# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-018854
**Filing Date:** 2026-2
**Character Count:** 132538
**Document Hash:** 890efdc968dbdd3b64d0c589398640da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018854.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018854

**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:** 26684827

**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

### Columbia Variable Portfolio - Commodity Strategy Fund (Series ID: S000040393)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000125454 | Columbia Variable Portfolio - Commodity Strategy Fund Class 1 |  |
| C000125455 | Columbia Variable Portfolio - Commodity Strategy Fund Class 2 |  |

## 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:** Columbia Variable Portfolio - Commodity Strategy Fund

- **b. EDGAR series identifier (if any):** S000040393

- **c. LEI of Series:** 549300Z29G7RR3VNK255

**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:** $95713336.06

**Total Liabilities:** $1965619.98

**Net Assets:** $93747716.08

**Amount of Assets Invested in Other Investment Companies:** $7960429.37

**Cash Not Reported:** $3323361.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 52.13000000 | **1-Year:** 3207.53000000 | **5-Year:** 319.88000000 | **10-Year:** 267.73000000 | **30-Year:** 666.63000000

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

- **3-Month:** 5.07000000 | **1-Year:** 203.32000000 | **5-Year:** 390.28000000 | **10-Year:** 124.75000000 | **30-Year:** 1286.65000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125454 | 2.56%                | 2.24%                | 0.00%                |
| Class ID C000125455 | 2.36%                | 2.30%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $579917.28               | $-32989.64                                 |
| Month 2  | $1219930.38              | $8868.79                                   |
| Month 3  | $962638.92               | $-1.37                                     |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Index Total Return

- **Index Identifier:** DJUBSCOM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                | A&D Mortgage Trust 2023-NQM2                                                    | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360743 | PA      | $361067.10    | 0.39%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-1PL                                                         | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14542 | PA      | $14613.08     | 0.02%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-1PL                                                         | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26786 | PA      | $27120.59     | 0.03%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-2PL                                                         | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130472 | PA      | $131200.54    | 0.14%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237392.99    | 0.25%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238758.54    | 0.25%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227394.39    | 0.24%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                            | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224491.46    | 0.24%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2024-2                                                           | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25962 | PA      | $25965.87     | 0.03%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38424 | PA      | $38442.03     | 0.04%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2022-4                             | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208088 | PA      | $209815.90    | 0.22%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    235000 | PA      | $233308.20    | 0.25%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220727.13    | 0.24%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235314.04    | 0.25%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190980.98    | 0.20%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253023.37    | 0.27%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $233146.35    | 0.25%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                           | BMW Vehicle Lease Trust 2024-1                                                  | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251494.50    | 0.27%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502830.54    | 0.54%             | 2027-09-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $225817.44    | 0.24%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240317.78    | 0.26%             | 2028-06-09      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $240063.01    | 0.26%             | 2028-09-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust         | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219389 | PA      | $217617.35    | 0.23%             | 2050-02-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK5                                                                  | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335533 | PA      | $331417.61    | 0.35%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                       | Bacardi Ltd                                                                     | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    230000 | PA      | $231615.41    | 0.25%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239092.62    | 0.26%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236523.89    | 0.25%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125242.56    | 0.13%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                           | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    240000 | PA      | $237964.28    | 0.25%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD6 Mortgage Trust                                                      | CUSIP: 125039AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166901 | PA      | $165762.85    | 0.18%             | 2050-11-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD COMMERCIAL MORTGAGE TRUST CD_                                                | CUSIP: 12515DAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139744 | PA      | $139057.50    | 0.15%             | 2050-05-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                   | CFCRE Commercial Mortgage Trust 2017-C8                                         | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79846 | PA      | $79556.06     | 0.08%             | 2050-06-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238483.76    | 0.25%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240887.83    | 0.26%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $240919.61    | 0.26%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2022-4                                                  | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19003 | PA      | $19057.51     | 0.02%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                   | Carmax Select Receivables Trust 2024-A                                          | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34222 | PA      | $34272.54     | 0.04%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    246000 | PA      | $241985.83    | 0.26%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N3                                          | CUSIP: 14687WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69086 | PA      | $69120.43     | 0.07%             | 2027-12-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74261 | PA      | $74285.17     | 0.08%             | 2026-10-12      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225297.50    | 0.24%             | 2027-01-07      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240816.22    | 0.26%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248738.23    | 0.27%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444714.13    | 0.47%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                               | CNH Equipment Trust 2024-A                                                      | CUSIP: 18978FAC0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    415739 | PA      | $419295.28    | 0.45%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                               | CNH Equipment Trust 2024-C                                                      | CUSIP: 18978GAB0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    154035 | PA      | $154252.63    | 0.16%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                     | COLUMBIA SHORT TERM CASH FUND                                                   | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  38131195 | NS      | $38119755.19  | 40.66%            |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236419.03    | 0.25%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754DAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     30715 | PA      | $30791.32     | 0.03%             | 2042-04-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                           | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    285000 | PA      | $285604.68    | 0.30%             | 2026-08-28      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust           | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $272910.58    | 0.29%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239042.79    | 0.25%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                     | DailyPay Securitization Trust 2025-1                                            | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100596.34    | 0.11%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                         | CUSIP: 24422EXK0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225317.66    | 0.24%             | 2026-03-06      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2023-3                                             | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218479 | PA      | $219670.13    | 0.23%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                | Diageo Capital PLC                                                              | CUSIP: 25243YBK4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201935.54    | 0.22%             | 2026-10-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237821.83    | 0.25%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222412.15    | 0.24%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288697.75    | 0.31%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $228299.35    | 0.24%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233822.35    | 0.25%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172482.56    | 0.18%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236726.39    | 0.25%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-1                                      | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153635 | PA      | $152854.03    | 0.16%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                          | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETVJ3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $250349.22    | 0.27%             | 2027-08-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    225000 | PA      | $222248.65    | 0.24%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2021-REV2                                          | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $244950.93    | 0.26%             | 2034-05-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2022-REV1                                          | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $550415.97    | 0.59%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust          | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $476623.69    | 0.51%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2024-A                                             | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157327 | PA      | $157605.64    | 0.17%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2024-A                                             | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225965.72    | 0.24%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2024-C                                             | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81747 | PA      | $81830.00     | 0.09%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| General Motors                                    | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503150.55    | 0.54%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| General Motors                                    | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $735850.64    | 0.78%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2016-GS3                                           | CUSIP: 36251PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27509 | PA      | $27466.70     | 0.03%             | 2049-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2016-GS4                                           | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151433 | PA      | $150478.32    | 0.16%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247005.98    | 0.26%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2024-1                                    | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60437 | PA      | $60589.04     | 0.06%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $624176.10    | 0.67%             | 2038-09-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224738.96    | 0.24%             | 2026-09-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199828.95    | 0.21%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS AUTO RECEIVABLES TRUST GCAR_24-2                                            | CUSIP: 37964VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28596 | PA      | $28622.46     | 0.03%             | 2028-01-18      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129912 | PA      | $131169.91    | 0.14%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429847.29    | 0.46%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2025-1                                   | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119056 | PA      | $119610.34    | 0.13%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75086 | PA      | $75412.76     | 0.08%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37986 | PA      | $38147.99     | 0.04%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232568.34    | 0.25%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $309586.12    | 0.33%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                  | Harley-Davidson Motorcycle Trust 2024-B                                         | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16554 | PA      | $16559.58     | 0.02%             | 2027-08-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                  | Harley-Davidson Motorcycle Trust 2024-A                                         | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    601104 | PA      | $607604.95    | 0.65%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                              | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226365.85    | 0.24%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust               | Homeward Opportunities Fund Trust 2025-RRTL2                                    | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $351514.45    | 0.37%             | 2040-09-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2024-C                                  | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $427747.54    | 0.46%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2024-A                                  | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323657 | PA      | $324394.76    | 0.35%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2025-B                                           | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50171.30     | 0.05%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484477.40    | 0.52%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135725 | PA      | $135175.54    | 0.14%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2024-HE3                                        | CUSIP: 46658JAA4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |    228820 | PA      | $228819.45    | 0.24%             | 2055-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                            | John Deere Owner Trust 2022-B                                                   | CUSIP: 47800AAC4<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    112465 | PA      | $112427.51    | 0.12%             | 2027-02-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                            | John Deere Owner Trust 2024                                                     | CUSIP: 47800RAD5<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |     51000 | PA      | $51465.20     | 0.05%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220916.63    | 0.24%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239359.78    | 0.26%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                         | Kubota Credit Owner Trust 2024-2                                                | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142908 | PA      | $143347.47    | 0.15%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                         | Kubota Credit Owner Trust 2024-2                                                | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508058.95    | 0.54%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                       | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224803.46    | 0.24%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                          | LYB International Finance II BV                                                 | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $238827.17    | 0.25%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                        | Loews Corp                                                                      | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224853.19    | 0.24%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239568.30    | 0.26%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2025-1                                                   | CUSIP: 570920AA6<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     87598 | PA      | $87803.07     | 0.09%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226664.43    | 0.24%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST              | Mercedes-Benz Auto Receivables Trust 2023-2                                     | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168430 | PA      | $170683.21    | 0.18%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                          | Met Tower Global Funding                                                        | CUSIP: 58989V2K9<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238758.64    | 0.25%             | 2028-01-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246125.75    | 0.26%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468344.61    | 0.50%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAW6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      1987 | PA      | $1983.49      | 0.00%             | 2049-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    240000 | PA      | $241014.74    | 0.26%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227651.67    | 0.24%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust             | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65345GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275926.01    | 0.29%             | 2028-03-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235878.53    | 0.25%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Receivables             | Nissan Master Owner Trust Receivables                                           | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $859992.26    | 0.92%             | 2029-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust               | Nissan Auto Receivables 2025-A Owner Trust                                      | CUSIP: 65481GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $476496.06    | 0.51%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                             | Norfolk Southern Corp                                                           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149319.88    | 0.16%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM17 Trust                                                            | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    225608 | PA      | $227874.03    | 0.24%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239362.99    | 0.26%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $241180.41    | 0.26%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2024-3                                                    | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29376 | PA      | $29388.66     | 0.03%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220354.49    | 0.24%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251386.80    | 0.27%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | Pret 2024-NPL6 LLC                                                              | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |    204413 | PA      | $204525.45    | 0.22%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-2 LLC                                           | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121834 | PA      | $122105.37    | 0.13%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL8 LLC                                                              | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |    288598 | PA      | $289364.59    | 0.31%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | Pret 2025-NPL2 LLC                                                              | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |    592438 | PA      | $592704.62    | 0.63%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-1 LLC                                           | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114946 | PA      | $115780.35    | 0.12%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-2                                                     | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    114040 | PA      | $114568.65    | 0.12%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-11                                            | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147065 | PA      | $147727.81    | 0.16%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-5                                             | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42888 | PA      | $43169.25     | 0.05%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-1                                             | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67284 | PA      | $67836.17     | 0.07%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Selection Trust                                                  | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147043 | PA      | $147927.74    | 0.16%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Selection Trust                                                  | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167054 | PA      | $168158.04    | 0.18%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-3                                                     | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    157166 | PA      | $158092.77    | 0.17%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-1                                                     | CUSIP: 69548AAA9<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     62571 | PA      | $63132.20     | 0.07%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250845.78    | 0.27%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $225661.33    | 0.24%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | Pret 2025-NPL7 LLC                                                              | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |    143677 | PA      | $144001.71    | 0.15%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2024-NPL7 LLC                                                              | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    200358 | PA      | $200467.89    | 0.21%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL4 LLC                                                              | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |     86941 | PA      | $87253.91     | 0.09%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2024-NPL9 LLC                                                              | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-O            | CORP              | US        |    268308 | PA      | $268442.64    | 0.29%             | 2054-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                           | Pricoa Global Funding I                                                         | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302747.97    | 0.32%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                                                | CUSIP: 74256LES4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244879.03    | 0.26%             | 2026-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2024-8 LLC                                                                 | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273573 | PA      | $273727.42    | 0.29%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180443.94    | 0.19%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                       | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $239019.51    | 0.25%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO VIII Mortgage LLC 2025-3                                                    | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97440 | PA      | $97653.99     | 0.10%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                        | RCKT Trust 2025-PL1                                                             | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183874 | PA      | $184327.28    | 0.20%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                        | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238799.13    | 0.25%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO X Mortgage LLC 2025-1                                                       | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231749 | PA      | $231830.51    | 0.25%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2024-2                                                          | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171335 | PA      | $172024.69    | 0.18%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2025-2                                                          | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129658 | PA      | $130234.58    | 0.14%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Trust 2024-1                                       | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38824 | PA      | $38998.52     | 0.04%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Asset Trust 2025-4                                 | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100390.30    | 0.11%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $235507.06    | 0.25%             | 2027-07-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56321 | PA      | $56535.18     | 0.06%             | 2029-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                          | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAU7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249029.50    | 0.27%             | 2027-03-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                            | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $203029.63    | 0.22%             | 2027-03-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-1 Trust                                         | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214998 | PA      | $215795.20    | 0.23%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-2 Trust                                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485573 | PA      | $487650.29    | 0.52%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236952.11    | 0.25%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236663.62    | 0.25%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234246.27    | 0.25%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200624.12    | 0.21%             | 2026-12-17      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2021-SJ1                                              | CUSIP: 89180FCD1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    208202 | PA      | $203595.33    | 0.22%             | 2068-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2023-A Owner Trust                                      | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111289 | PA      | $111541.07    | 0.12%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236020.11    | 0.25%             | 2027-05-14      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                             | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297223 | PA      | $292712.15    | 0.31%             | 2038-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                           | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238795.43    | 0.25%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    275000 | PA      | $274363.58    | 0.29%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C3                                           | CUSIP: 90276GAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417358 | PA      | $414591.27    | 0.44%             | 2050-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338391 | PA      | $331224.24    | 0.35%             | 2052-10-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                             | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250894.19    | 0.27%             | 2028-05-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171874.52    | 0.18%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                             | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    485000 | PA      | $483278.26    | 0.52%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242683.04    | 0.26%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust                         | Upgrade Receivables Trust 2024-1                                                | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2344 | PA      | $2344.80      | 0.00%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2025-ST5                                  | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202855 | PA      | $203369.99    | 0.22%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2025-ST8                                  | CUSIP: 91535UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476929 | PA      | $477486.02    | 0.51%             | 2033-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2025-3                                             | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175359.12    | 0.19%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust                                                    | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53440 | PA      | $53414.31     | 0.06%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2025-NPL1 LLC                                                              | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147620 | PA      | $149394.14    | 0.16%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2025 NPL2 LLC                                                              | CUSIP: 92243PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597973 | PA      | $606159.87    | 0.65%             | 2055-01-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235602.30    | 0.25%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-10                                              | CUSIP: 92541FAA7<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |    251951 | PA      | $252497.75    | 0.27%             | 2070-06-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                       | Volkswagen Auto Lease Trust 2024-A                                              | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $906050.61    | 0.97%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust               | Volkswagen Auto Loan Enhanced Trust 2024-1                                      | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217414 | PA      | $217996.16    | 0.23%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                              | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228367.12    | 0.24%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust                   | WF Card Issuance Trust                                                          | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253185.23    | 0.27%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | CUSIP: 95000GAX2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     44428 | PA      | $44188.66     | 0.05%             | 2049-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428673.92    | 0.46%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAW8<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    120264 | PA      | $120298.18    | 0.13%             | 2051-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225135.98    | 0.24%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56728 | PA      | $56790.20     | 0.06%             | 2027-08-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                    | Westlake Flooring Master Trust                                                  | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $731167.20    | 0.78%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-P1 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-P1                               | CUSIP: 96043LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8053 | PA      | $8054.73      | 0.01%             | 2026-06-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                                            | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $225362.03    | 0.24%             | 2026-10-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234050.05    | 0.25%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                            | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $237183.47    | 0.25%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227859.11    | 0.24%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN OIL MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        18 | NC      | $140.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN OIL MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         5 | NC      | $-841.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN OIL MAY 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        22 | NC      | $-35099.84    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN OIL JUL 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        44 | NC      | $-58357.25    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN OIL DEC 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        22 | NC      | $-31282.70    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | CORN MAR 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        34 | NC      | $19942.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | CORN MAY 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        41 | NC      | $803.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | CORN JUL 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        57 | NC      | $7083.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | CORN JUL 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        24 | NC      | $-2467.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | CORN SEP 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        41 | NC      | $-8474.42     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COCOA MAR 26                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         5 | NC      | $9243.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | WTI CRUDE MAR 26                                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        15 | NC      | $-11387.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | WTI CRUDE MAY 26                                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        15 | NC      | $-62402.65    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | WTI CRUDE JUL 26                                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        31 | NC      | $-69433.25    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | WTI CRUDE SEP 26                                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        15 | NC      | $-14165.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | BRENT CRUDE (ICE) MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        32 | NC      | $-31598.83    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | BRENT CRUDE (ICE) MAY 26                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        17 | NC      | $-66635.90    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | BRENT CRUDE (ICE) JUL 26                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        17 | NC      | $-51545.27    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | BRENT CRUDE (ICE) SEP 26                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        34 | NC      | $-70624.33    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COTTON NO.2 MAR 26                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         9 | NC      | $-2953.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COTTON NO.2 MAY 26                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         8 | NC      | $2144.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COTTON NO.2 JUL 26                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         8 | NC      | $336.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COTTON NO.2 JUL 26                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         7 | NC      | $-2041.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COTTON NO.2 DEC 26                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         7 | NC      | $3159.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | CATTLE FEEDER MAR 26                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         5 | NC      | $31064.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | GOLD 100 OZ FEB 26                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         6 | NC      | $356000.73    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | GOLD 100 OZ APR 26                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        10 | NC      | $692023.83    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | GOLD 100 OZ JUN 26                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        10 | NC      | $580587.08    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | GOLD 100 OZ AUG 26                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        19 | NC      | $257886.58    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | COPPER MAR 26                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         4 | NC      | $80330.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | COPPER MAY 26                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         9 | NC      | $58739.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | COPPER JUL 26                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        17 | NC      | $254115.91    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | COPPER SEP 26                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         8 | NC      | $60312.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NY HARBOR ULSD (HEAT OIL) MAR 26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        15 | NC      | $-52154.59    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NY HARBOR ULSD (HEAT OIL) MAY 26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         4 | NC      | $-19549.66    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NY HARBOR ULSD (HEAT OIL) JUL 26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         8 | NC      | $-50345.61    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NY HARBOR ULSD (HEAT OIL) SEP 26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         4 | NC      | $-16037.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COFFEE MAR 26                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         7 | NC      | $79842.31     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COFFEE MAY 26                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         4 | NC      | $-17106.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COFFEE JUL 26                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         9 | NC      | $-50497.59    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | COFFEE SEP 26                                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         5 | NC      | $-15232.23    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT KCBT FUTURE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         2 | NC      | $1079.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT KCBT FUTURE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        10 | NC      | $-8963.47     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT KCBT FUTURE MAY 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        11 | NC      | $2020.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT KCBT FUTURE JUL 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        21 | NC      | $-8603.97     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT KCBT FUTURE SEP 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        10 | NC      | $-3309.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME PRI ALUM MAR 26                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $60905.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME PRI ALUM MAY 26                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $102076.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME PRI ALUM JUL 26                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        22 | NC      | $95575.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME PRI ALUM SEP 26                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $28860.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LIVE CATTLE FEB 26                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        18 | NC      | $108556.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LIVE CATTLE APR 26                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         5 | NC      | $31913.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LIVE CATTLE APR 26                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         3 | NC      | $-18837.49    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LIVE CATTLE JUN 26                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         8 | NC      | $-3830.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LIVE CATTLE AUG 26                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        16 | NC      | $51645.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LEAN HOGS FEB 26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        41 | NC      | $67836.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LEAN HOGS APR 26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         9 | NC      | $7948.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LEAN HOGS JUN 26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         8 | NC      | $9460.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LEAN HOGS JUL 26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         7 | NC      | $20646.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | LEAN HOGS AUG 26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         8 | NC      | $9659.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME LEAD MAR 26                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $778.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME LEAD MAY 26                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-26.79       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME LEAD JUL 26                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $-4759.33     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME LEAD SEP 26                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $1550.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME NICKEL MAR 26                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $7841.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME NICKEL MAY 26                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $30546.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME NICKEL JUL 26                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $77334.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME NICKEL SEP 26                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $42825.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME ZINC MAR 26                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        19 | NC      | $61262.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME ZINC MAY 26                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $35329.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME ZINC JUL 26                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $28722.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                             | LME ZINC SEP 26                                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $6675.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL GAS MAR 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        47 | NC      | $-241176.44   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL GAS MAY 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $923.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL GAS MAY 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        40 | NC      | $-98247.91    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL GAS JUL 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        73 | NC      | $-236243.20   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL GAS SEP 26                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        36 | NC      | $-104703.90   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | GAS OIL MAR 26                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        25 | NC      | $-34662.46    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | GAS OIL MAY 26                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         7 | NC      | $-14239.51    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | GAS OIL JUL 26                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        14 | NC      | $-45783.53    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                | GAS OIL SEP 26                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         7 | NC      | $-12028.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MAR 26                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        20 | NC      | $7170.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MAY 26                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        17 | NC      | $8265.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MAY 26                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         3 | NC      | $-5517.69     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN JUL 26                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        39 | NC      | $-79231.45    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN NOV 26                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        20 | NC      | $-34341.43    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | SUGAR #11 MAR 26                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        25 | NC      | $-40517.81    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | SUGAR #11 MAY 26                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        24 | NC      | $1975.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | SUGAR #11 JUL 26                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        48 | NC      | $30478.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                            | SUGAR #11 OCT 26                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        24 | NC      | $8431.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | SILVER MAR 26                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         3 | NC      | $551971.04    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | SILVER MAY 26                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         5 | NC      | $177885.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | SILVER JUL 26                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        10 | NC      | $1061883.76   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                       | SILVER SEP 26                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         5 | NC      | $285695.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MEAL (CBT) MAR 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        15 | NC      | $5848.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MEAL (CBT) MAR 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        16 | NC      | $-5208.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MEAL (CBT) MAY 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        19 | NC      | $7889.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MEAL (CBT) JUL 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        16 | NC      | $2447.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MEAL (CBT) JUL 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        22 | NC      | $-22207.85    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MEAL (CBT) DEC 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        19 | NC      | $-13383.29    | -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        |       -50 | NC      | $4391.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $-453.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT MAR 26                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        12 | NC      | $-16047.61    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT MAY 26                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        17 | NC      | $-9023.41     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT JUL 26                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        34 | NC      | $-40456.42    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT SEP 26                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        16 | NC      | $-12189.57    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | GASOLINE RBOB MAR 26                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        24 | NC      | $-72442.93    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | GASOLINE RBOB MAY 26                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         4 | NC      | $-12141.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | GASOLINE RBOB JUL 26                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         7 | NC      | $-23217.95    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | GASOLINE RBOB SEP 26                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         4 | NC      | $-10201.36    | -0.01%            |  |  |  | No            |                  1 | 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