# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-018832
**Filing Date:** 2026-2
**Character Count:** 114318
**Document Hash:** 5b30d2a2f122c70b38da0176ea4bce48
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018832.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018832

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**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:** 26684800

**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

### Variable Portfolio - Managed Volatility Moderate Growth Fund (Series ID: S000036785)

| Class ID   | Class Name                                                           | Ticker Symbol   |
|:---|:---|:---|
| C000112515 | Variable Portfolio - Managed Volatility Moderate Growth Fund Class 2 |  |
| C000209990 | Variable Portfolio - Managed Volatility Moderate Growth Fund Class 1 |  |

## 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:** 800-345-6611

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

- **a. Name of Series:** Variable Portfolio - Managed Volatility Moderate Growth Fund

- **b. EDGAR series identifier (if any):** S000036785

- **c. LEI of Series:** 9JZ674PFZ8KMUU1PMX40

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $12378804284.05

**Total Liabilities:** $881231847.03

**Net Assets:** $11497572437.02

**Delayed Delivery Securities:** $864148751.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 389999.21000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 11516.94000000 | **30-Year:** 38088.45000000

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

- **3-Month:** 1429732.82000000 | **1-Year:** 0.00000000 | **5-Year:** 173.91000000 | **10-Year:** 336.27000000 | **30-Year:** 45310.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112515 | 1.21%                | 0.43%                | 0.29%                |
| Class ID C000209990 | 1.24%                | 0.42%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $42039992.56             | $96969076.91                               |
| Month 2  | $52763880.33             | $-12121843.38                              |
| Month 3  | $90189318.55             | $-52965636.07                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AEP TEXAS INC                                           | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     717000 | PA      | $489960.03     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     235000 | PA      | $159052.30     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1001501.15    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     516000 | PA      | $460294.58     | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030413<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13500000 | PA      | $12985839.81   | 0.11%             | 2041-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76802000 | PA      | $67918768.86   | 0.59%             | 2056-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22650000 | PA      | $22016593.66   | 0.19%             | 2040-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82400000 | PA      | $76171718.54   | 0.66%             | 2056-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35800000 | PA      | $35328656.84   | 0.31%             | 2040-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  107730000 | PA      | $102173777.85  | 0.89%             | 2056-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  267100000 | PA      | $260727573.61  | 2.27%             | 2055-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77900000 | PA      | $77680906.25   | 0.68%             | 2055-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     128000 | PA      | $120436.34     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     460000 | PA      | $451630.85     | 0.00%             | 2055-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     831000 | PA      | $557808.74     | 0.00%             | 2051-05-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      65000 | PA      | $50798.84      | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     678000 | PA      | $662208.55     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     678000 | PA      | $627708.52     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| APA CORP                                                | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     187000 | PA      | $186679.72     | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                               | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     801000 | PA      | $496124.99     | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     248000 | PA      | $278608.20     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     796000 | PA      | $824481.49     | 0.01%             | 2034-03-26      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BACARDI-MARTINI BV                                      | Bacardi-Martini BV                                                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     225000 | PA      | $233826.45     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $863247.07     | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                                             | Bacardi Ltd                                                                     | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     636000 | PA      | $603850.85     | 0.01%             | 2038-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                                             | Bacardi Ltd                                                                     | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     246000 | PA      | $219184.72     | 0.00%             | 2048-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                                   | Becton Dickinson & Co                                                           | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      95000 | PA      | $96951.53      | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     185000 | PA      | $142575.46     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     852000 | PA      | $602985.12     | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98091.30      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                  | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     469000 | PA      | $300362.61     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     375000 | PA      | $275702.03     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     745000 | PA      | $632129.85     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     687000 | PA      | $678354.74     | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     402000 | PA      | $281284.75     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     730000 | PA      | $659895.03     | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CAMPBELLS COMPANY/THE                                   | Campbell's Company/The                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      32000 | PA      | $20915.02      | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                 | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     105000 | PA      | $112865.14     | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $109698.01     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                     | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     380000 | PA      | $307105.71     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR INC                                         | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     336000 | PA      | $348760.25     | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     121000 | PA      | $121966.89     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     730000 | PA      | $600857.11     | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     318000 | PA      | $191130.95     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                                       | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     140000 | PA      | $138485.20     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     230000 | PA      | $203154.09     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     205000 | PA      | $213232.07     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| Columbia Variable Portfolio - Small Cap Value Fund      | Columbia Variable Portfolio - Small Cap Value Fund                              | CUSIP: 19765R303<br>LEI: QFDZC6A36M07XEWD4L46 | Long             | EC               | RF                | US        |    2560893 | NS      | $32395302.69   | 0.28%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP LONG GOVT/CREDIT BD 1                       | COLUMBIA VP LONG GOVT/CREDIT BD 1                                               | CUSIP: 19765R444<br>LEI: N/A                  | Long             | EC               | RF                | US        |   24529774 | NS      | $174161392.90  | 1.51%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA CONTRARIAN CORE CL I MF                        | COLUMBIA CONTRARIAN CORE CL I MF                                                | CUSIP: 19765R535<br>LEI: N/A                  | Long             | EC               | RF                | US        |    3044609 | NS      | $193424024.19  | 1.68%             |  |  |  | No            | N/A                | On Loan: No      |
| Columbia Variable Portfolio - Small Company Growth Fund | Columbia Variable Portfolio - Small Company Growth Fund                         | CUSIP: 19765R642<br>LEI: S7VQF2LJKBJBPNFLD691 | Long             | EC               | RF                | US        |    2104075 | NS      | $31519037.87   | 0.27%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS CORE BD FD CL1                            | VP - PARTNERS CORE BD FD CL1                                                    | CUSIP: 19766E129<br>LEI: N/A                  | Long             | EC               | RF                | US        |   67062077 | NS      | $654525870.97  | 5.69%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS INTL GROWTH FD 1                          | VP - PARTNERS INTL GROWTH FD 1                                                  | CUSIP: 19766E145<br>LEI: N/A                  | Long             | EC               | RF                | US        |   18809714 | NS      | $246031052.62  | 2.14%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - VICTORY SYCAMORE EST VAL CL1                    | CTIVP - VICTORY SYCAMORE EST VAL CL1                                            | CUSIP: 19766E178<br>LEI: N/A                  | Long             | EC               | RF                | US        |     654142 | NS      | $33963026.47   | 0.30%             |  |  |  | No            | N/A                | On Loan: No      |
| VP PARTNERS CORE EQUITY FD CL 1                         | VP PARTNERS CORE EQUITY FD CL 1                                                 | CUSIP: 19766E236<br>LEI: N/A                  | Long             | EC               | RF                | US        |    5701599 | NS      | $297338365.58  | 2.59%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - PRINCIPAL LARGE CAP GROWTH FUND                 | CTIVP - PRINCIPAL LARGE CAP GROWTH FUND                                         | CUSIP: 19766E277<br>LEI: N/A                  | Long             | EC               | RF                | US        |    3249439 | NS      | $264894232.80  | 2.30%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - AMER CENT DIVERSE BD CLS 1                      | CTIVP - AMER CENT DIVERSE BD CLS 1                                              | CUSIP: 19766E293<br>LEI: N/A                  | Long             | EC               | RF                | US        |   46814956 | NS      | $435847244.09  | 3.79%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS INTL VALUE FD 1                           | VP - PARTNERS INTL VALUE FD 1                                                   | CUSIP: 19766E327<br>LEI: N/A                  | Long             | EC               | RF                | US        |   17900534 | NS      | $239151131.21  | 2.08%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP OVERSEAS CORE-1                             | COLUMBIA VP OVERSEAS CORE-1                                                     | CUSIP: 19766E418<br>LEI: Q0EBCBICSMH65I7QD232 | Long             | EC               | RF                | US        |   42108504 | NS      | $753321139.73  | 6.55%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP SEL LARGE CAP VAL CL 1                      | COLUMBIA VP SEL LARGE CAP VAL CL 1                                              | CUSIP: 19766E475<br>LEI: N/A                  | Long             | EC               | RF                | US        |    5744653 | NS      | $321930374.35  | 2.80%             |  |  |  | No            | N/A                | On Loan: No      |
| Columbia Variable Portfolio - Large Cap Growth Fund     | Columbia Variable Portfolio - Large Cap Growth Fund                             | CUSIP: 19766E517<br>LEI: N/A                  | Long             | EC               | RF                | US        |    5568632 | NS      | $316632414.50  | 2.75%             |  |  |  | No            | N/A                | On Loan: No      |
| Columbia VP - US Government Mortgage Fund               | Columbia VP - US Government Mortgage Fund                                       | CUSIP: 19766E541<br>LEI: N/A                  | Long             | EC               | RF                | US        |   18816803 | NS      | $176125275.86  | 1.53%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP SEL MID CAP VAL CL 1                        | COLUMBIA VP SEL MID CAP VAL CL 1                                                | CUSIP: 19766E582<br>LEI: N/A                  | Long             | EC               | RF                | US        |     985544 | NS      | $46655658.92   | 0.41%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VARIABLE PORTFOLIO - MI                        | COLUMBIA VARIABLE PORTFOLIO - MI                                                | CUSIP: 19766E624<br>LEI: 0OPPEF28BGYQSTF7XF64 | Long             | EC               | RF                | US        |     702127 | NS      | $45392505.31   | 0.39%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP LTD DUR BD- C                               | COLUMBIA VP LTD DUR BD- C                                                       | CUSIP: 19766E640<br>LEI: N/A                  | Long             | EC               | RF                | US        |    8823378 | NS      | $83910321.73   | 0.73%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VARIABLE PORTFOLIO - CORPORATE BOND FUND       | COLUMBIA VARIABLE PORTFOLIO - CORPORATE BOND FUND                               | CUSIP: 19766E749<br>LEI: N/A                  | Long             | EC               | RF                | US        |   33903845 | NS      | $266145183.94  | 2.31%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP DISCIPLINED CORE FD-1                       | COLUMBIA VP DISCIPLINED CORE FD-1                                               | CUSIP: 19766E814<br>LEI: N/A                  | Long             | EC               | RF                | US        |    4621281 | NS      | $598317227.25  | 5.20%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP INTERMED BOND FD CL 1                       | COLUMBIA VP INTERMED BOND FD CL 1                                               | CUSIP: 19766E871<br>LEI: N/A                  | Long             | EC               | RF                | US        |   66173320 | NS      | $569090551.19  | 4.95%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                           | COLUMBIA SHORT TERM CASH FUND                                                   | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 1833989380 | NS      | $1833439182.95 | 15.95%            |  |  |  | No            | 1                  | On Loan: No      |
| CTIVP - WESTFIELD MID CAP GRTH CL1                      | CTIVP - WESTFIELD MID CAP GRTH CL1                                              | CUSIP: 19766L107<br>LEI: N/A                  | Long             | EC               | RF                | US        |     572914 | NS      | $33223295.73   | 0.29%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - WELLINGTON LG CAP VAL FD 1                      | CTIVP - WELLINGTON LG CAP VAL FD 1                                              | CUSIP: 19766L305<br>LEI: N/A                  | Long             | EC               | RF                | US        |    5209427 | NS      | $268181314.16  | 2.33%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP SEL LARGE CAP EQ FD 1                       | COLUMBIA VP SEL LARGE CAP EQ FD 1                                               | CUSIP: 19766L495<br>LEI: N/A                  | Long             | EC               | RF                | US        |   22172627 | NS      | $596221943.77  | 5.19%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - WESTFIELD SELECT LARGE CAP GROWTH FUND          | CTIVP - WESTFIELD SELECT LARGE CAP GROWTH FUND                                  | CUSIP: 19766L610<br>LEI: N/A                  | Long             | EC               | RF                | US        |    3833641 | NS      | $265517995.33  | 2.31%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS INTL CORE EQUITY FD CL1                   | VP - PARTNERS INTL CORE EQUITY FD CL1                                           | CUSIP: 19766L727<br>LEI: N/A                  | Long             | EC               | RF                | US        |   31763886 | NS      | $399589689.52  | 3.48%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - TCW CORE PLUS BOND FD CL1                       | CTIVP - TCW CORE PLUS BOND FD CL1                                               | CUSIP: 19766L743<br>LEI: N/A                  | Long             | EC               | RF                | US        |   61175493 | NS      | $569543841.91  | 4.95%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS SMALL CAP VALUE-1                         | VP - PARTNERS SMALL CAP VALUE-1                                                 | CUSIP: 19766L776<br>LEI: N/A                  | Long             | EC               | RF                | US        |    2026502 | NS      | $85518404.19   | 0.74%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS SM CAP GR                                 | VP - PARTNERS SM CAP GR                                                         | CUSIP: 19766L792<br>LEI: N/A                  | Long             | EC               | RF                | US        |    2269633 | NS      | $84838877.95   | 0.74%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - T ROWE LRG CAP VAL CL1                          | CTIVP - T ROWE LRG CAP VAL CL1                                                  | CUSIP: 19766L826<br>LEI: N/A                  | Long             | EC               | RF                | US        |    6110748 | NS      | $269789511.35  | 2.35%             |  |  |  | No            | N/A                | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     730000 | PA      | $410522.35     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     191000 | PA      | $171523.80     | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     125000 | PA      | $112176.71     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                 | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     169000 | PA      | $172527.59     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                 | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     195000 | PA      | $189345.70     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                 | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      77000 | PA      | $76980.99      | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     172000 | PA      | $162915.02     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143548.57     | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     135000 | PA      | $122696.02     | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     290000 | PA      | $208572.52     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                 | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     195000 | PA      | $121855.71     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                 | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     674000 | PA      | $641273.05     | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                    | ERAC USA Finance LLC                                                            | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     143000 | PA      | $146839.36     | 0.00%             | 2034-10-30      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     245000 | PA      | $255843.61     | 0.00%             | 2034-04-05      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     438000 | PA      | $415603.03     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     150000 | PA      | $144342.97     | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENTERGY LOUISIANA LLC                                   | Entergy Louisiana LLC                                                           | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125795.98     | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                 | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     102000 | PA      | $102670.64     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     205000 | PA      | $198799.99     | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     340000 | PA      | $359577.08     | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| EXELON CORP                                             | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $825051.40     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     275000 | PA      | $264260.03     | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     536000 | PA      | $512030.10     | 0.00%             | 2065-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                              | FedEx Corp                                                                      | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     305000 | PA      | $256800.37     | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80236.16      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     178000 | PA      | $123065.22     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     134000 | PA      | $136061.37     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205691.24     | 0.00%             | 2034-01-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $213124.25     | 0.00%             | 2038-01-25      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                                | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     110000 | PA      | $105902.15     | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124760.53     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     121000 | PA      | $120898.77     | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     280000 | PA      | $280260.62     | 0.00%             | 2045-11-19      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     410000 | PA      | $415351.63     | 0.00%             | 2056-01-28      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     634000 | PA      | $517283.14     | 0.00%             | 2052-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205732.78     | 0.00%             | 2036-09-10      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     312000 | PA      | $312648.20     | 0.00%             | 2036-11-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     585000 | PA      | $359503.66     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                                | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     220000 | PA      | $216893.66     | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| iShares Core S&P 500 ETF                                | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |     495000 | NS      | $339045300.00  | 2.95%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                    | iShares Core U.S. Aggregate Bond ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |    2485000 | NS      | $248201800.00  | 2.16%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF     | iShares iBoxx $ Investment Grade Corporate Bond ETF                             | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |     550790 | NS      | $60691550.10   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     230000 | PA      | $235968.25     | 0.00%             | 2032-07-31      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $902331.78     | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     161000 | PA      | $162979.31     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                       | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     290000 | PA      | $234001.75     | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      55000 | PA      | $44434.24      | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     103000 | PA      | $85162.07      | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     425000 | PA      | $389689.36     | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     338000 | PA      | $322183.16     | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     334000 | PA      | $345604.05     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     565000 | PA      | $365051.03     | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     305000 | PA      | $307775.22     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     186000 | PA      | $175105.86     | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     180000 | PA      | $141176.10     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     553000 | PA      | $435856.30     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     311000 | PA      | $261764.28     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     255000 | PA      | $187565.65     | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     115000 | PA      | $92668.70      | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404357.97     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                  | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     390000 | PA      | $385473.41     | 0.00%             | 2055-12-04      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| MIDAMERICAN ENERGY CO                                   | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     135000 | PA      | $127935.73     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     399000 | PA      | $419485.91     | 0.00%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      88000 | PA      | $92009.30      | 0.00%             | 2036-01-18      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     418000 | PA      | $414630.11     | 0.00%             | 2036-10-22      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     169000 | PA      | $123300.85     | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     215000 | PA      | $162952.05     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                  | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     326000 | PA      | $277636.84     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE INSURANCE                                 | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     600000 | PA      | $445341.75     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     755000 | PA      | $781396.34     | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                            | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199483.02     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                            | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     249000 | PA      | $224142.72     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                            | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     170000 | PA      | $141128.61     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     369000 | PA      | $286767.55     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     245000 | PA      | $154387.05     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     375000 | PA      | $345398.12     | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     295000 | PA      | $237086.76     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     274000 | PA      | $191715.33     | 0.00%             | 2059-09-30      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     148000 | PA      | $157725.03     | 0.00%             | 2055-05-29      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     454000 | PA      | $432909.64     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     200000 | PA      | $147043.00     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     385000 | PA      | $267334.92     | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     449000 | PA      | $279483.93     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     543000 | PA      | $451773.20     | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     480000 | PA      | $406434.33     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PEACHTREE FUND TRUST II                                 | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $105306.43     | 0.00%             | 2035-05-15      | Fixed         | 6.01%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                              | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     613000 | PA      | $505975.28     | 0.00%             | 2046-12-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      72000 | PA      | $61320.67      | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     319000 | PA      | $306273.82     | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SIEMENS FUNDING BV                                      | Siemens Funding BV                                                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     239000 | PA      | $247947.86     | 0.00%             | 2035-05-28      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                                   | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     135000 | PA      | $132514.27     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     115000 | PA      | $94782.18      | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     342000 | PA      | $333604.63     | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     155000 | PA      | $141295.26     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     283000 | PA      | $194312.42     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      80000 | PA      | $52031.19      | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     209000 | PA      | $203072.37     | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      90000 | PA      | $84317.02      | 0.00%             | 2064-09-10      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS INC                                         | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     135000 | PA      | $124376.76     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     713000 | PA      | $493433.97     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                                   | United Parcel Service Inc                                                       | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     300000 | PA      | $309580.61     | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     190000 | PA      | $181836.94     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     909000 | PA      | $905449.22     | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     614000 | PA      | $631172.81     | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     582000 | PA      | $588456.56     | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     116000 | PA      | $113498.75     | 0.00%             | 2045-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                        | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     380000 | PA      | $416006.54     | 0.00%             | 2038-07-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      70000 | PA      | $54309.85      | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $999614.86     | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     127000 | PA      | $130654.86     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF           | Vanguard Intermediate-Term Corporate Bond ETF                                   | CUSIP: 92206C870<br>LEI: VKDXEYNPEMWGHJ22MR31 | Long             | EC               | RF                | US        |     816600 | NS      | $68390250.00   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard S&P 500 ETF                                    | Vanguard S&P 500 ETF                                                            | CUSIP: 922908363<br>LEI: 549300D8V8ZP5GRJOC71 | Long             | EC               | RF                | US        |     540000 | NS      | $338650200.00  | 2.95%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     855000 | PA      | $669474.69     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     466000 | PA      | $444500.45     | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     240000 | PA      | $232446.82     | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                             | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     160000 | PA      | $100888.76     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     595000 | PA      | $544648.73     | 0.00%             | 2051-04-04      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     241000 | PA      | $207982.11     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     330000 | PA      | $328382.88     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FINANCE LTD                                    | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      93000 | PA      | $96918.17      | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     525000 | PA      | $376986.18     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                                  | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | CA        |          1 | NC      | $-642613.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                                  | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | GB        |          1 | NC      | $-34257.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                                  | NEW ZEALAND DOLLAR                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | NZ        |          1 | NC      | $-153429.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Euronext NV                                             | CAC40 10 EURO JAN 26                                                            | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |        213 | NC      | $42822.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                               | SPX US 12/17/27 P5300                                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |       1350 | NC      | $27330750.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                               | SPX US 12/17/27 P5200                                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |       1345 | NC      | $25420500.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                               | SPX US 12/17/27 P5500                                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |        520 | NC      | $12071800.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets, Inc.                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CA        |          1 | NC      | $-43732.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets, Inc.                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | NZ        |          1 | NC      | $14277.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets, Inc.                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | SE        |          1 | NC      | $-29690.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets, Inc.                          | SWISS FRANC                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CH        |          1 | NC      | $-138427.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets, Inc.                          | JAPANESE YEN                                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | JP        |          1 | NC      | $-3394583.11   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets, Inc.                          | SWEDISH KRONA                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | SE        |          1 | NC      | $431263.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | S&P500 EMINI MAR 26                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       1876 | NC      | $1062711.31    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | S&P500 EMINI MAR 26                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        167 | NC      | $-424832.45    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | S&P MID 400 EMINI MAR 26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -15 | NC      | $77812.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        210 | NC      | $35950.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2277 | NC      | $-340734.71    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -3 | NC      | $479.74        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                             | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |          1 | NC      | $58743.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |          1 | NC      | $-833362.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | BRITISH POUND                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |          1 | NC      | $-3925.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | NEW ZEALAND DOLLAR                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |          1 | NC      | $-50031.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | DAX INDEX MAR 26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -6 | NC      | $-53350.03     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Securities USA, Inc.                               | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | GB        |          1 | NC      | $-306606.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Securities USA, Inc.                               | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | NZ        |          1 | NC      | $-81419.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Securities USA, Inc.                               | EURO COUNTRIES                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | XX        |          1 | NC      | $99698.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Securities USA, Inc.                               | JAPANESE YEN                                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | JP        |          1 | NC      | $-31103.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Meff Financial Derivatives                              | IBEX 35 INDEX JAN 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         47 | NC      | $166302.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $-434130.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |          1 | NC      | $-36055.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BRITISH POUND                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |          1 | NC      | $207582.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                | JAPANESE YEN                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |          1 | NC      | $-57839.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                | NEW ZEALAND DOLLAR                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |          1 | NC      | $-40766.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | NASDAQ 100 E-MINI MAR 26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        205 | NC      | $-46624.29     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | S&P/TSE 60 INDEX MAR 26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        300 | NC      | $364703.29     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Stockholm AB                                     | OMXS30 INDEX JAN 26                                                             | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |       1800 | NC      | $1080109.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.            | MSCI SING IX ETS JAN 26                                                         | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        224 | NC      | $-12722.86     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | RUSSELL 2000 EMINI CME MAR 26                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -60 | NC      | $226951.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Italian Derivatives Market                              | FTSE/MIB INDEX MAR 26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |       -100 | NC      | $-444818.03    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                          | TOPIX INDEX MAR 26                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        412 | NC      | $605084.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        988 | NC      | $72557.83      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE MAR 26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        764 | NC      | $-348196.64    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE MAR 26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -21 | NC      | $16218.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Securities LLC                                      | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | GB        |          1 | NC      | $-222151.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS Securities LLC                                      | SWISS FRANC                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | CH        |          1 | NC      | $35790.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Securities LLC                                      | EURO COUNTRIES                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | XX        |          1 | NC      | $-112461.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS Securities LLC                                      | NORWAY KRONA                                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | NO        |          1 | NC      | $554531.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND MAR 26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          8 | NC      | $2484.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND MAR 26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         65 | NC      | $-65758.95     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA 10YR NOTE MAR 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -1 | NC      | $60.74         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX 50 MAR 26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -52 | NC      | $-42856.45     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Securities LLC                              | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | CA        |          1 | NC      | $10796.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities LLC                              | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | CA        |          1 | NC      | $-24303.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities LLC                              | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | XX        |          1 | NC      | $7724.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities LLC                              | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | JP        |          1 | NC      | $63660.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities LLC                              | AUSTRALIA DOLLAR                                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | AU        |          1 | NC      | $2861430.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities LLC                              | AUSTRALIA DOLLAR                                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | AU        |          1 | NC      | $-8683.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities LLC                              | SWISS FRANC                                                                     | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | CH        |          1 | NC      | $289742.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities LLC                              | SWISS FRANC                                                                     | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              |  | CH        |          1 | NC      | $-86478.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA T-BOND MAR 26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          8 | NC      | $-16.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA T-BOND MAR 26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -25 | NC      | $51943.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX - All Markets                                       | SPI 200 MAR 26                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | AU        |        157 | NC      | $138569.17     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX - All Markets                                       | SPI 200 MAR 26                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | AU        |         25 | NC      | $-5864.61      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | FTSE 100 INDEX MAR 26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        435 | NC      | $713355.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                               | SPX US 12/17/27 P5400                                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |       1000 | NC      | $21675000.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: 984500653R409CC5AB28 | N/A              | DFE              |  | CH        |          1 | NC      | $-958215.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JAPANESE YEN                                                                    | CUSIP: 000000000<br>LEI: 984500653R409CC5AB28 | N/A              | DFE              |  | JP        |          1 | NC      | $17358.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-02

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

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager