# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001193125-25-298495
**Filing Date:** 2025-11
**Character Count:** 540047
**Document Hash:** 5c252cedff7e1977b665807f909c89ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-298495.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001193125-25-298495

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**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:** 251524072

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

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

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

## Series and Classes Contracts Data

### CTIVP - TCW Core Plus Bond Fund (Series ID: S000028698)

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

## Nport-Ex

![](img6bae49171.jpg)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund

**Third Quarter Report**

September 30, 2025 (Unaudited)

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

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

---

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

---

------

Portfolio of Investments

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

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

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

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency 5.6%** | **Asset-Backed Securities - Non-Agency 5.6%** | **Asset-Backed Securities - Non-Agency 5.6%** | **Asset-Backed Securities - Non-Agency 5.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Aligned Data Centers Issuer LLC<sup>(a)</sup>  | Aligned Data Centers Issuer LLC<sup>(a)</sup>  | Aligned Data Centers Issuer LLC<sup>(a)</sup>  | Aligned Data Centers Issuer LLC<sup>(a)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 08/15/2046 | &nbsp;&nbsp; 1.937% | 7600000 | &nbsp;&nbsp; 7418186 |
| Allegro CLO X Ltd.<sup>(a),(b)</sup>  | Allegro CLO X Ltd.<sup>(a),(b)</sup>  | Allegro CLO X Ltd.<sup>(a),(b)</sup>  | Allegro CLO X Ltd.<sup>(a),(b)</sup>  |
| Series 2019-1A Class ARR | Series 2019-1A Class ARR | Series 2019-1A Class ARR | Series 2019-1A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.130% <br>Floor 1.130% <br>04/20/2032<br>| &nbsp;&nbsp; 5.456% | 4307845 | &nbsp;&nbsp; 4305161 |
| AMMC CLO Ltd.<sup>(a),(b)</sup>  | AMMC CLO Ltd.<sup>(a),(b)</sup>  | AMMC CLO Ltd.<sup>(a),(b)</sup>  | AMMC CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2024-28 Class A1A | Series 2024-28 Class A1A | Series 2024-28 Class A1A | Series 2024-28 Class A1A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Cap 1.550% <br>07/20/2037<br>| &nbsp;&nbsp; 5.876% | 9100000 | &nbsp;&nbsp; 9134744 |
| Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup>  | Avis Budget Rental Car Funding AESOP LLC<sup>(a)</sup>  |
| Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C | Subordinated Series 2021-2A Class C |
| 02/20/2028 | &nbsp;&nbsp; 2.350% | 3850000 | &nbsp;&nbsp; 3738754 |
| Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2024-6A Class A1R | Series 2024-6A Class A1R | Series 2024-6A Class A1R | Series 2024-6A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.900% <br>Floor 1.090% <br>10/21/2034<br>| &nbsp;&nbsp; 5.416% | 8750000 | &nbsp;&nbsp; 8758662 |
| BlueMountain CLO XXX Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO XXX Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO XXX Ltd.<sup>(a),(b)</sup>  | BlueMountain CLO XXX Ltd.<sup>(a),(b)</sup>  |
| Series 2025-30A Class BR2 | Series 2025-30A Class BR2 | Series 2025-30A Class BR2 | Series 2025-30A Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>Floor 1.600% <br>04/15/2035<br>| &nbsp;&nbsp; 5.600% | 7775000 | &nbsp;&nbsp; 7775000 |
| Castlelake Aircraft Structured Trust<sup>(a)</sup>  | Castlelake Aircraft Structured Trust<sup>(a)</sup>  | Castlelake Aircraft Structured Trust<sup>(a)</sup>  | Castlelake Aircraft Structured Trust<sup>(a)</sup>  |
| Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A |
| 08/15/2050 | &nbsp;&nbsp; 5.465% | 2806659 | &nbsp;&nbsp; 2826010 |
| Cologix Data Centers US Issuer LLC<sup>(a)</sup>  | Cologix Data Centers US Issuer LLC<sup>(a)</sup>  | Cologix Data Centers US Issuer LLC<sup>(a)</sup>  | Cologix Data Centers US Issuer LLC<sup>(a)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 12/26/2051 | &nbsp;&nbsp; 3.300% | 3150000 | &nbsp;&nbsp; 3074203 |
| Subordinated Series 2021-1 Class B | Subordinated Series 2021-1 Class B | Subordinated Series 2021-1 Class B | Subordinated Series 2021-1 Class B |
| 12/26/2051 | &nbsp;&nbsp; 3.790% | 2710000 | &nbsp;&nbsp; 2643928 |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 05/20/2055 | &nbsp;&nbsp; 6.000% | 2590000 | &nbsp;&nbsp; 2652923 |
| CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  | CyrusOne Data Centers Issuer I LLC<sup>(a)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 02/20/2050 | &nbsp;&nbsp; 5.910% | 4380000 | &nbsp;&nbsp; 4474998 |
| DailyPay Securitization Trust<sup>(a)</sup>  | DailyPay Securitization Trust<sup>(a)</sup>  | DailyPay Securitization Trust<sup>(a)</sup>  | DailyPay Securitization Trust<sup>(a)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 06/25/2028 | &nbsp;&nbsp; 5.630% | 2840000 | &nbsp;&nbsp; 2858367 |
| DataBank Issuer<sup>(a)</sup>  | DataBank Issuer<sup>(a)</sup>  | DataBank Issuer<sup>(a)</sup>  | DataBank Issuer<sup>(a)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 02/27/2051 | &nbsp;&nbsp; 2.060% | 4250000 | &nbsp;&nbsp; 4198530 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| DataBank Issuer II LLC<sup>(a)</sup>  | DataBank Issuer II LLC<sup>(a)</sup>  | DataBank Issuer II LLC<sup>(a)</sup>  | DataBank Issuer II LLC<sup>(a)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 09/27/2055 | &nbsp;&nbsp; 5.180% | 3685000 | &nbsp;&nbsp; 3670868 |
| Dryden Senior Loan Fund<sup>(a),(b)</sup>  | Dryden Senior Loan Fund<sup>(a),(b)</sup>  | Dryden Senior Loan Fund<sup>(a),(b)</sup>  | Dryden Senior Loan Fund<sup>(a),(b)</sup>  |
| Series 2015-40A Class AR2 | Series 2015-40A Class AR2 | Series 2015-40A Class AR2 | Series 2015-40A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.150% <br>Floor 1.150% <br>08/15/2031<br>| &nbsp;&nbsp; 5.361% | 3898869 | &nbsp;&nbsp; 3900745 |
| Series 2016-45A Class BRR | Series 2016-45A Class BRR | Series 2016-45A Class BRR | Series 2016-45A Class BRR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.650% <br>Floor 1.650% <br>10/15/2030<br>| &nbsp;&nbsp; 5.968% | 7800000 | &nbsp;&nbsp; 7802504 |
| Flexential Issuer<sup>(a)</sup>  | Flexential Issuer<sup>(a)</sup>  | Flexential Issuer<sup>(a)</sup>  | Flexential Issuer<sup>(a)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 11/27/2051 | &nbsp;&nbsp; 3.250% | 3550000 | &nbsp;&nbsp; 3446801 |
| Henderson Receivables LLC<sup>(a)</sup>  | Henderson Receivables LLC<sup>(a)</sup>  | Henderson Receivables LLC<sup>(a)</sup>  | Henderson Receivables LLC<sup>(a)</sup>  |
| Series 2014-2A Class A | Series 2014-2A Class A | Series 2014-2A Class A | Series 2014-2A Class A |
| 01/17/2073 | &nbsp;&nbsp; 3.610% | 1578074 | &nbsp;&nbsp; 1432324 |
| ICG US CLO Ltd.<sup>(a),(b)</sup>  | ICG US CLO Ltd.<sup>(a),(b)</sup>  | ICG US CLO Ltd.<sup>(a),(b)</sup>  | ICG US CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2016-1A Class A2R3 | Series 2016-1A Class A2R3 | Series 2016-1A Class A2R3 | Series 2016-1A Class A2R3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.600% <br>Floor 1.600% <br>04/29/2034<br>| &nbsp;&nbsp; 4.070% | 7350000 | &nbsp;&nbsp; 7357019 |
| LCM 35 Ltd.<sup>(a),(b)</sup>  | LCM 35 Ltd.<sup>(a),(b)</sup>  | LCM 35 Ltd.<sup>(a),(b)</sup>  | LCM 35 Ltd.<sup>(a),(b)</sup>  |
| Series 2025-35A Class BR | Series 2025-35A Class BR | Series 2025-35A Class BR | Series 2025-35A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.650% <br>Floor 1.650% <br>10/15/2035<br>| &nbsp;&nbsp; 5.968% | 7300000 | &nbsp;&nbsp; 7300000 |
| Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup>  |
| Series 2024-24A Class AR2 | Series 2024-24A Class AR2 | Series 2024-24A Class AR2 | Series 2024-24A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.120% <br>Cap 1.120% <br>10/20/2029<br>| &nbsp;&nbsp; 5.446% | 1230107 | &nbsp;&nbsp; 1230129 |
| Madison Park Funding XXXVI Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXXVI Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXXVI Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXXVI Ltd.<sup>(a),(b)</sup>  |
| Series 2025-36A Class B1RR | Series 2025-36A Class B1RR | Series 2025-36A Class B1RR | Series 2025-36A Class B1RR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>04/15/2035<br>| &nbsp;&nbsp; 5.806% | 5000000 | &nbsp;&nbsp; 4976245 |
| Magnetite XXV Ltd.<sup>(a),(b)</sup>  | Magnetite XXV Ltd.<sup>(a),(b)</sup>  | Magnetite XXV Ltd.<sup>(a),(b)</sup>  | Magnetite XXV Ltd.<sup>(a),(b)</sup>  |
| Series 2020-25A Class A | Series 2020-25A Class A | Series 2020-25A Class A | Series 2020-25A Class A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.462% <br>Floor 1.200% <br>01/25/2032<br>| &nbsp;&nbsp; 5.780% | 5285210 | &nbsp;&nbsp; 5285172 |
| Octagon Investment Partners 51 Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners 51 Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners 51 Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners 51 Ltd.<sup>(a),(b)</sup>  |
| Series 2021-1A Class BR | Series 2021-1A Class BR | Series 2021-1A Class BR | Series 2021-1A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.500% <br>Floor 1.500% <br>07/20/2034<br>| &nbsp;&nbsp; 5.826% | 7215000 | &nbsp;&nbsp; 7221075 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Regatta 32 Funding Ltd.<sup>(a),(b)</sup>  | Regatta 32 Funding Ltd.<sup>(a),(b)</sup>  | Regatta 32 Funding Ltd.<sup>(a),(b)</sup>  | Regatta 32 Funding Ltd.<sup>(a),(b)</sup>  |
| Series 2025-4A Class A1 | Series 2025-4A Class A1 | Series 2025-4A Class A1 | Series 2025-4A Class A1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.340% <br>Floor 1.340%, Cap 1.340% <br>07/25/2038<br>| &nbsp;&nbsp; 5.628% | 7000000 | &nbsp;&nbsp; 7038493 |
| Rockford Tower CLO Ltd.<sup>(a),(b)</sup>  | Rockford Tower CLO Ltd.<sup>(a),(b)</sup>  | Rockford Tower CLO Ltd.<sup>(a),(b)</sup>  | Rockford Tower CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2025-1A Class BR | Series 2025-1A Class BR | Series 2025-1A Class BR | Series 2025-1A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.700% <br>Floor 1.700% <br>07/20/2035<br>| &nbsp;&nbsp; 5.904% | 7500000 | &nbsp;&nbsp; 7514602 |
| SLC Student Loan Trust<sup>(b)</sup>  | SLC Student Loan Trust<sup>(b)</sup>  | SLC Student Loan Trust<sup>(b)</sup>  | SLC Student Loan Trust<sup>(b)</sup>  |
| Series 2006-1 Class B | Series 2006-1 Class B | Series 2006-1 Class B | Series 2006-1 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 0.472% <br>Floor 0.210% <br>03/15/2055<br>| &nbsp;&nbsp; 4.839% | 153578 | &nbsp;&nbsp; 138381 |
| SLM Student Loan Trust<sup>(b)</sup>  | SLM Student Loan Trust<sup>(b)</sup>  | SLM Student Loan Trust<sup>(b)</sup>  | SLM Student Loan Trust<sup>(b)</sup>  |
| Series 2007-7 Class A4 | Series 2007-7 Class A4 | Series 2007-7 Class A4 | Series 2007-7 Class A4 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.592% <br>Floor 0.330% <br>12/25/2025<br>| &nbsp;&nbsp; 4.932% | 1480616 | &nbsp;&nbsp; 1458348 |
| Series 2007-7 Class B | Series 2007-7 Class B | Series 2007-7 Class B | Series 2007-7 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 1.012% <br>Floor 0.750% <br>10/27/2070<br>| &nbsp;&nbsp; 5.352% | 1990000 | &nbsp;&nbsp; 2005402 |
| Series 2008-4 Class A4 | Series 2008-4 Class A4 | Series 2008-4 Class A4 | Series 2008-4 Class A4 |
| &nbsp;&nbsp; 90-day Average SOFR + 1.912% <br>Floor 1.650% <br>07/25/2026<br>| &nbsp;&nbsp; 6.252% | 425691 | &nbsp;&nbsp; 426657 |
| Series 2008-5 Class B | Series 2008-5 Class B | Series 2008-5 Class B | Series 2008-5 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>07/25/2073<br>| &nbsp;&nbsp; 6.452% | 5860000 | &nbsp;&nbsp; 6030082 |
| Series 2008-6 Class A4 | Series 2008-6 Class A4 | Series 2008-6 Class A4 | Series 2008-6 Class A4 |
| &nbsp;&nbsp; 90-day Average SOFR + 1.362% <br>Floor 1.100% <br>07/25/2026<br>| &nbsp;&nbsp; 5.702% | 1226290 | &nbsp;&nbsp; 1212230 |
| Switch ABS Issuer LLC<sup>(a)</sup>  | Switch ABS Issuer LLC<sup>(a)</sup>  | Switch ABS Issuer LLC<sup>(a)</sup>  | Switch ABS Issuer LLC<sup>(a)</sup>  |
| Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 03/25/2055 | &nbsp;&nbsp; 5.036% | 7310000 | &nbsp;&nbsp; 7254424 |
| TIAA CLO IV Ltd.<sup>(a),(b)</sup>  | TIAA CLO IV Ltd.<sup>(a),(b)</sup>  | TIAA CLO IV Ltd.<sup>(a),(b)</sup>  | TIAA CLO IV Ltd.<sup>(a),(b)</sup>  |
| Series 2018-1A Class A1AR | Series 2018-1A Class A1AR | Series 2018-1A Class A1AR | Series 2018-1A Class A1AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.140% <br>Floor 1.140% <br>01/20/2032<br>| &nbsp;&nbsp; 5.466% | 3793561 | &nbsp;&nbsp; 3794904 |
| Voya CLO Ltd.<sup>(a),(b)</sup>  | Voya CLO Ltd.<sup>(a),(b)</sup>  | Voya CLO Ltd.<sup>(a),(b)</sup>  | Voya CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2014-4A Class A1RB | Series 2014-4A Class A1RB | Series 2014-4A Class A1RB | Series 2014-4A Class A1RB |
| &nbsp;&nbsp; 3-month Term SOFR + 1.742% <br>Floor 1.480% <br>07/14/2031<br>| &nbsp;&nbsp; 6.062% | 5725000 | &nbsp;&nbsp; 5730513 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Wachovia Student Loan Trust<sup>(a),(b)</sup>  | Wachovia Student Loan Trust<sup>(a),(b)</sup>  | Wachovia Student Loan Trust<sup>(a),(b)</sup>  | Wachovia Student Loan Trust<sup>(a),(b)</sup>  |
| Series 2006-1 Class A6 | Series 2006-1 Class A6 | Series 2006-1 Class A6 | Series 2006-1 Class A6 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.432% <br>Floor 0.170% <br>04/25/2040<br>| &nbsp;&nbsp; 4.772% | 3323088 | &nbsp;&nbsp; 3285867 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $161,746,036) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $161,746,036) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $161,746,036) | &nbsp;&nbsp; **163372251** |
| **Commercial Mortgage-Backed Securities - Agency 0.3%** | **Commercial Mortgage-Backed Securities - Agency 0.3%** | **Commercial Mortgage-Backed Securities - Agency 0.3%** | **Commercial Mortgage-Backed Securities - Agency 0.3%** |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| Series 2001-M2 Class Z2 | Series 2001-M2 Class Z2 | Series 2001-M2 Class Z2 | Series 2001-M2 Class Z2 |
| 06/25/2031 | &nbsp;&nbsp; 6.300% | 6792 | &nbsp;&nbsp; 6760 |
| Government National Mortgage Association<sup>(c),(d)</sup>  | Government National Mortgage Association<sup>(c),(d)</sup>  | Government National Mortgage Association<sup>(c),(d)</sup>  | Government National Mortgage Association<sup>(c),(d)</sup>  |
| Series 2012-55 Class IO | Series 2012-55 Class IO | Series 2012-55 Class IO | Series 2012-55 Class IO |
| 04/16/2052 | &nbsp;&nbsp; 0.000% | 259897 | &nbsp;&nbsp; 3 |
| Series 2021-36 Class IO | Series 2021-36 Class IO | Series 2021-36 Class IO | Series 2021-36 Class IO |
| 03/16/2063 | &nbsp;&nbsp; 1.288% | 18992288 | &nbsp;&nbsp; 1573205 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| Series 2021-2 Class AH | Series 2021-2 Class AH | Series 2021-2 Class AH | Series 2021-2 Class AH |
| 06/16/2063 | &nbsp;&nbsp; 1.500% | 4241098 | &nbsp;&nbsp; 3144726 |
| Series 2021-21 Class AH | Series 2021-21 Class AH | Series 2021-21 Class AH | Series 2021-21 Class AH |
| 06/16/2063 | &nbsp;&nbsp; 1.400% | 2881997 | &nbsp;&nbsp; 2229410 |
| Series 2021-31 Class B | Series 2021-31 Class B | Series 2021-31 Class B | Series 2021-31 Class B |
| 01/16/2061 | &nbsp;&nbsp; 1.250% | 3131866 | &nbsp;&nbsp; 2273824 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $10,062,324) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $10,062,324) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $10,062,324) | &nbsp;&nbsp; **9227928** |
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **2.9%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **2.9%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **2.9%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **2.9%** |
| BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2022-CSMO Class A | Series 2022-CSMO Class A | Series 2022-CSMO Class A | Series 2022-CSMO Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 2.115% <br>Floor 2.115% <br>06/15/2027<br>| &nbsp;&nbsp; 6.265% | 6925000 | &nbsp;&nbsp; 6959634 |
| Subordinated Series 2022-CSMO Class B | Subordinated Series 2022-CSMO Class B | Subordinated Series 2022-CSMO Class B | Subordinated Series 2022-CSMO Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 3.141% <br>Floor 3.141% <br>06/15/2027<br>| &nbsp;&nbsp; 7.291% | 4080000 | &nbsp;&nbsp; 4120803 |
| BX Trust<sup>(a)</sup>  | BX Trust<sup>(a)</sup>  | BX Trust<sup>(a)</sup>  | BX Trust<sup>(a)</sup>  |
| Series 2019-OC11 Class A | Series 2019-OC11 Class A | Series 2019-OC11 Class A | Series 2019-OC11 Class A |
| 12/09/2041 | &nbsp;&nbsp; 3.202% | 1355000 | &nbsp;&nbsp; 1279258 |
| BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  |
| Series 2025-VLT7 Class B | Series 2025-VLT7 Class B | Series 2025-VLT7 Class B | Series 2025-VLT7 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 2.000% <br>07/15/2027<br>| &nbsp;&nbsp; 6.150% | 4200000 | &nbsp;&nbsp; 4215708 |
| BXHPP Trust<sup>(a),(b)</sup>  | BXHPP Trust<sup>(a),(b)</sup>  | BXHPP Trust<sup>(a),(b)</sup>  | BXHPP Trust<sup>(a),(b)</sup>  |
| Series 2021-FILM Class A | Series 2021-FILM Class A | Series 2021-FILM Class A | Series 2021-FILM Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.764% <br>Floor 0.650% <br>08/15/2036<br>| &nbsp;&nbsp; 4.915% | 8878000 | &nbsp;&nbsp; 8611660 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| BXSC Commercial Mortgage Trust<sup>(a),(b)</sup>  | BXSC Commercial Mortgage Trust<sup>(a),(b)</sup>  | BXSC Commercial Mortgage Trust<sup>(a),(b)</sup>  | BXSC Commercial Mortgage Trust<sup>(a),(b)</sup>  | BXSC Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2022-WSS Class D | Series 2022-WSS Class D | Series 2022-WSS Class D | Series 2022-WSS Class D | Series 2022-WSS Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 3.188% <br>Floor 3.188% <br>03/15/2035<br>| &nbsp;&nbsp; 7.338% |  | 5000000 | &nbsp;&nbsp; 5017187 |
| Caister Finance DAC<sup>(a),(b)</sup>  | Caister Finance DAC<sup>(a),(b)</sup>  | Caister Finance DAC<sup>(a),(b)</sup>  | Caister Finance DAC<sup>(a),(b)</sup>  | Caister Finance DAC<sup>(a),(b)</sup>  |
| Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C |
| &nbsp;&nbsp; SONIA + 2.840% <br>08/17/2035<br>| &nbsp;&nbsp; 6.810% | GBP | 1980000 | &nbsp;&nbsp; 2661634 |
| DBGS Mortgage Trust<sup>(a),(b)</sup>  | DBGS Mortgage Trust<sup>(a),(b)</sup>  | DBGS Mortgage Trust<sup>(a),(b)</sup>  | DBGS Mortgage Trust<sup>(a),(b)</sup>  | DBGS Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2021-W52 Class A | Series 2021-W52 Class A | Series 2021-W52 Class A | Series 2021-W52 Class A | Series 2021-W52 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.509% <br>Floor 1.395% <br>10/15/2036<br>| &nbsp;&nbsp; 5.873% |  | 5725000 | &nbsp;&nbsp; 5678577 |
| Great Wolf Trust<sup>(a),(b)</sup>  | Great Wolf Trust<sup>(a),(b)</sup>  | Great Wolf Trust<sup>(a),(b)</sup>  | Great Wolf Trust<sup>(a),(b)</sup>  | Great Wolf Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B | Subordinated Series 2024-WLF2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.141% <br>05/15/2041<br>| &nbsp;&nbsp; 6.291% |  | 4437000 | &nbsp;&nbsp; 4450861 |
| Hudson Yards Mortgage Trust<sup>(a)</sup>  | Hudson Yards Mortgage Trust<sup>(a)</sup>  | Hudson Yards Mortgage Trust<sup>(a)</sup>  | Hudson Yards Mortgage Trust<sup>(a)</sup>  | Hudson Yards Mortgage Trust<sup>(a)</sup>  |
| Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A | Series 2019-30HY Class A |
| 07/10/2039 | &nbsp;&nbsp; 3.228% |  | 2770000 | &nbsp;&nbsp; 2632908 |
| JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a)</sup>  |
| Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A | Series 2019-OSB Class A |
| 06/05/2039 | &nbsp;&nbsp; 3.397% |  | 2720000 | &nbsp;&nbsp; 2566794 |
| MAD Commercial Mortgage Trust<sup>(a),(c)</sup>  | MAD Commercial Mortgage Trust<sup>(a),(c)</sup>  | MAD Commercial Mortgage Trust<sup>(a),(c)</sup>  | MAD Commercial Mortgage Trust<sup>(a),(c)</sup>  | MAD Commercial Mortgage Trust<sup>(a),(c)</sup>  |
| Series 2025-11MD Class C | Series 2025-11MD Class C | Series 2025-11MD Class C | Series 2025-11MD Class C | Series 2025-11MD Class C |
| 10/15/2042 | &nbsp;&nbsp; 5.631% |  | 2940000 | &nbsp;&nbsp; 2937171 |
| Manhattan West<sup>(a)</sup>  | Manhattan West<sup>(a)</sup>  | Manhattan West<sup>(a)</sup>  | Manhattan West<sup>(a)</sup>  | Manhattan West<sup>(a)</sup>  |
| Series 2020-1MW Class A | Series 2020-1MW Class A | Series 2020-1MW Class A | Series 2020-1MW Class A | Series 2020-1MW Class A |
| 09/10/2039 | &nbsp;&nbsp; 2.130% |  | 3470000 | &nbsp;&nbsp; 3306506 |
| MKT Mortgage Trust<sup>(a)</sup>  | MKT Mortgage Trust<sup>(a)</sup>  | MKT Mortgage Trust<sup>(a)</sup>  | MKT Mortgage Trust<sup>(a)</sup>  | MKT Mortgage Trust<sup>(a)</sup>  |
| Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A | Series 2020-525M Class A |
| 02/12/2040 | &nbsp;&nbsp; 2.694% |  | 2035000 | &nbsp;&nbsp; 1804167 |
| NRTH Mortgage Trust<sup>(a),(b)</sup>  | NRTH Mortgage Trust<sup>(a),(b)</sup>  | NRTH Mortgage Trust<sup>(a),(b)</sup>  | NRTH Mortgage Trust<sup>(a),(b)</sup>  | NRTH Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2024-PARK Class A | Series 2024-PARK Class A | Series 2024-PARK Class A | Series 2024-PARK Class A | Series 2024-PARK Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.641% <br>03/15/2041<br>| &nbsp;&nbsp; 6.004% |  | 6062000 | &nbsp;&nbsp; 6048710 |
| NYC Commercial Mortgage Trust<sup>(a)</sup>  | NYC Commercial Mortgage Trust<sup>(a)</sup>  | NYC Commercial Mortgage Trust<sup>(a)</sup>  | NYC Commercial Mortgage Trust<sup>(a)</sup>  | NYC Commercial Mortgage Trust<sup>(a)</sup>  |
| Series 2025-1155 Class A | Series 2025-1155 Class A | Series 2025-1155 Class A | Series 2025-1155 Class A | Series 2025-1155 Class A |
| 06/10/2042 | &nbsp;&nbsp; 5.833% |  | 5143000 | &nbsp;&nbsp; 5214008 |
| PFP Ltd.<sup>(a),(b)</sup>  | PFP Ltd.<sup>(a),(b)</sup>  | PFP Ltd.<sup>(a),(b)</sup>  | PFP Ltd.<sup>(a),(b)</sup>  | PFP Ltd.<sup>(a),(b)</sup>  |
| Series 2025-12 Class B | Series 2025-12 Class B | Series 2025-12 Class B | Series 2025-12 Class B | Series 2025-12 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.042% <br>Floor 2.042% <br>12/18/2042<br>| &nbsp;&nbsp; 6.178% |  | 4820000 | &nbsp;&nbsp; 4838631 |
| StorageMart Commercial Mortgage Trust<sup>(a),(b)</sup>  | StorageMart Commercial Mortgage Trust<sup>(a),(b)</sup>  | StorageMart Commercial Mortgage Trust<sup>(a),(b)</sup>  | StorageMart Commercial Mortgage Trust<sup>(a),(b)</sup>  | StorageMart Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2022-MINI Class F | Subordinated Series 2022-MINI Class F | Subordinated Series 2022-MINI Class F | Subordinated Series 2022-MINI Class F | Subordinated Series 2022-MINI Class F |
| &nbsp;&nbsp; 1-month Term SOFR + 3.350% <br>Floor 3.350% <br>01/15/2039<br>| &nbsp;&nbsp; 7.500% |  | 5607000 | &nbsp;&nbsp; 5466825 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| UK Logistics<sup>(a),(b)</sup>  | UK Logistics<sup>(a),(b)</sup>  | UK Logistics<sup>(a),(b)</sup>  | UK Logistics<sup>(a),(b)</sup>  | UK Logistics<sup>(a),(b)</sup>  |
| Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C |
| &nbsp;&nbsp; SONIA + 2.100% <br>Floor 2.100%, Cap 7.100% <br>02/17/2035<br>| &nbsp;&nbsp; 6.070% | GBP | 2299841 | &nbsp;&nbsp; 3098811 |
| WBHT Commercial Mortgage Trust<sup>(a),(b)</sup>  | WBHT Commercial Mortgage Trust<sup>(a),(b)</sup>  | WBHT Commercial Mortgage Trust<sup>(a),(b)</sup>  | WBHT Commercial Mortgage Trust<sup>(a),(b)</sup>  | WBHT Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-WBM Class A | Series 2025-WBM Class A | Series 2025-WBM Class A | Series 2025-WBM Class A | Series 2025-WBM Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.742% <br>06/15/2042<br>| &nbsp;&nbsp; 6.054% |  | 3410000 | &nbsp;&nbsp; 3409999 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $84,655,070) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $84,655,070) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $84,655,070) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $84,655,070) | &nbsp;&nbsp; **84319852** |
| **Convertible Bonds**<sup>(e)</sup> **0.1%** | **Convertible Bonds**<sup>(e)</sup> **0.1%** | **Convertible Bonds**<sup>(e)</sup> **0.1%** | **Convertible Bonds**<sup>(e)</sup> **0.1%** | **Convertible Bonds**<sup>(e)</sup> **0.1%** |
| **Food and Beverage 0.0%** | **Food and Beverage 0.0%** | **Food and Beverage 0.0%** | **Food and Beverage 0.0%** | **Food and Beverage 0.0%** |
| Davide Campari-Milano NV<sup>(a)</sup>  | Davide Campari-Milano NV<sup>(a)</sup>  | Davide Campari-Milano NV<sup>(a)</sup>  | Davide Campari-Milano NV<sup>(a)</sup>  | Davide Campari-Milano NV<sup>(a)</sup>  |
| 01/17/2029 | &nbsp;&nbsp; 2.375% | EUR | 1200000 | &nbsp;&nbsp; 1359824 |
| **Technology 0.1%** | **Technology 0.1%** | **Technology 0.1%** | **Technology 0.1%** | **Technology 0.1%** |
| Worldline SA<sup>(a),(f)</sup>  | Worldline SA<sup>(a),(f)</sup>  | Worldline SA<sup>(a),(f)</sup>  | Worldline SA<sup>(a),(f)</sup>  | Worldline SA<sup>(a),(f)</sup>  |
| 07/30/2026 | &nbsp;&nbsp; 0.000% | EUR | 2094960 | &nbsp;&nbsp; 2345217 |
| &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $3,393,075) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $3,393,075) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $3,393,075) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $3,393,075) | &nbsp;&nbsp; **3705041** |
| **Corporate Bonds & Notes**<sup>(e)</sup> **15.7%** | **Corporate Bonds & Notes**<sup>(e)</sup> **15.7%** | **Corporate Bonds & Notes**<sup>(e)</sup> **15.7%** | **Corporate Bonds & Notes**<sup>(e)</sup> **15.7%** | **Corporate Bonds & Notes**<sup>(e)</sup> **15.7%** |
| **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** |
| General Electric Co.<sup>(b)</sup>  | General Electric Co.<sup>(b)</sup>  | General Electric Co.<sup>(b)</sup>  | General Electric Co.<sup>(b)</sup>  | General Electric Co.<sup>(b)</sup>  |
| &nbsp;&nbsp; 3-month Term SOFR + 0.642% <br>05/05/2026<br>| &nbsp;&nbsp; 4.963% |  | 1886000 | &nbsp;&nbsp; 1888516 |
| Lockheed Martin Corp. | Lockheed Martin Corp. | Lockheed Martin Corp. | Lockheed Martin Corp. | Lockheed Martin Corp. |
| 08/15/2034 | &nbsp;&nbsp; 4.800% |  | 210000 | &nbsp;&nbsp; 212275 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2100791** |
| **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** |
| Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust | Delta Air Lines Pass-Through Trust |
| 06/10/2028 | &nbsp;&nbsp; 2.000% |  | 6309273 | &nbsp;&nbsp; 6055540 |
| United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust |
| Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A | Series 2023-1 Class A |
| 01/15/2036 | &nbsp;&nbsp; 5.800% |  | 3923143 | &nbsp;&nbsp; 4043791 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **10099331** |
| **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** |
| American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP |
| 07/15/2031 | &nbsp;&nbsp; 2.375% |  | 1905000 | &nbsp;&nbsp; 1687976 |
| **Automotive 0.2%** | **Automotive 0.2%** | **Automotive 0.2%** | **Automotive 0.2%** | **Automotive 0.2%** |
| Volkswagen Financial Services AG<sup>(a)</sup>  | Volkswagen Financial Services AG<sup>(a)</sup>  | Volkswagen Financial Services AG<sup>(a)</sup>  | Volkswagen Financial Services AG<sup>(a)</sup>  | Volkswagen Financial Services AG<sup>(a)</sup>  |
| 11/19/2031 | &nbsp;&nbsp; 3.875% | EUR | 3700000 | &nbsp;&nbsp; 4401080 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  |
| 03/25/2032 | &nbsp;&nbsp; 5.650% |  | 280000 | &nbsp;&nbsp; 289007 |
| 03/27/2035 | &nbsp;&nbsp; 5.800% |  | 355000 | &nbsp;&nbsp; 364004 |
| Volkswagen International Finance NV<sup>(a),(g),(h)</sup>  | Volkswagen International Finance NV<sup>(a),(g),(h)</sup>  | Volkswagen International Finance NV<sup>(a),(g),(h)</sup>  | Volkswagen International Finance NV<sup>(a),(g),(h)</sup>  | Volkswagen International Finance NV<sup>(a),(g),(h)</sup>  |
|  | &nbsp;&nbsp; 7.875% | EUR | 1200000 | &nbsp;&nbsp; 1625998 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **6680089** |
| **Banking 3.4%** | **Banking 3.4%** | **Banking 3.4%** | **Banking 3.4%** | **Banking 3.4%** |
| American Express Co.<sup>(h)</sup>  | American Express Co.<sup>(h)</sup>  | American Express Co.<sup>(h)</sup>  | American Express Co.<sup>(h)</sup>  | American Express Co.<sup>(h)</sup>  |
| 07/20/2033 | &nbsp;&nbsp; 4.918% |  | 2305000 | &nbsp;&nbsp; 2344320 |
| Bank of America Corp.<sup>(h)</sup>  | Bank of America Corp.<sup>(h)</sup>  | Bank of America Corp.<sup>(h)</sup>  | Bank of America Corp.<sup>(h)</sup>  | Bank of America Corp.<sup>(h)</sup>  |
| 07/22/2027 | &nbsp;&nbsp; 1.734% |  | 11220000 | &nbsp;&nbsp; 10996660 |
| 04/24/2028 | &nbsp;&nbsp; 3.705% |  | 4972000 | &nbsp;&nbsp; 4938977 |
| 06/14/2029 | &nbsp;&nbsp; 2.087% |  | 1880000 | &nbsp;&nbsp; 1780540 |
| 04/29/2031 | &nbsp;&nbsp; 2.592% |  | 3395000 | &nbsp;&nbsp; 3146233 |
| 10/20/2032 | &nbsp;&nbsp; 2.572% |  | 4020000 | &nbsp;&nbsp; 3604086 |
| Bank of America Corp.<sup>(b)</sup>  | Bank of America Corp.<sup>(b)</sup>  | Bank of America Corp.<sup>(b)</sup>  | Bank of America Corp.<sup>(b)</sup>  | Bank of America Corp.<sup>(b)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| &nbsp;&nbsp; 3-month Term SOFR + 0.912% <br>12/01/2026<br>| &nbsp;&nbsp; 5.083% |  | 1000000 | &nbsp;&nbsp; 1001950 |
| Citibank NA | Citibank NA | Citibank NA | Citibank NA | Citibank NA |
| 05/29/2030 | &nbsp;&nbsp; 4.914% |  | 2970000 | &nbsp;&nbsp; 3050119 |
| Citigroup, Inc.<sup>(h)</sup>  | Citigroup, Inc.<sup>(h)</sup>  | Citigroup, Inc.<sup>(h)</sup>  | Citigroup, Inc.<sup>(h)</sup>  | Citigroup, Inc.<sup>(h)</sup>  |
| 05/01/2032 | &nbsp;&nbsp; 2.561% |  | 2485000 | &nbsp;&nbsp; 2239754 |
| 06/11/2035 | &nbsp;&nbsp; 5.449% |  | 1360000 | &nbsp;&nbsp; 1409927 |
| 03/27/2036 | &nbsp;&nbsp; 5.333% |  | 240000 | &nbsp;&nbsp; 245466 |
| Goldman Sachs Group, Inc. (The)<sup>(h)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(h)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(h)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(h)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(h)</sup>  |
| 03/09/2027 | &nbsp;&nbsp; 1.431% |  | 12950000 | &nbsp;&nbsp; 12782813 |
| 09/10/2027 | &nbsp;&nbsp; 1.542% |  | 1092000 | &nbsp;&nbsp; 1064981 |
| 10/21/2027 | &nbsp;&nbsp; 1.948% |  | 5200000 | &nbsp;&nbsp; 5078428 |
| 10/23/2035 | &nbsp;&nbsp; 5.016% |  | 1655000 | &nbsp;&nbsp; 1666217 |
| 01/28/2036 | &nbsp;&nbsp; 5.536% |  | 520000 | &nbsp;&nbsp; 543229 |
| JPMorgan Chase & Co.<sup>(h)</sup>  | JPMorgan Chase & Co.<sup>(h)</sup>  | JPMorgan Chase & Co.<sup>(h)</sup>  | JPMorgan Chase & Co.<sup>(h)</sup>  | JPMorgan Chase & Co.<sup>(h)</sup>  |
| 04/22/2027 | &nbsp;&nbsp; 1.578% |  | 4495000 | &nbsp;&nbsp; 4429327 |
| 02/24/2028 | &nbsp;&nbsp; 2.947% |  | 2290000 | &nbsp;&nbsp; 2253664 |
| 10/15/2030 | &nbsp;&nbsp; 2.739% |  | 2320000 | &nbsp;&nbsp; 2191095 |
| 01/25/2033 | &nbsp;&nbsp; 2.963% |  | 8615000 | &nbsp;&nbsp; 7876130 |
| 01/24/2036 | &nbsp;&nbsp; 5.502% |  | 545000 | &nbsp;&nbsp; 570307 |
| Morgan Stanley<sup>(h)</sup>  | Morgan Stanley<sup>(h)</sup>  | Morgan Stanley<sup>(h)</sup>  | Morgan Stanley<sup>(h)</sup>  | Morgan Stanley<sup>(h)</sup>  |
| 05/04/2027 | &nbsp;&nbsp; 1.593% |  | 4445000 | &nbsp;&nbsp; 4374849 |
| 04/28/2032 | &nbsp;&nbsp; 1.928% |  | 2805000 | &nbsp;&nbsp; 2447445 |
| 07/21/2032 | &nbsp;&nbsp; 2.239% |  | 865000 | &nbsp;&nbsp; 763765 |
| 10/20/2032 | &nbsp;&nbsp; 2.511% |  | 845000 | &nbsp;&nbsp; 753333 |
| 01/21/2033 | &nbsp;&nbsp; 2.943% |  | 420000 | &nbsp;&nbsp; 382111 |
| 01/18/2036 | &nbsp;&nbsp; 5.587% |  | 1760000 | &nbsp;&nbsp; 1842885 |
| Morgan Stanley Private Bank NA<sup>(h)</sup>  | Morgan Stanley Private Bank NA<sup>(h)</sup>  | Morgan Stanley Private Bank NA<sup>(h)</sup>  | Morgan Stanley Private Bank NA<sup>(h)</sup>  | Morgan Stanley Private Bank NA<sup>(h)</sup>  |
| 07/06/2028 | &nbsp;&nbsp; 4.466% |  | 175000 | &nbsp;&nbsp; 176002 |
| PNC Financial Services Group, Inc. (The)<sup>(h)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(h)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(h)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(h)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(h)</sup>  |
| 10/28/2033 | &nbsp;&nbsp; 6.037% |  | 340000 | &nbsp;&nbsp; 366597 |
| 10/20/2034 | &nbsp;&nbsp; 6.875% |  | 425000 | &nbsp;&nbsp; 481536 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Santander UK Group Holdings PLC<sup>(h)</sup>  | Santander UK Group Holdings PLC<sup>(h)</sup>  | Santander UK Group Holdings PLC<sup>(h)</sup>  | Santander UK Group Holdings PLC<sup>(h)</sup>  | Santander UK Group Holdings PLC<sup>(h)</sup>  |
| 06/14/2027 | &nbsp;&nbsp; 1.673% |  | 325000 | &nbsp;&nbsp; 318948 |
| 01/11/2028 | &nbsp;&nbsp; 2.469% |  | 1035000 | &nbsp;&nbsp; 1011073 |
| Wells Fargo & Co.<sup>(h)</sup>  | Wells Fargo & Co.<sup>(h)</sup>  | Wells Fargo & Co.<sup>(h)</sup>  | Wells Fargo & Co.<sup>(h)</sup>  | Wells Fargo & Co.<sup>(h)</sup>  |
| 06/02/2028 | &nbsp;&nbsp; 2.393% |  | 5278000 | &nbsp;&nbsp; 5130587 |
| 01/24/2031 | &nbsp;&nbsp; 5.244% |  | 5545000 | &nbsp;&nbsp; 5736598 |
| 07/25/2033 | &nbsp;&nbsp; 4.897% |  | 2850000 | &nbsp;&nbsp; 2895087 |
| 12/03/2035 | &nbsp;&nbsp; 5.211% |  | 780000 | &nbsp;&nbsp; 797017 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **100692056** |
| **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** |
| Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. |
| 07/18/2035 | &nbsp;&nbsp; 3.750% | EUR | 2675000 | &nbsp;&nbsp; 3216066 |
| **Cable and Satellite 0.5%** | **Cable and Satellite 0.5%** | **Cable and Satellite 0.5%** | **Cable and Satellite 0.5%** | **Cable and Satellite 0.5%** |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| 06/01/2034 | &nbsp;&nbsp; 6.550% |  | 1271000 | &nbsp;&nbsp; 1354367 |
| Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital |
| 12/01/2035 | &nbsp;&nbsp; 5.850% |  | 1700000 | &nbsp;&nbsp; 1716657 |
| 04/01/2048 | &nbsp;&nbsp; 5.750% |  | 1418000 | &nbsp;&nbsp; 1282954 |
| 07/01/2049 | &nbsp;&nbsp; 5.125% |  | 1335000 | &nbsp;&nbsp; 1103905 |
| 03/01/2050 | &nbsp;&nbsp; 4.800% |  | 1165000 | &nbsp;&nbsp; 921120 |
| 06/01/2052 | &nbsp;&nbsp; 3.900% |  | 27000 | &nbsp;&nbsp; 18267 |
| CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  |
| 01/31/2029 | &nbsp;&nbsp; 11.750% |  | 2670000 | &nbsp;&nbsp; 2252910 |
| 02/01/2029 | &nbsp;&nbsp; 6.500% |  | 3032000 | &nbsp;&nbsp; 2239668 |
| 01/15/2030 | &nbsp;&nbsp; 5.750% |  | 1500000 | &nbsp;&nbsp; 571287 |
| 11/15/2031 | &nbsp;&nbsp; 4.500% |  | 400000 | &nbsp;&nbsp; 260567 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| 11/15/2040 | &nbsp;&nbsp; 5.875% |  | 350000 | &nbsp;&nbsp; 334675 |
| VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 5.000% |  | 3250000 | &nbsp;&nbsp; 2940813 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **14997190** |
| **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** | **Chemicals 0.2%** |
| Dyno Nobel Ltd. | Dyno Nobel Ltd. | Dyno Nobel Ltd. | Dyno Nobel Ltd. | Dyno Nobel Ltd. |
| 11/08/2032 | &nbsp;&nbsp; 5.400% | AUD | 1100000 | &nbsp;&nbsp; 730655 |
| International Flavors & Fragrances, Inc.<sup>(a)</sup>  | International Flavors & Fragrances, Inc.<sup>(a)</sup>  | International Flavors & Fragrances, Inc.<sup>(a)</sup>  | International Flavors & Fragrances, Inc.<sup>(a)</sup>  | International Flavors & Fragrances, Inc.<sup>(a)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 1.832% |  | 460000 | &nbsp;&nbsp; 437672 |
| 11/01/2030 | &nbsp;&nbsp; 2.300% |  | 3915000 | &nbsp;&nbsp; 3502775 |
| 11/15/2040 | &nbsp;&nbsp; 3.268% |  | 370000 | &nbsp;&nbsp; 281941 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4953043** |
| **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** |
| Oregon Tool Lux LP<sup>(a)</sup>  | Oregon Tool Lux LP<sup>(a)</sup>  | Oregon Tool Lux LP<sup>(a)</sup>  | Oregon Tool Lux LP<sup>(a)</sup>  | Oregon Tool Lux LP<sup>(a)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 7.875% |  | 413573 | &nbsp;&nbsp; 215058 |
| **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** |
| Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. |
| 09/15/2034 | &nbsp;&nbsp; 4.800% |  | 4360000 | &nbsp;&nbsp; 4365672 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| VT Topco, Inc.<sup>(a)</sup>  | VT Topco, Inc.<sup>(a)</sup>  | VT Topco, Inc.<sup>(a)</sup>  | VT Topco, Inc.<sup>(a)</sup>  | VT Topco, Inc.<sup>(a)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 8.500% |  | 285000 | &nbsp;&nbsp; 291095 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4656767** |
| **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** |
| Galderma Finance Europe BV<sup>(a)</sup>  | Galderma Finance Europe BV<sup>(a)</sup>  | Galderma Finance Europe BV<sup>(a)</sup>  | Galderma Finance Europe BV<sup>(a)</sup>  | Galderma Finance Europe BV<sup>(a)</sup>  |
| 03/20/2030 | &nbsp;&nbsp; 3.500% | EUR | 730000 | &nbsp;&nbsp; 868563 |
| MajorDrive Holdings IV LLC<sup>(a)</sup>  | MajorDrive Holdings IV LLC<sup>(a)</sup>  | MajorDrive Holdings IV LLC<sup>(a)</sup>  | MajorDrive Holdings IV LLC<sup>(a)</sup>  | MajorDrive Holdings IV LLC<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 6.375% |  | 110000 | &nbsp;&nbsp; 90192 |
| Spectrum Brands, Inc.<sup>(a)</sup>  | Spectrum Brands, Inc.<sup>(a)</sup>  | Spectrum Brands, Inc.<sup>(a)</sup>  | Spectrum Brands, Inc.<sup>(a)</sup>  | Spectrum Brands, Inc.<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 3.875% |  | 412000 | &nbsp;&nbsp; 330082 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1288837** |
| **Electric 2.2%** | **Electric 2.2%** | **Electric 2.2%** | **Electric 2.2%** | **Electric 2.2%** |
| AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC |
| 04/01/2050 | &nbsp;&nbsp; 3.650% |  | 305000 | &nbsp;&nbsp; 230210 |
| Alabama Power Co. | Alabama Power Co. | Alabama Power Co. | Alabama Power Co. | Alabama Power Co. |
| 04/02/2035 | &nbsp;&nbsp; 5.100% |  | 2925000 | &nbsp;&nbsp; 2988822 |
| Alliant Energy Corp.<sup>(h)</sup>  | Alliant Energy Corp.<sup>(h)</sup>  | Alliant Energy Corp.<sup>(h)</sup>  | Alliant Energy Corp.<sup>(h)</sup>  | Alliant Energy Corp.<sup>(h)</sup>  |
| 04/01/2056 | &nbsp;&nbsp; 5.750% |  | 2350000 | &nbsp;&nbsp; 2353233 |
| American Electric Power Co, Inc.<sup>(h)</sup>  | American Electric Power Co, Inc.<sup>(h)</sup>  | American Electric Power Co, Inc.<sup>(h)</sup>  | American Electric Power Co, Inc.<sup>(h)</sup>  | American Electric Power Co, Inc.<sup>(h)</sup>  |
| 03/15/2056 | &nbsp;&nbsp; 5.800% |  | 4390000 | &nbsp;&nbsp; 4376059 |
| Amprion GmbH<sup>(a)</sup>  | Amprion GmbH<sup>(a)</sup>  | Amprion GmbH<sup>(a)</sup>  | Amprion GmbH<sup>(a)</sup>  | Amprion GmbH<sup>(a)</sup>  |
| 09/23/2033 | &nbsp;&nbsp; 0.625% | EUR | 1000000 | &nbsp;&nbsp; 944247 |
| Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. | Appalachian Power Co. |
| 05/15/2033 | &nbsp;&nbsp; 5.950% |  | 3225000 | &nbsp;&nbsp; 3387775 |
| 04/01/2034 | &nbsp;&nbsp; 5.650% |  | 4030000 | &nbsp;&nbsp; 4207391 |
| CenterPoint Energy, Inc.<sup>(h),(i)</sup>  | CenterPoint Energy, Inc.<sup>(h),(i)</sup>  | CenterPoint Energy, Inc.<sup>(h),(i)</sup>  | CenterPoint Energy, Inc.<sup>(h),(i)</sup>  | CenterPoint Energy, Inc.<sup>(h),(i)</sup>  |
| 04/01/2056 | &nbsp;&nbsp; 5.950% |  | 2200000 | &nbsp;&nbsp; 2200000 |
| Dominion Energy, Inc.<sup>(h)</sup>  | Dominion Energy, Inc.<sup>(h)</sup>  | Dominion Energy, Inc.<sup>(h)</sup>  | Dominion Energy, Inc.<sup>(h)</sup>  | Dominion Energy, Inc.<sup>(h)</sup>  |
| 02/15/2056 | &nbsp;&nbsp; 6.200% |  | 3150000 | &nbsp;&nbsp; 3173949 |
| Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC |
| 12/15/2041 | &nbsp;&nbsp; 4.250% |  | 900000 | &nbsp;&nbsp; 794864 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| 11/15/2033 | &nbsp;&nbsp; 5.875% |  | 385000 | &nbsp;&nbsp; 415656 |
| Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC |
| 04/01/2052 | &nbsp;&nbsp; 4.000% |  | 500000 | &nbsp;&nbsp; 395087 |
| E.ON SE<sup>(a)</sup>  | E.ON SE<sup>(a)</sup>  | E.ON SE<sup>(a)</sup>  | E.ON SE<sup>(a)</sup>  | E.ON SE<sup>(a)</sup>  |
| 04/16/2033 | &nbsp;&nbsp; 3.500% | EUR | 1605000 | &nbsp;&nbsp; 1904573 |
| Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  |
| 02/20/2043 | &nbsp;&nbsp; 4.500% | EUR | 735000 | &nbsp;&nbsp; 875091 |
| Eurogrid GmbH<sup>(a)</sup>  | Eurogrid GmbH<sup>(a)</sup>  | Eurogrid GmbH<sup>(a)</sup>  | Eurogrid GmbH<sup>(a)</sup>  | Eurogrid GmbH<sup>(a)</sup>  |
| 09/05/2031 | &nbsp;&nbsp; 3.279% | EUR | 200000 | &nbsp;&nbsp; 235903 |
| 04/21/2033 | &nbsp;&nbsp; 0.741% | EUR | 1400000 | &nbsp;&nbsp; 1341540 |
| Eversource Energy | Eversource Energy | Eversource Energy | Eversource Energy | Eversource Energy |
| 07/01/2027 | &nbsp;&nbsp; 4.600% |  | 3135000 | &nbsp;&nbsp; 3154227 |
| 02/01/2029 | &nbsp;&nbsp; 5.950% |  | 2760000 | &nbsp;&nbsp; 2890184 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| FirstEnergy Transmission LLC<sup>(a)</sup>  | FirstEnergy Transmission LLC<sup>(a)</sup>  | FirstEnergy Transmission LLC<sup>(a)</sup>  | FirstEnergy Transmission LLC<sup>(a)</sup>  | FirstEnergy Transmission LLC<sup>(a)</sup>  |
| 04/01/2049 | &nbsp;&nbsp; 4.550% |  | 1000000 | &nbsp;&nbsp; 856929 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |
| 03/01/2049 | &nbsp;&nbsp; 3.990% |  | 1500000 | &nbsp;&nbsp; 1213245 |
| Interstate Power and Light Co. | Interstate Power and Light Co. | Interstate Power and Light Co. | Interstate Power and Light Co. | Interstate Power and Light Co. |
| 10/15/2033 | &nbsp;&nbsp; 5.700% |  | 2750000 | &nbsp;&nbsp; 2882774 |
| London Power Networks PLC<sup>(a)</sup>  | London Power Networks PLC<sup>(a)</sup>  | London Power Networks PLC<sup>(a)</sup>  | London Power Networks PLC<sup>(a)</sup>  | London Power Networks PLC<sup>(a)</sup>  |
| 06/11/2037 | &nbsp;&nbsp; 3.837% | EUR | 780000 | &nbsp;&nbsp; 914637 |
| Northern States Power Co. | Northern States Power Co. | Northern States Power Co. | Northern States Power Co. | Northern States Power Co. |
| 05/15/2035 | &nbsp;&nbsp; 5.050% |  | 1060000 | &nbsp;&nbsp; 1081379 |
| 08/15/2045 | &nbsp;&nbsp; 4.000% |  | 2250000 | &nbsp;&nbsp; 1860497 |
| Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  |
| 04/01/2035 | &nbsp;&nbsp; 5.350% |  | 3025000 | &nbsp;&nbsp; 3129942 |
| PECO Energy Co. | PECO Energy Co. | PECO Energy Co. | PECO Energy Co. | PECO Energy Co. |
| 05/15/2052 | &nbsp;&nbsp; 4.600% |  | 2690000 | &nbsp;&nbsp; 2379719 |
| Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 3.250% |  | 6950000 | &nbsp;&nbsp; 6784389 |
| Progress Energy, Inc. | Progress Energy, Inc. | Progress Energy, Inc. | Progress Energy, Inc. | Progress Energy, Inc. |
| 10/30/2031 | &nbsp;&nbsp; 7.000% |  | 2894000 | &nbsp;&nbsp; 3257110 |
| Public Service Co. | Public Service Co. | Public Service Co. | Public Service Co. | Public Service Co. |
| 01/15/2036 | &nbsp;&nbsp; 5.450% |  | 3670000 | &nbsp;&nbsp; 3749397 |
| Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  | Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  | Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  | Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  | Scottish Hydro Electric Transmission PLC<sup>(a)</sup>  |
| 09/04/2032 | &nbsp;&nbsp; 3.375% | EUR | 520000 | &nbsp;&nbsp; 611100 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **64589929** |
| **Finance Companies 0.4%** | **Finance Companies 0.4%** | **Finance Companies 0.4%** | **Finance Companies 0.4%** | **Finance Companies 0.4%** |
| AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust |
| 10/01/2025 | &nbsp;&nbsp; 4.450% |  | 3070000 | &nbsp;&nbsp; 3069971 |
| 10/29/2028 | &nbsp;&nbsp; 3.000% |  | 6350000 | &nbsp;&nbsp; 6120885 |
| Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 3.250% |  | 2035000 | &nbsp;&nbsp; 2001679 |
| 11/18/2027 | &nbsp;&nbsp; 2.528% |  | 1492000 | &nbsp;&nbsp; 1434852 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **12627387** |
| **Food and Beverage 0.5%** | **Food and Beverage 0.5%** | **Food and Beverage 0.5%** | **Food and Beverage 0.5%** | **Food and Beverage 0.5%** |
| Anheuser-Busch InBev SA<sup>(a)</sup>  | Anheuser-Busch InBev SA<sup>(a)</sup>  | Anheuser-Busch InBev SA<sup>(a)</sup>  | Anheuser-Busch InBev SA<sup>(a)</sup>  | Anheuser-Busch InBev SA<sup>(a)</sup>  |
| 03/22/2044 | &nbsp;&nbsp; 3.950% | EUR | 2015000 | &nbsp;&nbsp; 2291856 |
| JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl |
| 03/15/2034 | &nbsp;&nbsp; 6.750% |  | 1471000 | &nbsp;&nbsp; 1626307 |
| JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. |
| 12/01/2052 | &nbsp;&nbsp; 6.500% |  | 2076000 | &nbsp;&nbsp; 2188172 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| 03/01/2032 | &nbsp;&nbsp; 3.500% |  | 2634000 | &nbsp;&nbsp; 2412055 |
| 05/15/2034 | &nbsp;&nbsp; 6.875% |  | 3850000 | &nbsp;&nbsp; 4248396 |
| Smithfield Foods, Inc.<sup>(a)</sup>  | Smithfield Foods, Inc.<sup>(a)</sup>  | Smithfield Foods, Inc.<sup>(a)</sup>  | Smithfield Foods, Inc.<sup>(a)</sup>  | Smithfield Foods, Inc.<sup>(a)</sup>  |
| 09/13/2031 | &nbsp;&nbsp; 2.625% |  | 1500000 | &nbsp;&nbsp; 1318397 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **14085183** |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Gaming 0.3%** | **Gaming 0.3%** | **Gaming 0.3%** | **Gaming 0.3%** | **Gaming 0.3%** |
| FDJ United<sup>(a)</sup>  | FDJ United<sup>(a)</sup>  | FDJ United<sup>(a)</sup>  | FDJ United<sup>(a)</sup>  | FDJ United<sup>(a)</sup>  |
| 11/21/2033 | &nbsp;&nbsp; 3.375% | EUR | 1300000 | &nbsp;&nbsp; 1500542 |
| GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. | GLP Capital LP/Financing II, Inc. |
| 06/01/2028 | &nbsp;&nbsp; 5.750% |  | 870000 | &nbsp;&nbsp; 893850 |
| 01/15/2031 | &nbsp;&nbsp; 4.000% |  | 3030000 | &nbsp;&nbsp; 2896525 |
| Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  | Great Canadian Gaming Corp./Raptor LLC<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 8.750% |  | 145000 | &nbsp;&nbsp; 143347 |
| Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. | Las Vegas Sands Corp. |
| 06/15/2028 | &nbsp;&nbsp; 5.625% |  | 2865000 | &nbsp;&nbsp; 2929185 |
| VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  | VICI Properties LP/Note Co., Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 3.875% |  | 515000 | &nbsp;&nbsp; 502940 |
| 08/15/2030 | &nbsp;&nbsp; 4.125% |  | 105000 | &nbsp;&nbsp; 101520 |
| Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.250% |  | 627000 | &nbsp;&nbsp; 663054 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **9630963** |
| **Health Care 1.1%** | **Health Care 1.1%** | **Health Care 1.1%** | **Health Care 1.1%** | **Health Care 1.1%** |
| Cigna Group (The) | Cigna Group (The) | Cigna Group (The) | Cigna Group (The) | Cigna Group (The) |
| 01/15/2036 | &nbsp;&nbsp; 5.250% |  | 4350000 | &nbsp;&nbsp; 4405190 |
| CommonSpirit Health | CommonSpirit Health | CommonSpirit Health | CommonSpirit Health | CommonSpirit Health |
| 10/01/2025 | &nbsp;&nbsp; 1.547% |  | 5000000 | &nbsp;&nbsp; 4999488 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| 02/21/2033 | &nbsp;&nbsp; 5.250% |  | 374000 | &nbsp;&nbsp; 382299 |
| 06/01/2034 | &nbsp;&nbsp; 5.700% |  | 140000 | &nbsp;&nbsp; 146033 |
| 07/20/2035 | &nbsp;&nbsp; 4.875% |  | 775000 | &nbsp;&nbsp; 754917 |
| 03/25/2038 | &nbsp;&nbsp; 4.780% |  | 670000 | &nbsp;&nbsp; 628199 |
| 07/20/2045 | &nbsp;&nbsp; 5.125% |  | 1165000 | &nbsp;&nbsp; 1056994 |
| 03/25/2048 | &nbsp;&nbsp; 5.050% |  | 2630000 | &nbsp;&nbsp; 2341465 |
| CVS Health Corp.<sup>(h)</sup>  | CVS Health Corp.<sup>(h)</sup>  | CVS Health Corp.<sup>(h)</sup>  | CVS Health Corp.<sup>(h)</sup>  | CVS Health Corp.<sup>(h)</sup>  |
| 03/10/2055 | &nbsp;&nbsp; 7.000% |  | 1855000 | &nbsp;&nbsp; 1951930 |
| Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  | Fresenius Medical Care US Finance III, Inc.<sup>(a)</sup>  |
| 12/01/2026 | &nbsp;&nbsp; 1.875% |  | 3755000 | &nbsp;&nbsp; 3638593 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| 06/15/2026 | &nbsp;&nbsp; 5.250% |  | 2580000 | &nbsp;&nbsp; 2584381 |
| 09/01/2030 | &nbsp;&nbsp; 3.500% |  | 766000 | &nbsp;&nbsp; 731609 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| 02/01/2029 | &nbsp;&nbsp; 6.250% |  | 5800000 | &nbsp;&nbsp; 6107735 |
| ModivCare, Inc.<sup>(a),(j),(k)</sup>  | ModivCare, Inc.<sup>(a),(j),(k)</sup>  | ModivCare, Inc.<sup>(a),(j),(k)</sup>  | ModivCare, Inc.<sup>(a),(j),(k)</sup>  | ModivCare, Inc.<sup>(a),(j),(k)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.000% |  | 2905350 | &nbsp;&nbsp; 58107 |
| Molnlycke Holding AB<sup>(a)</sup>  | Molnlycke Holding AB<sup>(a)</sup>  | Molnlycke Holding AB<sup>(a)</sup>  | Molnlycke Holding AB<sup>(a)</sup>  | Molnlycke Holding AB<sup>(a)</sup>  |
| 06/11/2034 | &nbsp;&nbsp; 4.250% | EUR | 285000 | &nbsp;&nbsp; 345184 |
| Sartorius Finance BV<sup>(a)</sup>  | Sartorius Finance BV<sup>(a)</sup>  | Sartorius Finance BV<sup>(a)</sup>  | Sartorius Finance BV<sup>(a)</sup>  | Sartorius Finance BV<sup>(a)</sup>  |
| 09/14/2032 | &nbsp;&nbsp; 4.500% | EUR | 300000 | &nbsp;&nbsp; 370566 |
| Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. |
| 09/01/2026 | &nbsp;&nbsp; 1.650% |  | 1890000 | &nbsp;&nbsp; 1845576 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **32348266** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Healthcare Insurance 0.7%** | **Healthcare Insurance 0.7%** | **Healthcare Insurance 0.7%** | **Healthcare Insurance 0.7%** |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |
| 06/15/2034 | &nbsp;&nbsp; 5.375% | 1555000 | &nbsp;&nbsp; 1603176 |
| 02/15/2035 | &nbsp;&nbsp; 5.200% | 1385000 | &nbsp;&nbsp; 1411245 |
| 01/15/2036 | &nbsp;&nbsp; 5.000% | 2815000 | &nbsp;&nbsp; 2795126 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. | Humana, Inc. |
| 04/01/2030 | &nbsp;&nbsp; 4.875% | 1333000 | &nbsp;&nbsp; 1349724 |
| 05/01/2035 | &nbsp;&nbsp; 5.550% | 3055000 | &nbsp;&nbsp; 3112231 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| 07/15/2034 | &nbsp;&nbsp; 5.150% | 4830000 | &nbsp;&nbsp; 4953072 |
| 12/15/2048 | &nbsp;&nbsp; 4.450% | 1245000 | &nbsp;&nbsp; 1057596 |
| 07/15/2054 | &nbsp;&nbsp; 5.625% | 2900000 | &nbsp;&nbsp; 2884233 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **19166403** |
| **Healthcare REIT 0.2%** | **Healthcare REIT 0.2%** | **Healthcare REIT 0.2%** | **Healthcare REIT 0.2%** |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |
| 01/15/2028 | &nbsp;&nbsp; 3.625% | 2898000 | &nbsp;&nbsp; 2848997 |
| Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP | Healthcare Trust of America Holdings LP |
| 08/01/2026 | &nbsp;&nbsp; 3.500% | 2367000 | &nbsp;&nbsp; 2349750 |
| Physicians Realty LP | Physicians Realty LP | Physicians Realty LP | Physicians Realty LP |
| 11/01/2031 | &nbsp;&nbsp; 2.625% | 1475000 | &nbsp;&nbsp; 1315159 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6513906** |
| **Life Insurance 0.2%** | **Life Insurance 0.2%** | **Life Insurance 0.2%** | **Life Insurance 0.2%** |
| Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  |
| 06/29/2026 | &nbsp;&nbsp; 1.608% | 1330000 | &nbsp;&nbsp; 1305185 |
| 03/08/2027 | &nbsp;&nbsp; 3.205% | 1550000 | &nbsp;&nbsp; 1521496 |
| 01/07/2029 | &nbsp;&nbsp; 2.717% | 1770000 | &nbsp;&nbsp; 1675528 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4502209** |
| **Media and Entertainment 0.1%** | **Media and Entertainment 0.1%** | **Media and Entertainment 0.1%** | **Media and Entertainment 0.1%** |
| Getty Images, Inc.<sup>(a)</sup>  | Getty Images, Inc.<sup>(a)</sup>  | Getty Images, Inc.<sup>(a)</sup>  | Getty Images, Inc.<sup>(a)</sup>  |
| 02/21/2030 | &nbsp;&nbsp; 11.250% | 115161 | &nbsp;&nbsp; 109927 |
| Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 3.875% | 325000 | &nbsp;&nbsp; 287090 |
| Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. |
| 04/14/2032 | &nbsp;&nbsp; 4.000% | 3355000 | &nbsp;&nbsp; 3225915 |
| WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. |
| 03/15/2042 | &nbsp;&nbsp; 5.050% | 532000 | &nbsp;&nbsp; 424434 |
| 03/15/2052 | &nbsp;&nbsp; 5.141% | 341000 | &nbsp;&nbsp; 254025 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4301391** |
| **Midstream 0.5%** | **Midstream 0.5%** | **Midstream 0.5%** | **Midstream 0.5%** |
| AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 9.375% | 843000 | &nbsp;&nbsp; 866832 |
| 06/01/2030 | &nbsp;&nbsp; 9.500% | 606000 | &nbsp;&nbsp; 634632 |
| Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP | Energy Transfer Partners LP |
| 03/15/2045 | &nbsp;&nbsp; 5.150% | 2458000 | &nbsp;&nbsp; 2208632 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ferrellgas LP/Finance Corp.<sup>(a)</sup>  | Ferrellgas LP/Finance Corp.<sup>(a)</sup>  | Ferrellgas LP/Finance Corp.<sup>(a)</sup>  | Ferrellgas LP/Finance Corp.<sup>(a)</sup>  | Ferrellgas LP/Finance Corp.<sup>(a)</sup>  |
| 04/01/2026 | &nbsp;&nbsp; 5.375% |  | 2030000 | &nbsp;&nbsp; 2009889 |
| 04/01/2029 | &nbsp;&nbsp; 5.875% |  | 2429000 | &nbsp;&nbsp; 2259937 |
| Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  |
| 03/31/2034 | &nbsp;&nbsp; 2.160% |  | 314026 | &nbsp;&nbsp; 285409 |
| Sunoco LP<sup>(a),(g),(h)</sup>  | Sunoco LP<sup>(a),(g),(h)</sup>  | Sunoco LP<sup>(a),(g),(h)</sup>  | Sunoco LP<sup>(a),(g),(h)</sup>  | Sunoco LP<sup>(a),(g),(h)</sup>  |
|  | &nbsp;&nbsp; 7.875% |  | 2040000 | &nbsp;&nbsp; 2076344 |
| TMS Issuer Sarl<sup>(a)</sup>  | TMS Issuer Sarl<sup>(a)</sup>  | TMS Issuer Sarl<sup>(a)</sup>  | TMS Issuer Sarl<sup>(a)</sup>  | TMS Issuer Sarl<sup>(a)</sup>  |
| 08/23/2032 | &nbsp;&nbsp; 5.780% |  | 1375000 | &nbsp;&nbsp; 1440237 |
| Venture Global LNG, Inc.<sup>(a),(g),(h)</sup>  | Venture Global LNG, Inc.<sup>(a),(g),(h)</sup>  | Venture Global LNG, Inc.<sup>(a),(g),(h)</sup>  | Venture Global LNG, Inc.<sup>(a),(g),(h)</sup>  | Venture Global LNG, Inc.<sup>(a),(g),(h)</sup>  |
|  | &nbsp;&nbsp; 9.000% |  | 842000 | &nbsp;&nbsp; 833641 |
| Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 8.125% |  | 274000 | &nbsp;&nbsp; 283710 |
| 01/15/2030 | &nbsp;&nbsp; 7.000% |  | 188000 | &nbsp;&nbsp; 194576 |
| 02/01/2032 | &nbsp;&nbsp; 9.875% |  | 582000 | &nbsp;&nbsp; 633728 |
| Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  |
| 01/15/2036 | &nbsp;&nbsp; 6.750% |  | 719000 | &nbsp;&nbsp; 764436 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **14492003** |
| **Natural Gas 0.4%** | **Natural Gas 0.4%** | **Natural Gas 0.4%** | **Natural Gas 0.4%** | **Natural Gas 0.4%** |
| East Ohio Gas Co. (The)<sup>(a)</sup>  | East Ohio Gas Co. (The)<sup>(a)</sup>  | East Ohio Gas Co. (The)<sup>(a)</sup>  | East Ohio Gas Co. (The)<sup>(a)</sup>  | East Ohio Gas Co. (The)<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 2.000% |  | 2015000 | &nbsp;&nbsp; 1813324 |
| KeySpan Gas East Corp.<sup>(a)</sup>  | KeySpan Gas East Corp.<sup>(a)</sup>  | KeySpan Gas East Corp.<sup>(a)</sup>  | KeySpan Gas East Corp.<sup>(a)</sup>  | KeySpan Gas East Corp.<sup>(a)</sup>  |
| 03/06/2033 | &nbsp;&nbsp; 5.994% |  | 6000000 | &nbsp;&nbsp; 6355627 |
| National Gas Transmission PLC<sup>(a)</sup>  | National Gas Transmission PLC<sup>(a)</sup>  | National Gas Transmission PLC<sup>(a)</sup>  | National Gas Transmission PLC<sup>(a)</sup>  | National Gas Transmission PLC<sup>(a)</sup>  |
| 04/05/2030 | &nbsp;&nbsp; 4.250% | EUR | 2405000 | &nbsp;&nbsp; 2957720 |
| Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. |
| 02/15/2035 | &nbsp;&nbsp; 5.100% |  | 1380000 | &nbsp;&nbsp; 1404431 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **12531102** |
| **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** |
| Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP | Hudson Pacific Properties LP |
| 11/01/2027 | &nbsp;&nbsp; 3.950% |  | 2477000 | &nbsp;&nbsp; 2385571 |
| 02/15/2028 | &nbsp;&nbsp; 5.950% |  | 55000 | &nbsp;&nbsp; 54245 |
| 04/01/2029 | &nbsp;&nbsp; 4.650% |  | 3000 | &nbsp;&nbsp; 2796 |
| 01/15/2030 | &nbsp;&nbsp; 3.250% |  | 944000 | &nbsp;&nbsp; 811132 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3253744** |
| **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** |
| Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. |
| 01/15/2029 | &nbsp;&nbsp; 9.750% |  | 1040000 | &nbsp;&nbsp; 1045249 |
| 06/15/2030 | &nbsp;&nbsp; 9.000% |  | 1413000 | &nbsp;&nbsp; 1361704 |
| Vonovia SE<sup>(a)</sup>  | Vonovia SE<sup>(a)</sup>  | Vonovia SE<sup>(a)</sup>  | Vonovia SE<sup>(a)</sup>  | Vonovia SE<sup>(a)</sup>  |
| 09/01/2032 | &nbsp;&nbsp; 0.750% | EUR | 2100000 | &nbsp;&nbsp; 2048768 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4455721** |
| **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** |
| Grand Canyon University | Grand Canyon University | Grand Canyon University | Grand Canyon University | Grand Canyon University |
| 10/01/2028 | &nbsp;&nbsp; 5.125% |  | 455000 | &nbsp;&nbsp; 447417 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** |
| American Assets Trust LP | American Assets Trust LP | American Assets Trust LP | American Assets Trust LP | American Assets Trust LP |
| 02/01/2031 | &nbsp;&nbsp; 3.375% |  | 3650000 | &nbsp;&nbsp; 3314828 |
| Digital Dutch Finco BV<sup>(a)</sup>  | Digital Dutch Finco BV<sup>(a)</sup>  | Digital Dutch Finco BV<sup>(a)</sup>  | Digital Dutch Finco BV<sup>(a)</sup>  | Digital Dutch Finco BV<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 1.000% | EUR | 800000 | &nbsp;&nbsp; 807127 |
| 03/15/2035 | &nbsp;&nbsp; 3.875% | EUR | 300000 | &nbsp;&nbsp; 349581 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| 10/15/2031 | &nbsp;&nbsp; 2.400% |  | 723000 | &nbsp;&nbsp; 637097 |
| Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust |
| 10/01/2031 | &nbsp;&nbsp; 2.375% |  | 1895000 | &nbsp;&nbsp; 1643521 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC |
| 05/23/2033 | &nbsp;&nbsp; 4.625% | EUR | 545000 | &nbsp;&nbsp; 690883 |
| Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP | Rexford Industrial Realty LP |
| 09/01/2031 | &nbsp;&nbsp; 2.150% |  | 415000 | &nbsp;&nbsp; 361110 |
| WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. |
| 07/23/2032 | &nbsp;&nbsp; 4.250% | EUR | 400000 | &nbsp;&nbsp; 486218 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **8290365** |
| **Other Utility 0.2%** | **Other Utility 0.2%** | **Other Utility 0.2%** | **Other Utility 0.2%** | **Other Utility 0.2%** |
| Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  | Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  | Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  | Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  | Holding d'Infrastructures des Metiers de l'Environnement<sup>(a)</sup>  |
| 10/24/2029 | &nbsp;&nbsp; 4.875% | EUR | 805000 | &nbsp;&nbsp; 980584 |
| Suez SACA<sup>(a)</sup>  | Suez SACA<sup>(a)</sup>  | Suez SACA<sup>(a)</sup>  | Suez SACA<sup>(a)</sup>  | Suez SACA<sup>(a)</sup>  |
| 05/24/2034 | &nbsp;&nbsp; 2.875% | EUR | 2100000 | &nbsp;&nbsp; 2306696 |
| United Utilities Water Finance PLC<sup>(a)</sup>  | United Utilities Water Finance PLC<sup>(a)</sup>  | United Utilities Water Finance PLC<sup>(a)</sup>  | United Utilities Water Finance PLC<sup>(a)</sup>  | United Utilities Water Finance PLC<sup>(a)</sup>  |
| 05/23/2034 | &nbsp;&nbsp; 3.750% | EUR | 1325000 | &nbsp;&nbsp; 1559250 |
| Yorkshire Water Finance PLC<sup>(a)</sup>  | Yorkshire Water Finance PLC<sup>(a)</sup>  | Yorkshire Water Finance PLC<sup>(a)</sup>  | Yorkshire Water Finance PLC<sup>(a)</sup>  | Yorkshire Water Finance PLC<sup>(a)</sup>  |
| 11/18/2034 | &nbsp;&nbsp; 6.375% | GBP | 1725000 | &nbsp;&nbsp; 2365801 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7212331** |
| **Packaging 0.4%** | **Packaging 0.4%** | **Packaging 0.4%** | **Packaging 0.4%** | **Packaging 0.4%** |
| Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. |
| 03/17/2030 | &nbsp;&nbsp; 5.100% |  | 4450000 | &nbsp;&nbsp; 4553714 |
| Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  |
| 08/15/2026 | &nbsp;&nbsp; 4.125% |  | 445000 | &nbsp;&nbsp; 428826 |
| 08/15/2027 | &nbsp;&nbsp; 5.250% |  | 3500000 | &nbsp;&nbsp; 1310242 |
| Berry Global Escrow Corp.<sup>(a)</sup>  | Berry Global Escrow Corp.<sup>(a)</sup>  | Berry Global Escrow Corp.<sup>(a)</sup>  | Berry Global Escrow Corp.<sup>(a)</sup>  | Berry Global Escrow Corp.<sup>(a)</sup>  |
| 07/15/2026 | &nbsp;&nbsp; 4.875% |  | 271000 | &nbsp;&nbsp; 270985 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| 01/15/2026 | &nbsp;&nbsp; 1.570% |  | 2981000 | &nbsp;&nbsp; 2955299 |
| 01/15/2027 | &nbsp;&nbsp; 1.650% |  | 2883000 | &nbsp;&nbsp; 2792731 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **12311797** |
| **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** | **Pharmaceuticals 0.7%** |
| 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 10.000% |  | 730000 | &nbsp;&nbsp; 749674 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| 03/01/2053 | &nbsp;&nbsp; 4.875% |  | 2880000 | &nbsp;&nbsp; 2570632 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Bayer US Finance II LLC<sup>(a)</sup>  | Bayer US Finance II LLC<sup>(a)</sup>  | Bayer US Finance II LLC<sup>(a)</sup>  | Bayer US Finance II LLC<sup>(a)</sup>  | Bayer US Finance II LLC<sup>(a)</sup>  |
| 12/15/2028 | &nbsp;&nbsp; 4.375% |  | 2579000 | &nbsp;&nbsp; 2569024 |
| 06/25/2038 | &nbsp;&nbsp; 4.625% |  | 7482000 | &nbsp;&nbsp; 6775718 |
| 06/25/2048 | &nbsp;&nbsp; 4.875% |  | 1062000 | &nbsp;&nbsp; 895669 |
| Grifols SA<sup>(a)</sup>  | Grifols SA<sup>(a)</sup>  | Grifols SA<sup>(a)</sup>  | Grifols SA<sup>(a)</sup>  | Grifols SA<sup>(a)</sup>  |
| 05/01/2030 | &nbsp;&nbsp; 7.500% | EUR | 2409000 | &nbsp;&nbsp; 2980450 |
| Johnson & Johnson | Johnson & Johnson | Johnson & Johnson | Johnson & Johnson | Johnson & Johnson |
| 02/26/2045 | &nbsp;&nbsp; 3.600% | EUR | 510000 | &nbsp;&nbsp; 577297 |
| Teva Pharmaceutical Finance Netherlands II BV | Teva Pharmaceutical Finance Netherlands II BV | Teva Pharmaceutical Finance Netherlands II BV | Teva Pharmaceutical Finance Netherlands II BV | Teva Pharmaceutical Finance Netherlands II BV |
| 06/01/2031 | &nbsp;&nbsp; 4.125% | EUR | 1613000 | &nbsp;&nbsp; 1914781 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **19033245** |
| **Property & Casualty 0.3%** | **Property & Casualty 0.3%** | **Property & Casualty 0.3%** | **Property & Casualty 0.3%** | **Property & Casualty 0.3%** |
| Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. |
| 10/15/2050 | &nbsp;&nbsp; 2.850% |  | 1000000 | &nbsp;&nbsp; 656285 |
| Farmers Exchange Capital<sup>(a)</sup>  | Farmers Exchange Capital<sup>(a)</sup>  | Farmers Exchange Capital<sup>(a)</sup>  | Farmers Exchange Capital<sup>(a)</sup>  | Farmers Exchange Capital<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 07/15/2028 | &nbsp;&nbsp; 7.050% |  | 3225000 | &nbsp;&nbsp; 3399074 |
| Farmers Exchange Capital II<sup>(a),(h)</sup>  | Farmers Exchange Capital II<sup>(a),(h)</sup>  | Farmers Exchange Capital II<sup>(a),(h)</sup>  | Farmers Exchange Capital II<sup>(a),(h)</sup>  | Farmers Exchange Capital II<sup>(a),(h)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 11/01/2053 | &nbsp;&nbsp; 6.151% |  | 3810000 | &nbsp;&nbsp; 3746649 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7802008** |
| **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** |
| Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. |
| 09/24/2029 | &nbsp;&nbsp; 3.700% | AUD | 810000 | &nbsp;&nbsp; 497544 |
| **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** |
| BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.500% |  | 440000 | &nbsp;&nbsp; 460420 |
| McDonald's Corp.<sup>(a)</sup>  | McDonald's Corp.<sup>(a)</sup>  | McDonald's Corp.<sup>(a)</sup>  | McDonald's Corp.<sup>(a)</sup>  | McDonald's Corp.<sup>(a)</sup>  |
| 03/07/2035 | &nbsp;&nbsp; 4.250% | EUR | 520000 | &nbsp;&nbsp; 642066 |
| McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. |
| 12/09/2035 | &nbsp;&nbsp; 4.700% |  | 3900000 | &nbsp;&nbsp; 3874123 |
| Papa John's International, Inc.<sup>(a)</sup>  | Papa John's International, Inc.<sup>(a)</sup>  | Papa John's International, Inc.<sup>(a)</sup>  | Papa John's International, Inc.<sup>(a)</sup>  | Papa John's International, Inc.<sup>(a)</sup>  |
| 09/15/2029 | &nbsp;&nbsp; 3.875% |  | 65000 | &nbsp;&nbsp; 62406 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **5039015** |
| **Retail REIT 0.0%** | **Retail REIT 0.0%** | **Retail REIT 0.0%** | **Retail REIT 0.0%** | **Retail REIT 0.0%** |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| 07/06/2030 | &nbsp;&nbsp; 4.875% | EUR | 900000 | &nbsp;&nbsp; 1133521 |
| **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** |
| Magic MergeCo, Inc.<sup>(a)</sup>  | Magic MergeCo, Inc.<sup>(a)</sup>  | Magic MergeCo, Inc.<sup>(a)</sup>  | Magic MergeCo, Inc.<sup>(a)</sup>  | Magic MergeCo, Inc.<sup>(a)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 5.250% |  | 2670000 | &nbsp;&nbsp; 2458406 |
| 05/01/2029 | &nbsp;&nbsp; 7.875% |  | 710000 | &nbsp;&nbsp; 594774 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3053180** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Technology 0.7%** | **Technology 0.7%** | **Technology 0.7%** | **Technology 0.7%** | **Technology 0.7%** |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| 05/06/2045 | &nbsp;&nbsp; 3.875% | EUR | 270000 | &nbsp;&nbsp; 313034 |
| Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC | Equinix Europe 2 Financing Corp. LLC |
| 11/22/2034 | &nbsp;&nbsp; 3.625% | EUR | 1790000 | &nbsp;&nbsp; 2061324 |
| Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  |
| 01/25/2031 | &nbsp;&nbsp; 5.500% |  | 570000 | &nbsp;&nbsp; 591802 |
| Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 8.750% |  | 464000 | &nbsp;&nbsp; 480770 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| 12/08/2047 | &nbsp;&nbsp; 3.734% |  | 1967000 | &nbsp;&nbsp; 1446200 |
| 11/15/2049 | &nbsp;&nbsp; 3.250% |  | 2165000 | &nbsp;&nbsp; 1439831 |
| 08/12/2051 | &nbsp;&nbsp; 3.050% |  | 1558000 | &nbsp;&nbsp; 987611 |
| 02/10/2053 | &nbsp;&nbsp; 5.700% |  | 600000 | &nbsp;&nbsp; 580209 |
| Open Text Corp.<sup>(a)</sup>  | Open Text Corp.<sup>(a)</sup>  | Open Text Corp.<sup>(a)</sup>  | Open Text Corp.<sup>(a)</sup>  | Open Text Corp.<sup>(a)</sup>  |
| 12/01/2027 | &nbsp;&nbsp; 6.900% |  | 650000 | &nbsp;&nbsp; 676459 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| 08/03/2028 | &nbsp;&nbsp; 4.800% |  | 2240000 | &nbsp;&nbsp; 2277887 |
| 09/26/2032 | &nbsp;&nbsp; 4.800% |  | 7000000 | &nbsp;&nbsp; 7010342 |
| 02/06/2053 | &nbsp;&nbsp; 5.550% |  | 745000 | &nbsp;&nbsp; 703137 |
| Xerox Corp.<sup>(a)</sup>  | Xerox Corp.<sup>(a)</sup>  | Xerox Corp.<sup>(a)</sup>  | Xerox Corp.<sup>(a)</sup>  | Xerox Corp.<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 10.250% |  | 735000 | &nbsp;&nbsp; 746917 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **19315523** |
| **Tobacco 0.1%** | **Tobacco 0.1%** | **Tobacco 0.1%** | **Tobacco 0.1%** | **Tobacco 0.1%** |
| Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  |
| 07/26/2026 | &nbsp;&nbsp; 3.500% |  | 238000 | &nbsp;&nbsp; 236241 |
| Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 5.250% |  | 660000 | &nbsp;&nbsp; 683980 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |
| 06/06/2029 | &nbsp;&nbsp; 2.750% | EUR | 570000 | &nbsp;&nbsp; 666034 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1586255** |
| **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** |
| Gatwick Funding Ltd.<sup>(a)</sup>  | Gatwick Funding Ltd.<sup>(a)</sup>  | Gatwick Funding Ltd.<sup>(a)</sup>  | Gatwick Funding Ltd.<sup>(a)</sup>  | Gatwick Funding Ltd.<sup>(a)</sup>  |
| 10/16/2033 | &nbsp;&nbsp; 3.625% | EUR | 270000 | &nbsp;&nbsp; 316629 |
| Heathrow Funding Ltd.<sup>(a)</sup>  | Heathrow Funding Ltd.<sup>(a)</sup>  | Heathrow Funding Ltd.<sup>(a)</sup>  | Heathrow Funding Ltd.<sup>(a)</sup>  | Heathrow Funding Ltd.<sup>(a)</sup>  |
| 10/08/2030 | &nbsp;&nbsp; 1.125% | EUR | 2015000 | &nbsp;&nbsp; 2142604 |
| 01/16/2036 | &nbsp;&nbsp; 3.875% | EUR | 690000 | &nbsp;&nbsp; 803462 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3262695** |
| **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** | **Wireless 0.6%** |
| American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. |
| 04/15/2031 | &nbsp;&nbsp; 2.700% |  | 8468000 | &nbsp;&nbsp; 7728276 |
| Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. |
| 07/15/2031 | &nbsp;&nbsp; 2.500% |  | 1194000 | &nbsp;&nbsp; 1063325 |
| Global Switch Finance BV<sup>(a)</sup>  | Global Switch Finance BV<sup>(a)</sup>  | Global Switch Finance BV<sup>(a)</sup>  | Global Switch Finance BV<sup>(a)</sup>  | Global Switch Finance BV<sup>(a)</sup>  |
| 10/07/2030 | &nbsp;&nbsp; 1.375% | EUR | 1210000 | &nbsp;&nbsp; 1342402 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(e)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  | Sprint Spectrum Co. I/II/III LLC<sup>(a)</sup>  |
| 03/20/2028 | &nbsp;&nbsp; 5.152% |  | 2440000 | &nbsp;&nbsp; 2456496 |
| T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. |
| 02/15/2026 | &nbsp;&nbsp; 2.250% |  | 1970000 | &nbsp;&nbsp; 1954503 |
| 04/15/2027 | &nbsp;&nbsp; 3.750% |  | 2625000 | &nbsp;&nbsp; 2609553 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **17154555** |
| **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** |
| Altice Financing SA<sup>(a)</sup>  | Altice Financing SA<sup>(a)</sup>  | Altice Financing SA<sup>(a)</sup>  | Altice Financing SA<sup>(a)</sup>  | Altice Financing SA<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 9.625% |  | 205000 | &nbsp;&nbsp; 184813 |
| 01/15/2028 | &nbsp;&nbsp; 5.000% |  | 225000 | &nbsp;&nbsp; 175828 |
| 08/15/2029 | &nbsp;&nbsp; 5.750% |  | 640000 | &nbsp;&nbsp; 480824 |
| Cogent Communications Group, Inc.<sup>(a)</sup>  | Cogent Communications Group, Inc.<sup>(a)</sup>  | Cogent Communications Group, Inc.<sup>(a)</sup>  | Cogent Communications Group, Inc.<sup>(a)</sup>  | Cogent Communications Group, Inc.<sup>(a)</sup>  |
| 06/15/2027 | &nbsp;&nbsp; 7.000% |  | 290000 | &nbsp;&nbsp; 289822 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1131287** |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $460,230,909) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $460,230,909) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $460,230,909) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $460,230,909) | &nbsp;&nbsp; **460356149** |
| **Foreign Government Obligations**<sup>(e),(l)</sup> **1.3%** | **Foreign Government Obligations**<sup>(e),(l)</sup> **1.3%** | **Foreign Government Obligations**<sup>(e),(l)</sup> **1.3%** | **Foreign Government Obligations**<sup>(e),(l)</sup> **1.3%** | **Foreign Government Obligations**<sup>(e),(l)</sup> **1.3%** |
| **Australia 0.6%** | **Australia 0.6%** | **Australia 0.6%** | **Australia 0.6%** | **Australia 0.6%** |
| New South Wales Treasury Corp.<sup>(a)</sup>  | New South Wales Treasury Corp.<sup>(a)</sup>  | New South Wales Treasury Corp.<sup>(a)</sup>  | New South Wales Treasury Corp.<sup>(a)</sup>  | New South Wales Treasury Corp.<sup>(a)</sup>  |
| 02/20/2037 | &nbsp;&nbsp; 4.750% | AUD | 7490000 | &nbsp;&nbsp; 4806312 |
| 02/24/2038 | &nbsp;&nbsp; 5.250% | AUD | 4025000 | &nbsp;&nbsp; 2671990 |
| Queensland Treasury Corp.<sup>(a)</sup>  | Queensland Treasury Corp.<sup>(a)</sup>  | Queensland Treasury Corp.<sup>(a)</sup>  | Queensland Treasury Corp.<sup>(a)</sup>  | Queensland Treasury Corp.<sup>(a)</sup>  |
| 07/21/2037 | &nbsp;&nbsp; 5.000% | AUD | 7490000 | &nbsp;&nbsp; 4861929 |
| 08/13/2038 | &nbsp;&nbsp; 5.250% | AUD | 3180000 | &nbsp;&nbsp; 2087322 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |
| 11/20/2037 | &nbsp;&nbsp; 2.000% | AUD | 3750000 | &nbsp;&nbsp; 1753179 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **16180732** |
| **Brazil 0.0%** | **Brazil 0.0%** | **Brazil 0.0%** | **Brazil 0.0%** | **Brazil 0.0%** |
| Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond |
| 03/15/2034 | &nbsp;&nbsp; 6.125% |  | 925000 | &nbsp;&nbsp; 945051 |
| **Chile 0.0%** | **Chile 0.0%** | **Chile 0.0%** | **Chile 0.0%** | **Chile 0.0%** |
| Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  |
| 02/02/2033 | &nbsp;&nbsp; 5.125% |  | 720000 | &nbsp;&nbsp; 719985 |
| **Colombia 0.0%** | **Colombia 0.0%** | **Colombia 0.0%** | **Colombia 0.0%** | **Colombia 0.0%** |
| Ecopetrol SA | Ecopetrol SA | Ecopetrol SA | Ecopetrol SA | Ecopetrol SA |
| 01/13/2033 | &nbsp;&nbsp; 8.875% |  | 280000 | &nbsp;&nbsp; 303443 |
| **France 0.1%** | **France 0.1%** | **France 0.1%** | **France 0.1%** | **France 0.1%** |
| Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  |
| 06/17/2044 | &nbsp;&nbsp; 4.750% | EUR | 1200000 | &nbsp;&nbsp; 1413925 |
| RTE Reseau de Transport d'Electricite SADIR<sup>(a)</sup>  | RTE Reseau de Transport d'Electricite SADIR<sup>(a)</sup>  | RTE Reseau de Transport d'Electricite SADIR<sup>(a)</sup>  | RTE Reseau de Transport d'Electricite SADIR<sup>(a)</sup>  | RTE Reseau de Transport d'Electricite SADIR<sup>(a)</sup>  |
| 04/30/2044 | &nbsp;&nbsp; 3.750% | EUR | 500000 | &nbsp;&nbsp; 552275 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1966200** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(e),(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(e),(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(e),(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(e),(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(e),(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** |
| Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  |
| 10/07/2033 | &nbsp;&nbsp; 3.700% |  | 315000 | &nbsp;&nbsp; 280556 |
| 08/15/2036 | &nbsp;&nbsp; 6.250% |  | 480000 | &nbsp;&nbsp; 495950 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **776506** |
| **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** | **Hungary 0.1%** |
| Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  | Hungary Government International Bond<sup>(a)</sup>  |
| 09/22/2031 | &nbsp;&nbsp; 2.125% |  | 881000 | &nbsp;&nbsp; 756205 |
| MVM Energetika Zrt<sup>(a)</sup>  | MVM Energetika Zrt<sup>(a)</sup>  | MVM Energetika Zrt<sup>(a)</sup>  | MVM Energetika Zrt<sup>(a)</sup>  | MVM Energetika Zrt<sup>(a)</sup>  |
| 03/13/2031 | &nbsp;&nbsp; 6.500% |  | 469000 | &nbsp;&nbsp; 496683 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1252888** |
| **Indonesia 0.1%** | **Indonesia 0.1%** | **Indonesia 0.1%** | **Indonesia 0.1%** | **Indonesia 0.1%** |
| Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond |
| 01/11/2033 | &nbsp;&nbsp; 4.850% |  | 500000 | &nbsp;&nbsp; 504363 |
| 09/10/2034 | &nbsp;&nbsp; 4.750% |  | 701000 | &nbsp;&nbsp; 699314 |
| PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  |
| 08/25/2030 | &nbsp;&nbsp; 3.100% |  | 1443000 | &nbsp;&nbsp; 1348766 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2552443** |
| **Israel 0.1%** | **Israel 0.1%** | **Israel 0.1%** | **Israel 0.1%** | **Israel 0.1%** |
| Israel Government International Bond | Israel Government International Bond | Israel Government International Bond | Israel Government International Bond | Israel Government International Bond |
| 02/19/2030 | &nbsp;&nbsp; 5.375% |  | 2000000 | &nbsp;&nbsp; 2060677 |
| **Kazakhstan 0.0%** | **Kazakhstan 0.0%** | **Kazakhstan 0.0%** | **Kazakhstan 0.0%** | **Kazakhstan 0.0%** |
| KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  |
| 04/24/2030 | &nbsp;&nbsp; 5.375% |  | 534000 | &nbsp;&nbsp; 548636 |
| KazTransGas JSC<sup>(a)</sup>  | KazTransGas JSC<sup>(a)</sup>  | KazTransGas JSC<sup>(a)</sup>  | KazTransGas JSC<sup>(a)</sup>  | KazTransGas JSC<sup>(a)</sup>  |
| 09/26/2027 | &nbsp;&nbsp; 4.375% |  | 400000 | &nbsp;&nbsp; 396894 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **945530** |
| **Mexico 0.1%** | **Mexico 0.1%** | **Mexico 0.1%** | **Mexico 0.1%** | **Mexico 0.1%** |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 05/24/2031 | &nbsp;&nbsp; 2.659% |  | 990000 | &nbsp;&nbsp; 882889 |
| 05/19/2033 | &nbsp;&nbsp; 4.875% |  | 906000 | &nbsp;&nbsp; 877736 |
| 02/12/2034 | &nbsp;&nbsp; 3.500% |  | 200000 | &nbsp;&nbsp; 173800 |
| 02/09/2035 | &nbsp;&nbsp; 6.350% |  | 720000 | &nbsp;&nbsp; 760776 |
| 09/22/2035 | &nbsp;&nbsp; 5.625% |  | 822000 | &nbsp;&nbsp; 818613 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| 09/21/2047 | &nbsp;&nbsp; 6.750% |  | 296000 | &nbsp;&nbsp; 245954 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3759768** |
| **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** | **Netherlands 0.0%** |
| TenneT Holding BV<sup>(a)</sup>  | TenneT Holding BV<sup>(a)</sup>  | TenneT Holding BV<sup>(a)</sup>  | TenneT Holding BV<sup>(a)</sup>  | TenneT Holding BV<sup>(a)</sup>  |
| 10/28/2042 | &nbsp;&nbsp; 4.750% | EUR | 865000 | &nbsp;&nbsp; 1121434 |
| **Oman 0.0%** | **Oman 0.0%** | **Oman 0.0%** | **Oman 0.0%** | **Oman 0.0%** |
| Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  |
| 01/17/2028 | &nbsp;&nbsp; 5.625% |  | 700000 | &nbsp;&nbsp; 716755 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(e),(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(e),(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(e),(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(e),(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Panama 0.0%** | **Panama 0.0%** | **Panama 0.0%** | **Panama 0.0%** |
| Panama Government International Bond | Panama Government International Bond | Panama Government International Bond | Panama Government International Bond |
| 09/29/2032 | &nbsp;&nbsp; 2.252% | 895000 | &nbsp;&nbsp; 726773 |
| 02/14/2035 | &nbsp;&nbsp; 6.400% | 200000 | &nbsp;&nbsp; 207301 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **934074** |
| **Philippines 0.0%** | **Philippines 0.0%** | **Philippines 0.0%** | **Philippines 0.0%** |
| Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond |
| 05/05/2030 | &nbsp;&nbsp; 2.457% | 770000 | &nbsp;&nbsp; 715755 |
| **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** |
| Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  |
| 03/27/2032 | &nbsp;&nbsp; 3.625% | 1140000 | &nbsp;&nbsp; 1013449 |
| 03/24/2035 | &nbsp;&nbsp; 5.750% | 200000 | &nbsp;&nbsp; 192574 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1206023** |
| **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** |
| Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond | Republic of South Africa Government International Bond |
| 09/30/2029 | &nbsp;&nbsp; 4.850% | 865000 | &nbsp;&nbsp; 854828 |
| 06/22/2030 | &nbsp;&nbsp; 5.875% | 570000 | &nbsp;&nbsp; 582716 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1437544** |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $37,436,199) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $37,436,199) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $37,436,199) | &nbsp;&nbsp; **37594808** |
| **Municipal Bonds 0.6%** | **Municipal Bonds 0.6%** | **Municipal Bonds 0.6%** | **Municipal Bonds 0.6%** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Airport 0.0%** | **Airport 0.0%** | **Airport 0.0%** | **Airport 0.0%** |
| County of Miami-Dade Aviation | County of Miami-Dade Aviation | County of Miami-Dade Aviation | County of Miami-Dade Aviation |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2019B | Series 2019B | Series 2019B | Series 2019B |
| 10/01/2034 | &nbsp;&nbsp; 3.555% | 930000 | &nbsp;&nbsp; 861827 |
| **Hospital 0.1%** | **Hospital 0.1%** | **Hospital 0.1%** | **Hospital 0.1%** |
| Regents of the University of California Medical Center | Regents of the University of California Medical Center | Regents of the University of California Medical Center | Regents of the University of California Medical Center |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2020N | Series 2020N | Series 2020N | Series 2020N |
| 05/15/2060 | &nbsp;&nbsp; 3.256% | 4385000 | &nbsp;&nbsp; 2814370 |
| **Local General Obligation 0.1%** | **Local General Obligation 0.1%** | **Local General Obligation 0.1%** | **Local General Obligation 0.1%** |
| Lamar Consolidated Independent School District | Lamar Consolidated Independent School District | Lamar Consolidated Independent School District | Lamar Consolidated Independent School District |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Series 2023A | Series 2023A | Series 2023A | Series 2023A |
| 02/15/2058 | &nbsp;&nbsp; 5.000% | 480000 | &nbsp;&nbsp; 492730 |
| Medina Valley Independent School District | Medina Valley Independent School District | Medina Valley Independent School District | Medina Valley Independent School District |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Series 2025 | Series 2025 | Series 2025 | Series 2025 |
| 02/15/2050 | &nbsp;&nbsp; 4.750% | 550000 | &nbsp;&nbsp; 557101 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** | **Municipal Bonds (continued)** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Northwest Independent School District | Northwest Independent School District | Northwest Independent School District | Northwest Independent School District |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Series 2025 | Series 2025 | Series 2025 | Series 2025 |
| 02/15/2055 | &nbsp;&nbsp; 5.000% | 1520000 | &nbsp;&nbsp; 1579718 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2629549** |
| **Special Non Property Tax 0.4%** | **Special Non Property Tax 0.4%** | **Special Non Property Tax 0.4%** | **Special Non Property Tax 0.4%** |
| New York City Transitional Finance Authority | New York City Transitional Finance Authority | New York City Transitional Finance Authority | New York City Transitional Finance Authority |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Future Tax Secured | Future Tax Secured | Future Tax Secured | Future Tax Secured |
| Subordinated Series 2020B-3 | Subordinated Series 2020B-3 | Subordinated Series 2020B-3 | Subordinated Series 2020B-3 |
| 08/01/2035 | &nbsp;&nbsp; 2.000% | 2000000 | &nbsp;&nbsp; 1578997 |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Subordinated Series 2022F-1 | Subordinated Series 2022F-1 | Subordinated Series 2022F-1 | Subordinated Series 2022F-1 |
| 02/01/2051 | &nbsp;&nbsp; 5.000% | 1285000 | &nbsp;&nbsp; 1318102 |
| Subordinated Series 2025 | Subordinated Series 2025 | Subordinated Series 2025 | Subordinated Series 2025 |
| 05/01/2050 | &nbsp;&nbsp; 5.000% | 1655000 | &nbsp;&nbsp; 1721479 |
| Subordinated Series 2025E | Subordinated Series 2025E | Subordinated Series 2025E | Subordinated Series 2025E |
| 11/01/2053 | &nbsp;&nbsp; 5.000% | 1260000 | &nbsp;&nbsp; 1305274 |
| New York State Dormitory Authority | New York State Dormitory Authority | New York State Dormitory Authority | New York State Dormitory Authority |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Bid Group 4 | Bid Group 4 | Bid Group 4 | Bid Group 4 |
| Series 2025A | Series 2025A | Series 2025A | Series 2025A |
| 03/15/2053 | &nbsp;&nbsp; 5.000% | 2000000 | &nbsp;&nbsp; 2069595 |
| New York State Thruway Authority | New York State Thruway Authority | New York State Thruway Authority | New York State Thruway Authority |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Climate Bond Certified | Climate Bond Certified | Climate Bond Certified | Climate Bond Certified |
| Series 2022 | Series 2022 | Series 2022 | Series 2022 |
| 03/15/2053 | &nbsp;&nbsp; 5.000% | 2715000 | &nbsp;&nbsp; 2782684 |
| Series 2025 | Series 2025 | Series 2025 | Series 2025 |
| 03/15/2056 | &nbsp;&nbsp; 5.000% | 665000 | &nbsp;&nbsp; 688553 |
| Series 2025 | Series 2025 | Series 2025 | Series 2025 |
| 03/15/2059 | &nbsp;&nbsp; 5.000% | 715000 | &nbsp;&nbsp; 738589 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **12203273** |
| &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $20,038,227) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $20,038,227) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $20,038,227) | &nbsp;&nbsp; **18509019** |
| **Residential Mortgage-Backed Securities - Agency 35.0%** | **Residential Mortgage-Backed Securities - Agency 35.0%** | **Residential Mortgage-Backed Securities - Agency 35.0%** | **Residential Mortgage-Backed Securities - Agency 35.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 09/01/2032- <br>09/01/2052<br>| &nbsp;&nbsp; 3.500% | 40487711 | &nbsp;&nbsp; 37727351 |
| &nbsp;&nbsp; 07/01/2035- <br>06/01/2053<br>| &nbsp;&nbsp; 5.000% | 13252262 | &nbsp;&nbsp; 13229428 |
| &nbsp;&nbsp; 04/01/2036- <br>05/01/2039<br>| &nbsp;&nbsp; 6.000% | 65445 | &nbsp;&nbsp; 68475 |
| &nbsp;&nbsp; 06/01/2038- <br>11/01/2053<br>| &nbsp;&nbsp; 5.500% | 9424225 | &nbsp;&nbsp; 9526321 |
| &nbsp;&nbsp; 03/01/2039- <br>12/01/2052<br>| &nbsp;&nbsp; 4.500% | 29462097 | &nbsp;&nbsp; 28800543 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| &nbsp;&nbsp; 07/01/2043- <br>06/01/2052<br>| &nbsp;&nbsp; 3.000% | 64877134 | &nbsp;&nbsp; 57754908 |
| &nbsp;&nbsp; 08/01/2044- <br>10/01/2052<br>| &nbsp;&nbsp; 4.000% | 44525689 | &nbsp;&nbsp; 42171520 |
| &nbsp;&nbsp; 03/01/2052- <br>05/01/2052<br>| &nbsp;&nbsp; 2.000% | 46473094 | &nbsp;&nbsp; 37582548 |
| 04/01/2052 | &nbsp;&nbsp; 2.500% | 9989800 | &nbsp;&nbsp; 8457656 |
| CMO Series 360 Class 250 | CMO Series 360 Class 250 | CMO Series 360 Class 250 | CMO Series 360 Class 250 |
| 11/15/2047 | &nbsp;&nbsp; 2.500% | 1110957 | &nbsp;&nbsp; 988944 |
| Federal Home Loan Mortgage Corp.<sup>(m)</sup>  | Federal Home Loan Mortgage Corp.<sup>(m)</sup>  | Federal Home Loan Mortgage Corp.<sup>(m)</sup>  | Federal Home Loan Mortgage Corp.<sup>(m)</sup>  |
| &nbsp;&nbsp; 10/01/2052- <br>10/01/2053<br>| &nbsp;&nbsp; 4.500% | 27770716 | &nbsp;&nbsp; 27061649 |
| Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  |
| CMO Series 2980 Class SL | CMO Series 2980 Class SL | CMO Series 2980 Class SL | CMO Series 2980 Class SL |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>11/15/2034<br>| &nbsp;&nbsp; 2.213% | 141188 | &nbsp;&nbsp; 13770 |
| Federal Home Loan Mortgage Corp.<sup>(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d)</sup>  |
| CMO Series 4093 Class IA | CMO Series 4093 Class IA | CMO Series 4093 Class IA | CMO Series 4093 Class IA |
| 03/15/2042 | &nbsp;&nbsp; 4.000% | 2157500 | &nbsp;&nbsp; 361207 |
| Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS |
| CMO Series 4765 Class PZ | CMO Series 4765 Class PZ | CMO Series 4765 Class PZ | CMO Series 4765 Class PZ |
| 01/15/2048 | &nbsp;&nbsp; 3.000% | 3388773 | &nbsp;&nbsp; 2688868 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 05/01/2033- <br>11/01/2053<br>| &nbsp;&nbsp; 5.000% | 29337710 | &nbsp;&nbsp; 29214809 |
| &nbsp;&nbsp; 08/01/2033- <br>12/01/2052<br>| &nbsp;&nbsp; 3.500% | 15547027 | &nbsp;&nbsp; 14479068 |
| &nbsp;&nbsp; 10/01/2033- <br>08/01/2052<br>| &nbsp;&nbsp; 3.000% | 32406736 | &nbsp;&nbsp; 28751588 |
| &nbsp;&nbsp; 11/01/2038- <br>11/01/2040<br>| &nbsp;&nbsp; 6.000% | 1064335 | &nbsp;&nbsp; 1121085 |
| &nbsp;&nbsp; 10/01/2040- <br>10/01/2052<br>| &nbsp;&nbsp; 2.000% | 138630562 | &nbsp;&nbsp; 113116684 |
| &nbsp;&nbsp; 08/01/2043- <br>02/01/2053<br>| &nbsp;&nbsp; 4.000% | 26763187 | &nbsp;&nbsp; 25541635 |
| &nbsp;&nbsp; 02/01/2046- <br>10/01/2054<br>| &nbsp;&nbsp; 4.500% | 50624060 | &nbsp;&nbsp; 49352146 |
| &nbsp;&nbsp; 12/01/2051- <br>04/01/2052<br>| &nbsp;&nbsp; 2.500% | 118784159 | &nbsp;&nbsp; 100751944 |
| &nbsp;&nbsp; 08/01/2053- <br>09/01/2053<br>| &nbsp;&nbsp; 5.500% | 27054826 | &nbsp;&nbsp; 27352971 |
| CMO Series 2013-13 Class PH | CMO Series 2013-13 Class PH | CMO Series 2013-13 Class PH | CMO Series 2013-13 Class PH |
| 04/25/2042 | &nbsp;&nbsp; 2.500% | 1318138 | &nbsp;&nbsp; 1273432 |
| CMO Series 2018-54 Class KA | CMO Series 2018-54 Class KA | CMO Series 2018-54 Class KA | CMO Series 2018-54 Class KA |
| 01/25/2047 | &nbsp;&nbsp; 3.500% | 375077 | &nbsp;&nbsp; 372176 |
| CMO Series 2018-86 Class JA | CMO Series 2018-86 Class JA | CMO Series 2018-86 Class JA | CMO Series 2018-86 Class JA |
| 05/25/2047 | &nbsp;&nbsp; 4.000% | 263411 | &nbsp;&nbsp; 261573 |
| CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD | CMO Series 2018-94D Class KD |
| 12/25/2048 | &nbsp;&nbsp; 3.500% | 484226 | &nbsp;&nbsp; 440098 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2019-1 Class KP | CMO Series 2019-1 Class KP | CMO Series 2019-1 Class KP | CMO Series 2019-1 Class KP |
| 02/25/2049 | &nbsp;&nbsp; 3.250% | 1039761 | &nbsp;&nbsp; 950032 |
| Federal National Mortgage Association<sup>(b),(d)</sup>  | Federal National Mortgage Association<sup>(b),(d)</sup>  | Federal National Mortgage Association<sup>(b),(d)</sup>  | Federal National Mortgage Association<sup>(b),(d)</sup>  |
| CMO Series 2006-8 Class HL | CMO Series 2006-8 Class HL | CMO Series 2006-8 Class HL | CMO Series 2006-8 Class HL |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>03/25/2036<br>| &nbsp;&nbsp; 2.230% | 344587 | &nbsp;&nbsp; 38310 |
| CMO Series 2013-81 Class NS | CMO Series 2013-81 Class NS | CMO Series 2013-81 Class NS | CMO Series 2013-81 Class NS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>10/25/2042<br>| &nbsp;&nbsp; 1.730% | 40979 | &nbsp;&nbsp; 672 |
| Federal National Mortgage Association<sup>(d)</sup>  | Federal National Mortgage Association<sup>(d)</sup>  | Federal National Mortgage Association<sup>(d)</sup>  | Federal National Mortgage Association<sup>(d)</sup>  |
| CMO Series 2013-45 Class IK | CMO Series 2013-45 Class IK | CMO Series 2013-45 Class IK | CMO Series 2013-45 Class IK |
| 02/25/2043 | &nbsp;&nbsp; 3.000% | 96590 | &nbsp;&nbsp; 8706 |
| Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  |
| CMO Series 5473K Class BF | CMO Series 5473K Class BF | CMO Series 5473K Class BF | CMO Series 5473K Class BF |
| &nbsp;&nbsp; 30-day Average SOFR + 1.300% <br>Floor 1.300%, Cap 6.500% <br>11/25/2054<br>| &nbsp;&nbsp; 5.656% | 1394870 | &nbsp;&nbsp; 1401582 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 04/15/2035- <br>10/20/2047<br>| &nbsp;&nbsp; 5.000% | 2047026 | &nbsp;&nbsp; 2084158 |
| &nbsp;&nbsp; 10/15/2039- <br>11/20/2054<br>| &nbsp;&nbsp; 4.500% | 32287864 | &nbsp;&nbsp; 31417800 |
| &nbsp;&nbsp; 07/15/2040- <br>10/20/2048<br>| &nbsp;&nbsp; 4.000% | 4766282 | &nbsp;&nbsp; 4562387 |
| &nbsp;&nbsp; 04/20/2046- <br>07/20/2049<br>| &nbsp;&nbsp; 3.500% | 13128694 | &nbsp;&nbsp; 12169291 |
| &nbsp;&nbsp; 11/20/2046- <br>10/20/2049<br>| &nbsp;&nbsp; 3.000% | 8315943 | &nbsp;&nbsp; 7502902 |
| Government National Mortgage Association<sup>(n)</sup>  | Government National Mortgage Association<sup>(n)</sup>  | Government National Mortgage Association<sup>(n)</sup>  | Government National Mortgage Association<sup>(n)</sup>  |
| CMO Series 2006-26 Class | CMO Series 2006-26 Class | CMO Series 2006-26 Class | CMO Series 2006-26 Class |
| 06/20/2036 | &nbsp;&nbsp; 0.000% | 12290 | &nbsp;&nbsp; 10198 |
| Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  |
| CMO Series 2022-201 Class FB | CMO Series 2022-201 Class FB | CMO Series 2022-201 Class FB | CMO Series 2022-201 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 1.250% <br>Floor 1.250%, Cap 6.500% <br>11/20/2052<br>| &nbsp;&nbsp; 5.639% | 2571171 | &nbsp;&nbsp; 2579384 |
| CMO Series 2024-30 Class AF | CMO Series 2024-30 Class AF | CMO Series 2024-30 Class AF | CMO Series 2024-30 Class AF |
| &nbsp;&nbsp; 30-day Average SOFR + 1.250% <br>Floor 1.250%, Cap 6.500% <br>02/20/2054<br>| &nbsp;&nbsp; 5.639% | 1238383 | &nbsp;&nbsp; 1241533 |
| CMO Series 2024-97 Class FW | CMO Series 2024-97 Class FW | CMO Series 2024-97 Class FW | CMO Series 2024-97 Class FW |
| &nbsp;&nbsp; 30-day Average SOFR + 1.150% <br>Floor 1.150%, Cap 6.500% <br>06/20/2054<br>| &nbsp;&nbsp; 5.539% | 2062568 | &nbsp;&nbsp; 2066090 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Government National Mortgage Association TBA<sup>(i)</sup>  | Government National Mortgage Association TBA<sup>(i)</sup>  | Government National Mortgage Association TBA<sup>(i)</sup>  | Government National Mortgage Association TBA<sup>(i)</sup>  |
| 10/20/2055 | &nbsp;&nbsp; 2.500% | 42125000 | &nbsp;&nbsp; 36260235 |
| 10/20/2055 | &nbsp;&nbsp; 3.500% | 32350000 | &nbsp;&nbsp; 29490779 |
| 10/20/2055 | &nbsp;&nbsp; 4.000% | 30950000 | &nbsp;&nbsp; 29096062 |
| 10/20/2055 | &nbsp;&nbsp; 4.500% | 14975000 | &nbsp;&nbsp; 14519785 |
| 10/20/2055 | &nbsp;&nbsp; 5.000% | 38575000 | &nbsp;&nbsp; 38367435 |
| 10/20/2055 | &nbsp;&nbsp; 5.500% | 22450000 | &nbsp;&nbsp; 22617079 |
| Uniform Mortgage-Backed Security TBA<sup>(i)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(i)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(i)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(i)</sup>  |
| 10/14/2055 | &nbsp;&nbsp; 2.000% | 12725000 | &nbsp;&nbsp; 10253351 |
| 10/14/2055 | &nbsp;&nbsp; 2.500% | 12175000 | &nbsp;&nbsp; 10255485 |
| 10/14/2055 | &nbsp;&nbsp; 3.000% | 16625000 | &nbsp;&nbsp; 14600094 |
| 10/14/2055 | &nbsp;&nbsp; 3.500% | 34350000 | &nbsp;&nbsp; 31379453 |
| 10/14/2055 | &nbsp;&nbsp; 4.000% | 37775000 | &nbsp;&nbsp; 35597742 |
| 10/14/2055 | &nbsp;&nbsp; 4.500% | 15950000 | &nbsp;&nbsp; 15469233 |
| 10/14/2055 | &nbsp;&nbsp; 5.000% | 10675000 | &nbsp;&nbsp; 10585940 |
| 10/14/2055 | &nbsp;&nbsp; 5.500% | 25000 | &nbsp;&nbsp; 25206 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,041,017,521) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,041,017,521) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,041,017,521) | &nbsp;&nbsp; **1023013321** |
| **Residential Mortgage-Backed Securities - Non-Agency 8.9%** | **Residential Mortgage-Backed Securities - Non-Agency 8.9%** | **Residential Mortgage-Backed Securities - Non-Agency 8.9%** | **Residential Mortgage-Backed Securities - Non-Agency 8.9%** |
| Angel Oak Mortgage Trust<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 |
| 09/25/2066 | &nbsp;&nbsp; 1.458% | 3735785 | &nbsp;&nbsp; 3196400 |
| Angel Oak Mortgage Trust<sup>(a),(h)</sup>  | Angel Oak Mortgage Trust<sup>(a),(h)</sup>  | Angel Oak Mortgage Trust<sup>(a),(h)</sup>  | Angel Oak Mortgage Trust<sup>(a),(h)</sup>  |
| CMO Series 2022-1 Class A1 | CMO Series 2022-1 Class A1 | CMO Series 2022-1 Class A1 | CMO Series 2022-1 Class A1 |
| 12/25/2066 | &nbsp;&nbsp; 2.881% | 6410474 | &nbsp;&nbsp; 6049702 |
| BCAP LLC Trust<sup>(b)</sup>  | BCAP LLC Trust<sup>(b)</sup>  | BCAP LLC Trust<sup>(b)</sup>  | BCAP LLC Trust<sup>(b)</sup>  |
| CMO Series 2007-AA1 Class 2A1 | CMO Series 2007-AA1 Class 2A1 | CMO Series 2007-AA1 Class 2A1 | CMO Series 2007-AA1 Class 2A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.474% <br>Floor 0.360% <br>03/25/2037<br>| &nbsp;&nbsp; 4.632% | 3848206 | &nbsp;&nbsp; 3497387 |
| Chase Home Lending Mortgage Trust<sup>(a),(c)</sup>  | Chase Home Lending Mortgage Trust<sup>(a),(c)</sup>  | Chase Home Lending Mortgage Trust<sup>(a),(c)</sup>  | Chase Home Lending Mortgage Trust<sup>(a),(c)</sup>  |
| CMO Series 2025-2 Class A4A | CMO Series 2025-2 Class A4A | CMO Series 2025-2 Class A4A | CMO Series 2025-2 Class A4A |
| 12/25/2055 | &nbsp;&nbsp; 5.500% | 10370364 | &nbsp;&nbsp; 10432334 |
| CIM Group<sup>(a),(c)</sup>  | CIM Group<sup>(a),(c)</sup>  | CIM Group<sup>(a),(c)</sup>  | CIM Group<sup>(a),(c)</sup>  |
| CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A | CMO Series 2020-R7 Class A1A |
| 12/27/2061 | &nbsp;&nbsp; 2.250% | 5278963 | &nbsp;&nbsp; 4802739 |
| CIM Trust<sup>(a),(c)</sup>  | CIM Trust<sup>(a),(c)</sup>  | CIM Trust<sup>(a),(c)</sup>  | CIM Trust<sup>(a),(c)</sup>  |
| CMO Series 2019-R4 Class A1 | CMO Series 2019-R4 Class A1 | CMO Series 2019-R4 Class A1 | CMO Series 2019-R4 Class A1 |
| 10/25/2059 | &nbsp;&nbsp; 3.000% | 4599133 | &nbsp;&nbsp; 4332905 |
| CMO Series 2020-R3 Class A1A | CMO Series 2020-R3 Class A1A | CMO Series 2020-R3 Class A1A | CMO Series 2020-R3 Class A1A |
| 01/26/2060 | &nbsp;&nbsp; 4.000% | 4557172 | &nbsp;&nbsp; 4479399 |
| CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A | CMO Series 2020-R6 Class A1A |
| 12/25/2060 | &nbsp;&nbsp; 2.250% | 3542907 | &nbsp;&nbsp; 3253665 |
| CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A | CMO Series 2021-R3 Class A1A |
| 06/25/2057 | &nbsp;&nbsp; 1.951% | 6447210 | &nbsp;&nbsp; 5976202 |
| CMO Series 2021-R5 Class A1A | CMO Series 2021-R5 Class A1A | CMO Series 2021-R5 Class A1A | CMO Series 2021-R5 Class A1A |
| 08/25/2061 | &nbsp;&nbsp; 2.000% | 6524110 | &nbsp;&nbsp; 5796288 |
| CMO Series 2022-I1 Class A1 | CMO Series 2022-I1 Class A1 | CMO Series 2022-I1 Class A1 | CMO Series 2022-I1 Class A1 |
| 02/25/2067 | &nbsp;&nbsp; 4.350% | 4732008 | &nbsp;&nbsp; 4749318 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2023-R1 Class A1A | CMO Series 2023-R1 Class A1A | CMO Series 2023-R1 Class A1A | CMO Series 2023-R1 Class A1A |
| 04/25/2062 | &nbsp;&nbsp; 5.400% | 11487098 | &nbsp;&nbsp; 11493280 |
| CIM Trust<sup>(a),(h)</sup>  | CIM Trust<sup>(a),(h)</sup>  | CIM Trust<sup>(a),(h)</sup>  | CIM Trust<sup>(a),(h)</sup>  |
| CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 | CMO Series 2025-R1 Class A1 |
| 02/25/2099 | &nbsp;&nbsp; 5.000% | 8404186 | &nbsp;&nbsp; 8343264 |
| CitiMortgage Alternative Loan Trust | CitiMortgage Alternative Loan Trust | CitiMortgage Alternative Loan Trust | CitiMortgage Alternative Loan Trust |
| CMO Series 2006-A5 Class 1A12 | CMO Series 2006-A5 Class 1A12 | CMO Series 2006-A5 Class 1A12 | CMO Series 2006-A5 Class 1A12 |
| 10/25/2036 | &nbsp;&nbsp; 6.000% | 796381 | &nbsp;&nbsp; 690998 |
| Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  |
| CMO Series 2022-R01 Class 1M2 | CMO Series 2022-R01 Class 1M2 | CMO Series 2022-R01 Class 1M2 | CMO Series 2022-R01 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.900% <br>12/25/2041<br>| &nbsp;&nbsp; 6.256% | 4386054 | &nbsp;&nbsp; 4447047 |
| CMO Series 2022-R03 Class 1M2 | CMO Series 2022-R03 Class 1M2 | CMO Series 2022-R03 Class 1M2 | CMO Series 2022-R03 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.500% <br>03/25/2042<br>| &nbsp;&nbsp; 7.856% | 5000000 | &nbsp;&nbsp; 5157800 |
| Countrywide Alternative Loan Trust<sup>(b)</sup>  | Countrywide Alternative Loan Trust<sup>(b)</sup>  | Countrywide Alternative Loan Trust<sup>(b)</sup>  | Countrywide Alternative Loan Trust<sup>(b)</sup>  |
| CMO Series 2005-76 Class 1A1 | CMO Series 2005-76 Class 1A1 | CMO Series 2005-76 Class 1A1 | CMO Series 2005-76 Class 1A1 |
| &nbsp;&nbsp; 1-year MTA + 1.480% <br>Floor 1.480% <br>01/25/2036<br>| &nbsp;&nbsp; 5.588% | 1842944 | &nbsp;&nbsp; 1733769 |
| Countrywide Alternative Loan Trust<sup>(c)</sup>  | Countrywide Alternative Loan Trust<sup>(c)</sup>  | Countrywide Alternative Loan Trust<sup>(c)</sup>  | Countrywide Alternative Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-HY12 Class A5 | CMO Series 2006-HY12 Class A5 | CMO Series 2006-HY12 Class A5 | CMO Series 2006-HY12 Class A5 |
| 08/25/2036 | &nbsp;&nbsp; 4.152% | 2305227 | &nbsp;&nbsp; 2157680 |
| Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates<sup>(c)</sup>  | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates<sup>(c)</sup>  | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates<sup>(c)</sup>  | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates<sup>(c)</sup>  |
| CMO Series 2004-AR5 Class 2A1 | CMO Series 2004-AR5 Class 2A1 | CMO Series 2004-AR5 Class 2A1 | CMO Series 2004-AR5 Class 2A1 |
| 06/25/2034 | &nbsp;&nbsp; 5.209% | 24256 | &nbsp;&nbsp; 24190 |
| Credit Suisse Mortgage Capital Trust<sup>(a),(c)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(a),(c)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(a),(c)</sup>  | Credit Suisse Mortgage Capital Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT | CMO Series 2021-RP11 Class PT |
| 10/25/2061 | &nbsp;&nbsp; 3.730% | 8412733 | &nbsp;&nbsp; 6979286 |
| Cross Mortgage Trust<sup>(a),(c)</sup>  | Cross Mortgage Trust<sup>(a),(c)</sup>  | Cross Mortgage Trust<sup>(a),(c)</sup>  | Cross Mortgage Trust<sup>(a),(c)</sup>  |
| CMO Series 2024-H7 Class A1 | CMO Series 2024-H7 Class A1 | CMO Series 2024-H7 Class A1 | CMO Series 2024-H7 Class A1 |
| 11/25/2069 | &nbsp;&nbsp; 5.585% | 7193135 | &nbsp;&nbsp; 7257996 |
| CMO Series 2025-H2 Class A1 | CMO Series 2025-H2 Class A1 | CMO Series 2025-H2 Class A1 | CMO Series 2025-H2 Class A1 |
| 03/25/2070 | &nbsp;&nbsp; 5.356% | 3719133 | &nbsp;&nbsp; 3743134 |
| CSMC Trust<sup>(a),(c)</sup>  | CSMC Trust<sup>(a),(c)</sup>  | CSMC Trust<sup>(a),(c)</sup>  | CSMC Trust<sup>(a),(c)</sup>  |
| CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A | CMO Series 2018-RPL9 Class A |
| 09/25/2057 | &nbsp;&nbsp; 3.850% | 3915066 | &nbsp;&nbsp; 3781932 |
| CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 | CMO Series 2022-NQM1 Class A1 |
| 11/25/2066 | &nbsp;&nbsp; 2.265% | 9072549 | &nbsp;&nbsp; 8305254 |
| CSMCM Trust<sup>(a)</sup>  | CSMCM Trust<sup>(a)</sup>  | CSMCM Trust<sup>(a)</sup>  | CSMCM Trust<sup>(a)</sup>  |
| CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT | CMO Series 2021-RP11 Class CERT |
| 10/27/2061 | &nbsp;&nbsp; 3.778% | 356611 | &nbsp;&nbsp; 278461 |
| CWABS Asset-Backed Certificates Trust<sup>(b)</sup>  | CWABS Asset-Backed Certificates Trust<sup>(b)</sup>  | CWABS Asset-Backed Certificates Trust<sup>(b)</sup>  | CWABS Asset-Backed Certificates Trust<sup>(b)</sup>  |
| CMO Series 2006-14 Class 2A3 | CMO Series 2006-14 Class 2A3 | CMO Series 2006-14 Class 2A3 | CMO Series 2006-14 Class 2A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.354% <br>Floor 0.480% <br>02/25/2037<br>| &nbsp;&nbsp; 4.512% | 1112853 | &nbsp;&nbsp; 1087905 |
| First Horizon Alternative Mortgage Securities Trust<sup>(c)</sup>  | First Horizon Alternative Mortgage Securities Trust<sup>(c)</sup>  | First Horizon Alternative Mortgage Securities Trust<sup>(c)</sup>  | First Horizon Alternative Mortgage Securities Trust<sup>(c)</sup>  |
| CMO Series 2005-AA10 Class 2A1 | CMO Series 2005-AA10 Class 2A1 | CMO Series 2005-AA10 Class 2A1 | CMO Series 2005-AA10 Class 2A1 |
| 12/25/2035 | &nbsp;&nbsp; 5.359% | 676979 | &nbsp;&nbsp; 511463 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2005-AA7 Class 2A1 | CMO Series 2005-AA7 Class 2A1 | CMO Series 2005-AA7 Class 2A1 | CMO Series 2005-AA7 Class 2A1 |
| 09/25/2035 | &nbsp;&nbsp; 5.146% | 473757 | &nbsp;&nbsp; 419738 |
| CMO Series 2005-AA8 Class 2A1 | CMO Series 2005-AA8 Class 2A1 | CMO Series 2005-AA8 Class 2A1 | CMO Series 2005-AA8 Class 2A1 |
| 10/25/2035 | &nbsp;&nbsp; 5.070% | 1289284 | &nbsp;&nbsp; 712341 |
| First Horizon Alternative Mortgage Securities Trust | First Horizon Alternative Mortgage Securities Trust | First Horizon Alternative Mortgage Securities Trust | First Horizon Alternative Mortgage Securities Trust |
| CMO Series 2006-FA8 Class 1A11 | CMO Series 2006-FA8 Class 1A11 | CMO Series 2006-FA8 Class 1A11 | CMO Series 2006-FA8 Class 1A11 |
| 02/25/2037 | &nbsp;&nbsp; 6.000% | 745165 | &nbsp;&nbsp; 266397 |
| GMAC Mortgage Loan Trust<sup>(c)</sup>  | GMAC Mortgage Loan Trust<sup>(c)</sup>  | GMAC Mortgage Loan Trust<sup>(c)</sup>  | GMAC Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2005-AR6 Class 2A1 | CMO Series 2005-AR6 Class 2A1 | CMO Series 2005-AR6 Class 2A1 | CMO Series 2005-AR6 Class 2A1 |
| 11/19/2035 | &nbsp;&nbsp; 3.808% | 1178077 | &nbsp;&nbsp; 852374 |
| GS Mortgage-Backed Securities Trust<sup>(a)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a)</sup>  | GS Mortgage-Backed Securities Trust<sup>(a)</sup>  |
| CMO Series 2018-RPL1 Class A1A | CMO Series 2018-RPL1 Class A1A | CMO Series 2018-RPL1 Class A1A | CMO Series 2018-RPL1 Class A1A |
| 10/25/2057 | &nbsp;&nbsp; 3.750% | 2682043 | &nbsp;&nbsp; 2640946 |
| GSR Mortgage Loan Trust<sup>(c)</sup>  | GSR Mortgage Loan Trust<sup>(c)</sup>  | GSR Mortgage Loan Trust<sup>(c)</sup>  | GSR Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2005-AR6 Class 4A5 | CMO Series 2005-AR6 Class 4A5 | CMO Series 2005-AR6 Class 4A5 | CMO Series 2005-AR6 Class 4A5 |
| 09/25/2035 | &nbsp;&nbsp; 5.268% | 110254 | &nbsp;&nbsp; 100470 |
| HarborView Mortgage Loan Trust<sup>(b)</sup>  | HarborView Mortgage Loan Trust<sup>(b)</sup>  | HarborView Mortgage Loan Trust<sup>(b)</sup>  | HarborView Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A | CMO Series 2006-10 Class 1A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.314% <br>Floor 0.200% <br>11/19/2036<br>| &nbsp;&nbsp; 4.648% | 7563634 | &nbsp;&nbsp; 6014735 |
| IndyMac Index Mortgage Loan Trust<sup>(b)</sup>  | IndyMac Index Mortgage Loan Trust<sup>(b)</sup>  | IndyMac Index Mortgage Loan Trust<sup>(b)</sup>  | IndyMac Index Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2006-AR27 Class 1A3 | CMO Series 2006-AR27 Class 1A3 | CMO Series 2006-AR27 Class 1A3 | CMO Series 2006-AR27 Class 1A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.654% <br>Floor 0.540%, Cap 10.500% <br>10/25/2036<br>| &nbsp;&nbsp; 4.812% | 3054104 | &nbsp;&nbsp; 1192572 |
| JPMorgan Mortgage Acquisition Trust<sup>(b)</sup>  | JPMorgan Mortgage Acquisition Trust<sup>(b)</sup>  | JPMorgan Mortgage Acquisition Trust<sup>(b)</sup>  | JPMorgan Mortgage Acquisition Trust<sup>(b)</sup>  |
| CMO Series 2006-FRE1 Class M1 | CMO Series 2006-FRE1 Class M1 | CMO Series 2006-FRE1 Class M1 | CMO Series 2006-FRE1 Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.699% <br>Floor 0.585% <br>05/25/2035<br>| &nbsp;&nbsp; 4.857% | 1240375 | &nbsp;&nbsp; 1229837 |
| JPMorgan Mortgage Trust Series<sup>(a),(c)</sup>  | JPMorgan Mortgage Trust Series<sup>(a),(c)</sup>  | JPMorgan Mortgage Trust Series<sup>(a),(c)</sup>  | JPMorgan Mortgage Trust Series<sup>(a),(c)</sup>  |
| CMO Series 2025-CES1 Class A1 | CMO Series 2025-CES1 Class A1 | CMO Series 2025-CES1 Class A1 | CMO Series 2025-CES1 Class A1 |
| 05/25/2055 | &nbsp;&nbsp; 5.666% | 5886877 | &nbsp;&nbsp; 5929392 |
| Long Beach Mortgage Loan Trust<sup>(b)</sup>  | Long Beach Mortgage Loan Trust<sup>(b)</sup>  | Long Beach Mortgage Loan Trust<sup>(b)</sup>  | Long Beach Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A | CMO Series 2006-10 Class 1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>11/25/2036<br>| &nbsp;&nbsp; 4.572% | 3402585 | &nbsp;&nbsp; 2400647 |
| Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup>  | Merrill Lynch First Franklin Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2007-2 Class A2C | CMO Series 2007-2 Class A2C | CMO Series 2007-2 Class A2C | CMO Series 2007-2 Class A2C |
| &nbsp;&nbsp; 1-month Term SOFR + 0.594% <br>Floor 0.480% <br>05/25/2037<br>| &nbsp;&nbsp; 4.752% | 1604135 | &nbsp;&nbsp; 1168888 |
| Merrill Lynch Mortgage-Backed Securities Trust<sup>(b)</sup>  | Merrill Lynch Mortgage-Backed Securities Trust<sup>(b)</sup>  | Merrill Lynch Mortgage-Backed Securities Trust<sup>(b)</sup>  | Merrill Lynch Mortgage-Backed Securities Trust<sup>(b)</sup>  |
| CMO Series 2007-2 Class 1A1 | CMO Series 2007-2 Class 1A1 | CMO Series 2007-2 Class 1A1 | CMO Series 2007-2 Class 1A1 |
| &nbsp;&nbsp; 1-year CMT + 2.400% <br>Floor 2.400% <br>08/25/2036<br>| &nbsp;&nbsp; 6.310% | 458216 | &nbsp;&nbsp; 393370 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Morgan Stanley Mortgage Loan Trust<sup>(b)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(b)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(b)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2005-2AR Class A | CMO Series 2005-2AR Class A | CMO Series 2005-2AR Class A | CMO Series 2005-2AR Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.374% <br>Floor 0.260%, Cap 11.000% <br>04/25/2035<br>| &nbsp;&nbsp; 4.532% | 216221 | &nbsp;&nbsp; 215893 |
| MortgageIT Trust<sup>(b)</sup>  | MortgageIT Trust<sup>(b)</sup>  | MortgageIT Trust<sup>(b)</sup>  | MortgageIT Trust<sup>(b)</sup>  |
| CMO Series 2005-4 Class A1 | CMO Series 2005-4 Class A1 | CMO Series 2005-4 Class A1 | CMO Series 2005-4 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.674% <br>Floor 0.560%, Cap 11.500% <br>10/25/2035<br>| &nbsp;&nbsp; 4.832% | 461954 | &nbsp;&nbsp; 461812 |
| New Residential Mortgage Loan Trust<sup>(a),(h)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(h)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(h)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(h)</sup>  |
| CMO Series 2022-NQM4 Class A1 | CMO Series 2022-NQM4 Class A1 | CMO Series 2022-NQM4 Class A1 | CMO Series 2022-NQM4 Class A1 |
| 06/25/2062 | &nbsp;&nbsp; 5.000% | 13799968 | &nbsp;&nbsp; 13749661 |
| New Residential Mortgage Loan Trust<sup>(a),(c)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(c)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(c)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(c)</sup>  |
| CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 | CMO Series 2024-NQM2 Class A1 |
| 09/25/2064 | &nbsp;&nbsp; 5.117% | 6479724 | &nbsp;&nbsp; 6494439 |
| OBX Trust<sup>(a),(c)</sup>  | OBX Trust<sup>(a),(c)</sup>  | OBX Trust<sup>(a),(c)</sup>  | OBX Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 |
| 05/25/2061 | &nbsp;&nbsp; 1.101% | 7081481 | &nbsp;&nbsp; 5879713 |
| PRET LLC<sup>(a),(h)</sup>  | PRET LLC<sup>(a),(h)</sup>  | PRET LLC<sup>(a),(h)</sup>  | PRET LLC<sup>(a),(h)</sup>  |
| CMO Series 2025-NPL6 Class A1 | CMO Series 2025-NPL6 Class A1 | CMO Series 2025-NPL6 Class A1 | CMO Series 2025-NPL6 Class A1 |
| 06/25/2055 | &nbsp;&nbsp; 5.744% | 4131295 | &nbsp;&nbsp; 4141984 |
| PRKCM Trust<sup>(a),(c)</sup>  | PRKCM Trust<sup>(a),(c)</sup>  | PRKCM Trust<sup>(a),(c)</sup>  | PRKCM Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-AFC2 Class A1 | CMO Series 2021-AFC2 Class A1 | CMO Series 2021-AFC2 Class A1 | CMO Series 2021-AFC2 Class A1 |
| 11/25/2056 | &nbsp;&nbsp; 2.071% | 8658311 | &nbsp;&nbsp; 7727728 |
| PRPM LLC<sup>(a),(h)</sup>  | PRPM LLC<sup>(a),(h)</sup>  | PRPM LLC<sup>(a),(h)</sup>  | PRPM LLC<sup>(a),(h)</sup>  |
| CMO Series 2025-RPL3 Class A1 | CMO Series 2025-RPL3 Class A1 | CMO Series 2025-RPL3 Class A1 | CMO Series 2025-RPL3 Class A1 |
| 04/25/2055 | &nbsp;&nbsp; 3.250% | 6588144 | &nbsp;&nbsp; 6309686 |
| CMO Series 2025-RPL4 Class A1 | CMO Series 2025-RPL4 Class A1 | CMO Series 2025-RPL4 Class A1 | CMO Series 2025-RPL4 Class A1 |
| 05/25/2055 | &nbsp;&nbsp; 3.000% | 7218293 | &nbsp;&nbsp; 6774780 |
| RALI Trust<sup>(c)</sup>  | RALI Trust<sup>(c)</sup>  | RALI Trust<sup>(c)</sup>  | RALI Trust<sup>(c)</sup>  |
| CMO Series 2005-QA8 Class CB21 | CMO Series 2005-QA8 Class CB21 | CMO Series 2005-QA8 Class CB21 | CMO Series 2005-QA8 Class CB21 |
| 07/25/2035 | &nbsp;&nbsp; 5.187% | 752417 | &nbsp;&nbsp; 380229 |
| RCKT Mortgage Trust<sup>(a),(h)</sup>  | RCKT Mortgage Trust<sup>(a),(h)</sup>  | RCKT Mortgage Trust<sup>(a),(h)</sup>  | RCKT Mortgage Trust<sup>(a),(h)</sup>  |
| CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A | CMO Series 2024-CES8 Class A1A |
| 11/25/2044 | &nbsp;&nbsp; 5.490% | 8154107 | &nbsp;&nbsp; 8221758 |
| CMO Series 2024-CES9 Class A1A | CMO Series 2024-CES9 Class A1A | CMO Series 2024-CES9 Class A1A | CMO Series 2024-CES9 Class A1A |
| 12/25/2044 | &nbsp;&nbsp; 5.582% | 6944619 | &nbsp;&nbsp; 7018373 |
| CMO Series 2025-CES6 Class A1B | CMO Series 2025-CES6 Class A1B | CMO Series 2025-CES6 Class A1B | CMO Series 2025-CES6 Class A1B |
| 06/25/2055 | &nbsp;&nbsp; 5.673% | 7127409 | &nbsp;&nbsp; 7197660 |
| Saluda Grade Alternative Mortgage Trust<sup>(a),(b)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(a),(b)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(a),(b)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(a),(b)</sup>  |
| CMO Series 2025-LOC4 Class A1A | CMO Series 2025-LOC4 Class A1A | CMO Series 2025-LOC4 Class A1A | CMO Series 2025-LOC4 Class A1A |
| &nbsp;&nbsp; 30-day Average SOFR + 1.750% <br>06/25/2055<br>| &nbsp;&nbsp; 5.950% | 7911261 | &nbsp;&nbsp; 7924528 |
| Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 |
| 06/25/2056 | &nbsp;&nbsp; 1.127% | 4256928 | &nbsp;&nbsp; 3769889 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  |
| CMO Series 2006-AR3 Class 12A1 | CMO Series 2006-AR3 Class 12A1 | CMO Series 2006-AR3 Class 12A1 | CMO Series 2006-AR3 Class 12A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 10.500% <br>05/25/2036<br>| &nbsp;&nbsp; 4.712% | 3920900 | &nbsp;&nbsp; 3229621 |
| Verus Securitization Trust<sup>(a),(h)</sup>  | Verus Securitization Trust<sup>(a),(h)</sup>  | Verus Securitization Trust<sup>(a),(h)</sup>  | Verus Securitization Trust<sup>(a),(h)</sup>  |
| CMO Series 2021-7 Class A1 | CMO Series 2021-7 Class A1 | CMO Series 2021-7 Class A1 | CMO Series 2021-7 Class A1 |
| 10/25/2066 | &nbsp;&nbsp; 1.829% | 13118614 | &nbsp;&nbsp; 11981292 |
| Vista Point Securitization Trust<sup>(a),(h)</sup>  | Vista Point Securitization Trust<sup>(a),(h)</sup>  | Vista Point Securitization Trust<sup>(a),(h)</sup>  | Vista Point Securitization Trust<sup>(a),(h)</sup>  |
| CMO Series 2024-CES3 Class A1 | CMO Series 2024-CES3 Class A1 | CMO Series 2024-CES3 Class A1 | CMO Series 2024-CES3 Class A1 |
| 01/25/2055 | &nbsp;&nbsp; 5.679% | 7015715 | &nbsp;&nbsp; 7047588 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  |
| CMO Series 2003-AR10 Class A7 | CMO Series 2003-AR10 Class A7 | CMO Series 2003-AR10 Class A7 | CMO Series 2003-AR10 Class A7 |
| 10/25/2033 | &nbsp;&nbsp; 5.661% | 205349 | &nbsp;&nbsp; 198247 |
| CMO Series 2003-AR9 Class 1A6 | CMO Series 2003-AR9 Class 1A6 | CMO Series 2003-AR9 Class 1A6 | CMO Series 2003-AR9 Class 1A6 |
| 09/25/2033 | &nbsp;&nbsp; 5.638% | 190435 | &nbsp;&nbsp; 189054 |
| CMO Series 2005-AR4 Class A5 | CMO Series 2005-AR4 Class A5 | CMO Series 2005-AR4 Class A5 | CMO Series 2005-AR4 Class A5 |
| 04/25/2035 | &nbsp;&nbsp; 4.347% | 234200 | &nbsp;&nbsp; 222298 |
| CMO Series 2007-HY2 Class 1A1 | CMO Series 2007-HY2 Class 1A1 | CMO Series 2007-HY2 Class 1A1 | CMO Series 2007-HY2 Class 1A1 |
| 12/25/2036 | &nbsp;&nbsp; 4.150% | 1510759 | &nbsp;&nbsp; 1369997 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(b)</sup>  |
| CMO Series 2005-AR15 Class A1A1 | CMO Series 2005-AR15 Class A1A1 | CMO Series 2005-AR15 Class A1A1 | CMO Series 2005-AR15 Class A1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520%, Cap 10.500% <br>11/25/2045<br>| &nbsp;&nbsp; 4.792% | 1246971 | &nbsp;&nbsp; 1205513 |
| CMO Series 2006-AR11 Class 1A | CMO Series 2006-AR11 Class 1A | CMO Series 2006-AR11 Class 1A | CMO Series 2006-AR11 Class 1A |
| &nbsp;&nbsp; 1-year MTA + 0.960% <br>Floor 0.960% <br>09/25/2046<br>| &nbsp;&nbsp; 5.068% | 2534676 | &nbsp;&nbsp; 2146232 |
| CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A | CMO Series 2006-AR4 Class 1A1A |
| &nbsp;&nbsp; 1-year MTA + 0.940% <br>Floor 0.940% <br>05/25/2046<br>| &nbsp;&nbsp; 5.048% | 1706873 | &nbsp;&nbsp; 1609817 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $266,663,232) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $266,663,232) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $266,663,232) | &nbsp;&nbsp; **261349297** |
| **Senior Loans 1.6%** | **Senior Loans 1.6%** | **Senior Loans 1.6%** | **Senior Loans 1.6%** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** |
| HDI Aerospace Intermediate Holding III Corp.<sup>(b),(o)</sup>  | HDI Aerospace Intermediate Holding III Corp.<sup>(b),(o)</sup>  | HDI Aerospace Intermediate Holding III Corp.<sup>(b),(o)</sup>  | HDI Aerospace Intermediate Holding III Corp.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>02/11/2032<br>| &nbsp;&nbsp; 8.828% | 338300 | &nbsp;&nbsp; 338513 |
| TransDigm, Inc.<sup>(b),(o)</sup>  | TransDigm, Inc.<sup>(b),(o)</sup>  | TransDigm, Inc.<sup>(b),(o)</sup>  | TransDigm, Inc.<sup>(b),(o)</sup>  |
| Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>02/28/2031<br>| &nbsp;&nbsp; 6.502% | 395479 | &nbsp;&nbsp; 395221 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Tranche K Term Loan | Tranche K Term Loan | Tranche K Term Loan | Tranche K Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>03/22/2030<br>| &nbsp;&nbsp; 6.252% | 398559 | &nbsp;&nbsp; 398081 |
| Tranche M Term Loan | Tranche M Term Loan | Tranche M Term Loan | Tranche M Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>08/19/2032<br>| &nbsp;&nbsp; 6.502% | 498639 | &nbsp;&nbsp; 498001 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1629816** |
| **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** | **Apartment REIT 0.1%** |
| Invitation Homes Operating Partnership LP<sup>(b),(o),(p)</sup>  | Invitation Homes Operating Partnership LP<sup>(b),(o),(p)</sup>  | Invitation Homes Operating Partnership LP<sup>(b),(o),(p)</sup>  | Invitation Homes Operating Partnership LP<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.850% <br>09/09/2028<br>| &nbsp;&nbsp; 5.125% | 2810347 | &nbsp;&nbsp; 2803322 |
| **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** | **Brokerage/Asset Managers/Exchanges 0.1%** |
| First Eagle Holdings, Inc.<sup>(b),(m),(o),(q)</sup>  | First Eagle Holdings, Inc.<sup>(b),(m),(o),(q)</sup>  | First Eagle Holdings, Inc.<sup>(b),(m),(o),(q)</sup>  | First Eagle Holdings, Inc.<sup>(b),(m),(o),(q)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>08/16/2032<br>| &nbsp;&nbsp; 1.750% | 30356 | &nbsp;&nbsp; 30031 |
| First Eagle Holdings, Inc.<sup>(b),(o)</sup>  | First Eagle Holdings, Inc.<sup>(b),(o)</sup>  | First Eagle Holdings, Inc.<sup>(b),(o)</sup>  | First Eagle Holdings, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>08/16/2032<br>| &nbsp;&nbsp; 7.711% | 177798 | &nbsp;&nbsp; 175894 |
| Jane Street Group LLC<sup>(b),(o)</sup>  | Jane Street Group LLC<sup>(b),(o)</sup>  | Jane Street Group LLC<sup>(b),(o)</sup>  | Jane Street Group LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>12/15/2031<br>| &nbsp;&nbsp; 6.199% | 488693 | &nbsp;&nbsp; 484623 |
| Tacala Investment Corp.<sup>(b),(m),(o)</sup>  | Tacala Investment Corp.<sup>(b),(m),(o)</sup>  | Tacala Investment Corp.<sup>(b),(m),(o)</sup>  | Tacala Investment Corp.<sup>(b),(m),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>01/31/2031<br>| &nbsp;&nbsp; 7.163% | 1119937 | &nbsp;&nbsp; 1123699 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1814247** |
| **Cable and Satellite 0.1%** | **Cable and Satellite 0.1%** | **Cable and Satellite 0.1%** | **Cable and Satellite 0.1%** |
| Charter Communications Operating LLC<sup>(b),(o)</sup>  | Charter Communications Operating LLC<sup>(b),(o)</sup>  | Charter Communications Operating LLC<sup>(b),(o)</sup>  | Charter Communications Operating LLC<sup>(b),(o)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>12/15/2031<br>| &nbsp;&nbsp; 6.541% | 541490 | &nbsp;&nbsp; 541219 |
| Virgin Media Bristol LLC<sup>(b),(o)</sup>  | Virgin Media Bristol LLC<sup>(b),(o)</sup>  | Virgin Media Bristol LLC<sup>(b),(o)</sup>  | Virgin Media Bristol LLC<sup>(b),(o)</sup>  |
| Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/31/2028<br>| &nbsp;&nbsp; 6.765% | 752993 | &nbsp;&nbsp; 751848 |
| Ziggo Financing Partnership<sup>(b),(o)</sup>  | Ziggo Financing Partnership<sup>(b),(o)</sup>  | Ziggo Financing Partnership<sup>(b),(o)</sup>  | Ziggo Financing Partnership<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>04/30/2028<br>| &nbsp;&nbsp; 6.765% | 166375 | &nbsp;&nbsp; 165856 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1458923** |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** | **Chemicals 0.0%** |
| Chemours Co. (The)<sup>(b),(o)</sup>  | Chemours Co. (The)<sup>(b),(o)</sup>  | Chemours Co. (The)<sup>(b),(o)</sup>  | Chemours Co. (The)<sup>(b),(o)</sup>  |
| Tranche B3 Term Loan  | Tranche B3 Term Loan  | Tranche B3 Term Loan  | Tranche B3 Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>08/18/2028<br>| &nbsp;&nbsp; 7.163% | 335684 | &nbsp;&nbsp; 334845 |
| **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** |
| Oregon Tool Lux LP<sup>(b),(o)</sup>  | Oregon Tool Lux LP<sup>(b),(o)</sup>  | Oregon Tool Lux LP<sup>(b),(o)</sup>  | Oregon Tool Lux LP<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.350% <br>10/15/2029<br>| &nbsp;&nbsp; 9.545% | 28463 | &nbsp;&nbsp; 28890 |
| Oregon Tool, Inc.<sup>(b),(o)</sup>  | Oregon Tool, Inc.<sup>(b),(o)</sup>  | Oregon Tool, Inc.<sup>(b),(o)</sup>  | Oregon Tool, Inc.<sup>(b),(o)</sup>  |
| Tranche B2 2nd Lien Term Loan | Tranche B2 2nd Lien Term Loan | Tranche B2 2nd Lien Term Loan | Tranche B2 2nd Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>10/15/2029<br>| &nbsp;&nbsp; 8.447% | 519359 | &nbsp;&nbsp; 401984 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **430874** |
| **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** | **Consumer Cyclical Services 0.1%** |
| Arches Buyer, Inc.<sup>(b),(o)</sup>  | Arches Buyer, Inc.<sup>(b),(o)</sup>  | Arches Buyer, Inc.<sup>(b),(o)</sup>  | Arches Buyer, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>12/06/2027<br>| &nbsp;&nbsp; 7.513% | 261815 | &nbsp;&nbsp; 261937 |
| Bach Finance Ltd.<sup>(b),(m),(o)</sup>  | Bach Finance Ltd.<sup>(b),(m),(o)</sup>  | Bach Finance Ltd.<sup>(b),(m),(o)</sup>  | Bach Finance Ltd.<sup>(b),(m),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>01/09/2032<br>| &nbsp;&nbsp; 6.949% | 261663 | &nbsp;&nbsp; 262038 |
| BCPE Empire Holdings, Inc.<sup>(b),(o)</sup>  | BCPE Empire Holdings, Inc.<sup>(b),(o)</sup>  | BCPE Empire Holdings, Inc.<sup>(b),(o)</sup>  | BCPE Empire Holdings, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>12/11/2030<br>| &nbsp;&nbsp; 7.413% | 460331 | &nbsp;&nbsp; 459396 |
| Cast & Crew LLC<sup>(b),(o)</sup>  | Cast & Crew LLC<sup>(b),(o)</sup>  | Cast & Crew LLC<sup>(b),(o)</sup>  | Cast & Crew LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.500% <br>12/29/2028<br>| &nbsp;&nbsp; 7.913% | 144795 | &nbsp;&nbsp; 130339 |
| Delivery Hero SE<sup>(b),(o)</sup>  | Delivery Hero SE<sup>(b),(o)</sup>  | Delivery Hero SE<sup>(b),(o)</sup>  | Delivery Hero SE<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>Floor 0.500% <br>12/12/2029<br>| &nbsp;&nbsp; 9.226% | 591774 | &nbsp;&nbsp; 597692 |
| Ingenovis Health, Inc.<sup>(b),(o)</sup>  | Ingenovis Health, Inc.<sup>(b),(o)</sup>  | Ingenovis Health, Inc.<sup>(b),(o)</sup>  | Ingenovis Health, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.750% <br>03/06/2028<br>| &nbsp;&nbsp; 8.710% | 166744 | &nbsp;&nbsp; 51691 |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>03/06/2028<br>| &nbsp;&nbsp; 8.549% | 353165 | &nbsp;&nbsp; 109481 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| TripAdvisor, Inc.<sup>(b),(o)</sup>  | TripAdvisor, Inc.<sup>(b),(o)</sup>  | TripAdvisor, Inc.<sup>(b),(o)</sup>  | TripAdvisor, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>07/08/2031<br>| &nbsp;&nbsp; 6.913% | 280501 | &nbsp;&nbsp; 273721 |
| TruGreen LP<sup>(b),(o)</sup>  | TruGreen LP<sup>(b),(o)</sup>  | TruGreen LP<sup>(b),(o)</sup>  | TruGreen LP<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>11/02/2027<br>| &nbsp;&nbsp; 8.263% | 567698 | &nbsp;&nbsp; 556582 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2702877** |
| **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** | **Consumer Products 0.0%** |
| Osmosis Buyer Ltd.<sup>(b),(o)</sup>  | Osmosis Buyer Ltd.<sup>(b),(o)</sup>  | Osmosis Buyer Ltd.<sup>(b),(o)</sup>  | Osmosis Buyer Ltd.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>07/31/2028<br>| &nbsp;&nbsp; 7.280% | 184802 | &nbsp;&nbsp; 185133 |
| **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** |
| Cleanova US Holdings LLC<sup>(b),(o)</sup>  | Cleanova US Holdings LLC<sup>(b),(o)</sup>  | Cleanova US Holdings LLC<sup>(b),(o)</sup>  | Cleanova US Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>06/14/2032<br>| &nbsp;&nbsp; 8.808% | 182974 | &nbsp;&nbsp; 182060 |
| Pelican Products, Inc.<sup>(b),(o)</sup>  | Pelican Products, Inc.<sup>(b),(o)</sup>  | Pelican Products, Inc.<sup>(b),(o)</sup>  | Pelican Products, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>12/29/2028<br>| &nbsp;&nbsp; 8.513% | 174096 | &nbsp;&nbsp; 147459 |
| WEC US Holdings Ltd.<sup>(b),(o)</sup>  | WEC US Holdings Ltd.<sup>(b),(o)</sup>  | WEC US Holdings Ltd.<sup>(b),(o)</sup>  | WEC US Holdings Ltd.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>01/27/2031<br>| &nbsp;&nbsp; 6.530% | 277902 | &nbsp;&nbsp; 277977 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **607496** |
| **Electric 0.1%** | **Electric 0.1%** | **Electric 0.1%** | **Electric 0.1%** |
| Alpha Generation LLC<sup>(b),(o)</sup>  | Alpha Generation LLC<sup>(b),(o)</sup>  | Alpha Generation LLC<sup>(b),(o)</sup>  | Alpha Generation LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>09/30/2031<br>| &nbsp;&nbsp; 6.163% | 617505 | &nbsp;&nbsp; 616270 |
| Calpine Corp.<sup>(b),(o)</sup>  | Calpine Corp.<sup>(b),(o)</sup>  | Calpine Corp.<sup>(b),(o)</sup>  | Calpine Corp.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>01/31/2031<br>| &nbsp;&nbsp; 5.913% | 883867 | &nbsp;&nbsp; 882824 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>02/15/2032<br>| &nbsp;&nbsp; 5.913% | 682497 | &nbsp;&nbsp; 681684 |
| Cornerstone Generation LLC<sup>(b),(o)</sup>  | Cornerstone Generation LLC<sup>(b),(o)</sup>  | Cornerstone Generation LLC<sup>(b),(o)</sup>  | Cornerstone Generation LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>08/11/2032<br>| &nbsp;&nbsp; 7.476% | 158895 | &nbsp;&nbsp; 159888 |
| Edgewater Generation LLC<sup>(b),(o)</sup>  | Edgewater Generation LLC<sup>(b),(o)</sup>  | Edgewater Generation LLC<sup>(b),(o)</sup>  | Edgewater Generation LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>08/01/2030<br>| &nbsp;&nbsp; 7.163% | 150054 | &nbsp;&nbsp; 150241 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| South Field Energy LLC<sup>(b),(o)</sup>  | South Field Energy LLC<sup>(b),(o)</sup>  | South Field Energy LLC<sup>(b),(o)</sup>  | South Field Energy LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>08/29/2031<br>| &nbsp;&nbsp; 7.002% | 185828 | &nbsp;&nbsp; 185982 |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>08/29/2031<br>| &nbsp;&nbsp; 7.002% | 11950 | &nbsp;&nbsp; 11960 |
| Vistra Operations Co. LLC<sup>(b),(o)</sup>  | Vistra Operations Co. LLC<sup>(b),(o)</sup>  | Vistra Operations Co. LLC<sup>(b),(o)</sup>  | Vistra Operations Co. LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>12/20/2030<br>| &nbsp;&nbsp; 5.913% | 403782 | &nbsp;&nbsp; 404102 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3092951** |
| **Finance Companies 0.1%** | **Finance Companies 0.1%** | **Finance Companies 0.1%** | **Finance Companies 0.1%** |
| Avolon Borrower 1 US LLC<sup>(b),(o)</sup>  | Avolon Borrower 1 US LLC<sup>(b),(o)</sup>  | Avolon Borrower 1 US LLC<sup>(b),(o)</sup>  | Avolon Borrower 1 US LLC<sup>(b),(o)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 0.500% <br>06/22/2030<br>| &nbsp;&nbsp; 6.595% | 1579065 | &nbsp;&nbsp; 1579333 |
| **Food and Beverage 0.2%** | **Food and Beverage 0.2%** | **Food and Beverage 0.2%** | **Food and Beverage 0.2%** |
| BCPE North Star US Holdco 2, Inc.<sup>(b),(o)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(b),(o)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(b),(o)</sup>  | BCPE North Star US Holdco 2, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>06/09/2028<br>| &nbsp;&nbsp; 8.278% | 390875 | &nbsp;&nbsp; 390226 |
| C&S Wholesale Grocers, Inc.<sup>(b),(m),(o)</sup>  | C&S Wholesale Grocers, Inc.<sup>(b),(m),(o)</sup>  | C&S Wholesale Grocers, Inc.<sup>(b),(m),(o)</sup>  | C&S Wholesale Grocers, Inc.<sup>(b),(m),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>08/06/2030<br>| &nbsp;&nbsp; 9.003% | 643021 | &nbsp;&nbsp; 626946 |
| Celsius, Inc.<sup>(b),(o)</sup>  | Celsius, Inc.<sup>(b),(o)</sup>  | Celsius, Inc.<sup>(b),(o)</sup>  | Celsius, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>04/01/2032<br>| &nbsp;&nbsp; 7.291% | 371282 | &nbsp;&nbsp; 371631 |
| Naked Juice LLC<sup>(b),(o)</sup>  | Naked Juice LLC<sup>(b),(o)</sup>  | Naked Juice LLC<sup>(b),(o)</sup>  | Naked Juice LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.500% <br>Floor 1.000% <br>01/24/2029<br>| &nbsp;&nbsp; 9.502% | 1750258 | &nbsp;&nbsp; 1759009 |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>01/24/2029<br>| &nbsp;&nbsp; 7.352% | 850386 | &nbsp;&nbsp; 639312 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.000% <br>01/24/2030<br>| &nbsp;&nbsp; 5.102% | 75396 | &nbsp;&nbsp; 30661 |
| United Natural Foods, Inc.<sup>(b),(o)</sup>  | United Natural Foods, Inc.<sup>(b),(o)</sup>  | United Natural Foods, Inc.<sup>(b),(o)</sup>  | United Natural Foods, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>05/01/2031<br>| &nbsp;&nbsp; 8.913% | 396262 | &nbsp;&nbsp; 397336 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4215121** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Gaming 0.1%** | **Gaming 0.1%** | **Gaming 0.1%** | **Gaming 0.1%** |
| DraftKings, Inc.<sup>(b),(o)</sup>  | DraftKings, Inc.<sup>(b),(o)</sup>  | DraftKings, Inc.<sup>(b),(o)</sup>  | DraftKings, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/04/2032<br>| &nbsp;&nbsp; 6.005% | 339634 | &nbsp;&nbsp; 338999 |
| Flutter Entertainment PLC<sup>(b),(o)</sup>  | Flutter Entertainment PLC<sup>(b),(o)</sup>  | Flutter Entertainment PLC<sup>(b),(o)</sup>  | Flutter Entertainment PLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>06/04/2032<br>| &nbsp;&nbsp; 6.002% | 421841 | &nbsp;&nbsp; 421023 |
| Voyager Parent LLC<sup>(b),(o)</sup>  | Voyager Parent LLC<sup>(b),(o)</sup>  | Voyager Parent LLC<sup>(b),(o)</sup>  | Voyager Parent LLC<sup>(b),(o)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>07/01/2032<br>| &nbsp;&nbsp; 8.752% | 554857 | &nbsp;&nbsp; 555616 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1315638** |
| **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** |
| ADMI Corp.<sup>(b),(m),(o)</sup>  | ADMI Corp.<sup>(b),(m),(o)</sup>  | ADMI Corp.<sup>(b),(m),(o)</sup>  | ADMI Corp.<sup>(b),(m),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.375% <br>Floor 0.500% <br>12/23/2027<br>| &nbsp;&nbsp; 7.653% | 276856 | &nbsp;&nbsp; 260475 |
| Bausch & Lomb Corp. <sup>(b),(o)</sup>  | Bausch & Lomb Corp. <sup>(b),(o)</sup>  | Bausch & Lomb Corp. <sup>(b),(o)</sup>  | Bausch & Lomb Corp. <sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.500% <br>09/29/2028<br>| &nbsp;&nbsp; 8.166% | 154245 | &nbsp;&nbsp; 154052 |
| Cotiviti, Inc.<sup>(b),(o)</sup>  | Cotiviti, Inc.<sup>(b),(o)</sup>  | Cotiviti, Inc.<sup>(b),(o)</sup>  | Cotiviti, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>03/26/2032<br>| &nbsp;&nbsp; 7.030% | 197786 | &nbsp;&nbsp; 193994 |
| CPI Buyer LLC<sup>(b),(o)</sup>  | CPI Buyer LLC<sup>(b),(o)</sup>  | CPI Buyer LLC<sup>(b),(o)</sup>  | CPI Buyer LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>05/27/2032<br>| &nbsp;&nbsp; 8.291% | 271101 | &nbsp;&nbsp; 267035 |
| Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(o)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(o)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(o)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(o)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.675% <br>Floor 0.500% <br>07/06/2029<br>| &nbsp;&nbsp; 7.677% | 259429 | &nbsp;&nbsp; 260806 |
| Heartland Dental LLC<sup>(b),(o)</sup>  | Heartland Dental LLC<sup>(b),(o)</sup>  | Heartland Dental LLC<sup>(b),(o)</sup>  | Heartland Dental LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>08/25/2032<br>| &nbsp;&nbsp; 7.913% | 498877 | &nbsp;&nbsp; 497760 |
| Iqvia, Inc.<sup>(b),(o)</sup>  | Iqvia, Inc.<sup>(b),(o)</sup>  | Iqvia, Inc.<sup>(b),(o)</sup>  | Iqvia, Inc.<sup>(b),(o)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>01/02/2031<br>| &nbsp;&nbsp; 5.752% | 533181 | &nbsp;&nbsp; 535447 |
| ModivCare, Inc.<sup>(b),(o),(r)</sup>  | ModivCare, Inc.<sup>(b),(o),(r)</sup>  | ModivCare, Inc.<sup>(b),(o),(r)</sup>  | ModivCare, Inc.<sup>(b),(o),(r)</sup>  |
| Debtor in Posession Term Loan | Debtor in Posession Term Loan | Debtor in Posession Term Loan | Debtor in Posession Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 7.000% <br>02/22/2026<br>| &nbsp;&nbsp; 11.135% | 253021 | &nbsp;&nbsp; 245430 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| ModivCare, Inc.<sup>(b),(o)</sup>  | ModivCare, Inc.<sup>(b),(o)</sup>  | ModivCare, Inc.<sup>(b),(o)</sup>  | ModivCare, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 9.500% <br>01/12/2026<br>| &nbsp;&nbsp; 13.779% | 475086 | &nbsp;&nbsp; 201911 |
| &nbsp;&nbsp; 3-month Term SOFR + 8.750% <br>07/01/2031<br>| &nbsp;&nbsp; 12.752% | 1331058 | &nbsp;&nbsp; 598976 |
| Star Parent, Inc.<sup>(b),(o)</sup>  | Star Parent, Inc.<sup>(b),(o)</sup>  | Star Parent, Inc.<sup>(b),(o)</sup>  | Star Parent, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan  | Tranche B Term Loan  | Tranche B Term Loan  | Tranche B Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>09/27/2030<br>| &nbsp;&nbsp; 8.002% | 121635 | &nbsp;&nbsp; 121584 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3337470** |
| **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** | **Healthcare REIT 0.1%** |
| Healthpeak OP LLC<sup>(b),(o),(p)</sup>  | Healthpeak OP LLC<sup>(b),(o),(p)</sup>  | Healthpeak OP LLC<sup>(b),(o),(p)</sup>  | Healthpeak OP LLC<sup>(b),(o),(p)</sup>  |
| Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.840% <br>02/22/2027<br>| &nbsp;&nbsp; 5.103% | 980641 | &nbsp;&nbsp; 968384 |
| Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 0.840% <br>08/20/2027<br>| &nbsp;&nbsp; 5.103% | 980642 | &nbsp;&nbsp; 968384 |
| Tranche A3 Term Loan | Tranche A3 Term Loan | Tranche A3 Term Loan | Tranche A3 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 0.850% <br>03/01/2029<br>| &nbsp;&nbsp; 5.080% | 1979146 | &nbsp;&nbsp; 1929667 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3866435** |
| **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** |
| Kelso Industries LLC<sup>(b),(m),(o),(q)</sup>  | Kelso Industries LLC<sup>(b),(m),(o),(q)</sup>  | Kelso Industries LLC<sup>(b),(m),(o),(q)</sup>  | Kelso Industries LLC<sup>(b),(m),(o),(q)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.750% <br>12/30/2029<br>| &nbsp;&nbsp; 5.750% | 36178 | &nbsp;&nbsp; 36178 |
| Kelso Industries LLC<sup>(b),(o)</sup>  | Kelso Industries LLC<sup>(b),(o)</sup>  | Kelso Industries LLC<sup>(b),(o)</sup>  | Kelso Industries LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 5.750% <br>12/30/2029<br>| &nbsp;&nbsp; 9.913% | 327909 | &nbsp;&nbsp; 327909 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **364087** |
| **Leisure 0.0%** | **Leisure 0.0%** | **Leisure 0.0%** | **Leisure 0.0%** |
| EOC Borrower LLC<sup>(b),(o)</sup>  | EOC Borrower LLC<sup>(b),(o)</sup>  | EOC Borrower LLC<sup>(b),(o)</sup>  | EOC Borrower LLC<sup>(b),(o)</sup>  |
| Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>03/24/2028<br>| &nbsp;&nbsp; 7.913% | 546563 | &nbsp;&nbsp; 545879 |
| Showtime Acquisition LLC<sup>(b),(o),(p)</sup>  | Showtime Acquisition LLC<sup>(b),(o),(p)</sup>  | Showtime Acquisition LLC<sup>(b),(o),(p)</sup>  | Showtime Acquisition LLC<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>08/16/2031<br>| &nbsp;&nbsp; 8.945% | 508121 | &nbsp;&nbsp; 508757 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1054636** |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| Hilton Domestic Operating Co., Inc.<sup>(b),(o)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(b),(o)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(b),(o)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(b),(o)</sup>  |
| Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>11/08/2030<br>| &nbsp;&nbsp; 5.908% | 1703854 | &nbsp;&nbsp; 1704945 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Media and Entertainment 0.1%** | **Media and Entertainment 0.1%** | **Media and Entertainment 0.1%** | **Media and Entertainment 0.1%** |
| ABG Intermediate Holdings 2 LLC<sup>(b),(o)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(b),(o)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(b),(o)</sup>  | ABG Intermediate Holdings 2 LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>12/21/2028<br>| &nbsp;&nbsp; 6.413% | 94786 | &nbsp;&nbsp; 94534 |
| Magnite, Inc.<sup>(b),(o)</sup>  | Magnite, Inc.<sup>(b),(o)</sup>  | Magnite, Inc.<sup>(b),(o)</sup>  | Magnite, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>02/06/2031<br>| &nbsp;&nbsp; 7.163% | 414436 | &nbsp;&nbsp; 414611 |
| MH Sub I LLC/Micro Holding Corp.<sup>(b),(o)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(b),(o)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(b),(o)</sup>  | MH Sub I LLC/Micro Holding Corp.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>05/03/2028<br>| &nbsp;&nbsp; 8.252% | 128310 | &nbsp;&nbsp; 123231 |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>12/31/2031<br>| &nbsp;&nbsp; 8.413% | 497460 | &nbsp;&nbsp; 457042 |
| 1st Lien Term Loan  | 1st Lien Term Loan  | 1st Lien Term Loan  | 1st Lien Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>05/03/2028<br>| &nbsp;&nbsp; 8.252% | 182760 | &nbsp;&nbsp; 175526 |
| Plano Holdco, Inc.<sup>(b),(o)</sup>  | Plano Holdco, Inc.<sup>(b),(o)</sup>  | Plano Holdco, Inc.<sup>(b),(o)</sup>  | Plano Holdco, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>10/02/2031<br>| &nbsp;&nbsp; 7.502% | 104475 | &nbsp;&nbsp; 101863 |
| Red Ventures LLC/New Imagitas, Inc.<sup>(b),(o)</sup>  | Red Ventures LLC/New Imagitas, Inc.<sup>(b),(o)</sup>  | Red Ventures LLC/New Imagitas, Inc.<sup>(b),(o)</sup>  | Red Ventures LLC/New Imagitas, Inc.<sup>(b),(o)</sup>  |
| Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>03/04/2030<br>| &nbsp;&nbsp; 6.913% | 343116 | &nbsp;&nbsp; 322673 |
| Research Now Group LLC<sup>(b),(o)</sup>  | Research Now Group LLC<sup>(b),(o)</sup>  | Research Now Group LLC<sup>(b),(o)</sup>  | Research Now Group LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>07/15/2028<br>| &nbsp;&nbsp; 9.456% | 107566 | &nbsp;&nbsp; 107073 |
| StubHub Holdco Sub LLC<sup>(b),(o)</sup>  | StubHub Holdco Sub LLC<sup>(b),(o)</sup>  | StubHub Holdco Sub LLC<sup>(b),(o)</sup>  | StubHub Holdco Sub LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>03/15/2030<br>| &nbsp;&nbsp; 8.913% | 104576 | &nbsp;&nbsp; 103486 |
| X Corp.<sup>(b),(o)</sup>  | X Corp.<sup>(b),(o)</sup>  | X Corp.<sup>(b),(o)</sup>  | X Corp.<sup>(b),(o)</sup>  |
| Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 6.500% <br>10/26/2029<br>| &nbsp;&nbsp; 10.958% | 468543 | &nbsp;&nbsp; 459238 |
| Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 9.500% <br>10/26/2029<br>| &nbsp;&nbsp; 9.500% | 182646 | &nbsp;&nbsp; 183077 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2542354** |
| **Oil Field Services 0.0%** | **Oil Field Services 0.0%** | **Oil Field Services 0.0%** | **Oil Field Services 0.0%** |
| Hunterstown Generation LLC<sup>(b),(o)</sup>  | Hunterstown Generation LLC<sup>(b),(o)</sup>  | Hunterstown Generation LLC<sup>(b),(o)</sup>  | Hunterstown Generation LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 1.000% <br>11/06/2031<br>| &nbsp;&nbsp; 7.593% | 182146 | &nbsp;&nbsp; 182336 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Other Financial Institutions 0.0%** | **Other Financial Institutions 0.0%** | **Other Financial Institutions 0.0%** | **Other Financial Institutions 0.0%** |
| Opal Bidco SAS<sup>(b),(o)</sup>  | Opal Bidco SAS<sup>(b),(o)</sup>  | Opal Bidco SAS<sup>(b),(o)</sup>  | Opal Bidco SAS<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/28/2032<br>| &nbsp;&nbsp; 7.252% | 587481 | &nbsp;&nbsp; 588656 |
| **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** | **Other Industry 0.0%** |
| Artera Services LLC<sup>(b),(o)</sup>  | Artera Services LLC<sup>(b),(o)</sup>  | Artera Services LLC<sup>(b),(o)</sup>  | Artera Services LLC<sup>(b),(o)</sup>  |
| Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>02/15/2031<br>| &nbsp;&nbsp; 8.502% | 338782 | &nbsp;&nbsp; 301780 |
| Potomac Energy Center LLC<sup>(b),(o)</sup>  | Potomac Energy Center LLC<sup>(b),(o)</sup>  | Potomac Energy Center LLC<sup>(b),(o)</sup>  | Potomac Energy Center LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>08/05/2032<br>| &nbsp;&nbsp; 7.321% | 184254 | &nbsp;&nbsp; 184830 |
| Ryan LLC<sup>(b),(o)</sup>  | Ryan LLC<sup>(b),(o)</sup>  | Ryan LLC<sup>(b),(o)</sup>  | Ryan LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>11/14/2030<br>| &nbsp;&nbsp; 7.663% | 197508 | &nbsp;&nbsp; 197755 |
| Technimark Holdings LLC<sup>(b),(o)</sup>  | Technimark Holdings LLC<sup>(b),(o)</sup>  | Technimark Holdings LLC<sup>(b),(o)</sup>  | Technimark Holdings LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>04/14/2031<br>| &nbsp;&nbsp; 7.385% | 244197 | &nbsp;&nbsp; 243892 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **928257** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Mativ Holdings, Inc.<sup>(b),(o),(p)</sup>  | Mativ Holdings, Inc.<sup>(b),(o),(p)</sup>  | Mativ Holdings, Inc.<sup>(b),(o),(p)</sup>  | Mativ Holdings, Inc.<sup>(b),(o),(p)</sup>  |
| Delayed Draw Term Loan  | Delayed Draw Term Loan  | Delayed Draw Term Loan  | Delayed Draw Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>05/06/2027<br>| &nbsp;&nbsp; 6.763% | 172023 | &nbsp;&nbsp; 170303 |
| **Pharmaceuticals 0.1%** | **Pharmaceuticals 0.1%** | **Pharmaceuticals 0.1%** | **Pharmaceuticals 0.1%** |
| Elanco Animal Health, Inc.<sup>(b),(o)</sup>  | Elanco Animal Health, Inc.<sup>(b),(o)</sup>  | Elanco Animal Health, Inc.<sup>(b),(o)</sup>  | Elanco Animal Health, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>08/01/2027<br>| &nbsp;&nbsp; 6.130% | 1417239 | &nbsp;&nbsp; 1415353 |
| Jazz Pharmaceuticals, Inc.<sup>(b),(o)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(b),(o)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(b),(o)</sup>  | Jazz Pharmaceuticals, Inc.<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.500% <br>05/05/2028<br>| &nbsp;&nbsp; 6.413% | 334446 | &nbsp;&nbsp; 334607 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1749960** |
| **Property & Casualty 0.0%** | **Property & Casualty 0.0%** | **Property & Casualty 0.0%** | **Property & Casualty 0.0%** |
| AmWINS Group, Inc.<sup>(b),(o)</sup>  | AmWINS Group, Inc.<sup>(b),(o)</sup>  | AmWINS Group, Inc.<sup>(b),(o)</sup>  | AmWINS Group, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>01/30/2032<br>| &nbsp;&nbsp; 6.252% | 352060 | &nbsp;&nbsp; 351828 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** |
| 1011778 BC ULC<sup>(b),(o)</sup>  | 1011778 BC ULC<sup>(b),(o)</sup>  | 1011778 BC ULC<sup>(b),(o)</sup>  | 1011778 BC ULC<sup>(b),(o)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>09/20/2030<br>| &nbsp;&nbsp; 5.913% | 353116 | &nbsp;&nbsp; 351643 |
| Dave & Buster's, Inc.<sup>(b),(o)</sup>  | Dave & Buster's, Inc.<sup>(b),(o)</sup>  | Dave & Buster's, Inc.<sup>(b),(o)</sup>  | Dave & Buster's, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>11/01/2031<br>| &nbsp;&nbsp; 7.563% | 387249 | &nbsp;&nbsp; 356633 |
| KFC Holding Co./Yum! Brands<sup>(b),(o)</sup>  | KFC Holding Co./Yum! Brands<sup>(b),(o)</sup>  | KFC Holding Co./Yum! Brands<sup>(b),(o)</sup>  | KFC Holding Co./Yum! Brands<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/15/2028<br>| &nbsp;&nbsp; 6.000% | 390956 | &nbsp;&nbsp; 391813 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1100089** |
| **Retailers 0.0%** | **Retailers 0.0%** | **Retailers 0.0%** | **Retailers 0.0%** |
| Great Outdoors Group LLC<sup>(b),(o)</sup>  | Great Outdoors Group LLC<sup>(b),(o)</sup>  | Great Outdoors Group LLC<sup>(b),(o)</sup>  | Great Outdoors Group LLC<sup>(b),(o)</sup>  |
| Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.750% <br>01/23/2032<br>| &nbsp;&nbsp; 7.413% | 317699 | &nbsp;&nbsp; 317302 |
| **Technology 0.1%** | **Technology 0.1%** | **Technology 0.1%** | **Technology 0.1%** |
| Barracuda Parent LLC<sup>(b),(o)</sup>  | Barracuda Parent LLC<sup>(b),(o)</sup>  | Barracuda Parent LLC<sup>(b),(o)</sup>  | Barracuda Parent LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>Floor 0.500% <br>08/15/2029<br>| &nbsp;&nbsp; 8.808% | 197806 | &nbsp;&nbsp; 165144 |
| Boost Newco Borrower LLC<sup>(b),(o)</sup>  | Boost Newco Borrower LLC<sup>(b),(o)</sup>  | Boost Newco Borrower LLC<sup>(b),(o)</sup>  | Boost Newco Borrower LLC<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>01/31/2031<br>| &nbsp;&nbsp; 6.002% | 438532 | &nbsp;&nbsp; 438716 |
| Castle US Holding Corp.<sup>(b),(o)</sup>  | Castle US Holding Corp.<sup>(b),(o)</sup>  | Castle US Holding Corp.<sup>(b),(o)</sup>  | Castle US Holding Corp.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.000% <br>04/29/2030<br>| &nbsp;&nbsp; 9.205% | 26832 | &nbsp;&nbsp; 27052 |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>05/31/2030<br>| &nbsp;&nbsp; 8.717% | 178163 | &nbsp;&nbsp; 81955 |
| DTI Holdco, Inc.<sup>(b),(o)</sup>  | DTI Holdco, Inc.<sup>(b),(o)</sup>  | DTI Holdco, Inc.<sup>(b),(o)</sup>  | DTI Holdco, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>04/26/2029<br>| &nbsp;&nbsp; 8.163% | 233950 | &nbsp;&nbsp; 207486 |
| EagleView Technology Corp.<sup>(b),(o)</sup>  | EagleView Technology Corp.<sup>(b),(o)</sup>  | EagleView Technology Corp.<sup>(b),(o)</sup>  | EagleView Technology Corp.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.500% <br>08/14/2028<br>| &nbsp;&nbsp; 9.502% | 810319 | &nbsp;&nbsp; 794623 |
| Genesys Cloud Services Holdings I LLC<sup>(b),(o)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(b),(o)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(b),(o)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/30/2032<br>| &nbsp;&nbsp; 6.663% | 252377 | &nbsp;&nbsp; 250537 |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| McAfee Corp.<sup>(b),(o)</sup>  | McAfee Corp.<sup>(b),(o)</sup>  | McAfee Corp.<sup>(b),(o)</sup>  | McAfee Corp.<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/01/2029<br>| &nbsp;&nbsp; 7.223% | 92321 | &nbsp;&nbsp; 88023 |
| Modena Buyer LLC<sup>(b),(o)</sup>  | Modena Buyer LLC<sup>(b),(o)</sup>  | Modena Buyer LLC<sup>(b),(o)</sup>  | Modena Buyer LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>07/01/2031<br>| &nbsp;&nbsp; 8.808% | 110961 | &nbsp;&nbsp; 109455 |
| Neon Maple Purchaser, Inc.<sup>(b),(o)</sup>  | Neon Maple Purchaser, Inc.<sup>(b),(o)</sup>  | Neon Maple Purchaser, Inc.<sup>(b),(o)</sup>  | Neon Maple Purchaser, Inc.<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>11/17/2031<br>| &nbsp;&nbsp; 6.913% | 248752 | &nbsp;&nbsp; 248630 |
| Peraton Corp.<sup>(b),(o)</sup>  | Peraton Corp.<sup>(b),(o)</sup>  | Peraton Corp.<sup>(b),(o)</sup>  | Peraton Corp.<sup>(b),(o)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.750% <br>02/01/2028<br>| &nbsp;&nbsp; 8.013% | 497598 | &nbsp;&nbsp; 418793 |
| Renaissance Holding Corp.<sup>(b),(o)</sup>  | Renaissance Holding Corp.<sup>(b),(o)</sup>  | Renaissance Holding Corp.<sup>(b),(o)</sup>  | Renaissance Holding Corp.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.500% <br>04/05/2030<br>| &nbsp;&nbsp; 8.163% | 607954 | &nbsp;&nbsp; 524993 |
| Xerox Corp.<sup>(b),(o)</sup>  | Xerox Corp.<sup>(b),(o)</sup>  | Xerox Corp.<sup>(b),(o)</sup>  | Xerox Corp.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.500% <br>11/19/2029<br>| &nbsp;&nbsp; 8.098% | 493848 | &nbsp;&nbsp; 457427 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3812834** |
| **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** | **Wirelines 0.0%** |
| Frontier Communications Holdings LLC<sup>(b),(o)</sup>  | Frontier Communications Holdings LLC<sup>(b),(o)</sup>  | Frontier Communications Holdings LLC<sup>(b),(o)</sup>  | Frontier Communications Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>07/01/2031<br>| &nbsp;&nbsp; 6.650% | 165873 | &nbsp;&nbsp; 165596 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Zayo Group Holdings, Inc.<sup>(b),(o)</sup>  | Zayo Group Holdings, Inc.<sup>(b),(o)</sup>  | Zayo Group Holdings, Inc.<sup>(b),(o)</sup>  | Zayo Group Holdings, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>03/11/2030<br>| &nbsp;&nbsp; 7.773% | 657283 | &nbsp;&nbsp; 652069 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **817665** |
| &nbsp;&nbsp; Total Senior Loans <br>(Cost $46,226,964) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $46,226,964) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $46,226,964) | &nbsp;&nbsp; **45059733** |
| **U.S. Treasury Obligations 26.6%** | **U.S. Treasury Obligations 26.6%** | **U.S. Treasury Obligations 26.6%** | **U.S. Treasury Obligations 26.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 09/30/2027 | &nbsp;&nbsp; 3.500% | 166304000 | &nbsp;&nbsp; 165953202 |
| 09/30/2030 | &nbsp;&nbsp; 3.625% | 204204000 | &nbsp;&nbsp; 203167027 |
| 09/30/2032 | &nbsp;&nbsp; 3.750% | 85900000 | &nbsp;&nbsp; 85618141 |
| 08/15/2035 | &nbsp;&nbsp; 4.250% | 67835000 | &nbsp;&nbsp; 68386159 |
| 08/15/2045 | &nbsp;&nbsp; 4.875% | 80875000 | &nbsp;&nbsp; 82682051 |
| 08/15/2055 | &nbsp;&nbsp; 4.750% | 172672000 | &nbsp;&nbsp; 173292540 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $775,121,518) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $775,121,518) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $775,121,518) | &nbsp;&nbsp; **779099120** |

---

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 11.1%** | **Money Market Funds 11.1%** | **Money Market Funds 11.1%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 4.265%<sup>(s),(t)</sup> <br>| &nbsp;&nbsp; 325904149 | &nbsp;&nbsp; 325806378 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $325,743,731) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $325,743,731) | &nbsp;&nbsp; **325806378** |
| **Total Investments in Securities** <br>**(Cost: $3,232,334,806)** | **Total Investments in Securities** <br>**(Cost: $3,232,334,806)** | &nbsp;&nbsp; **3211412897** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(283236312)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **2928176585** |

---

At September 30, 2025, securities and/or cash totaling $9,604,187 were pledged as collateral.

**Investments in derivatives** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** |
| **Currency to** <br>**be sold**<br>| &nbsp;&nbsp;&nbsp; **Currency to** <br>**be purchased**<br>| **Counterparty** | **Settlement** <br>**date**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**depreciation ($)**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20,288 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,414 USD | Citi | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 197,572 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 267,901 USD | Citi | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2175 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 15,838,663 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 10,543,529 USD | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 61819 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 10,651,690 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 7,008,993 USD | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40083)<br>|
| 69,953,701 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 82,456,162 USD | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 284301 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 1,206,838 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1,409,996 USD | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7629)<br>|
| &nbsp;&nbsp; 2,833,858 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 3,825,704 USD | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 14268 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 3,041,365 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 4,047,458 USD | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (43069)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,390 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20,288 AUD | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **Currency to**<br> **be sold**<br>| &nbsp;&nbsp;&nbsp; **Currency to**<br> **be purchased**<br>| **Counterparty** | **Settlement**<br> **date**<br>| &nbsp;&nbsp;&nbsp; **Unrealized**<br> **appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized**<br> **depreciation ($)**<br>|
| 19,442,031 USD | &nbsp;&nbsp;&nbsp;&nbsp; 16,588,396 EUR | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 43705 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 8,643,765 USD | &nbsp;&nbsp;&nbsp;&nbsp; 7,342,902 EUR | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18347)<br>|
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 406304 | &nbsp;&nbsp;&nbsp;&nbsp; (109141)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Long Bond | 20 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2331875 | &nbsp;&nbsp;&nbsp;&nbsp; 53282 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 1328 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 276753126 | &nbsp;&nbsp;&nbsp;&nbsp; 154540 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 1038 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 216317579 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13122)<br>|
| U.S. Treasury 5-Year Note | 2488 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 271677939 | &nbsp;&nbsp;&nbsp;&nbsp; 82106 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 183 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 19982742 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13173)<br>|
| U.S. Treasury Ultra 10-Year Note | 138 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 15880781 | &nbsp;&nbsp;&nbsp;&nbsp; 74255 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | 176 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 21131000 | &nbsp;&nbsp;&nbsp;&nbsp; 593644 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 957827 | &nbsp;&nbsp;&nbsp;&nbsp; (26295)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| Australian 10-Year Bond | (293) | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (33212033)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 68859 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Australian 3-Year Bond | (24) | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (2564177)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6255 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bobl | (130) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (15315300)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19505)<br>|
| Euro-Bund | (12) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (1542840)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2311 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bund | (162) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (20828340)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (103580)<br>|
| Euro-Buxl 30-Year | (27) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (3090960)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45250)<br>|
| Euro-Schatz | (19) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (2032620)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1986 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Long Gilt | (12) | 12/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (1090080)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1925)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 79411 | &nbsp;&nbsp;&nbsp;&nbsp; (170260)<br>|

---

**Notes to Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents privately placed and other securities and instruments exempt from Securities
 and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
 to qualified institutional buyers. At September 30, 2025, the total value of these securities amounted to $620,885,714, which represents 21.20% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. The interest rate shown was the current rate as of September
 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Variable or floating rate security, the interest rate of which adjusts periodically
 based on changes in current interest rates and prepayments on the underlying pool
 of assets. The interest rate shown was the current rate as of September 30, 2025.

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(h) Represents a variable rate security with a step coupon where the rate adjusts according
 to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the
 current rate as of September 30, 2025.

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

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

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

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

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

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

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

Portfolio of Investments (continued)

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund, September 30, 2025 (Unaudited)

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

&nbsp;&nbsp;&nbsp;&nbsp;(o) The stated interest rate represents the weighted average interest rate at September
 30, 2025 of contracts within the senior loan facility. Interest rates on contracts
 are primarily determined either weekly, monthly or quarterly by reference to the indicated
 base lending rate and spread and the reset period. Base lending rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on
 a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed. Senior loans often require prepayments from
 excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay cannot be predicted with accuracy. As a result, remaining maturities
 of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower
 prior to the disposition of a senior loan.

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

&nbsp;&nbsp;&nbsp;&nbsp;(q) At September 30, 2025, the Fund had unfunded senior loan commitments pursuant to the
 terms of the loan agreement. The Fund receives a stated coupon rate until the borrower draws on the loan commitment, at which time the rate will become the stated
 rate in the loan agreement.

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

---

| | |
|:---|:---|
| **Borrower** | **Unfunded Commitment ($)** |
| &nbsp;&nbsp; First Eagle Holdings, Inc. <br>Delayed Draw Term Loan <br>08/16/2032 1.750%<br>| 30356<br>|
| &nbsp;&nbsp; Kelso Industries LLC <br>Delayed Draw Term Loan <br>12/30/2029 5.750%<br>| 36178<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(r) The borrower filed for protection under Chapter 11 of the U.S. Federal Bankruptcy
 Code.

&nbsp;&nbsp;&nbsp;&nbsp;(s) The rate shown is the seven-day current annualized yield at September 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(t) Under the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the
 holdings and transactions in these affiliated companies during the period ended September 30, 2025 are as follows:

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends($)** | **End of** <br>**period shares**<br>|
| Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% |
|  | 553500029 | &nbsp;&nbsp; 3465106818 | &nbsp;&nbsp; (3692858636)<br>| &nbsp;&nbsp; 58167 | &nbsp;&nbsp; 325806378 | &nbsp;&nbsp; (39352)<br>| &nbsp;&nbsp; 15510742 | &nbsp;&nbsp; 325904149 |

---

**Abbreviation Legend** 

---

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

---

**Currency Legend** 

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| EUR | Euro |
| GBP | British Pound |
| USD | US Dollar |

---

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

CTIVP<sup>®</sup> – TCW Core Plus Bond Fund \| 2025

------

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

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

3QT7037_12_D01_(11/25)

------

## 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:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** CTIVP - TCW Core Plus Bond Fund

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $3260513950.82

**Total Liabilities:** $332252350.18

**Net Assets:** $2928261600.64

**Delayed Delivery Securities:** $329767163.71

**Stand-by Commitments:** $1757908.95

**Cash Not Reported:** $504906.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 167450.724700000000 | **1-Year:** 17571.094100000000 | **5-Year:** 70493.026799999900 | **10-Year:** 129032.100400000000 | **30-Year:** 492004.676000000000

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

- **3-Month:** 393.727500000000 | **1-Year:** 8420.499700000000 | **5-Year:** 25067.984800000000 | **10-Year:** 75275.587900000000 | **30-Year:** 116641.348000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087814 | -0.42%               | 1.34%                | 1.10%                |
| Class ID C000087815 | -0.46%               | 1.23%                | 1.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $224147.04               | $-18174807.50                              |
| Month 2  | $7889822.05              | $15026780.12                               |
| Month 3  | $6728544.86              | $16537533.16                               |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUNOCO LP                                                        | SUNOCO LP                                                               | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2076344.10   | 0.07%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| SWITCH DATA CENTER SWTCH_25-1A                                   | SWTCH_25-1A                                                             | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7310000 | PA      | $7254423.53   | 0.25%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2609552.69   | 0.09%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1954503.06   | 0.07%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                | TAKE-TWO INTERACTIVE SOFTWARE INC                                       | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3225914.58   | 0.11%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TECHNIMARK LLC                                                   | TECHNIMARK HOLDINGS LLC TLB 3.25                                        | CUSIP: 87854HAD8<br>LEI: SMVHAQI7R80MMI4TPU55 | Long             | LON              | CORP              | US        |    244197 | PA      | $243892.20    | 0.01%             | 2031-04-14      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA ENERGY CORP TLB3 1.75                                            | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    403782 | PA      | $404101.49    | 0.01%             | 2030-12-20      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| TIAA CLO IV TIA_18-1A                                            | TIA_18-1A                                                               | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3793561 | PA      | $3794904.18   | 0.13%             | 2032-01-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE LLC                                                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334675.22    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLJ 2.5                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    395478 | PA      | $395221.33    | 0.01%             | 2031-02-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV                 | Regents of the University of California Medical Center Pooled Revenue   | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4385000 | PA      | $2814370.18   | 0.10%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                           | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1845575.90   | 0.06%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                     | VT TOPCO INC                                                            | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142994.15    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV                                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   3250000 | PA      | $2940813.08   | 0.10%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1949815 | PA      | $1953049.65   | 0.07%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    677708 | PA      | $635938.32    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1400180 | PA      | $1316184.12   | 0.04%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2723489 | PA      | $2460616.02   | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16427117 | PA      | $16027041.84  | 0.55%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6255968 | PA      | $5725480.72   | 0.20%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12148272 | PA      | $11490873.05  | 0.39%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3106486 | PA      | $3026821.13   | 0.10%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9746449 | PA      | $9496505.15   | 0.32%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7960111 | PA      | $8038523.06   | 0.27%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1192786 | PA      | $1206470.82   | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 3132GDHP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27218 | PA      | $27907.58     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    766000 | PA      | $731609.47    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HDI AEROSPACE INTERMEDIATE HOLDING                               | HDI AEROSPACE INTERMEDIATE HOLDING                                      | CUSIP: 40415WAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    339150 | PA      | $339363.66    | 0.01%             | 2032-02-11      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| HVMLT_06-10                                                      | HVMLT_06-10                                                             | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7563634 | PA      | $6014735.44   | 0.21%             | 2036-11-19      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HLDGS                                       | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2349750.32   | 0.08%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE REALTY HOLDINGS LP                                           | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2848997.01   | 0.10%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK OP LLC DD .85                                                | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    980642 | PA      | $968383.51    | 0.03%             | 2027-02-22      | Variable      | 5.10%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK OP LLC DD .85                                                | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    980642 | PA      | $968383.51    | 0.03%             | 2027-08-20      | Variable      | 5.10%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK OP LLC DD .85                                                | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |   1979146 | PA      | $1929667.48   | 0.07%             | 2029-03-01      | Variable      | 5.08%                 | No            |                  3 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS/ION CORP                                       | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    464000 | PA      | $480770.35    | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN TLB4 2.0                                           | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1703854 | PA      | $1704944.64   | 0.06%             | 2030-11-08      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2385571.31   | 0.08%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2796.10      | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    944000 | PA      | $811132.23    | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54244.86     | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS HY_19-30HY                                          | HY_19-30HY                                                              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2770000 | PA      | $2632908.27   | 0.09%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1349723.71   | 0.05%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3112230.64   | 0.11%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (REPUBLIC OF)                                                   | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    881000 | PA      | $756204.74    | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ICG US CLO LTD ICG_16-1A                                         | ICG_16-1A                                                               | CUSIP: 44931NBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7350000 | PA      | $7357019.25   | 0.25%             | 2034-04-29      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP                                                    | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1045248.84   | 0.04%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP / ICAHN ENTER                                      | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1361703.81   | 0.05%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    238000 | PA      | $236240.67    | 0.01%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | INTERNET BRANDS TLB3 4.25                                               | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    128310 | PA      | $123231.17    | 0.00%             | 2028-05-03      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                                                 | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $504363.26    | 0.02%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                                                 | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    701000 | PA      | $699314.11    | 0.02%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR27                    | INDX_06-AR27                                                            | CUSIP: 45661LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3054104 | PA      | $1192572.19   | 0.04%             | 2036-10-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1446199.93   | 0.05%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16                                 | MDPK_16-24A                                                             | CUSIP: 55820NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1230107 | PA      | $1230128.91   | 0.04%             | 2029-10-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    341000 | PA      | $254024.79    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    532000 | PA      | $424434.32    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2458406.46   | 0.08%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                                                      | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    710000 | PA      | $594773.60    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_20-25A                                   | MAGNE_20-25A                                                            | CUSIP: 55955GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5285209 | PA      | $5285172.45   | 0.18%             | 2032-01-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                      | MAGNITE INC TLB 3.0                                                     | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    414437 | PA      | $414610.61    | 0.01%             | 2031-02-06      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST MHL_05-4                                        | MHL_05-4                                                                | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    461954 | PA      | $461811.79    | 0.02%             | 2035-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC TL 3.25                                                 | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    850386 | PA      | $639311.77    | 0.02%             | 2029-01-24      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC TL 6.0                                                  | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     75396 | PA      | $30661.34     | 0.00%             | 2030-01-24      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM4                 | NRZT_22-NQM4                                                            | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13799968 | PA      | $13749660.58  | 0.47%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1616297 | PA      | $1513338.62   | 0.05%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1213362 | PA      | $1096247.74   | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2708321 | PA      | $2446911.55   | 0.08%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3975826 | PA      | $3597362.39   | 0.12%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                        | POTOMAC ENERGY CENTER LLC TLB 3.0                                       | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    184254 | PA      | $184830.54    | 0.01%             | 2032-08-05      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                             | CELSIUS HOLDINGS INC TLB 3.25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    371282 | PA      | $371631.40    | 0.01%             | 2032-04-01      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | OPAL US LLC TLB 3.25                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    587481 | PA      | $588655.75    | 0.02%             | 2032-04-28      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                        | EAGLEVIEW TECHNOLOGY CORP TL 6.5                                        | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |    810319 | PA      | $794622.93    | 0.03%             | 2028-08-14      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC TL 5.5                                                  | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   1750258 | PA      | $1759009.44   | 0.06%             | 2029-01-24      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                                            | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $313033.78    | 0.01%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                           | CASTLE US HOLDING CORP TL 5.0                                           | CUSIP: 000000000<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     26832 | PA      | $27052.36     | 0.00%             | 2030-04-29      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                           | CASTLE US HOLDING CORP TLB 4.25                                         | CUSIP: 000000000<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |    178163 | PA      | $81954.98     | 0.00%             | 2030-05-31      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC TLB 4.75                                             | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    554856 | PA      | $555616.59    | 0.02%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES DEBT MERGER SUB LLC                                   | ARCHIMEDES DEBT MER SUB LLC TL 4.0                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271101 | PA      | $267034.59    | 0.01%             | 2032-05-27      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                        | FLUTTER FINANCING BV TLB 2.0                                            | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |    421841 | PA      | $421022.87    | 0.01%             | 2032-06-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEANOVA MIDCO LIMITED                                           | CLEANOVA US HOLDINGS LLC TL 4.75                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    182974 | PA      | $182059.35    | 0.01%             | 2032-06-14      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE INVESTMENT MANAGEMENT LLC                            | FIRST EAGLE TLB 3.5                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177798 | PA      | $175893.94    | 0.01%             | 2032-08-16      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| BACH FINANCE LTD                                                 | BACH FINANCE LTD TL 2.75                                                | CUSIP: 000000000<br>LEI: 2549005A7AAN5FFG8891 | Long             | LON              | CORP              | KY        |    261664 | PA      | $262037.69    | 0.01%             | 2032-01-09      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CAISTER FINANCE CAIF_1                                           | CAIF_25-1A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |   1980000 | PA      | $2661634.49   | 0.09%             | 2035-08-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                  | QUEENSLAND TREASURY CORPORATION                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   3180000 | PA      | $2087322.31   | 0.07%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| C&S WHOLESALE GROCERS                                            | C&S WHOLESALE GROCERS INC TLB 0.5                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    643021 | PA      | $626945.58    | 0.02%             | 2030-08-06      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                             | HEARTLAND DENTAL LLC TLB 3.75                                           | CUSIP: 000000000<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    498877 | PA      | $497759.73    | 0.02%             | 2032-08-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLM 2.5                                                   | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    498639 | PA      | $498000.90    | 0.02%             | 2032-08-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SUEZ SA (FR)                                                     | SUEZ SA (FR)                                                            | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2306695.95   | 0.08%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                               | MVM ENERGETIKA ZRT                                                      | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | NUSS              | HU        |    469000 | PA      | $496683.69    | 0.02%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GALDERMA FINANCE EUROPE BV                                       | GALDERMA FINANCE EUROPE BV                                              | CUSIP: 000000000<br>LEI: 7245004RN4I1ORSTHY93 | Long             | DBT              | CORP              | NL        |    730000 | PA      | $868562.58    | 0.03%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                   | DYNO NOBEL LTD                                                          | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $730654.76    | 0.02%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_21-6                               | AOMT_21-6                                                               | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3735785 | PA      | $3196400.26   | 0.11%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1603176.22   | 0.05%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1411245.16   | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2795126.25   | 0.10%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                             | APPALACHIAN POWER CO                                                    | CUSIP: 037735BZ9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3387774.67   | 0.12%             | 2033-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                             | APPALACHIAN POWER CO                                                    | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4207391.39   | 0.14%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ANCESTRY.COM INC TLB 3.25                                               | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    261815 | PA      | $261937.59    | 0.01%             | 2027-12-06      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA                                      | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |    445000 | PA      | $428825.64    | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA                                      | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $1310241.45   | 0.04%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1305185.33   | 0.04%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1675528.40   | 0.06%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1521495.43   | 0.05%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_21-2A                       | AESOP_21-2A                                                             | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $3738754.25   | 0.13%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2035000 | PA      | $2001679.23   | 0.07%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1492000 | PA      | $1434851.83   | 0.05%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3154226.90   | 0.11%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST BCAP_07-AA1                                       | BCAP_07-AA1                                                             | CUSIP: 05530PAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3848206 | PA      | $3497386.88   | 0.12%             | 2037-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO 2 INC                                  | BCPE NORTH STAR US HOLDCO TL 4.0                                        | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    390875 | PA      | $390225.88    | 0.01%             | 2028-06-09      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355000 | PA      | $1279257.80   | 0.04%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BXHPP_21-FILM      | BXHPP_21-FILM                                                           | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8878000 | PA      | $8611660.00   | 0.29%             | 2036-08-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2890183.87   | 0.10%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    723000 | PA      | $637096.82    | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4972000 | PA      | $4938977.52   | 0.17%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3146232.59   | 0.11%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11220000 | PA      | $10996660.42  | 0.38%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1780540.01   | 0.06%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP                                             | FARMERS EXCHANGE CAPITAL                                                | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3399073.53   | 0.12%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                      | FARMERS EXCHANGE CAPITAL II                                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3746648.90   | 0.13%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 20YR GIANT                                                        | CUSIP: 3128CUU87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    258649 | PA      | $254152.27    | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 3128K9Q49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7171 | PA      | $7564.85      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 3128K9SR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5206 | PA      | $5418.22      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128LXBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    284642 | PA      | $291470.21    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3604086.56   | 0.12%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2569023.88   | 0.09%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   7482000 | PA      | $6775717.82   | 0.23%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $895669.27    | 0.03%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                                  | BCPE FLAVOR DEBT MERGER SUB LLC                                         | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $460419.70    | 0.02%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                  | BERKSHIRE HATHAWAY FINANCE CORP                                         | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $656285.49    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2792731.02   | 0.10%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2981000 | PA      | $2955299.28   | 0.10%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL ESCROW CORP                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    271000 | PA      | $270985.25    | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_20-30A                                | BLUEM_25-30A                                                            | CUSIP: 09630QAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7775000 | PA      | $7775000.00   | 0.27%             | 2035-04-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    925000 | PA      | $945051.07    | 0.03%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-VLT7                                              | BX_25-VLT7                                                              | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4215707.58   | 0.14%             | 2027-07-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                             | INGENOVIS HEALTH INC TLB 3.75                                           | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166744 | PA      | $51690.74     | 0.00%             | 2028-03-06      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA GROUP                                                             | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4405189.87   | 0.15%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-R4                                              | CIM_19-R4                                                               | CUSIP: 12556FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4599133 | PA      | $4332905.03   | 0.15%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM_20-R3                                                        | CIM_20-R3                                                               | CUSIP: 12559NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4557172 | PA      | $4479399.15   | 0.15%             | 2060-01-26      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R6                                              | CIM_20-R6                                                               | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3542907 | PA      | $3253665.35   | 0.11%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R7                                              | CIM_20-R7                                                               | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5278963 | PA      | $4802738.66   | 0.16%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-R3                                              | CIM_21-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6447210 | PA      | $5976202.13   | 0.20%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ET7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    704051 | PA      | $677325.10    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138NYGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1090864 | PA      | $1003101.95   | 0.03%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138W9GN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    390058 | PA      | $358471.40    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138W9GP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    404286 | PA      | $371547.32    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138W9MK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3525931 | PA      | $3430681.02   | 0.12%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    724203 | PA      | $696337.14    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                      | CUSIP: 3138WXG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    201833 | PA      | $185403.74    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1283810 | PA      | $1250115.62   | 0.04%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_01-M2                                        | FNMA_01-M2                                                              | CUSIP: 313920HM5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6791 | PA      | $6759.87      | 0.00%             | 2031-06-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-8                                             | FNMA_06-8                                                               | CUSIP: 31394VV64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    344587 | PA      | $38309.62     | 0.00%             | 2036-03-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2980                                           | FHLMC_2980                                                              | CUSIP: 31395UF63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    141188 | PA      | $13769.87     | 0.00%             | 2034-11-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31401A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5693 | PA      | $5776.39      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2957218 | PA      | $2763919.09   | 0.09%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128M7HE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73748 | PA      | $74469.28     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128M96X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2530696 | PA      | $2462966.20   | 0.08%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140KSVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18676975 | PA      | $15098921.98  | 0.52%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12013601 | PA      | $9739194.54   | 0.33%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MABR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4221640 | PA      | $3987266.61   | 0.14%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MABS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    959463 | PA      | $906197.04    | 0.03%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MMAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3197417 | PA      | $2814487.84   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2190675 | PA      | $2158715.31   | 0.07%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1374782 | PA      | $1280227.85   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140Q8J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3761590 | PA      | $3503951.21   | 0.12%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15170027 | PA      | $12286083.69  | 0.42%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMUY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12595959 | PA      | $10749580.97  | 0.37%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7581760 | PA      | $6667313.14   | 0.23%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14584358 | PA      | $11904160.00  | 0.41%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MAD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    169734 | PA      | $165174.51    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJ3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1993160 | PA      | $1858351.26   | 0.06%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJ5A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    331802 | PA      | $335504.77    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1264968 | PA      | $1249476.77   | 0.04%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJ5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    682738 | PA      | $689232.64    | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    197349 | PA      | $204620.46    | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17166608 | PA      | $13970340.46  | 0.48%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6089589 | PA      | $5753493.62   | 0.20%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3758477 | PA      | $3652380.77   | 0.12%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17904156 | PA      | $15270511.83  | 0.52%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22229832 | PA      | $17986803.71  | 0.61%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XNWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9256864 | PA      | $8747391.28   | 0.30%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17601083 | PA      | $17523326.84  | 0.60%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XQN45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15830777 | PA      | $12788783.21  | 0.44%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31415M6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31659 | PA      | $32459.78     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31416CM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57048 | PA      | $60116.84     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31416TNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    106747 | PA      | $112113.57    | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                      | CUSIP: 31417EEF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    154585 | PA      | $142001.61    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31417FZR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    736021 | PA      | $694641.80    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31417KSW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54404 | PA      | $55714.99     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                                               | CUSIP: 31418AWD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    511817 | PA      | $500624.64    | 0.02%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L                                      | CUSIP: 31418AWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    294996 | PA      | $286905.30    | 0.01%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                                               | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    261159 | PA      | $251596.19    | 0.01%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                                               | CUSIP: 31418BFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    372774 | PA      | $363441.30    | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2247125 | PA      | $2160436.01   | 0.07%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2               | GNMA_21-2                                                               | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4241098 | PA      | $3144725.72   | 0.11%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-21              | GNMA_21-21                                                              | CUSIP: 38380RTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2881997 | PA      | $2229410.04   | 0.08%             | 2063-06-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-31              | GNMA_21-31                                                              | CUSIP: 38380RVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3131866 | PA      | $2273824.53   | 0.08%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-36              | GNMA_21-36                                                              | CUSIP: 38380RXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18992288 | PA      | $1573205.26   | 0.05%             | 2063-03-16      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-201             | GNMA_22-201                                                             | CUSIP: 38383LPG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2571171 | PA      | $2579383.78   | 0.09%             | 2052-11-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   8468000 | PA      | $7728276.42   | 0.26%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP                                                    | CUSIP: 030981AM6<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    843000 | PA      | $866832.02    | 0.03%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP/AMERIGAS FINA                                      | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    606000 | PA      | $634632.08    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                               | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2570632.19   | 0.09%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_24-28                 | AMMC_24-28A                                                             | CUSIP: 03166HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   9100000 | PA      | $9134743.80   | 0.31%             | 2037-07-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC TLB 2.25                                               | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352060 | PA      | $351827.66    | 0.01%             | 2032-01-30      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_22-1                               | AOMT_22-1                                                               | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6410474 | PA      | $6049701.66   | 0.21%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS                       | BXSC_22-WSS                                                             | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5017187.50   | 0.17%             | 2035-03-15      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO                          | BX_22-CSMO                                                              | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6925000 | PA      | $6959634.00   | 0.24%             | 2027-06-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO                          | BX_22-CSMO                                                              | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4080000 | PA      | $4120802.86   | 0.14%             | 2027-06-15      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-6A                                | BCC_24-6A                                                               | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   8750000 | PA      | $8758662.50   | 0.30%             | 2034-10-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                                                              | CUSIP: 38384JMH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1238383 | PA      | $1241532.94   | 0.04%             | 2054-02-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | GNMA_24-97                                                              | CUSIP: 38384PYX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2062568 | PA      | $2066090.01   | 0.07%             | 2054-06-20      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                          | GC EDUCATION INC                                                        | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $447416.76    | 0.02%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                       | GREAT CANADIAN GAMING CORP                                              | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    145000 | PA      | $143346.98    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-I1                                              | CIM_22-I1                                                               | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4732008 | PA      | $4749317.92   | 0.16%             | 2067-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_23-R1                                              | CIM_23-R1                                                               | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11487098 | PA      | $11493279.87  | 0.39%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_25-R1                                              | CIM_25-R1                                                               | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8404186 | PA      | $8343263.63   | 0.28%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-R5                                              | CIM_21-R5                                                               | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6524110 | PA      | $5796287.55   | 0.20%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3032000 | PA      | $2239667.46   | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $571287.37    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $260566.98    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2252910.19   | 0.08%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-NQM1                                          | CSMC_22-NQM1                                                            | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9072549 | PA      | $8305253.78   | 0.28%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9             | CSMC_18-RPL9                                                            | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3915066 | PA      | $3781931.78   | 0.13%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                                                                 | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2584380.99   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LEXINGTON REALTY TRUST                                                  | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1643520.92   | 0.06%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                             | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212275.51    | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LBMLT_06-10                                                      | LBMLT_06-10                                                             | CUSIP: 54251YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3402585 | PA      | $2400646.96   | 0.08%             | 2036-11-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| CSMCM TRUST CERTIFICATES CSMCM_21-RP11                           | CSMCM_21-RP11                                                           | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    356611 | PA      | $278460.61    | 0.01%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RP11                        | CSMC_21-RP11                                                            | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8412733 | PA      | $6979286.12   | 0.24%             | 2061-10-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| MKT MORTGAGE TRUST MKT_20-525M                                   | MKT_20-525M                                                             | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2035000 | PA      | $1804166.69   | 0.06%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MADCMT_25-11MD-A                                                 | MADCMT_25-11MD                                                          | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2940000 | PA      | $2937170.54   | 0.10%             | 2042-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_25-36A                             | MDPK_25-36A                                                             | CUSIP: 55819PBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4976245.00   | 0.17%             | 2035-04-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    775000 | PA      | $754917.46    | 0.03%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1056993.87   | 0.04%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    670000 | PA      | $628198.74    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2341464.92   | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    374000 | PA      | $382298.90    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146033.47    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1951930.15   | 0.07%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-76                   | CWALT_05-76                                                             | CUSIP: 12668BDC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1842944 | PA      | $1733768.54   | 0.06%             | 2036-01-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB10 1.75                                                 | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    883867 | PA      | $882824.10    | 0.03%             | 2031-01-31      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_25-2              | CLAST_25-2A                                                             | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2806659 | PA      | $2826009.65   | 0.10%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1282953.79   | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1103905.14   | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $921120.03    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     27000 | PA      | $18267.19     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS INC                                              | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1354366.48   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS OPERATING L                                      | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1716656.93   | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_25-2                     | CHASE_25-2                                                              | CUSIP: 16159VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10370364 | PA      | $10432333.73  | 0.36%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2239754.01   | 0.08%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1409927.39   | 0.05%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                                             | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3050118.66   | 0.10%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245465.59    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TR                                 | CMALT_06-A5                                                             | CUSIP: 18974BAM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    796381 | PA      | $690998.11    | 0.02%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                  | COGENT COMMUNICATIONS GROUP INC                                         | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289822.02    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOGIX DATA CENTERS CLGIX_21-1                                  | CLGIX_21-1A                                                             | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $3074203.44   | 0.10%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COLOGIX DATA CENTERS CLGIX_21-1                                  | CLGIX_21-1                                                              | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710000 | PA      | $2643928.03   | 0.09%             | 2051-12-26      | Fixed         | 3.79%                 | 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        | 325904149 | NS      | $325806377.82 | 11.13%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                     | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999487.95   | 0.17%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03                   | CAS_22-R03                                                              | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5157800.00   | 0.18%             | 2042-03-25      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01        | CAS_22-R01                                                              | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4386054 | PA      | $4447047.34   | 0.15%             | 2041-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC FIDIUM FIBER FINANCE HOLDCO LLC  | CNSL_25-1A                                                              | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2590000 | PA      | $2652922.50   | 0.09%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0506A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  38575000 | PA      | $38367434.87  | 1.31%             | 2055-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0526A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  22450000 | PA      | $22617079.19  | 0.77%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTIVITI HOLDINGS INC                                            | COTIVITI HOLDINGS INC TL 2.75                                           | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197786 | PA      | $193994.28    | 0.01%             | 2032-03-26      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| CSFB_04-AR5                                                      | CSFB_04-AR5                                                             | CUSIP: 22541SHZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24256 | PA      | $24189.86     | 0.00%             | 2034-06-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_24-H7                                 | CROSS_24-H7                                                             | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7193135 | PA      | $7257995.89   | 0.25%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_25-H2                                 | CROSS_25-H2                                                             | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3719133 | PA      | $3743134.28   | 0.13%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1063324.69   | 0.04%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_06-14                  | CWL_06-14                                                               | CUSIP: 23243LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1112853 | PA      | $1087905.51   | 0.04%             | 2037-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC CYRUS_25-1                       | CYRUS_25-1A                                                             | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4380000 | PA      | $4474997.77   | 0.15%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DBGS_21-W52                                                      | DBGS_21-W52                                                             | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5725000 | PA      | $5678577.12   | 0.19%             | 2036-10-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                   | DTI HOLDCO INC TLB 4.0                                                  | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    233950 | PA      | $207485.71    | 0.01%             | 2029-04-26      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| DAILYPAY SECURITIZATION TRUST DLPY_25-1                          | DLPY_25-1A                                                              | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2840000 | PA      | $2858366.85   | 0.10%             | 2028-06-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC COLO_21-1A                                   | COLO_21-1A                                                              | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4198530.38   | 0.14%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC HYPER_25-1A                               | HYPER_25-1A                                                             | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3685000 | PA      | $3670867.59   | 0.13%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                | DELTA AIR LINES 2020-AA                                                 | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6309273 | PA      | $6055539.55   | 0.21%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                     | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3173949.23   | 0.11%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15                                 | DRSLF_15-40A                                                            | CUSIP: 26244GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3898869 | PA      | $3900744.66   | 0.13%             | 2031-08-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_16                                 | DRSLF_16-45A                                                            | CUSIP: 26244MBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7800000 | PA      | $7802503.80   | 0.27%             | 2030-10-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS                                                   | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $794863.69    | 0.03%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395086.50    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                                 | CUSIP: 26444HAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $415656.46    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER LLC                                                 | EOC BORROWER LLC TLA 3.75                                               | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550000 | PA      | $549312.50    | 0.02%             | 2028-03-24      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO                                                 | EAST OHIO GAS CO                                                        | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1813324.21   | 0.06%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    280000 | PA      | $303442.94    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC (DELAWARE)                              | EDGEWATER GEN LLC TLB 3.0                                               | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    150054 | PA      | $150241.45    | 0.01%             | 2030-08-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2458000 | PA      | $2208632.38   | 0.08%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 3132GEQA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22162 | PA      | $22686.99     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_360                                       | FHLMC_360                                                               | CUSIP: 3132J0US4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1110957 | PA      | $988944.33    | 0.03%             | 2047-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132JBH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1971960 | PA      | $1810550.52   | 0.06%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9500080 | PA      | $8886259.92   | 0.30%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    765096 | PA      | $737183.69    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    701227 | PA      | $657032.80    | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 31335ACR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2421450 | PA      | $2279221.62   | 0.08%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133C6EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11866708 | PA      | $11824686.43  | 0.40%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-13                                            | FNMA_13-13                                                              | CUSIP: 3136ACH53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1318138 | PA      | $1273432.05   | 0.04%             | 2042-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-45                                            | FNMA_13-45                                                              | CUSIP: 3136AD3D9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     96590 | PA      | $8705.82      | 0.00%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA_13-81                                                       | FNMA_13-81                                                              | CUSIP: 3136AFD68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     40979 | PA      | $672.00       | 0.00%             | 2042-10-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-54                                            | FNMA_18-54                                                              | CUSIP: 3136B2YM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    375077 | PA      | $372175.62    | 0.01%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA_19-1-KP                                                     | FNMA_19-1                                                               | CUSIP: 3136B3A34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1039761 | PA      | $950031.98    | 0.03%             | 2049-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-86                                            | FNMA_18-86                                                              | CUSIP: 3136B3SX9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    263411 | PA      | $261573.27    | 0.01%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_18-94                                     | FNMA_18-94                                                              | CUSIP: 3136B3WS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    484226 | PA      | $440098.53    | 0.02%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4093                | FHLMC_4093                                                              | CUSIP: 3137AST20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2157500 | PA      | $361207.36    | 0.01%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4765                                           | FHLMC_4765                                                              | CUSIP: 3137FEQ29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3388773 | PA      | $2688867.88   | 0.09%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5473                | FHLMC_5473K                                                             | CUSIP: 3137HHFL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1394870 | PA      | $1401582.00   | 0.05%             | 2054-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ELXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    293739 | PA      | $309404.40    | 0.01%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ERDL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1030950 | PA      | $1026411.82   | 0.04%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2178738 | PA      | $2102697.78   | 0.07%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    457881 | PA      | $436251.96    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    210196 | PA      | $195738.81    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7494 | PA      | $6979.84      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR - JUMBO-C                                      | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1350960 | PA      | $1169847.51   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2463527 | PA      | $2164110.51   | 0.07%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3193340 | PA      | $2599339.63   | 0.09%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8395231 | PA      | $7345113.87   | 0.25%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8906286 | PA      | $7233832.68   | 0.25%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14398024 | PA      | $12167389.73  | 0.42%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  59969691 | PA      | $50688780.75  | 1.73%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3146056 | PA      | $2771480.71   | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11006690 | PA      | $10727832.31  | 0.37%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7365416 | PA      | $6481469.17   | 0.22%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1737636 | PA      | $1590109.72   | 0.05%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2276211 | PA      | $2082616.97   | 0.07%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5302897 | PA      | $5283572.08   | 0.18%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25207074 | PA      | $24552798.96  | 0.84%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6233127 | PA      | $6058184.83   | 0.21%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6341974 | PA      | $6313958.79   | 0.22%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7549987 | PA      | $7624358.22   | 0.26%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19504839 | PA      | $19728613.16  | 0.67%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31419AVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    606801 | PA      | $639450.21    | 0.02%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5561057 | PA      | $5419592.56   | 0.19%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP                                                    | FERRELLGAS ESCROW LLC                                                   | CUSIP: 315289AA6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2009888.79   | 0.07%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP                                                    | FERRELLGAS LP/FERRELLGAS FIN                                            | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2259936.56   | 0.08%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHAMS_05-AA10                                                    | FHAMS_05-AA10                                                           | CUSIP: 32051GA88<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    676979 | PA      | $511462.76    | 0.02%             | 2035-12-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHAMS_05-AA7                                                     | FHAMS_05-AA7                                                            | CUSIP: 32051GSQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    473757 | PA      | $419738.04    | 0.01%             | 2035-09-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FHAMS_05-AA8                                                     | FHAMS_05-AA8                                                            | CUSIP: 32051GWF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1289284 | PA      | $712340.56    | 0.02%             | 2035-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES FHAMS_06-FA8       | FHAMS_06-FA8                                                            | CUSIP: 32052DAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    745165 | PA      | $266397.07    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                     | FIRSTENERGY TRANSMISSION LLC                                            | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $856928.98    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX_21-1                                   | FLX_21-1A                                                               | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3446801.15   | 0.12%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT COMPANY                                           | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1213245.07   | 0.04%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    570000 | PA      | $591801.52    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                        | FRESENIUS MEDICAL CARE US FIN III                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3638593.19   | 0.12%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMM HOLD LLC TLB 2.5                                          | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165873 | PA      | $165595.99    | 0.01%             | 2031-07-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                               | CUSIP: 36176BCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90613 | PA      | $87521.68     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                               | CUSIP: 36176FAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64145 | PA      | $64990.97     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                               | CUSIP: 36176FD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5955 | PA      | $5984.09      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                               | CUSIP: 36176W2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59454 | PA      | $56968.45     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3277810 | PA      | $3051948.65   | 0.10%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1014072 | PA      | $933672.12    | 0.03%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1706640 | PA      | $1693583.89   | 0.06%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1365971 | PA      | $1353841.56   | 0.05%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    664982 | PA      | $677303.90    | 0.02%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1824278 | PA      | $1698383.90   | 0.06%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14820775 | PA      | $14381734.29  | 0.49%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II INC                                         | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    870000 | PA      | $893850.39    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II                                       | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2896525.28   | 0.10%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST GMACM_05-AR6                | GMACM_05-AR6                                                            | CUSIP: 36185MBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1178077 | PA      | $852374.24    | 0.03%             | 2035-11-19      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13478791 | PA      | $13079503.03  | 0.45%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36202F2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29477 | PA      | $29651.48     | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR                                                              | CUSIP: 3620A9TT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27383 | PA      | $27821.78     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST GSR_05-AR6                               | GSR_05-AR6                                                              | CUSIP: 362341SF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110254 | PA      | $100470.19    | 0.00%             | 2035-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_24-WLF2                                     | GWT_24-WLF2                                                             | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4437000 | PA      | $4450861.19   | 0.15%             | 2041-05-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR PLATINUM                                                     | CUSIP: 36241KDH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12374 | PA      | $12672.95     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR PLATINUM                                                     | CUSIP: 36241LDX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13428 | PA      | $13416.27     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR PLATINUM                                                     | CUSIP: 36241LLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31204 | PA      | $30172.92     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR PLATINUM                                                     | CUSIP: 36241LP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23685 | PA      | $22897.45     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR PLATINUM                                                      | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56680 | PA      | $54788.58     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR PLATINUM                                                      | CUSIP: 36241LU87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34240 | PA      | $33094.55     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMBS_18-RPL1                       | GSMBS_18-RPL1                                                           | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2682043 | PA      | $2640945.65   | 0.09%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR                                                              | CUSIP: 36296QLD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30296 | PA      | $30802.91     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD                                        | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    314026 | PA      | $285409.35    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CAPITAL CORP                                           | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1888515.99   | 0.06%             | 2026-05-05      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | GETTY IMAGES INC                                                        | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    115161 | PA      | $109926.90    | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1666216.82   | 0.06%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    520000 | PA      | $543228.83    | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12950000 | PA      | $12782812.70  | 0.44%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1064980.69   | 0.04%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5078428.20   | 0.17%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-26              | GNMA_06-26                                                              | CUSIP: 38374NDU8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     12290 | PA      | $10197.69     | 0.00%             | 2036-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-55              | GNMA_12-55                                                              | CUSIP: 38378BRQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    259897 | PA      | $2.60         | 0.00%             | 2052-04-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                       | MAJORDRIVE HOLDINGS IV LLC                                              | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90191.82     | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-1MW                                        | OMW_20-1MW                                                              | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470000 | PA      | $3306505.75   | 0.11%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | MCAFEE CORP TLB1 3.0                                                    | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     92321 | PA      | $88022.89     | 0.00%             | 2029-03-01      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                   | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3874122.98   | 0.13%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEDINA VALLEY TEX INDPT SCH DIST                                 | Medina Valley Independent School District                               | CUSIP: 584887WW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $557100.78    | 0.02%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 5901886X1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001949.75   | 0.03%             | 2026-12-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN FFMER_07-2            | FFMER_07-2                                                              | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1604135 | PA      | $1168887.66   | 0.04%             | 2037-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE BACKED SECURITIES MLMBS_07-2              | MLMBS_07-2                                                              | CUSIP: 59025GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    458216 | PA      | $393370.00    | 0.01%             | 2036-08-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| MIAMI DADE CNTY FL AVIATION REVENUE                              | County of Miami-Dade FL Aviation Revenue                                | CUSIP: 59333P4R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $861827.00    | 0.03%             | 2034-10-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                 | MODENA BUYER LLC TLB 4.5                                                | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    110961 | PA      | $109454.89    | 0.00%             | 2031-07-01      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC                                                           | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   2905350 | PA      | $58107.00     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2447445.02   | 0.08%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST MSM_05-2AR                    | MSM_05-2AR                                                              | CUSIP: 61745M4E0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    216221 | PA      | $215892.76    | 0.01%             | 2035-04-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    865000 | PA      | $763765.54    | 0.03%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $753332.83    | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $382110.58    | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1842885.06   | 0.06%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4374848.81   | 0.15%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                   | MORGAN STANLEY PRIVATE BANK NA                                          | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176001.60    | 0.01%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-NQM2                 | NRZT_24-NQM2                                                            | CUSIP: 64832BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6479724 | PA      | $6494438.92   | 0.22%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971XQZ4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1578997.40   | 0.05%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971XU97<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1318101.73   | 0.05%             | 2051-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority                            | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1305273.94   | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority                            | CUSIP: 64972JTT5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1655000 | PA      | $1721479.03   | 0.06%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | New York State Dormitory Authority                                      | CUSIP: 64990KHA4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2069595.00   | 0.07%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH                                             | New York State Thruway Authority                                        | CUSIP: 650028C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $688553.50    | 0.02%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH                                             | New York State Thruway Authority                                        | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $738588.92    | 0.03%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH                                             | New York State Thruway Authority                                        | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2782684.14   | 0.10%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER CO (MN)                                           | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1860496.60   | 0.06%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER COMPANY (MIN                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1081378.71   | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHWEST TEX INDPT SCH DIST                                     | Northwest Independent School District                                   | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1579718.06   | 0.05%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRTH PARK MORTGAGE TRUST NRTH_24-PARK                            | NRTH_24-PARK                                                            | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6062000 | PA      | $6048710.28   | 0.21%             | 2041-03-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC TRUST OBX_21-NQM2                       | OBX_21-NQM2                                                             | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7081481 | PA      | $5879713.36   | 0.20%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-1155                        | NYC_25-1155                                                             | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5143000 | PA      | $5214008.37   | 0.18%             | 2042-06-10      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 51 LTD OCT51_21-1A                   | OCT51_21-1A                                                             | CUSIP: 675943AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7215000 | PA      | $7221075.03   | 0.25%             | 2034-07-20      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY COMPANY LL                                      | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3129941.57   | 0.11%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 B.C. LTD.                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    730000 | PA      | $749674.10    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | OPEN TEXT CORP                                                          | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $676458.93    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    745000 | PA      | $703137.22    | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REGATTA XXXII FUNDING LTD REG32_25-4A                            | REG32_25-4A                                                             | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7000000 | PA      | $7038493.00   | 0.24%             | 2038-07-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_05-QA8                       | RALI_05-QA8                                                             | CUSIP: 761118BS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    752417 | PA      | $380229.38    | 0.01%             | 2035-07-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                     | REXFORD INDUSTRIAL REALTY LP                                            | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    415000 | PA      | $361110.00    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_25-1A                               | ROCKT_25-1A                                                             | CUSIP: 77340JAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7514602.50   | 0.26%             | 2035-07-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| RYAN LLC                                                         | RYAN LLC TLB 3.5                                                        | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    197508 | PA      | $197754.70    | 0.01%             | 2030-11-14      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| SLC STUDENT LOAN TRUST SLCLT_06-1                                | SLCLT_06-1                                                              | CUSIP: 784427AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153578 | PA      | $138380.58    | 0.00%             | 2055-03-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_07-7                                 | SLMA_07-7                                                               | CUSIP: 78444EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480616 | PA      | $1458347.92   | 0.05%             | 2025-12-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_07-7                                 | SLMA_07-7                                                               | CUSIP: 78444EAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990000 | PA      | $2005402.20   | 0.07%             | 2070-10-27      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-5                                 | SLMA_08-5                                                               | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5860000 | PA      | $6030082.40   | 0.21%             | 2073-07-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SLMA_08-4                                                        | SLMA_08-4                                                               | CUSIP: 78445AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425691 | PA      | $426657.01    | 0.01%             | 2026-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-6                                 | SLMA_08-6                                                               | CUSIP: 78445CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1226290 | PA      | $1212229.55   | 0.04%             | 2026-07-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI               | SMRT_22-MINI                                                            | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5607000 | PA      | $5466825.00   | 0.19%             | 2039-01-15      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_25-LOC4            | GRADE_25-LOC4                                                           | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7911261 | PA      | $7924527.61   | 0.27%             | 2055-06-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $318948.03    | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $1011072.76   | 0.03%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW II INC                                                   | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    325000 | PA      | $287090.55    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                             | SMITHFIELD FOODS INC                                                    | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1318397.19   | 0.05%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    570000 | PA      | $582715.48    | 0.02%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    865000 | PA      | $854828.14    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLB 3.0                                          | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    185828 | PA      | $185981.86    | 0.01%             | 2031-08-29      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                                                     | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    412000 | PA      | $330082.51    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                           | SPRINT SPECTRUM CO I/ II /III/ LLC                                      | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2456496.20   | 0.08%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3                    | STAR_21-3                                                               | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4256928 | PA      | $3769888.73   | 0.13%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: P3143NBP8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    720000 | PA      | $719985.35    | 0.02%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND DEC 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |       -12 | NC      | $2310.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND DEC 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |      -162 | NC      | $-103579.76   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE DEC 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |      1291 | NC      | $154891.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE DEC 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |      1038 | NC      | $-13122.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO BUXL 30YR BOND DEC 25                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |       -27 | NC      | $-45250.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND DEC 25                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        20 | NC      | $53281.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE DEC 25                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        82 | NC      | $82232.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND DEC 25                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       176 | NC      | $593643.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | AUST 10YR BOND DEC 25                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | AU        |      -293 | NC      | $68859.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | AUST 3YR BOND DEC 25                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | AU        |       -24 | NC      | $6255.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK LOGISITICS UKLOG_24-2A                                        | UKLOG_24-2A                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   2299841 | PA      | $3098810.56   | 0.11%             | 2035-02-17      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3890327 | PA      | $3519968.80   | 0.12%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31292K2L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16846 | PA      | $17272.72     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 3129324M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53068 | PA      | $55491.90     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312936Y50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20146 | PA      | $20665.78     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312938UD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73979 | PA      | $76707.43     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                                                  | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1799105 | PA      | $1625862.78   | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                                                  | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    226766 | PA      | $217891.86    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7719856 | PA      | $6936753.14   | 0.24%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DQK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9377157 | PA      | $8310055.08   | 0.28%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7506477 | PA      | $6985703.41   | 0.24%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14301014 | PA      | $11580108.69  | 0.40%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  26370440 | PA      | $21303045.99  | 0.73%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9989800 | PA      | $8457656.19   | 0.29%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5801641 | PA      | $4699393.16   | 0.16%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11203776 | PA      | $9863175.10   | 0.34%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18293955 | PA      | $16087406.26  | 0.55%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  28685125 | PA      | $27097431.36  | 0.93%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19103173 | PA      | $18615235.72  | 0.64%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2975412 | PA      | $2722223.72   | 0.09%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLC 3.0                                          | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     11950 | PA      | $11959.89     | 0.00%             | 2031-08-29      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC TL 7.5                                                    | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    253021 | PA      | $245430.37    | 0.01%             | 2026-02-22      | Variable      | 11.14%                | No            |                  2 | On Loan: No      |
| TACALA INVESTMENT CORP                                           | TACALA INVESTMENT CORP TLB 3.0                                          | CUSIP: 000000000<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    560674 | PA      | $562558.34    | 0.02%             | 2031-01-31      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| NC QAZAQGAZ JSC                                                  | KAZTRANSGAS JSC                                                         | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $396894.10    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                       | GC FERRY ACQU I INC DDTL 3.25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30356 | PA      | $30030.67     | 0.00%             | 2032-08-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    700000 | PA      | $716754.95    | 0.02%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASCIANO FINANCE LTD                                              | PACIFIC NATIONAL FINANCE PTY LTD                                        | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |    810000 | PA      | $497544.06    | 0.02%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                     | WORLDLINE SA                                                            | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |   2094960 | PA      | $2345216.78   | 0.08%             | 2026-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                 | TREASURY CORPORATION OF VICTORIA                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   3750000 | PA      | $1753179.11   | 0.06%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                                                  | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    670000 | PA      | $677279.63    | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV                                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $807126.83    | 0.03%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                | TENNET HOLDING BV                                                       | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | NUSS              | NL        |    865000 | PA      | $1121433.72   | 0.04%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE BV                                         | GLOBAL SWITCH FINANCE BV                                                | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |   1210000 | PA      | $1342402.03   | 0.05%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | VONOVIA SE                                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   2100000 | PA      | $2048768.52   | 0.07%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN (SULTANATE OF)                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    300000 | PA      | $313507.29    | 0.01%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                          | E.ON SE                                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |   1605000 | PA      | $1904573.19   | 0.07%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                        | PROLOGIS EURO FINANCE LLC                                               | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    545000 | PA      | $690883.56    | 0.02%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLK 2.25                                                  | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    398559 | PA      | $398080.91    | 0.01%             | 2030-03-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1140000 | PA      | $1013448.81   | 0.03%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $192574.47    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | EUROGRID GMBH                                                           | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $235903.30    | 0.01%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA                                          | ANHEUSER BUSCH INBEV SA                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |   2015000 | PA      | $2291855.80   | 0.08%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                                      | TRUGREEN LP TLB 4.0                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    567698 | PA      | $556582.34    | 0.02%             | 2027-11-02      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                                      | X CORP TLB1 6.5                                                         | CUSIP: 90184NAG3<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |    469748 | PA      | $460418.36    | 0.02%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4365671.27   | 0.15%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIR 2023-1 A PTT                                                 | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3923143 | PA      | $4043791.36   | 0.14%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    990000 | PA      | $882889.40    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                                                   | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $173800.08    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                             | NEW SOUTH WALES TREASURY CORP                                           | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   7490000 | PA      | $4806311.66   | 0.16%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                   | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    520000 | PA      | $642066.65    | 0.02%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    906000 | PA      | $877735.58    | 0.03%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    720000 | PA      | $760775.88    | 0.03%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                             | NEW SOUTH WALES TREASURY CORPORATI                                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   4025000 | PA      | $2671989.71   | 0.09%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                         | UNITED NATURAL FOODS TLB 4.75                                           | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    396262 | PA      | $397335.68    | 0.01%             | 2031-05-01      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 170662000 | PA      | $171275316.56 | 5.85%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80875000 | PA      | $82682050.78  | 2.82%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67835000 | PA      | $68386159.38  | 2.34%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0226A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  42125000 | PA      | $36260235.34  | 1.24%             | 2055-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  32350000 | PA      | $29490779.22  | 1.01%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0406A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  30950000 | PA      | $29096061.57  | 0.99%             | 2055-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0426A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14975000 | PA      | $14519785.01  | 0.50%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1197067 | PA      | $1175821.58   | 0.04%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1601289 | PA      | $1496815.69   | 0.05%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QCBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7262343 | PA      | $6534868.06   | 0.22%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13916329 | PA      | $11875679.70  | 0.41%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5792 | PA      | $5920.71      | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1084235 | PA      | $982419.15    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3497760 | PA      | $3164950.92   | 0.11%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3008051 | PA      | $2791020.02   | 0.10%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    693243 | PA      | $687725.68    | 0.02%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2524279 | PA      | $2286455.10   | 0.08%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    152156 | PA      | $150521.67    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    694498 | PA      | $664453.14    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    511681 | PA      | $521160.56    | 0.02%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TC29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72323 | PA      | $73662.88     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    512083 | PA      | $521573.00    | 0.02%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3601233 | PA      | $3331075.20   | 0.11%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    167396 | PA      | $170085.19    | 0.01%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101077 | PA      | $91365.07     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    791496 | PA      | $757252.37    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     81831 | PA      | $78290.42     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II 30YR SF - JUMBO-CONFORMING                                      | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1108592 | PA      | $977711.83    | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2902581 | PA      | $2776948.64   | 0.09%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II 30YR SF - JUMBO-CONFORMING                                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    403250 | PA      | $363191.46    | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL3                                            | PRPM_25-RPL3                                                            | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6588144 | PA      | $6309686.42   | 0.22%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE US DEBT MERGERSUB INC                                 | NEON MAPLE US DEBT MERGER TLB 2.75                                      | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    248752 | PA      | $248629.66    | 0.01%             | 2031-11-17      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    895000 | PA      | $726773.18    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $207301.05    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTL INC                                              | PAPA JOHNS INTERNATIONAL INC                                            | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62405.82     | 0.00%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PELICAN PRODUCTS INC                                             | PELICAN PRODUCTS INC TL 4.25                                            | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174096 | PA      | $147458.97    | 0.01%             | 2028-12-29      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | PENNSYLVANIA ELECTRIC COMPANY                                           | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6784389.09   | 0.23%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    296000 | PA      | $245953.55    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                                               | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    770000 | PA      | $715755.23    | 0.02%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                       | PHYSICIANS REALTY LP                                                    | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1315159.16   | 0.04%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                 | PIEDMONT NATURAL GAS COMPANY INC                                        | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1404430.83   | 0.05%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2412054.71   | 0.08%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $4248396.62   | 0.15%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                                                   | YUM! BRANDS INC TLB 1.75                                                | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    390956 | PA      | $391812.56    | 0.01%             | 2028-03-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                 | PLANO HOLDCO INC TLB 3.5                                                | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    104475 | PA      | $101863.13    | 0.00%             | 2031-10-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL6                    | PRET_25-NPL6                                                            | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4131295 | PA      | $4141984.52   | 0.14%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                              | PROGRESS ENERGY INC                                                     | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $3257109.96   | 0.11%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL4                                            | PRPM_25-RPL4                                                            | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7218293 | PA      | $6774779.91   | 0.23%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | PUBLIC SERVICE COMPANY OF OKLAHOMA                                      | CUSIP: 744533BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3749396.80   | 0.13%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85900000 | PA      | $85618140.63  | 2.92%             | 2032-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 206455000 | PA      | $205406595.70 | 7.01%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 166304000 | PA      | $165953202.50 | 5.67%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1057595.87   | 0.04%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4953071.97   | 0.17%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2884233.42   | 0.10%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    719000 | PA      | $764435.87    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    274000 | PA      | $283709.69    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    582000 | PA      | $633728.34    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    188000 | PA      | $194576.22    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    842000 | PA      | $833640.66    | 0.03%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-7                            | VERUS_21-7                                                              | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13118614 | PA      | $11981291.59  | 0.41%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO                                       | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101520.35    | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    515000 | PA      | $502939.82    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES3                    | VSTA_24-CES3                                                            | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7015715 | PA      | $7047587.94   | 0.24%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC                                      | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289006.65    | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC                                      | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364004.17    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_14-4A                                          | VOYA_14-4A                                                              | CUSIP: 92914RBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5725000 | PA      | $5730513.18   | 0.20%             | 2031-07-14      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC                                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    627000 | PA      | $663053.52    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR15                                                     | WAMU_05-AR15                                                            | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1246971 | PA      | $1205513.35   | 0.04%             | 2045-11-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR9                                                      | WAMU_03-AR9                                                             | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190435 | PA      | $189054.31    | 0.01%             | 2033-09-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR10                                                     | WAMU_03-AR10                                                            | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205349 | PA      | $198247.47    | 0.01%             | 2033-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR4                                                      | WAMU_05-AR4                                                             | CUSIP: 92922FG77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234200 | PA      | $222297.79    | 0.01%             | 2035-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| WAMU_07-HY2                                                      | WAMU_07-HY2                                                             | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1510759 | PA      | $1369997.29   | 0.05%             | 2036-12-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | BOOST NEWCO BORROWER LLC TLB 2.0                                        | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    438532 | PA      | $438716.23    | 0.01%             | 2031-01-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| WBHT COMMERCIAL MORTGAGE TRUST WBHT_25-WBM                       | WBHT_25-WBM                                                             | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3410000 | PA      | $3409998.64   | 0.12%             | 2042-06-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                                      | WSLT_06-1                                                               | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3323088 | PA      | $3285866.75   | 0.11%             | 2040-04-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| WAMU_06-AR11                                                     | WAMU_06-AR11                                                            | CUSIP: 93363TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2534676 | PA      | $2146231.65   | 0.07%             | 2046-09-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| WAMU_06-AR4                                                      | WAMU_06-AR4                                                             | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1706873 | PA      | $1609817.04   | 0.05%             | 2046-05-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HOLDINGS 2 LLC                                  | ABG INTERM HLDS 2 LLC TLB1 2.25                                         | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     94786 | PA      | $94534.22     | 0.00%             | 2028-12-21      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                                            | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $230210.35    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYER LTD                                                | OSMOSIS BUYER LIMITED TLB 3.00                                          | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    184802 | PA      | $185133.23    | 0.01%             | 2028-07-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                                              | CUSIP: 00774MAG0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3070000 | PA      | $3069971.45   | 0.10%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAP/AERCAP GLOBAL                                        | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   6350000 | PA      | $6120884.50   | 0.21%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                                                   | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2988822.28   | 0.10%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC ADC_21-1A                        | ADC_21-1A                                                               | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7600000 | PA      | $7418185.96   | 0.25%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD ALLEG_19-1A                                      | ALLEG_19-1A                                                             | CUSIP: 01750FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4307844 | PA      | $4305160.68   | 0.15%             | 2032-04-20      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | ALLIANT ENERGY CORP                                                     | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2353232.96   | 0.08%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12725000 | PA      | $10253351.48  | 0.35%             | 2055-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12175000 | PA      | $10255484.63  | 0.35%             | 2055-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16625000 | PA      | $14600094.45  | 0.50%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  34350000 | PA      | $31379452.88  | 1.07%             | 2055-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  37775000 | PA      | $35597741.93  | 1.22%             | 2055-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15950000 | PA      | $15469232.71  | 0.53%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10675000 | PA      | $10585940.18  | 0.36%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $25205.95     | 0.00%             | 2025-10-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC TLB 2.0                                            | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    617505 | PA      | $616269.72    | 0.02%             | 2031-09-30      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRU                                 | CWALT_06-HY12                                                           | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2305227 | PA      | $2157679.96   | 0.07%             | 2036-08-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                     | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $175827.69    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                     | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    640000 | PA      | $480823.52    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                     | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    205000 | PA      | $184813.43    | 0.01%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | AMCOR FLEXIBLES NORTH AMERICA INC                                       | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4553714.07   | 0.16%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | AMERICAN ASSETS TRUST LP                                                | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3314828.29   | 0.11%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | AMERICAN ELECTRIC POWER COMPANY IN                                      | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4376059.22   | 0.15%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2344319.86   | 0.08%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                                                | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1687976.09   | 0.06%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2277886.90   | 0.08%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7010342.43   | 0.24%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | OREGON TOOL LUX LP                                                      | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    413573 | PA      | $215057.96    | 0.01%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                                          | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2379718.46   | 0.08%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC                                        | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $366597.11    | 0.01%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC                                        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    425000 | PA      | $481536.06    | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                              | PRKCM_21-AFC2                                                           | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8658311 | PA      | $7727728.20   | 0.26%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PT PERTAMINA (PERSERO)                                                  | CUSIP: 69370PAH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1443000 | PA      | $1348765.65   | 0.05%             | 2030-08-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PFP LTD PFP_25-12                                                | PFP_25-12                                                               | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4820000 | PA      | $4838630.75   | 0.17%             | 2042-12-18      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_25-CES6-A1B                             | RCKT_25-CES6                                                            | CUSIP: 748949AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7127409 | PA      | $7197660.32   | 0.25%             | 2055-06-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_24-CES8                                 | RCKT_24-CES8                                                            | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8154107 | PA      | $8221758.33   | 0.28%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_24-CES9                                 | RCKT_24-CES9                                                            | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6944619 | PA      | $7018372.64   | 0.24%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                                                 | RED VENTURES LLC TLB5 2.75                                              | CUSIP: 75703UAL9<br>LEI: 549300YLXP1WUPT0Q494 | Long             | LON              | CORP              | US        |    343984 | PA      | $323489.32    | 0.01%             | 2030-03-04      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| SAMI_06-AR3                                                      | SAMI_06-AR3                                                             | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3920900 | PA      | $3229621.02   | 0.11%             | 2036-05-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5278000 | PA      | $5130587.45   | 0.18%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2895087.10   | 0.10%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    780000 | PA      | $797017.43    | 0.03%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5736598.11   | 0.20%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | XEROX CORPORATION                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    735000 | PA      | $746917.31    | 0.03%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |    534000 | PA      | $548635.93    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERSHIP                                      | ZIGGO FINANCING PARTNERSHIP                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181228 | PA      | $180662.94    | 0.01%             | 2028-04-30      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                         | ELANCO ANIMAL HEALTH TLB 1.75                                           | CUSIP: 000000000<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1535212 | PA      | $1533169.95   | 0.05%             | 2027-08-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | ZAYO TLB 3.0                                                            | CUSIP: 000000000<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    398904 | PA      | $392673.47    | 0.01%             | 2030-03-09      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                                        | ADMI CORP TLB 3.375                                                     | CUSIP: 000000000<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    276856 | PA      | $260474.72    | 0.01%             | 2027-12-23      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75                                                   | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    497598 | PA      | $418793.45    | 0.01%             | 2028-02-01      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | HEATHROW FUNDING LTD                                                    | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |   2015000 | PA      | $2142604.58   | 0.07%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | EUROGRID GMBH                                                           | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1341539.62   | 0.05%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | AMPRION GMBH                                                            | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $944246.89    | 0.03%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    315000 | PA      | $280555.83    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                  | CAST & CREW PAYROLL TL 3.75                                             | CUSIP: 000000000<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    144796 | PA      | $130339.14    | 0.00%             | 2028-12-29      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC               | ELEMENT MATERIALS TLB 3.75                                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    259428 | PA      | $260805.89    | 0.01%             | 2029-07-06      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | ZAYO GROUP HOLDINGS INC TLB 4.25                                        | CUSIP: 000000000<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    365326 | PA      | $364672.13    | 0.01%             | 2027-03-09      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                               | MATIV HOLDINGS INC DD TL 2.5                                            | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    172023 | PA      | $170302.71    | 0.01%             | 2027-05-06      | Variable      | 6.76%                 | No            |                  3 | On Loan: No      |
| BARRACUDA NETWORKS INC                                           | BARRACUDA NETWORKS INC TLB 4.5                                          | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    197806 | PA      | $165144.31    | 0.01%             | 2029-08-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                             | INGENOVIS HEALTH INC TLB 4.25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353165 | PA      | $109481.03    | 0.00%             | 2028-03-06      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                  | TMS ISSUER SARL                                                         | CUSIP: 000000000<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |   1375000 | PA      | $1440236.56   | 0.05%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                                           | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    735000 | PA      | $875091.30    | 0.03%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                                         | COSTA RICA (REPUBLIC OF)                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |    930000 | PA      | $1000146.46   | 0.03%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                                    | NATIONAL GAS TRANSMISSION PLC                                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |   2405000 | PA      | $2957719.67   | 0.10%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | MH SUB I LLC TLB 4.25                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    182760 | PA      | $175526.36    | 0.01%             | 2028-05-03      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1133520.89   | 0.04%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | CHEMOURS COMPANY TLB2 3.5                                               | CUSIP: 000000000<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    335684 | PA      | $334844.78    | 0.01%             | 2028-08-18      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB CORP TL 4                                                 | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    154245 | PA      | $154052.17    | 0.01%             | 2028-09-29      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | STAR PARENT INC TLB 4.0                                                 | CUSIP: 000000000<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    121635 | PA      | $121583.98    | 0.00%             | 2030-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | XEROX CORPORATION TLB 4.0                                               | CUSIP: 000000000<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    493849 | PA      | $457427.21    | 0.02%             | 2029-11-19      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI MILANO NV                                         | DAVIDE CAMPARI MILANO NV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1359823.92   | 0.05%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB5 1.75                                                  | CUSIP: 000000000<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    682497 | PA      | $681684.48    | 0.02%             | 2032-02-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                              | WEC US HOLDINGS LTD TLB 2.25                                            | CUSIP: 000000000<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    277902 | PA      | $277977.09    | 0.01%             | 2031-01-27      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | ARTERA SERVICES LLC TLB 4.5                                             | CUSIP: 000000000<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    338782 | PA      | $301779.93    | 0.01%             | 2031-02-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                               | UNITED UTILITIES WATER FINANCE PLC                                      | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1559250.12   | 0.05%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                           | STUBHUB HOLDCO SUB LLC TLB 4.75                                         | CUSIP: 000000000<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    104576 | PA      | $103485.91    | 0.00%             | 2030-03-15      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D ELECTR                                 | RESEAU DE TRANSPORT DELECTRICITE                                        | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $552274.66    | 0.02%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                   | 1011778 BC UNLIMITED L CO TLB 1.75                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    353115 | PA      | $351642.91    | 0.01%             | 2030-09-20      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | ELECTRICITE DE FRANCE SA                                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1200000 | PA      | $1413924.83   | 0.05%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC TLB 4.75                                                  | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |   1331058 | PA      | $598976.11    | 0.02%             | 2031-07-01      | Variable      | 12.75%                | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                          | JAZZ PHARMACEUTICALS TLB2 2.25                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    334446 | PA      | $334606.67    | 0.01%             | 2028-05-05      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                            | TRIPADVISOR INC TLB 2.75                                                | CUSIP: 000000000<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    280501 | PA      | $273720.83    | 0.01%             | 2031-07-08      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP LLC                                           | RESEARCH NOW GROUP TLB                                                  | CUSIP: 000000000<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |    107566 | PA      | $107073.22    | 0.00%             | 2028-07-15      | Variable      | 9.46%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                         | SHOWTIME ACQUISITION TLB 4.75                                           | CUSIP: 000000000<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |    512040 | PA      | $512680.33    | 0.02%             | 2031-08-16      | Variable      | 8.94%                 | No            |                  3 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                  | QUEENSLAND TREASURY CORPORATION                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   7490000 | PA      | $4861929.50   | 0.17%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                      | YORKSHIRE WATER FINANCE PLC                                             | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |   1725000 | PA      | $2365801.19   | 0.08%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25                                             | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    387249 | PA      | $356633.38    | 0.01%             | 2031-11-01      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                   | AVOLON TLB BORROWER 1 (US)TLB 1.75                                      | CUSIP: 000000000<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1579065 | PA      | $1579333.35   | 0.05%             | 2030-06-22      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION TLB 3.25                                         | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    158895 | PA      | $159888.20    | 0.01%             | 2032-08-11      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                       | KESTREL ACQUISITION LLC TLB 3.5                                         | CUSIP: 000000000<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    182146 | PA      | $182335.83    | 0.01%             | 2031-11-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                       | EQUINIX EUROPE 2 FINANCING CORPORA                                      | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $2061323.62   | 0.07%             | 2034-11-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS TLB5 2.25                                        | CUSIP: 000000000<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    541490 | PA      | $541219.10    | 0.02%             | 2031-12-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                         | RENAISSANCE HOLDING CORP TLB 4.00                                       | CUSIP: 000000000<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    609501 | PA      | $526328.54    | 0.02%             | 2030-04-05      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | MH SUB I LLC TLB 4.25                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    497460 | PA      | $457041.82    | 0.02%             | 2031-12-31      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV                                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $349581.44    | 0.01%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FIN NV                                  | VOLKSWAGEN INTERNATIONAL FIN PNC9                                       | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1625997.68   | 0.06%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                       | LA FRANCAISE DES JEUX SA                                                | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1500541.54   | 0.05%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                             | MOLNLYCKE HOLDING AB                                                    | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    285000 | PA      | $345183.73    | 0.01%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    570000 | PA      | $666034.30    | 0.02%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS PLC                                        | LONDON POWER NETWORKS PLC                                               | CUSIP: 000000000<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $914637.30    | 0.03%             | 2037-06-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                             | SARTORIUS FINANCE BV                                                    | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $370566.29    | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                                          | DELIVERY HERO FINCO LLC TLB 5.0                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    591774 | PA      | $597691.68    | 0.02%             | 2029-12-12      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LTD                                              | GATWICK FUNDING LTD                                                     | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |    270000 | PA      | $316628.70    | 0.01%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                    | BLACKROCK INC                                                           | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $3216066.15   | 0.11%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                                            | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $486217.56    | 0.02%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOLDING DINFRASTRUCTURES DES METIERS DE LENVIRONNEMENT SAS       | HOLDING DINFRASTRUCTURES DES METIE                                      | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $980583.38    | 0.03%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                         | SCOTTISH HYDRO ELECTRIC TRANS                                           | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $611099.96    | 0.02%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES AG                                 | VOLKSWAGEN FINANCIAL SERVICES AG                                        | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |   3700000 | PA      | $4401080.61   | 0.15%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA REPUBLIC OF (GOVERNMENT)                                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    480000 | PA      | $495950.10    | 0.02%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON                                                       | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    510000 | PA      | $577297.50    | 0.02%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | 2ND LIEN NEWCO EXCHANGE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    519359 | PA      | $401983.90    | 0.01%             | 2029-10-15      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                    | TEVA PHARMACEUTICAL FINANCE NETHER                                      | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   1613000 | PA      | $1914780.59   | 0.07%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |     13414 | OU      | $-12.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |    267901 | OU      | $2174.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-SCHATZ DEC 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |       -19 | NC      | $1985.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS SA                                                              | CUSIP: E5706XAS7<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   2409000 | PA      | $2980449.89   | 0.10%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE DEC 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |      2488 | NC      | $82106.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LONG GILT DEC 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | GB        |       -12 | NC      | $-1925.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA BRISTOL LLC TLN 2.5                                        | CUSIP: G9368PBC7<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    752993 | PA      | $751848.26    | 0.03%             | 2028-01-31      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |  10543529 | OU      | $61818.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |   7008993 | OU      | $-40082.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |  82456161 | OU      | $284300.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |   1409996 | OU      | $-7629.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |   3825704 | OU      | $14267.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |   4047458 | OU      | $-43068.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | AUSTRALIA DOLLAR                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | AU        |     20288 | OU      | $36.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO COUNTRIES                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | XX        |  16588396 | OU      | $43705.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO COUNTRIES                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | XX        |   7342902 | OU      | $-18346.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BOBL DEC 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |      -130 | NC      | $-19505.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1439831.23   | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $987610.91    | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580208.92    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    460000 | PA      | $437671.57    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3502775.23   | 0.12%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    370000 | PA      | $281941.11    | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                    | INTERSTATE POWER AND LIGHT CO                                           | CUSIP: 461070AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2882774.31   | 0.10%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPR PRT TLA 0.95                                       | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              | CORP              | US        |   2810347 | PA      | $2803321.54   | 0.10%             | 2028-09-09      | Variable      | 5.13%                 | No            |                  3 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                                                               | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $6107734.48   | 0.21%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                                                       | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $2060676.75   | 0.07%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2076000 | PA      | $2188171.98   | 0.07%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HENDR_14-2A                                                      | HENDR_14-2A                                                             | CUSIP: 46618AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1578074 | PA      | $1432324.33   | 0.05%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-FRE1                | JPMAC_06-FRE1                                                           | CUSIP: 46626LFN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240375 | PA      | $1229837.07   | 0.04%             | 2035-05-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2191095.37   | 0.07%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4429326.74   | 0.15%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8615000 | PA      | $7876129.87   | 0.27%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2253663.76   | 0.08%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    545000 | PA      | $570307.25    | 0.02%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB | JPMCC_19-OSB                                                            | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2566794.37   | 0.09%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_25-CES1                           | JPMMT_25-CES1                                                           | CUSIP: 46658XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5886877 | PA      | $5929392.33   | 0.20%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC TLB 2.0                                           | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    488694 | PA      | $484622.77    | 0.02%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | JAPAN TOBACCO INC                                                       | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    660000 | PA      | $683979.77    | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA HOLDING LUX SARL                                                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1471000 | PA      | $1626306.62   | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                             | KELSO INDUSTRIES LLC TL 5.75                                            | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327910 | PA      | $327909.54    | 0.01%             | 2029-12-30      | Variable      | 9.91%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                             | KELSO INDUSTRIES LLC DDTL 5.75                                          | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36178 | PA      | $36177.78     | 0.00%             | 2029-12-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                            | KEYSPAN GAS EAST CORPORATION                                            | CUSIP: 49338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6355626.97   | 0.22%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LCM LTD PARTNERSHIP LCM_35A                                      | LCM_25-35A                                                              | CUSIP: 50202QAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7300000 | PA      | $7300000.00   | 0.25%             | 2035-10-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| LAMAR CONSOLIDATED INDEPENDENT SCHOOL DISTRICT                   | Lamar Consolidated Independent School District                          | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $492729.98    | 0.02%             | 2058-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS                                                  | LAS VEGAS SANDS CORP                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2929185.47   | 0.10%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | HEATHROW FUNDING LTD                                                    | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    690000 | PA      | $803461.96    | 0.03%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC TL 7.5                                                    | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    475086 | PA      | $201911.43    | 0.01%             | 2026-01-12      | Variable      | 13.78%                | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                           | GENESYS CLOUD SER HOLD I TLB 2.50                                       | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    252377 | PA      | $250536.88    | 0.01%             | 2032-01-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | GREAT OUTDOORS GROUP LLC TLB3 3.25                                      | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    317699 | PA      | $317302.28    | 0.01%             | 2032-01-23      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                                      | TWITTER INC                                                             | CUSIP: 000000000<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |    182646 | PA      | $183076.61    | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | OREGON TOOL LUX LP TL 0                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     28463 | PA      | $28890.21     | 0.00%             | 2029-10-15      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC                                                   | DK CROWN HLDS INC TLB 1.75                                              | CUSIP: 000000000<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |    340487 | PA      | $339850.49    | 0.01%             | 2032-03-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                         | BCPE EMPIRE HOLDINGS INC TLB 3.25                                       | CUSIP: 000000000<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    460331 | PA      | $459396.18    | 0.02%             | 2030-12-11      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC TLB 1.75                                                      | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    533181 | PA      | $535447.11    | 0.02%             | 2031-01-02      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-21

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer