# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-055033
**Filing Date:** 2026-5
**Character Count:** 584712
**Document Hash:** 8fe3a99e5cbb012ac38f9658aa990527
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055033.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055033

**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:** 261033030

**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 - TCW Total Return Bond Fund (Series ID: S000028698)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000087814 | CTIVP - TCW Total Return Bond Fund Class 1 |  |
| C000087815 | CTIVP - TCW Total Return Bond Fund Class 2 |  |

## Nport-Ex

![](imgf3dbb2f41.jpg)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund

**First Quarter Report**

March 31, 2026 (Unaudited)

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

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

---

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

---

------

Portfolio of Investments

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **8.2%** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **8.2%** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **8.2%** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **8.2%** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **8.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Adagio IV CLO Ltd.<sup>(b),(c)</sup>  | Adagio IV CLO Ltd.<sup>(b),(c)</sup>  | Adagio IV CLO Ltd.<sup>(b),(c)</sup>  | Adagio IV CLO Ltd.<sup>(b),(c)</sup>  | Adagio IV CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2025IV-A Class BRRR | Series 2025IV-A Class BRRR | Series 2025IV-A Class BRRR | Series 2025IV-A Class BRRR | Series 2025IV-A Class BRRR |
| &nbsp;&nbsp; 3-month EURIBOR + 2.050% <br>Floor 2.050% <br>07/15/2038<br>| &nbsp;&nbsp; 0.000% | EUR | 4000000 | &nbsp;&nbsp; 4605336 |
| Aligned Data Centers Issuer LLC<sup>(b)</sup>  | Aligned Data Centers Issuer LLC<sup>(b)</sup>  | Aligned Data Centers Issuer LLC<sup>(b)</sup>  | Aligned Data Centers Issuer LLC<sup>(b)</sup>  | Aligned Data Centers Issuer LLC<sup>(b)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 08/15/2046 | &nbsp;&nbsp; 1.937% |  | 7600000 | &nbsp;&nbsp; 7522385 |
| Series 2022-1A Class A2 | Series 2022-1A Class A2 | Series 2022-1A Class A2 | Series 2022-1A Class A2 | Series 2022-1A Class A2 |
| 10/15/2047 | &nbsp;&nbsp; 6.350% |  | 6150000 | &nbsp;&nbsp; 6126620 |
| Allegro CLO X Ltd.<sup>(b),(c)</sup>  | Allegro CLO X Ltd.<sup>(b),(c)</sup>  | Allegro CLO X Ltd.<sup>(b),(c)</sup>  | Allegro CLO X Ltd.<sup>(b),(c)</sup>  | Allegro CLO X Ltd.<sup>(b),(c)</sup>  |
| Series 2019-1A Class ARR | Series 2019-1A Class ARR | Series 2019-1A Class ARR | Series 2019-1A Class ARR | Series 2019-1A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.130% <br>Floor 1.130% <br>04/20/2032<br>| &nbsp;&nbsp; 4.798% |  | 2201810 | &nbsp;&nbsp; 2202062 |
| AMMC CLO Ltd.<sup>(b),(c)</sup>  | AMMC CLO Ltd.<sup>(b),(c)</sup>  | AMMC CLO Ltd.<sup>(b),(c)</sup>  | AMMC CLO Ltd.<sup>(b),(c)</sup>  | AMMC CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2024-28 Class A1A | Series 2024-28 Class A1A | Series 2024-28 Class A1A | Series 2024-28 Class A1A | Series 2024-28 Class A1A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Cap 1.550% <br>07/20/2037<br>| &nbsp;&nbsp; 5.218% |  | 9100000 | &nbsp;&nbsp; 9102748 |
| Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(b)</sup>  |
| Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C |
| 02/20/2028 | &nbsp;&nbsp; 2.350% |  | 3850000 | &nbsp;&nbsp; 3784388 |
| Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2020-2A Class AR3 | Series 2020-2A Class AR3 | Series 2020-2A Class AR3 | Series 2020-2A Class AR3 | Series 2020-2A Class AR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 0.980% <br>Floor 0.980% <br>07/19/2034<br>| &nbsp;&nbsp; 4.646% |  | 7300000 | &nbsp;&nbsp; 7292766 |
| Series 2024-6A Class A1R | Series 2024-6A Class A1R | Series 2024-6A Class A1R | Series 2024-6A Class A1R | Series 2024-6A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.900% <br>Floor 1.090% <br>10/21/2034<br>| &nbsp;&nbsp; 4.760% |  | 8750000 | &nbsp;&nbsp; 8740637 |
| BlueMountain CLO XXX Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO XXX Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO XXX Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO XXX Ltd.<sup>(b),(c)</sup>  | BlueMountain CLO XXX Ltd.<sup>(b),(c)</sup>  |
| Series 2025-30A Class BR2 | Series 2025-30A Class BR2 | Series 2025-30A Class BR2 | Series 2025-30A Class BR2 | Series 2025-30A Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>Floor 1.600% <br>04/15/2035<br>| &nbsp;&nbsp; 5.272% |  | 7775000 | &nbsp;&nbsp; 7710716 |
| Castlelake Aircraft Structured Trust<sup>(b)</sup>  | Castlelake Aircraft Structured Trust<sup>(b)</sup>  | Castlelake Aircraft Structured Trust<sup>(b)</sup>  | Castlelake Aircraft Structured Trust<sup>(b)</sup>  | Castlelake Aircraft Structured Trust<sup>(b)</sup>  |
| Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A |
| 08/15/2050 | &nbsp;&nbsp; 5.465% |  | 2696616 | &nbsp;&nbsp; 2695496 |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(b)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 05/20/2055 | &nbsp;&nbsp; 6.000% |  | 2590000 | &nbsp;&nbsp; 2629260 |
| Contego CLO IV DAC<sup>(b),(c)</sup>  | Contego CLO IV DAC<sup>(b),(c)</sup>  | Contego CLO IV DAC<sup>(b),(c)</sup>  | Contego CLO IV DAC<sup>(b),(c)</sup>  | Contego CLO IV DAC<sup>(b),(c)</sup>  |
| Series 2025-4A Class B1RR | Series 2025-4A Class B1RR | Series 2025-4A Class B1RR | Series 2025-4A Class B1RR | Series 2025-4A Class B1RR |
| &nbsp;&nbsp; 3-month EURIBOR + 2.050% <br>Floor 2.050% <br>10/23/2039<br>| &nbsp;&nbsp; 4.047% | EUR | 2975000 | &nbsp;&nbsp; 3431629 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| COOPR Residential Mortgage Trust<sup>(b),(d)</sup>  | COOPR Residential Mortgage Trust<sup>(b),(d)</sup>  | COOPR Residential Mortgage Trust<sup>(b),(d)</sup>  | COOPR Residential Mortgage Trust<sup>(b),(d)</sup>  |
| Series 2025-CES3 Class A1B | Series 2025-CES3 Class A1B | Series 2025-CES3 Class A1B | Series 2025-CES3 Class A1B |
| 09/25/2060 | &nbsp;&nbsp; 5.273% | 2802231 | &nbsp;&nbsp; 2781356 |
| DailyPay Securitization Trust<sup>(b)</sup>  | DailyPay Securitization Trust<sup>(b)</sup>  | DailyPay Securitization Trust<sup>(b)</sup>  | DailyPay Securitization Trust<sup>(b)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 06/25/2028 | &nbsp;&nbsp; 5.630% | 2840000 | &nbsp;&nbsp; 2847099 |
| DataBank Issuer II LLC<sup>(b)</sup>  | DataBank Issuer II LLC<sup>(b)</sup>  | DataBank Issuer II LLC<sup>(b)</sup>  | DataBank Issuer II LLC<sup>(b)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 09/27/2055 | &nbsp;&nbsp; 5.180% | 3685000 | &nbsp;&nbsp; 3583602 |
| Dryden 43 Senior Loan Fund<sup>(b),(c)</sup>  | Dryden 43 Senior Loan Fund<sup>(b),(c)</sup>  | Dryden 43 Senior Loan Fund<sup>(b),(c)</sup>  | Dryden 43 Senior Loan Fund<sup>(b),(c)</sup>  |
| Series 2016-43A-AR3 Class AR3 | Series 2016-43A-AR3 Class AR3 | Series 2016-43A-AR3 Class AR3 | Series 2016-43A-AR3 Class AR3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.070% <br>Floor 1.070% <br>04/20/2034<br>| &nbsp;&nbsp; 4.738% | 7400000 | &nbsp;&nbsp; 7395856 |
| Dryden 98 CLO Ltd.<sup>(b),(c)</sup>  | Dryden 98 CLO Ltd.<sup>(b),(c)</sup>  | Dryden 98 CLO Ltd.<sup>(b),(c)</sup>  | Dryden 98 CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2026-98A Class AR | Series 2026-98A Class AR | Series 2026-98A Class AR | Series 2026-98A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.020% <br>Floor 1.020% <br>04/20/2035<br>| &nbsp;&nbsp; 0.000% | 7500000 | &nbsp;&nbsp; 7496130 |
| Dryden Senior Loan Fund<sup>(b),(c)</sup>  | Dryden Senior Loan Fund<sup>(b),(c)</sup>  | Dryden Senior Loan Fund<sup>(b),(c)</sup>  | Dryden Senior Loan Fund<sup>(b),(c)</sup>  |
| Series 2015-40A Class AR2 | Series 2015-40A Class AR2 | Series 2015-40A Class AR2 | Series 2015-40A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>08/15/2031<br>| &nbsp;&nbsp; 4.803% | 1871884 | &nbsp;&nbsp; 1873232 |
| Series 2016-45A Class BRR | Series 2016-45A Class BRR | Series 2016-45A Class BRR | Series 2016-45A Class BRR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.650% <br>Floor 1.650% <br>10/15/2030<br>| &nbsp;&nbsp; 5.322% | 7800000 | &nbsp;&nbsp; 7801170 |
| Henderson Receivables LLC<sup>(b)</sup>  | Henderson Receivables LLC<sup>(b)</sup>  | Henderson Receivables LLC<sup>(b)</sup>  | Henderson Receivables LLC<sup>(b)</sup>  |
| Series 2014-2A Class A | Series 2014-2A Class A | Series 2014-2A Class A | Series 2014-2A Class A |
| 01/17/2073 | &nbsp;&nbsp; 3.610% | 1494881 | &nbsp;&nbsp; 1355326 |
| ICG US CLO Ltd.<sup>(b),(c)</sup>  | ICG US CLO Ltd.<sup>(b),(c)</sup>  | ICG US CLO Ltd.<sup>(b),(c)</sup>  | ICG US CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2016-1A Class A2R3 | Series 2016-1A Class A2R3 | Series 2016-1A Class A2R3 | Series 2016-1A Class A2R3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>Floor 1.600% <br>04/29/2034<br>| &nbsp;&nbsp; 5.443% | 7350000 | &nbsp;&nbsp; 7337623 |
| Invesco CLO Ltd.<sup>(b),(c)</sup>  | Invesco CLO Ltd.<sup>(b),(c)</sup>  | Invesco CLO Ltd.<sup>(b),(c)</sup>  | Invesco CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2022-2R Class A1R | Series 2022-2R Class A1R | Series 2022-2R Class A1R | Series 2022-2R Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>07/20/2035<br>| &nbsp;&nbsp; 4.818% | 7100000 | &nbsp;&nbsp; 7095783 |
| LCM 35 Ltd.<sup>(b),(c)</sup>  | LCM 35 Ltd.<sup>(b),(c)</sup>  | LCM 35 Ltd.<sup>(b),(c)</sup>  | LCM 35 Ltd.<sup>(b),(c)</sup>  |
| Series 2025-35A Class BR | Series 2025-35A Class BR | Series 2025-35A Class BR | Series 2025-35A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.650% <br>Floor 1.650% <br>10/15/2035<br>| &nbsp;&nbsp; 5.322% | 7300000 | &nbsp;&nbsp; 7279370 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| LCM 39 Ltd.<sup>(b),(c)</sup>  | LCM 39 Ltd.<sup>(b),(c)</sup>  | LCM 39 Ltd.<sup>(b),(c)</sup>  | LCM 39 Ltd.<sup>(b),(c)</sup>  | LCM 39 Ltd.<sup>(b),(c)</sup>  |
| Series 2026-39A Class A1R2 | Series 2026-39A Class A1R2 | Series 2026-39A Class A1R2 | Series 2026-39A Class A1R2 | Series 2026-39A Class A1R2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.040% <br>10/15/2034<br>| &nbsp;&nbsp; 4.703% |  | 7587000 | &nbsp;&nbsp; 7554255 |
| LCM Ltd.<sup>(b),(c)</sup>  | LCM Ltd.<sup>(b),(c)</sup>  | LCM Ltd.<sup>(b),(c)</sup>  | LCM Ltd.<sup>(b),(c)</sup>  | LCM Ltd.<sup>(b),(c)</sup>  |
| Series 41A Class A1R | Series 41A Class A1R | Series 41A Class A1R | Series 41A Class A1R | Series 41A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>04/15/2036<br>| &nbsp;&nbsp; 4.872% |  | 7200000 | &nbsp;&nbsp; 7189330 |
| Lightpath Fiber Issuer LLC<sup>(b)</sup>  | Lightpath Fiber Issuer LLC<sup>(b)</sup>  | Lightpath Fiber Issuer LLC<sup>(b)</sup>  | Lightpath Fiber Issuer LLC<sup>(b)</sup>  | Lightpath Fiber Issuer LLC<sup>(b)</sup>  |
| Series 2026-1 Class A2 | Series 2026-1 Class A2 | Series 2026-1 Class A2 | Series 2026-1 Class A2 | Series 2026-1 Class A2 |
| 03/25/2056 | &nbsp;&nbsp; 5.597% |  | 5300000 | &nbsp;&nbsp; 5294995 |
| Madison Park Funding XXXVI Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXXVI Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXXVI Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXXVI Ltd.<sup>(b),(c)</sup>  | Madison Park Funding XXXVI Ltd.<sup>(b),(c)</sup>  |
| Series 2025-36A Class B1RR | Series 2025-36A Class B1RR | Series 2025-36A Class B1RR | Series 2025-36A Class B1RR | Series 2025-36A Class B1RR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/15/2035<br>| &nbsp;&nbsp; 5.222% |  | 5000000 | &nbsp;&nbsp; 4970885 |
| Magnetite Ltd.<sup>(b),(c)</sup>  | Magnetite Ltd.<sup>(b),(c)</sup>  | Magnetite Ltd.<sup>(b),(c)</sup>  | Magnetite Ltd.<sup>(b),(c)</sup>  | Magnetite Ltd.<sup>(b),(c)</sup>  |
| Series 2019-23A Class AR2 | Series 2019-23A Class AR2 | Series 2019-23A Class AR2 | Series 2019-23A Class AR2 | Series 2019-23A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 0.990% <br>Floor 0.990% <br>01/25/2035<br>| &nbsp;&nbsp; 3.671% |  | 7410000 | &nbsp;&nbsp; 7393001 |
| Neuberger Berman Loan Advisers CLO 51 Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers CLO 51 Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers CLO 51 Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers CLO 51 Ltd.<sup>(b),(c)</sup>  | Neuberger Berman Loan Advisers CLO 51 Ltd.<sup>(b),(c)</sup>  |
| Series 2026-51A Class AR2 | Series 2026-51A Class AR2 | Series 2026-51A Class AR2 | Series 2026-51A Class AR2 | Series 2026-51A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.000% <br>10/23/2036<br>| &nbsp;&nbsp; 0.000% |  | 6000000 | &nbsp;&nbsp; 5998290 |
| Octagon Investment Partners 51 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 51 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 51 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 51 Ltd.<sup>(b),(c)</sup>  | Octagon Investment Partners 51 Ltd.<sup>(b),(c)</sup>  |
| Series 2021-1A Class BR | Series 2021-1A Class BR | Series 2021-1A Class BR | Series 2021-1A Class BR | Series 2021-1A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.500% <br>Floor 1.500% <br>07/20/2034<br>| &nbsp;&nbsp; 5.168% |  | 7215000 | &nbsp;&nbsp; 7172634 |
| Park Avenue Institutional Advisers CLO Ltd.<sup>(b),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(b),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(b),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(b),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2021-2A Class BR | Series 2021-2A Class BR | Series 2021-2A Class BR | Series 2021-2A Class BR | Series 2021-2A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>Floor 1.600% <br>07/15/2034<br>| &nbsp;&nbsp; 5.272% |  | 6900000 | &nbsp;&nbsp; 6902587 |
| Penta CLO DAC<sup>(b),(c)</sup>  | Penta CLO DAC<sup>(b),(c)</sup>  | Penta CLO DAC<sup>(b),(c)</sup>  | Penta CLO DAC<sup>(b),(c)</sup>  | Penta CLO DAC<sup>(b),(c)</sup>  |
| Series 2025-21A Class B | Series 2025-21A Class B | Series 2025-21A Class B | Series 2025-21A Class B | Series 2025-21A Class B |
| &nbsp;&nbsp; 3-month EURIBOR + 1.900% <br>Floor 1.900% <br>02/16/2039<br>| &nbsp;&nbsp; 3.929% | EUR | 6800000 | &nbsp;&nbsp; 7831563 |
| Regatta 32 Funding Ltd.<sup>(b),(c)</sup>  | Regatta 32 Funding Ltd.<sup>(b),(c)</sup>  | Regatta 32 Funding Ltd.<sup>(b),(c)</sup>  | Regatta 32 Funding Ltd.<sup>(b),(c)</sup>  | Regatta 32 Funding Ltd.<sup>(b),(c)</sup>  |
| Series 2025-4A Class A1 | Series 2025-4A Class A1 | Series 2025-4A Class A1 | Series 2025-4A Class A1 | Series 2025-4A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.340% <br>Floor 1.340%, Cap 1.340% <br>07/25/2038<br>| &nbsp;&nbsp; 5.008% |  | 7000000 | &nbsp;&nbsp; 7006951 |
| Rockford Tower CLO Ltd.<sup>(b),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(b),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(b),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(b),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2025-1A Class BR | Series 2025-1A Class BR | Series 2025-1A Class BR | Series 2025-1A Class BR | Series 2025-1A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>07/20/2035<br>| &nbsp;&nbsp; 5.368% |  | 7500000 | &nbsp;&nbsp; 7475782 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Asset-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| RR 16 Ltd.<sup>(b),(c)</sup>  | RR 16 Ltd.<sup>(b),(c)</sup>  | RR 16 Ltd.<sup>(b),(c)</sup>  | RR 16 Ltd.<sup>(b),(c)</sup>  |
| Series 2021-16A Class A2R | Series 2021-16A Class A2R | Series 2021-16A Class A2R | Series 2021-16A Class A2R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.500% <br>07/15/2036<br>| &nbsp;&nbsp; 5.172% | 7192500 | &nbsp;&nbsp; 7171016 |
| SLC Student Loan Trust<sup>(c)</sup>  | SLC Student Loan Trust<sup>(c)</sup>  | SLC Student Loan Trust<sup>(c)</sup>  | SLC Student Loan Trust<sup>(c)</sup>  |
| Series 2006-1 Class B | Series 2006-1 Class B | Series 2006-1 Class B | Series 2006-1 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 0.472% <br>Floor 0.210% <br>03/15/2055<br>| &nbsp;&nbsp; 4.604% | 145152 | &nbsp;&nbsp; 131573 |
| SLM Student Loan Trust<sup>(c)</sup>  | SLM Student Loan Trust<sup>(c)</sup>  | SLM Student Loan Trust<sup>(c)</sup>  | SLM Student Loan Trust<sup>(c)</sup>  |
| Series 2007-7 Class A4 | Series 2007-7 Class A4 | Series 2007-7 Class A4 | Series 2007-7 Class A4 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.592% <br>Floor 0.330% <br>12/25/2027<br>| &nbsp;&nbsp; 4.479% | 1297956 | &nbsp;&nbsp; 1283509 |
| Series 2007-7 Class B | Series 2007-7 Class B | Series 2007-7 Class B | Series 2007-7 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 1.012% <br>Floor 0.750% <br>10/27/2070<br>| &nbsp;&nbsp; 4.899% | 1990000 | &nbsp;&nbsp; 2068542 |
| Series 2008-4 Class A4 | Series 2008-4 Class A4 | Series 2008-4 Class A4 | Series 2008-4 Class A4 |
| &nbsp;&nbsp; 90-day Average SOFR + 1.912% <br>Floor 1.650% <br>07/25/2026<br>| &nbsp;&nbsp; 5.799% | 369648 | &nbsp;&nbsp; 370447 |
| Series 2008-5 Class B | Series 2008-5 Class B | Series 2008-5 Class B | Series 2008-5 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>07/25/2073<br>| &nbsp;&nbsp; 5.999% | 5860000 | &nbsp;&nbsp; 6209437 |
| SVC ABS LLC<sup>(b)</sup>  | SVC ABS LLC<sup>(b)</sup>  | SVC ABS LLC<sup>(b)</sup>  | SVC ABS LLC<sup>(b)</sup>  |
| Series 2026-1 Class B | Series 2026-1 Class B | Series 2026-1 Class B | Series 2026-1 Class B |
| 03/20/2056 | &nbsp;&nbsp; 5.795% | 3800000 | &nbsp;&nbsp; 3751616 |
| Switch ABS Issuer LLC<sup>(b)</sup>  | Switch ABS Issuer LLC<sup>(b)</sup>  | Switch ABS Issuer LLC<sup>(b)</sup>  | Switch ABS Issuer LLC<sup>(b)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 03/25/2055 | &nbsp;&nbsp; 5.036% | 7310000 | &nbsp;&nbsp; 7053966 |
| Voya CLO Ltd.<sup>(b),(c)</sup>  | Voya CLO Ltd.<sup>(b),(c)</sup>  | Voya CLO Ltd.<sup>(b),(c)</sup>  | Voya CLO Ltd.<sup>(b),(c)</sup>  |
| Series 2014-4A Class A1RB | Series 2014-4A Class A1RB | Series 2014-4A Class A1RB | Series 2014-4A Class A1RB |
| &nbsp;&nbsp; 3-month Term SOFR + 1.742% <br>Floor 1.480% <br>07/14/2031<br>| &nbsp;&nbsp; 5.409% | 5725000 | &nbsp;&nbsp; 5724067 |
| Wachovia Student Loan Trust<sup>(b),(c)</sup>  | Wachovia Student Loan Trust<sup>(b),(c)</sup>  | Wachovia Student Loan Trust<sup>(b),(c)</sup>  | Wachovia Student Loan Trust<sup>(b),(c)</sup>  |
| Series 2006-1 Class A6 | Series 2006-1 Class A6 | Series 2006-1 Class A6 | Series 2006-1 Class A6 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.432% <br>Floor 0.170% <br>04/25/2040<br>| &nbsp;&nbsp; 4.319% | 3045392 | &nbsp;&nbsp; 2979292 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $233,426,183) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $233,426,183) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $233,426,183) | &nbsp;&nbsp; **234224328** |
| **Commercial Mortgage-Backed Securities - Agency 0.3%** | **Commercial Mortgage-Backed Securities - Agency 0.3%** | **Commercial Mortgage-Backed Securities - Agency 0.3%** | **Commercial Mortgage-Backed Securities - Agency 0.3%** |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| Series 2001-M2 Class Z2 | Series 2001-M2 Class Z2 | Series 2001-M2 Class Z2 | Series 2001-M2 Class Z2 |
| 06/25/2031 | &nbsp;&nbsp; 6.300% | 6296 | &nbsp;&nbsp; 6269 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  | Government National Mortgage Association<sup>(e),(f)</sup>  |
| Series 2012-55 Class IO | Series 2012-55 Class IO | Series 2012-55 Class IO | Series 2012-55 Class IO | Series 2012-55 Class IO |
| 04/16/2052 | &nbsp;&nbsp; 0.000% |  | 254357 | &nbsp;&nbsp; 3 |
| Series 2021-36 Class IO | Series 2021-36 Class IO | Series 2021-36 Class IO | Series 2021-36 Class IO | Series 2021-36 Class IO |
| 03/16/2063 | &nbsp;&nbsp; 1.279% |  | 18011244 | &nbsp;&nbsp; 1453136 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| Series 2021-2 Class AH | Series 2021-2 Class AH | Series 2021-2 Class AH | Series 2021-2 Class AH | Series 2021-2 Class AH |
| 06/16/2063 | &nbsp;&nbsp; 1.500% |  | 4109823 | &nbsp;&nbsp; 3043049 |
| Series 2021-21 Class AH | Series 2021-21 Class AH | Series 2021-21 Class AH | Series 2021-21 Class AH | Series 2021-21 Class AH |
| 06/16/2063 | &nbsp;&nbsp; 1.400% |  | 2845315 | &nbsp;&nbsp; 2153425 |
| Series 2021-31 Class B | Series 2021-31 Class B | Series 2021-31 Class B | Series 2021-31 Class B | Series 2021-31 Class B |
| 01/16/2061 | &nbsp;&nbsp; 1.250% |  | 3093245 | &nbsp;&nbsp; 2249159 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $9,858,416) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $9,858,416) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $9,858,416) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $9,858,416) | &nbsp;&nbsp; **8905041** |
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **2.9%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **2.9%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **2.9%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **2.9%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **2.9%** |
| 1345T<sup>(b),(c)</sup>  | 1345T<sup>(b),(c)</sup>  | 1345T<sup>(b),(c)</sup>  | 1345T<sup>(b),(c)</sup>  | 1345T<sup>(b),(c)</sup>  |
| Series 2025-AOA Class B | Series 2025-AOA Class B | Series 2025-AOA Class B | Series 2025-AOA Class B | Series 2025-AOA Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>06/15/2042<br>| &nbsp;&nbsp; 5.673% |  | 4500000 | &nbsp;&nbsp; 4500008 |
| BX Commercial Mortgage Trust<sup>(b),(c)</sup>  | BX Commercial Mortgage Trust<sup>(b),(c)</sup>  | BX Commercial Mortgage Trust<sup>(b),(c)</sup>  | BX Commercial Mortgage Trust<sup>(b),(c)</sup>  | BX Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2026-CSMO Class B | Series 2026-CSMO Class B | Series 2026-CSMO Class B | Series 2026-CSMO Class B | Series 2026-CSMO Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.700% <br>Floor 1.700% <br>02/15/2042<br>| &nbsp;&nbsp; 5.373% |  | 3350000 | &nbsp;&nbsp; 3349997 |
| BX Trust<sup>(b),(c)</sup>  | BX Trust<sup>(b),(c)</sup>  | BX Trust<sup>(b),(c)</sup>  | BX Trust<sup>(b),(c)</sup>  | BX Trust<sup>(b),(c)</sup>  |
| Series 2025-VLT7 Class B | Series 2025-VLT7 Class B | Series 2025-VLT7 Class B | Series 2025-VLT7 Class B | Series 2025-VLT7 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 2.000% <br>07/15/2027<br>| &nbsp;&nbsp; 5.673% |  | 4200000 | &nbsp;&nbsp; 4175013 |
| Series 2025-VOLT Class B | Series 2025-VOLT Class B | Series 2025-VOLT Class B | Series 2025-VOLT Class B | Series 2025-VOLT Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.100% <br>Floor 2.100% <br>12/15/2044<br>| &nbsp;&nbsp; 5.773% |  | 4400000 | &nbsp;&nbsp; 4380757 |
| BX Trust<sup>(b),(c),(g)</sup>  | BX Trust<sup>(b),(c),(g)</sup>  | BX Trust<sup>(b),(c),(g)</sup>  | BX Trust<sup>(b),(c),(g)</sup>  | BX Trust<sup>(b),(c),(g)</sup>  |
| Series 2026-RISE Class B | Series 2026-RISE Class B | Series 2026-RISE Class B | Series 2026-RISE Class B | Series 2026-RISE Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.450% <br>04/15/2059<br>| &nbsp;&nbsp; 5.120% |  | 3340000 | &nbsp;&nbsp; 3340000 |
| Caister Finance DAC<sup>(b),(c)</sup>  | Caister Finance DAC<sup>(b),(c)</sup>  | Caister Finance DAC<sup>(b),(c)</sup>  | Caister Finance DAC<sup>(b),(c)</sup>  | Caister Finance DAC<sup>(b),(c)</sup>  |
| Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C |
| &nbsp;&nbsp; SONIA + 2.840% <br>08/17/2035<br>| &nbsp;&nbsp; 6.570% | GBP | 1980000 | &nbsp;&nbsp; 2593297 |
| DBGS Mortgage Trust<sup>(b),(c)</sup>  | DBGS Mortgage Trust<sup>(b),(c)</sup>  | DBGS Mortgage Trust<sup>(b),(c)</sup>  | DBGS Mortgage Trust<sup>(b),(c)</sup>  | DBGS Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2021-W52 Class A | Series 2021-W52 Class A | Series 2021-W52 Class A | Series 2021-W52 Class A | Series 2021-W52 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.509% <br>Floor 1.395% <br>10/15/2036<br>| &nbsp;&nbsp; 5.320% |  | 5725000 | &nbsp;&nbsp; 5709480 |
| Great Wolf Trust<sup>(b),(c)</sup>  | Great Wolf Trust<sup>(b),(c)</sup>  | Great Wolf Trust<sup>(b),(c)</sup>  | Great Wolf Trust<sup>(b),(c)</sup>  | Great Wolf Trust<sup>(b),(c)</sup>  |
| Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.141% <br>05/15/2041<br>| &nbsp;&nbsp; 5.813% |  | 4437000 | &nbsp;&nbsp; 4438383 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Hudson Yards Mortgage Trust<sup>(b)</sup>  | Hudson Yards Mortgage Trust<sup>(b)</sup>  | Hudson Yards Mortgage Trust<sup>(b)</sup>  | Hudson Yards Mortgage Trust<sup>(b)</sup>  | Hudson Yards Mortgage Trust<sup>(b)</sup>  |
| Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A |
| 07/10/2039 | &nbsp;&nbsp; 3.228% |  | 2770000 | &nbsp;&nbsp; 2633331 |
| JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(b)</sup>  |
| Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A |
| 06/05/2039 | &nbsp;&nbsp; 3.397% |  | 2720000 | &nbsp;&nbsp; 2539199 |
| MAD Commercial Mortgage Trust<sup>(b),(e)</sup>  | MAD Commercial Mortgage Trust<sup>(b),(e)</sup>  | MAD Commercial Mortgage Trust<sup>(b),(e)</sup>  | MAD Commercial Mortgage Trust<sup>(b),(e)</sup>  | MAD Commercial Mortgage Trust<sup>(b),(e)</sup>  |
| Series 2025-11MD Class C | Series 2025-11MD Class C | Series 2025-11MD Class C | Series 2025-11MD Class C | Series 2025-11MD Class C |
| 10/15/2042 | &nbsp;&nbsp; 5.818% |  | 2940000 | &nbsp;&nbsp; 2933949 |
| Manhattan West<sup>(b)</sup>  | Manhattan West<sup>(b)</sup>  | Manhattan West<sup>(b)</sup>  | Manhattan West<sup>(b)</sup>  | Manhattan West<sup>(b)</sup>  |
| Series 2020-1MW Class A | Series 2020-1MW Class A | Series 2020-1MW Class A | Series 2020-1MW Class A | Series 2020-1MW Class A |
| 09/10/2039 | &nbsp;&nbsp; 2.130% |  | 3470000 | &nbsp;&nbsp; 3341591 |
| MKT Mortgage Trust<sup>(b)</sup>  | MKT Mortgage Trust<sup>(b)</sup>  | MKT Mortgage Trust<sup>(b)</sup>  | MKT Mortgage Trust<sup>(b)</sup>  | MKT Mortgage Trust<sup>(b)</sup>  |
| Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A |
| 02/12/2040 | &nbsp;&nbsp; 2.694% |  | 2035000 | &nbsp;&nbsp; 1834384 |
| NYC Commercial Mortgage Trust<sup>(b)</sup>  | NYC Commercial Mortgage Trust<sup>(b)</sup>  | NYC Commercial Mortgage Trust<sup>(b)</sup>  | NYC Commercial Mortgage Trust<sup>(b)</sup>  | NYC Commercial Mortgage Trust<sup>(b)</sup>  |
| Series 2025-1155 Class A | Series 2025-1155 Class A | Series 2025-1155 Class A | Series 2025-1155 Class A | Series 2025-1155 Class A |
| 06/10/2042 | &nbsp;&nbsp; 5.833% |  | 5143000 | &nbsp;&nbsp; 5219939 |
| PFP Ltd.<sup>(b),(c)</sup>  | PFP Ltd.<sup>(b),(c)</sup>  | PFP Ltd.<sup>(b),(c)</sup>  | PFP Ltd.<sup>(b),(c)</sup>  | PFP Ltd.<sup>(b),(c)</sup>  |
| Series 2025-12 Class AS | Series 2025-12 Class AS | Series 2025-12 Class AS | Series 2025-12 Class AS | Series 2025-12 Class AS |
| &nbsp;&nbsp; 1-month Term SOFR + 1.742% <br>Floor 1.742% <br>12/18/2042<br>| &nbsp;&nbsp; 5.421% |  | 3200000 | &nbsp;&nbsp; 3199708 |
| Series 2025-12 Class B | Series 2025-12 Class B | Series 2025-12 Class B | Series 2025-12 Class B | Series 2025-12 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.042% <br>Floor 2.042% <br>12/18/2042<br>| &nbsp;&nbsp; 5.722% |  | 4820000 | &nbsp;&nbsp; 4817026 |
| Series 2026-13 Class AS | Series 2026-13 Class AS | Series 2026-13 Class AS | Series 2026-13 Class AS | Series 2026-13 Class AS |
| &nbsp;&nbsp; 1-month Term SOFR + 1.650% <br>Floor 1.650% <br>08/18/2043<br>| &nbsp;&nbsp; 5.430% |  | 5500000 | &nbsp;&nbsp; 5503034 |
| StorageMart Commercial Mortgage Trust<sup>(b),(c)</sup>  | StorageMart Commercial Mortgage Trust<sup>(b),(c)</sup>  | StorageMart Commercial Mortgage Trust<sup>(b),(c)</sup>  | StorageMart Commercial Mortgage Trust<sup>(b),(c)</sup>  | StorageMart Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Subordinated Series 2022-MINI Class F | Subordinated Series 2022-MINI Class F | Subordinated Series 2022-MINI Class F | Subordinated Series 2022-MINI Class F | Subordinated Series 2022-MINI Class F |
| &nbsp;&nbsp; 1-month Term SOFR + 3.350% <br>Floor 3.350% <br>01/15/2039<br>| &nbsp;&nbsp; 7.023% |  | 5607000 | &nbsp;&nbsp; 5466825 |
| STWD LLC<sup>(b),(c)</sup>  | STWD LLC<sup>(b),(c)</sup>  | STWD LLC<sup>(b),(c)</sup>  | STWD LLC<sup>(b),(c)</sup>  | STWD LLC<sup>(b),(c)</sup>  |
| Series 2025-FL4 Class AS | Series 2025-FL4 Class AS | Series 2025-FL4 Class AS | Series 2025-FL4 Class AS | Series 2025-FL4 Class AS |
| &nbsp;&nbsp; 1-month Term SOFR + 1.700% <br>Floor 1.700% <br>11/19/2042<br>| &nbsp;&nbsp; 5.377% |  | 4345000 | &nbsp;&nbsp; 4344995 |
| TRTX Issuer Ltd.<sup>(b),(c)</sup>  | TRTX Issuer Ltd.<sup>(b),(c)</sup>  | TRTX Issuer Ltd.<sup>(b),(c)</sup>  | TRTX Issuer Ltd.<sup>(b),(c)</sup>  | TRTX Issuer Ltd.<sup>(b),(c)</sup>  |
| Series 2025-FL7 Class AS | Series 2025-FL7 Class AS | Series 2025-FL7 Class AS | Series 2025-FL7 Class AS | Series 2025-FL7 Class AS |
| &nbsp;&nbsp; 1-month Term SOFR + 1.700% <br>Floor 1.700% <br>06/18/2043<br>| &nbsp;&nbsp; 5.380% |  | 2950000 | &nbsp;&nbsp; 2949352 |
| UK Logistics<sup>(b),(c)</sup>  | UK Logistics<sup>(b),(c)</sup>  | UK Logistics<sup>(b),(c)</sup>  | UK Logistics<sup>(b),(c)</sup>  | UK Logistics<sup>(b),(c)</sup>  |
| Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C |
| &nbsp;&nbsp; SONIA + 2.100% <br>Floor 2.100%, Cap 7.100% <br>02/17/2035<br>| &nbsp;&nbsp; 5.830% | GBP | 1955982 | &nbsp;&nbsp; 2574721 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| WBHT Commercial Mortgage Trust<sup>(b),(c)</sup>  | WBHT Commercial Mortgage Trust<sup>(b),(c)</sup>  | WBHT Commercial Mortgage Trust<sup>(b),(c)</sup>  | WBHT Commercial Mortgage Trust<sup>(b),(c)</sup>  |
| Series 2025-WBM Class A | Series 2025-WBM Class A | Series 2025-WBM Class A | Series 2025-WBM Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.742% <br>06/15/2042<br>| &nbsp;&nbsp; 5.423% | 3410000 | &nbsp;&nbsp; 3407873 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $83,955,316) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $83,955,316) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $83,955,316) | &nbsp;&nbsp; **83252862** |

---

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

---

| | | |
|:---|:---|:---|
| **Common Stocks 0.1%** | **Common Stocks 0.1%** | **Common Stocks 0.1%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Health Care 0.0%** | **Health Care 0.0%** | **Health Care 0.0%** |
| **Health Care Providers & Services 0.0%** | **Health Care Providers & Services 0.0%** | **Health Care Providers & Services 0.0%** |
| ModivCare Buyer LLC<sup>(h)</sup> <br>| &nbsp;&nbsp; 142420 | &nbsp;&nbsp; 925730 |
| **Total Health Care** | **Total Health Care** | &nbsp;&nbsp; **925730** |
| **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** |
| **Containers & Packaging 0.1%** | **Containers & Packaging 0.1%** | **Containers & Packaging 0.1%** |
| Ardagh Holdings SA<sup>(h)</sup> <br>| &nbsp;&nbsp; 139044 | &nbsp;&nbsp; 1025450 |
| **Total Materials** | **Total Materials** | &nbsp;&nbsp; **1025450** |
| &nbsp;&nbsp; Total Common Stocks <br>(Cost $1,551,428) | &nbsp;&nbsp; Total Common Stocks <br>(Cost $1,551,428) | &nbsp;&nbsp; **1951180** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Convertible Bonds**<sup>(a)</sup> **0.1%** | **Convertible Bonds**<sup>(a)</sup> **0.1%** | **Convertible Bonds**<sup>(a)</sup> **0.1%** | **Convertible Bonds**<sup>(a)</sup> **0.1%** | **Convertible Bonds**<sup>(a)</sup> **0.1%** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** |
| Davide Campari-Milano NV<sup>(b)</sup>  | Davide Campari-Milano NV<sup>(b)</sup>  | Davide Campari-Milano NV<sup>(b)</sup>  | Davide Campari-Milano NV<sup>(b)</sup>  | Davide Campari-Milano NV<sup>(b)</sup>  |
| 01/17/2029 | &nbsp;&nbsp; 2.375% | EUR | 1200000 | &nbsp;&nbsp; 1351240 |
| **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** |
| Worldline SA<sup>(b),(i)</sup>  | Worldline SA<sup>(b),(i)</sup>  | Worldline SA<sup>(b),(i)</sup>  | Worldline SA<sup>(b),(i)</sup>  | Worldline SA<sup>(b),(i)</sup>  |
| 07/30/2026 | &nbsp;&nbsp; 0.000% | EUR | 1028904 | &nbsp;&nbsp; 1203528 |
| &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,314,181) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,314,181) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,314,181) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,314,181) | &nbsp;&nbsp; **2554768** |
| **Corporate Bonds & Notes**<sup>(a)</sup> **16.4%** | **Corporate Bonds & Notes**<sup>(a)</sup> **16.4%** | **Corporate Bonds & Notes**<sup>(a)</sup> **16.4%** | **Corporate Bonds & Notes**<sup>(a)</sup> **16.4%** | **Corporate Bonds & Notes**<sup>(a)</sup> **16.4%** |
| **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** |
| General Electric Co.<sup>(c)</sup>  | General Electric Co.<sup>(c)</sup>  | General Electric Co.<sup>(c)</sup>  | General Electric Co.<sup>(c)</sup>  | General Electric Co.<sup>(c)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 0.642% <br>05/05/2026<br>| &nbsp;&nbsp; 4.305% |  | 1886000 | &nbsp;&nbsp; 1886277 |
| **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** |
| Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust |
| 06/10/2028 | &nbsp;&nbsp; 2.000% |  | 6040200 | &nbsp;&nbsp; 5842808 |
| JetBlue Airways Corp./Loyalty LP<sup>(b)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(b)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(b)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(b)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(b)</sup>  |
| 09/20/2031 | &nbsp;&nbsp; 9.875% |  | 180000 | &nbsp;&nbsp; 170111 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust |
| Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A |
| 01/15/2036 | &nbsp;&nbsp; 5.800% |  | 3087029 | &nbsp;&nbsp; 3178804 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **9191723** |
| **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** |
| American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP |
| 07/15/2031 | &nbsp;&nbsp; 2.375% |  | 1905000 | &nbsp;&nbsp; 1677326 |
| **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** |
| Robert Bosch GmbH<sup>(b)</sup>  | Robert Bosch GmbH<sup>(b)</sup>  | Robert Bosch GmbH<sup>(b)</sup>  | Robert Bosch GmbH<sup>(b)</sup>  | Robert Bosch GmbH<sup>(b)</sup>  |
| 06/02/2043 | &nbsp;&nbsp; 4.375% | EUR | 900000 | &nbsp;&nbsp; 997017 |
| Volkswagen Group of America Finance LLC<sup>(b)</sup>  | Volkswagen Group of America Finance LLC<sup>(b)</sup>  | Volkswagen Group of America Finance LLC<sup>(b)</sup>  | Volkswagen Group of America Finance LLC<sup>(b)</sup>  | Volkswagen Group of America Finance LLC<sup>(b)</sup>  |
| 03/25/2032 | &nbsp;&nbsp; 5.650% |  | 280000 | &nbsp;&nbsp; 284335 |
| Volkswagen International Finance NV<sup>(b),(d),(j)</sup>  | Volkswagen International Finance NV<sup>(b),(d),(j)</sup>  | Volkswagen International Finance NV<sup>(b),(d),(j)</sup>  | Volkswagen International Finance NV<sup>(b),(d),(j)</sup>  | Volkswagen International Finance NV<sup>(b),(d),(j)</sup>  |
|  | &nbsp;&nbsp; 7.875% | EUR | 1200000 | &nbsp;&nbsp; 1534443 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2815795** |
| **Banking 2.6%** | **Banking 2.6%** | **Banking 2.6%** | **Banking 2.6%** | **Banking 2.6%** |
| American Express Co.<sup>(d)</sup>  | American Express Co.<sup>(d)</sup>  | American Express Co.<sup>(d)</sup>  | American Express Co.<sup>(d)</sup>  | American Express Co.<sup>(d)</sup>  |
| 07/20/2033 | &nbsp;&nbsp; 4.918% |  | 2305000 | &nbsp;&nbsp; 2310689 |
| Bank of America Corp.<sup>(d)</sup>  | Bank of America Corp.<sup>(d)</sup>  | Bank of America Corp.<sup>(d)</sup>  | Bank of America Corp.<sup>(d)</sup>  | Bank of America Corp.<sup>(d)</sup>  |
| 07/22/2027 | &nbsp;&nbsp; 1.734% |  | 11220000 | &nbsp;&nbsp; 11126536 |
| 04/24/2028 | &nbsp;&nbsp; 3.705% |  | 4972000 | &nbsp;&nbsp; 4933808 |
| 06/14/2029 | &nbsp;&nbsp; 2.087% |  | 1880000 | &nbsp;&nbsp; 1787948 |
| 10/20/2032 | &nbsp;&nbsp; 2.572% |  | 4020000 | &nbsp;&nbsp; 3578663 |
| Bank of America Corp.<sup>(c)</sup>  | Bank of America Corp.<sup>(c)</sup>  | Bank of America Corp.<sup>(c)</sup>  | Bank of America Corp.<sup>(c)</sup>  | Bank of America Corp.<sup>(c)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| &nbsp;&nbsp; 3-month Term SOFR + 0.912% <br>12/01/2026<br>| &nbsp;&nbsp; 4.579% |  | 1000000 | &nbsp;&nbsp; 1001939 |
| Citibank NA | Citibank NA | Citibank NA | Citibank NA | Citibank NA |
| 05/29/2030 | &nbsp;&nbsp; 4.914% |  | 2970000 | &nbsp;&nbsp; 3015375 |
| Citigroup, Inc.<sup>(d)</sup>  | Citigroup, Inc.<sup>(d)</sup>  | Citigroup, Inc.<sup>(d)</sup>  | Citigroup, Inc.<sup>(d)</sup>  | Citigroup, Inc.<sup>(d)</sup>  |
| 05/01/2032 | &nbsp;&nbsp; 2.561% |  | 215000 | &nbsp;&nbsp; 192397 |
| Goldman Sachs Group, Inc. (The)<sup>(d)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(d)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(d)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(d)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(d)</sup>  |
| 09/10/2027 | &nbsp;&nbsp; 1.542% |  | 1092000 | &nbsp;&nbsp; 1077743 |
| 10/21/2027 | &nbsp;&nbsp; 1.948% |  | 5200000 | &nbsp;&nbsp; 5128680 |
| 10/23/2035 | &nbsp;&nbsp; 5.016% |  | 490000 | &nbsp;&nbsp; 481026 |
| 01/28/2036 | &nbsp;&nbsp; 5.536% |  | 520000 | &nbsp;&nbsp; 528647 |
| JPMorgan Chase & Co.<sup>(d)</sup>  | JPMorgan Chase & Co.<sup>(d)</sup>  | JPMorgan Chase & Co.<sup>(d)</sup>  | JPMorgan Chase & Co.<sup>(d)</sup>  | JPMorgan Chase & Co.<sup>(d)</sup>  |
| 04/22/2027 | &nbsp;&nbsp; 1.578% |  | 4495000 | &nbsp;&nbsp; 4487657 |
| 02/24/2028 | &nbsp;&nbsp; 2.947% |  | 2290000 | &nbsp;&nbsp; 2260866 |
| 10/15/2030 | &nbsp;&nbsp; 2.739% |  | 2320000 | &nbsp;&nbsp; 2185224 |
| 01/25/2033 | &nbsp;&nbsp; 2.963% |  | 4255000 | &nbsp;&nbsp; 3858048 |
| 01/24/2036 | &nbsp;&nbsp; 5.502% |  | 545000 | &nbsp;&nbsp; 557727 |
| Morgan Stanley<sup>(d)</sup>  | Morgan Stanley<sup>(d)</sup>  | Morgan Stanley<sup>(d)</sup>  | Morgan Stanley<sup>(d)</sup>  | Morgan Stanley<sup>(d)</sup>  |
| 05/04/2027 | &nbsp;&nbsp; 1.593% |  | 4445000 | &nbsp;&nbsp; 4432718 |
| 04/28/2032 | &nbsp;&nbsp; 1.928% |  | 2805000 | &nbsp;&nbsp; 2431175 |
| 10/20/2032 | &nbsp;&nbsp; 2.511% |  | 845000 | &nbsp;&nbsp; 746234 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Morgan Stanley Private Bank<sup>(d)</sup>  | Morgan Stanley Private Bank<sup>(d)</sup>  | Morgan Stanley Private Bank<sup>(d)</sup>  | Morgan Stanley Private Bank<sup>(d)</sup>  | Morgan Stanley Private Bank<sup>(d)</sup>  |
| 11/17/2028 | &nbsp;&nbsp; 4.204% |  | 175000 | &nbsp;&nbsp; 174375 |
| 11/19/2031 | &nbsp;&nbsp; 4.465% |  | 2500000 | &nbsp;&nbsp; 2461745 |
| Morgan Stanley Private Bank NA<sup>(d)</sup>  | Morgan Stanley Private Bank NA<sup>(d)</sup>  | Morgan Stanley Private Bank NA<sup>(d)</sup>  | Morgan Stanley Private Bank NA<sup>(d)</sup>  | Morgan Stanley Private Bank NA<sup>(d)</sup>  |
| 07/18/2031 | &nbsp;&nbsp; 4.734% |  | 3395000 | &nbsp;&nbsp; 3383375 |
| PNC Financial Services Group, Inc. (The)<sup>(d)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(d)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(d)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(d)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(d)</sup>  |
| 10/28/2033 | &nbsp;&nbsp; 6.037% |  | 340000 | &nbsp;&nbsp; 359466 |
| Santander UK Group Holdings PLC<sup>(d)</sup>  | Santander UK Group Holdings PLC<sup>(d)</sup>  | Santander UK Group Holdings PLC<sup>(d)</sup>  | Santander UK Group Holdings PLC<sup>(d)</sup>  | Santander UK Group Holdings PLC<sup>(d)</sup>  |
| 06/14/2027 | &nbsp;&nbsp; 1.673% |  | 325000 | &nbsp;&nbsp; 322971 |
| Wells Fargo & Co.<sup>(d)</sup>  | Wells Fargo & Co.<sup>(d)</sup>  | Wells Fargo & Co.<sup>(d)</sup>  | Wells Fargo & Co.<sup>(d)</sup>  | Wells Fargo & Co.<sup>(d)</sup>  |
| 06/02/2028 | &nbsp;&nbsp; 2.393% |  | 5278000 | &nbsp;&nbsp; 5151696 |
| 01/24/2031 | &nbsp;&nbsp; 5.244% |  | 3045000 | &nbsp;&nbsp; 3103286 |
| 07/25/2033 | &nbsp;&nbsp; 4.897% |  | 2850000 | &nbsp;&nbsp; 2834045 |
| 12/03/2035 | &nbsp;&nbsp; 5.211% |  | 780000 | &nbsp;&nbsp; 776450 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **74690509** |
| **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** |
| Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. |
| 07/18/2035 | &nbsp;&nbsp; 3.750% | EUR | 2675000 | &nbsp;&nbsp; 3054552 |
| **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** |
| CCO Holdings LLC/Capital Corp.<sup>(b)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(b)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(b)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(b)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(b)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 5.375% |  | 500000 | &nbsp;&nbsp; 493252 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| 06/01/2034 | &nbsp;&nbsp; 6.550% |  | 1271000 | &nbsp;&nbsp; 1318720 |
| Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital |
| 12/01/2035 | &nbsp;&nbsp; 5.850% |  | 1700000 | &nbsp;&nbsp; 1670687 |
| 03/01/2042 | &nbsp;&nbsp; 3.500% |  | 2175000 | &nbsp;&nbsp; 1487784 |
| 04/01/2048 | &nbsp;&nbsp; 5.750% |  | 1418000 | &nbsp;&nbsp; 1185287 |
| 07/01/2049 | &nbsp;&nbsp; 5.125% |  | 1335000 | &nbsp;&nbsp; 1024480 |
| 03/01/2050 | &nbsp;&nbsp; 4.800% |  | 1165000 | &nbsp;&nbsp; 864050 |
| 06/01/2052 | &nbsp;&nbsp; 3.900% |  | 27000 | &nbsp;&nbsp; 17174 |
| CSC Holdings LLC<sup>(b)</sup>  | CSC Holdings LLC<sup>(b)</sup>  | CSC Holdings LLC<sup>(b)</sup>  | CSC Holdings LLC<sup>(b)</sup>  | CSC Holdings LLC<sup>(b)</sup>  |
| 01/31/2029 | &nbsp;&nbsp; 11.750% |  | 2925000 | &nbsp;&nbsp; 2115237 |
| 02/01/2029 | &nbsp;&nbsp; 6.500% |  | 3131000 | &nbsp;&nbsp; 1998487 |
| 01/15/2030 | &nbsp;&nbsp; 5.750% |  | 600000 | &nbsp;&nbsp; 225427 |
| 11/15/2031 | &nbsp;&nbsp; 4.500% |  | 400000 | &nbsp;&nbsp; 237048 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| 11/15/2040 | &nbsp;&nbsp; 5.875% |  | 350000 | &nbsp;&nbsp; 316100 |
| Virgin Media O2 Vendor Financing Notes VI DAC<sup>(b)</sup>  | Virgin Media O2 Vendor Financing Notes VI DAC<sup>(b)</sup>  | Virgin Media O2 Vendor Financing Notes VI DAC<sup>(b)</sup>  | Virgin Media O2 Vendor Financing Notes VI DAC<sup>(b)</sup>  | Virgin Media O2 Vendor Financing Notes VI DAC<sup>(b)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 8.500% |  | 653000 | &nbsp;&nbsp; 569780 |
| VZ Secured Financing BV<sup>(b)</sup>  | VZ Secured Financing BV<sup>(b)</sup>  | VZ Secured Financing BV<sup>(b)</sup>  | VZ Secured Financing BV<sup>(b)</sup>  | VZ Secured Financing BV<sup>(b)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 5.000% |  | 3250000 | &nbsp;&nbsp; 2794505 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **16318018** |
| **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** |
| Dyno Nobel Ltd. | Dyno Nobel Ltd. | Dyno Nobel Ltd. | Dyno Nobel Ltd. | Dyno Nobel Ltd. |
| 11/08/2032 | &nbsp;&nbsp; 5.400% | AUD | 1100000 | &nbsp;&nbsp; 728582 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| International Flavors & Fragrances, Inc.<sup>(b)</sup>  | International Flavors & Fragrances, Inc.<sup>(b)</sup>  | International Flavors & Fragrances, Inc.<sup>(b)</sup>  | International Flavors & Fragrances, Inc.<sup>(b)</sup>  | International Flavors & Fragrances, Inc.<sup>(b)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 1.832% |  | 460000 | &nbsp;&nbsp; 441265 |
| 11/01/2030 | &nbsp;&nbsp; 2.300% |  | 3915000 | &nbsp;&nbsp; 3483686 |
| 11/15/2040 | &nbsp;&nbsp; 3.268% |  | 370000 | &nbsp;&nbsp; 276491 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4930024** |
| **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** |
| Oregon Tool Lux LP<sup>(b)</sup>  | Oregon Tool Lux LP<sup>(b)</sup>  | Oregon Tool Lux LP<sup>(b)</sup>  | Oregon Tool Lux LP<sup>(b)</sup>  | Oregon Tool Lux LP<sup>(b)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 7.875% |  | 413573 | &nbsp;&nbsp; 66631 |
| **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** |
| Booking Holdings, Inc. | Booking Holdings, Inc. | Booking Holdings, Inc. | Booking Holdings, Inc. | Booking Holdings, Inc. |
| 03/01/2044 | &nbsp;&nbsp; 4.000% | EUR | 355000 | &nbsp;&nbsp; 367833 |
| 03/21/2045 | &nbsp;&nbsp; 3.875% | EUR | 675000 | &nbsp;&nbsp; 688992 |
| Raven Acquisition Holdings LLC<sup>(b)</sup>  | Raven Acquisition Holdings LLC<sup>(b)</sup>  | Raven Acquisition Holdings LLC<sup>(b)</sup>  | Raven Acquisition Holdings LLC<sup>(b)</sup>  | Raven Acquisition Holdings LLC<sup>(b)</sup>  |
| 11/15/2031 | &nbsp;&nbsp; 6.875% |  | 290000 | &nbsp;&nbsp; 281084 |
| VT Topco, Inc.<sup>(b)</sup>  | VT Topco, Inc.<sup>(b)</sup>  | VT Topco, Inc.<sup>(b)</sup>  | VT Topco, Inc.<sup>(b)</sup>  | VT Topco, Inc.<sup>(b)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 8.500% |  | 918000 | &nbsp;&nbsp; 932668 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2270577** |
| **Consumer Products 0.1%** | **Consumer Products 0.1%** | **Consumer Products 0.1%** | **Consumer Products 0.1%** | **Consumer Products 0.1%** |
| Energizer Holdings, Inc.<sup>(b)</sup>  | Energizer Holdings, Inc.<sup>(b)</sup>  | Energizer Holdings, Inc.<sup>(b)</sup>  | Energizer Holdings, Inc.<sup>(b)</sup>  | Energizer Holdings, Inc.<sup>(b)</sup>  |
| 09/15/2033 | &nbsp;&nbsp; 6.000% |  | 1505000 | &nbsp;&nbsp; 1410685 |
| Newell Brands, Inc.<sup>(d)</sup>  | Newell Brands, Inc.<sup>(d)</sup>  | Newell Brands, Inc.<sup>(d)</sup>  | Newell Brands, Inc.<sup>(d)</sup>  | Newell Brands, Inc.<sup>(d)</sup>  |
| 04/01/2036 | &nbsp;&nbsp; 7.375% |  | 320000 | &nbsp;&nbsp; 294615 |
| Spectrum Brands, Inc.<sup>(b)</sup>  | Spectrum Brands, Inc.<sup>(b)</sup>  | Spectrum Brands, Inc.<sup>(b)</sup>  | Spectrum Brands, Inc.<sup>(b)</sup>  | Spectrum Brands, Inc.<sup>(b)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 3.875% |  | 412000 | &nbsp;&nbsp; 357076 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2062376** |
| **Diversified Manufacturing 0.1%** | **Diversified Manufacturing 0.1%** | **Diversified Manufacturing 0.1%** | **Diversified Manufacturing 0.1%** | **Diversified Manufacturing 0.1%** |
| Eaton Capital ULC | Eaton Capital ULC | Eaton Capital ULC | Eaton Capital ULC | Eaton Capital ULC |
| 03/10/2034 | &nbsp;&nbsp; 3.550% | EUR | 180000 | &nbsp;&nbsp; 204086 |
| 03/10/2038 | &nbsp;&nbsp; 4.000% | EUR | 1260000 | &nbsp;&nbsp; 1437764 |
| Eaton Corp. | Eaton Corp. | Eaton Corp. | Eaton Corp. | Eaton Corp. |
| 03/06/2036 | &nbsp;&nbsp; 4.800% |  | 985000 | &nbsp;&nbsp; 972497 |
| Smiths Group PLC<sup>(b)</sup>  | Smiths Group PLC<sup>(b)</sup>  | Smiths Group PLC<sup>(b)</sup>  | Smiths Group PLC<sup>(b)</sup>  | Smiths Group PLC<sup>(b)</sup>  |
| 11/13/2033 | &nbsp;&nbsp; 3.625% | EUR | 1255000 | &nbsp;&nbsp; 1398267 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4012614** |
| **Electric 2.4%** | **Electric 2.4%** | **Electric 2.4%** | **Electric 2.4%** | **Electric 2.4%** |
| AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC |
| 04/01/2050 | &nbsp;&nbsp; 3.650% |  | 305000 | &nbsp;&nbsp; 221190 |
| Alliant Energy Corp.<sup>(d)</sup>  | Alliant Energy Corp.<sup>(d)</sup>  | Alliant Energy Corp.<sup>(d)</sup>  | Alliant Energy Corp.<sup>(d)</sup>  | Alliant Energy Corp.<sup>(d)</sup>  |
| 04/01/2056 | &nbsp;&nbsp; 5.750% |  | 2350000 | &nbsp;&nbsp; 2283269 |
| American Electric Power Co, Inc.<sup>(d)</sup>  | American Electric Power Co, Inc.<sup>(d)</sup>  | American Electric Power Co, Inc.<sup>(d)</sup>  | American Electric Power Co, Inc.<sup>(d)</sup>  | American Electric Power Co, Inc.<sup>(d)</sup>  |
| 03/15/2056 | &nbsp;&nbsp; 5.800% |  | 4390000 | &nbsp;&nbsp; 4334796 |
| 03/15/2056 | &nbsp;&nbsp; 6.050% |  | 2085000 | &nbsp;&nbsp; 2067222 |
| Amprion GmbH<sup>(b)</sup>  | Amprion GmbH<sup>(b)</sup>  | Amprion GmbH<sup>(b)</sup>  | Amprion GmbH<sup>(b)</sup>  | Amprion GmbH<sup>(b)</sup>  |
| 01/15/2046 | &nbsp;&nbsp; 4.580% | EUR | 1200000 | &nbsp;&nbsp; 1358363 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. |
| 05/15/2033 | &nbsp;&nbsp; 5.950% |  | 3225000 | &nbsp;&nbsp; 3343360 |
| 04/01/2034 | &nbsp;&nbsp; 5.650% |  | 4030000 | &nbsp;&nbsp; 4150780 |
| Ausgrid Finance Pty Ltd.<sup>(b)</sup>  | Ausgrid Finance Pty Ltd.<sup>(b)</sup>  | Ausgrid Finance Pty Ltd.<sup>(b)</sup>  | Ausgrid Finance Pty Ltd.<sup>(b)</sup>  | Ausgrid Finance Pty Ltd.<sup>(b)</sup>  |
| 12/10/2035 | &nbsp;&nbsp; 5.946% | AUD | 1300000 | &nbsp;&nbsp; 876211 |
| CenterPoint Energy, Inc.<sup>(d)</sup>  | CenterPoint Energy, Inc.<sup>(d)</sup>  | CenterPoint Energy, Inc.<sup>(d)</sup>  | CenterPoint Energy, Inc.<sup>(d)</sup>  | CenterPoint Energy, Inc.<sup>(d)</sup>  |
| 04/01/2056 | &nbsp;&nbsp; 5.950% |  | 2200000 | &nbsp;&nbsp; 2172804 |
| Dominion Energy, Inc.<sup>(d)</sup>  | Dominion Energy, Inc.<sup>(d)</sup>  | Dominion Energy, Inc.<sup>(d)</sup>  | Dominion Energy, Inc.<sup>(d)</sup>  | Dominion Energy, Inc.<sup>(d)</sup>  |
| 02/15/2056 | &nbsp;&nbsp; 6.200% |  | 3150000 | &nbsp;&nbsp; 3124210 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| 11/15/2033 | &nbsp;&nbsp; 5.875% |  | 385000 | &nbsp;&nbsp; 408534 |
| Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC |
| 03/15/2036 | &nbsp;&nbsp; 4.950% |  | 1115000 | &nbsp;&nbsp; 1097929 |
| Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC |
| 04/01/2052 | &nbsp;&nbsp; 4.000% |  | 500000 | &nbsp;&nbsp; 377455 |
| Enel SpA<sup>(b),(d),(j)</sup>  | Enel SpA<sup>(b),(d),(j)</sup>  | Enel SpA<sup>(b),(d),(j)</sup>  | Enel SpA<sup>(b),(d),(j)</sup>  | Enel SpA<sup>(b),(d),(j)</sup>  |
|  | &nbsp;&nbsp; 4.500% | EUR | 1495000 | &nbsp;&nbsp; 1635834 |
| Entergy Corp.<sup>(d)</sup>  | Entergy Corp.<sup>(d)</sup>  | Entergy Corp.<sup>(d)</sup>  | Entergy Corp.<sup>(d)</sup>  | Entergy Corp.<sup>(d)</sup>  |
| 06/15/2056 | &nbsp;&nbsp; 6.100% |  | 3525000 | &nbsp;&nbsp; 3473552 |
| Eurogrid GmbH<sup>(b)</sup>  | Eurogrid GmbH<sup>(b)</sup>  | Eurogrid GmbH<sup>(b)</sup>  | Eurogrid GmbH<sup>(b)</sup>  | Eurogrid GmbH<sup>(b)</sup>  |
| 09/05/2031 | &nbsp;&nbsp; 3.279% | EUR | 200000 | &nbsp;&nbsp; 226700 |
| Eversource Energy | Eversource Energy | Eversource Energy | Eversource Energy | Eversource Energy |
| 07/01/2027 | &nbsp;&nbsp; 4.600% |  | 3135000 | &nbsp;&nbsp; 3138501 |
| 02/01/2029 | &nbsp;&nbsp; 5.950% |  | 2760000 | &nbsp;&nbsp; 2860645 |
| FirstEnergy Transmission LLC<sup>(b)</sup>  | FirstEnergy Transmission LLC<sup>(b)</sup>  | FirstEnergy Transmission LLC<sup>(b)</sup>  | FirstEnergy Transmission LLC<sup>(b)</sup>  | FirstEnergy Transmission LLC<sup>(b)</sup>  |
| 04/01/2049 | &nbsp;&nbsp; 4.550% |  | 1000000 | &nbsp;&nbsp; 829436 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |
| 03/01/2049 | &nbsp;&nbsp; 3.990% |  | 1500000 | &nbsp;&nbsp; 1161358 |
| Interstate Power and Light Co. | Interstate Power and Light Co. | Interstate Power and Light Co. | Interstate Power and Light Co. | Interstate Power and Light Co. |
| 10/15/2033 | &nbsp;&nbsp; 5.700% |  | 2750000 | &nbsp;&nbsp; 2864703 |
| Northern States Power Co. | Northern States Power Co. | Northern States Power Co. | Northern States Power Co. | Northern States Power Co. |
| 05/15/2035 | &nbsp;&nbsp; 5.050% |  | 1060000 | &nbsp;&nbsp; 1067890 |
| Oncor Electric Delivery Co. LLC | Oncor Electric Delivery Co. LLC | Oncor Electric Delivery Co. LLC | Oncor Electric Delivery Co. LLC | Oncor Electric Delivery Co. LLC |
| 04/01/2035 | &nbsp;&nbsp; 5.350% |  | 3025000 | &nbsp;&nbsp; 3090707 |
| PECO Energy Co. | PECO Energy Co. | PECO Energy Co. | PECO Energy Co. | PECO Energy Co. |
| 05/15/2052 | &nbsp;&nbsp; 4.600% |  | 2690000 | &nbsp;&nbsp; 2255658 |
| Pennsylvania Electric Co.<sup>(b)</sup>  | Pennsylvania Electric Co.<sup>(b)</sup>  | Pennsylvania Electric Co.<sup>(b)</sup>  | Pennsylvania Electric Co.<sup>(b)</sup>  | Pennsylvania Electric Co.<sup>(b)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 3.250% |  | 6950000 | &nbsp;&nbsp; 6793727 |
| Progress Energy, Inc. | Progress Energy, Inc. | Progress Energy, Inc. | Progress Energy, Inc. | Progress Energy, Inc. |
| 10/30/2031 | &nbsp;&nbsp; 7.000% |  | 2894000 | &nbsp;&nbsp; 3182706 |
| Public Service Co. | Public Service Co. | Public Service Co. | Public Service Co. | Public Service Co. |
| 01/15/2036 | &nbsp;&nbsp; 5.450% |  | 3670000 | &nbsp;&nbsp; 3696661 |
| Southern Co. (The)<sup>(d)</sup>  | Southern Co. (The)<sup>(d)</sup>  | Southern Co. (The)<sup>(d)</sup>  | Southern Co. (The)<sup>(d)</sup>  | Southern Co. (The)<sup>(d)</sup>  |
| 04/01/2058 | &nbsp;&nbsp; 6.000% |  | 1250000 | &nbsp;&nbsp; 1255884 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| WEC Energy Group, Inc.<sup>(d)</sup>  | WEC Energy Group, Inc.<sup>(d)</sup>  | WEC Energy Group, Inc.<sup>(d)</sup>  | WEC Energy Group, Inc.<sup>(d)</sup>  | WEC Energy Group, Inc.<sup>(d)</sup>  |
| 05/15/2056 | &nbsp;&nbsp; 5.625% |  | 4400000 | &nbsp;&nbsp; 4319036 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **67669121** |
| **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** |
| Seche Environnement SACA<sup>(b),(d),(j)</sup>  | Seche Environnement SACA<sup>(b),(d),(j)</sup>  | Seche Environnement SACA<sup>(b),(d),(j)</sup>  | Seche Environnement SACA<sup>(b),(d),(j)</sup>  | Seche Environnement SACA<sup>(b),(d),(j)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
|  | &nbsp;&nbsp; 5.870% | EUR | 600000 | &nbsp;&nbsp; 674908 |
| **Finance Companies 0.3%** | **Finance Companies 0.3%** | **Finance Companies 0.3%** | **Finance Companies 0.3%** | **Finance Companies 0.3%** |
| AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust |
| 10/29/2028 | &nbsp;&nbsp; 3.000% |  | 6350000 | &nbsp;&nbsp; 6114785 |
| Avolon Holdings Funding Ltd.<sup>(b)</sup>  | Avolon Holdings Funding Ltd.<sup>(b)</sup>  | Avolon Holdings Funding Ltd.<sup>(b)</sup>  | Avolon Holdings Funding Ltd.<sup>(b)</sup>  | Avolon Holdings Funding Ltd.<sup>(b)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 3.250% |  | 2035000 | &nbsp;&nbsp; 2012100 |
| 11/18/2027 | &nbsp;&nbsp; 2.528% |  | 1492000 | &nbsp;&nbsp; 1442304 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **9569189** |
| **Food and Beverage 0.5%** | **Food and Beverage 0.5%** | **Food and Beverage 0.5%** | **Food and Beverage 0.5%** | **Food and Beverage 0.5%** |
| JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl |
| 03/15/2034 | &nbsp;&nbsp; 6.750% |  | 1471000 | &nbsp;&nbsp; 1615308 |
| JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. |
| 12/01/2052 | &nbsp;&nbsp; 6.500% |  | 2076000 | &nbsp;&nbsp; 2097743 |
| Maple Parent Holdings Corp.<sup>(b)</sup>  | Maple Parent Holdings Corp.<sup>(b)</sup>  | Maple Parent Holdings Corp.<sup>(b)</sup>  | Maple Parent Holdings Corp.<sup>(b)</sup>  | Maple Parent Holdings Corp.<sup>(b)</sup>  |
| 03/26/2035 | &nbsp;&nbsp; 4.728% | EUR | 1765000 | &nbsp;&nbsp; 2038513 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| 03/01/2032 | &nbsp;&nbsp; 3.500% |  | 2634000 | &nbsp;&nbsp; 2391170 |
| 05/15/2034 | &nbsp;&nbsp; 6.875% |  | 3850000 | &nbsp;&nbsp; 4155893 |
| Smithfield Foods, Inc.<sup>(b)</sup>  | Smithfield Foods, Inc.<sup>(b)</sup>  | Smithfield Foods, Inc.<sup>(b)</sup>  | Smithfield Foods, Inc.<sup>(b)</sup>  | Smithfield Foods, Inc.<sup>(b)</sup>  |
| 09/13/2031 | &nbsp;&nbsp; 2.625% |  | 1500000 | &nbsp;&nbsp; 1318758 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **13617385** |
| **Gaming 0.4%** | **Gaming 0.4%** | **Gaming 0.4%** | **Gaming 0.4%** | **Gaming 0.4%** |
| FDJ United<sup>(b)</sup>  | FDJ United<sup>(b)</sup>  | FDJ United<sup>(b)</sup>  | FDJ United<sup>(b)</sup>  | FDJ United<sup>(b)</sup>  |
| 11/21/2033 | &nbsp;&nbsp; 3.375% | EUR | 1300000 | &nbsp;&nbsp; 1444282 |
| Flutter Treasury DAC<sup>(b)</sup>  | Flutter Treasury DAC<sup>(b)</sup>  | Flutter Treasury DAC<sup>(b)</sup>  | Flutter Treasury DAC<sup>(b)</sup>  | Flutter Treasury DAC<sup>(b)</sup>  |
| 06/04/2031 | &nbsp;&nbsp; 6.125% | GBP | 745000 | &nbsp;&nbsp; 955541 |
| GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. |
| 06/01/2028 | &nbsp;&nbsp; 5.750% |  | 870000 | &nbsp;&nbsp; 883341 |
| 01/15/2031 | &nbsp;&nbsp; 4.000% |  | 3030000 | &nbsp;&nbsp; 2865495 |
| Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(b)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 8.750% |  | 96000 | &nbsp;&nbsp; 93615 |
| Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. |
| 06/15/2028 | &nbsp;&nbsp; 5.625% |  | 2865000 | &nbsp;&nbsp; 2901828 |
| Ontario Gaming GTA LP<sup>(b)</sup>  | Ontario Gaming GTA LP<sup>(b)</sup>  | Ontario Gaming GTA LP<sup>(b)</sup>  | Ontario Gaming GTA LP<sup>(b)</sup>  | Ontario Gaming GTA LP<sup>(b)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 8.000% |  | 234000 | &nbsp;&nbsp; 224422 |
| VICI Properties LP/Note Co., Inc.<sup>(b)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(b)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(b)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(b)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(b)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 3.875% |  | 515000 | &nbsp;&nbsp; 500532 |
| 08/15/2030 | &nbsp;&nbsp; 4.125% |  | 105000 | &nbsp;&nbsp; 100632 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Voyager Parent LLC<sup>(b)</sup>  | Voyager Parent LLC<sup>(b)</sup>  | Voyager Parent LLC<sup>(b)</sup>  | Voyager Parent LLC<sup>(b)</sup>  | Voyager Parent LLC<sup>(b)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.250% |  | 312000 | &nbsp;&nbsp; 324863 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **10294551** |
| **Health Care 1.2%** | **Health Care 1.2%** | **Health Care 1.2%** | **Health Care 1.2%** | **Health Care 1.2%** |
| Cigna Group (The) | Cigna Group (The) | Cigna Group (The) | Cigna Group (The) | Cigna Group (The) |
| 01/15/2036 | &nbsp;&nbsp; 5.250% |  | 4350000 | &nbsp;&nbsp; 4356306 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| 02/21/2033 | &nbsp;&nbsp; 5.250% |  | 374000 | &nbsp;&nbsp; 378106 |
| 07/20/2035 | &nbsp;&nbsp; 4.875% |  | 775000 | &nbsp;&nbsp; 745439 |
| 09/15/2035 | &nbsp;&nbsp; 5.450% |  | 521000 | &nbsp;&nbsp; 522756 |
| 03/25/2038 | &nbsp;&nbsp; 4.780% |  | 670000 | &nbsp;&nbsp; 617168 |
| 07/20/2045 | &nbsp;&nbsp; 5.125% |  | 803000 | &nbsp;&nbsp; 706415 |
| CVS Health Corp.<sup>(d)</sup>  | CVS Health Corp.<sup>(d)</sup>  | CVS Health Corp.<sup>(d)</sup>  | CVS Health Corp.<sup>(d)</sup>  | CVS Health Corp.<sup>(d)</sup>  |
| 03/10/2055 | &nbsp;&nbsp; 7.000% |  | 1630000 | &nbsp;&nbsp; 1677531 |
| Fresenius Medical Care US Finance III, Inc.<sup>(b)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(b)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(b)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(b)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(b)</sup>  |
| 12/01/2026 | &nbsp;&nbsp; 1.875% |  | 3755000 | &nbsp;&nbsp; 3680863 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| 06/15/2026 | &nbsp;&nbsp; 5.250% |  | 2580000 | &nbsp;&nbsp; 2581222 |
| 09/01/2030 | &nbsp;&nbsp; 3.500% |  | 766000 | &nbsp;&nbsp; 727362 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| 02/01/2029 | &nbsp;&nbsp; 6.250% |  | 5800000 | &nbsp;&nbsp; 6030537 |
| ModivCare Buyer LLC<sup>(b),(k),(l)</sup>  | ModivCare Buyer LLC<sup>(b),(k),(l)</sup>  | ModivCare Buyer LLC<sup>(b),(k),(l)</sup>  | ModivCare Buyer LLC<sup>(b),(k),(l)</sup>  | ModivCare Buyer LLC<sup>(b),(k),(l)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.000% |  | 2905350 | &nbsp;&nbsp; 3777 |
| Molnlycke Holding AB<sup>(b)</sup>  | Molnlycke Holding AB<sup>(b)</sup>  | Molnlycke Holding AB<sup>(b)</sup>  | Molnlycke Holding AB<sup>(b)</sup>  | Molnlycke Holding AB<sup>(b)</sup>  |
| 06/11/2034 | &nbsp;&nbsp; 4.250% | EUR | 285000 | &nbsp;&nbsp; 330981 |
| Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(b)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 3.875% |  | 7240000 | &nbsp;&nbsp; 7006956 |
| Sartorius Finance BV<sup>(b)</sup>  | Sartorius Finance BV<sup>(b)</sup>  | Sartorius Finance BV<sup>(b)</sup>  | Sartorius Finance BV<sup>(b)</sup>  | Sartorius Finance BV<sup>(b)</sup>  |
| 09/14/2032 | &nbsp;&nbsp; 4.500% | EUR | 300000 | &nbsp;&nbsp; 354972 |
| 09/14/2035 | &nbsp;&nbsp; 4.875% | EUR | 1100000 | &nbsp;&nbsp; 1314606 |
| Star Parent, Inc.<sup>(b)</sup>  | Star Parent, Inc.<sup>(b)</sup>  | Star Parent, Inc.<sup>(b)</sup>  | Star Parent, Inc.<sup>(b)</sup>  | Star Parent, Inc.<sup>(b)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 9.000% |  | 617000 | &nbsp;&nbsp; 640954 |
| Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. |
| 09/01/2026 | &nbsp;&nbsp; 1.650% |  | 1890000 | &nbsp;&nbsp; 1867148 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **33543099** |
| **Healthcare Insurance 0.6%** | **Healthcare Insurance 0.6%** | **Healthcare Insurance 0.6%** | **Healthcare Insurance 0.6%** | **Healthcare Insurance 0.6%** |
| Anthem, Inc. | Anthem, Inc. | Anthem, Inc. | Anthem, Inc. | Anthem, Inc. |
| 03/15/2031 | &nbsp;&nbsp; 2.550% |  | 2885000 | &nbsp;&nbsp; 2602716 |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |
| 06/15/2034 | &nbsp;&nbsp; 5.375% |  | 1555000 | &nbsp;&nbsp; 1575774 |
| 02/15/2035 | &nbsp;&nbsp; 5.200% |  | 1385000 | &nbsp;&nbsp; 1383222 |
| 01/15/2036 | &nbsp;&nbsp; 5.000% |  | 2815000 | &nbsp;&nbsp; 2757593 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. | Humana, Inc. | Humana, Inc. |
| 04/01/2030 | &nbsp;&nbsp; 4.875% |  | 1333000 | &nbsp;&nbsp; 1328683 |
| 05/01/2035 | &nbsp;&nbsp; 5.550% |  | 3055000 | &nbsp;&nbsp; 3019540 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Molina Healthcare, Inc.<sup>(b)</sup>  | Molina Healthcare, Inc.<sup>(b)</sup>  | Molina Healthcare, Inc.<sup>(b)</sup>  | Molina Healthcare, Inc.<sup>(b)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 6.500% | 358000 | &nbsp;&nbsp; 352463 |
| 01/15/2033 | &nbsp;&nbsp; 6.250% | 442000 | &nbsp;&nbsp; 428504 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| 12/15/2048 | &nbsp;&nbsp; 4.450% | 1245000 | &nbsp;&nbsp; 1015672 |
| 07/15/2054 | &nbsp;&nbsp; 5.625% | 3360000 | &nbsp;&nbsp; 3198289 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **17662456** |
| **Healthcare REIT 0.2%** | **Healthcare REIT 0.2%** | **Healthcare REIT 0.2%** | **Healthcare REIT 0.2%** |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |
| 01/15/2028 | &nbsp;&nbsp; 3.625% | 2898000 | &nbsp;&nbsp; 2837788 |
| Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP |
| 08/01/2026 | &nbsp;&nbsp; 3.500% | 2367000 | &nbsp;&nbsp; 2357431 |
| Physicians Realty LP | Physicians Realty LP | Physicians Realty LP | Physicians Realty LP |
| 11/01/2031 | &nbsp;&nbsp; 2.625% | 1475000 | &nbsp;&nbsp; 1308261 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6503480** |
| **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** |
| Getty Images, Inc.<sup>(b)</sup>  | Getty Images, Inc.<sup>(b)</sup>  | Getty Images, Inc.<sup>(b)</sup>  | Getty Images, Inc.<sup>(b)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 10.500% | 475000 | &nbsp;&nbsp; 428894 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| 11/15/2035 | &nbsp;&nbsp; 4.875% | 820000 | &nbsp;&nbsp; 804263 |
| 11/15/2055 | &nbsp;&nbsp; 5.625% | 8960000 | &nbsp;&nbsp; 8392794 |
| Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. |
| 04/14/2032 | &nbsp;&nbsp; 4.000% | 3355000 | &nbsp;&nbsp; 3199693 |
| WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. |
| 03/15/2042 | &nbsp;&nbsp; 5.050% | 532000 | &nbsp;&nbsp; 354917 |
| 03/15/2052 | &nbsp;&nbsp; 5.141% | 341000 | &nbsp;&nbsp; 206637 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13387198** |
| **Midstream 0.3%** | **Midstream 0.3%** | **Midstream 0.3%** | **Midstream 0.3%** |
| AmeriGas Partners LP/Finance Corp.<sup>(b)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(b)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(b)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(b)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 9.375% | 313000 | &nbsp;&nbsp; 321228 |
| 06/01/2030 | &nbsp;&nbsp; 9.500% | 544000 | &nbsp;&nbsp; 576490 |
| Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP |
| 03/15/2045 | &nbsp;&nbsp; 5.150% | 2458000 | &nbsp;&nbsp; 2143694 |
| Ferrellgas LP/Finance Corp.<sup>(b)</sup>  | Ferrellgas LP/Finance Corp.<sup>(b)</sup>  | Ferrellgas LP/Finance Corp.<sup>(b)</sup>  | Ferrellgas LP/Finance Corp.<sup>(b)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 5.875% | 767000 | &nbsp;&nbsp; 735549 |
| 01/15/2031 | &nbsp;&nbsp; 9.250% | 895000 | &nbsp;&nbsp; 932308 |
| Galaxy Pipeline Assets Bidco Ltd.<sup>(b)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(b)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(b)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(b)</sup>  |
| 03/31/2034 | &nbsp;&nbsp; 2.160% | 297855 | &nbsp;&nbsp; 263715 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp.<sup>(b)</sup>  | Suburban Propane Partners LP/Suburban Energy Finance Corp.<sup>(b)</sup>  | Suburban Propane Partners LP/Suburban Energy Finance Corp.<sup>(b)</sup>  | Suburban Propane Partners LP/Suburban Energy Finance Corp.<sup>(b)</sup>  |
| 12/15/2035 | &nbsp;&nbsp; 6.500% | 920000 | &nbsp;&nbsp; 894435 |
| Sunoco LP<sup>(b),(d),(j)</sup>  | Sunoco LP<sup>(b),(d),(j)</sup>  | Sunoco LP<sup>(b),(d),(j)</sup>  | Sunoco LP<sup>(b),(d),(j)</sup>  |
|  | &nbsp;&nbsp; 7.875% | 1720000 | &nbsp;&nbsp; 1752806 |
| Venture Global LNG, Inc.<sup>(b)</sup>  | Venture Global LNG, Inc.<sup>(b)</sup>  | Venture Global LNG, Inc.<sup>(b)</sup>  | Venture Global LNG, Inc.<sup>(b)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 8.125% | 274000 | &nbsp;&nbsp; 280557 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Venture Global Plaquemines LNG LLC<sup>(b)</sup>  | Venture Global Plaquemines LNG LLC<sup>(b)</sup>  | Venture Global Plaquemines LNG LLC<sup>(b)</sup>  | Venture Global Plaquemines LNG LLC<sup>(b)</sup>  | Venture Global Plaquemines LNG LLC<sup>(b)</sup>  |
| 05/01/2033 | &nbsp;&nbsp; 7.500% |  | 335000 | &nbsp;&nbsp; 368466 |
| 06/15/2034 | &nbsp;&nbsp; 6.500% |  | 171000 | &nbsp;&nbsp; 177927 |
| 01/15/2036 | &nbsp;&nbsp; 6.750% |  | 719000 | &nbsp;&nbsp; 760778 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **9207953** |
| **Natural Gas 0.5%** | **Natural Gas 0.5%** | **Natural Gas 0.5%** | **Natural Gas 0.5%** | **Natural Gas 0.5%** |
| East Ohio Gas Co. (The)<sup>(b)</sup>  | East Ohio Gas Co. (The)<sup>(b)</sup>  | East Ohio Gas Co. (The)<sup>(b)</sup>  | East Ohio Gas Co. (The)<sup>(b)</sup>  | East Ohio Gas Co. (The)<sup>(b)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 2.000% |  | 2015000 | &nbsp;&nbsp; 1808848 |
| KeySpan Gas East Corp.<sup>(b)</sup>  | KeySpan Gas East Corp.<sup>(b)</sup>  | KeySpan Gas East Corp.<sup>(b)</sup>  | KeySpan Gas East Corp.<sup>(b)</sup>  | KeySpan Gas East Corp.<sup>(b)</sup>  |
| 03/06/2033 | &nbsp;&nbsp; 5.994% |  | 6000000 | &nbsp;&nbsp; 6263872 |
| National Gas Transmission PLC<sup>(b)</sup>  | National Gas Transmission PLC<sup>(b)</sup>  | National Gas Transmission PLC<sup>(b)</sup>  | National Gas Transmission PLC<sup>(b)</sup>  | National Gas Transmission PLC<sup>(b)</sup>  |
| 04/05/2030 | &nbsp;&nbsp; 4.250% | EUR | 2405000 | &nbsp;&nbsp; 2839646 |
| Nortegas Energia Grupo SL<sup>(b)</sup>  | Nortegas Energia Grupo SL<sup>(b)</sup>  | Nortegas Energia Grupo SL<sup>(b)</sup>  | Nortegas Energia Grupo SL<sup>(b)</sup>  | Nortegas Energia Grupo SL<sup>(b)</sup>  |
| 01/21/2033 | &nbsp;&nbsp; 4.125% | EUR | 1000000 | &nbsp;&nbsp; 1120149 |
| Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. |
| 02/15/2035 | &nbsp;&nbsp; 5.100% |  | 1380000 | &nbsp;&nbsp; 1374008 |
| Redexis SA<sup>(b)</sup>  | Redexis SA<sup>(b)</sup>  | Redexis SA<sup>(b)</sup>  | Redexis SA<sup>(b)</sup>  | Redexis SA<sup>(b)</sup>  |
| 05/30/2031 | &nbsp;&nbsp; 4.375% | EUR | 1200000 | &nbsp;&nbsp; 1392213 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **14798736** |
| **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** |
| Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP |
| 11/01/2027 | &nbsp;&nbsp; 3.950% |  | 2477000 | &nbsp;&nbsp; 2338128 |
| 04/01/2029 | &nbsp;&nbsp; 4.650% |  | 3000 | &nbsp;&nbsp; 2573 |
| 01/15/2030 | &nbsp;&nbsp; 3.250% |  | 589000 | &nbsp;&nbsp; 477728 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2818429** |
| **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** |
| Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. | Baker Hughes Holdings LLC/Co-Obligor, Inc. |
| 03/11/2046 | &nbsp;&nbsp; 4.737% | EUR | 1195000 | &nbsp;&nbsp; 1366929 |
| **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** |
| Blackstone Property Partners Europe Holdings Sarl<sup>(b)</sup>  | Blackstone Property Partners Europe Holdings Sarl<sup>(b)</sup>  | Blackstone Property Partners Europe Holdings Sarl<sup>(b)</sup>  | Blackstone Property Partners Europe Holdings Sarl<sup>(b)</sup>  | Blackstone Property Partners Europe Holdings Sarl<sup>(b)</sup>  |
| 01/29/2031 | &nbsp;&nbsp; 3.500% | EUR | 755000 | &nbsp;&nbsp; 849750 |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH<sup>(b)</sup>  | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH<sup>(b)</sup>  | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH<sup>(b)</sup>  | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH<sup>(b)</sup>  | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH<sup>(b)</sup>  |
| 08/21/2030 | &nbsp;&nbsp; 4.875% | EUR | 200000 | &nbsp;&nbsp; 230141 |
| Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. |
| 01/15/2029 | &nbsp;&nbsp; 9.750% |  | 1040000 | &nbsp;&nbsp; 1023839 |
| 06/15/2030 | &nbsp;&nbsp; 9.000% |  | 1413000 | &nbsp;&nbsp; 1323072 |
| LSEG US Fin Corp.<sup>(b)</sup>  | LSEG US Fin Corp.<sup>(b)</sup>  | LSEG US Fin Corp.<sup>(b)</sup>  | LSEG US Fin Corp.<sup>(b)</sup>  | LSEG US Fin Corp.<sup>(b)</sup>  |
| 03/23/2036 | &nbsp;&nbsp; 5.250% |  | 290000 | &nbsp;&nbsp; 287220 |
| Vonovia SE<sup>(b)</sup>  | Vonovia SE<sup>(b)</sup>  | Vonovia SE<sup>(b)</sup>  | Vonovia SE<sup>(b)</sup>  | Vonovia SE<sup>(b)</sup>  |
| 09/01/2032 | &nbsp;&nbsp; 0.750% | EUR | 2100000 | &nbsp;&nbsp; 1986285 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **5700307** |
| **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** |
| American Assets Trust LP | American Assets Trust LP | American Assets Trust LP | American Assets Trust LP | American Assets Trust LP |
| 02/01/2031 | &nbsp;&nbsp; 3.375% |  | 3125000 | &nbsp;&nbsp; 2817334 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Digital Dutch Finco BV<sup>(b)</sup>  | Digital Dutch Finco BV<sup>(b)</sup>  | Digital Dutch Finco BV<sup>(b)</sup>  | Digital Dutch Finco BV<sup>(b)</sup>  | Digital Dutch Finco BV<sup>(b)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 1.000% | EUR | 800000 | &nbsp;&nbsp; 773928 |
| 03/15/2035 | &nbsp;&nbsp; 3.875% | EUR | 300000 | &nbsp;&nbsp; 330120 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| 10/15/2031 | &nbsp;&nbsp; 2.400% |  | 723000 | &nbsp;&nbsp; 632793 |
| Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust |
| 10/01/2031 | &nbsp;&nbsp; 2.375% |  | 1895000 | &nbsp;&nbsp; 1645032 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC |
| 05/23/2033 | &nbsp;&nbsp; 4.625% | EUR | 545000 | &nbsp;&nbsp; 652125 |
| Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP |
| 09/01/2031 | &nbsp;&nbsp; 2.150% |  | 415000 | &nbsp;&nbsp; 360210 |
| WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. |
| 07/23/2032 | &nbsp;&nbsp; 4.250% | EUR | 400000 | &nbsp;&nbsp; 462806 |
| 05/10/2035 | &nbsp;&nbsp; 3.750% | EUR | 1520000 | &nbsp;&nbsp; 1643420 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **9317768** |
| **Other Utility 0.4%** | **Other Utility 0.4%** | **Other Utility 0.4%** | **Other Utility 0.4%** | **Other Utility 0.4%** |
| DWR Cymru Financing UK PLC<sup>(b)</sup>  | DWR Cymru Financing UK PLC<sup>(b)</sup>  | DWR Cymru Financing UK PLC<sup>(b)</sup>  | DWR Cymru Financing UK PLC<sup>(b)</sup>  | DWR Cymru Financing UK PLC<sup>(b)</sup>  |
| 09/08/2037 | &nbsp;&nbsp; 6.250% | GBP | 645000 | &nbsp;&nbsp; 842150 |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 03/31/2034 | &nbsp;&nbsp; 2.375% | GBP | 1620000 | &nbsp;&nbsp; 1597141 |
| Severn Trent Utilities Finance PLC<sup>(b)</sup>  | Severn Trent Utilities Finance PLC<sup>(b)</sup>  | Severn Trent Utilities Finance PLC<sup>(b)</sup>  | Severn Trent Utilities Finance PLC<sup>(b)</sup>  | Severn Trent Utilities Finance PLC<sup>(b)</sup>  |
| 08/04/2037 | &nbsp;&nbsp; 3.875% | EUR | 870000 | &nbsp;&nbsp; 966626 |
| Suez SACA<sup>(b)</sup>  | Suez SACA<sup>(b)</sup>  | Suez SACA<sup>(b)</sup>  | Suez SACA<sup>(b)</sup>  | Suez SACA<sup>(b)</sup>  |
| 05/24/2034 | &nbsp;&nbsp; 2.875% | EUR | 2100000 | &nbsp;&nbsp; 2214449 |
| United Utilities Water Finance PLC<sup>(b)</sup>  | United Utilities Water Finance PLC<sup>(b)</sup>  | United Utilities Water Finance PLC<sup>(b)</sup>  | United Utilities Water Finance PLC<sup>(b)</sup>  | United Utilities Water Finance PLC<sup>(b)</sup>  |
| 05/23/2034 | &nbsp;&nbsp; 3.750% | EUR | 555000 | &nbsp;&nbsp; 628371 |
| 08/07/2035 | &nbsp;&nbsp; 3.750% | EUR | 675000 | &nbsp;&nbsp; 756403 |
| Yorkshire Water Finance PLC<sup>(b)</sup>  | Yorkshire Water Finance PLC<sup>(b)</sup>  | Yorkshire Water Finance PLC<sup>(b)</sup>  | Yorkshire Water Finance PLC<sup>(b)</sup>  | Yorkshire Water Finance PLC<sup>(b)</sup>  |
| 11/18/2034 | &nbsp;&nbsp; 6.375% | GBP | 2215000 | &nbsp;&nbsp; 2957458 |
| 04/18/2041 | &nbsp;&nbsp; 2.750% | GBP | 800000 | &nbsp;&nbsp; 656327 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **10618925** |
| **Packaging 0.3%** | **Packaging 0.3%** | **Packaging 0.3%** | **Packaging 0.3%** | **Packaging 0.3%** |
| Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. |
| 03/17/2030 | &nbsp;&nbsp; 5.100% |  | 4450000 | &nbsp;&nbsp; 4496893 |
| Ardagh Group SA<sup>(b)</sup>  | Ardagh Group SA<sup>(b)</sup>  | Ardagh Group SA<sup>(b)</sup>  | Ardagh Group SA<sup>(b)</sup>  | Ardagh Group SA<sup>(b)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 9.500% |  | 105000 | &nbsp;&nbsp; 109759 |
| Ardagh Group SA<sup>(b),(m)</sup>  | Ardagh Group SA<sup>(b),(m)</sup>  | Ardagh Group SA<sup>(b),(m)</sup>  | Ardagh Group SA<sup>(b),(m)</sup>  | Ardagh Group SA<sup>(b),(m)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 12.000% |  | 445000 | &nbsp;&nbsp; 373503 |
| Berry Global Escrow Corp.<sup>(b)</sup>  | Berry Global Escrow Corp.<sup>(b)</sup>  | Berry Global Escrow Corp.<sup>(b)</sup>  | Berry Global Escrow Corp.<sup>(b)</sup>  | Berry Global Escrow Corp.<sup>(b)</sup>  |
| 07/15/2026 | &nbsp;&nbsp; 4.875% |  | 271000 | &nbsp;&nbsp; 271046 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| 01/15/2027 | &nbsp;&nbsp; 1.650% |  | 2883000 | &nbsp;&nbsp; 2822739 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **8073940** |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** |
| 1261229 BC Ltd.<sup>(b)</sup>  | 1261229 BC Ltd.<sup>(b)</sup>  | 1261229 BC Ltd.<sup>(b)</sup>  | 1261229 BC Ltd.<sup>(b)</sup>  | 1261229 BC Ltd.<sup>(b)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 10.000% |  | 1250000 | &nbsp;&nbsp; 1272286 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| 03/01/2053 | &nbsp;&nbsp; 4.875% |  | 2880000 | &nbsp;&nbsp; 2487841 |
| Bayer US Finance II LLC<sup>(b)</sup>  | Bayer US Finance II LLC<sup>(b)</sup>  | Bayer US Finance II LLC<sup>(b)</sup>  | Bayer US Finance II LLC<sup>(b)</sup>  | Bayer US Finance II LLC<sup>(b)</sup>  |
| 12/15/2028 | &nbsp;&nbsp; 4.375% |  | 2579000 | &nbsp;&nbsp; 2554358 |
| 06/25/2038 | &nbsp;&nbsp; 4.625% |  | 7482000 | &nbsp;&nbsp; 6672747 |
| 06/25/2048 | &nbsp;&nbsp; 4.875% |  | 442000 | &nbsp;&nbsp; 361152 |
| Grifols SA<sup>(b)</sup>  | Grifols SA<sup>(b)</sup>  | Grifols SA<sup>(b)</sup>  | Grifols SA<sup>(b)</sup>  | Grifols SA<sup>(b)</sup>  |
| 05/01/2030 | &nbsp;&nbsp; 7.500% | EUR | 2409000 | &nbsp;&nbsp; 2879547 |
| Johnson & Johnson | Johnson & Johnson | Johnson & Johnson | Johnson & Johnson | Johnson & Johnson |
| 02/26/2045 | &nbsp;&nbsp; 3.600% | EUR | 510000 | &nbsp;&nbsp; 545766 |
| Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. |
| 03/18/2033 | &nbsp;&nbsp; 4.600% |  | 2750000 | &nbsp;&nbsp; 2738532 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **19512229** |
| **Property & Casualty 0.4%** | **Property & Casualty 0.4%** | **Property & Casualty 0.4%** | **Property & Casualty 0.4%** | **Property & Casualty 0.4%** |
| Acrisure LLC/Finance, Inc.<sup>(b)</sup>  | Acrisure LLC/Finance, Inc.<sup>(b)</sup>  | Acrisure LLC/Finance, Inc.<sup>(b)</sup>  | Acrisure LLC/Finance, Inc.<sup>(b)</sup>  | Acrisure LLC/Finance, Inc.<sup>(b)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 8.250% |  | 290000 | &nbsp;&nbsp; 286918 |
| Alliant Holdings Intermediate LLC/Co-Issuer<sup>(b)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(b)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(b)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(b)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(b)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 7.000% |  | 109000 | &nbsp;&nbsp; 109929 |
| 10/01/2031 | &nbsp;&nbsp; 6.500% |  | 106000 | &nbsp;&nbsp; 104623 |
| 10/01/2032 | &nbsp;&nbsp; 7.375% |  | 113000 | &nbsp;&nbsp; 110922 |
| Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. |
| 10/15/2050 | &nbsp;&nbsp; 2.850% |  | 1000000 | &nbsp;&nbsp; 628105 |
| Farmers Exchange Capital<sup>(b)</sup>  | Farmers Exchange Capital<sup>(b)</sup>  | Farmers Exchange Capital<sup>(b)</sup>  | Farmers Exchange Capital<sup>(b)</sup>  | Farmers Exchange Capital<sup>(b)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 07/15/2028 | &nbsp;&nbsp; 7.050% |  | 3225000 | &nbsp;&nbsp; 3348962 |
| Farmers Exchange Capital II<sup>(b),(d)</sup>  | Farmers Exchange Capital II<sup>(b),(d)</sup>  | Farmers Exchange Capital II<sup>(b),(d)</sup>  | Farmers Exchange Capital II<sup>(b),(d)</sup>  | Farmers Exchange Capital II<sup>(b),(d)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 11/01/2053 | &nbsp;&nbsp; 6.151% |  | 3810000 | &nbsp;&nbsp; 3706446 |
| Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. |
| 03/15/2036 | &nbsp;&nbsp; 4.950% |  | 3925000 | &nbsp;&nbsp; 3887030 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **12182935** |
| **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** |
| Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. |
| 09/24/2029 | &nbsp;&nbsp; 3.700% | AUD | 810000 | &nbsp;&nbsp; 508745 |
| **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** |
| BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(b)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.500% |  | 440000 | &nbsp;&nbsp; 396490 |
| McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. |
| 12/09/2035 | &nbsp;&nbsp; 4.700% |  | 3900000 | &nbsp;&nbsp; 3819619 |
| Papa John's International, Inc.<sup>(b)</sup>  | Papa John's International, Inc.<sup>(b)</sup>  | Papa John's International, Inc.<sup>(b)</sup>  | Papa John's International, Inc.<sup>(b)</sup>  | Papa John's International, Inc.<sup>(b)</sup>  |
| 09/15/2029 | &nbsp;&nbsp; 3.875% |  | 605000 | &nbsp;&nbsp; 576824 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4792933** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Retail REIT 0.0%** | **Retail REIT 0.0%** | **Retail REIT 0.0%** | **Retail REIT 0.0%** | **Retail REIT 0.0%** |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| 07/06/2030 | &nbsp;&nbsp; 4.875% | EUR | 900000 | &nbsp;&nbsp; 1082689 |
| **Retailers 0.4%** | **Retailers 0.4%** | **Retailers 0.4%** | **Retailers 0.4%** | **Retailers 0.4%** |
| Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. |
| 03/13/2036 | &nbsp;&nbsp; 4.875% |  | 2050000 | &nbsp;&nbsp; 2030900 |
| 03/16/2045 | &nbsp;&nbsp; 4.450% | EUR | 1530000 | &nbsp;&nbsp; 1749277 |
| 11/20/2055 | &nbsp;&nbsp; 5.450% |  | 1200000 | &nbsp;&nbsp; 1146660 |
| 03/13/2056 | &nbsp;&nbsp; 5.800% |  | 3535000 | &nbsp;&nbsp; 3526359 |
| 03/16/2064 | &nbsp;&nbsp; 4.850% | EUR | 1775000 | &nbsp;&nbsp; 2038279 |
| Michaels Cos., Inc. (The)<sup>(b)</sup>  | Michaels Cos., Inc. (The)<sup>(b)</sup>  | Michaels Cos., Inc. (The)<sup>(b)</sup>  | Michaels Cos., Inc. (The)<sup>(b)</sup>  | Michaels Cos., Inc. (The)<sup>(b)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 8.500% |  | 716000 | &nbsp;&nbsp; 697234 |
| 03/15/2034 | &nbsp;&nbsp; 11.000% |  | 198000 | &nbsp;&nbsp; 184693 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **11373402** |
| **Technology 1.3%** | **Technology 1.3%** | **Technology 1.3%** | **Technology 1.3%** | **Technology 1.3%** |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| 11/06/2038 | &nbsp;&nbsp; 3.500% | EUR | 110000 | &nbsp;&nbsp; 120470 |
| 02/15/2056 | &nbsp;&nbsp; 5.650% |  | 4610000 | &nbsp;&nbsp; 4591655 |
| Atlassian Corp. | Atlassian Corp. | Atlassian Corp. | Atlassian Corp. | Atlassian Corp. |
| 05/15/2034 | &nbsp;&nbsp; 5.500% |  | 1455000 | &nbsp;&nbsp; 1424217 |
| Cloud Software Group, Inc.<sup>(b)</sup>  | Cloud Software Group, Inc.<sup>(b)</sup>  | Cloud Software Group, Inc.<sup>(b)</sup>  | Cloud Software Group, Inc.<sup>(b)</sup>  | Cloud Software Group, Inc.<sup>(b)</sup>  |
| 06/30/2032 | &nbsp;&nbsp; 8.250% |  | 1061000 | &nbsp;&nbsp; 1008329 |
| Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC |
| 11/22/2034 | &nbsp;&nbsp; 3.625% | EUR | 1790000 | &nbsp;&nbsp; 1958020 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| 08/21/2033 | &nbsp;&nbsp; 5.625% |  | 1375000 | &nbsp;&nbsp; 1388010 |
| 03/15/2034 | &nbsp;&nbsp; 5.450% |  | 1750000 | &nbsp;&nbsp; 1738590 |
| 08/11/2035 | &nbsp;&nbsp; 5.250% |  | 3680000 | &nbsp;&nbsp; 3577653 |
| Foundry JV Holdco LLC<sup>(b)</sup>  | Foundry JV Holdco LLC<sup>(b)</sup>  | Foundry JV Holdco LLC<sup>(b)</sup>  | Foundry JV Holdco LLC<sup>(b)</sup>  | Foundry JV Holdco LLC<sup>(b)</sup>  |
| 01/25/2031 | &nbsp;&nbsp; 5.500% |  | 570000 | &nbsp;&nbsp; 582499 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| 12/08/2047 | &nbsp;&nbsp; 3.734% |  | 1967000 | &nbsp;&nbsp; 1374949 |
| 11/15/2049 | &nbsp;&nbsp; 3.250% |  | 2165000 | &nbsp;&nbsp; 1365048 |
| ION Platform Finance US, Inc./SARL<sup>(b)</sup>  | ION Platform Finance US, Inc./SARL<sup>(b)</sup>  | ION Platform Finance US, Inc./SARL<sup>(b)</sup>  | ION Platform Finance US, Inc./SARL<sup>(b)</sup>  | ION Platform Finance US, Inc./SARL<sup>(b)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 8.750% |  | 464000 | &nbsp;&nbsp; 431379 |
| Open Text Corp.<sup>(b)</sup>  | Open Text Corp.<sup>(b)</sup>  | Open Text Corp.<sup>(b)</sup>  | Open Text Corp.<sup>(b)</sup>  | Open Text Corp.<sup>(b)</sup>  |
| 12/01/2027 | &nbsp;&nbsp; 6.900% |  | 650000 | &nbsp;&nbsp; 667289 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| 09/26/2032 | &nbsp;&nbsp; 4.800% |  | 7000000 | &nbsp;&nbsp; 6660512 |
| 11/15/2037 | &nbsp;&nbsp; 3.800% |  | 1100000 | &nbsp;&nbsp; 872878 |
| 09/26/2045 | &nbsp;&nbsp; 5.875% |  | 1762500 | &nbsp;&nbsp; 1522017 |
| 04/01/2050 | &nbsp;&nbsp; 3.600% |  | 585000 | &nbsp;&nbsp; 352926 |
| 02/06/2053 | &nbsp;&nbsp; 5.550% |  | 745000 | &nbsp;&nbsp; 594266 |
| Paychex, Inc. | Paychex, Inc. | Paychex, Inc. | Paychex, Inc. | Paychex, Inc. |
| 04/15/2032 | &nbsp;&nbsp; 5.350% |  | 1400000 | &nbsp;&nbsp; 1407253 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Salesforce, Inc. | Salesforce, Inc. | Salesforce, Inc. | Salesforce, Inc. | Salesforce, Inc. |
| 03/15/2029 | &nbsp;&nbsp; 4.650% |  | 1500000 | &nbsp;&nbsp; 1502799 |
| 03/15/2036 | &nbsp;&nbsp; 5.550% |  | 2920000 | &nbsp;&nbsp; 2911165 |
| TeamSystem SpA<sup>(b)</sup>  | TeamSystem SpA<sup>(b)</sup>  | TeamSystem SpA<sup>(b)</sup>  | TeamSystem SpA<sup>(b)</sup>  | TeamSystem SpA<sup>(b)</sup>  |
| 07/01/2031 | &nbsp;&nbsp; 5.000% | EUR | 265000 | &nbsp;&nbsp; 282697 |
| UKG, Inc.<sup>(b)</sup>  | UKG, Inc.<sup>(b)</sup>  | UKG, Inc.<sup>(b)</sup>  | UKG, Inc.<sup>(b)</sup>  | UKG, Inc.<sup>(b)</sup>  |
| 02/01/2031 | &nbsp;&nbsp; 6.875% |  | 530000 | &nbsp;&nbsp; 519586 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **36854207** |
| **Tobacco 0.0%** | **Tobacco 0.0%** | **Tobacco 0.0%** | **Tobacco 0.0%** | **Tobacco 0.0%** |
| Imperial Brands Finance PLC<sup>(b)</sup>  | Imperial Brands Finance PLC<sup>(b)</sup>  | Imperial Brands Finance PLC<sup>(b)</sup>  | Imperial Brands Finance PLC<sup>(b)</sup>  | Imperial Brands Finance PLC<sup>(b)</sup>  |
| 07/26/2026 | &nbsp;&nbsp; 3.500% |  | 238000 | &nbsp;&nbsp; 237284 |
| Japan Tobacco, Inc.<sup>(b)</sup>  | Japan Tobacco, Inc.<sup>(b)</sup>  | Japan Tobacco, Inc.<sup>(b)</sup>  | Japan Tobacco, Inc.<sup>(b)</sup>  | Japan Tobacco, Inc.<sup>(b)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 5.250% |  | 660000 | &nbsp;&nbsp; 675769 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **913053** |
| **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** |
| Gatwick Funding Ltd.<sup>(b)</sup>  | Gatwick Funding Ltd.<sup>(b)</sup>  | Gatwick Funding Ltd.<sup>(b)</sup>  | Gatwick Funding Ltd.<sup>(b)</sup>  | Gatwick Funding Ltd.<sup>(b)</sup>  |
| 10/16/2033 | &nbsp;&nbsp; 3.625% | EUR | 270000 | &nbsp;&nbsp; 303566 |
| Heathrow Funding Ltd.<sup>(b)</sup>  | Heathrow Funding Ltd.<sup>(b)</sup>  | Heathrow Funding Ltd.<sup>(b)</sup>  | Heathrow Funding Ltd.<sup>(b)</sup>  | Heathrow Funding Ltd.<sup>(b)</sup>  |
| 10/08/2030 | &nbsp;&nbsp; 1.125% | EUR | 2015000 | &nbsp;&nbsp; 2059467 |
| 01/16/2036 | &nbsp;&nbsp; 3.875% | EUR | 690000 | &nbsp;&nbsp; 770420 |
| Sydney Airport Finance Co. Pty Ltd.<sup>(b)</sup>  | Sydney Airport Finance Co. Pty Ltd.<sup>(b)</sup>  | Sydney Airport Finance Co. Pty Ltd.<sup>(b)</sup>  | Sydney Airport Finance Co. Pty Ltd.<sup>(b)</sup>  | Sydney Airport Finance Co. Pty Ltd.<sup>(b)</sup>  |
| 04/19/2034 | &nbsp;&nbsp; 5.900% | AUD | 870000 | &nbsp;&nbsp; 592537 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3725990** |
| **Whole Business 0.0%** | **Whole Business 0.0%** | **Whole Business 0.0%** | **Whole Business 0.0%** | **Whole Business 0.0%** |
| AA Bond Co., Ltd.<sup>(b)</sup>  | AA Bond Co., Ltd.<sup>(b)</sup>  | AA Bond Co., Ltd.<sup>(b)</sup>  | AA Bond Co., Ltd.<sup>(b)</sup>  | AA Bond Co., Ltd.<sup>(b)</sup>  |
| 07/31/2032 | &nbsp;&nbsp; 5.500% | GBP | 650000 | &nbsp;&nbsp; 834634 |
| **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** |
| Altice France<sup>(b)</sup>  | Altice France<sup>(b)</sup>  | Altice France<sup>(b)</sup>  | Altice France<sup>(b)</sup>  | Altice France<sup>(b)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 6.500% |  | 83113 | &nbsp;&nbsp; 78586 |
| 07/15/2032 | &nbsp;&nbsp; 6.875% |  | 292000 | &nbsp;&nbsp; 276739 |
| Altice France SA<sup>(b)</sup>  | Altice France SA<sup>(b)</sup>  | Altice France SA<sup>(b)</sup>  | Altice France SA<sup>(b)</sup>  | Altice France SA<sup>(b)</sup>  |
| 11/01/2029 | &nbsp;&nbsp; 9.500% |  | 61987 | &nbsp;&nbsp; 62686 |
| American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. |
| 04/15/2031 | &nbsp;&nbsp; 2.700% |  | 8468000 | &nbsp;&nbsp; 7688177 |
| 11/15/2033 | &nbsp;&nbsp; 5.900% |  | 800000 | &nbsp;&nbsp; 837434 |
| Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. |
| 07/15/2031 | &nbsp;&nbsp; 2.500% |  | 1194000 | &nbsp;&nbsp; 1052392 |
| Global Switch Finance BV<sup>(b)</sup>  | Global Switch Finance BV<sup>(b)</sup>  | Global Switch Finance BV<sup>(b)</sup>  | Global Switch Finance BV<sup>(b)</sup>  | Global Switch Finance BV<sup>(b)</sup>  |
| 10/07/2030 | &nbsp;&nbsp; 1.375% | EUR | 1210000 | &nbsp;&nbsp; 1290991 |
| Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(b)</sup>  |
| 03/20/2028 | &nbsp;&nbsp; 5.152% |  | 1952000 | &nbsp;&nbsp; 1960161 |
| T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. |
| 04/15/2027 | &nbsp;&nbsp; 3.750% |  | 2625000 | &nbsp;&nbsp; 2609122 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(a)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Vmed O2 UK Financing I PLC<sup>(b)</sup>  | Vmed O2 UK Financing I PLC<sup>(b)</sup>  | Vmed O2 UK Financing I PLC<sup>(b)</sup>  | Vmed O2 UK Financing I PLC<sup>(b)</sup>  | Vmed O2 UK Financing I PLC<sup>(b)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 7.750% |  | 181000 | &nbsp;&nbsp; 173544 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **16029832** |
| **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** |
| Altice Financing SA<sup>(b)</sup>  | Altice Financing SA<sup>(b)</sup>  | Altice Financing SA<sup>(b)</sup>  | Altice Financing SA<sup>(b)</sup>  | Altice Financing SA<sup>(b)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 9.625% |  | 1189000 | &nbsp;&nbsp; 877787 |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $473,593,979) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $473,593,979) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $473,593,979) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $473,593,979) | &nbsp;&nbsp; **466489232** |
| **Foreign Government Obligations**<sup>(a),(n)</sup> **7.3%** | **Foreign Government Obligations**<sup>(a),(n)</sup> **7.3%** | **Foreign Government Obligations**<sup>(a),(n)</sup> **7.3%** | **Foreign Government Obligations**<sup>(a),(n)</sup> **7.3%** | **Foreign Government Obligations**<sup>(a),(n)</sup> **7.3%** |
| **Australia 0.6%** | **Australia 0.6%** | **Australia 0.6%** | **Australia 0.6%** | **Australia 0.6%** |
| New South Wales Treasury Corp.<sup>(b)</sup>  | New South Wales Treasury Corp.<sup>(b)</sup>  | New South Wales Treasury Corp.<sup>(b)</sup>  | New South Wales Treasury Corp.<sup>(b)</sup>  | New South Wales Treasury Corp.<sup>(b)</sup>  |
| 02/20/2037 | &nbsp;&nbsp; 4.750% | AUD | 7490000 | &nbsp;&nbsp; 4788686 |
| 02/24/2038 | &nbsp;&nbsp; 5.250% | AUD | 4025000 | &nbsp;&nbsp; 2654251 |
| Queensland Treasury Corp.<sup>(b)</sup>  | Queensland Treasury Corp.<sup>(b)</sup>  | Queensland Treasury Corp.<sup>(b)</sup>  | Queensland Treasury Corp.<sup>(b)</sup>  | Queensland Treasury Corp.<sup>(b)</sup>  |
| 07/21/2037 | &nbsp;&nbsp; 5.000% | AUD | 7490000 | &nbsp;&nbsp; 4846657 |
| 08/13/2038 | &nbsp;&nbsp; 5.250% | AUD | 3180000 | &nbsp;&nbsp; 2082083 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |
| 11/20/2037 | &nbsp;&nbsp; 2.000% | AUD | 3750000 | &nbsp;&nbsp; 1752066 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **16123743** |
| **Brazil 0.1%** | **Brazil 0.1%** | **Brazil 0.1%** | **Brazil 0.1%** | **Brazil 0.1%** |
| Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond |
| 03/15/2034 | &nbsp;&nbsp; 6.125% |  | 925000 | &nbsp;&nbsp; 923185 |
| 03/15/2035 | &nbsp;&nbsp; 6.625% |  | 1682000 | &nbsp;&nbsp; 1718880 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2642065** |
| **Chile 0.0%** | **Chile 0.0%** | **Chile 0.0%** | **Chile 0.0%** | **Chile 0.0%** |
| Corporación Nacional del Cobre de Chile<sup>(b)</sup>  | Corporación Nacional del Cobre de Chile<sup>(b)</sup>  | Corporación Nacional del Cobre de Chile<sup>(b)</sup>  | Corporación Nacional del Cobre de Chile<sup>(b)</sup>  | Corporación Nacional del Cobre de Chile<sup>(b)</sup>  |
| 02/02/2033 | &nbsp;&nbsp; 5.125% |  | 720000 | &nbsp;&nbsp; 712420 |
| **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** |
| Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond |
| 11/14/2035 | &nbsp;&nbsp; 8.000% |  | 922000 | &nbsp;&nbsp; 965043 |
| 11/07/2036 | &nbsp;&nbsp; 7.750% |  | 819000 | &nbsp;&nbsp; 837744 |
| Ecopetrol SA | Ecopetrol SA | Ecopetrol SA | Ecopetrol SA | Ecopetrol SA |
| 01/13/2033 | &nbsp;&nbsp; 8.875% |  | 280000 | &nbsp;&nbsp; 294680 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2097467** |
| **France 0.2%** | **France 0.2%** | **France 0.2%** | **France 0.2%** | **France 0.2%** |
| Electricite de France SA<sup>(b),(d),(j)</sup>  | Electricite de France SA<sup>(b),(d),(j)</sup>  | Electricite de France SA<sup>(b),(d),(j)</sup>  | Electricite de France SA<sup>(b),(d),(j)</sup>  | Electricite de France SA<sup>(b),(d),(j)</sup>  |
|  | &nbsp;&nbsp; 7.375% | GBP | 300000 | &nbsp;&nbsp; 399198 |
|  | &nbsp;&nbsp; 9.125% |  | 810000 | &nbsp;&nbsp; 937383 |
| Electricite de France SA<sup>(b)</sup>  | Electricite de France SA<sup>(b)</sup>  | Electricite de France SA<sup>(b)</sup>  | Electricite de France SA<sup>(b)</sup>  | Electricite de France SA<sup>(b)</sup>  |
| 08/28/2035 | &nbsp;&nbsp; 5.636% | AUD | 890000 | &nbsp;&nbsp; 586443 |
| 06/17/2044 | &nbsp;&nbsp; 4.750% | EUR | 2400000 | &nbsp;&nbsp; 2743626 |
| 12/09/2049 | &nbsp;&nbsp; 2.000% | EUR | 600000 | &nbsp;&nbsp; 411391 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| RTE Reseau de Transport d'Electricite SADIR<sup>(b)</sup>  | RTE Reseau de Transport d'Electricite SADIR<sup>(b)</sup>  | RTE Reseau de Transport d'Electricite SADIR<sup>(b)</sup>  | RTE Reseau de Transport d'Electricite SADIR<sup>(b)</sup>  | RTE Reseau de Transport d'Electricite SADIR<sup>(b)</sup>  |
| 04/30/2044 | &nbsp;&nbsp; 3.750% | EUR | 500000 | &nbsp;&nbsp; 528597 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **5606638** |
| **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** | **Germany 0.0%** |
| EnBW International Finance BV<sup>(b)</sup>  | EnBW International Finance BV<sup>(b)</sup>  | EnBW International Finance BV<sup>(b)</sup>  | EnBW International Finance BV<sup>(b)</sup>  | EnBW International Finance BV<sup>(b)</sup>  |
| 02/26/2036 | &nbsp;&nbsp; 5.792% | AUD | 1410000 | &nbsp;&nbsp; 939248 |
| **Guatemala 0.1%** | **Guatemala 0.1%** | **Guatemala 0.1%** | **Guatemala 0.1%** | **Guatemala 0.1%** |
| Guatemala Government Bond<sup>(b)</sup>  | Guatemala Government Bond<sup>(b)</sup>  | Guatemala Government Bond<sup>(b)</sup>  | Guatemala Government Bond<sup>(b)</sup>  | Guatemala Government Bond<sup>(b)</sup>  |
| 10/07/2033 | &nbsp;&nbsp; 3.700% |  | 315000 | &nbsp;&nbsp; 274229 |
| 08/15/2036 | &nbsp;&nbsp; 6.250% |  | 1672000 | &nbsp;&nbsp; 1701254 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1975483** |
| **Hungary 0.0%** | **Hungary 0.0%** | **Hungary 0.0%** | **Hungary 0.0%** | **Hungary 0.0%** |
| MVM Energetika Zrt<sup>(b)</sup>  | MVM Energetika Zrt<sup>(b)</sup>  | MVM Energetika Zrt<sup>(b)</sup>  | MVM Energetika Zrt<sup>(b)</sup>  | MVM Energetika Zrt<sup>(b)</sup>  |
| 03/13/2031 | &nbsp;&nbsp; 6.500% |  | 469000 | &nbsp;&nbsp; 483378 |
| **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** |
| KazMunayGas National Co. JSC<sup>(b)</sup>  | KazMunayGas National Co. JSC<sup>(b)</sup>  | KazMunayGas National Co. JSC<sup>(b)</sup>  | KazMunayGas National Co. JSC<sup>(b)</sup>  | KazMunayGas National Co. JSC<sup>(b)</sup>  |
| 04/24/2030 | &nbsp;&nbsp; 5.375% |  | 534000 | &nbsp;&nbsp; 538381 |
| 04/14/2033 | &nbsp;&nbsp; 3.500% |  | 636000 | &nbsp;&nbsp; 568125 |
| KazTransGas JSC<sup>(b)</sup>  | KazTransGas JSC<sup>(b)</sup>  | KazTransGas JSC<sup>(b)</sup>  | KazTransGas JSC<sup>(b)</sup>  | KazTransGas JSC<sup>(b)</sup>  |
| 09/26/2027 | &nbsp;&nbsp; 4.375% |  | 400000 | &nbsp;&nbsp; 396924 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1503430** |
| **Kuwait 0.1%** | **Kuwait 0.1%** | **Kuwait 0.1%** | **Kuwait 0.1%** | **Kuwait 0.1%** |
| Kuwait International Government Bond<sup>(b)</sup>  | Kuwait International Government Bond<sup>(b)</sup>  | Kuwait International Government Bond<sup>(b)</sup>  | Kuwait International Government Bond<sup>(b)</sup>  | Kuwait International Government Bond<sup>(b)</sup>  |
| 10/09/2035 | &nbsp;&nbsp; 4.652% |  | 2412000 | &nbsp;&nbsp; 2311137 |
| **Mexico 0.1%** | **Mexico 0.1%** | **Mexico 0.1%** | **Mexico 0.1%** | **Mexico 0.1%** |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 05/19/2033 | &nbsp;&nbsp; 4.875% |  | 906000 | &nbsp;&nbsp; 857896 |
| 02/12/2034 | &nbsp;&nbsp; 3.500% |  | 200000 | &nbsp;&nbsp; 169597 |
| 02/09/2035 | &nbsp;&nbsp; 6.350% |  | 720000 | &nbsp;&nbsp; 735822 |
| 09/22/2035 | &nbsp;&nbsp; 5.625% |  | 1703000 | &nbsp;&nbsp; 1646103 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| 09/21/2047 | &nbsp;&nbsp; 6.750% |  | 296000 | &nbsp;&nbsp; 235757 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3645175** |
| **Oman 0.0%** | **Oman 0.0%** | **Oman 0.0%** | **Oman 0.0%** | **Oman 0.0%** |
| Oman Government International Bond<sup>(b)</sup>  | Oman Government International Bond<sup>(b)</sup>  | Oman Government International Bond<sup>(b)</sup>  | Oman Government International Bond<sup>(b)</sup>  | Oman Government International Bond<sup>(b)</sup>  |
| 01/25/2031 | &nbsp;&nbsp; 6.250% |  | 1306000 | &nbsp;&nbsp; 1362130 |
| **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** |
| Qatar Government International Bond<sup>(b)</sup>  | Qatar Government International Bond<sup>(b)</sup>  | Qatar Government International Bond<sup>(b)</sup>  | Qatar Government International Bond<sup>(b)</sup>  | Qatar Government International Bond<sup>(b)</sup>  |
| 04/23/2048 | &nbsp;&nbsp; 5.103% |  | 667000 | &nbsp;&nbsp; 613426 |
| 03/14/2049 | &nbsp;&nbsp; 4.817% |  | 524000 | &nbsp;&nbsp; 461875 |
| 04/16/2050 | &nbsp;&nbsp; 4.400% |  | 699000 | &nbsp;&nbsp; 577220 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1652521** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** | **Foreign Government Obligations**<sup>(a),(n)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** |
| Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  | Romanian Government International Bond<sup>(b)</sup>  |
| 03/24/2035 | &nbsp;&nbsp; 5.750% |  | 200000 | &nbsp;&nbsp; 188842 |
| 05/16/2036 | &nbsp;&nbsp; 6.625% |  | 3422000 | &nbsp;&nbsp; 3393992 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3582834** |
| **Saudi Arabia 0.2%** | **Saudi Arabia 0.2%** | **Saudi Arabia 0.2%** | **Saudi Arabia 0.2%** | **Saudi Arabia 0.2%** |
| Saudi Government International Bond<sup>(b)</sup>  | Saudi Government International Bond<sup>(b)</sup>  | Saudi Government International Bond<sup>(b)</sup>  | Saudi Government International Bond<sup>(b)</sup>  | Saudi Government International Bond<sup>(b)</sup>  |
| 01/12/2036 | &nbsp;&nbsp; 4.875% |  | 1602000 | &nbsp;&nbsp; 1555811 |
| 01/12/2056 | &nbsp;&nbsp; 5.875% |  | 3512000 | &nbsp;&nbsp; 3340066 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4895877** |
| **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** |
| Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond |
| 09/30/2029 | &nbsp;&nbsp; 4.850% |  | 865000 | &nbsp;&nbsp; 846729 |
| 06/22/2030 | &nbsp;&nbsp; 5.875% |  | 570000 | &nbsp;&nbsp; 573241 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1419970** |
| **United Arab Emirates 0.1%** | **United Arab Emirates 0.1%** | **United Arab Emirates 0.1%** | **United Arab Emirates 0.1%** | **United Arab Emirates 0.1%** |
| Abu Dhabi Government International Bond<sup>(b)</sup>  | Abu Dhabi Government International Bond<sup>(b)</sup>  | Abu Dhabi Government International Bond<sup>(b)</sup>  | Abu Dhabi Government International Bond<sup>(b)</sup>  | Abu Dhabi Government International Bond<sup>(b)</sup>  |
| 04/30/2054 | &nbsp;&nbsp; 5.500% |  | 3257000 | &nbsp;&nbsp; 3112634 |
| **United Kingdom 5.3%** | **United Kingdom 5.3%** | **United Kingdom 5.3%** | **United Kingdom 5.3%** | **United Kingdom 5.3%** |
| United Kingdom Gilt<sup>(b)</sup>  | United Kingdom Gilt<sup>(b)</sup>  | United Kingdom Gilt<sup>(b)</sup>  | United Kingdom Gilt<sup>(b)</sup>  | United Kingdom Gilt<sup>(b)</sup>  |
| 03/07/2028 | &nbsp;&nbsp; 4.375% | GBP | 114849000 | &nbsp;&nbsp; 152050808 |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $208,495,310) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $208,495,310) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $208,495,310) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $208,495,310) | &nbsp;&nbsp; **206116958** |
| **Residential Mortgage-Backed Securities - Agency 36.6%** | **Residential Mortgage-Backed Securities - Agency 36.6%** | **Residential Mortgage-Backed Securities - Agency 36.6%** | **Residential Mortgage-Backed Securities - Agency 36.6%** | **Residential Mortgage-Backed Securities - Agency 36.6%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 09/01/2032- <br>09/01/2052<br>| &nbsp;&nbsp; 3.500% |  | 38547780 | &nbsp;&nbsp; 35958396 |
| &nbsp;&nbsp; 07/01/2035- <br>06/01/2053<br>| &nbsp;&nbsp; 5.000% |  | 7097465 | &nbsp;&nbsp; 7052849 |
| &nbsp;&nbsp; 04/01/2036- <br>05/01/2039<br>| &nbsp;&nbsp; 6.000% |  | 62832 | &nbsp;&nbsp; 65369 |
| &nbsp;&nbsp; 06/01/2038- <br>11/01/2053<br>| &nbsp;&nbsp; 5.500% |  | 8555141 | &nbsp;&nbsp; 8624725 |
| &nbsp;&nbsp; 03/01/2039- <br>10/01/2053<br>| &nbsp;&nbsp; 4.500% |  | 54835288 | &nbsp;&nbsp; 53178332 |
| &nbsp;&nbsp; 07/01/2043- <br>01/01/2050<br>| &nbsp;&nbsp; 3.000% |  | 24923298 | &nbsp;&nbsp; 22467506 |
| &nbsp;&nbsp; 08/01/2044- <br>12/01/2052<br>| &nbsp;&nbsp; 4.000% |  | 52446597 | &nbsp;&nbsp; 49673908 |
| &nbsp;&nbsp; 03/01/2052- <br>04/01/2052<br>| &nbsp;&nbsp; 2.000% |  | 39424974 | &nbsp;&nbsp; 31905516 |
| CMO Series 360 Class 250 | CMO Series 360 Class 250 | CMO Series 360 Class 250 | CMO Series 360 Class 250 | CMO Series 360 Class 250 |
| 11/15/2047 | &nbsp;&nbsp; 2.500% |  | 1034170 | &nbsp;&nbsp; 935820 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Home Loan Mortgage Corp.<sup>(c),(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(f)</sup>  |
| CMO Series 2980 Class SL | CMO Series 2980 Class SL | CMO Series 2980 Class SL | CMO Series 2980 Class SL |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>11/15/2034<br>| &nbsp;&nbsp; 2.913% | 126482 | &nbsp;&nbsp; 11402 |
| Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  |
| CMO Series 4093 Class IA | CMO Series 4093 Class IA | CMO Series 4093 Class IA | CMO Series 4093 Class IA |
| 03/15/2042 | &nbsp;&nbsp; 4.000% | 2133743 | &nbsp;&nbsp; 333118 |
| Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS |
| CMO Series 4765 Class PZ | CMO Series 4765 Class PZ | CMO Series 4765 Class PZ | CMO Series 4765 Class PZ |
| 01/15/2048 | &nbsp;&nbsp; 3.000% | 3439923 | &nbsp;&nbsp; 2725125 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 05/01/2033- <br>11/01/2053<br>| &nbsp;&nbsp; 5.000% | 27714271 | &nbsp;&nbsp; 27432550 |
| &nbsp;&nbsp; 08/01/2033- <br>12/01/2052<br>| &nbsp;&nbsp; 3.500% | 14756784 | &nbsp;&nbsp; 13759198 |
| &nbsp;&nbsp; 10/01/2033- <br>08/01/2052<br>| &nbsp;&nbsp; 3.000% | 23780506 | &nbsp;&nbsp; 21151148 |
| &nbsp;&nbsp; 11/01/2038- <br>11/01/2040<br>| &nbsp;&nbsp; 6.000% | 993512 | &nbsp;&nbsp; 1040878 |
| &nbsp;&nbsp; 10/01/2040- <br>10/01/2052<br>| &nbsp;&nbsp; 2.000% | 107462170 | &nbsp;&nbsp; 87867226 |
| &nbsp;&nbsp; 08/01/2043- <br>02/01/2053<br>| &nbsp;&nbsp; 4.000% | 37402199 | &nbsp;&nbsp; 35554932 |
| &nbsp;&nbsp; 02/01/2046- <br>10/01/2054<br>| &nbsp;&nbsp; 4.500% | 48346245 | &nbsp;&nbsp; 46881040 |
| &nbsp;&nbsp; 12/01/2051- <br>04/01/2052<br>| &nbsp;&nbsp; 2.500% | 74996630 | &nbsp;&nbsp; 63913435 |
| &nbsp;&nbsp; 08/01/2053- <br>09/01/2053<br>| &nbsp;&nbsp; 5.500% | 24169658 | &nbsp;&nbsp; 24351332 |
| CMO Series 2013-13 Class PH | CMO Series 2013-13 Class PH | CMO Series 2013-13 Class PH | CMO Series 2013-13 Class PH |
| 04/25/2042 | &nbsp;&nbsp; 2.500% | 1123783 | &nbsp;&nbsp; 1087247 |
| CMO Series 2018-54 Class KA | CMO Series 2018-54 Class KA | CMO Series 2018-54 Class KA | CMO Series 2018-54 Class KA |
| 01/25/2047 | &nbsp;&nbsp; 3.500% | 295243 | &nbsp;&nbsp; 293479 |
| CMO Series 2018-86 Class JA | CMO Series 2018-86 Class JA | CMO Series 2018-86 Class JA | CMO Series 2018-86 Class JA |
| 05/25/2047 | &nbsp;&nbsp; 4.000% | 208891 | &nbsp;&nbsp; 207914 |
| CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD |
| 12/25/2048 | &nbsp;&nbsp; 3.500% | 464749 | &nbsp;&nbsp; 422134 |
| CMO Series 2019-1 Class KP | CMO Series 2019-1 Class KP | CMO Series 2019-1 Class KP | CMO Series 2019-1 Class KP |
| 02/25/2049 | &nbsp;&nbsp; 3.250% | 1025657 | &nbsp;&nbsp; 929275 |
| Federal National Mortgage Association<sup>(c),(f)</sup>  | Federal National Mortgage Association<sup>(c),(f)</sup>  | Federal National Mortgage Association<sup>(c),(f)</sup>  | Federal National Mortgage Association<sup>(c),(f)</sup>  |
| CMO Series 2006-8 Class HL | CMO Series 2006-8 Class HL | CMO Series 2006-8 Class HL | CMO Series 2006-8 Class HL |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>03/25/2036<br>| &nbsp;&nbsp; 2.924% | 302674 | &nbsp;&nbsp; 31369 |
| CMO Series 2013-81 Class NS | CMO Series 2013-81 Class NS | CMO Series 2013-81 Class NS | CMO Series 2013-81 Class NS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>10/25/2042<br>| &nbsp;&nbsp; 2.424% | 23948 | &nbsp;&nbsp; 264 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal National Mortgage Association<sup>(f)</sup>  | Federal National Mortgage Association<sup>(f)</sup>  | Federal National Mortgage Association<sup>(f)</sup>  | Federal National Mortgage Association<sup>(f)</sup>  |
| CMO Series 2013-45 Class IK | CMO Series 2013-45 Class IK | CMO Series 2013-45 Class IK | CMO Series 2013-45 Class IK |
| 02/25/2043 | &nbsp;&nbsp; 3.000% | 89002 | &nbsp;&nbsp; 7486 |
| Freddie Mac REMICS<sup>(c)</sup>  | Freddie Mac REMICS<sup>(c)</sup>  | Freddie Mac REMICS<sup>(c)</sup>  | Freddie Mac REMICS<sup>(c)</sup>  |
| CMO Series 5473K Class BF | CMO Series 5473K Class BF | CMO Series 5473K Class BF | CMO Series 5473K Class BF |
| &nbsp;&nbsp; 30-day Average SOFR + 1.300% <br>Floor 1.300%, Cap 6.500% <br>11/25/2054<br>| &nbsp;&nbsp; 4.962% | 1196988 | &nbsp;&nbsp; 1204799 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 04/15/2035- <br>10/20/2047<br>| &nbsp;&nbsp; 5.000% | 1952754 | &nbsp;&nbsp; 1979982 |
| &nbsp;&nbsp; 10/15/2039- <br>08/20/2048<br>| &nbsp;&nbsp; 4.500% | 3769410 | &nbsp;&nbsp; 3722154 |
| &nbsp;&nbsp; 07/15/2040- <br>10/20/2052<br>| &nbsp;&nbsp; 4.000% | 20996717 | &nbsp;&nbsp; 19923920 |
| &nbsp;&nbsp; 04/20/2046- <br>07/20/2049<br>| &nbsp;&nbsp; 3.500% | 12538411 | &nbsp;&nbsp; 11763487 |
| &nbsp;&nbsp; 11/20/2046- <br>10/20/2049<br>| &nbsp;&nbsp; 3.000% | 7935074 | &nbsp;&nbsp; 7154423 |
| 02/20/2054 | &nbsp;&nbsp; 5.500% | 7271044 | &nbsp;&nbsp; 7357892 |
| Government National Mortgage Association<sup>(o)</sup>  | Government National Mortgage Association<sup>(o)</sup>  | Government National Mortgage Association<sup>(o)</sup>  | Government National Mortgage Association<sup>(o)</sup>  |
| CMO Series 2006-26 Class | CMO Series 2006-26 Class | CMO Series 2006-26 Class | CMO Series 2006-26 Class |
| 06/20/2036 | &nbsp;&nbsp; 0.000% | 11367 | &nbsp;&nbsp; 9438 |
| Government National Mortgage Association TBA<sup>(g)</sup>  | Government National Mortgage Association TBA<sup>(g)</sup>  | Government National Mortgage Association TBA<sup>(g)</sup>  | Government National Mortgage Association TBA<sup>(g)</sup>  |
| 04/21/2056 | &nbsp;&nbsp; 2.500% | 42125000 | &nbsp;&nbsp; 36234082 |
| 04/21/2056 | &nbsp;&nbsp; 4.000% | 42875000 | &nbsp;&nbsp; 40155705 |
| 04/21/2056 | &nbsp;&nbsp; 4.500% | 9450000 | &nbsp;&nbsp; 9127766 |
| 04/21/2056 | &nbsp;&nbsp; 5.000% | 16700000 | &nbsp;&nbsp; 16538049 |
| 04/21/2056 | &nbsp;&nbsp; 5.500% | 14500000 | &nbsp;&nbsp; 14592347 |
| 05/20/2056 | &nbsp;&nbsp; 3.500% | 23100000 | &nbsp;&nbsp; 21082916 |
| 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>  |
| &nbsp;&nbsp; 04/13/2056- <br>05/13/2056<br>| &nbsp;&nbsp; 4.000% | 96875000 | &nbsp;&nbsp; 91375463 |
| 04/13/2056 | &nbsp;&nbsp; 4.500% | 68250000 | &nbsp;&nbsp; 65861637 |
| 04/13/2056 | &nbsp;&nbsp; 5.000% | 27175000 | &nbsp;&nbsp; 26797991 |
| 04/13/2056 | &nbsp;&nbsp; 5.500% | 25000 | &nbsp;&nbsp; 25115 |
| 05/13/2056 | &nbsp;&nbsp; 2.000% | 8825000 | &nbsp;&nbsp; 7103780 |
| 05/13/2056 | &nbsp;&nbsp; 2.500% | 150000 | &nbsp;&nbsp; 126041 |
| 05/13/2056 | &nbsp;&nbsp; 3.000% | 13350000 | &nbsp;&nbsp; 11713266 |
| 05/13/2056 | &nbsp;&nbsp; 3.500% | 119600000 | &nbsp;&nbsp; 109509157 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,061,813,589) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,061,813,589) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,061,813,589) | &nbsp;&nbsp; **1041222383** |
| **Residential Mortgage-Backed Securities - Non-Agency 9.2%** | **Residential Mortgage-Backed Securities - Non-Agency 9.2%** | **Residential Mortgage-Backed Securities - Non-Agency 9.2%** | **Residential Mortgage-Backed Securities - Non-Agency 9.2%** |
| Angel Oak Mortgage Trust<sup>(b),(e)</sup>  | Angel Oak Mortgage Trust<sup>(b),(e)</sup>  | Angel Oak Mortgage Trust<sup>(b),(e)</sup>  | Angel Oak Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 |
| 09/25/2066 | &nbsp;&nbsp; 1.458% | 3514105 | &nbsp;&nbsp; 2971150 |
| CMO Series 2026-1 Class A1 | CMO Series 2026-1 Class A1 | CMO Series 2026-1 Class A1 | CMO Series 2026-1 Class A1 |
| 02/25/2071 | &nbsp;&nbsp; 4.747% | 3444564 | &nbsp;&nbsp; 3408254 |
| Angel Oak Mortgage Trust<sup>(b),(d)</sup>  | Angel Oak Mortgage Trust<sup>(b),(d)</sup>  | Angel Oak Mortgage Trust<sup>(b),(d)</sup>  | Angel Oak Mortgage Trust<sup>(b),(d)</sup>  |
| CMO Series 2022-1 Class A1 | CMO Series 2022-1 Class A1 | CMO Series 2022-1 Class A1 | CMO Series 2022-1 Class A1 |
| 12/25/2066 | &nbsp;&nbsp; 3.881% | 6025998 | &nbsp;&nbsp; 5725146 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2026-1 Class A2 | CMO Series 2026-1 Class A2 | CMO Series 2026-1 Class A2 | CMO Series 2026-1 Class A2 |
| 02/25/2071 | &nbsp;&nbsp; 4.971% | 1294172 | &nbsp;&nbsp; 1281109 |
| BCAP LLC Trust<sup>(c)</sup>  | BCAP LLC Trust<sup>(c)</sup>  | BCAP LLC Trust<sup>(c)</sup>  | BCAP LLC Trust<sup>(c)</sup>  |
| CMO Series 2007-AA1 Class 2A1 | CMO Series 2007-AA1 Class 2A1 | CMO Series 2007-AA1 Class 2A1 | CMO Series 2007-AA1 Class 2A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.474% <br>Floor 0.360% <br>03/25/2037<br>| &nbsp;&nbsp; 4.153% | 3616315 | &nbsp;&nbsp; 3387217 |
| BRAVO Residential Funding Trust<sup>(b),(e)</sup>  | BRAVO Residential Funding Trust<sup>(b),(e)</sup>  | BRAVO Residential Funding Trust<sup>(b),(e)</sup>  | BRAVO Residential Funding Trust<sup>(b),(e)</sup>  |
| CMO Series 2026-NQM1 Class A1 | CMO Series 2026-NQM1 Class A1 | CMO Series 2026-NQM1 Class A1 | CMO Series 2026-NQM1 Class A1 |
| 12/25/2065 | &nbsp;&nbsp; 4.830% | 6956535 | &nbsp;&nbsp; 6895725 |
| Chase Home Lending Mortgage Trust<sup>(b),(e)</sup>  | Chase Home Lending Mortgage Trust<sup>(b),(e)</sup>  | Chase Home Lending Mortgage Trust<sup>(b),(e)</sup>  | Chase Home Lending Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-2 Class A4A | CMO Series 2025-2 Class A4A | CMO Series 2025-2 Class A4A | CMO Series 2025-2 Class A4A |
| 12/25/2055 | &nbsp;&nbsp; 5.500% | 8605906 | &nbsp;&nbsp; 8609153 |
| CIM Group<sup>(b),(e)</sup>  | CIM Group<sup>(b),(e)</sup>  | CIM Group<sup>(b),(e)</sup>  | CIM Group<sup>(b),(e)</sup>  |
| CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A |
| 12/27/2061 | &nbsp;&nbsp; 2.250% | 4868764 | &nbsp;&nbsp; 4510278 |
| CIM Trust<sup>(b),(e)</sup>  | CIM Trust<sup>(b),(e)</sup>  | CIM Trust<sup>(b),(e)</sup>  | CIM Trust<sup>(b),(e)</sup>  |
| CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A |
| 12/25/2060 | &nbsp;&nbsp; 2.250% | 3274609 | &nbsp;&nbsp; 3034064 |
| CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A |
| 06/25/2057 | &nbsp;&nbsp; 1.951% | 5680847 | &nbsp;&nbsp; 5281119 |
| CMO Series 2021-R5 Class A1A | CMO Series 2021-R5 Class A1A | CMO Series 2021-R5 Class A1A | CMO Series 2021-R5 Class A1A |
| 08/25/2061 | &nbsp;&nbsp; 2.000% | 6152904 | &nbsp;&nbsp; 5438898 |
| CIM Trust<sup>(b),(d)</sup>  | CIM Trust<sup>(b),(d)</sup>  | CIM Trust<sup>(b),(d)</sup>  | CIM Trust<sup>(b),(d)</sup>  |
| CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 |
| 02/25/2099 | &nbsp;&nbsp; 5.000% | 7983912 | &nbsp;&nbsp; 7910784 |
| CitiMortgage Alternative Loan Trust | CitiMortgage Alternative Loan Trust | CitiMortgage Alternative Loan Trust | CitiMortgage Alternative Loan Trust |
| CMO Series 2006-A5 Class 1A12 | CMO Series 2006-A5 Class 1A12 | CMO Series 2006-A5 Class 1A12 | CMO Series 2006-A5 Class 1A12 |
| 10/25/2036 | &nbsp;&nbsp; 6.000% | 753523 | &nbsp;&nbsp; 666060 |
| Connecticut Avenue Securities Trust<sup>(b),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(b),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(b),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(b),(c)</sup>  |
| CMO Series 2022-R03 Class 1M2 | CMO Series 2022-R03 Class 1M2 | CMO Series 2022-R03 Class 1M2 | CMO Series 2022-R03 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.500% <br>03/25/2042<br>| &nbsp;&nbsp; 7.162% | 5000000 | &nbsp;&nbsp; 5096635 |
| Countrywide Alternative Loan Trust<sup>(c)</sup>  | Countrywide Alternative Loan Trust<sup>(c)</sup>  | Countrywide Alternative Loan Trust<sup>(c)</sup>  | Countrywide Alternative Loan Trust<sup>(c)</sup>  |
| CMO Series 2005-76 Class 1A1 | CMO Series 2005-76 Class 1A1 | CMO Series 2005-76 Class 1A1 | CMO Series 2005-76 Class 1A1 |
| &nbsp;&nbsp; 1-year MTA + 1.480% <br>Floor 1.480% <br>01/25/2036<br>| &nbsp;&nbsp; 5.279% | 1647886 | &nbsp;&nbsp; 1537761 |
| Countrywide Alternative Loan Trust<sup>(e)</sup>  | Countrywide Alternative Loan Trust<sup>(e)</sup>  | Countrywide Alternative Loan Trust<sup>(e)</sup>  | Countrywide Alternative Loan Trust<sup>(e)</sup>  |
| CMO Series 2006-HY12 Class A5 | CMO Series 2006-HY12 Class A5 | CMO Series 2006-HY12 Class A5 | CMO Series 2006-HY12 Class A5 |
| 08/25/2036 | &nbsp;&nbsp; 4.135% | 2129915 | &nbsp;&nbsp; 2010710 |
| Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates<sup>(e)</sup>  | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates<sup>(e)</sup>  | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates<sup>(e)</sup>  | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates<sup>(e)</sup>  |
| CMO Series 2004-AR5 Class 2A1 | CMO Series 2004-AR5 Class 2A1 | CMO Series 2004-AR5 Class 2A1 | CMO Series 2004-AR5 Class 2A1 |
| 06/25/2034 | &nbsp;&nbsp; 4.973% | 23006 | &nbsp;&nbsp; 22925 |
| Credit Suisse Mortgage Capital Trust<sup>(b),(e)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(b),(e)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(b),(e)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(b),(e)</sup>  |
| CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT |
| 10/25/2061 | &nbsp;&nbsp; 3.716% | 8156240 | &nbsp;&nbsp; 6771512 |
| Cross Mortgage Trust<sup>(b),(e)</sup>  | Cross Mortgage Trust<sup>(b),(e)</sup>  | Cross Mortgage Trust<sup>(b),(e)</sup>  | Cross Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2024-H7 Class A1 | CMO Series 2024-H7 Class A1 | CMO Series 2024-H7 Class A1 | CMO Series 2024-H7 Class A1 |
| 11/25/2069 | &nbsp;&nbsp; 5.585% | 6113445 | &nbsp;&nbsp; 6133262 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2025-H2 Class A1 | CMO Series 2025-H2 Class A1 | CMO Series 2025-H2 Class A1 | CMO Series 2025-H2 Class A1 |
| 03/25/2070 | &nbsp;&nbsp; 5.356% | 3080019 | &nbsp;&nbsp; 3083564 |
| CSMC Trust<sup>(b),(e)</sup>  | CSMC Trust<sup>(b),(e)</sup>  | CSMC Trust<sup>(b),(e)</sup>  | CSMC Trust<sup>(b),(e)</sup>  |
| CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A |
| 09/25/2057 | &nbsp;&nbsp; 3.850% | 3650019 | &nbsp;&nbsp; 3506720 |
| CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 |
| 11/25/2066 | &nbsp;&nbsp; 2.265% | 8633322 | &nbsp;&nbsp; 7814377 |
| CSMCM Trust<sup>(b)</sup>  | CSMCM Trust<sup>(b)</sup>  | CSMCM Trust<sup>(b)</sup>  | CSMCM Trust<sup>(b)</sup>  |
| CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT |
| 10/27/2061 | &nbsp;&nbsp; 3.778% | 343120 | &nbsp;&nbsp; 267263 |
| CWABS Asset-Backed Certificates Trust<sup>(c)</sup>  | CWABS Asset-Backed Certificates Trust<sup>(c)</sup>  | CWABS Asset-Backed Certificates Trust<sup>(c)</sup>  | CWABS Asset-Backed Certificates Trust<sup>(c)</sup>  |
| CMO Series 2006-14 Class 2A3 | CMO Series 2006-14 Class 2A3 | CMO Series 2006-14 Class 2A3 | CMO Series 2006-14 Class 2A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.354% <br>Floor 0.480% <br>02/25/2037<br>| &nbsp;&nbsp; 4.033% | 963082 | &nbsp;&nbsp; 947503 |
| FIGRE Trust<sup>(b),(e)</sup>  | FIGRE Trust<sup>(b),(e)</sup>  | FIGRE Trust<sup>(b),(e)</sup>  | FIGRE Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-HE7 Class A | CMO Series 2025-HE7 Class A | CMO Series 2025-HE7 Class A | CMO Series 2025-HE7 Class A |
| 11/25/2055 | &nbsp;&nbsp; 5.150% | 6457163 | &nbsp;&nbsp; 6407676 |
| CMO Series 2026-HE1 Class A | CMO Series 2026-HE1 Class A | CMO Series 2026-HE1 Class A | CMO Series 2026-HE1 Class A |
| 01/25/2056 | &nbsp;&nbsp; 4.982% | 7138659 | &nbsp;&nbsp; 7068770 |
| First Horizon Alternative Mortgage Securities Trust<sup>(e)</sup>  | First Horizon Alternative Mortgage Securities Trust<sup>(e)</sup>  | First Horizon Alternative Mortgage Securities Trust<sup>(e)</sup>  | First Horizon Alternative Mortgage Securities Trust<sup>(e)</sup>  |
| CMO Series 2005-AA10 Class 2A1 | CMO Series 2005-AA10 Class 2A1 | CMO Series 2005-AA10 Class 2A1 | CMO Series 2005-AA10 Class 2A1 |
| 12/25/2035 | &nbsp;&nbsp; 5.388% | 630973 | &nbsp;&nbsp; 475424 |
| CMO Series 2005-AA7 Class 2A1 | CMO Series 2005-AA7 Class 2A1 | CMO Series 2005-AA7 Class 2A1 | CMO Series 2005-AA7 Class 2A1 |
| 09/25/2035 | &nbsp;&nbsp; 4.813% | 424195 | &nbsp;&nbsp; 377782 |
| CMO Series 2005-AA8 Class 2A1 | CMO Series 2005-AA8 Class 2A1 | CMO Series 2005-AA8 Class 2A1 | CMO Series 2005-AA8 Class 2A1 |
| 10/25/2035 | &nbsp;&nbsp; 4.682% | 1255924 | &nbsp;&nbsp; 672154 |
| First Horizon Alternative Mortgage Securities Trust | First Horizon Alternative Mortgage Securities Trust | First Horizon Alternative Mortgage Securities Trust | First Horizon Alternative Mortgage Securities Trust |
| CMO Series 2006-FA8 Class 1A11 | CMO Series 2006-FA8 Class 1A11 | CMO Series 2006-FA8 Class 1A11 | CMO Series 2006-FA8 Class 1A11 |
| 02/25/2037 | &nbsp;&nbsp; 6.000% | 746199 | &nbsp;&nbsp; 256712 |
| GMAC Mortgage Loan Trust<sup>(e)</sup>  | GMAC Mortgage Loan Trust<sup>(e)</sup>  | GMAC Mortgage Loan Trust<sup>(e)</sup>  | GMAC Mortgage Loan Trust<sup>(e)</sup>  |
| CMO Series 2005-AR6 Class 2A1 | CMO Series 2005-AR6 Class 2A1 | CMO Series 2005-AR6 Class 2A1 | CMO Series 2005-AR6 Class 2A1 |
| 11/19/2035 | &nbsp;&nbsp; 3.849% | 1094036 | &nbsp;&nbsp; 426304 |
| GS Mortgage-Backed Securities Trust<sup>(b)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b)</sup>  | GS Mortgage-Backed Securities Trust<sup>(b)</sup>  |
| CMO Series 2018-RPL1 Class A1A | CMO Series 2018-RPL1 Class A1A | CMO Series 2018-RPL1 Class A1A | CMO Series 2018-RPL1 Class A1A |
| 10/25/2057 | &nbsp;&nbsp; 3.750% | 2355321 | &nbsp;&nbsp; 2319963 |
| GSR Mortgage Loan Trust<sup>(e)</sup>  | GSR Mortgage Loan Trust<sup>(e)</sup>  | GSR Mortgage Loan Trust<sup>(e)</sup>  | GSR Mortgage Loan Trust<sup>(e)</sup>  |
| CMO Series 2005-AR6 Class 4A5 | CMO Series 2005-AR6 Class 4A5 | CMO Series 2005-AR6 Class 4A5 | CMO Series 2005-AR6 Class 4A5 |
| 09/25/2035 | &nbsp;&nbsp; 5.096% | 88056 | &nbsp;&nbsp; 80149 |
| HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.314% <br>Floor 0.200% <br>11/19/2036<br>| &nbsp;&nbsp; 4.181% | 7289330 | &nbsp;&nbsp; 5896574 |
| IndyMac Index Mortgage Loan Trust<sup>(c)</sup>  | IndyMac Index Mortgage Loan Trust<sup>(c)</sup>  | IndyMac Index Mortgage Loan Trust<sup>(c)</sup>  | IndyMac Index Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-AR27 Class 1A3 | CMO Series 2006-AR27 Class 1A3 | CMO Series 2006-AR27 Class 1A3 | CMO Series 2006-AR27 Class 1A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.654% <br>Floor 0.540%, Cap 10.500% <br>10/25/2036<br>| &nbsp;&nbsp; 4.333% | 3009968 | &nbsp;&nbsp; 1202207 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| JPMorgan Mortgage Acquisition Trust<sup>(c)</sup>  | JPMorgan Mortgage Acquisition Trust<sup>(c)</sup>  | JPMorgan Mortgage Acquisition Trust<sup>(c)</sup>  | JPMorgan Mortgage Acquisition Trust<sup>(c)</sup>  |
| CMO Series 2006-FRE1 Class M1 | CMO Series 2006-FRE1 Class M1 | CMO Series 2006-FRE1 Class M1 | CMO Series 2006-FRE1 Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.699% <br>Floor 0.585% <br>05/25/2035<br>| &nbsp;&nbsp; 4.378% | 865473 | &nbsp;&nbsp; 860092 |
| JPMorgan Mortgage Trust Series<sup>(b),(e)</sup>  | JPMorgan Mortgage Trust Series<sup>(b),(e)</sup>  | JPMorgan Mortgage Trust Series<sup>(b),(e)</sup>  | JPMorgan Mortgage Trust Series<sup>(b),(e)</sup>  |
| CMO Series 2025-CES1 Class A1 | CMO Series 2025-CES1 Class A1 | CMO Series 2025-CES1 Class A1 | CMO Series 2025-CES1 Class A1 |
| 05/25/2055 | &nbsp;&nbsp; 5.666% | 4815698 | &nbsp;&nbsp; 4834502 |
| Long Beach Mortgage Loan Trust<sup>(c)</sup>  | Long Beach Mortgage Loan Trust<sup>(c)</sup>  | Long Beach Mortgage Loan Trust<sup>(c)</sup>  | Long Beach Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>11/25/2036<br>| &nbsp;&nbsp; 4.093% | 3361653 | &nbsp;&nbsp; 2384626 |
| Merrill Lynch First Franklin Mortgage Loan Trust<sup>(c)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(c)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(c)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2007-2 Class A2C | CMO Series 2007-2 Class A2C | CMO Series 2007-2 Class A2C | CMO Series 2007-2 Class A2C |
| &nbsp;&nbsp; 1-month Term SOFR + 0.594% <br>Floor 0.480% <br>05/25/2037<br>| &nbsp;&nbsp; 4.273% | 1568266 | &nbsp;&nbsp; 1147005 |
| Merrill Lynch Mortgage-Backed Securities Trust<sup>(c)</sup>  | Merrill Lynch Mortgage-Backed Securities Trust<sup>(c)</sup>  | Merrill Lynch Mortgage-Backed Securities Trust<sup>(c)</sup>  | Merrill Lynch Mortgage-Backed Securities Trust<sup>(c)</sup>  |
| CMO Series 2007-2 Class 1A1 | CMO Series 2007-2 Class 1A1 | CMO Series 2007-2 Class 1A1 | CMO Series 2007-2 Class 1A1 |
| &nbsp;&nbsp; 1-year CMT + 2.400% <br>Floor 2.400% <br>08/25/2036<br>| &nbsp;&nbsp; 5.910% | 427972 | &nbsp;&nbsp; 368174 |
| Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2005-2AR Class A | CMO Series 2005-2AR Class A | CMO Series 2005-2AR Class A | CMO Series 2005-2AR Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.374% <br>Floor 0.260%, Cap 11.000% <br>04/25/2035<br>| &nbsp;&nbsp; 4.053% | 196563 | &nbsp;&nbsp; 196285 |
| Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-NQ10 Class A1 | CMO Series 2025-NQ10 Class A1 | CMO Series 2025-NQ10 Class A1 | CMO Series 2025-NQ10 Class A1 |
| 11/25/2070 | &nbsp;&nbsp; 5.119% | 7509979 | &nbsp;&nbsp; 7485904 |
| CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 | CMO Series 2026-NQM2 Class A1 |
| 01/26/2071 | &nbsp;&nbsp; 4.734% | 4027287 | &nbsp;&nbsp; 3980148 |
| Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(d)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(d)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(d)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(b),(d)</sup>  |
| CMO Series 2026-NQM2 Class A2 | CMO Series 2026-NQM2 Class A2 | CMO Series 2026-NQM2 Class A2 | CMO Series 2026-NQM2 Class A2 |
| 01/26/2071 | &nbsp;&nbsp; 4.988% | 2906392 | &nbsp;&nbsp; 2875440 |
| MortgageIT Trust<sup>(c)</sup>  | MortgageIT Trust<sup>(c)</sup>  | MortgageIT Trust<sup>(c)</sup>  | MortgageIT Trust<sup>(c)</sup>  |
| CMO Series 2005-4 Class A1 | CMO Series 2005-4 Class A1 | CMO Series 2005-4 Class A1 | CMO Series 2005-4 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.674% <br>Floor 0.560%, Cap 11.500% <br>10/25/2035<br>| &nbsp;&nbsp; 4.353% | 393257 | &nbsp;&nbsp; 394963 |
| New Residential Mortgage Loan Trust<sup>(b),(d)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(d)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(d)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(d)</sup>  |
| CMO Series 2022-NQM4 Class A1 | CMO Series 2022-NQM4 Class A1 | CMO Series 2022-NQM4 Class A1 | CMO Series 2022-NQM4 Class A1 |
| 06/25/2062 | &nbsp;&nbsp; 5.000% | 12834355 | &nbsp;&nbsp; 12791143 |
| New Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(b),(e)</sup>  |
| CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 |
| 09/25/2064 | &nbsp;&nbsp; 5.117% | 5319205 | &nbsp;&nbsp; 5296821 |
| OBX Trust<sup>(b),(e)</sup>  | OBX Trust<sup>(b),(e)</sup>  | OBX Trust<sup>(b),(e)</sup>  | OBX Trust<sup>(b),(e)</sup>  |
| CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 |
| 05/25/2061 | &nbsp;&nbsp; 1.101% | 6780967 | &nbsp;&nbsp; 5594029 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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 ($)**<br>| **Value ($)** |
| PMT Loan Trust<sup>(b),(e)</sup>  | PMT Loan Trust<sup>(b),(e)</sup>  | PMT Loan Trust<sup>(b),(e)</sup>  | PMT Loan Trust<sup>(b),(e)</sup>  |
| CMO Series 2025-CNF1 Class A8 | CMO Series 2025-CNF1 Class A8 | CMO Series 2025-CNF1 Class A8 | CMO Series 2025-CNF1 Class A8 |
| 10/25/2056 | &nbsp;&nbsp; 5.000% | 7378779 | &nbsp;&nbsp; 7329729 |
| PRET LLC<sup>(b),(d)</sup>  | PRET LLC<sup>(b),(d)</sup>  | PRET LLC<sup>(b),(d)</sup>  | PRET LLC<sup>(b),(d)</sup>  |
| CMO Series 2025-NPL6 Class A1 | CMO Series 2025-NPL6 Class A1 | CMO Series 2025-NPL6 Class A1 | CMO Series 2025-NPL6 Class A1 |
| 06/25/2055 | &nbsp;&nbsp; 5.744% | 3865833 | &nbsp;&nbsp; 3867941 |
| PRKCM Trust<sup>(b),(e)</sup>  | PRKCM Trust<sup>(b),(e)</sup>  | PRKCM Trust<sup>(b),(e)</sup>  | PRKCM Trust<sup>(b),(e)</sup>  |
| CMO Series 2021-AFC2 Class A1 | CMO Series 2021-AFC2 Class A1 | CMO Series 2021-AFC2 Class A1 | CMO Series 2021-AFC2 Class A1 |
| 11/25/2056 | &nbsp;&nbsp; 2.071% | 8331891 | &nbsp;&nbsp; 7379192 |
| PRPM LLC<sup>(b),(d)</sup>  | PRPM LLC<sup>(b),(d)</sup>  | PRPM LLC<sup>(b),(d)</sup>  | PRPM LLC<sup>(b),(d)</sup>  |
| CMO Series 2025-RPL3 Class A1 | CMO Series 2025-RPL3 Class A1 | CMO Series 2025-RPL3 Class A1 | CMO Series 2025-RPL3 Class A1 |
| 04/25/2055 | &nbsp;&nbsp; 3.250% | 6207560 | &nbsp;&nbsp; 6001275 |
| CMO Series 2025-RPL4 Class A1 | CMO Series 2025-RPL4 Class A1 | CMO Series 2025-RPL4 Class A1 | CMO Series 2025-RPL4 Class A1 |
| 05/25/2055 | &nbsp;&nbsp; 3.000% | 6750295 | &nbsp;&nbsp; 6403132 |
| RALI Trust<sup>(e)</sup>  | RALI Trust<sup>(e)</sup>  | RALI Trust<sup>(e)</sup>  | RALI Trust<sup>(e)</sup>  |
| CMO Series 2005-QA8 Class CB21 | CMO Series 2005-QA8 Class CB21 | CMO Series 2005-QA8 Class CB21 | CMO Series 2005-QA8 Class CB21 |
| 07/25/2035 | &nbsp;&nbsp; 5.098% | 747454 | &nbsp;&nbsp; 370316 |
| RCKT Mortgage Trust<sup>(b),(d)</sup>  | RCKT Mortgage Trust<sup>(b),(d)</sup>  | RCKT Mortgage Trust<sup>(b),(d)</sup>  | RCKT Mortgage Trust<sup>(b),(d)</sup>  |
| CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A |
| 11/25/2044 | &nbsp;&nbsp; 5.490% | 6761672 | &nbsp;&nbsp; 6787550 |
| CMO Series 2024-CES9 Class A1A | CMO Series 2024-CES9 Class A1A | CMO Series 2024-CES9 Class A1A | CMO Series 2024-CES9 Class A1A |
| 12/25/2044 | &nbsp;&nbsp; 5.582% | 5786049 | &nbsp;&nbsp; 5808975 |
| CMO Series 2025-CES6 Class A1B | CMO Series 2025-CES6 Class A1B | CMO Series 2025-CES6 Class A1B | CMO Series 2025-CES6 Class A1B |
| 06/25/2055 | &nbsp;&nbsp; 5.673% | 5739780 | &nbsp;&nbsp; 5760505 |
| Saluda Grade Alternative Mortgage Trust<sup>(b),(c)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(b),(c)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(b),(c)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(b),(c)</sup>  |
| CMO Series 2025-LOC4 Class A1A | CMO Series 2025-LOC4 Class A1A | CMO Series 2025-LOC4 Class A1A | CMO Series 2025-LOC4 Class A1A |
| &nbsp;&nbsp; 30-day Average SOFR + 1.750% <br>06/25/2055<br>| &nbsp;&nbsp; 5.424% | 7060205 | &nbsp;&nbsp; 7084660 |
| Sequoia Mortgage Trust<sup>(b),(e)</sup>  | Sequoia Mortgage Trust<sup>(b),(e)</sup>  | Sequoia Mortgage Trust<sup>(b),(e)</sup>  | Sequoia Mortgage Trust<sup>(b),(e)</sup>  |
| CMO Series 2026-4 Class A5 | CMO Series 2026-4 Class A5 | CMO Series 2026-4 Class A5 | CMO Series 2026-4 Class A5 |
| 03/25/2056 | &nbsp;&nbsp; 5.000% | 4370000 | &nbsp;&nbsp; 4327566 |
| Starwood Mortgage Residential Trust<sup>(b),(e)</sup>  | Starwood Mortgage Residential Trust<sup>(b),(e)</sup>  | Starwood Mortgage Residential Trust<sup>(b),(e)</sup>  | Starwood Mortgage Residential Trust<sup>(b),(e)</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 |
| 06/25/2056 | &nbsp;&nbsp; 1.127% | 4073542 | &nbsp;&nbsp; 3540696 |
| Structured Asset Mortgage Investments II Trust<sup>(c)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(c)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(c)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(c)</sup>  |
| CMO Series 2006-AR3 Class 12A1 | CMO Series 2006-AR3 Class 12A1 | CMO Series 2006-AR3 Class 12A1 | CMO Series 2006-AR3 Class 12A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 10.500% <br>05/25/2036<br>| &nbsp;&nbsp; 4.233% | 3691775 | &nbsp;&nbsp; 3091880 |
| Verus Securitization Trust<sup>(b),(d)</sup>  | Verus Securitization Trust<sup>(b),(d)</sup>  | Verus Securitization Trust<sup>(b),(d)</sup>  | Verus Securitization Trust<sup>(b),(d)</sup>  |
| CMO Series 2021-7 Class A1 | CMO Series 2021-7 Class A1 | CMO Series 2021-7 Class A1 | CMO Series 2021-7 Class A1 |
| 10/25/2066 | &nbsp;&nbsp; 1.829% | 12365659 | &nbsp;&nbsp; 11394098 |
| Vista Point Securitization Trust<sup>(b),(d)</sup>  | Vista Point Securitization Trust<sup>(b),(d)</sup>  | Vista Point Securitization Trust<sup>(b),(d)</sup>  | Vista Point Securitization Trust<sup>(b),(d)</sup>  |
| CMO Series 2024-CES3 Class A1 | CMO Series 2024-CES3 Class A1 | CMO Series 2024-CES3 Class A1 | CMO Series 2024-CES3 Class A1 |
| 01/25/2055 | &nbsp;&nbsp; 5.679% | 5886569 | &nbsp;&nbsp; 5905492 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(e)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(e)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(e)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(e)</sup>  |
| CMO Series 2003-AR10 Class A7 | CMO Series 2003-AR10 Class A7 | CMO Series 2003-AR10 Class A7 | CMO Series 2003-AR10 Class A7 |
| 10/25/2033 | &nbsp;&nbsp; 5.674% | 192673 | &nbsp;&nbsp; 186736 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2003-AR9 Class 1A6 | CMO Series 2003-AR9 Class 1A6 | CMO Series 2003-AR9 Class 1A6 | CMO Series 2003-AR9 Class 1A6 |
| 09/25/2033 | &nbsp;&nbsp; 5.263% | 179097 | &nbsp;&nbsp; 176964 |
| CMO Series 2005-AR4 Class A5 | CMO Series 2005-AR4 Class A5 | CMO Series 2005-AR4 Class A5 | CMO Series 2005-AR4 Class A5 |
| 04/25/2035 | &nbsp;&nbsp; 4.135% | 219699 | &nbsp;&nbsp; 207162 |
| CMO Series 2007-HY2 Class 1A1 | CMO Series 2007-HY2 Class 1A1 | CMO Series 2007-HY2 Class 1A1 | CMO Series 2007-HY2 Class 1A1 |
| 12/25/2036 | &nbsp;&nbsp; 4.073% | 1451121 | &nbsp;&nbsp; 1339336 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  |
| CMO Series 2005-AR15 Class A1A1 | CMO Series 2005-AR15 Class A1A1 | CMO Series 2005-AR15 Class A1A1 | CMO Series 2005-AR15 Class A1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520%, Cap 10.500% <br>11/25/2045<br>| &nbsp;&nbsp; 4.313% | 1188330 | &nbsp;&nbsp; 1125000 |
| CMO Series 2006-AR11 Class 1A | CMO Series 2006-AR11 Class 1A | CMO Series 2006-AR11 Class 1A | CMO Series 2006-AR11 Class 1A |
| &nbsp;&nbsp; 1-year MTA + 0.960% <br>Floor 0.960% <br>09/25/2046<br>| &nbsp;&nbsp; 4.759% | 2308754 | &nbsp;&nbsp; 1957580 |
| CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A |
| &nbsp;&nbsp; 1-year MTA + 0.940% <br>Floor 0.940% <br>05/25/2046<br>| &nbsp;&nbsp; 4.739% | 1648174 | &nbsp;&nbsp; 1506770 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $267,650,951) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $267,650,951) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $267,650,951) | &nbsp;&nbsp; **261256591** |
| **Senior Loans 1.6%** | **Senior Loans 1.6%** | **Senior Loans 1.6%** | **Senior Loans 1.6%** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** |
| HDI Aerospace Intermediate Holding III Corp.<sup>(c),(p)</sup>  | HDI Aerospace Intermediate Holding III Corp.<sup>(c),(p)</sup>  | HDI Aerospace Intermediate Holding III Corp.<sup>(c),(p)</sup>  | HDI Aerospace Intermediate Holding III Corp.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>02/11/2032<br>| &nbsp;&nbsp; 7.400% | 336600 | &nbsp;&nbsp; 336812 |
| TransDigm, Inc.<sup>(c),(p),(q)</sup>  | TransDigm, Inc.<sup>(c),(p),(q)</sup>  | TransDigm, Inc.<sup>(c),(p),(q)</sup>  | TransDigm, Inc.<sup>(c),(p),(q)</sup>  |
| Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>02/28/2031<br>| &nbsp;&nbsp; 6.168% | 651234 | &nbsp;&nbsp; 651163 |
| TransDigm, Inc.<sup>(c),(p)</sup>  | TransDigm, Inc.<sup>(c),(p)</sup>  | TransDigm, Inc.<sup>(c),(p)</sup>  | TransDigm, Inc.<sup>(c),(p)</sup>  |
| Tranche K Term Loan | Tranche K Term Loan | Tranche K Term Loan | Tranche K Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>03/22/2030<br>| &nbsp;&nbsp; 5.918% | 139454 | &nbsp;&nbsp; 139416 |
| Tranche M Term Loan | Tranche M Term Loan | Tranche M Term Loan | Tranche M Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>08/19/2032<br>| &nbsp;&nbsp; 6.168% | 496146 | &nbsp;&nbsp; 496027 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1623418** |
| **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** |
| Invitation Homes Operating Partnership LP<sup>(c),(l),(p)</sup>  | Invitation Homes Operating Partnership LP<sup>(c),(l),(p)</sup>  | Invitation Homes Operating Partnership LP<sup>(c),(l),(p)</sup>  | Invitation Homes Operating Partnership LP<sup>(c),(l),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.850% <br>09/09/2028<br>| &nbsp;&nbsp; 4.528% | 2810347 | &nbsp;&nbsp; 2775218 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** | **Brokerage/Asset Managers/Exchanges 0.0%** |
| First Eagle Holdings, Inc.<sup>(c),(p),(q),(r)</sup>  | First Eagle Holdings, Inc.<sup>(c),(p),(q),(r)</sup>  | First Eagle Holdings, Inc.<sup>(c),(p),(q),(r)</sup>  | First Eagle Holdings, Inc.<sup>(c),(p),(q),(r)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>08/16/2032<br>| &nbsp;&nbsp; 3.500% | 71270 | &nbsp;&nbsp; 70162 |
| First Eagle Holdings, Inc.<sup>(c),(p)</sup>  | First Eagle Holdings, Inc.<sup>(c),(p)</sup>  | First Eagle Holdings, Inc.<sup>(c),(p)</sup>  | First Eagle Holdings, Inc.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>08/16/2032<br>| &nbsp;&nbsp; 7.200% | 416394 | &nbsp;&nbsp; 409924 |
| Jane Street Group LLC<sup>(c),(p)</sup>  | Jane Street Group LLC<sup>(c),(p)</sup>  | Jane Street Group LLC<sup>(c),(p)</sup>  | Jane Street Group LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>12/15/2031<br>| &nbsp;&nbsp; 5.673% | 486128 | &nbsp;&nbsp; 476683 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **956769** |
| **Building Materials 0.0%** | **Building Materials 0.0%** | **Building Materials 0.0%** | **Building Materials 0.0%** |
| Michaels Cos, Inc. (The)<sup>(c),(p)</sup>  | Michaels Cos, Inc. (The)<sup>(c),(p)</sup>  | Michaels Cos, Inc. (The)<sup>(c),(p)</sup>  | Michaels Cos, Inc. (The)<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>03/15/2033<br>| &nbsp;&nbsp; 8.668% | 797045 | &nbsp;&nbsp; 771779 |
| **Cable and Satellite 0.1%** | **Cable and Satellite 0.1%** | **Cable and Satellite 0.1%** | **Cable and Satellite 0.1%** |
| Charter Communications Operating LLC<sup>(c),(p)</sup>  | Charter Communications Operating LLC<sup>(c),(p)</sup>  | Charter Communications Operating LLC<sup>(c),(p)</sup>  | Charter Communications Operating LLC<sup>(c),(p)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>12/15/2031<br>| &nbsp;&nbsp; 5.911% | 538762 | &nbsp;&nbsp; 538460 |
| Gogo Intermediate Holdings LLC<sup>(c),(p)</sup>  | Gogo Intermediate Holdings LLC<sup>(c),(p)</sup>  | Gogo Intermediate Holdings LLC<sup>(c),(p)</sup>  | Gogo Intermediate Holdings LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>04/30/2028<br>| &nbsp;&nbsp; 7.532% | 253857 | &nbsp;&nbsp; 220698 |
| Virgin Media Bristol LLC<sup>(c),(p),(q)</sup>  | Virgin Media Bristol LLC<sup>(c),(p),(q)</sup>  | Virgin Media Bristol LLC<sup>(c),(p),(q)</sup>  | Virgin Media Bristol LLC<sup>(c),(p),(q)</sup>  |
| Tranche Y Term Loan  | Tranche Y Term Loan  | Tranche Y Term Loan  | Tranche Y Term Loan  |
| &nbsp;&nbsp; 6-month Term SOFR + 3.175% <br>03/31/2031<br>| &nbsp;&nbsp; 7.052% | 582567 | &nbsp;&nbsp; 529775 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1288933** |
| **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** |
| Oregon Tool Lux LP<sup>(c),(p)</sup>  | Oregon Tool Lux LP<sup>(c),(p)</sup>  | Oregon Tool Lux LP<sup>(c),(p)</sup>  | Oregon Tool Lux LP<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.350% <br>10/15/2029<br>| &nbsp;&nbsp; 9.002% | 28463 | &nbsp;&nbsp; 28819 |
| Oregon Tool, Inc.<sup>(c),(p)</sup>  | Oregon Tool, Inc.<sup>(c),(p)</sup>  | Oregon Tool, Inc.<sup>(c),(p)</sup>  | Oregon Tool, Inc.<sup>(c),(p)</sup>  |
| Tranche B2 2nd Lien Term Loan | Tranche B2 2nd Lien Term Loan | Tranche B2 2nd Lien Term Loan | Tranche B2 2nd Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>10/15/2029<br>| &nbsp;&nbsp; 7.913% | 217500 | &nbsp;&nbsp; 152794 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **181613** |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** |
| AmSpec Parent LLC<sup>(c),(p)</sup>  | AmSpec Parent LLC<sup>(c),(p)</sup>  | AmSpec Parent LLC<sup>(c),(p)</sup>  | AmSpec Parent LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>12/22/2031<br>| &nbsp;&nbsp; 7.200% | 392439 | &nbsp;&nbsp; 390802 |
| Arches Buyer, Inc.<sup>(c),(p)</sup>  | Arches Buyer, Inc.<sup>(c),(p)</sup>  | Arches Buyer, Inc.<sup>(c),(p)</sup>  | Arches Buyer, Inc.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>12/06/2027<br>| &nbsp;&nbsp; 7.018% | 260440 | &nbsp;&nbsp; 259180 |
| BCPE Empire Holdings, Inc.<sup>(c),(p)</sup>  | BCPE Empire Holdings, Inc.<sup>(c),(p)</sup>  | BCPE Empire Holdings, Inc.<sup>(c),(p)</sup>  | BCPE Empire Holdings, Inc.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>12/11/2030<br>| &nbsp;&nbsp; 6.918% | 458012 | &nbsp;&nbsp; 450569 |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>12/29/2032<br>| &nbsp;&nbsp; 7.173% | 962105 | &nbsp;&nbsp; 945874 |
| Cast & Crew LLC<sup>(c),(p)</sup>  | Cast & Crew LLC<sup>(c),(p)</sup>  | Cast & Crew LLC<sup>(c),(p)</sup>  | Cast & Crew LLC<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>Floor 0.500% <br>12/29/2028<br>| &nbsp;&nbsp; 7.417% | 144043 | &nbsp;&nbsp; 55060 |
| Delivery Hero SE<sup>(c),(p)</sup>  | Delivery Hero SE<sup>(c),(p)</sup>  | Delivery Hero SE<sup>(c),(p)</sup>  | Delivery Hero SE<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>Floor 0.500% <br>12/12/2029<br>| &nbsp;&nbsp; 8.639% | 770187 | &nbsp;&nbsp; 754783 |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>06/30/2032<br>| &nbsp;&nbsp; 8.716% | 272556 | &nbsp;&nbsp; 263189 |
| Ingenovis Health, Inc.<sup>(c),(p)</sup>  | Ingenovis Health, Inc.<sup>(c),(p)</sup>  | Ingenovis Health, Inc.<sup>(c),(p)</sup>  | Ingenovis Health, Inc.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.750% <br>03/06/2028<br>| &nbsp;&nbsp; 8.184% | 165871 | &nbsp;&nbsp; 45338 |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>03/06/2028<br>| &nbsp;&nbsp; 8.023% | 351349 | &nbsp;&nbsp; 82567 |
| KUEHG Corp.<sup>(c),(p)</sup>  | KUEHG Corp.<sup>(c),(p)</sup>  | KUEHG Corp.<sup>(c),(p)</sup>  | KUEHG Corp.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>06/12/2030<br>| &nbsp;&nbsp; 6.450% | 161560 | &nbsp;&nbsp; 143961 |
| Secretariat Advisors LLC<sup>(c),(p),(q)</sup>  | Secretariat Advisors LLC<sup>(c),(p),(q)</sup>  | Secretariat Advisors LLC<sup>(c),(p),(q)</sup>  | Secretariat Advisors LLC<sup>(c),(p),(q)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>02/28/2032<br>| &nbsp;&nbsp; 4.000% | 21823 | &nbsp;&nbsp; 21386 |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>02/28/2032<br>| &nbsp;&nbsp; 7.700% | 179768 | &nbsp;&nbsp; 176173 |
| TripAdvisor, Inc.<sup>(c),(p)</sup>  | TripAdvisor, Inc.<sup>(c),(p)</sup>  | TripAdvisor, Inc.<sup>(c),(p)</sup>  | TripAdvisor, Inc.<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>07/08/2031<br>| &nbsp;&nbsp; 6.418% | 279084 | &nbsp;&nbsp; 263734 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3852616** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** |
| Lavender Dutch Borrow BV<sup>(c),(p),(q)</sup>  | Lavender Dutch Borrow BV<sup>(c),(p),(q)</sup>  | Lavender Dutch Borrow BV<sup>(c),(p),(q)</sup>  | Lavender Dutch Borrow BV<sup>(c),(p),(q)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>12/30/2032<br>| &nbsp;&nbsp; 6.950% | 382817 | &nbsp;&nbsp; 376596 |
| **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** |
| Cleanova US Holdings LLC<sup>(c),(l),(p)</sup>  | Cleanova US Holdings LLC<sup>(c),(l),(p)</sup>  | Cleanova US Holdings LLC<sup>(c),(l),(p)</sup>  | Cleanova US Holdings LLC<sup>(c),(l),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>06/14/2032<br>| &nbsp;&nbsp; 8.425% | 182059 | &nbsp;&nbsp; 181604 |
| CPI Buyer LLC<sup>(c),(p)</sup>  | CPI Buyer LLC<sup>(c),(p)</sup>  | CPI Buyer LLC<sup>(c),(p)</sup>  | CPI Buyer LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>05/27/2032<br>| &nbsp;&nbsp; 7.661% | 269746 | &nbsp;&nbsp; 266825 |
| Pelican Products, Inc.<sup>(c),(p)</sup>  | Pelican Products, Inc.<sup>(c),(p)</sup>  | Pelican Products, Inc.<sup>(c),(p)</sup>  | Pelican Products, Inc.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>12/29/2028<br>| &nbsp;&nbsp; 8.211% | 348111 | &nbsp;&nbsp; 307375 |
| WEC US Holdings, Inc.<sup>(c),(p)</sup>  | WEC US Holdings, Inc.<sup>(c),(p)</sup>  | WEC US Holdings, Inc.<sup>(c),(p)</sup>  | WEC US Holdings, Inc.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>01/27/2031<br>| &nbsp;&nbsp; 5.668% | 276499 | &nbsp;&nbsp; 275893 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1031697** |
| **Electric 0.1%** | **Electric 0.1%** | **Electric 0.1%** | **Electric 0.1%** |
| Alpha Generation LLC<sup>(c),(p)</sup>  | Alpha Generation LLC<sup>(c),(p)</sup>  | Alpha Generation LLC<sup>(c),(p)</sup>  | Alpha Generation LLC<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>09/30/2031<br>| &nbsp;&nbsp; 5.418% | 614386 | &nbsp;&nbsp; 612291 |
| Cornerstone Generation LLC<sup>(c),(p)</sup>  | Cornerstone Generation LLC<sup>(c),(p)</sup>  | Cornerstone Generation LLC<sup>(c),(p)</sup>  | Cornerstone Generation LLC<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>08/11/2032<br>| &nbsp;&nbsp; 5.917% | 152741 | &nbsp;&nbsp; 152633 |
| South Field Energy LLC<sup>(c),(p)</sup>  | South Field Energy LLC<sup>(c),(p)</sup>  | South Field Energy LLC<sup>(c),(p)</sup>  | South Field Energy LLC<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>08/29/2031<br>| &nbsp;&nbsp; 6.700% | 179315 | &nbsp;&nbsp; 179428 |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>08/29/2031<br>| &nbsp;&nbsp; 6.700% | 11213 | &nbsp;&nbsp; 11220 |
| Vistra Operations Co. LLC<sup>(c),(p)</sup>  | Vistra Operations Co. LLC<sup>(c),(p)</sup>  | Vistra Operations Co. LLC<sup>(c),(p)</sup>  | Vistra Operations Co. LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>12/20/2030<br>| &nbsp;&nbsp; 5.418% | 401728 | &nbsp;&nbsp; 402105 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1357677** |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** |
| Action Environmental Group, Inc. (The)<sup>(c),(p)</sup>  | Action Environmental Group, Inc. (The)<sup>(c),(p)</sup>  | Action Environmental Group, Inc. (The)<sup>(c),(p)</sup>  | Action Environmental Group, Inc. (The)<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>10/24/2030<br>| &nbsp;&nbsp; 6.700% | 202292 | &nbsp;&nbsp; 201280 |
| **Finance Companies 0.1%** | **Finance Companies 0.1%** | **Finance Companies 0.1%** | **Finance Companies 0.1%** |
| Avolon Borrower 1 US LLC<sup>(c),(p)</sup>  | Avolon Borrower 1 US LLC<sup>(c),(p)</sup>  | Avolon Borrower 1 US LLC<sup>(c),(p)</sup>  | Avolon Borrower 1 US LLC<sup>(c),(p)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 0.500% <br>06/22/2030<br>| &nbsp;&nbsp; 5.425% | 1571110 | &nbsp;&nbsp; 1572713 |
| Neon Maple Purchaser, Inc.<sup>(c),(p)</sup>  | Neon Maple Purchaser, Inc.<sup>(c),(p)</sup>  | Neon Maple Purchaser, Inc.<sup>(c),(p)</sup>  | Neon Maple Purchaser, Inc.<sup>(c),(p)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>11/17/2031<br>| &nbsp;&nbsp; 6.168% | 247504 | &nbsp;&nbsp; 242141 |
| Ziggo Financing Partnership<sup>(c),(p)</sup>  | Ziggo Financing Partnership<sup>(c),(p)</sup>  | Ziggo Financing Partnership<sup>(c),(p)</sup>  | Ziggo Financing Partnership<sup>(c),(p)</sup>  |
| Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 3.250% <br>01/15/2033<br>| &nbsp;&nbsp; 7.027% | 353175 | &nbsp;&nbsp; 342844 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2157698** |
| **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** |
| BCPE North Star US Holdco 2, Inc.<sup>(c),(p)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(c),(p)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(c),(p)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>06/09/2028<br>| &nbsp;&nbsp; 7.782% | 387831 | &nbsp;&nbsp; 385989 |
| C&S Wholesale Grocers LLC<sup>(c),(p)</sup>  | C&S Wholesale Grocers LLC<sup>(c),(p)</sup>  | C&S Wholesale Grocers LLC<sup>(c),(p)</sup>  | C&S Wholesale Grocers LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>09/20/2030<br>| &nbsp;&nbsp; 8.700% | 639806 | &nbsp;&nbsp; 624342 |
| Celsius, Inc.<sup>(c),(p)</sup>  | Celsius, Inc.<sup>(c),(p)</sup>  | Celsius, Inc.<sup>(c),(p)</sup>  | Celsius, Inc.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>04/01/2032<br>| &nbsp;&nbsp; 6.200% | 288052 | &nbsp;&nbsp; 288322 |
| Naked Juice LLC<sup>(c),(p)</sup>  | Naked Juice LLC<sup>(c),(p)</sup>  | Naked Juice LLC<sup>(c),(p)</sup>  | Naked Juice LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>01/24/2029<br>| &nbsp;&nbsp; 7.050% | 445011 | &nbsp;&nbsp; 234743 |
| &nbsp;&nbsp; 3-month Term SOFR + 5.500% <br>Floor 1.000% <br>01/24/2029<br>| &nbsp;&nbsp; 9.200% | 1750258 | &nbsp;&nbsp; 1737131 |
| &nbsp;&nbsp; 3-month Term SOFR + 6.000% <br>01/24/2030<br>| &nbsp;&nbsp; 9.800% | 77335 | &nbsp;&nbsp; 15983 |
| Primo Brands Corp.<sup>(c),(p),(q)</sup>  | Primo Brands Corp.<sup>(c),(p),(q)</sup>  | Primo Brands Corp.<sup>(c),(p),(q)</sup>  | Primo Brands Corp.<sup>(c),(p),(q)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>Floor 0.500% <br>03/19/2031<br>|  | 160590 | &nbsp;&nbsp; 160765 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| United Natural Foods, Inc.<sup>(c),(p)</sup>  | United Natural Foods, Inc.<sup>(c),(p)</sup>  | United Natural Foods, Inc.<sup>(c),(p)</sup>  | United Natural Foods, Inc.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>05/01/2031<br>| &nbsp;&nbsp; 8.418% | 384956 | &nbsp;&nbsp; 386015 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3833290** |
| **Gaming 0.1%** | **Gaming 0.1%** | **Gaming 0.1%** | **Gaming 0.1%** |
| DraftKings, Inc.<sup>(c),(p)</sup>  | DraftKings, Inc.<sup>(c),(p)</sup>  | DraftKings, Inc.<sup>(c),(p)</sup>  | DraftKings, Inc.<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/04/2032<br>| &nbsp;&nbsp; 5.419% | 337927 | &nbsp;&nbsp; 337295 |
| Flutter Entertainment PLC<sup>(c),(p)</sup>  | Flutter Entertainment PLC<sup>(c),(p)</sup>  | Flutter Entertainment PLC<sup>(c),(p)</sup>  | Flutter Entertainment PLC<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>11/30/2030<br>| &nbsp;&nbsp; 5.450% | 419695 | &nbsp;&nbsp; 414448 |
| Great Canadian Gaming Corp.<sup>(c),(p),(q)</sup>  | Great Canadian Gaming Corp.<sup>(c),(p),(q)</sup>  | Great Canadian Gaming Corp.<sup>(c),(p),(q)</sup>  | Great Canadian Gaming Corp.<sup>(c),(p),(q)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>11/01/2029<br>| &nbsp;&nbsp; 8.437% | 461599 | &nbsp;&nbsp; 453522 |
| Voyager Parent LLC<sup>(c),(p)</sup>  | Voyager Parent LLC<sup>(c),(p)</sup>  | Voyager Parent LLC<sup>(c),(p)</sup>  | Voyager Parent LLC<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>07/01/2032<br>| &nbsp;&nbsp; 7.950% | 552086 | &nbsp;&nbsp; 547713 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1752978** |
| **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** |
| ADMI Corp./Aspen Dental<sup>(c),(p)</sup>  | ADMI Corp./Aspen Dental<sup>(c),(p)</sup>  | ADMI Corp./Aspen Dental<sup>(c),(p)</sup>  | ADMI Corp./Aspen Dental<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.375% <br>Floor 0.500% <br>12/23/2027<br>| &nbsp;&nbsp; 7.157% | 175211 | &nbsp;&nbsp; 163572 |
| Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(c),(p)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(c),(p)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(c),(p)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(c),(p)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 0.500% <br>07/06/2029<br>| &nbsp;&nbsp; 7.200% | 90852 | &nbsp;&nbsp; 91023 |
| Heartland Dental LLC<sup>(c),(p)</sup>  | Heartland Dental LLC<sup>(c),(p)</sup>  | Heartland Dental LLC<sup>(c),(p)</sup>  | Heartland Dental LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>08/25/2032<br>| &nbsp;&nbsp; 7.418% | 496377 | &nbsp;&nbsp; 494967 |
| Hopper Merger Sub, Inc.<sup>(c),(p),(q)</sup>  | Hopper Merger Sub, Inc.<sup>(c),(p),(q)</sup>  | Hopper Merger Sub, Inc.<sup>(c),(p),(q)</sup>  | Hopper Merger Sub, Inc.<sup>(c),(p),(q)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>01/14/2033<br>|  | 291515 | &nbsp;&nbsp; 287871 |
| Iqvia, Inc.<sup>(c),(p)</sup>  | Iqvia, Inc.<sup>(c),(p)</sup>  | Iqvia, Inc.<sup>(c),(p)</sup>  | Iqvia, Inc.<sup>(c),(p)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>01/02/2031<br>| &nbsp;&nbsp; 5.450% | 530495 | &nbsp;&nbsp; 531556 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| ModivCare Buyer LLC<sup>(c),(p)</sup>  | ModivCare Buyer LLC<sup>(c),(p)</sup>  | ModivCare Buyer LLC<sup>(c),(p)</sup>  | ModivCare Buyer LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>12/29/2030<br>|  | 805267 | &nbsp;&nbsp; 741852 |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>12/29/2030<br>| &nbsp;&nbsp; 7.951% | 510000 | &nbsp;&nbsp; 504900 |
| QuidelOrtho Corp.<sup>(c),(p)</sup>  | QuidelOrtho Corp.<sup>(c),(p)</sup>  | QuidelOrtho Corp.<sup>(c),(p)</sup>  | QuidelOrtho Corp.<sup>(c),(p)</sup>  |
| Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>08/21/2030<br>| &nbsp;&nbsp; 5.918% | 581635 | &nbsp;&nbsp; 554007 |
| Soliant Lower Intermediate LLC<sup>(c),(p)</sup>  | Soliant Lower Intermediate LLC<sup>(c),(p)</sup>  | Soliant Lower Intermediate LLC<sup>(c),(p)</sup>  | Soliant Lower Intermediate LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 3.750% <br>07/18/2031<br>| &nbsp;&nbsp; 7.376% | 582570 | &nbsp;&nbsp; 431102 |
| Star Parent, Inc.<sup>(c),(p)</sup>  | Star Parent, Inc.<sup>(c),(p)</sup>  | Star Parent, Inc.<sup>(c),(p)</sup>  | Star Parent, Inc.<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>09/27/2030<br>| &nbsp;&nbsp; 7.700% | 121018 | &nbsp;&nbsp; 119527 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3920377** |
| **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** |
| Healthpeak OP LLC<sup>(c),(l),(p)</sup>  | Healthpeak OP LLC<sup>(c),(l),(p)</sup>  | Healthpeak OP LLC<sup>(c),(l),(p)</sup>  | Healthpeak OP LLC<sup>(c),(l),(p)</sup>  |
| Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.840% <br>08/20/2027<br>| &nbsp;&nbsp; 4.508% | 980641 | &nbsp;&nbsp; 965932 |
| Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.840% <br>02/22/2027<br>| &nbsp;&nbsp; 4.508% | 980642 | &nbsp;&nbsp; 965932 |
| Tranche A3 Term Loan | Tranche A3 Term Loan | Tranche A3 Term Loan | Tranche A3 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 0.850% <br>03/01/2029<br>| &nbsp;&nbsp; 4.480% | 1979146 | &nbsp;&nbsp; 1939563 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3871427** |
| **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** |
| Kelso Industries LLC<sup>(c),(p)</sup>  | Kelso Industries LLC<sup>(c),(p)</sup>  | Kelso Industries LLC<sup>(c),(p)</sup>  | Kelso Industries LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 5.750% <br>12/30/2029<br>| &nbsp;&nbsp; 9.418% | 351819 | &nbsp;&nbsp; 347421 |
| **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** |
| City Football Group Ltd.<sup>(c),(p)</sup>  | City Football Group Ltd.<sup>(c),(p)</sup>  | City Football Group Ltd.<sup>(c),(p)</sup>  | City Football Group Ltd.<sup>(c),(p)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>07/18/2030<br>| &nbsp;&nbsp; 7.168% | 504061 | &nbsp;&nbsp; 502171 |
| EOC Borrower LLC<sup>(c),(p)</sup>  | EOC Borrower LLC<sup>(c),(p)</sup>  | EOC Borrower LLC<sup>(c),(p)</sup>  | EOC Borrower LLC<sup>(c),(p)</sup>  |
| Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>03/24/2028<br>| &nbsp;&nbsp; 7.418% | 149013 | &nbsp;&nbsp; 148517 |
| Showtime Acquisition LLC<sup>(c),(p)</sup>  | Showtime Acquisition LLC<sup>(c),(p)</sup>  | Showtime Acquisition LLC<sup>(c),(p)</sup>  | Showtime Acquisition LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>08/16/2031<br>| &nbsp;&nbsp; 8.402% | 378972 | &nbsp;&nbsp; 373287 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| TKO Worldwide Holdings LLC<sup>(c),(p)</sup>  | TKO Worldwide Holdings LLC<sup>(c),(p)</sup>  | TKO Worldwide Holdings LLC<sup>(c),(p)</sup>  | TKO Worldwide Holdings LLC<sup>(c),(p)</sup>  |
| Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>11/21/2031<br>| &nbsp;&nbsp; 5.664% | 356985 | &nbsp;&nbsp; 356528 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1380503** |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| Hilton Domestic Operating Co., Inc.<sup>(c),(p)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(c),(p)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(c),(p)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(c),(p)</sup>  |
| Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>11/08/2030<br>| &nbsp;&nbsp; 5.429% | 1703854 | &nbsp;&nbsp; 1705984 |
| **Media and Entertainment 0.1%** | **Media and Entertainment 0.1%** | **Media and Entertainment 0.1%** | **Media and Entertainment 0.1%** |
| ABG Intermediate Holdings 2 LLC<sup>(c),(p)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(c),(p)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(c),(p)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>12/21/2028<br>| &nbsp;&nbsp; 5.918% | 94308 | &nbsp;&nbsp; 94045 |
| Magnite, Inc.<sup>(c),(p)</sup>  | Magnite, Inc.<sup>(c),(p)</sup>  | Magnite, Inc.<sup>(c),(p)</sup>  | Magnite, Inc.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>02/06/2031<br>| &nbsp;&nbsp; 6.668% | 412354 | &nbsp;&nbsp; 407200 |
| MH Sub I LLC/Micro Holding Corp.<sup>(c),(p)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(c),(p)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(c),(p)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>Floor 0.500% <br>05/03/2028<br>| &nbsp;&nbsp; 7.918% | 126718 | &nbsp;&nbsp; 108616 |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>Floor 0.500% <br>05/03/2028<br>| &nbsp;&nbsp; 7.918% | 182760 | &nbsp;&nbsp; 156651 |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>12/31/2031<br>| &nbsp;&nbsp; 7.918% | 494954 | &nbsp;&nbsp; 327699 |
| Oak-Eagle Acquireco, Inc.<sup>(c),(p),(q)</sup>  | Oak-Eagle Acquireco, Inc.<sup>(c),(p),(q)</sup>  | Oak-Eagle Acquireco, Inc.<sup>(c),(p),(q)</sup>  | Oak-Eagle Acquireco, Inc.<sup>(c),(p),(q)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>03/24/2033<br>|  | 106930 | &nbsp;&nbsp; 106261 |
| Plano Holdco, Inc.<sup>(c),(p)</sup>  | Plano Holdco, Inc.<sup>(c),(p)</sup>  | Plano Holdco, Inc.<sup>(c),(p)</sup>  | Plano Holdco, Inc.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>10/02/2031<br>| &nbsp;&nbsp; 7.200% | 103950 | &nbsp;&nbsp; 83160 |
| Red Ventures LLC/New Imagitas, Inc.<sup>(c),(p)</sup>  | Red Ventures LLC/New Imagitas, Inc.<sup>(c),(p)</sup>  | Red Ventures LLC/New Imagitas, Inc.<sup>(c),(p)</sup>  | Red Ventures LLC/New Imagitas, Inc.<sup>(c),(p)</sup>  |
| Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>03/04/2030<br>| &nbsp;&nbsp; 6.418% | 341184 | &nbsp;&nbsp; 299986 |
| Research Now Group LLC<sup>(c),(p)</sup>  | Research Now Group LLC<sup>(c),(p)</sup>  | Research Now Group LLC<sup>(c),(p)</sup>  | Research Now Group LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>07/15/2028<br>| &nbsp;&nbsp; 8.913% | 81286 | &nbsp;&nbsp; 79305 |
| StubHub Holdco Sub LLC<sup>(c),(p)</sup>  | StubHub Holdco Sub LLC<sup>(c),(p)</sup>  | StubHub Holdco Sub LLC<sup>(c),(p)</sup>  | StubHub Holdco Sub LLC<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>03/15/2030<br>| &nbsp;&nbsp; 8.418% | 224489 | &nbsp;&nbsp; 220422 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1883345** |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** |
| Bach Finance Ltd.<sup>(c),(p)</sup>  | Bach Finance Ltd.<sup>(c),(p)</sup>  | Bach Finance Ltd.<sup>(c),(p)</sup>  | Bach Finance Ltd.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>01/09/2032<br>| &nbsp;&nbsp; 5.921% | 219024 | &nbsp;&nbsp; 215945 |
| Potomac Energy Center LLC<sup>(c),(p)</sup>  | Potomac Energy Center LLC<sup>(c),(p)</sup>  | Potomac Energy Center LLC<sup>(c),(p)</sup>  | Potomac Energy Center LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>08/05/2032<br>| &nbsp;&nbsp; 6.417% | 169512 | &nbsp;&nbsp; 169512 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **385457** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Mativ Holdings, Inc.<sup>(c),(l),(p)</sup>  | Mativ Holdings, Inc.<sup>(c),(l),(p)</sup>  | Mativ Holdings, Inc.<sup>(c),(l),(p)</sup>  | Mativ Holdings, Inc.<sup>(c),(l),(p)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>05/06/2027<br>| &nbsp;&nbsp; 6.268% | 172023 | &nbsp;&nbsp; 170303 |
| **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** |
| Jazz Pharmaceuticals, Inc.<sup>(c),(p)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(c),(p)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(c),(p)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(c),(p)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.500% <br>05/05/2028<br>| &nbsp;&nbsp; 5.918% | 331744 | &nbsp;&nbsp; 332676 |
| **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** |
| 1011778 BC ULC<sup>(c),(p)</sup>  | 1011778 BC ULC<sup>(c),(p)</sup>  | 1011778 BC ULC<sup>(c),(p)</sup>  | 1011778 BC ULC<sup>(c),(p)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>09/20/2030<br>| &nbsp;&nbsp; 5.418% | 336271 | &nbsp;&nbsp; 335306 |
| Dave & Buster's, Inc.<sup>(c),(p)</sup>  | Dave & Buster's, Inc.<sup>(c),(p)</sup>  | Dave & Buster's, Inc.<sup>(c),(p)</sup>  | Dave & Buster's, Inc.<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>11/01/2031<br>| &nbsp;&nbsp; 6.938% | 385299 | &nbsp;&nbsp; 320349 |
| KFC Holding Co./Yum! Brands<sup>(c),(p)</sup>  | KFC Holding Co./Yum! Brands<sup>(c),(p)</sup>  | KFC Holding Co./Yum! Brands<sup>(c),(p)</sup>  | KFC Holding Co./Yum! Brands<sup>(c),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/15/2028<br>| &nbsp;&nbsp; 5.544% | 389933 | &nbsp;&nbsp; 390584 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1046239** |
| **Technology 0.3%** | **Technology 0.3%** | **Technology 0.3%** | **Technology 0.3%** |
| Barracuda Parent LLC<sup>(c),(p)</sup>  | Barracuda Parent LLC<sup>(c),(p)</sup>  | Barracuda Parent LLC<sup>(c),(p)</sup>  | Barracuda Parent LLC<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>Floor 0.500% <br>08/15/2029<br>| &nbsp;&nbsp; 8.167% | 196789 | &nbsp;&nbsp; 124469 |
| Blackhawk Network Holdings, Inc.<sup>(c),(p)</sup>  | Blackhawk Network Holdings, Inc.<sup>(c),(p)</sup>  | Blackhawk Network Holdings, Inc.<sup>(c),(p)</sup>  | Blackhawk Network Holdings, Inc.<sup>(c),(p)</sup>  |
| Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>03/12/2029<br>| &nbsp;&nbsp; 7.168% | 497494 | &nbsp;&nbsp; 490404 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Cloudera, Inc.<sup>(c),(p)</sup>  | Cloudera, Inc.<sup>(c),(p)</sup>  | Cloudera, Inc.<sup>(c),(p)</sup>  | Cloudera, Inc.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.500% <br>10/08/2028<br>| &nbsp;&nbsp; 7.518% | 518759 | &nbsp;&nbsp; 460399 |
| Darktrace Finco US LLC<sup>(c),(p)</sup>  | Darktrace Finco US LLC<sup>(c),(p)</sup>  | Darktrace Finco US LLC<sup>(c),(p)</sup>  | Darktrace Finco US LLC<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>10/09/2031<br>| &nbsp;&nbsp; 6.898% | 329003 | &nbsp;&nbsp; 314241 |
| DTI Holdco, Inc.<sup>(c),(p)</sup>  | DTI Holdco, Inc.<sup>(c),(p)</sup>  | DTI Holdco, Inc.<sup>(c),(p)</sup>  | DTI Holdco, Inc.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>04/26/2029<br>| &nbsp;&nbsp; 7.668% | 212352 | &nbsp;&nbsp; 182623 |
| EagleView Technology Corp.<sup>(c),(p)</sup>  | EagleView Technology Corp.<sup>(c),(p)</sup>  | EagleView Technology Corp.<sup>(c),(p)</sup>  | EagleView Technology Corp.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 6.500% <br>08/14/2028<br>| &nbsp;&nbsp; 10.200% | 563530 | &nbsp;&nbsp; 511758 |
| Genesys Cloud Services Holdings I LLC<sup>(c),(p)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(c),(p)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(c),(p)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/30/2032<br>| &nbsp;&nbsp; 6.168% | 251108 | &nbsp;&nbsp; 239914 |
| McAfee Corp.<sup>(c),(p)</sup>  | McAfee Corp.<sup>(c),(p)</sup>  | McAfee Corp.<sup>(c),(p)</sup>  | McAfee Corp.<sup>(c),(p)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/01/2029<br>| &nbsp;&nbsp; 6.668% | 298223 | &nbsp;&nbsp; 265418 |
| Peraton Corp.<sup>(c),(p)</sup>  | Peraton Corp.<sup>(c),(p)</sup>  | Peraton Corp.<sup>(c),(p)</sup>  | Peraton Corp.<sup>(c),(p)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>Floor 0.750% <br>02/01/2028<br>| &nbsp;&nbsp; 7.517% | 380577 | &nbsp;&nbsp; 324126 |
| Planview Parent, Inc.<sup>(c),(p)</sup>  | Planview Parent, Inc.<sup>(c),(p)</sup>  | Planview Parent, Inc.<sup>(c),(p)</sup>  | Planview Parent, Inc.<sup>(c),(p)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>12/17/2027<br>| &nbsp;&nbsp; 7.200% | 877291 | &nbsp;&nbsp; 647554 |
| Priority Holdings LLC<sup>(c),(p)</sup>  | Priority Holdings LLC<sup>(c),(p)</sup>  | Priority Holdings LLC<sup>(c),(p)</sup>  | Priority Holdings LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>08/02/2032<br>| &nbsp;&nbsp; 7.418% | 473104 | &nbsp;&nbsp; 459800 |
| Project Alpha Intermediate Holding, Inc.<sup>(c),(p)</sup>  | Project Alpha Intermediate Holding, Inc.<sup>(c),(p)</sup>  | Project Alpha Intermediate Holding, Inc.<sup>(c),(p)</sup>  | Project Alpha Intermediate Holding, Inc.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>10/26/2030<br>| &nbsp;&nbsp; 6.950% | 709196 | &nbsp;&nbsp; 534316 |
| Quartz AcquireCo LLC<sup>(c),(p)</sup>  | Quartz AcquireCo LLC<sup>(c),(p)</sup>  | Quartz AcquireCo LLC<sup>(c),(p)</sup>  | Quartz AcquireCo LLC<sup>(c),(p)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>06/28/2030<br>| &nbsp;&nbsp; 5.950% | 396007 | &nbsp;&nbsp; 328686 |
| Renaissance Holding Corp.<sup>(c),(p)</sup>  | Renaissance Holding Corp.<sup>(c),(p)</sup>  | Renaissance Holding Corp.<sup>(c),(p)</sup>  | Renaissance Holding Corp.<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.500% <br>04/05/2030<br>| &nbsp;&nbsp; 7.667% | 806853 | &nbsp;&nbsp; 569590 |

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| SonarSource Financing LLC<sup>(c),(p)</sup>  | SonarSource Financing LLC<sup>(c),(p)</sup>  | SonarSource Financing LLC<sup>(c),(p)</sup>  | SonarSource Financing LLC<sup>(c),(p)</sup>  | SonarSource Financing LLC<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>12/19/2030<br>| &nbsp;&nbsp; 8.168% |  | 345758 | &nbsp;&nbsp; 315504 |
| Sophos Holdings SARL<sup>(c),(p)</sup>  | Sophos Holdings SARL<sup>(c),(p)</sup>  | Sophos Holdings SARL<sup>(c),(p)</sup>  | Sophos Holdings SARL<sup>(c),(p)</sup>  | Sophos Holdings SARL<sup>(c),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>03/05/2027<br>| &nbsp;&nbsp; 7.282% |  | 985185 | &nbsp;&nbsp; 935621 |
| Xerox Corp.<sup>(c),(p)</sup>  | Xerox Corp.<sup>(c),(p)</sup>  | Xerox Corp.<sup>(c),(p)</sup>  | Xerox Corp.<sup>(c),(p)</sup>  | Xerox Corp.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.500% <br>11/19/2029<br>| &nbsp;&nbsp; 7.673% |  | 910521 | &nbsp;&nbsp; 637365 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7341788** |
| **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** |
| Zayo Group Holdings, Inc.<sup>(c),(p)</sup>  | Zayo Group Holdings, Inc.<sup>(c),(p)</sup>  | Zayo Group Holdings, Inc.<sup>(c),(p)</sup>  | Zayo Group Holdings, Inc.<sup>(c),(p)</sup>  | Zayo Group Holdings, Inc.<sup>(c),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/11/2030<br>| &nbsp;&nbsp; 6.782% |  | 231902 | &nbsp;&nbsp; 227342 |
| &nbsp;&nbsp; Total Senior Loans <br>(Cost $46,572,658) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $46,572,658) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $46,572,658) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $46,572,658) | &nbsp;&nbsp; **44774424** |
| **Treasury Bills**<sup>(a)</sup> **0.2%** | **Treasury Bills**<sup>(a)</sup> **0.2%** | **Treasury Bills**<sup>(a)</sup> **0.2%** | **Treasury Bills**<sup>(a)</sup> **0.2%** | **Treasury Bills**<sup>(a)</sup> **0.2%** |
| **Issuer** | **Yield** |  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Turkey 0.2%** | **Turkey 0.2%** | **Turkey 0.2%** | **Turkey 0.2%** | **Turkey 0.2%** |
| Turkiye Government Bond | Turkiye Government Bond | Turkiye Government Bond | Turkiye Government Bond | Turkiye Government Bond |
| 08/12/2026 | &nbsp;&nbsp; 36.600% | TRY | 266377500 | &nbsp;&nbsp; 5896071 |
| &nbsp;&nbsp; Total Treasury Bills <br>(Cost $6,137,501) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $6,137,501) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $6,137,501) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $6,137,501) | &nbsp;&nbsp; **5896071** |

---

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Treasury Obligations 14.9%** | **U.S. Treasury Obligations 14.9%** | **U.S. Treasury Obligations 14.9%** | **U.S. Treasury Obligations 14.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 02/29/2028 | &nbsp;&nbsp; 3.375% | 1463000 | &nbsp;&nbsp; 1451627 |
| 03/31/2028 | &nbsp;&nbsp; 3.875% | 23275000 | &nbsp;&nbsp; 23311367 |
| 02/28/2031 | &nbsp;&nbsp; 3.500% | 696000 | &nbsp;&nbsp; 682515 |
| 03/31/2031 | &nbsp;&nbsp; 3.875% | 31916000 | &nbsp;&nbsp; 31813769 |
| 03/31/2033 | &nbsp;&nbsp; 4.000% | 79280000 | &nbsp;&nbsp; 79825050 |
| 02/15/2036 | &nbsp;&nbsp; 4.125% | 65013000 | &nbsp;&nbsp; 63997172 |
| 02/15/2046 | &nbsp;&nbsp; 4.625% | 80385000 | &nbsp;&nbsp; 77471044 |
| 02/15/2056 | &nbsp;&nbsp; 4.875% | 150112000 | &nbsp;&nbsp; 146359200 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $430,706,945) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $430,706,945) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $430,706,945) | &nbsp;&nbsp; **424911744** |

---

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 17.0%** | **Money Market Funds 17.0%** | **Money Market Funds 17.0%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 3.790%<sup>(s),(t)</sup> <br>| &nbsp;&nbsp; 483113147 | &nbsp;&nbsp; 482919902 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $482,957,551) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $482,957,551) | &nbsp;&nbsp; **482919902** |
| **Total Investments in Securities** <br>**(Cost: $3,309,034,008)** | **Total Investments in Securities** <br>**(Cost: $3,309,034,008)** | &nbsp;&nbsp; **3264475484** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(421068099)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **2843407385** |

---

At March 31, 2026, securities and/or cash totaling $18,457,000 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; 1,712,398 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 1,153,422 USD | Citi | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28047)<br>|
| &nbsp;&nbsp;&nbsp; 8,732,977 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 10,212,817 USD | Citi | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 118806 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498,391 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586,621 USD | Citi | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10556 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,165,140 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1,340,029 USD | Citi | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6698)<br>|
| &nbsp;&nbsp; 59,183,318 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 79,508,534 USD | Citi | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1173494 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302,576 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432,610 AUD | Citi | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4097)<br>|
| &nbsp;&nbsp;&nbsp; 4,139,029 USD | &nbsp;&nbsp;&nbsp;&nbsp; 3,517,204 EUR | Citi | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (73669)<br>|
| 167,926,774 USD | &nbsp;&nbsp;&nbsp;&nbsp; 126,118,494 GBP | Citi | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (996336)<br>|
| 126,118,494 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 167,871,282 USD | Citi | 06/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 988769 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 3,186,395 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 2,128,639 USD | Goldman Sachs | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (69814)<br>|
| &nbsp;&nbsp; 27,400,244 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 18,391,921 USD | Goldman Sachs | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (512878)<br>|

---

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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; 1,194,889 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1,389,525 USD | Goldman Sachs | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8412 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,335,714 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1,543,061 USD | Goldman Sachs | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (824)<br>|
| &nbsp;&nbsp; 15,224,017 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 20,316,845 USD | Goldman Sachs | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 166336 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 43,069,619 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 56,987,782 USD | Goldman Sachs | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19166)<br>|
| &nbsp;&nbsp; 21,384,261 USD | &nbsp;&nbsp;&nbsp;&nbsp; 31,050,408 AUD | Goldman Sachs | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 38968 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 72,210,037 USD | &nbsp;&nbsp;&nbsp;&nbsp; 62,677,218 EUR | Goldman Sachs | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 235426 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 31,050,408 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 21,354,918 USD | Goldman Sachs | 06/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40728)<br>|
| &nbsp;&nbsp; 61,731,298 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 71,403,667 USD | Goldman Sachs | 06/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (227068)<br>|
| &nbsp;&nbsp; 49,516,895 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 58,111,146 USD | JPMorgan | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 877043 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 3,750,416 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4,412,864 USD | JPMorgan | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 77946 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 7,515,811 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 10,166,170 USD | JPMorgan | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 218243 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 1,125,728 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 1,506,180 USD | JPMorgan | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16166 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570,719 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 816,020 AUD | JPMorgan | 04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7706)<br>|
| &nbsp;&nbsp;&nbsp; 3,146,748 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3,664,111 USD | JPMorgan | 06/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12740 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662,974 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766,983 USD | JPMorgan | 06/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2307)<br>|
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3942905 | &nbsp;&nbsp;&nbsp;&nbsp; (1989338)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Long Bond | 17 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1935875 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (62720)<br>|
| U.S. Treasury 2-Year Note | 2392 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 496209186 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2998272)<br>|
| U.S. Treasury 5-Year Note | 3573 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 386526025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3619362)<br>|
| U.S. Treasury Ultra 10-Year Note | 119 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 13508359 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (278122)<br>|
| U.S. Treasury Ultra Bond | 172 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 20048750 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (548589)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7507065)<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>|
| Australian 10-Year Bond | (327) | 06/2026 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (35235486)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 30250 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Australian 3-Year Bond | (36) | 06/2026 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (3731576)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5849 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bobl | (197) | 06/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (22739710)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 355847 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bund | (228) | 06/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (28588920)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 643098 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Buxl 30-Year | (9) | 06/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (992340)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 22276 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Buxl 30-Year | (2) | 06/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (220520)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4463)<br>|
| Euro-Schatz | (121) | 06/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (12795750)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 122708 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Long Gilt | (42) | 06/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (3687180)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 227069 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1407097 | &nbsp;&nbsp;&nbsp;&nbsp; (4463)<br>|

---

**Notes to Portfolio of Investments** 

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

&nbsp;&nbsp;&nbsp;&nbsp;(b) 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 $863,242,836, which represents 30.36% of total net assets.

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(h) Non-income producing investment.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Zero coupon bond.

CTIVP<sup>®</sup> – TCW Total Return Bond Fund \| 2026

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Total Return Bond Fund, March 31, 2026 (Unaudited)

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(k) Represents fair value as determined in good faith under procedures approved by the
 Board of Trustees. At March 31, 2026, the total value of these securities amounted to $3,777, which represents less than 0.01% of total net assets.

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

&nbsp;&nbsp;&nbsp;&nbsp;(m) Payment-in-kind security. Interest can be paid by issuing additional par of the security
 or in cash.

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

&nbsp;&nbsp;&nbsp;&nbsp;(o) Represents principal only securities which have the right to receive the principal
 portion only on an underlying pool of mortgage loans.

&nbsp;&nbsp;&nbsp;&nbsp;(p) The stated interest rate represents the weighted average interest rate at March 31,
 2026 of contracts within the senior loan facility. Interest rates on contracts are primarily determined either weekly, monthly or quarterly by reference to the indicated
 base lending rate and spread and the reset period. Base lending rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on
 a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed. Senior loans often require prepayments from
 excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay cannot be predicted with accuracy. As a result, remaining maturities
 of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower
 prior to the disposition of a senior loan.

&nbsp;&nbsp;&nbsp;&nbsp;(q) Represents a security purchased on a forward commitment basis.

&nbsp;&nbsp;&nbsp;&nbsp;(r) At March 31, 2026, the Fund had unfunded senior loan commitments pursuant to the terms
 of the loan agreement. The Fund receives a stated coupon rate until the borrower draws on the loan commitment, at which time the rate will become the stated
 rate in the loan agreement.

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

---

| | |
|:---|:---|
| **Borrower** | **Unfunded Commitment ($)** |
| &nbsp;&nbsp; First Eagle Holdings, Inc. <br>Delayed Draw Term Loan <br>08/16/2032 3.500%<br>| 71270 |

---

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(t) 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% |
|  | 305870075 | &nbsp;&nbsp; 1401641875 | &nbsp;&nbsp; (1224554351)<br>| &nbsp;&nbsp; (37697)<br>| &nbsp;&nbsp; 482919902 | &nbsp;&nbsp; (14313)<br>| &nbsp;&nbsp; 4685408 | &nbsp;&nbsp; 483113147 |

---

**Abbreviation Legend** 

---

| | |
|:---|:---|
| CMO | Collateralized Mortgage Obligation |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| MTA | Monthly Treasury Average |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |

---

**Currency Legend** 

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| EUR | Euro |
| GBP | British Pound |
| TRY | Turkish Lira |
| 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> – TCW Total Return Bond Fund \| 2026

------

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

1QT7037_(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 - TCW Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000028698

- **c. LEI of Series:** 7J8XS1OPHZ7H8XMH2936

**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:** $3401098028.54

**Total Liabilities:** $551122949.14

**Net Assets:** $2849975079.40

**Delayed Delivery Securities:** $542934955.00

**Stand-by Commitments:** $2354855.27

**Cash Not Reported:** $951198.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 265027.09000000 | **1-Year:** 15841.30000000 | **5-Year:** 60912.08000000 | **10-Year:** 228890.91000000 | **30-Year:** 487864.94000000

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

- **3-Month:** 217.30000000 | **1-Year:** 5384.47000000 | **5-Year:** 22798.10000000 | **10-Year:** 30526.35000000 | **30-Year:** 59251.88000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087814 | 0.21%                | 1.71%                | -1.90%               |
| Class ID C000087815 | 0.22%                | 1.61%                | -1.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4334637.08             | $6276245.36                                |
| Month 2  | $2521322.40              | $33831668.24                               |
| Month 3  | $-3326683.61             | $-60875322.85                              |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                  | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                       | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     94308 | PA      | $94045.45     | 0.00%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $221190.42    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $286918.43    | 0.01%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                        | ADMI Corp 2021 Term Loan B2                                                     | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    175211 | PA      | $163572.00    | 0.01%             | 2027-12-23      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6350000 | PA      | $6114785.66   | 0.21%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                  | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7600000 | PA      | $7522385.00   | 0.26%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                                 | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6150000 | PA      | $6126620.16   | 0.21%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                  | Allegro CLO X Ltd                                                               | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |   2201811 | PA      | $2202061.54   | 0.08%             | 2032-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2283269.48   | 0.08%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $109928.53    | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $104623.03    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $110921.60    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8825000 | PA      | $7103780.21   | 0.25%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $126041.02    | 0.00%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13350000 | PA      | $11713265.97  | 0.41%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 119600000 | PA      | $109630625.99 | 3.85%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  58625000 | PA      | $55314073.40  | 1.94%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  38250000 | PA      | $36061390.46  | 1.27%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  68250000 | PA      | $65861636.98  | 2.31%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27175000 | PA      | $26797991.44  | 0.94%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25115.15     | 0.00%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                             | Alpha Generation LLC Term Loan B                                                | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    614386 | PA      | $612290.95    | 0.02%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $4591654.71   | 0.16%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     61987 | PA      | $62686.35     | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     83113 | PA      | $78585.49     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    292000 | PA      | $276739.38    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2006-HY12                                                | CUSIP: 02146PAF2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   2129915 | PA      | $2010709.98   | 0.07%             | 2036-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                             | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1189000 | PA      | $877786.62    | 0.03%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1146659.80   | 0.04%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2030900.47   | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3526358.94   | 0.12%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4496893.23   | 0.16%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   3125000 | PA      | $2817334.24   | 0.10%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4334796.01   | 0.15%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2067221.66   | 0.07%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2310688.93   | 0.08%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1905000 | PA      | $1677326.35   | 0.06%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   8468000 | PA      | $7688177.39   | 0.27%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    800000 | PA      | $837434.38    | 0.03%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $321227.89    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $576489.65    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2487841.34   | 0.09%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                            | AMMC Clo 28 Ltd                                                                 | CUSIP: 03166HAA4<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | KY        |   9100000 | PA      | $9102748.20   | 0.32%             | 2037-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                | Amspec Parent LLC 2025 Term Loan                                                | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    392439 | PA      | $390802.46    | 0.01%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2022-1                                                 | CUSIP: 03464BAA6<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   6025998 | PA      | $5725145.76   | 0.20%             | 2066-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAA8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   3514105 | PA      | $2971149.84   | 0.10%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2026-1                                                 | CUSIP: 034947AC5<br>LEI: 2549004SH6MLXHN5ZV45 | Long             | ABS-MBS          | CORP              | US        |   3444564 | PA      | $3408254.10   | 0.12%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2026-1                                                 | CUSIP: 034947AF8<br>LEI: 2549004SH6MLXHN5ZV45 | Long             | ABS-MBS          | CORP              | US        |   1294172 | PA      | $1281109.03   | 0.04%             | 2071-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2602716.39   | 0.09%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1575773.98   | 0.06%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1383221.66   | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2757592.76   | 0.10%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                             | Appalachian Power Co                                                            | CUSIP: 037735BZ9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3343359.59   | 0.12%             | 2033-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                             | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4150780.24   | 0.15%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                 | Arches Buyer Inc 2021 Term Loan B                                               | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    260440 | PA      | $259179.65    | 0.01%             | 2027-12-06      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    445000 | PA      | $373503.04    | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                 | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $109758.88    | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                            | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1424217.31   | 0.05%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3784388.30   | 0.13%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2035000 | PA      | $2012099.66   | 0.07%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1492000 | PA      | $1442304.04   | 0.05%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                   | BCAP LLC Trust 2007-AA1                                                         | CUSIP: 05530PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3616315 | PA      | $3387217.17   | 0.12%             | 2037-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                         | BCPE EMPIRE HOLDINGS INC 2026 10TH AMENDMENT TERM LOAN                          | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    962105 | PA      | $945874.01    | 0.03%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                                | BCPE North Star US HoldCo 2 Inc Term Loan                                       | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    387831 | PA      | $385988.64    | 0.01%             | 2028-06-09      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2026-RISE                                                              | CUSIP: 05595AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3340000 | PA      | $3340000.00   | 0.12%             | 2041-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4380757.04   | 0.15%             | 2044-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2020-2 Ltd                                              | CUSIP: 05683EBE1<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |   7300000 | PA      | $7292765.70   | 0.26%             | 2034-07-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2021-6 Ltd                                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8740637.50   | 0.31%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4972000 | PA      | $4933807.59   | 0.17%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11220000 | PA      | $11126536.20  | 0.39%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1787948.06   | 0.06%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3578662.93   | 0.13%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2554358.25   | 0.09%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   7482000 | PA      | $6672747.01   | 0.23%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    442000 | PA      | $361151.67    | 0.01%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                          | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $396489.26    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $628105.32    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2822738.62   | 0.10%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    271000 | PA      | $271045.93    | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                   | Blackhawk Network Holdings Inc 2026 Term Loan B                                 | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    498741 | PA      | $491633.50    | 0.02%             | 2029-03-12      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                             | BlueMountain CLO XXX Ltd                                                        | CUSIP: 09630QAW1<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   7775000 | PA      | $7710716.30   | 0.27%             | 2035-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2026-NQM1                                       | CUSIP: 10570CAC6<br>LEI: 254900XRZJZN8JGL1235 | Long             | ABS-MBS          | CORP              | US        |   6956535 | PA      | $6895724.79   | 0.24%             | 2065-12-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                           | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    925000 | PA      | $923185.51    | 0.03%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                           | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1682000 | PA      | $1718879.86   | 0.06%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT7                                                              | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4175013.36   | 0.15%             | 2044-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2026-CSMO                                          | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3349996.99   | 0.12%             | 2043-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $493251.74    | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                  | CCRR Parent Inc Term Loan B                                                     | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165871 | PA      | $45337.61     | 0.00%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                  | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4356306.42   | 0.15%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R6                                                               | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3274609 | PA      | $3034063.70   | 0.11%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R7                                                               | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4868764 | PA      | $4510277.90   | 0.16%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5680847 | PA      | $5281118.85   | 0.19%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM TRUST 2025-R1                                                               | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7983912 | PA      | $7910784.13   | 0.28%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R5                                                               | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6152904 | PA      | $5438898.43   | 0.19%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3131000 | PA      | $1998486.69   | 0.07%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $225426.97    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $237048.35    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2035690.18   | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | Csmc 2022-Nqm1 Trust                                                            | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8633322 | PA      | $7814376.94   | 0.27%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3650019 | PA      | $3506720.38   | 0.12%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                                         | CSMCM 2021-RPL11 Trust                                                          | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343120 | PA      | $267262.86    | 0.01%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-RPL11 Trust                                                           | CUSIP: 12659AAH9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8156240 | PA      | $6771511.73   | 0.24%             | 2061-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    775000 | PA      | $745438.88    | 0.03%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    803000 | PA      | $706414.75    | 0.02%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    670000 | PA      | $617167.56    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    374000 | PA      | $378105.49    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1677530.54   | 0.06%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    521000 | PA      | $522755.90    | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2005-76                                                  | CUSIP: 12668BDC4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1647886 | PA      | $1537761.34   | 0.05%             | 2036-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                         | Castlelake Aircraft Structured Trust 2025-2                                     | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2696616 | PA      | $2695496.31   | 0.09%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2172804.50   | 0.08%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1185286.58   | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1024480.19   | 0.04%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $864049.93    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $17173.84     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1487783.95   | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1318719.82   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1670686.80   | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Home Lending Mortgage Trust Series 2025-2                                 | CUSIP: 16159VAE6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   8605906 | PA      | $8609152.76   | 0.30%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $192396.82    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3015374.72   | 0.11%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                      | City Football Group Limited 2024 Term Loan                                      | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    504061 | PA      | $502170.77    | 0.02%             | 2030-07-22      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1008328.73   | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TR                                 | CITIMORTGAGE ALTERNATIVE LOAN TR                                                | CUSIP: 18974BAM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    753523 | PA      | $666059.98    | 0.02%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                         | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    922000 | PA      | $965042.72    | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    819000 | PA      | $837744.09    | 0.03%             | 2036-11-07      | Fixed         | 7.75%                 | 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        | 483113147 | NS      | $482919902.15 | 16.94%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5096635.00   | 0.18%             | 2042-03-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2590000 | PA      | $2629260.26   | 0.09%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRUST COOPR_25-CES3                   | COOPR RESIDENTIAL MORTGAGE TRUST COOPR_25-CES3                                  | CUSIP: 216926AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2802231 | PA      | $2781355.54   | 0.10%             | 2060-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  42125000 | PA      | $36234082.03  | 1.27%             | 2056-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5450000 | PA      | $4997951.55   | 0.18%             | 2056-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17650000 | PA      | $16108807.82  | 0.57%             | 2056-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  42875000 | PA      | $40155704.58  | 1.41%             | 2056-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9450000 | PA      | $9127765.96   | 0.32%             | 2056-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16700000 | PA      | $16538049.08  | 0.58%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14500000 | PA      | $14592346.73  | 0.51%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSFB_04-AR5                                                      | CSFB_04-AR5                                                                     | CUSIP: 22541SHZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23006 | PA      | $22925.27     | 0.00%             | 2034-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2024-H7 Mortgage Trust                                                    | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6113445 | PA      | $6133261.52   | 0.22%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3080019 | PA      | $3083563.98   | 0.11%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1194000 | PA      | $1052391.56   | 0.04%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                            | CWABS Asset-Backed Certificates Trust 2006-14                                   | CUSIP: 23243LAD4<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |    963082 | PA      | $947502.52    | 0.03%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                              | DBGS 2021-W52 Mortgage Trust                                                    | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5725000 | PA      | $5709479.53   | 0.20%             | 2039-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                   | DTI Holdco Inc 2025 Term Loan B                                                 | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    212352 | PA      | $182622.83    | 0.01%             | 2029-04-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                                    | DailyPay Securitization Trust 2025-1                                            | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2840000 | PA      | $2847099.15   | 0.10%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                          | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3685000 | PA      | $3583601.81   | 0.13%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6040200 | PA      | $5842808.23   | 0.21%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3124209.57   | 0.11%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 40 Senior Loan Fund                                                      | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   1871884 | PA      | $1873232.12   | 0.07%             | 2031-08-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 45 Senior Loan Fund                                                      | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   7800000 | PA      | $7801170.00   | 0.27%             | 2030-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 43 Senior Loan Fund                                                      | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   7400000 | PA      | $7395856.00   | 0.26%             | 2034-04-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 98 CLO Ltd                                                               | CUSIP: 26248AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7496130.00   | 0.26%             | 2035-04-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $377454.54    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1097928.83   | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    385000 | PA      | $408534.06    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                 | EOC Borrower LLC Term Loan A                                                    | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149013 | PA      | $148516.78    | 0.01%             | 2028-03-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                             | East Ohio Gas Co/The                                                            | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1808847.87   | 0.06%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                       | Eaton Corp                                                                      | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    985000 | PA      | $972497.18    | 0.03%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    280000 | PA      | $294680.02    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                        | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    810000 | PA      | $937382.56    | 0.03%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                             | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   3257000 | PA      | $3112634.21   | 0.11%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | Energizer Holdings Inc                                                          | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1410684.82   | 0.05%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2458000 | PA      | $2143693.44   | 0.08%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | Entergy Corp                                                                    | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3473551.91   | 0.12%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3138501.46   | 0.11%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2860645.40   | 0.10%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    723000 | PA      | $632792.69    | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2026-HE1                                                            | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7138659 | PA      | $7068770.30   | 0.25%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    820000 | PA      | $804262.89    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   8960000 | PA      | $8392793.95   | 0.29%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                         | Farmers Exchange Capital                                                        | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3348962.02   | 0.12%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                          | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3706446.18   | 0.13%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUU87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233547 | PA      | $229067.15    | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FREDDIE MAC GOLD                                                                | CUSIP: 3128K9Q49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6183 | PA      | $6399.34      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128K9SR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4990 | PA      | $5170.97      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257454 | PA      | $260659.89    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7HE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69565 | PA      | $68931.71     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M96X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2378279 | PA      | $2301275.50   | 0.08%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3982223 | PA      | $3754770.41   | 0.13%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    904280 | PA      | $852630.54    | 0.03%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159990 | PA      | $154708.52    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1901639 | PA      | $1774081.72   | 0.06%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295753 | PA      | $297089.61    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1210387 | PA      | $1190375.38   | 0.04%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647730 | PA      | $649990.55    | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185897 | PA      | $191279.97    | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL G08438 FG 03/41 FIXED 4.5                      | FREDDIE MAC GOLD                                                                | CUSIP: 3128MJPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1829791 | PA      | $1813125.20   | 0.06%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647869 | PA      | $607933.16    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1337418 | PA      | $1256347.93   | 0.04%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2609730 | PA      | $2353566.24   | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1529069 | PA      | $1433231.61   | 0.05%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1161695 | PA      | $1047665.76   | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2598403 | PA      | $2343351.10   | 0.08%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3805637 | PA      | $3418959.11   | 0.12%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3743052 | PA      | $3375454.54   | 0.12%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16279 | PA      | $16472.53     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FREDDIE MAC GOLD                                                                | CUSIP: 3129324M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51659 | PA      | $53799.19     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FREDDIE MAC GOLD                                                                | CUSIP: 312936Y50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19421 | PA      | $19652.04     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | FREDDIE MAC GOLD                                                                | CUSIP: 312938UD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72270 | PA      | $73773.19     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1724890 | PA      | $1555799.83   | 0.05%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215972 | PA      | $206836.76    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7353155 | PA      | $6609786.54   | 0.23%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7149529 | PA      | $6659344.61   | 0.23%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13850779 | PA      | $11219696.85  | 0.39%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25574195 | PA      | $20685818.82  | 0.73%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27674729 | PA      | $26153645.50  | 0.92%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18298988 | PA      | $17736410.92  | 0.62%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2865077 | PA      | $2629730.05   | 0.09%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15775612 | PA      | $15271128.99  | 0.54%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6035575 | PA      | $5539785.94   | 0.19%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11688576 | PA      | $11078158.83  | 0.39%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9605617 | PA      | $9086399.94   | 0.32%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2976239 | PA      | $2884434.36   | 0.10%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9301974 | PA      | $9005814.09   | 0.32%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7225045 | PA      | $7280070.97   | 0.26%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1071929 | PA      | $1079601.43   | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FREDDIE MAC GOLD                                                                | CUSIP: 3132GDHP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24377 | PA      | $24666.74     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FREDDIE MAC GOLD                                                                | CUSIP: 3132GEQA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21637 | PA      | $21891.43     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_360                                       | FREDDIEMAC STRIP FHSTR_360                                                      | CUSIP: 3132J0US4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1034170 | PA      | $935819.54    | 0.03%             | 2047-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FREDDIE MAC GOLD                                                                | CUSIP: 3132JBH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1926736 | PA      | $1762921.55   | 0.06%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8986945 | PA      | $8420573.74   | 0.30%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    723434 | PA      | $692883.65    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667260 | PA      | $625672.17    | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ACR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2307349 | PA      | $2175225.71   | 0.08%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3133C6EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5814814 | PA      | $5762425.90   | 0.20%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 3136ACH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1123783 | PA      | $1087246.86   | 0.04%             | 2042-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 3136AD3D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89002 | PA      | $7485.66      | 0.00%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA_13-81                                                       | FNMA_13-81                                                                      | CUSIP: 3136AFD68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     23948 | PA      | $263.95       | 0.00%             | 2042-10-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 3136B2YM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295243 | PA      | $293479.17    | 0.01%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 3136B3A34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025657 | PA      | $929274.76    | 0.03%             | 2049-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 3136B3SX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208891 | PA      | $207914.50    | 0.01%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 3136B3WS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464749 | PA      | $422133.98    | 0.01%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4093                | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4093                               | CUSIP: 3137AST20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2133743 | PA      | $333117.90    | 0.01%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4765                                           | FREDDIE MAC FHLMC_4765                                                          | CUSIP: 3137FEQ29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3439923 | PA      | $2725124.67   | 0.10%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                              | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1196988 | PA      | $1204799.13   | 0.04%             | 2054-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ELXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271012 | PA      | $283248.37    | 0.01%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERDL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    968832 | PA      | $960518.21    | 0.03%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AL8994 FN 09/45 FIXED VAR                              | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138ET7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    648546 | PA      | $625648.89    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138NYGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1043344 | PA      | $955498.05    | 0.03%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9GN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371813 | PA      | $340157.15    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9GP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384278 | PA      | $351620.79    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AS0361 FN 09/43 FIXED 4                                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138W9MK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3305940 | PA      | $3202206.56   | 0.11%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708629 | PA      | $678890.84    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138WXG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    196574 | PA      | $180109.58    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1207712 | PA      | $1169340.83   | 0.04%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                 | CUSIP: 313920HM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6296 | PA      | $6269.34      | 0.00%             | 2031-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-8                                             | FANNIE MAE FNMA_06-8                                                            | CUSIP: 31394VV64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    302674 | PA      | $31368.77     | 0.00%             | 2036-03-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2980                                           | FREDDIE MAC FHLMC_2980                                                          | CUSIP: 31395UF63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    126482 | PA      | $11402.19     | 0.00%             | 2034-11-15      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31401A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5234 | PA      | $5295.53      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2841360 | PA      | $2656865.65   | 0.09%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140KSVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18029801 | PA      | $14557667.51  | 0.51%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MMAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3022122 | PA      | $2659765.78   | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2032635 | PA      | $1994409.87   | 0.07%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1302870 | PA      | $1216068.38   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3536342 | PA      | $3301139.45   | 0.12%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1138790 | PA      | $1113193.37   | 0.04%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1530433 | PA      | $1430041.37   | 0.05%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140QCBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6970868 | PA      | $6268608.37   | 0.22%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13427726 | PA      | $11519083.88  | 0.40%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMUY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12149187 | PA      | $10422927.80  | 0.37%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14120718 | PA      | $11520356.47  | 0.40%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16407994 | PA      | $13389037.26  | 0.47%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5808703 | PA      | $5496257.22   | 0.19%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3618315 | PA      | $3500172.46   | 0.12%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17302616 | PA      | $14816501.84  | 0.52%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21478674 | PA      | $17373088.91  | 0.61%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8871397 | PA      | $8379112.06   | 0.29%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16637545 | PA      | $16461803.46  | 0.58%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQN45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15346504 | PA      | $12383805.22  | 0.43%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31415M6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30440 | PA      | $30653.69     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416CM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48978 | PA      | $51382.06     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31416TNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    102953 | PA      | $107672.81    | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31417EEF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    144125 | PA      | $132054.75    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417FZR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694701 | PA      | $654944.68    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AC1432 FN 08/39 FIXED 5                                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31417KSW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46917 | PA      | $47416.73     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31418AWD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    456792 | PA      | $446155.59    | 0.02%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279341 | PA      | $270992.69    | 0.01%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236523 | PA      | $227750.60    | 0.01%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340653 | PA      | $331984.44    | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2133815 | PA      | $2044934.88   | 0.07%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2068585 | PA      | $1965788.10   | 0.07%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436775 | PA      | $414622.52    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201345 | PA      | $186795.45    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7164 | PA      | $6660.62      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1286359 | PA      | $1124436.83   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2350165 | PA      | $2078766.58   | 0.07%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3091154 | PA      | $2517555.48   | 0.09%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8006222 | PA      | $7039169.75   | 0.25%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8630938 | PA      | $7007779.78   | 0.25%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13855260 | PA      | $11729303.19  | 0.41%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18261841 | PA      | $15425618.21  | 0.54%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3020585 | PA      | $2659124.18   | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7375269 | PA      | $6990121.45   | 0.25%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10533518 | PA      | $10197756.10  | 0.36%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7103915 | PA      | $6252021.51   | 0.22%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1672699 | PA      | $1535122.68   | 0.05%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2172425 | PA      | $1993420.14   | 0.07%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4557487 | PA      | $4317016.10   | 0.15%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5010238 | PA      | $4965098.71   | 0.17%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24073215 | PA      | $23323174.41  | 0.82%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5980940 | PA      | $5791817.23   | 0.20%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5983897 | PA      | $5922280.59   | 0.21%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6840245 | PA      | $6893908.61   | 0.24%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17329413 | PA      | $17457423.23  | 0.61%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419AVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570569 | PA      | $598575.14    | 0.02%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5372732 | PA      | $5208111.62   | 0.18%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                         | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1291766.54   | 0.05%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                         | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $932307.77    | 0.03%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2025-HE7                                                            | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6457163 | PA      | $6407676.48   | 0.22%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA10                   | CUSIP: 32051GA88<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    630973 | PA      | $475424.26    | 0.02%             | 2035-12-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA7                    | CUSIP: 32051GSQ9<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    424195 | PA      | $377782.31    | 0.01%             | 2035-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA8                    | CUSIP: 32051GWF8<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |   1255924 | PA      | $672154.34    | 0.02%             | 2035-10-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2006-FA8                    | CUSIP: 32052DAL5<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    746198 | PA      | $256711.98    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829436.38    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1388010.12   | 0.05%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1738590.58   | 0.06%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3577652.66   | 0.13%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1161357.82   | 0.04%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    570000 | PA      | $582498.87    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                           | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3680863.42   | 0.13%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                               | CUSIP: 36176BCQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84305 | PA      | $81048.63     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                               | CUSIP: 36176FAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62640 | PA      | $63077.31     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36176FD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5832 | PA      | $5835.02      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                               | CUSIP: 36176W2N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58045 | PA      | $55357.35     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3124580 | PA      | $2941180.16   | 0.10%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    966035 | PA      | $908315.08    | 0.03%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1607300 | PA      | $1587954.46   | 0.06%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1292660 | PA      | $1274716.56   | 0.04%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    636888 | PA      | $646081.69    | 0.02%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1736272 | PA      | $1626124.70   | 0.06%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SCB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5543 | PA      | $5628.02      | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1033963 | PA      | $937275.72    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3332892 | PA      | $3016193.87   | 0.11%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2874223 | PA      | $2699159.84   | 0.09%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    658238 | PA      | $650518.93    | 0.02%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2406386 | PA      | $2177901.78   | 0.08%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144686 | PA      | $142410.99    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    659623 | PA      | $630645.94    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    496013 | PA      | $503172.00    | 0.02%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70582 | PA      | $71601.26     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    485569 | PA      | $492579.28    | 0.02%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3447078 | PA      | $3235062.04   | 0.11%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150553 | PA      | $152355.58    | 0.01%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96233 | PA      | $86977.11     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    749645 | PA      | $716036.14    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77690 | PA      | $74193.23     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1065600 | PA      | $936073.98    | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2766281 | PA      | $2638084.99   | 0.09%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UVX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    390223 | PA      | $353644.65    | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16463162 | PA      | $15595791.94  | 0.55%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7271044 | PA      | $7357891.84   | 0.26%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    870000 | PA      | $883341.15    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |   3030000 | PA      | $2865495.24   | 0.10%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust                             | GMACM Mortgage Loan Trust 2005-AR6                                              | CUSIP: 36185MBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1094036 | PA      | $426303.88    | 0.01%             | 2035-11-19      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36202F2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27495 | PA      | $27251.43     | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A9TT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26460 | PA      | $26787.41     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust 2005-AR6                                                | CUSIP: 362341SF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88056 | PA      | $80149.41     | 0.00%             | 2035-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | GWT 2024-WLF2                                                                   | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4437000 | PA      | $4438382.57   | 0.16%             | 2041-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36241KDH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11274 | PA      | $11447.13     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LDX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12571 | PA      | $12514.81     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29174 | PA      | $28082.56     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22404 | PA      | $21560.18     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53811 | PA      | $51776.86     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36241LU87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32577 | PA      | $31342.35     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2018-RPL1                                   | CUSIP: 36256BAC4<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   2355321 | PA      | $2319963.02   | 0.08%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                               | CUSIP: 36296QLD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27860 | PA      | $28205.40     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                           | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    297855 | PA      | $263715.13    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1886277.17   | 0.07%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | Getty Images Inc                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    475000 | PA      | $428893.59    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                                   | GOGO Intermediate Holdings LLC Term Loan B                                      | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |    253857 | PA      | $220698.03    | 0.01%             | 2028-04-30      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    490000 | PA      | $481025.57    | 0.02%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528646.89    | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1077743.39   | 0.04%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5128679.83   | 0.18%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38374NDU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11367 | PA      | $9437.62      | 0.00%             | 2036-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378BRQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254357 | PA      | $2.54         | 0.00%             | 2052-04-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38380RNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4109823 | PA      | $3043049.23   | 0.11%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38380RTP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2845315 | PA      | $2153425.28   | 0.08%             | 2063-06-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38380RVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3093245 | PA      | $2249158.41   | 0.08%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38380RXJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18011244 | PA      | $1453136.34   | 0.05%             | 2063-03-16      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                          | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     96000 | PA      | $93614.87     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2581222.32   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    766000 | PA      | $727362.39    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation               | HDI Aerospace Intermediate Holding III Corporation Term Loan B                  | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |    337450 | PA      | $337662.59    | 0.01%             | 2032-02-11      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2006-10                                          | CUSIP: 41162CAA9<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   7289330 | PA      | $5896574.32   | 0.21%             | 2036-11-19      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   2367000 | PA      | $2357431.12   | 0.08%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   2898000 | PA      | $2837788.43   | 0.10%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | Healthpeak Properties Inc Term Loan A1                                          | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    980642 | PA      | $965931.91    | 0.03%             | 2027-08-20      | Floating      | 4.51%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | Healthpeak Properties Inc Term Loan A2                                          | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    980642 | PA      | $965931.91    | 0.03%             | 2027-02-22      | Floating      | 4.51%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | Healthpeak Properties Inc 2024 Term Loan A3                                     | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |   1979146 | PA      | $1939563.21   | 0.07%             | 2029-03-01      | Floating      | 4.49%                 | No            |                  3 | On Loan: No      |
| Hilton Domestic Operating Company Inc                            | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1703854 | PA      | $1705983.99   | 0.06%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   2477000 | PA      | $2338127.88   | 0.08%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      3000 | PA      | $2573.01      | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    589000 | PA      | $477727.82    | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2019-30HY Mortgage Trust                                           | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2770000 | PA      | $2633330.97   | 0.09%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1328683.29   | 0.05%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3019540.45   | 0.11%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                   | ICG US CLO 2016-1 Ltd                                                           | CUSIP: 44931NBE0<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |   7350000 | PA      | $7337622.60   | 0.26%             | 2034-04-29      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1023839.10   | 0.04%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1323072.08   | 0.05%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    238000 | PA      | $237283.62    | 0.01%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC 2023 Term Loan                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    126719 | PA      | $108615.52    | 0.00%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2006-AR27                                      | CUSIP: 45661LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3009968 | PA      | $1202207.49   | 0.04%             | 2036-10-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1374948.94   | 0.05%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1365047.73   | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441264.39    | 0.02%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3483686.36   | 0.12%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    370000 | PA      | $276491.30    | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2864702.53   | 0.10%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                                         | Invesco CLO 2022-2 Ltd                                                          | CUSIP: 46145XAL0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |   7100000 | PA      | $7095782.60   | 0.25%             | 2035-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                        | Invitation Homes Operating Partnership LP 2024 Term Loan                        | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |   2810347 | PA      | $2775218.07   | 0.10%             | 2028-09-09      | Floating      | 4.53%                 | No            |                  3 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                         | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $431379.39    | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $6030537.31   | 0.21%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2076000 | PA      | $2097743.35   | 0.07%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                    | JGWPT XXXII LLC                                                                 | CUSIP: 46618AAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |   1494881 | PA      | $1355326.11   | 0.05%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                              | JP Morgan Mortgage Acquisition Corp 2006-FRE1                                   | CUSIP: 46626LFN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865473 | PA      | $860092.21    | 0.03%             | 2035-05-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2185224.04   | 0.08%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4487657.31   | 0.16%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $3858048.43   | 0.14%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2260866.04   | 0.08%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557726.75    | 0.02%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                 | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2539199.42   | 0.09%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-CES1                                       | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |   4815698 | PA      | $4834502.19   | 0.17%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                            | Jane Street Group LLC 2024 Term Loan B1                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    486128 | PA      | $476682.80    | 0.02%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | Japan Tobacco Inc                                                               | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    660000 | PA      | $675769.42    | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1471000 | PA      | $1615307.54   | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                          | JetBlue Airways Corp / JetBlue Loyalty LP                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    180000 | PA      | $170111.02    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                             | Kelso Industries LLC Term Loan                                                  | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    354089 | PA      | $349662.52    | 0.01%             | 2029-12-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                            | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6263872.21   | 0.22%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                       | KUEHG Corp 2025 Term Loan                                                       | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    161560 | PA      | $143961.51    | 0.01%             | 2030-06-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                                 | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2412000 | PA      | $2311136.53   | 0.08%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                              | LCM 41 Ltd                                                                      | CUSIP: 501971AN5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | JE        |   7200000 | PA      | $7189329.60   | 0.25%             | 2036-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                              | LCM 35 Ltd                                                                      | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   7300000 | PA      | $7279370.20   | 0.26%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                              | LCM 39 Ltd/Jersey                                                               | CUSIP: 50204NBA5<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |   7587000 | PA      | $7554254.51   | 0.27%             | 2034-10-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                 | Lseg US Fin Corp                                                                | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287219.66    | 0.01%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2901828.47   | 0.10%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |   1895000 | PA      | $1645032.44   | 0.06%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                       | Lightpath Fiber Issuer LLC                                                      | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5294995.21   | 0.19%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust 2006-10                                          | CUSIP: 54251YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3361653 | PA      | $2384626.49   | 0.08%             | 2036-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                     | MKT 2020-525M Mortgage Trust                                                    | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2035000 | PA      | $1834384.00   | 0.06%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                             | MAD Commercial Mortgage Trust 2025-11MD                                         | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2940000 | PA      | $2933948.60   | 0.10%             | 2042-10-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXVI Ltd                                                  | CUSIP: 55819PBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4970885.00   | 0.17%             | 2035-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    341000 | PA      | $206637.52    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    532000 | PA      | $354917.36    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite XXIII Ltd                                                             | CUSIP: 55954NAS8<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   7410000 | PA      | $7393001.46   | 0.26%             | 2035-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                      | Magnite Inc 2025 Repriced Term Loan B                                           | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    412354 | PA      | $407199.53    | 0.01%             | 2031-02-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                   | Manhattan West 2020-1MW Mortgage Trust                                          | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470000 | PA      | $3341591.26   | 0.12%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3887029.85   | 0.14%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                      | McAfee LLC 2024 USD 1st Lien Term Loan B                                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    298223 | PA      | $265418.22    | 0.01%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3819619.15   | 0.13%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 5901886X1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001938.90   | 0.04%             | 2026-12-01      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                 | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2                  | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1568266 | PA      | $1147005.48   | 0.04%             | 2037-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Backed Securities Trust                   | Merrill Lynch Mortgage Backed Securities Trust Series 2007-2                    | CUSIP: 59025GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427971 | PA      | $368173.55    | 0.01%             | 2036-08-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                            | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    198000 | PA      | $184692.89    | 0.01%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                            | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    716000 | PA      | $697233.87    | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE BUYER LLC                                              | MODIVCARE BUYER LLC                                                             | CUSIP: 60784EAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    807285 | PA      | $743711.31    | 0.03%             | 2032-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTRA GCB144A MODIVCA                                           | CONTRA GCB144A MODIVCA                                                          | CUSIP: 607PMTAB0<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   2905350 | PA      | $3776.96      | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    442000 | PA      | $428503.85    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    358000 | PA      | $352462.93    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2431174.66   | 0.09%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust 2005-2AR                                     | CUSIP: 61745M4E0<br>LEI: 549300M91PFQR7JLJ570 | Long             | ABS-MBS          | CORP              | US        |    196563 | PA      | $196285.10    | 0.01%             | 2035-04-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $746234.31    | 0.03%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4432718.54   | 0.16%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3383375.36   | 0.12%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174374.60    | 0.01%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2461744.97   | 0.09%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                        | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4027287 | PA      | $3980148.41   | 0.14%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_26-NQM2      | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_26-NQM2                     | CUSIP: 617949AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2906392 | PA      | $2875439.95   | 0.10%             | 2071-01-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                       | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7509979 | PA      | $7485904.19   | 0.26%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                 | MortgageIT Trust 2005-4                                                         | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393257 | PA      | $394962.85    | 0.01%             | 2035-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   7240000 | PA      | $7006956.47   | 0.25%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC 2025 FLSO Term Loan                                             | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    445011 | PA      | $234743.41    | 0.01%             | 2029-01-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC 2025 FLTO Term Loan                                             | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     77335 | PA      | $15982.87     | 0.00%             | 2030-01-24      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers Clo 51 Ltd                                       | CUSIP: 64135BAW9<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $5998290.00   | 0.21%             | 2036-10-23      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2022-NQM4                                   | CUSIP: 64831UAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |  12834355 | PA      | $12791143.28  | 0.45%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2024-NQM2                                   | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |   5319205 | PA      | $5296821.02   | 0.19%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    320000 | PA      | $294615.50    | 0.01%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1067889.66   | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2738532.18   | 0.10%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2021-NQM2 Trust                                                             | CUSIP: 670857AA9<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   6780967 | PA      | $5594028.54   | 0.20%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-1155                                         | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5143000 | PA      | $5219939.28   | 0.18%             | 2042-06-10      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 51 LTD OCT51_21-1A                   | OCTAGON INVESTMENT PARTNERS 51 LTD OCT51_21-1A                                  | CUSIP: 675943AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7215000 | PA      | $7172633.52   | 0.25%             | 2034-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                           | Oman Government International Bond                                              | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1306000 | PA      | $1362129.63   | 0.05%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3090707.46   | 0.11%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                       | 1345T 2025-AOA                                                                  | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4500007.65   | 0.16%             | 2042-06-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1272285.95   | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                         | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $224421.62    | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $667288.63    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $872878.31    | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    585000 | PA      | $352926.42    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    745000 | PA      | $594265.96    | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6660512.57   | 0.23%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1762500 | PA      | $1522017.26   | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | Oregon Tool Lux LP                                                              | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    413573 | PA      | $66631.39     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2255657.65   | 0.08%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $359466.37    | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2021-AFC2 Trust                                                           | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8331891 | PA      | $7379191.51   | 0.26%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PFP III                                                          | PFP 2025-12 Ltd                                                                 | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3199708.16   | 0.11%             | 2042-12-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PFP III                                                          | PFP 2025-12 Ltd                                                                 | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4820000 | PA      | $4817026.06   | 0.17%             | 2042-12-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-RPL3 LLC                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6207560 | PA      | $6001274.54   | 0.21%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                          | Nuvei Technologies Corp 2025 Repriced Term Loan B                               | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    247505 | PA      | $242141.24    | 0.01%             | 2031-11-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                         | Papa John's International Inc                                                   | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    605000 | PA      | $576824.09    | 0.02%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                           | Park Avenue Institutional Advisers CLO Ltd 2021-2                               | CUSIP: 70018QAL9<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | KY        |   6900000 | PA      | $6902587.50   | 0.24%             | 2034-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                      | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1407252.82   | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                             | Pelican Products Inc 2021 Term Loan                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |    348111 | PA      | $307375.24    | 0.01%             | 2028-12-29      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                         | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6793727.41   | 0.24%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    296000 | PA      | $235757.37    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PFP III                                                          | PFP 2026-13 Ltd                                                                 | CUSIP: 716966AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5503033.80   | 0.19%             | 2043-08-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                       | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |   1475000 | PA      | $1308260.83   | 0.05%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1374007.67   | 0.05%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2391170.37   | 0.08%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $4155892.71   | 0.15%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                   | KFC Holding Co 2021 Term Loan B                                                 | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    389933 | PA      | $390584.11    | 0.01%             | 2028-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                 | Plano HoldCo Inc Term Loan B                                                    | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    103950 | PA      | $83160.00     | 0.00%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                              | Planview Parent Inc 2024 1st Lien Term Loan                                     | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    877291 | PA      | $647554.46    | 0.02%             | 2027-12-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST PMTLT_25-CNF1                                     | PMT LOAN TRUST PMTLT_25-CNF1                                                    | CUSIP: 729906AH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7378779 | PA      | $7329728.92   | 0.26%             | 2056-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                        | Potomac Energy Center LLC 2026 Term Loan B                                      | CUSIP: 73767TAE6<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    169512 | PA      | $169511.61    | 0.01%             | 2032-08-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |   3865833 | PA      | $3867940.68   | 0.14%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                            | Priority Holdings LLC 2025 Term Loan B                                          | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    473104 | PA      | $459800.02    | 0.02%             | 2032-08-02      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                              | Progress Energy Inc                                                             | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $3182705.52   | 0.11%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDI                                 | PROJECT ALPHA INTERMEDIATE HOLDI                                                | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    710996 | PA      | $535671.70    | 0.02%             | 2033-05-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-RPL4 LLC                                                              | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6750295 | PA      | $6403131.64   | 0.22%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3696661.17   | 0.13%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                             | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    667000 | PA      | $613425.41    | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                             | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    524000 | PA      | $461875.39    | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                             | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    699000 | PA      | $577219.89    | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                 | QuidelOrtho Corp Term Loan A                                                    | CUSIP: 74840YAF1<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    581635 | PA      | $554007.01    | 0.02%             | 2030-08-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_25-CES6-A1B                             | RCKT MORTGAGE TRUST RCKT_25-CES6-A1B                                            | CUSIP: 748949AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5739780 | PA      | $5760504.52   | 0.20%             | 2055-06-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES8                                                   | CUSIP: 749421AA1<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   6761672 | PA      | $6787549.70   | 0.24%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   5786049 | PA      | $5808975.18   | 0.20%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 16 Ltd                                                                       | CUSIP: 74971CAL7<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   7192500 | PA      | $7171016.00   | 0.25%             | 2036-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                         | Raven Acquisition Holdings LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $281084.37    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                 | Red Ventures LLC 2024 Term Loan B                                               | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |    341184 | PA      | $299985.96    | 0.01%             | 2030-03-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                          | Regatta 32 Funding Ltd                                                          | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7006951.00   | 0.25%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2005-QA8 Trust                                                      | CUSIP: 761118BS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747454 | PA      | $370315.97    | 0.01%             | 2035-07-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    415000 | PA      | $360209.66    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2022-1 Ltd                                                   | CUSIP: 77340JAN5<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7475782.50   | 0.26%             | 2035-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                           | SLC Student Loan Trust 2006-1                                                   | CUSIP: 784427AG1<br>LEI: 254900DL8Z901OXFAN76 | Long             | ABS-O            | CORP              | US        |    145152 | PA      | $131572.70    | 0.00%             | 2055-03-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2007-7                                                   | CUSIP: 78444EAD1<br>LEI: 549300IZGFDRVV7YTH38 | Long             | ABS-O            | CORP              | US        |   1297956 | PA      | $1283508.69   | 0.05%             | 2049-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2007-7                                                   | CUSIP: 78444EAE9<br>LEI: 549300IZGFDRVV7YTH38 | Long             | ABS-O            | CORP              | US        |   1990000 | PA      | $2068541.72   | 0.07%             | 2070-10-27      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |   5860000 | PA      | $6209437.07   | 0.22%             | 2073-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    369648 | PA      | $370446.65    | 0.01%             | 2026-07-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                  | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5607000 | PA      | $5466825.00   | 0.19%             | 2039-01-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                      | SVC ABS LLC                                                                     | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3751615.74   | 0.13%             | 2056-03-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502798.79   | 0.05%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2911164.82   | 0.10%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                          | Saluda Grade Alternative Mortgage Trust 2025-LOC4                               | CUSIP: 79589VAN4<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |   7060205 | PA      | $7084660.29   | 0.25%             | 2055-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $322971.19    | 0.01%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                             | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1602000 | PA      | $1555811.54   | 0.05%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                             | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   3512000 | PA      | $3340065.60   | 0.12%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                         | Secretariat Advisors LLC 2025 Term Loan B                                       | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179768 | PA      | $176172.72    | 0.01%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                         | Secretariat Advisors LLC 2025 Delayed Draw Term Loan                            | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21822 | PA      | $21386.02     | 0.00%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2026-4                                                   | CUSIP: 81750QAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4370000 | PA      | $4327565.99   | 0.15%             | 2056-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                             | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1318757.86   | 0.05%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                         | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    570000 | PA      | $573240.74    | 0.02%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                         | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    865000 | PA      | $846729.33    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                  | South Field LLC 2025 1st Lien Term Loan B                                       | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    179315 | PA      | $179427.69    | 0.01%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                 | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1255884.32   | 0.04%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | Spectrum Brands Inc                                                             | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    412000 | PA      | $357075.64    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                         | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1960161.24   | 0.07%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | Star Parent Inc                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    617000 | PA      | $640953.88    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust 2021-3                                      | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4073542 | PA      | $3540695.75   | 0.12%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                        | Structured Asset Mortgage Investments II Trust 2006-AR3                         | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3691775 | PA      | $3091880.42   | 0.11%             | 2036-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                               | STWD 2025-FL4 LLC                                                               | CUSIP: 863922AC4<br>LEI: 2549003WQA28FWJYLM96 | Long             | ABS-CBDO         | CORP              | US        |   4345000 | PA      | $4344995.22   | 0.15%             | 2042-11-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                         | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $894434.91    | 0.03%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                       | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1752806.39   | 0.06%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                           | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7310000 | PA      | $7053965.79   | 0.25%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2609121.87   | 0.09%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                          | TRTX 2025-FL7 Issuer Ltd                                                        | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | PA      | $2949352.18   | 0.10%             | 2043-06-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3199693.05   | 0.11%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                    | Vistra Operations Company LLC 1st Lien Term Loan B3                             | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    401728 | PA      | $402105.24    | 0.01%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316100.03    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2023 Term Loan J                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    651234 | PA      | $651162.74    | 0.02%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2025 Term Loan K                                                  | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    139454 | PA      | $139416.33    | 0.00%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                         | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                       | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    160590 | PA      | $160765.25    | 0.01%             | 2031-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                       | TKO Worldwide Holdings LLC 2025 Term Loan                                       | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    357887 | PA      | $357428.44    | 0.01%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    530000 | PA      | $519585.64    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                          | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3087029 | PA      | $3178803.37   | 0.11%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $169597.20    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    906000 | PA      | $857895.84    | 0.03%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    720000 | PA      | $735821.89    | 0.03%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1703000 | PA      | $1646103.02   | 0.06%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                         | United Natural Foods Inc 2024 Term Loan                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    384956 | PA      | $386014.78    | 0.01%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150622000 | PA      | $146856450.00 | 5.15%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80385000 | PA      | $77471043.75  | 2.72%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66188000 | PA      | $65153812.50  | 2.29%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4183000 | PA      | $4150483.71   | 0.15%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2086000 | PA      | $2045583.75   | 0.07%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79280000 | PA      | $79825050.00  | 2.80%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32661000 | PA      | $32556382.73  | 1.14%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24200000 | PA      | $24237812.50  | 0.85%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1015672.07   | 0.04%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3198288.64   | 0.11%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                            | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1867147.56   | 0.07%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                     | VT Topco Inc                                                                    | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    918000 | PA      | $932668.35    | 0.03%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   3250000 | PA      | $2794505.44   | 0.10%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $368465.96    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    719000 | PA      | $760778.40    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    684000 | PA      | $703615.69    | 0.02%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    171000 | PA      | $177927.41    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    274000 | PA      | $280556.73    | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2021-7                                               | CUSIP: 92538QAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |  12365659 | PA      | $11394098.10  | 0.40%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    105000 | PA      | $100631.74    | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    515000 | PA      | $500532.11    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                            | Virgin Media O2 Vendor Financing Notes VI DAC                                   | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    653000 | PA      | $569780.21    | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust 2024-CES3                                      | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5886569 | PA      | $5905491.96   | 0.21%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    181000 | PA      | $173543.63    | 0.01%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284335.02    | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_14-4A                                          | VOYA CLO LTD VOYA_14-4A                                                         | CUSIP: 92914RBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5725000 | PA      | $5724066.83   | 0.20%             | 2031-07-14      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    312000 | PA      | $324862.65    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC Repriced Term Loan B                                         | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    552086 | PA      | $547713.11    | 0.02%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust                  | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1188330 | PA      | $1125000.21   | 0.04%             | 2045-11-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                   | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179097 | PA      | $176963.82    | 0.01%             | 2033-09-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust                  | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192673 | PA      | $186735.69    | 0.01%             | 2033-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR4 Trust                   | CUSIP: 92922FG77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219699 | PA      | $207161.73    | 0.01%             | 2035-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                   | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451121 | PA      | $1339335.58   | 0.05%             | 2036-12-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4319036.04   | 0.15%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                                        | WBHT Commercial Mortgage Trust 2025-WBM                                         | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3410000 | PA      | $3407873.18   | 0.12%             | 2042-06-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                                      | Wachovia Student Loan Trust 2006-1                                              | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3045392 | PA      | $2979292.31   | 0.10%             | 2040-04-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust                  | CUSIP: 93363TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2308754 | PA      | $1957579.98   | 0.07%             | 2046-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust                   | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1648174 | PA      | $1506770.20   | 0.05%             | 2046-05-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5278000 | PA      | $5151696.13   | 0.18%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2834044.87   | 0.10%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    780000 | PA      | $776450.06    | 0.03%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3103285.57   | 0.11%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Ardagh Holdings SA                                               | Ardagh Holdings SA                                                              | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |    139044 | NS      | $1025449.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                          | Zayo Group Holdings Inc 2025 USD Term Loan                                      | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    231902 | PA      | $227342.37    | 0.01%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                     | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |    534000 | PA      | $538381.22    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                          | YORKSHIRE WATER FINANCE PLC                                                     | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $656327.21    | 0.02%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $411391.17    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                     | Peraton Corp Term Loan B                                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    380577 | PA      | $324125.98    | 0.01%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |   2015000 | PA      | $2059466.79   | 0.07%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                           | DWR Cymru Financing UK PLC                                                      | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |   1620000 | PA      | $1597141.16   | 0.06%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                     | Cloudera Inc 2021 Term Loan                                                     | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    518759 | PA      | $460398.54    | 0.02%             | 2028-10-08      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    315000 | PA      | $274229.48    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                  | CAST & CREW LLC                                                                 | CUSIP: 000000000<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    144043 | PA      | $55060.50     | 0.00%             | 2028-12-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC               | ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     90853 | PA      | $91023.32     | 0.00%             | 2029-07-06      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                               | MATIV HOLDINGS INC                                                              | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    172023 | PA      | $170302.71    | 0.01%             | 2027-05-06      | Floating      | 6.27%                 | No            |                  3 | On Loan: No      |
| BARRACUDA NETWORKS INC                                           | BARRACUDA NETWORKS INC                                                          | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    196789 | PA      | $124469.07    | 0.00%             | 2029-08-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                  | CCRR Parent Inc US Acquisition Facility                                         | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    351349 | PA      | $82566.98     | 0.00%             | 2028-03-06      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA BRISTOL LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    582567 | PA      | $529775.01    | 0.02%             | 2031-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                            | National Gas Transmission PLC                                                   | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |   2405000 | PA      | $2839646.45   | 0.10%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | MH SUB I LLC                                                                    | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    182760 | PA      | $156650.91    | 0.01%             | 2028-04-25      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                              | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    900000 | PA      | $1082688.59   | 0.04%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                  | Star Parent Inc Term Loan B                                                     | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    121018 | PA      | $119526.69    | 0.00%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                               | The Action Environmental Group Inc 2023 Term Loan B                             | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    202292 | PA      | $201280.62    | 0.01%             | 2030-10-24      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                         | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1351239.88   | 0.05%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                              | WEC US Holdings Ltd 2024 Term Loan                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    276499 | PA      | $275892.99    | 0.01%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                         | United Utilities Water Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $628371.26    | 0.02%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                             | Booking Holdings Inc                                                            | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367832.72    | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                          | PUG LLC 2024 Extended Term Loan B                                               | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    224489 | PA      | $220421.68    | 0.01%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                          | RTE Reseau de Transport d'Electricite SADIR                                     | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $528597.29    | 0.02%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                   | 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    336271 | PA      | $335306.16    | 0.01%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   2400000 | PA      | $2743625.58   | 0.10%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                          | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                              | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    331744 | PA      | $332675.92    | 0.01%             | 2028-05-05      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DARKTRACE FINCO US LLC                                           | DARKTRACE FINCO US LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329003 | PA      | $314241.07    | 0.01%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                 | TTF Holdings LLC 2024 Term Loan                                                 | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |    582570 | PA      | $431101.64    | 0.02%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                            | TRIPADVISOR INC (PRE-REINCORPORATION)                                           | CUSIP: 000000000<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    279084 | PA      | $263734.26    | 0.01%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP LLC                                           | RESEARCH NOW GROUP LLC                                                          | CUSIP: 000000000<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     81493 | PA      | $79506.76     | 0.00%             | 2029-07-16      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                         | SHOWTIME ACQUISITION LLC                                                        | CUSIP: 000000000<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |    381398 | PA      | $375676.79    | 0.01%             | 2031-08-18      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   7490000 | PA      | $4846656.78   | 0.17%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                          | Yorkshire Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |   2215000 | PA      | $2957457.90   | 0.10%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC                                                              | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    385298 | PA      | $320348.67    | 0.01%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                   | AVOLON TLB BORROWER 1 (US) LLC                                                  | CUSIP: 000000000<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1571110 | PA      | $1572712.46   | 0.06%             | 2030-10-03      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION LLC                                                      | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    153125 | PA      | $153016.15    | 0.01%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                | Great Canadian Gaming Corporation 2024 Term Loan B                              | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    461599 | PA      | $453521.45    | 0.02%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                         | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   1790000 | PA      | $1958019.66   | 0.07%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                             | Booking Holdings Inc                                                            | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    675000 | PA      | $688991.47    | 0.02%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                       | SOPHOS INTERMEDIATE II LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    985186 | PA      | $935620.82    | 0.03%             | 2027-03-05      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS OPERATING                                                | CUSIP: 000000000<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    538762 | PA      | $538460.23    | 0.02%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                         | RENAISSANCE HOLDING CORP                                                        | CUSIP: 000000000<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    808916 | PA      | $571046.45    | 0.02%             | 2030-04-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | MH SUB I LLC                                                                    | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    494954 | PA      | $327699.40    | 0.01%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    419694 | PA      | $414448.28    | 0.01%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    300000 | PA      | $330120.43    | 0.01%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    690000 | PA      | $770419.72    | 0.03%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                           | GENESYS CLOUD SERVICES HOLDINGS II LLC                                          | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    251108 | PA      | $239914.07    | 0.01%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                             | Quartz Acquireco LLC 2025 Term Loan B                                           | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396007 | PA      | $328686.02    | 0.01%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Oregon Tool, Inc.                                                | Oregon Tool Inc 2025 1st Lien Term Loan                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     28463 | PA      | $28819.05     | 0.00%             | 2029-10-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC                                                   | DRAFTKINGS INC                                                                  | CUSIP: 000000000<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |    337927 | PA      | $337295.23    | 0.01%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                         | BCPE EMPIRE HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    458012 | PA      | $450568.92    | 0.02%             | 2030-12-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                                                                       | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    530495 | PA      | $531556.02    | 0.02%             | 2031-01-02      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                        | EAGLEVIEW TECHNOLOGY CORP                                                       | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |    563530 | PA      | $511758.42    | 0.02%             | 2028-08-14      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC                                                                 | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   1750258 | PA      | $1737131.21   | 0.06%             | 2029-01-24      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES DEBT MERGER SUB LLC                                   | ARCHIMEDES DEBT MERGER SUB LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270423 | PA      | $267494.68    | 0.01%             | 2032-05-27      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CLEANOVA MIDCO LIMITED                                           | CLEANOVA MIDCO LIMITED                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    182059 | PA      | $181604.19    | 0.01%             | 2032-06-14      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| FIRST EAGLE INVESTMENT MANAGEMENT LLC                            | FIRST EAGLE INVESTMENT MANAGEMENT LLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416394 | PA      | $409923.48    | 0.01%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                   | TeamSystem SpA                                                                  | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    265000 | PA      | $282697.37    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                          | SEVERN TRENT UTILITIES FINANCE PLC                                              | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $966626.29    | 0.03%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                         | United Utilities Water Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $756402.65    | 0.03%             | 2035-08-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                  | Caister Finance DAC                                                             | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1980000 | PA      | $2593297.23   | 0.09%             | 2035-08-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   3180000 | PA      | $2082082.48   | 0.07%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| C&S WHOLESALE GROCERS                                            | C&S WHOLESALE GROCERS                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    639806 | PA      | $624341.90    | 0.02%             | 2030-09-23      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                             | HEARTLAND DENTAL LLC                                                            | CUSIP: 000000000<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    496377 | PA      | $494966.86    | 0.02%             | 2032-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                                                   | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    496146 | PA      | $496026.88    | 0.02%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                           | DWR Cymru Financing UK PLC                                                      | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |    645000 | PA      | $842150.02    | 0.03%             | 2037-09-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC                                                          | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     11214 | PA      | $11220.58     | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                                     | LAVENDER DUTCH BORROWERCO BV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    382817 | PA      | $376595.99    | 0.01%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| SECHE ENVIRONNEMENT SACA                                         | Seche Environnement SACA                                                        | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $674908.05    | 0.02%             | 2031-01-09      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERSHIP                                      | ZIGGO FINANCING PARTNERSHIP                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353175 | PA      | $342844.35    | 0.01%             | 2033-01-14      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CELSIUS INC                                                      | CELSIUS INC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    288051 | PA      | $288322.21    | 0.01%             | 2032-04-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Adagio CLO                                                       | Adagio IV CLO Ltd                                                               | CUSIP: 000000000<br>LEI: 635400LSWYRCKPZTOJ42 | Long             | ABS-MBS          | CORP              | IE        |   4000000 | PA      | $4605336.38   | 0.16%             | 2038-07-15      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                                   | Penta Clo 21 DAC                                                                | CUSIP: 000000000<br>LEI: 635400KIS3VSYLWVIW47 | Long             | ABS-MBS          | CORP              | IE        |   6800000 | PA      | $7831563.39   | 0.27%             | 2039-02-16      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                        | SONARSOURCE FINANCING LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345758 | PA      | $315503.90    | 0.01%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MODIVCARE BUYER LLC                                              | MODIVCARE BUYER LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    510000 | PA      | $504900.00    | 0.02%             | 2030-12-29      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                      | HOLOGIC INC                                                                     | CUSIP: 000000000<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | LON              | CORP              | US        |    291515 | PA      | $287871.46    | 0.01%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE BUYER LLC                                              | MODIVCARE BUYER LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142420 | NS      | $925730.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                 | Fugue Finance BV 2025 Repriced Term Loan                                        | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    219025 | PA      | $215945.04    | 0.01%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                             | JOHNSTONE SUPPLY LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    797045 | PA      | $771778.66    | 0.03%             | 2033-02-19      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                | Eaton Capital ULC                                                               | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    180000 | PA      | $204086.08    | 0.01%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                | Eaton Capital ULC                                                               | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1260000 | PA      | $1437764.15   | 0.05%             | 2038-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1749277.11   | 0.06%             | 2045-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $2038279.09   | 0.07%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | XEROX CORPORATION                                                               | CUSIP: 000000000<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    910521 | PA      | $637364.73    | 0.02%             | 2029-11-19      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                                          | DELIVERY HERO FINCO LLC                                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    272556 | PA      | $263188.69    | 0.01%             | 2032-06-16      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | OAK-EAGLE ACQUIRECO INC                                                         | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    106930 | PA      | $106261.24    | 0.00%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                                  | Contego CLO IV DAC                                                              | CUSIP: 000000000<br>LEI: 635400H7QVHLSOZWVU92 | Long             | ABS-MBS          | CORP              | IE        |   2975000 | PA      | $3431628.59   | 0.12%             | 2039-10-23      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                  | QazaqGaz NC JSC                                                                 | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $396924.16    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                       | GC FERRY ACQUISITION I INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71270 | PA      | $70162.35     | 0.00%             | 2032-06-06      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                         | Pacific National Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |    810000 | PA      | $508745.42    | 0.02%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                              | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |   1028904 | PA      | $1203527.98   | 0.04%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                          | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |    636000 | PA      | $568125.13    | 0.02%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                           | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   3750000 | PA      | $1752066.42   | 0.06%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    800000 | PA      | $773928.08    | 0.03%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                           | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    755000 | PA      | $849750.47    | 0.03%             | 2031-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                   | AA Bond Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    650000 | PA      | $834634.09    | 0.03%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                            | Global Switch Finance BV                                                        | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |   1210000 | PA      | $1290990.87   | 0.05%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   2100000 | PA      | $1986284.58   | 0.07%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                         | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |   1495000 | PA      | $1635833.88   | 0.06%             | 2034-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | AMPRION GMBH                                                                    | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1358362.71   | 0.05%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                        | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    545000 | PA      | $652125.24    | 0.02%             | 2033-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $188841.80    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                             | Suez SACA                                                                       | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2214448.54   | 0.08%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                 | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |   1255000 | PA      | $1398266.55   | 0.05%             | 2033-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                               | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | NUSS              | HU        |    469000 | PA      | $483377.59    | 0.02%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                   | Dyno Nobel Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $728581.89    | 0.03%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | Eurogrid GmbH                                                                   | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $226699.76    | 0.01%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   7490000 | PA      | $4788685.95   | 0.17%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                           | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    870000 | PA      | $592536.90    | 0.02%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   4025000 | PA      | $2654250.98   | 0.09%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1534443.39   | 0.05%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                         | FDJ UNITED                                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1444282.01   | 0.05%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $399198.37    | 0.01%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                             | Molnlycke Holding AB                                                            | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    285000 | PA      | $330980.61    | 0.01%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                                | Robert Bosch GmbH                                                               | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $775457.45    | 0.03%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                             | Sartorius Finance BV                                                            | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1314606.23   | 0.05%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                             | Sartorius Finance BV                                                            | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $354971.78    | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                 | Delivery Hero SE 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    770187 | PA      | $754783.27    | 0.03%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                          | Gatwick Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |    270000 | PA      | $303566.49    | 0.01%             | 2033-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                       | Redexis SA                                                                      | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1392212.90   | 0.05%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                    | Blackrock Inc                                                                   | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $3054552.01   | 0.11%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP Carey Inc                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    400000 | PA      | $462805.46    | 0.02%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        | 114849000 | PA      | $152050808.04 | 5.34%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                             | Flutter Treasury DAC                                                            | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    745000 | PA      | $955540.59    | 0.03%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP Carey Inc                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   1520000 | PA      | $1643419.75   | 0.06%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1672000 | PA      | $1701253.50   | 0.06%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | Johnson & Johnson                                                               | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    510000 | PA      | $545765.79    | 0.02%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO S                                         | Nortegas Energia Grupo SL                                                       | CUSIP: 000000000<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1120148.63   | 0.04%             | 2033-01-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                             | EnBW International Finance BV                                                   | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |   1410000 | PA      | $939248.36    | 0.03%             | 2036-02-26      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3422000 | PA      | $3393992.12   | 0.12%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DVI DT VERMOEGENS IMMVWL                                         | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                           | CUSIP: 000000000<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $230140.81    | 0.01%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    890000 | PA      | $586443.33    | 0.02%             | 2035-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                          | Ausgrid Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $876211.23    | 0.03%             | 2035-12-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                    | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120469.73    | 0.00%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 000000000<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1366929.29   | 0.05%             | 2046-03-11      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                       | MAPLE PARENT HOLDINGS CORP                                                      | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $2038513.38   | 0.07%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | OREGON TOOL LUX LP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    217500 | PA      | $152793.89    | 0.01%             | 2029-10-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $-28047.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |         1 | NC      | $10556.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $118806.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $-6697.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $1173493.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $988768.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | AUSTRALIA DOLLAR                                                                | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | AU        |         1 | NC      | $-4096.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | EURO COUNTRIES                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |         1 | NC      | $-73668.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | BRITISH POUND                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | GB        |         1 | NC      | $-996336.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-SCHATZ JUN 26                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -121 | NC      | $122708.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   2409000 | PA      | $2879546.80   | 0.10%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3378 | NC      | $-3611419.77  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | LONG GILT JUN 26                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -42 | NC      | $227069.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |         1 | NC      | $-512877.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $-69814.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $-40727.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $8412.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $-824.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $-227068.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $166336.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $-19166.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | AUSTRALIA DOLLAR                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |         1 | NC      | $38968.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | EURO COUNTRIES                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |         1 | NC      | $235425.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |         1 | NC      | $877043.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |         1 | NC      | $77945.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |         1 | NC      | $12740.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |         1 | NC      | $-2128.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |         1 | NC      | $218242.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |         1 | NC      | $16165.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | AUSTRALIA DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |         1 | NC      | $-7706.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 266377500 | PA      | $5896071.39   | 0.21%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BOBL JUN 26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -193 | NC      | $354696.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    720000 | PA      | $712420.10    | 0.02%             | 2033-02-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND JUN 26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -228 | NC      | $643097.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE JUN 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2071 | NC      | $-2986038.85  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO BUXL 30YR BOND JUN 26                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -9 | NC      | $22276.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO BUXL 30YR BOND JUN 26                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $-4463.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US LONG BOND JUN 26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        17 | NC      | $-62719.60    | -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        |       119 | NC      | $-278121.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA T-BOND JUN 26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       172 | NC      | $-548588.84   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 10YR BOND JUN 26                                                           | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -327 | NC      | $30249.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 3YR BOND JUN 26                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -36 | NC      | $5849.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK LOGISITICS UKLOG_24-2A                                        | UK LOGISITICS UKLOG_24-2A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1955981 | PA      | $2574720.83   | 0.09%             | 2035-02-17      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager