09%             | 2050-02-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | AUSTRALIA GOVERNMENT BOND                     | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    155000 | PA      | $138306.85    | 0.21%             | 2027-11-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                              | NEW ZEALAND GOVERNMENT INFLATION LINKED BOND  | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    103000 | PA      | $76068.45     | 0.12%             | 2040-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                   | Spain Government Inflation Linked Bond        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    420585 | PA      | $497474.16    | 0.77%             | 2027-11-30      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    440206 | PA      | $442933.96    | 0.69%             | 2036-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DENMARK I/L GOVT BOND                            | Denmark I/L Government Bond                   | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    730000 | PA      | $131851.39    | 0.20%             | 2030-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  18800000 | PA      | $135214.76    | 0.21%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    348274 | PA      | $352676.89    | 0.55%             | 2041-08-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                   | Spain Government Inflation Linked Bond        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    513614 | PA      | $581114.79    | 0.90%             | 2033-11-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    559991 | PA      | $645877.04    | 1.00%             | 2029-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    451720 | PA      | $517102.22    | 0.80%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  42900000 | PA      | $304432.04    | 0.47%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND                             | Deutsche Bundesrepublik Inflation Linked Bond | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    536230 | PA      | $626866.45    | 0.97%             | 2030-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND                             | Deutsche Bundesrepublik Inflation Linked Bond | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    239136 | PA      | $267387.36    | 0.42%             | 2033-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                     | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    510000 | PA      | $376254.98    | 0.58%             | 2032-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    131811 | PA      | $88796.80     | 0.14%             | 2073-03-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    266172 | PA      | $293062.64    | 0.46%             | 2034-07-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  14100000 | PA      | $99490.56     | 0.15%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    360284 | PA      | $466428.50    | 0.72%             | 2033-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    163556 | PA      | $198023.23    | 0.31%             | 2039-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $280660.28    | 0.44%             | 2036-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    429628 | PA      | $513682.33    | 0.80%             | 2029-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    445762 | PA      | $472950.48    | 0.73%             | 2033-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    335662 | PA      | $376182.95    | 0.58%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    397516 | PA      | $465170.24    | 0.72%             | 2030-07-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     50023 | PA      | $58525.04     | 0.09%             | 2031-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    394491 | PA      | $511358.90    | 0.79%             | 2031-08-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    283267 | PA      | $228749.00    | 0.36%             | 2051-03-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    180000 | PA      | $221465.06    | 0.34%             | 2032-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    153268 | PA      | $106256.44    | 0.16%             | 2051-05-15      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond          | CUSIP: 135087B94<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    194054 | PA      | $125308.81    | 0.19%             | 2047-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    328757 | PA      | $237398.92    | 0.37%             | 2058-03-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    239688 | PA      | $168203.79    | 0.26%             | 2053-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    300574 | PA      | $322450.80    | 0.50%             | 2054-11-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                   | Spain Government Inflation Linked Bond        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    154928 | PA      | $176495.31    | 0.27%             | 2036-11-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22000000 | PA      | $140831.66    | 0.22%             | 2034-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    294838 | PA      | $342836.41    | 0.53%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    146061 | PA      | $146514.51    | 0.23%             | 2043-07-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    405976 | PA      | $434547.66    | 0.67%             | 2055-11-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    565415 | PA      | $776083.53    | 1.21%             | 2027-11-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    455461 | PA      | $532265.73    | 0.83%             | 2040-07-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    533426 | PA      | $724762.50    | 1.13%             | 2032-11-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    449506 | PA      | $482837.51    | 0.75%             | 2042-11-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    490088 | PA      | $447785.20    | 0.70%             | 2050-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    472376 | PA      | $587991.23    | 0.91%             | 2041-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    516158 | PA      | $580186.29    | 0.90%             | 2040-03-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    669820 | PA      | $806569.54    | 1.25%             | 2027-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    472500 | PA      | $607138.40    | 0.94%             | 2034-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    527300 | PA      | $563564.20    | 0.88%             | 2039-03-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 3.790000 15-MAR-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | GB        |    110000 | OU      | $-170.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    301501 | PA      | $308555.51    | 0.48%             | 2045-03-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.547200 03-OCT-2028 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | GB        |    775000 | OU      | $9036.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                   | Spain Government Inflation Linked Bond        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    150805 | PA      | $185935.14    | 0.29%             | 2039-11-30      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 3.670200 15-MAR-2034 UKR             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    215000 | OU      | $-1826.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                              | NEW ZEALAND GOVERNMENT INFLATION LINKED BOND  | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    158000 | PA      | $124218.01    | 0.19%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    270322 | PA      | $351595.64    | 0.55%             | 2035-09-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3481000 | PA      | $185183.32    | 0.29%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    167619 | PA      | $198793.23    | 0.31%             | 2056-05-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   9300000 | PA      | $57299.51     | 0.09%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                              | New Zealand Government Inflation Linked Bond  | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     40000 | PA      | $23909.27     | 0.04%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                   | Spain Government Inflation Linked Bond        | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    504399 | PA      | $597794.51    | 0.93%             | 2030-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND                                  | Sweden Inflation Linked Bond                  | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    595000 | PA      | $79655.44     | 0.12%             | 2032-06-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.176200 07-AUG-2028 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    280000 | OU      | $5848.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.275200 28-AUG-2028 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    115000 | OU      | $2090.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 3.615000 15-JAN-2035 UKR             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    175000 | OU      | $-589.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     72580 | PA      | $91721.88     | 0.14%             | 2049-09-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.803000 15-JUL-2027 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    925000 | OU      | $-963.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.707000 15-JAN-2029 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    690000 | OU      | $696.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.429000 15-APR-2030 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |     22250 | OU      | $147.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.428000 15-APR-2030 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    118167 | OU      | $775.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.538000 15-OCT-2029 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |     83000 | OU      | $574.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.390000 15-APR-2030 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    340000 | OU      | $-2496.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.702000 22-JUL-2030 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |     94000 | OU      | $-358.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 3.204000 15-JUL-2027 UKR             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    340000 | OU      | $-8858.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.342000 15-JUL-2029 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    340000 | OU      | $9937.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.320500 15-JUL-2030 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    160000 | OU      | $5016.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.199000 15-JUL-2035 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    160000 | OU      | $-5151.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 3.230000 15-JUL-2027 UKR             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    340000 | OU      | $-8663.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.360000 15-JUL-2029 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    340000 | OU      | $9571.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.348000 15-JUL-2030 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    155000 | OU      | $4657.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.211492 15-JUL-2035 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    155000 | OU      | $-4730.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.284000 15-JUL-2027 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    122700 | OU      | $-2952.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.409000 15-JUL-2029 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    122700 | OU      | $3172.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.394000 15-JUL-2030 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     53700 | OU      | $1451.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.243967 15-JUL-2035 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     53700 | OU      | $-1457.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.241940 15-JUL-2035 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     54774 | OU      | $-1499.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.422000 15-JUL-2029 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    125154 | OU      | $3152.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.404000 15-JUL-2030 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     54774 | OU      | $1445.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.304000 15-JUL-2027 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    125154 | OU      | $-2946.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.316500 15-JUL-2027 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    245163 | OU      | $-5693.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.427200 15-JUL-2029 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    245162 | OU      | $6109.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.406500 15-JUL-2030 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    107296 | OU      | $2815.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.240900 15-JUL-2035 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    107296 | OU      | $-2951.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.272900 15-JUL-2035 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     52626 | OU      | $-1276.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.428900 15-JUL-2027 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120243 | OU      | $-2442.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.491500 15-JUL-2029 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120244 | OU      | $2616.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.457000 15-JUL-2030 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     52625 | OU      | $1223.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.255300 15-AUG-2027 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    204740 | OU      | $-4634.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.368700 15-AUG-2029 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    204740 | OU      | $5473.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.202850 15-AUG-2035 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     89604 | OU      | $-2721.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.347900 15-AUG-2030 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     89604 | OU      | $2517.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.924200 15-OCT-2027 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    190000 | OU      | $-419.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.631500 09-SEP-2030 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    274000 | OU      | $-483.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | OTC (GENERIC) 2 YEAR                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  -3204000 | NC      | $-11955.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.770700 15-OCT-2027 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    180000 | OU      | $431.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.748700 15-JAN-2028 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    510000 | OU      | $1427.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | OTC (GENERIC) 2 YEAR                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   -600000 | NC      | $-3476.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | OTC (GENERIC) 1 YEAR                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |   1430000 | NC      | $437.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | OTC (GENERIC) 1 YEAR                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  -1430000 | NC      | $-4230.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | OTC (GENERIC) 1 YEAR                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  -1430000 | NC      | $-127.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 3.230000 09-DEC-2027 SOF            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    730000 | OU      | $-2715.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWP: IFS 2.585200 15-JAN-2028 USC             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    200000 | OU      | $1528.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | OTC (GENERIC) 1 YEAR                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | DE        |    -55450 | NC      | $-363.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | OTC (GENERIC) 1 YEAR                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   -110900 | NC      | $-653.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | OTC (GENERIC) 2 YEAR                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | DE        |  -1748000 | NC      | $-6066.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.332700 05-JAN-2031 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    220000 | OU      | $1726.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.583700 15-JAN-2028 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    620000 | OU      | $4765.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.132460 15-JAN-2056 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    355000 | OU      | $-17330.99    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.082530 15-JAN-2036 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    355000 | OU      | $16382.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | OTC (GENERIC) 0 YEAR                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  -2600000 | NC      | $-9399.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | USD C MXN P @18.05000 EO                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | MX        |    -71000 | OU      | $-1005.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.382500 24-FEB-2028 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1613000 | OU      | $14741.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: IFS 2.410000 24-FEB-2027 USC            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1613000 | OU      | $-13605.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.420000 26-FEB-2027 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    806500 | OU      | $-6699.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.357490 26-FEB-2028 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    806500 | OU      | $7737.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.312200 15-JAN-2031 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $1983.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 4.205000 15-MAR-2028 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1020000 | OU      | $13710.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.993000 15-MAR-2030 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1020000 | OU      | $-13269.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.752890 15-MAR-2031 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    235000 | OU      | $-2411.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.448300 15-MAR-2036 UKR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    235000 | OU      | $2263.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.750000 11-MAR-2027 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2419500 | OU      | $12139.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.5848670 11-MAR-2028 USC            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1209750 | OU      | $-6338.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.579900 11-MAR-2028 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1209750 | OU      | $-6453.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.499200 12-MAR-2030 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    260000 | OU      | $1111.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.583700 16-MAR-2030 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    171000 | OU      | $186.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: EUR 2.978000 17-MAR-2066 EUR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     59000 | OU      | $-572.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: EUR 2.975000 17-MAR-2036 EUR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    160000 | OU      | $-1141.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.574200 17-MAR-2030 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    171000 | OU      | $245.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.460000 15-JAN-2034 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    232500 | OU      | $-102.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.497500 15-JAN-2032 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    302500 | OU      | $-75.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: IFS 4.095000 15-MAR-2028 UKR            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    253000 | OU      | $2485.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: IFS 3.860000 15-MAR-2030 UKR            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    253000 | OU      | $-2692.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.552200 19-MAR-2031 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     96154 | OU      | $26.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.639000 23-MAR-2031 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    192308 | OU      | $-511.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: EUR 3.096700 24-MAR-2056 EUR             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     55000 | OU      | $13.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.516700 26-MAR-2031 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    138000 | OU      | $259.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.357700 27-MAR-2046 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    115000 | OU      | $227.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.606700 30-MAR-2030 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    172000 | OU      | $28.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.663200 31-MAR-2029 USC             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    215000 | OU      | $193.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    400426 | PA      | $358889.18    | 0.56%             | 2046-03-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                            | Australia Government Bond                     | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    135000 | PA      | $101632.90    | 0.16%             | 2040-08-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    209887 | PA      | $155132.10    | 0.24%             | 2056-11-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    401091 | PA      | $470004.09    | 0.73%             | 2032-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    185056 | PA      | $145147.77    | 0.23%             | 2047-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    417592 | PA      | $496361.16    | 0.77%             | 2028-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  32500000 | PA      | $234561.73    | 0.36%             | 2027-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     23444 | PA      | $26862.12     | 0.04%             | 2036-11-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND                             | Deutsche Bundesrepublik Inflation Linked Bond | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    350563 | PA      | $323871.31    | 0.50%             | 2046-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    332759 | PA      | $283413.85    | 0.44%             | 2048-08-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TSY 0 1/8% 2028 I/L GILT                         | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    502116 | PA      | $674205.14    | 1.05%             | 2028-08-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND JUN 26                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         2 | NC      | $559.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND JUN 26                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         1 | NC      | $-53.56       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $2961.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $-6252.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $-584.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $3938.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $317483.44    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $-89532.94    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $2965.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $15264.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $-951.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | AUSTRALIA DOLLAR                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | AU        |         1 | NC      | $6281.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | CANADIAN DOLLAR                               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CA        |         1 | NC      | $563.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | EURO COUNTRIES                                | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |         1 | NC      | $88485.89     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | BRITISH POUND                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | GB        |         1 | NC      | $-1480.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | MEXICAN PESO                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | MX        |         1 | NC      | $3846.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | MEXICAN PESO                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | MX        |         1 | NC      | $-541.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                   | SWEDISH KRONA                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | SE        |         1 | NC      | $912.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $31238.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $16581.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $-660.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $5418.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $320001.32    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $-5670.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $24382.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $-6033.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $263.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $958.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $13065.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | US DOLLARS                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | US        |         1 | NC      | $-1202.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | DANISH KRONA                                  | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | DK        |         1 | NC      | $672.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | BRITISH POUND                                 | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | GB        |         1 | NC      | $5891.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | JAPANESE YEN                                  | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | JP        |         1 | NC      | $5616.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | NEW ZEALAND DOLLAR                            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              |  | NZ        |         1 | NC      | $1199.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND                                  | Sweden Inflation Linked Bond                  | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    880000 | PA      | $160624.37    | 0.25%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    305732 | PA      | $380791.38    | 0.59%             | 2035-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    482273 | PA      | $606352.70    | 0.94%             | 2037-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    438329 | PA      | $443660.79    | 0.69%             | 2047-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE JUN 26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $981.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT JUN 26                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         4 | NC      | $-22978.73    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     95000 | PA      | $434685.49    | 0.67%             | 2030-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  15700000 | PA      | $105439.69    | 0.16%             | 2033-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK I/L GOVT BOND                            | Denmark I/L Government Bond                   | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    245000 | PA      | $40295.93     | 0.06%             | 2034-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | THREE-MONTH SOFR FUTURE MAR 27                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         6 | NC      | $-6084.18     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | THREE-MONTH SOFR FUTURE JUN 27                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        11 | NC      | $-6239.87     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | THREE-MONTH SOFR FUTURE DEC 26                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         4 | NC      | $-4689.07     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | THREE-MONTH SOFR FUTURE DEC 27                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         2 | NC      | $-1128.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE JUN 26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $721.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE JUN 26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         6 | NC      | $1120.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE JUN 26                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         7 | NC      | $-313.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE JUN 26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $1840.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO BUXL 30YR BOND JUN 26                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $-871.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA 10YR NOTE JUN 26                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -14 | NC      | $19726.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDEN I/L BOND                                  | Sweden Inflation Linked Bond                  | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    250000 | PA      | $28012.93     | 0.04%             | 2039-06-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND JUN 26                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         5 | NC      | $-1913.76     | -0.00%            |  |  |  | No            |                  1 | 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