# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-055101
**Filing Date:** 2026-5
**Character Count:** 335302
**Document Hash:** 3304cf1245584342c10d39d1a294d714
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055101.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055101

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 261033106

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

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

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

## Series and Classes Contracts Data

### Columbia Variable Portfolio - Income Opportunities Fund (Series ID: S000019842)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000055679 | Columbia Variable Portfolio - Income Opportunities Fund Class 3 |  |
| C000088761 | Columbia Variable Portfolio - Income Opportunities Fund Class 1 |  |
| C000088762 | Columbia Variable Portfolio - Income Opportunities Fund Class 2 |  |

## Nport-Ex

![](img0f02f4021.jpg)

Columbia Variable Portfolio – Income Opportunities Fund

**First Quarter Report**

March 31, 2026 (Unaudited)

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

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

---

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

---

------

Portfolio of Investments

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

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

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

---

| | | |
|:---|:---|:---|
| **Common Stocks 0.0%** | **Common Stocks 0.0%** | **Common Stocks 0.0%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Communication Services 0.0%** | **Communication Services 0.0%** | **Communication Services 0.0%** |
| **Media 0.0%** | **Media 0.0%** | **Media 0.0%** |
| Haights Cross Communications, Inc.<sup>(a),(b),(c)</sup> <br>| &nbsp;&nbsp; 27056 | &nbsp;&nbsp; 0 |
| Telesat Corp.<sup>(b)</sup> <br>| &nbsp;&nbsp; 6 | &nbsp;&nbsp; 217 |
| Ziff Davis Holdings, Inc.<sup>(a),(b),(c)</sup> <br>| &nbsp;&nbsp; 553 | &nbsp;&nbsp; 6 |
| Total |  | &nbsp;&nbsp; 223 |
| **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **223** |
| **Consumer Discretionary 0.0%** | **Consumer Discretionary 0.0%** | **Consumer Discretionary 0.0%** |
| **Automobile Components 0.0%** | **Automobile Components 0.0%** | **Automobile Components 0.0%** |
| Lear Corp. | &nbsp;&nbsp; 216 | &nbsp;&nbsp; 26153 |
| **Total Consumer Discretionary** | **Total Consumer Discretionary** | &nbsp;&nbsp; **26153** |
| **Industrials 0.0%** | **Industrials 0.0%** | **Industrials 0.0%** |
| **Commercial Services & Supplies 0.0%** | **Commercial Services & Supplies 0.0%** | **Commercial Services & Supplies 0.0%** |
| Quad/Graphics, Inc. | &nbsp;&nbsp; 1277 | &nbsp;&nbsp; 8441 |
| **Total Industrials** | **Total Industrials** | &nbsp;&nbsp; **8441** |
| **Utilities —%** | **Utilities —%** | **Utilities —%** |
| **Independent Power and Renewable Electricity Producers —%** | **Independent Power and Renewable Electricity Producers —%** | **Independent Power and Renewable Electricity Producers —%** |
| Calpine Corp. Escrow<sup>(a),(b),(c)</sup> <br>| &nbsp;&nbsp; 6049000 | &nbsp;&nbsp; 0 |
| **Total Utilities** | **Total Utilities** | &nbsp;&nbsp; **0** |
| &nbsp;&nbsp; Total Common Stocks <br>(Cost $331,985) | &nbsp;&nbsp; Total Common Stocks <br>(Cost $331,985) | &nbsp;&nbsp; **34817** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Convertible Bonds 0.5%** | **Convertible Bonds 0.5%** | **Convertible Bonds 0.5%** | **Convertible Bonds 0.5%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Electric 0.5%** | **Electric 0.5%** | **Electric 0.5%** | **Electric 0.5%** |
| NextEra Energy Partners LP<sup>(d)</sup>  | NextEra Energy Partners LP<sup>(d)</sup>  | NextEra Energy Partners LP<sup>(d)</sup>  | NextEra Energy Partners LP<sup>(d)</sup>  |
| 06/15/2026 | &nbsp;&nbsp; 2.500% | 2657608 | &nbsp;&nbsp; 2631032 |
| &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,633,914) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,633,914) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,633,914) | &nbsp;&nbsp; **2631032** |
| **Corporate Bonds & Notes 95.0%** | **Corporate Bonds & Notes 95.0%** | **Corporate Bonds & Notes 95.0%** | **Corporate Bonds & Notes 95.0%** |
| **Aerospace & Defense 2.3%** | **Aerospace & Defense 2.3%** | **Aerospace & Defense 2.3%** | **Aerospace & Defense 2.3%** |
| Allegheny Technologies, Inc. | Allegheny Technologies, Inc. | Allegheny Technologies, Inc. | Allegheny Technologies, Inc. |
| 10/01/2029 | &nbsp;&nbsp; 4.875% | 819000 | &nbsp;&nbsp; 808214 |
| 10/01/2031 | &nbsp;&nbsp; 5.125% | 1085000 | &nbsp;&nbsp; 1071790 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| TransDigm, Inc.<sup>(d)</sup>  | TransDigm, Inc.<sup>(d)</sup>  | TransDigm, Inc.<sup>(d)</sup>  | TransDigm, Inc.<sup>(d)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 6.375% | 1538000 | &nbsp;&nbsp; 1569267 |
| 03/01/2032 | &nbsp;&nbsp; 6.625% | 3299000 | &nbsp;&nbsp; 3370590 |
| 01/15/2033 | &nbsp;&nbsp; 6.000% | 1306000 | &nbsp;&nbsp; 1306951 |
| 05/31/2033 | &nbsp;&nbsp; 6.375% | 2030000 | &nbsp;&nbsp; 2024202 |
| 01/31/2034 | &nbsp;&nbsp; 6.750% | 1296000 | &nbsp;&nbsp; 1313355 |
| 07/31/2034 | &nbsp;&nbsp; 6.125% | 317000 | &nbsp;&nbsp; 312286 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **11776655** |
| **Airlines 0.5%** | **Airlines 0.5%** | **Airlines 0.5%** | **Airlines 0.5%** |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(d)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(d)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(d)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(d)</sup>  |
| 04/20/2029 | &nbsp;&nbsp; 5.750% | 2320138 | &nbsp;&nbsp; 2302068 |
| **Automotive 2.6%** | **Automotive 2.6%** | **Automotive 2.6%** | **Automotive 2.6%** |
| American Axle & Manufacturing, Inc.<sup>(d)</sup>  | American Axle & Manufacturing, Inc.<sup>(d)</sup>  | American Axle & Manufacturing, Inc.<sup>(d)</sup>  | American Axle & Manufacturing, Inc.<sup>(d)</sup>  |
| 10/15/2032 | &nbsp;&nbsp; 6.375% | 593000 | &nbsp;&nbsp; 586766 |
| 10/15/2033 | &nbsp;&nbsp; 7.750% | 1614000 | &nbsp;&nbsp; 1571489 |
| Clarios Global LP/US Finance Co.<sup>(d)</sup>  | Clarios Global LP/US Finance Co.<sup>(d)</sup>  | Clarios Global LP/US Finance Co.<sup>(d)</sup>  | Clarios Global LP/US Finance Co.<sup>(d)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 6.750% | 1077000 | &nbsp;&nbsp; 1097087 |
| 09/15/2032 | &nbsp;&nbsp; 6.750% | 1050000 | &nbsp;&nbsp; 1058868 |
| Forvia SE<sup>(d)</sup>  | Forvia SE<sup>(d)</sup>  | Forvia SE<sup>(d)</sup>  | Forvia SE<sup>(d)</sup>  |
| 09/15/2033 | &nbsp;&nbsp; 6.750% | 602000 | &nbsp;&nbsp; 587341 |
| IHO Verwaltungs GmbH<sup>(d),(e)</sup>  | IHO Verwaltungs GmbH<sup>(d),(e)</sup>  | IHO Verwaltungs GmbH<sup>(d),(e)</sup>  | IHO Verwaltungs GmbH<sup>(d),(e)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 7.750% | 607000 | &nbsp;&nbsp; 617692 |
| 11/15/2032 | &nbsp;&nbsp; 8.000% | 863000 | &nbsp;&nbsp; 888416 |
| Nissan Motor Acceptance Co. LLC<sup>(d)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(d)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(d)</sup>  | Nissan Motor Acceptance Co. LLC<sup>(d)</sup>  |
| 09/30/2030 | &nbsp;&nbsp; 6.125% | 556000 | &nbsp;&nbsp; 534766 |
| Nissan Motor Co., Ltd.<sup>(d)</sup>  | Nissan Motor Co., Ltd.<sup>(d)</sup>  | Nissan Motor Co., Ltd.<sup>(d)</sup>  | Nissan Motor Co., Ltd.<sup>(d)</sup>  |
| 07/17/2032 | &nbsp;&nbsp; 7.750% | 471000 | &nbsp;&nbsp; 476987 |
| 07/17/2035 | &nbsp;&nbsp; 8.125% | 1377000 | &nbsp;&nbsp; 1418799 |
| ZF North America Capital, Inc.<sup>(d)</sup>  | ZF North America Capital, Inc.<sup>(d)</sup>  | ZF North America Capital, Inc.<sup>(d)</sup>  | ZF North America Capital, Inc.<sup>(d)</sup>  |
| 04/14/2030 | &nbsp;&nbsp; 7.125% | 485000 | &nbsp;&nbsp; 478737 |
| 03/24/2031 | &nbsp;&nbsp; 7.500% | 1401000 | &nbsp;&nbsp; 1374548 |
| 04/23/2032 | &nbsp;&nbsp; 6.875% | 2751000 | &nbsp;&nbsp; 2623987 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13315483** |
| **Banking 0.2%** | **Banking 0.2%** | **Banking 0.2%** | **Banking 0.2%** |
| Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 02/14/2033 | &nbsp;&nbsp; 6.700% | 490000 | &nbsp;&nbsp; 493729 |
| Ally Financial, Inc.<sup>(f)</sup>  | Ally Financial, Inc.<sup>(f)</sup>  | Ally Financial, Inc.<sup>(f)</sup>  | Ally Financial, Inc.<sup>(f)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/17/2040 | &nbsp;&nbsp; 6.646% | 782000 | &nbsp;&nbsp; 754170 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1247899** |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Brokerage/Asset Managers/Exchanges 1.2%** | **Brokerage/Asset Managers/Exchanges 1.2%** | **Brokerage/Asset Managers/Exchanges 1.2%** | **Brokerage/Asset Managers/Exchanges 1.2%** |
| Aretec Escrow Issuer 2, Inc.<sup>(d)</sup>  | Aretec Escrow Issuer 2, Inc.<sup>(d)</sup>  | Aretec Escrow Issuer 2, Inc.<sup>(d)</sup>  | Aretec Escrow Issuer 2, Inc.<sup>(d)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 10.000% | 2720000 | &nbsp;&nbsp; 2889409 |
| Focus Financial Partners LLC<sup>(d)</sup>  | Focus Financial Partners LLC<sup>(d)</sup>  | Focus Financial Partners LLC<sup>(d)</sup>  | Focus Financial Partners LLC<sup>(d)</sup>  |
| 09/15/2031 | &nbsp;&nbsp; 6.750% | 1033000 | &nbsp;&nbsp; 1027594 |
| Osaic Holdings, Inc.<sup>(d)</sup>  | Osaic Holdings, Inc.<sup>(d)</sup>  | Osaic Holdings, Inc.<sup>(d)</sup>  | Osaic Holdings, Inc.<sup>(d)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 6.750% | 2243000 | &nbsp;&nbsp; 2240344 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6157347** |
| **Building Materials 1.5%** | **Building Materials 1.5%** | **Building Materials 1.5%** | **Building Materials 1.5%** |
| American Builders & Contractors Supply Co., Inc.<sup>(d)</sup>  | American Builders & Contractors Supply Co., Inc.<sup>(d)</sup>  | American Builders & Contractors Supply Co., Inc.<sup>(d)</sup>  | American Builders & Contractors Supply Co., Inc.<sup>(d)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 3.875% | 854000 | &nbsp;&nbsp; 809669 |
| LBM Acquisition LLC<sup>(d)</sup>  | LBM Acquisition LLC<sup>(d)</sup>  | LBM Acquisition LLC<sup>(d)</sup>  | LBM Acquisition LLC<sup>(d)</sup>  |
| 06/15/2031 | &nbsp;&nbsp; 9.500% | 1191000 | &nbsp;&nbsp; 1036229 |
| Quikrete Holdings, Inc.<sup>(d)</sup>  | Quikrete Holdings, Inc.<sup>(d)</sup>  | Quikrete Holdings, Inc.<sup>(d)</sup>  | Quikrete Holdings, Inc.<sup>(d)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 6.375% | 1882000 | &nbsp;&nbsp; 1912902 |
| 03/01/2033 | &nbsp;&nbsp; 6.750% | 995000 | &nbsp;&nbsp; 1010676 |
| QXO Building Products, Inc.<sup>(d)</sup>  | QXO Building Products, Inc.<sup>(d)</sup>  | QXO Building Products, Inc.<sup>(d)</sup>  | QXO Building Products, Inc.<sup>(d)</sup>  |
| 04/30/2032 | &nbsp;&nbsp; 6.750% | 1102000 | &nbsp;&nbsp; 1124204 |
| Standard Building Solutions, Inc.<sup>(d)</sup>  | Standard Building Solutions, Inc.<sup>(d)</sup>  | Standard Building Solutions, Inc.<sup>(d)</sup>  | Standard Building Solutions, Inc.<sup>(d)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.500% | 346000 | &nbsp;&nbsp; 347720 |
| 08/01/2033 | &nbsp;&nbsp; 6.250% | 258000 | &nbsp;&nbsp; 255395 |
| Standard Industries, Inc.<sup>(d)</sup>  | Standard Industries, Inc.<sup>(d)</sup>  | Standard Industries, Inc.<sup>(d)</sup>  | Standard Industries, Inc.<sup>(d)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 4.750% | 533000 | &nbsp;&nbsp; 527574 |
| 07/15/2030 | &nbsp;&nbsp; 4.375% | 530000 | &nbsp;&nbsp; 500399 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **7524768** |
| **Cable and Satellite 4.9%** | **Cable and Satellite 4.9%** | **Cable and Satellite 4.9%** | **Cable and Satellite 4.9%** |
| CCO Holdings LLC/Capital Corp.<sup>(d)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(d)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(d)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(d)</sup>  |
| 05/01/2027 | &nbsp;&nbsp; 5.125% | 243000 | &nbsp;&nbsp; 243044 |
| 06/01/2029 | &nbsp;&nbsp; 5.375% | 1055000 | &nbsp;&nbsp; 1040761 |
| 03/01/2030 | &nbsp;&nbsp; 4.750% | 2710000 | &nbsp;&nbsp; 2570383 |
| 08/15/2030 | &nbsp;&nbsp; 4.500% | 3366000 | &nbsp;&nbsp; 3141496 |
| 03/01/2031 | &nbsp;&nbsp; 7.375% | 250000 | &nbsp;&nbsp; 254468 |
| 02/01/2032 | &nbsp;&nbsp; 4.750% | 2012000 | &nbsp;&nbsp; 1823900 |
| 02/01/2033 | &nbsp;&nbsp; 7.000% | 462000 | &nbsp;&nbsp; 463996 |
| 06/01/2033 | &nbsp;&nbsp; 4.500% | 290000 | &nbsp;&nbsp; 252646 |
| 01/15/2034 | &nbsp;&nbsp; 4.250% | 2027000 | &nbsp;&nbsp; 1734172 |
| 02/01/2036 | &nbsp;&nbsp; 7.375% | 530000 | &nbsp;&nbsp; 527345 |
| CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. |
| 05/01/2032 | &nbsp;&nbsp; 4.500% | 1240000 | &nbsp;&nbsp; 1108754 |
| DirecTV Financing LLC<sup>(d)</sup>  | DirecTV Financing LLC<sup>(d)</sup>  | DirecTV Financing LLC<sup>(d)</sup>  | DirecTV Financing LLC<sup>(d)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 8.875% | 54000 | &nbsp;&nbsp; 53890 |
| DISH Network Corp.<sup>(d)</sup>  | DISH Network Corp.<sup>(d)</sup>  | DISH Network Corp.<sup>(d)</sup>  | DISH Network Corp.<sup>(d)</sup>  |
| 11/15/2027 | &nbsp;&nbsp; 11.750% | 2722000 | &nbsp;&nbsp; 2804258 |
| EchoStar Corp. | EchoStar Corp. | EchoStar Corp. | EchoStar Corp. |
| 11/30/2029 | &nbsp;&nbsp; 10.750% | 2218075 | &nbsp;&nbsp; 2395522 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| EchoStar Corp.<sup>(e)</sup>  | EchoStar Corp.<sup>(e)</sup>  | EchoStar Corp.<sup>(e)</sup>  | EchoStar Corp.<sup>(e)</sup>  |
| 11/30/2030 | &nbsp;&nbsp; 6.750% | 1131580 | &nbsp;&nbsp; 1143967 |
| Sirius XM Radio, Inc.<sup>(d)</sup>  | Sirius XM Radio, Inc.<sup>(d)</sup>  | Sirius XM Radio, Inc.<sup>(d)</sup>  | Sirius XM Radio, Inc.<sup>(d)</sup>  |
| 08/01/2027 | &nbsp;&nbsp; 5.000% | 881000 | &nbsp;&nbsp; 879595 |
| 07/01/2030 | &nbsp;&nbsp; 4.125% | 1131000 | &nbsp;&nbsp; 1062097 |
| Virgin Media Finance PLC<sup>(d)</sup>  | Virgin Media Finance PLC<sup>(d)</sup>  | Virgin Media Finance PLC<sup>(d)</sup>  | Virgin Media Finance PLC<sup>(d)</sup>  |
| 07/15/2030 | &nbsp;&nbsp; 5.000% | 922000 | &nbsp;&nbsp; 756153 |
| Virgin Media Secured Finance PLC<sup>(d)</sup>  | Virgin Media Secured Finance PLC<sup>(d)</sup>  | Virgin Media Secured Finance PLC<sup>(d)</sup>  | Virgin Media Secured Finance PLC<sup>(d)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 5.500% | 172000 | &nbsp;&nbsp; 164923 |
| VZ Secured Financing BV<sup>(d)</sup>  | VZ Secured Financing BV<sup>(d)</sup>  | VZ Secured Financing BV<sup>(d)</sup>  | VZ Secured Financing BV<sup>(d)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 5.000% | 2677000 | &nbsp;&nbsp; 2301813 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24723183** |
| **Chemicals 4.1%** | **Chemicals 4.1%** | **Chemicals 4.1%** | **Chemicals 4.1%** |
| Ashland LLC<sup>(d)</sup>  | Ashland LLC<sup>(d)</sup>  | Ashland LLC<sup>(d)</sup>  | Ashland LLC<sup>(d)</sup>  |
| 09/01/2031 | &nbsp;&nbsp; 3.375% | 2267000 | &nbsp;&nbsp; 2032811 |
| Avient Corp.<sup>(d)</sup>  | Avient Corp.<sup>(d)</sup>  | Avient Corp.<sup>(d)</sup>  | Avient Corp.<sup>(d)</sup>  |
| 11/01/2031 | &nbsp;&nbsp; 6.250% | 56000 | &nbsp;&nbsp; 56378 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |
| 04/15/2030 | &nbsp;&nbsp; 6.500% | 305000 | &nbsp;&nbsp; 310889 |
| 02/15/2031 | &nbsp;&nbsp; 7.000% | 520000 | &nbsp;&nbsp; 533570 |
| 07/15/2032 | &nbsp;&nbsp; 6.879% | 361000 | &nbsp;&nbsp; 376979 |
| 04/15/2033 | &nbsp;&nbsp; 6.750% | 511000 | &nbsp;&nbsp; 524133 |
| 11/15/2033 | &nbsp;&nbsp; 7.200% | 474000 | &nbsp;&nbsp; 506196 |
| 02/15/2034 | &nbsp;&nbsp; 7.375% | 674000 | &nbsp;&nbsp; 691411 |
| Element Solutions, Inc.<sup>(d)</sup>  | Element Solutions, Inc.<sup>(d)</sup>  | Element Solutions, Inc.<sup>(d)</sup>  | Element Solutions, Inc.<sup>(d)</sup>  |
| 09/01/2028 | &nbsp;&nbsp; 3.875% | 1091000 | &nbsp;&nbsp; 1061841 |
| HB Fuller Co. | HB Fuller Co. | HB Fuller Co. | HB Fuller Co. |
| 10/15/2028 | &nbsp;&nbsp; 4.250% | 109000 | &nbsp;&nbsp; 105370 |
| INEOS Finance PLC<sup>(d)</sup>  | INEOS Finance PLC<sup>(d)</sup>  | INEOS Finance PLC<sup>(d)</sup>  | INEOS Finance PLC<sup>(d)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 7.500% | 1752000 | &nbsp;&nbsp; 1700060 |
| INEOS Quattro Finance 2 PLC<sup>(d)</sup>  | INEOS Quattro Finance 2 PLC<sup>(d)</sup>  | INEOS Quattro Finance 2 PLC<sup>(d)</sup>  | INEOS Quattro Finance 2 PLC<sup>(d)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 9.625% | 2296000 | &nbsp;&nbsp; 1886485 |
| Inversion Escrow Issuer LLC<sup>(d)</sup>  | Inversion Escrow Issuer LLC<sup>(d)</sup>  | Inversion Escrow Issuer LLC<sup>(d)</sup>  | Inversion Escrow Issuer LLC<sup>(d)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 6.750% | 1566000 | &nbsp;&nbsp; 1492122 |
| Olympus Water US Holding Corp.<sup>(d)</sup>  | Olympus Water US Holding Corp.<sup>(d)</sup>  | Olympus Water US Holding Corp.<sup>(d)</sup>  | Olympus Water US Holding Corp.<sup>(d)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 4.250% | 1396000 | &nbsp;&nbsp; 1337328 |
| 06/15/2031 | &nbsp;&nbsp; 7.250% | 1782000 | &nbsp;&nbsp; 1742580 |
| 02/15/2033 | &nbsp;&nbsp; 7.250% | 1025000 | &nbsp;&nbsp; 979683 |
| Qnity Electronics, Inc.<sup>(d)</sup>  | Qnity Electronics, Inc.<sup>(d)</sup>  | Qnity Electronics, Inc.<sup>(d)</sup>  | Qnity Electronics, Inc.<sup>(d)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 5.750% | 576000 | &nbsp;&nbsp; 576718 |
| 08/15/2033 | &nbsp;&nbsp; 6.250% | 461000 | &nbsp;&nbsp; 467707 |
| Tronox, Inc.<sup>(d)</sup>  | Tronox, Inc.<sup>(d)</sup>  | Tronox, Inc.<sup>(d)</sup>  | Tronox, Inc.<sup>(d)</sup>  |
| 09/30/2030 | &nbsp;&nbsp; 9.125% | 287000 | &nbsp;&nbsp; 286577 |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| W.R. Grace Holdings LLC<sup>(d)</sup>  | W.R. Grace Holdings LLC<sup>(d)</sup>  | W.R. Grace Holdings LLC<sup>(d)</sup>  | W.R. Grace Holdings LLC<sup>(d)</sup>  |
| 03/01/2031 | &nbsp;&nbsp; 7.375% | 1787000 | &nbsp;&nbsp; 1790669 |
| 08/15/2032 | &nbsp;&nbsp; 6.625% | 2055000 | &nbsp;&nbsp; 2002554 |
| 08/01/2033 | &nbsp;&nbsp; 7.000% | 480000 | &nbsp;&nbsp; 467679 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **20929740** |
| **Construction Machinery 1.9%** | **Construction Machinery 1.9%** | **Construction Machinery 1.9%** | **Construction Machinery 1.9%** |
| Herc Holdings, Inc.<sup>(d)</sup>  | Herc Holdings, Inc.<sup>(d)</sup>  | Herc Holdings, Inc.<sup>(d)</sup>  | Herc Holdings, Inc.<sup>(d)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 6.625% | 250000 | &nbsp;&nbsp; 254221 |
| 06/15/2030 | &nbsp;&nbsp; 7.000% | 870000 | &nbsp;&nbsp; 892799 |
| 03/15/2031 | &nbsp;&nbsp; 5.750% | 299000 | &nbsp;&nbsp; 294662 |
| 06/15/2033 | &nbsp;&nbsp; 7.250% | 2794000 | &nbsp;&nbsp; 2868663 |
| 03/15/2034 | &nbsp;&nbsp; 6.000% | 563000 | &nbsp;&nbsp; 544037 |
| Ritchie Bros Holdings, Inc.<sup>(d)</sup>  | Ritchie Bros Holdings, Inc.<sup>(d)</sup>  | Ritchie Bros Holdings, Inc.<sup>(d)</sup>  | Ritchie Bros Holdings, Inc.<sup>(d)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 6.750% | 759000 | &nbsp;&nbsp; 770891 |
| 03/15/2031 | &nbsp;&nbsp; 7.750% | 1967000 | &nbsp;&nbsp; 2044425 |
| Synergy Infrastructure Holdings LLC<sup>(d)</sup>  | Synergy Infrastructure Holdings LLC<sup>(d)</sup>  | Synergy Infrastructure Holdings LLC<sup>(d)</sup>  | Synergy Infrastructure Holdings LLC<sup>(d)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 7.875% | 944000 | &nbsp;&nbsp; 962720 |
| United Rentals North America, Inc.<sup>(d)</sup>  | United Rentals North America, Inc.<sup>(d)</sup>  | United Rentals North America, Inc.<sup>(d)</sup>  | United Rentals North America, Inc.<sup>(d)</sup>  |
| 11/15/2033 | &nbsp;&nbsp; 5.375% | 1040000 | &nbsp;&nbsp; 1013105 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **9645523** |
| **Consumer Cyclical Services 0.6%** | **Consumer Cyclical Services 0.6%** | **Consumer Cyclical Services 0.6%** | **Consumer Cyclical Services 0.6%** |
| Arches Buyer, Inc.<sup>(d)</sup>  | Arches Buyer, Inc.<sup>(d)</sup>  | Arches Buyer, Inc.<sup>(d)</sup>  | Arches Buyer, Inc.<sup>(d)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.250% | 1604000 | &nbsp;&nbsp; 1546297 |
| Match Group Holdings II LLC<sup>(d)</sup>  | Match Group Holdings II LLC<sup>(d)</sup>  | Match Group Holdings II LLC<sup>(d)</sup>  | Match Group Holdings II LLC<sup>(d)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 3.625% | 572000 | &nbsp;&nbsp; 508108 |
| Match Group, Inc.<sup>(d)</sup>  | Match Group, Inc.<sup>(d)</sup>  | Match Group, Inc.<sup>(d)</sup>  | Match Group, Inc.<sup>(d)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.625% | 342000 | &nbsp;&nbsp; 334495 |
| 02/15/2029 | &nbsp;&nbsp; 5.625% | 518000 | &nbsp;&nbsp; 511332 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2900232** |
| **Consumer Products 1.2%** | **Consumer Products 1.2%** | **Consumer Products 1.2%** | **Consumer Products 1.2%** |
| CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(d)</sup>  | CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(d)</sup>  | CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(d)</sup>  | CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(d)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 9.500% | 305000 | &nbsp;&nbsp; 258655 |
| Newell Brands, Inc.<sup>(d)</sup>  | Newell Brands, Inc.<sup>(d)</sup>  | Newell Brands, Inc.<sup>(d)</sup>  | Newell Brands, Inc.<sup>(d)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 8.500% | 519000 | &nbsp;&nbsp; 536700 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| 05/15/2030 | &nbsp;&nbsp; 6.375% | 1030000 | &nbsp;&nbsp; 991853 |
| 05/15/2032 | &nbsp;&nbsp; 6.625% | 1223000 | &nbsp;&nbsp; 1169086 |
| Opal Bidco SAS<sup>(d)</sup>  | Opal Bidco SAS<sup>(d)</sup>  | Opal Bidco SAS<sup>(d)</sup>  | Opal Bidco SAS<sup>(d)</sup>  |
| 03/31/2032 | &nbsp;&nbsp; 6.500% | 973000 | &nbsp;&nbsp; 973655 |
| Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) |
| 04/01/2031 | &nbsp;&nbsp; 4.000% | 586000 | &nbsp;&nbsp; 541450 |
| 02/01/2032 | &nbsp;&nbsp; 4.375% | 1451000 | &nbsp;&nbsp; 1349762 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Whirlpool Corp. | Whirlpool Corp. | Whirlpool Corp. | Whirlpool Corp. |
| 06/15/2030 | &nbsp;&nbsp; 6.125% | 202000 | &nbsp;&nbsp; 197144 |
| 06/15/2033 | &nbsp;&nbsp; 6.500% | 265000 | &nbsp;&nbsp; 251885 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6270190** |
| **Diversified Manufacturing 2.1%** | **Diversified Manufacturing 2.1%** | **Diversified Manufacturing 2.1%** | **Diversified Manufacturing 2.1%** |
| Amsted Industries, Inc.<sup>(d)</sup>  | Amsted Industries, Inc.<sup>(d)</sup>  | Amsted Industries, Inc.<sup>(d)</sup>  | Amsted Industries, Inc.<sup>(d)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.375% | 254000 | &nbsp;&nbsp; 255527 |
| Columbus McKinnon Corp.<sup>(d)</sup>  | Columbus McKinnon Corp.<sup>(d)</sup>  | Columbus McKinnon Corp.<sup>(d)</sup>  | Columbus McKinnon Corp.<sup>(d)</sup>  |
| 02/01/2033 | &nbsp;&nbsp; 7.125% | 301000 | &nbsp;&nbsp; 300381 |
| Emerald Debt Merger Sub LLC<sup>(d)</sup>  | Emerald Debt Merger Sub LLC<sup>(d)</sup>  | Emerald Debt Merger Sub LLC<sup>(d)</sup>  | Emerald Debt Merger Sub LLC<sup>(d)</sup>  |
| 12/15/2030 | &nbsp;&nbsp; 6.625% | 2029000 | &nbsp;&nbsp; 2065607 |
| EMRLD Borrower LP/Co-Issuer, Inc.<sup>(d)</sup>  | EMRLD Borrower LP/Co-Issuer, Inc.<sup>(d)</sup>  | EMRLD Borrower LP/Co-Issuer, Inc.<sup>(d)</sup>  | EMRLD Borrower LP/Co-Issuer, Inc.<sup>(d)</sup>  |
| 07/15/2031 | &nbsp;&nbsp; 6.750% | 753000 | &nbsp;&nbsp; 775470 |
| Esab Corp.<sup>(d)</sup>  | Esab Corp.<sup>(d)</sup>  | Esab Corp.<sup>(d)</sup>  | Esab Corp.<sup>(d)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 6.250% | 500000 | &nbsp;&nbsp; 506500 |
| Gates Corp. (The)<sup>(d)</sup>  | Gates Corp. (The)<sup>(d)</sup>  | Gates Corp. (The)<sup>(d)</sup>  | Gates Corp. (The)<sup>(d)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 6.875% | 748000 | &nbsp;&nbsp; 766483 |
| Resideo Funding, Inc.<sup>(d)</sup>  | Resideo Funding, Inc.<sup>(d)</sup>  | Resideo Funding, Inc.<sup>(d)</sup>  | Resideo Funding, Inc.<sup>(d)</sup>  |
| 09/01/2029 | &nbsp;&nbsp; 4.000% | 810000 | &nbsp;&nbsp; 765563 |
| Vertical US Newco, Inc.<sup>(d)</sup>  | Vertical US Newco, Inc.<sup>(d)</sup>  | Vertical US Newco, Inc.<sup>(d)</sup>  | Vertical US Newco, Inc.<sup>(d)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 5.250% | 449000 | &nbsp;&nbsp; 447872 |
| WESCO Distribution, Inc.<sup>(d)</sup>  | WESCO Distribution, Inc.<sup>(d)</sup>  | WESCO Distribution, Inc.<sup>(d)</sup>  | WESCO Distribution, Inc.<sup>(d)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 7.250% | 503000 | &nbsp;&nbsp; 505857 |
| 03/15/2029 | &nbsp;&nbsp; 6.375% | 1274000 | &nbsp;&nbsp; 1296779 |
| 04/15/2031 | &nbsp;&nbsp; 5.250% | 345000 | &nbsp;&nbsp; 342822 |
| 03/15/2032 | &nbsp;&nbsp; 6.625% | 1516000 | &nbsp;&nbsp; 1550596 |
| 03/15/2033 | &nbsp;&nbsp; 6.375% | 530000 | &nbsp;&nbsp; 540343 |
| 04/15/2034 | &nbsp;&nbsp; 5.500% | 579000 | &nbsp;&nbsp; 570685 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10690485** |
| **Electric 6.2%** | **Electric 6.2%** | **Electric 6.2%** | **Electric 6.2%** |
| Alpha Generation LLC<sup>(d)</sup>  | Alpha Generation LLC<sup>(d)</sup>  | Alpha Generation LLC<sup>(d)</sup>  | Alpha Generation LLC<sup>(d)</sup>  |
| 10/15/2032 | &nbsp;&nbsp; 6.750% | 641000 | &nbsp;&nbsp; 650949 |
| 01/15/2034 | &nbsp;&nbsp; 6.250% | 579000 | &nbsp;&nbsp; 570078 |
| Atlantica Sustainable Infrastructure PLC<sup>(d)</sup>  | Atlantica Sustainable Infrastructure PLC<sup>(d)</sup>  | Atlantica Sustainable Infrastructure PLC<sup>(d)</sup>  | Atlantica Sustainable Infrastructure PLC<sup>(d)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 4.125% | 403000 | &nbsp;&nbsp; 390318 |
| California Buyer Ltd./Atlantica Sustainable Infrastructure PLC<sup>(d)</sup>  | California Buyer Ltd./Atlantica Sustainable Infrastructure PLC<sup>(d)</sup>  | California Buyer Ltd./Atlantica Sustainable Infrastructure PLC<sup>(d)</sup>  | California Buyer Ltd./Atlantica Sustainable Infrastructure PLC<sup>(d)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 6.375% | 1049000 | &nbsp;&nbsp; 1025376 |
| Clearway Energy Operating LLC<sup>(d)</sup>  | Clearway Energy Operating LLC<sup>(d)</sup>  | Clearway Energy Operating LLC<sup>(d)</sup>  | Clearway Energy Operating LLC<sup>(d)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 4.750% | 964000 | &nbsp;&nbsp; 952455 |
| 02/15/2031 | &nbsp;&nbsp; 3.750% | 1399000 | &nbsp;&nbsp; 1297769 |
| 01/15/2032 | &nbsp;&nbsp; 3.750% | 1140000 | &nbsp;&nbsp; 1041163 |
| 01/15/2034 | &nbsp;&nbsp; 5.750% | 507000 | &nbsp;&nbsp; 499411 |
| Long Ridge Energy LLC<sup>(d)</sup>  | Long Ridge Energy LLC<sup>(d)</sup>  | Long Ridge Energy LLC<sup>(d)</sup>  | Long Ridge Energy LLC<sup>(d)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 8.750% | 1148000 | &nbsp;&nbsp; 1203990 |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| NextEra Energy Operating Partners LP<sup>(d)</sup>  | NextEra Energy Operating Partners LP<sup>(d)</sup>  | NextEra Energy Operating Partners LP<sup>(d)</sup>  | NextEra Energy Operating Partners LP<sup>(d)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 4.500% | 464000 | &nbsp;&nbsp; 459433 |
| 01/15/2029 | &nbsp;&nbsp; 7.250% | 819000 | &nbsp;&nbsp; 845890 |
| NRG Energy, Inc.<sup>(d)</sup>  | NRG Energy, Inc.<sup>(d)</sup>  | NRG Energy, Inc.<sup>(d)</sup>  | NRG Energy, Inc.<sup>(d)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 5.250% | 1619000 | &nbsp;&nbsp; 1604764 |
| 07/15/2029 | &nbsp;&nbsp; 5.750% | 29000 | &nbsp;&nbsp; 28955 |
| 02/15/2031 | &nbsp;&nbsp; 3.625% | 1449000 | &nbsp;&nbsp; 1338204 |
| 02/01/2033 | &nbsp;&nbsp; 6.000% | 164000 | &nbsp;&nbsp; 164582 |
| 01/15/2034 | &nbsp;&nbsp; 5.750% | 859000 | &nbsp;&nbsp; 849251 |
| 11/01/2034 | &nbsp;&nbsp; 6.250% | 1051000 | &nbsp;&nbsp; 1058559 |
| 01/15/2036 | &nbsp;&nbsp; 6.000% | 859000 | &nbsp;&nbsp; 851151 |
| Pattern Energy Operations LP/Inc.<sup>(d)</sup>  | Pattern Energy Operations LP/Inc.<sup>(d)</sup>  | Pattern Energy Operations LP/Inc.<sup>(d)</sup>  | Pattern Energy Operations LP/Inc.<sup>(d)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.500% | 193000 | &nbsp;&nbsp; 188882 |
| PG&E Corp.<sup>(f)</sup>  | PG&E Corp.<sup>(f)</sup>  | PG&E Corp.<sup>(f)</sup>  | PG&E Corp.<sup>(f)</sup>  |
| 03/15/2055 | &nbsp;&nbsp; 7.375% | 660000 | &nbsp;&nbsp; 663714 |
| 09/15/2056 | &nbsp;&nbsp; 6.850% | 235000 | &nbsp;&nbsp; 231451 |
| Talen Energy Supply LLC<sup>(d)</sup>  | Talen Energy Supply LLC<sup>(d)</sup>  | Talen Energy Supply LLC<sup>(d)</sup>  | Talen Energy Supply LLC<sup>(d)</sup>  |
| 02/01/2034 | &nbsp;&nbsp; 6.250% | 1020000 | &nbsp;&nbsp; 1013065 |
| 02/01/2036 | &nbsp;&nbsp; 6.500% | 1020000 | &nbsp;&nbsp; 1028004 |
| TerraForm Power Operating LLC<sup>(d)</sup>  | TerraForm Power Operating LLC<sup>(d)</sup>  | TerraForm Power Operating LLC<sup>(d)</sup>  | TerraForm Power Operating LLC<sup>(d)</sup>  |
| 01/31/2028 | &nbsp;&nbsp; 5.000% | 2678000 | &nbsp;&nbsp; 2649314 |
| 01/15/2030 | &nbsp;&nbsp; 4.750% | 1667000 | &nbsp;&nbsp; 1602070 |
| Vistra Operations Co. LLC<sup>(d)</sup>  | Vistra Operations Co. LLC<sup>(d)</sup>  | Vistra Operations Co. LLC<sup>(d)</sup>  | Vistra Operations Co. LLC<sup>(d)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 5.625% | 585000 | &nbsp;&nbsp; 584963 |
| 07/31/2027 | &nbsp;&nbsp; 5.000% | 154000 | &nbsp;&nbsp; 153619 |
| 10/15/2031 | &nbsp;&nbsp; 7.750% | 1724000 | &nbsp;&nbsp; 1806190 |
| 04/15/2032 | &nbsp;&nbsp; 6.875% | 2524000 | &nbsp;&nbsp; 2611788 |
| VoltaGrid LLC<sup>(d)</sup>  | VoltaGrid LLC<sup>(d)</sup>  | VoltaGrid LLC<sup>(d)</sup>  | VoltaGrid LLC<sup>(d)</sup>  |
| 11/01/2030 | &nbsp;&nbsp; 7.375% | 347000 | &nbsp;&nbsp; 358058 |
| XPLR Infrastructure Operating Partners LP<sup>(d)</sup>  | XPLR Infrastructure Operating Partners LP<sup>(d)</sup>  | XPLR Infrastructure Operating Partners LP<sup>(d)</sup>  | XPLR Infrastructure Operating Partners LP<sup>(d)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 8.375% | 814000 | &nbsp;&nbsp; 858697 |
| 03/15/2033 | &nbsp;&nbsp; 8.625% | 1551000 | &nbsp;&nbsp; 1639898 |
| 04/15/2034 | &nbsp;&nbsp; 7.750% | 1048000 | &nbsp;&nbsp; 1082245 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **31304256** |
| **Environmental 0.6%** | **Environmental 0.6%** | **Environmental 0.6%** | **Environmental 0.6%** |
| Clean Harbors, Inc.<sup>(d)</sup>  | Clean Harbors, Inc.<sup>(d)</sup>  | Clean Harbors, Inc.<sup>(d)</sup>  | Clean Harbors, Inc.<sup>(d)</sup>  |
| 02/01/2031 | &nbsp;&nbsp; 6.375% | 56000 | &nbsp;&nbsp; 56863 |
| GFL Environmental, Inc.<sup>(d)</sup>  | GFL Environmental, Inc.<sup>(d)</sup>  | GFL Environmental, Inc.<sup>(d)</sup>  | GFL Environmental, Inc.<sup>(d)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 4.000% | 410000 | &nbsp;&nbsp; 398497 |
| 01/15/2031 | &nbsp;&nbsp; 6.750% | 763000 | &nbsp;&nbsp; 790301 |
| Waste Pro USA, Inc.<sup>(d)</sup>  | Waste Pro USA, Inc.<sup>(d)</sup>  | Waste Pro USA, Inc.<sup>(d)</sup>  | Waste Pro USA, Inc.<sup>(d)</sup>  |
| 02/01/2033 | &nbsp;&nbsp; 7.000% | 1818000 | &nbsp;&nbsp; 1843316 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3088977** |
| **Finance Companies 4.8%** | **Finance Companies 4.8%** | **Finance Companies 4.8%** | **Finance Companies 4.8%** |
| Bread Financial Holdings, Inc.<sup>(d)</sup>  | Bread Financial Holdings, Inc.<sup>(d)</sup>  | Bread Financial Holdings, Inc.<sup>(d)</sup>  | Bread Financial Holdings, Inc.<sup>(d)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 6.750% | 254000 | &nbsp;&nbsp; 252044 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| CrossCountry Intermediate HoldCo LLC<sup>(d)</sup>  | CrossCountry Intermediate HoldCo LLC<sup>(d)</sup>  | CrossCountry Intermediate HoldCo LLC<sup>(d)</sup>  | CrossCountry Intermediate HoldCo LLC<sup>(d)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 6.500% | 589000 | &nbsp;&nbsp; 561433 |
| GGAM Finance Ltd.<sup>(d)</sup>  | GGAM Finance Ltd.<sup>(d)</sup>  | GGAM Finance Ltd.<sup>(d)</sup>  | GGAM Finance Ltd.<sup>(d)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 6.875% | 770000 | &nbsp;&nbsp; 787973 |
| 03/15/2030 | &nbsp;&nbsp; 5.875% | 1584000 | &nbsp;&nbsp; 1582132 |
| goeasy Ltd.<sup>(d)</sup>  | goeasy Ltd.<sup>(d)</sup>  | goeasy Ltd.<sup>(d)</sup>  | goeasy Ltd.<sup>(d)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 7.625% | 528000 | &nbsp;&nbsp; 464749 |
| 05/15/2030 | &nbsp;&nbsp; 6.875% | 165000 | &nbsp;&nbsp; 136409 |
| 10/01/2030 | &nbsp;&nbsp; 7.375% | 165000 | &nbsp;&nbsp; 136571 |
| Navient Corp. | Navient Corp. | Navient Corp. | Navient Corp. |
| 03/15/2029 | &nbsp;&nbsp; 5.500% | 527000 | &nbsp;&nbsp; 485633 |
| 03/15/2031 | &nbsp;&nbsp; 11.500% | 437000 | &nbsp;&nbsp; 443648 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |
| 05/15/2029 | &nbsp;&nbsp; 6.625% | 1615000 | &nbsp;&nbsp; 1622540 |
| 03/15/2030 | &nbsp;&nbsp; 7.875% | 1195000 | &nbsp;&nbsp; 1233081 |
| 09/15/2030 | &nbsp;&nbsp; 4.000% | 301000 | &nbsp;&nbsp; 271468 |
| 05/15/2031 | &nbsp;&nbsp; 7.500% | 1517000 | &nbsp;&nbsp; 1532272 |
| 11/15/2031 | &nbsp;&nbsp; 7.125% | 107000 | &nbsp;&nbsp; 106324 |
| 09/15/2032 | &nbsp;&nbsp; 7.125% | 155000 | &nbsp;&nbsp; 152722 |
| 03/15/2033 | &nbsp;&nbsp; 6.500% | 1422000 | &nbsp;&nbsp; 1360624 |
| 09/15/2033 | &nbsp;&nbsp; 6.750% | 1049000 | &nbsp;&nbsp; 1007995 |
| Provident Funding Associates LP/PFG Finance Corp.<sup>(d)</sup>  | Provident Funding Associates LP/PFG Finance Corp.<sup>(d)</sup>  | Provident Funding Associates LP/PFG Finance Corp.<sup>(d)</sup>  | Provident Funding Associates LP/PFG Finance Corp.<sup>(d)</sup>  |
| 09/15/2029 | &nbsp;&nbsp; 9.750% | 2504000 | &nbsp;&nbsp; 2570986 |
| Rocket Cos, Inc.<sup>(d)</sup>  | Rocket Cos, Inc.<sup>(d)</sup>  | Rocket Cos, Inc.<sup>(d)</sup>  | Rocket Cos, Inc.<sup>(d)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 6.125% | 509000 | &nbsp;&nbsp; 513995 |
| 08/01/2033 | &nbsp;&nbsp; 6.375% | 649000 | &nbsp;&nbsp; 655775 |
| Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(d)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(d)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(d)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(d)</sup>  |
| 03/01/2031 | &nbsp;&nbsp; 3.875% | 2007000 | &nbsp;&nbsp; 1851847 |
| 10/15/2033 | &nbsp;&nbsp; 4.000% | 1733000 | &nbsp;&nbsp; 1554536 |
| Springleaf Finance Corp. | Springleaf Finance Corp. | Springleaf Finance Corp. | Springleaf Finance Corp. |
| 11/15/2029 | &nbsp;&nbsp; 5.375% | 33000 | &nbsp;&nbsp; 31850 |
| United Wholesale Mortgage LLC<sup>(d)</sup>  | United Wholesale Mortgage LLC<sup>(d)</sup>  | United Wholesale Mortgage LLC<sup>(d)</sup>  | United Wholesale Mortgage LLC<sup>(d)</sup>  |
| 06/15/2027 | &nbsp;&nbsp; 5.750% | 777000 | &nbsp;&nbsp; 765015 |
| 04/15/2029 | &nbsp;&nbsp; 5.500% | 1689000 | &nbsp;&nbsp; 1580712 |
| UWM Holdings LLC<sup>(d)</sup>  | UWM Holdings LLC<sup>(d)</sup>  | UWM Holdings LLC<sup>(d)</sup>  | UWM Holdings LLC<sup>(d)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 6.625% | 1259000 | &nbsp;&nbsp; 1187333 |
| 03/15/2031 | &nbsp;&nbsp; 6.250% | 1577000 | &nbsp;&nbsp; 1436227 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24285894** |
| **Food and Beverage 2.5%** | **Food and Beverage 2.5%** | **Food and Beverage 2.5%** | **Food and Beverage 2.5%** |
| Darling Ingredients, Inc.<sup>(d)</sup>  | Darling Ingredients, Inc.<sup>(d)</sup>  | Darling Ingredients, Inc.<sup>(d)</sup>  | Darling Ingredients, Inc.<sup>(d)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 5.250% | 797000 | &nbsp;&nbsp; 796411 |
| 06/15/2030 | &nbsp;&nbsp; 6.000% | 1547000 | &nbsp;&nbsp; 1562419 |
| Performance Food Group, Inc.<sup>(d)</sup>  | Performance Food Group, Inc.<sup>(d)</sup>  | Performance Food Group, Inc.<sup>(d)</sup>  | Performance Food Group, Inc.<sup>(d)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 6.125% | 538000 | &nbsp;&nbsp; 539891 |
| Post Holdings, Inc.<sup>(d)</sup>  | Post Holdings, Inc.<sup>(d)</sup>  | Post Holdings, Inc.<sup>(d)</sup>  | Post Holdings, Inc.<sup>(d)</sup>  |
| 09/15/2031 | &nbsp;&nbsp; 4.500% | 555000 | &nbsp;&nbsp; 516610 |
| 02/15/2032 | &nbsp;&nbsp; 6.250% | 1252000 | &nbsp;&nbsp; 1267161 |
| 03/01/2033 | &nbsp;&nbsp; 6.375% | 855000 | &nbsp;&nbsp; 843550 |
| 10/15/2034 | &nbsp;&nbsp; 6.250% | 2248000 | &nbsp;&nbsp; 2201017 |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| 03/15/2036 | &nbsp;&nbsp; 6.500% | 1016000 | &nbsp;&nbsp; 996389 |
| Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(d)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(d)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(d)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(d)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 6.250% | 510000 | &nbsp;&nbsp; 510915 |
| 04/30/2029 | &nbsp;&nbsp; 4.375% | 554000 | &nbsp;&nbsp; 538381 |
| Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(d)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(d)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(d)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(d)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 4.625% | 1888000 | &nbsp;&nbsp; 1816860 |
| US Foods, Inc.<sup>(d)</sup>  | US Foods, Inc.<sup>(d)</sup>  | US Foods, Inc.<sup>(d)</sup>  | US Foods, Inc.<sup>(d)</sup>  |
| 09/15/2028 | &nbsp;&nbsp; 6.875% | 182000 | &nbsp;&nbsp; 186456 |
| 01/15/2032 | &nbsp;&nbsp; 7.250% | 986000 | &nbsp;&nbsp; 1022327 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **12798387** |
| **Gaming 3.1%** | **Gaming 3.1%** | **Gaming 3.1%** | **Gaming 3.1%** |
| Caesars Entertainment, Inc.<sup>(d)</sup>  | Caesars Entertainment, Inc.<sup>(d)</sup>  | Caesars Entertainment, Inc.<sup>(d)</sup>  | Caesars Entertainment, Inc.<sup>(d)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 4.625% | 550000 | &nbsp;&nbsp; 529281 |
| 02/15/2030 | &nbsp;&nbsp; 7.000% | 499000 | &nbsp;&nbsp; 505509 |
| 02/15/2032 | &nbsp;&nbsp; 6.500% | 891000 | &nbsp;&nbsp; 881209 |
| 10/15/2032 | &nbsp;&nbsp; 6.000% | 525000 | &nbsp;&nbsp; 483241 |
| CDI Escrow Issuer, Inc.<sup>(d)</sup>  | CDI Escrow Issuer, Inc.<sup>(d)</sup>  | CDI Escrow Issuer, Inc.<sup>(d)</sup>  | CDI Escrow Issuer, Inc.<sup>(d)</sup>  |
| 04/01/2030 | &nbsp;&nbsp; 5.750% | 790000 | &nbsp;&nbsp; 782795 |
| Churchill Downs, Inc.<sup>(d)</sup>  | Churchill Downs, Inc.<sup>(d)</sup>  | Churchill Downs, Inc.<sup>(d)</sup>  | Churchill Downs, Inc.<sup>(d)</sup>  |
| 05/01/2031 | &nbsp;&nbsp; 6.750% | 999000 | &nbsp;&nbsp; 1017401 |
| Light & Wonder International, Inc.<sup>(d)</sup>  | Light & Wonder International, Inc.<sup>(d)</sup>  | Light & Wonder International, Inc.<sup>(d)</sup>  | Light & Wonder International, Inc.<sup>(d)</sup>  |
| 09/01/2031 | &nbsp;&nbsp; 7.500% | 731000 | &nbsp;&nbsp; 751776 |
| 10/01/2033 | &nbsp;&nbsp; 6.250% | 1067000 | &nbsp;&nbsp; 1044644 |
| MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International |
| 04/15/2032 | &nbsp;&nbsp; 6.500% | 778000 | &nbsp;&nbsp; 784315 |
| Midwest Gaming Borrower LLC<sup>(d)</sup>  | Midwest Gaming Borrower LLC<sup>(d)</sup>  | Midwest Gaming Borrower LLC<sup>(d)</sup>  | Midwest Gaming Borrower LLC<sup>(d)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 4.875% | 534000 | &nbsp;&nbsp; 518176 |
| Penn Entertainment, Inc.<sup>(d)</sup>  | Penn Entertainment, Inc.<sup>(d)</sup>  | Penn Entertainment, Inc.<sup>(d)</sup>  | Penn Entertainment, Inc.<sup>(d)</sup>  |
| 04/01/2031 | &nbsp;&nbsp; 6.750% | 651000 | &nbsp;&nbsp; 632480 |
| Penn National Gaming, Inc.<sup>(d)</sup>  | Penn National Gaming, Inc.<sup>(d)</sup>  | Penn National Gaming, Inc.<sup>(d)</sup>  | Penn National Gaming, Inc.<sup>(d)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 4.125% | 2175000 | &nbsp;&nbsp; 2035008 |
| Rivers Enterprise Borrower LLC/Finance Corp.<sup>(d)</sup>  | Rivers Enterprise Borrower LLC/Finance Corp.<sup>(d)</sup>  | Rivers Enterprise Borrower LLC/Finance Corp.<sup>(d)</sup>  | Rivers Enterprise Borrower LLC/Finance Corp.<sup>(d)</sup>  |
| 02/01/2033 | &nbsp;&nbsp; 6.625% | 1673000 | &nbsp;&nbsp; 1665816 |
| Rivers Enterprise Lender LLC/Corp.<sup>(d)</sup>  | Rivers Enterprise Lender LLC/Corp.<sup>(d)</sup>  | Rivers Enterprise Lender LLC/Corp.<sup>(d)</sup>  | Rivers Enterprise Lender LLC/Corp.<sup>(d)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 6.250% | 771000 | &nbsp;&nbsp; 769887 |
| Scientific Games Holdings LP/US FinCo, Inc.<sup>(d)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(d)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(d)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(d)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 6.625% | 2253000 | &nbsp;&nbsp; 1947532 |
| Voyager Parent LLC<sup>(d)</sup>  | Voyager Parent LLC<sup>(d)</sup>  | Voyager Parent LLC<sup>(d)</sup>  | Voyager Parent LLC<sup>(d)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.250% | 1406000 | &nbsp;&nbsp; 1463964 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **15813034** |
| **Health Care 5.2%** | **Health Care 5.2%** | **Health Care 5.2%** | **Health Care 5.2%** |
| Acadia Healthcare Co., Inc.<sup>(d)</sup>  | Acadia Healthcare Co., Inc.<sup>(d)</sup>  | Acadia Healthcare Co., Inc.<sup>(d)</sup>  | Acadia Healthcare Co., Inc.<sup>(d)</sup>  |
| 07/01/2028 | &nbsp;&nbsp; 5.500% | 76000 | &nbsp;&nbsp; 75482 |
| 04/15/2029 | &nbsp;&nbsp; 5.000% | 1698000 | &nbsp;&nbsp; 1654485 |
| 03/15/2033 | &nbsp;&nbsp; 7.375% | 1112000 | &nbsp;&nbsp; 1140418 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Avantor Funding, Inc.<sup>(d)</sup>  | Avantor Funding, Inc.<sup>(d)</sup>  | Avantor Funding, Inc.<sup>(d)</sup>  | Avantor Funding, Inc.<sup>(d)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 4.625% | 78000 | &nbsp;&nbsp; 76114 |
| 11/01/2029 | &nbsp;&nbsp; 3.875% | 1085000 | &nbsp;&nbsp; 1017977 |
| Bausch & Lomb Escrow Corp.<sup>(d)</sup>  | Bausch & Lomb Escrow Corp.<sup>(d)</sup>  | Bausch & Lomb Escrow Corp.<sup>(d)</sup>  | Bausch & Lomb Escrow Corp.<sup>(d)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 8.375% | 1000000 | &nbsp;&nbsp; 1034800 |
| Charles River Laboratories International, Inc.<sup>(d)</sup>  | Charles River Laboratories International, Inc.<sup>(d)</sup>  | Charles River Laboratories International, Inc.<sup>(d)</sup>  | Charles River Laboratories International, Inc.<sup>(d)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 4.250% | 251000 | &nbsp;&nbsp; 245137 |
| 03/15/2029 | &nbsp;&nbsp; 3.750% | 1131000 | &nbsp;&nbsp; 1072501 |
| 03/15/2031 | &nbsp;&nbsp; 4.000% | 555000 | &nbsp;&nbsp; 516489 |
| CHS/Community Health Systems, Inc.<sup>(d)</sup>  | CHS/Community Health Systems, Inc.<sup>(d)</sup>  | CHS/Community Health Systems, Inc.<sup>(d)</sup>  | CHS/Community Health Systems, Inc.<sup>(d)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 5.250% | 1635000 | &nbsp;&nbsp; 1540576 |
| 02/15/2031 | &nbsp;&nbsp; 4.750% | 212000 | &nbsp;&nbsp; 195491 |
| 01/15/2032 | &nbsp;&nbsp; 10.875% | 458000 | &nbsp;&nbsp; 492053 |
| Concentra Escrow Issuer Corp.<sup>(d)</sup>  | Concentra Escrow Issuer Corp.<sup>(d)</sup>  | Concentra Escrow Issuer Corp.<sup>(d)</sup>  | Concentra Escrow Issuer Corp.<sup>(d)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.875% | 1250000 | &nbsp;&nbsp; 1293314 |
| DaVita, Inc.<sup>(d)</sup>  | DaVita, Inc.<sup>(d)</sup>  | DaVita, Inc.<sup>(d)</sup>  | DaVita, Inc.<sup>(d)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 4.625% | 651000 | &nbsp;&nbsp; 625914 |
| 07/15/2033 | &nbsp;&nbsp; 6.750% | 745000 | &nbsp;&nbsp; 759357 |
| Hologic, Inc.<sup>(d)</sup>  | Hologic, Inc.<sup>(d)</sup>  | Hologic, Inc.<sup>(d)</sup>  | Hologic, Inc.<sup>(d)</sup>  |
| 02/01/2028 | &nbsp;&nbsp; 4.625% | 290000 | &nbsp;&nbsp; 290000 |
| Indigo Merger Sub, Inc.<sup>(d)</sup>  | Indigo Merger Sub, Inc.<sup>(d)</sup>  | Indigo Merger Sub, Inc.<sup>(d)</sup>  | Indigo Merger Sub, Inc.<sup>(d)</sup>  |
| 07/15/2026 | &nbsp;&nbsp; 2.875% | 200000 | &nbsp;&nbsp; 198343 |
| IQVIA, Inc.<sup>(d)</sup>  | IQVIA, Inc.<sup>(d)</sup>  | IQVIA, Inc.<sup>(d)</sup>  | IQVIA, Inc.<sup>(d)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 5.000% | 526000 | &nbsp;&nbsp; 524585 |
| 05/15/2030 | &nbsp;&nbsp; 6.500% | 511000 | &nbsp;&nbsp; 522117 |
| 06/01/2032 | &nbsp;&nbsp; 6.250% | 1202000 | &nbsp;&nbsp; 1220282 |
| LifePoint Health, Inc.<sup>(d)</sup>  | LifePoint Health, Inc.<sup>(d)</sup>  | LifePoint Health, Inc.<sup>(d)</sup>  | LifePoint Health, Inc.<sup>(d)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 11.000% | 359000 | &nbsp;&nbsp; 386543 |
| Mozart Debt Merger Sub, Inc.<sup>(d)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(d)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(d)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(d)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.250% | 2632000 | &nbsp;&nbsp; 2608421 |
| Select Medical Corp.<sup>(d)</sup>  | Select Medical Corp.<sup>(d)</sup>  | Select Medical Corp.<sup>(d)</sup>  | Select Medical Corp.<sup>(d)</sup>  |
| 12/01/2032 | &nbsp;&nbsp; 6.250% | 264000 | &nbsp;&nbsp; 250932 |
| Star Parent, Inc.<sup>(d)</sup>  | Star Parent, Inc.<sup>(d)</sup>  | Star Parent, Inc.<sup>(d)</sup>  | Star Parent, Inc.<sup>(d)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 9.000% | 1965000 | &nbsp;&nbsp; 2041288 |
| Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. |
| 11/01/2027 | &nbsp;&nbsp; 5.125% | 304000 | &nbsp;&nbsp; 303730 |
| 06/15/2028 | &nbsp;&nbsp; 4.625% | 799000 | &nbsp;&nbsp; 792243 |
| 06/01/2029 | &nbsp;&nbsp; 4.250% | 839000 | &nbsp;&nbsp; 815174 |
| 01/15/2030 | &nbsp;&nbsp; 4.375% | 1529000 | &nbsp;&nbsp; 1480335 |
| Tenet Healthcare Corp.<sup>(d)</sup>  | Tenet Healthcare Corp.<sup>(d)</sup>  | Tenet Healthcare Corp.<sup>(d)</sup>  | Tenet Healthcare Corp.<sup>(d)</sup>  |
| 11/15/2032 | &nbsp;&nbsp; 5.500% | 2309000 | &nbsp;&nbsp; 2288001 |
| 11/15/2033 | &nbsp;&nbsp; 6.000% | 821000 | &nbsp;&nbsp; 831691 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **26293793** |
| **Independent Energy 4.1%** | **Independent Energy 4.1%** | **Independent Energy 4.1%** | **Independent Energy 4.1%** |
| Civitas Resources, Inc.<sup>(d)</sup>  | Civitas Resources, Inc.<sup>(d)</sup>  | Civitas Resources, Inc.<sup>(d)</sup>  | Civitas Resources, Inc.<sup>(d)</sup>  |
| 11/01/2030 | &nbsp;&nbsp; 8.625% | 495000 | &nbsp;&nbsp; 521394 |
| 07/01/2031 | &nbsp;&nbsp; 8.750% | 870000 | &nbsp;&nbsp; 910079 |
| 06/15/2033 | &nbsp;&nbsp; 9.625% | 2099000 | &nbsp;&nbsp; 2322823 |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| CNX Resources Corp.<sup>(d)</sup>  | CNX Resources Corp.<sup>(d)</sup>  | CNX Resources Corp.<sup>(d)</sup>  | CNX Resources Corp.<sup>(d)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 7.250% | 734000 | &nbsp;&nbsp; 754237 |
| 03/01/2034 | &nbsp;&nbsp; 5.875% | 604000 | &nbsp;&nbsp; 587918 |
| Colgate Energy Partners III LLC<sup>(d)</sup>  | Colgate Energy Partners III LLC<sup>(d)</sup>  | Colgate Energy Partners III LLC<sup>(d)</sup>  | Colgate Energy Partners III LLC<sup>(d)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.875% | 1767000 | &nbsp;&nbsp; 1769363 |
| Comstock Resources, Inc.<sup>(d)</sup>  | Comstock Resources, Inc.<sup>(d)</sup>  | Comstock Resources, Inc.<sup>(d)</sup>  | Comstock Resources, Inc.<sup>(d)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 6.750% | 155000 | &nbsp;&nbsp; 153239 |
| 01/15/2030 | &nbsp;&nbsp; 5.875% | 83000 | &nbsp;&nbsp; 80120 |
| Crescent Energy Finance LLC<sup>(d)</sup>  | Crescent Energy Finance LLC<sup>(d)</sup>  | Crescent Energy Finance LLC<sup>(d)</sup>  | Crescent Energy Finance LLC<sup>(d)</sup>  |
| 04/01/2032 | &nbsp;&nbsp; 7.625% | 745000 | &nbsp;&nbsp; 755482 |
| 01/15/2033 | &nbsp;&nbsp; 7.375% | 586000 | &nbsp;&nbsp; 586147 |
| Hilcorp Energy I LP/Finance Co.<sup>(d)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(d)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(d)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(d)</sup>  |
| 11/01/2028 | &nbsp;&nbsp; 6.250% | 1325000 | &nbsp;&nbsp; 1326622 |
| 11/01/2033 | &nbsp;&nbsp; 8.375% | 1449000 | &nbsp;&nbsp; 1509621 |
| 02/15/2035 | &nbsp;&nbsp; 7.250% | 1139000 | &nbsp;&nbsp; 1135782 |
| Matador Resources Co.<sup>(d)</sup>  | Matador Resources Co.<sup>(d)</sup>  | Matador Resources Co.<sup>(d)</sup>  | Matador Resources Co.<sup>(d)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 6.500% | 518000 | &nbsp;&nbsp; 523512 |
| 04/15/2033 | &nbsp;&nbsp; 6.250% | 809000 | &nbsp;&nbsp; 809246 |
| 04/15/2034 | &nbsp;&nbsp; 6.000% | 511000 | &nbsp;&nbsp; 507474 |
| Permian Resources Operating LLC<sup>(d)</sup>  | Permian Resources Operating LLC<sup>(d)</sup>  | Permian Resources Operating LLC<sup>(d)</sup>  | Permian Resources Operating LLC<sup>(d)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 8.000% | 674000 | &nbsp;&nbsp; 674672 |
| 01/15/2032 | &nbsp;&nbsp; 7.000% | 1049000 | &nbsp;&nbsp; 1088530 |
| 02/01/2033 | &nbsp;&nbsp; 6.250% | 771000 | &nbsp;&nbsp; 785116 |
| SM Energy Co. | SM Energy Co. | SM Energy Co. | SM Energy Co. |
| 01/15/2027 | &nbsp;&nbsp; 6.625% | 284000 | &nbsp;&nbsp; 284013 |
| 07/15/2028 | &nbsp;&nbsp; 6.500% | 1286000 | &nbsp;&nbsp; 1289588 |
| SM Energy Co.<sup>(d)</sup>  | SM Energy Co.<sup>(d)</sup>  | SM Energy Co.<sup>(d)</sup>  | SM Energy Co.<sup>(d)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 6.750% | 769000 | &nbsp;&nbsp; 781131 |
| 08/01/2032 | &nbsp;&nbsp; 7.000% | 773000 | &nbsp;&nbsp; 789193 |
| 04/15/2034 | &nbsp;&nbsp; 6.625% | 785000 | &nbsp;&nbsp; 784576 |
| Vital Energy, Inc.<sup>(d)</sup>  | Vital Energy, Inc.<sup>(d)</sup>  | Vital Energy, Inc.<sup>(d)</sup>  | Vital Energy, Inc.<sup>(d)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 7.875% | 250000 | &nbsp;&nbsp; 255747 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **20985625** |
| **Leisure 3.7%** | **Leisure 3.7%** | **Leisure 3.7%** | **Leisure 3.7%** |
| Boyne USA, Inc.<sup>(d)</sup>  | Boyne USA, Inc.<sup>(d)</sup>  | Boyne USA, Inc.<sup>(d)</sup>  | Boyne USA, Inc.<sup>(d)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.750% | 788000 | &nbsp;&nbsp; 765177 |
| Carnival Corp.<sup>(d)</sup>  | Carnival Corp.<sup>(d)</sup>  | Carnival Corp.<sup>(d)</sup>  | Carnival Corp.<sup>(d)</sup>  |
| 03/15/2030 | &nbsp;&nbsp; 5.750% | 1199000 | &nbsp;&nbsp; 1208144 |
| 08/01/2032 | &nbsp;&nbsp; 5.750% | 2016000 | &nbsp;&nbsp; 2016384 |
| 02/15/2033 | &nbsp;&nbsp; 6.125% | 1167000 | &nbsp;&nbsp; 1177896 |
| Cedar Fair LP | Cedar Fair LP | Cedar Fair LP | Cedar Fair LP |
| 07/15/2029 | &nbsp;&nbsp; 5.250% | 270000 | &nbsp;&nbsp; 258212 |
| &nbsp;&nbsp; Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium <br> Op | &nbsp;&nbsp; Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium <br> Op | &nbsp;&nbsp; Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium <br> Op | &nbsp;&nbsp; Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium <br> Op |
| 10/01/2028 | &nbsp;&nbsp; 6.500% | 520000 | &nbsp;&nbsp; 517534 |
| Cinemark USA, Inc.<sup>(d)</sup>  | Cinemark USA, Inc.<sup>(d)</sup>  | Cinemark USA, Inc.<sup>(d)</sup>  | Cinemark USA, Inc.<sup>(d)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 5.250% | 795000 | &nbsp;&nbsp; 789484 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| NCL Corp., Ltd.<sup>(d)</sup>  | NCL Corp., Ltd.<sup>(d)</sup>  | NCL Corp., Ltd.<sup>(d)</sup>  | NCL Corp., Ltd.<sup>(d)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 5.875% | 1411000 | &nbsp;&nbsp; 1370642 |
| 02/01/2032 | &nbsp;&nbsp; 6.750% | 1164000 | &nbsp;&nbsp; 1155119 |
| 09/15/2033 | &nbsp;&nbsp; 6.250% | 772000 | &nbsp;&nbsp; 749733 |
| Six Flags Entertainment Corp.<sup>(d)</sup>  | Six Flags Entertainment Corp.<sup>(d)</sup>  | Six Flags Entertainment Corp.<sup>(d)</sup>  | Six Flags Entertainment Corp.<sup>(d)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 7.250% | 2551000 | &nbsp;&nbsp; 2462540 |
| &nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium <br> Operations LLC<sup>(d)</sup>  | &nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium <br> Operations LLC<sup>(d)</sup>  | &nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium <br> Operations LLC<sup>(d)</sup>  | &nbsp;&nbsp; Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium <br> Operations LLC<sup>(d)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 8.625% | 992000 | &nbsp;&nbsp; 993632 |
| Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(d)</sup>  | Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(d)</sup>  | Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(d)</sup>  | Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(d)</sup>  |
| 05/01/2032 | &nbsp;&nbsp; 6.625% | 955000 | &nbsp;&nbsp; 955074 |
| Vail Resorts, Inc.<sup>(d)</sup>  | Vail Resorts, Inc.<sup>(d)</sup>  | Vail Resorts, Inc.<sup>(d)</sup>  | Vail Resorts, Inc.<sup>(d)</sup>  |
| 05/15/2032 | &nbsp;&nbsp; 6.500% | 496000 | &nbsp;&nbsp; 501625 |
| Viking Cruises Ltd.<sup>(d)</sup>  | Viking Cruises Ltd.<sup>(d)</sup>  | Viking Cruises Ltd.<sup>(d)</sup>  | Viking Cruises Ltd.<sup>(d)</sup>  |
| 07/15/2031 | &nbsp;&nbsp; 9.125% | 1656000 | &nbsp;&nbsp; 1745600 |
| 10/15/2033 | &nbsp;&nbsp; 5.875% | 1259000 | &nbsp;&nbsp; 1245298 |
| VOC Escrow Ltd.<sup>(d)</sup>  | VOC Escrow Ltd.<sup>(d)</sup>  | VOC Escrow Ltd.<sup>(d)</sup>  | VOC Escrow Ltd.<sup>(d)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 5.000% | 799000 | &nbsp;&nbsp; 796004 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18708098** |
| **Lodging 1.5%** | **Lodging 1.5%** | **Lodging 1.5%** | **Lodging 1.5%** |
| Hilton Domestic Operating Co., Inc.<sup>(d)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(d)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(d)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(d)</sup>  |
| 05/01/2031 | &nbsp;&nbsp; 4.000% | 540000 | &nbsp;&nbsp; 506478 |
| 02/15/2032 | &nbsp;&nbsp; 3.625% | 560000 | &nbsp;&nbsp; 508789 |
| 03/15/2033 | &nbsp;&nbsp; 5.875% | 1241000 | &nbsp;&nbsp; 1248862 |
| 09/15/2033 | &nbsp;&nbsp; 5.750% | 550000 | &nbsp;&nbsp; 548189 |
| Hilton Grand Vacations Borrower Escrow LLC<sup>(d)</sup>  | Hilton Grand Vacations Borrower Escrow LLC<sup>(d)</sup>  | Hilton Grand Vacations Borrower Escrow LLC<sup>(d)</sup>  | Hilton Grand Vacations Borrower Escrow LLC<sup>(d)</sup>  |
| 07/01/2031 | &nbsp;&nbsp; 4.875% | 670000 | &nbsp;&nbsp; 605360 |
| 01/15/2032 | &nbsp;&nbsp; 6.625% | 2058000 | &nbsp;&nbsp; 2036630 |
| Marriott Ownership Resorts, Inc.<sup>(d)</sup>  | Marriott Ownership Resorts, Inc.<sup>(d)</sup>  | Marriott Ownership Resorts, Inc.<sup>(d)</sup>  | Marriott Ownership Resorts, Inc.<sup>(d)</sup>  |
| 10/01/2033 | &nbsp;&nbsp; 6.500% | 2089000 | &nbsp;&nbsp; 1986312 |
| Travel + Leisure Co.<sup>(d)</sup>  | Travel + Leisure Co.<sup>(d)</sup>  | Travel + Leisure Co.<sup>(d)</sup>  | Travel + Leisure Co.<sup>(d)</sup>  |
| 09/01/2033 | &nbsp;&nbsp; 6.125% | 250000 | &nbsp;&nbsp; 246444 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **7687064** |
| **Media and Entertainment 3.7%** | **Media and Entertainment 3.7%** | **Media and Entertainment 3.7%** | **Media and Entertainment 3.7%** |
| Clear Channel Outdoor Holdings, Inc.<sup>(d)</sup>  | Clear Channel Outdoor Holdings, Inc.<sup>(d)</sup>  | Clear Channel Outdoor Holdings, Inc.<sup>(d)</sup>  | Clear Channel Outdoor Holdings, Inc.<sup>(d)</sup>  |
| 04/01/2030 | &nbsp;&nbsp; 7.875% | 1305000 | &nbsp;&nbsp; 1367385 |
| 02/15/2031 | &nbsp;&nbsp; 7.125% | 938000 | &nbsp;&nbsp; 983124 |
| 03/15/2033 | &nbsp;&nbsp; 7.500% | 955000 | &nbsp;&nbsp; 1011602 |
| Gray Media, Inc.<sup>(d)</sup>  | Gray Media, Inc.<sup>(d)</sup>  | Gray Media, Inc.<sup>(d)</sup>  | Gray Media, Inc.<sup>(d)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 9.625% | 510000 | &nbsp;&nbsp; 510407 |
| 08/15/2033 | &nbsp;&nbsp; 7.250% | 657000 | &nbsp;&nbsp; 661800 |
| McGraw-Hill Education, Inc.<sup>(d)</sup>  | McGraw-Hill Education, Inc.<sup>(d)</sup>  | McGraw-Hill Education, Inc.<sup>(d)</sup>  | McGraw-Hill Education, Inc.<sup>(d)</sup>  |
| 09/01/2031 | &nbsp;&nbsp; 7.375% | 894000 | &nbsp;&nbsp; 913151 |
| Nexstar Media, Inc.<sup>(d)</sup>  | Nexstar Media, Inc.<sup>(d)</sup>  | Nexstar Media, Inc.<sup>(d)</sup>  | Nexstar Media, Inc.<sup>(d)</sup>  |
| 09/15/2033 | &nbsp;&nbsp; 6.500% | 1499000 | &nbsp;&nbsp; 1510596 |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Nexstar Media, Inc.<sup>(d),(g)</sup>  | Nexstar Media, Inc.<sup>(d),(g)</sup>  | Nexstar Media, Inc.<sup>(d),(g)</sup>  | Nexstar Media, Inc.<sup>(d),(g)</sup>  |
| 04/15/2034 | &nbsp;&nbsp; 7.250% | 1309000 | &nbsp;&nbsp; 1311853 |
| OAK-Eagle Acquireco, Inc.<sup>(d),(g)</sup>  | OAK-Eagle Acquireco, Inc.<sup>(d),(g)</sup>  | OAK-Eagle Acquireco, Inc.<sup>(d),(g)</sup>  | OAK-Eagle Acquireco, Inc.<sup>(d),(g)</sup>  |
| 07/01/2033 | &nbsp;&nbsp; 7.250% | 752000 | &nbsp;&nbsp; 778822 |
| 07/01/2034 | &nbsp;&nbsp; 8.750% | 605000 | &nbsp;&nbsp; 632688 |
| Outfront Media Capital LLC/Corp.<sup>(d)</sup>  | Outfront Media Capital LLC/Corp.<sup>(d)</sup>  | Outfront Media Capital LLC/Corp.<sup>(d)</sup>  | Outfront Media Capital LLC/Corp.<sup>(d)</sup>  |
| 03/15/2030 | &nbsp;&nbsp; 4.625% | 268000 | &nbsp;&nbsp; 258631 |
| 02/15/2031 | &nbsp;&nbsp; 7.375% | 702000 | &nbsp;&nbsp; 732421 |
| Roblox Corp.<sup>(d)</sup>  | Roblox Corp.<sup>(d)</sup>  | Roblox Corp.<sup>(d)</sup>  | Roblox Corp.<sup>(d)</sup>  |
| 05/01/2030 | &nbsp;&nbsp; 3.875% | 537000 | &nbsp;&nbsp; 504191 |
| Snap, Inc.<sup>(d)</sup>  | Snap, Inc.<sup>(d)</sup>  | Snap, Inc.<sup>(d)</sup>  | Snap, Inc.<sup>(d)</sup>  |
| 03/01/2033 | &nbsp;&nbsp; 6.875% | 2470000 | &nbsp;&nbsp; 2337942 |
| 03/15/2034 | &nbsp;&nbsp; 6.875% | 1350000 | &nbsp;&nbsp; 1269257 |
| Univision Communications, Inc.<sup>(d)</sup>  | Univision Communications, Inc.<sup>(d)</sup>  | Univision Communications, Inc.<sup>(d)</sup>  | Univision Communications, Inc.<sup>(d)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 8.000% | 526000 | &nbsp;&nbsp; 534657 |
| 06/30/2030 | &nbsp;&nbsp; 7.375% | 1062000 | &nbsp;&nbsp; 1041613 |
| WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. |
| 03/15/2032 | &nbsp;&nbsp; 4.279% | 785000 | &nbsp;&nbsp; 694993 |
| 03/15/2042 | &nbsp;&nbsp; 5.050% | 2303000 | &nbsp;&nbsp; 1536418 |
| 03/15/2052 | &nbsp;&nbsp; 5.141% | 410000 | &nbsp;&nbsp; 248450 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18840001** |
| **Metals and Mining 3.5%** | **Metals and Mining 3.5%** | **Metals and Mining 3.5%** | **Metals and Mining 3.5%** |
| Alcoa Nederland Holding BV<sup>(d)</sup>  | Alcoa Nederland Holding BV<sup>(d)</sup>  | Alcoa Nederland Holding BV<sup>(d)</sup>  | Alcoa Nederland Holding BV<sup>(d)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 7.125% | 490000 | &nbsp;&nbsp; 512469 |
| Carpenter Technology Corp.<sup>(d)</sup>  | Carpenter Technology Corp.<sup>(d)</sup>  | Carpenter Technology Corp.<sup>(d)</sup>  | Carpenter Technology Corp.<sup>(d)</sup>  |
| 03/01/2034 | &nbsp;&nbsp; 5.625% | 769000 | &nbsp;&nbsp; 762054 |
| Cleveland-Cliffs, Inc.<sup>(d)</sup>  | Cleveland-Cliffs, Inc.<sup>(d)</sup>  | Cleveland-Cliffs, Inc.<sup>(d)</sup>  | Cleveland-Cliffs, Inc.<sup>(d)</sup>  |
| 11/01/2029 | &nbsp;&nbsp; 6.875% | 650000 | &nbsp;&nbsp; 650002 |
| 03/15/2032 | &nbsp;&nbsp; 7.000% | 153000 | &nbsp;&nbsp; 148056 |
| 05/01/2033 | &nbsp;&nbsp; 7.375% | 163000 | &nbsp;&nbsp; 159517 |
| Compass Minerals International, Inc.<sup>(d)</sup>  | Compass Minerals International, Inc.<sup>(d)</sup>  | Compass Minerals International, Inc.<sup>(d)</sup>  | Compass Minerals International, Inc.<sup>(d)</sup>  |
| 07/01/2030 | &nbsp;&nbsp; 8.000% | 743000 | &nbsp;&nbsp; 769301 |
| Constellium SE<sup>(d)</sup>  | Constellium SE<sup>(d)</sup>  | Constellium SE<sup>(d)</sup>  | Constellium SE<sup>(d)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 3.750% | 822000 | &nbsp;&nbsp; 785236 |
| 08/15/2032 | &nbsp;&nbsp; 6.375% | 2341000 | &nbsp;&nbsp; 2365790 |
| Hudbay Minerals, Inc.<sup>(d)</sup>  | Hudbay Minerals, Inc.<sup>(d)</sup>  | Hudbay Minerals, Inc.<sup>(d)</sup>  | Hudbay Minerals, Inc.<sup>(d)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 6.125% | 3135000 | &nbsp;&nbsp; 3130755 |
| Kaiser Aluminum Corp.<sup>(d)</sup>  | Kaiser Aluminum Corp.<sup>(d)</sup>  | Kaiser Aluminum Corp.<sup>(d)</sup>  | Kaiser Aluminum Corp.<sup>(d)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 4.500% | 2915000 | &nbsp;&nbsp; 2753629 |
| 03/01/2034 | &nbsp;&nbsp; 5.875% | 1815000 | &nbsp;&nbsp; 1784267 |
| Novelis Corp.<sup>(d)</sup>  | Novelis Corp.<sup>(d)</sup>  | Novelis Corp.<sup>(d)</sup>  | Novelis Corp.<sup>(d)</sup>  |
| 01/30/2030 | &nbsp;&nbsp; 4.750% | 1288000 | &nbsp;&nbsp; 1219904 |
| 08/15/2031 | &nbsp;&nbsp; 3.875% | 1767000 | &nbsp;&nbsp; 1572550 |
| 08/15/2033 | &nbsp;&nbsp; 6.375% | 798000 | &nbsp;&nbsp; 782668 |
| Novelis, Inc.<sup>(d)</sup>  | Novelis, Inc.<sup>(d)</sup>  | Novelis, Inc.<sup>(d)</sup>  | Novelis, Inc.<sup>(d)</sup>  |
| 01/30/2030 | &nbsp;&nbsp; 6.875% | 405000 | &nbsp;&nbsp; 408563 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **17804761** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Midstream 6.0%** | **Midstream 6.0%** | **Midstream 6.0%** | **Midstream 6.0%** |
| AmeriGas Partners LP/Finance Corp.<sup>(d)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(d)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(d)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(d)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 9.500% | 1140000 | &nbsp;&nbsp; 1208085 |
| Antero Midstream Partners LP/Finance Corp.<sup>(d)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(d)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(d)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(d)</sup>  |
| 02/01/2032 | &nbsp;&nbsp; 6.625% | 1272000 | &nbsp;&nbsp; 1301917 |
| CNX Midstream Partners LP<sup>(d)</sup>  | CNX Midstream Partners LP<sup>(d)</sup>  | CNX Midstream Partners LP<sup>(d)</sup>  | CNX Midstream Partners LP<sup>(d)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 4.750% | 2884000 | &nbsp;&nbsp; 2748324 |
| Delek Logistics Partners LP/Finance Corp.<sup>(d)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(d)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(d)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(d)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 8.625% | 2457000 | &nbsp;&nbsp; 2543010 |
| 06/30/2033 | &nbsp;&nbsp; 7.375% | 1772000 | &nbsp;&nbsp; 1785563 |
| Hess Midstream Operations LP<sup>(d)</sup>  | Hess Midstream Operations LP<sup>(d)</sup>  | Hess Midstream Operations LP<sup>(d)</sup>  | Hess Midstream Operations LP<sup>(d)</sup>  |
| 03/01/2028 | &nbsp;&nbsp; 5.875% | 372000 | &nbsp;&nbsp; 374915 |
| 10/15/2030 | &nbsp;&nbsp; 5.500% | 303000 | &nbsp;&nbsp; 300839 |
| ITT Holdings LLC<sup>(d)</sup>  | ITT Holdings LLC<sup>(d)</sup>  | ITT Holdings LLC<sup>(d)</sup>  | ITT Holdings LLC<sup>(d)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 6.500% | 169000 | &nbsp;&nbsp; 164726 |
| NuStar Logistics LP | NuStar Logistics LP | NuStar Logistics LP | NuStar Logistics LP |
| 04/28/2027 | &nbsp;&nbsp; 5.625% | 492000 | &nbsp;&nbsp; 492946 |
| Rockies Express Pipeline LLC<sup>(d)</sup>  | Rockies Express Pipeline LLC<sup>(d)</sup>  | Rockies Express Pipeline LLC<sup>(d)</sup>  | Rockies Express Pipeline LLC<sup>(d)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.750% | 414000 | &nbsp;&nbsp; 425932 |
| Sunoco LP<sup>(d),(f),(h)</sup>  | Sunoco LP<sup>(d),(f),(h)</sup>  | Sunoco LP<sup>(d),(f),(h)</sup>  | Sunoco LP<sup>(d),(f),(h)</sup>  |
|  | &nbsp;&nbsp; 7.875% | 2283000 | &nbsp;&nbsp; 2326545 |
| Sunoco LP<sup>(d)</sup>  | Sunoco LP<sup>(d)</sup>  | Sunoco LP<sup>(d)</sup>  | Sunoco LP<sup>(d)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 7.000% | 1269000 | &nbsp;&nbsp; 1301735 |
| 07/15/2031 | &nbsp;&nbsp; 5.375% | 714000 | &nbsp;&nbsp; 708227 |
| 05/01/2032 | &nbsp;&nbsp; 7.250% | 1255000 | &nbsp;&nbsp; 1299627 |
| 07/01/2033 | &nbsp;&nbsp; 6.250% | 1544000 | &nbsp;&nbsp; 1553239 |
| Venture Global Calcasieu Pass LLC<sup>(d)</sup>  | Venture Global Calcasieu Pass LLC<sup>(d)</sup>  | Venture Global Calcasieu Pass LLC<sup>(d)</sup>  | Venture Global Calcasieu Pass LLC<sup>(d)</sup>  |
| 08/15/2031 | &nbsp;&nbsp; 4.125% | 767000 | &nbsp;&nbsp; 713357 |
| 11/01/2033 | &nbsp;&nbsp; 3.875% | 786000 | &nbsp;&nbsp; 696767 |
| Venture Global LNG, Inc.<sup>(d),(f),(h)</sup>  | Venture Global LNG, Inc.<sup>(d),(f),(h)</sup>  | Venture Global LNG, Inc.<sup>(d),(f),(h)</sup>  | Venture Global LNG, Inc.<sup>(d),(f),(h)</sup>  |
|  | &nbsp;&nbsp; 9.000% | 1725000 | &nbsp;&nbsp; 1717182 |
| Venture Global LNG, Inc.<sup>(d)</sup>  | Venture Global LNG, Inc.<sup>(d)</sup>  | Venture Global LNG, Inc.<sup>(d)</sup>  | Venture Global LNG, Inc.<sup>(d)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 9.500% | 1554000 | &nbsp;&nbsp; 1680937 |
| 01/15/2030 | &nbsp;&nbsp; 7.000% | 782000 | &nbsp;&nbsp; 799877 |
| 02/01/2032 | &nbsp;&nbsp; 9.875% | 463000 | &nbsp;&nbsp; 497346 |
| Venture Global Plaquemines LNG LLC<sup>(d)</sup>  | Venture Global Plaquemines LNG LLC<sup>(d)</sup>  | Venture Global Plaquemines LNG LLC<sup>(d)</sup>  | Venture Global Plaquemines LNG LLC<sup>(d)</sup>  |
| 12/15/2030 | &nbsp;&nbsp; 6.125% | 372000 | &nbsp;&nbsp; 382668 |
| 05/01/2033 | &nbsp;&nbsp; 7.500% | 618000 | &nbsp;&nbsp; 679737 |
| 01/15/2034 | &nbsp;&nbsp; 6.500% | 1407000 | &nbsp;&nbsp; 1466908 |
| 06/15/2034 | &nbsp;&nbsp; 6.500% | 493000 | &nbsp;&nbsp; 512972 |
| 05/01/2035 | &nbsp;&nbsp; 7.750% | 698000 | &nbsp;&nbsp; 782482 |
| 01/15/2036 | &nbsp;&nbsp; 6.750% | 1937000 | &nbsp;&nbsp; 2049552 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **30515415** |
| **Oil Field Services 2.1%** | **Oil Field Services 2.1%** | **Oil Field Services 2.1%** | **Oil Field Services 2.1%** |
| Archrock Partners LP/Finance Corp.<sup>(d)</sup>  | Archrock Partners LP/Finance Corp.<sup>(d)</sup>  | Archrock Partners LP/Finance Corp.<sup>(d)</sup>  | Archrock Partners LP/Finance Corp.<sup>(d)</sup>  |
| 09/01/2032 | &nbsp;&nbsp; 6.625% | 769000 | &nbsp;&nbsp; 784158 |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Archrock Services LP /Partners Finance Corp.<sup>(d)</sup>  | Archrock Services LP /Partners Finance Corp.<sup>(d)</sup>  | Archrock Services LP /Partners Finance Corp.<sup>(d)</sup>  | Archrock Services LP /Partners Finance Corp.<sup>(d)</sup>  |
| 02/01/2034 | &nbsp;&nbsp; 6.000% | 1024000 | &nbsp;&nbsp; 1014311 |
| Kodiak Gas Services LLC<sup>(d)</sup>  | Kodiak Gas Services LLC<sup>(d)</sup>  | Kodiak Gas Services LLC<sup>(d)</sup>  | Kodiak Gas Services LLC<sup>(d)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 7.250% | 1252000 | &nbsp;&nbsp; 1297369 |
| 04/01/2031 | &nbsp;&nbsp; 5.875% | 672000 | &nbsp;&nbsp; 674839 |
| 10/01/2033 | &nbsp;&nbsp; 6.500% | 1040000 | &nbsp;&nbsp; 1048892 |
| 10/01/2035 | &nbsp;&nbsp; 6.750% | 606000 | &nbsp;&nbsp; 615529 |
| Nabors Industries, Inc.<sup>(d)</sup>  | Nabors Industries, Inc.<sup>(d)</sup>  | Nabors Industries, Inc.<sup>(d)</sup>  | Nabors Industries, Inc.<sup>(d)</sup>  |
| 01/31/2030 | &nbsp;&nbsp; 9.125% | 1481000 | &nbsp;&nbsp; 1554400 |
| 08/15/2031 | &nbsp;&nbsp; 8.875% | 249000 | &nbsp;&nbsp; 259638 |
| 11/15/2032 | &nbsp;&nbsp; 7.625% | 1075000 | &nbsp;&nbsp; 1100087 |
| Transocean Aquila Ltd.<sup>(d)</sup>  | Transocean Aquila Ltd.<sup>(d)</sup>  | Transocean Aquila Ltd.<sup>(d)</sup>  | Transocean Aquila Ltd.<sup>(d)</sup>  |
| 09/30/2028 | &nbsp;&nbsp; 8.000% | 1127277 | &nbsp;&nbsp; 1152854 |
| USA Compression Partners LP/Finance Corp.<sup>(d)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(d)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(d)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(d)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 7.125% | 1270000 | &nbsp;&nbsp; 1299669 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10801746** |
| **Other Industry 0.5%** | **Other Industry 0.5%** | **Other Industry 0.5%** | **Other Industry 0.5%** |
| Installed Building Products, Inc.<sup>(d)</sup>  | Installed Building Products, Inc.<sup>(d)</sup>  | Installed Building Products, Inc.<sup>(d)</sup>  | Installed Building Products, Inc.<sup>(d)</sup>  |
| 02/01/2034 | &nbsp;&nbsp; 5.625% | 837000 | &nbsp;&nbsp; 821720 |
| Williams Scotsman International, Inc.<sup>(d)</sup>  | Williams Scotsman International, Inc.<sup>(d)</sup>  | Williams Scotsman International, Inc.<sup>(d)</sup>  | Williams Scotsman International, Inc.<sup>(d)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.625% | 812000 | &nbsp;&nbsp; 797768 |
| Williams Scotsman, Inc.<sup>(d)</sup>  | Williams Scotsman, Inc.<sup>(d)</sup>  | Williams Scotsman, Inc.<sup>(d)</sup>  | Williams Scotsman, Inc.<sup>(d)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 6.625% | 758000 | &nbsp;&nbsp; 766108 |
| 04/15/2030 | &nbsp;&nbsp; 6.625% | 296000 | &nbsp;&nbsp; 300007 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2685603** |
| **Other REIT 1.4%** | **Other REIT 1.4%** | **Other REIT 1.4%** | **Other REIT 1.4%** |
| Ladder Capital Finance Holdings LLLP/Corp.<sup>(d)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(d)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(d)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(d)</sup>  |
| 07/15/2031 | &nbsp;&nbsp; 7.000% | 653000 | &nbsp;&nbsp; 675645 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(d)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(d)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(d)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(d)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 5.875% | 1338000 | &nbsp;&nbsp; 1330495 |
| 05/15/2029 | &nbsp;&nbsp; 4.875% | 825000 | &nbsp;&nbsp; 793821 |
| RHP Hotel Properties LP/Finance Corp.<sup>(d)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(d)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(d)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(d)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 7.250% | 496000 | &nbsp;&nbsp; 506284 |
| 02/15/2029 | &nbsp;&nbsp; 4.500% | 545000 | &nbsp;&nbsp; 528884 |
| 04/01/2032 | &nbsp;&nbsp; 6.500% | 772000 | &nbsp;&nbsp; 786272 |
| 06/15/2033 | &nbsp;&nbsp; 6.500% | 554000 | &nbsp;&nbsp; 563711 |
| 03/15/2034 | &nbsp;&nbsp; 5.750% | 240000 | &nbsp;&nbsp; 236867 |
| RLJ Lodging Trust LP<sup>(d)</sup>  | RLJ Lodging Trust LP<sup>(d)</sup>  | RLJ Lodging Trust LP<sup>(d)</sup>  | RLJ Lodging Trust LP<sup>(d)</sup>  |
| 07/01/2026 | &nbsp;&nbsp; 3.750% | 194000 | &nbsp;&nbsp; 193067 |
| 09/15/2029 | &nbsp;&nbsp; 4.000% | 859000 | &nbsp;&nbsp; 807245 |
| Service Properties Trust<sup>(d)</sup>  | Service Properties Trust<sup>(d)</sup>  | Service Properties Trust<sup>(d)</sup>  | Service Properties Trust<sup>(d)</sup>  |
| 11/15/2031 | &nbsp;&nbsp; 8.625% | 482000 | &nbsp;&nbsp; 503853 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6926144** |
| **Packaging 0.5%** | **Packaging 0.5%** | **Packaging 0.5%** | **Packaging 0.5%** |
| Ardagh Metal Packaging Finance USA LLC/PLC<sup>(d)</sup>  | Ardagh Metal Packaging Finance USA LLC/PLC<sup>(d)</sup>  | Ardagh Metal Packaging Finance USA LLC/PLC<sup>(d)</sup>  | Ardagh Metal Packaging Finance USA LLC/PLC<sup>(d)</sup>  |
| 01/30/2031 | &nbsp;&nbsp; 6.250% | 527000 | &nbsp;&nbsp; 522212 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Clydesdale Acquisition Holdings, Inc.<sup>(d)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(d)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(d)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(d)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 8.750% | 1604000 | &nbsp;&nbsp; 1500423 |
| 04/15/2032 | &nbsp;&nbsp; 6.750% | 497000 | &nbsp;&nbsp; 470142 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2492777** |
| **Pharmaceuticals 1.5%** | **Pharmaceuticals 1.5%** | **Pharmaceuticals 1.5%** | **Pharmaceuticals 1.5%** |
| 1261229 BC Ltd.<sup>(d)</sup>  | 1261229 BC Ltd.<sup>(d)</sup>  | 1261229 BC Ltd.<sup>(d)</sup>  | 1261229 BC Ltd.<sup>(d)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 10.000% | 2339000 | &nbsp;&nbsp; 2380701 |
| Bausch Health Companies, Inc.<sup>(d)</sup>  | Bausch Health Companies, Inc.<sup>(d)</sup>  | Bausch Health Companies, Inc.<sup>(d)</sup>  | Bausch Health Companies, Inc.<sup>(d)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.875% | 1471000 | &nbsp;&nbsp; 1350092 |
| Grifols Escrow Issuer SA<sup>(d)</sup>  | Grifols Escrow Issuer SA<sup>(d)</sup>  | Grifols Escrow Issuer SA<sup>(d)</sup>  | Grifols Escrow Issuer SA<sup>(d)</sup>  |
| 10/15/2028 | &nbsp;&nbsp; 4.750% | 2301000 | &nbsp;&nbsp; 2257031 |
| Jazz Securities DAC<sup>(d)</sup>  | Jazz Securities DAC<sup>(d)</sup>  | Jazz Securities DAC<sup>(d)</sup>  | Jazz Securities DAC<sup>(d)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.375% | 796000 | &nbsp;&nbsp; 773714 |
| Organon Finance 1 LLC<sup>(d)</sup>  | Organon Finance 1 LLC<sup>(d)</sup>  | Organon Finance 1 LLC<sup>(d)</sup>  | Organon Finance 1 LLC<sup>(d)</sup>  |
| 04/30/2028 | &nbsp;&nbsp; 4.125% | 890000 | &nbsp;&nbsp; 862879 |
| 04/30/2031 | &nbsp;&nbsp; 5.125% | 247000 | &nbsp;&nbsp; 201614 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **7826031** |
| **Property & Casualty 3.8%** | **Property & Casualty 3.8%** | **Property & Casualty 3.8%** | **Property & Casualty 3.8%** |
| Acrisure LLC/Finance, Inc.<sup>(d)</sup>  | Acrisure LLC/Finance, Inc.<sup>(d)</sup>  | Acrisure LLC/Finance, Inc.<sup>(d)</sup>  | Acrisure LLC/Finance, Inc.<sup>(d)</sup>  |
| 11/06/2030 | &nbsp;&nbsp; 7.500% | 995000 | &nbsp;&nbsp; 995285 |
| 07/01/2032 | &nbsp;&nbsp; 6.750% | 1833000 | &nbsp;&nbsp; 1762078 |
| Alliant Holdings Intermediate LLC/Co-Issuer<sup>(d)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(d)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(d)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(d)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 4.250% | 1379000 | &nbsp;&nbsp; 1352806 |
| 04/15/2028 | &nbsp;&nbsp; 6.750% | 2282000 | &nbsp;&nbsp; 2293985 |
| 01/15/2031 | &nbsp;&nbsp; 7.000% | 141000 | &nbsp;&nbsp; 142201 |
| 10/01/2031 | &nbsp;&nbsp; 6.500% | 1304000 | &nbsp;&nbsp; 1287061 |
| AmWINS Group, Inc.<sup>(d)</sup>  | AmWINS Group, Inc.<sup>(d)</sup>  | AmWINS Group, Inc.<sup>(d)</sup>  | AmWINS Group, Inc.<sup>(d)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 6.375% | 494000 | &nbsp;&nbsp; 497954 |
| Ardonagh Finco Ltd.<sup>(d)</sup>  | Ardonagh Finco Ltd.<sup>(d)</sup>  | Ardonagh Finco Ltd.<sup>(d)</sup>  | Ardonagh Finco Ltd.<sup>(d)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 7.750% | 2413000 | &nbsp;&nbsp; 2437677 |
| Asurion LLC and Asurion Co-Issuer, Inc.<sup>(d)</sup>  | Asurion LLC and Asurion Co-Issuer, Inc.<sup>(d)</sup>  | Asurion LLC and Asurion Co-Issuer, Inc.<sup>(d)</sup>  | Asurion LLC and Asurion Co-Issuer, Inc.<sup>(d)</sup>  |
| 02/01/2034 | &nbsp;&nbsp; 8.375% | 596000 | &nbsp;&nbsp; 580519 |
| Howden UK Refinance PLC/2 PLC/US Refinance LLC<sup>(d)</sup>  | Howden UK Refinance PLC/2 PLC/US Refinance LLC<sup>(d)</sup>  | Howden UK Refinance PLC/2 PLC/US Refinance LLC<sup>(d)</sup>  | Howden UK Refinance PLC/2 PLC/US Refinance LLC<sup>(d)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 7.250% | 985000 | &nbsp;&nbsp; 994540 |
| HUB International Ltd.<sup>(d)</sup>  | HUB International Ltd.<sup>(d)</sup>  | HUB International Ltd.<sup>(d)</sup>  | HUB International Ltd.<sup>(d)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 7.250% | 2963000 | &nbsp;&nbsp; 3042152 |
| 01/31/2032 | &nbsp;&nbsp; 7.375% | 1952000 | &nbsp;&nbsp; 1991136 |
| Lumbermens Mutual Casualty Co.<sup>(d),(i)</sup>  | Lumbermens Mutual Casualty Co.<sup>(d),(i)</sup>  | Lumbermens Mutual Casualty Co.<sup>(d),(i)</sup>  | Lumbermens Mutual Casualty Co.<sup>(d),(i)</sup>  |
| 12/01/2097 | &nbsp;&nbsp; 0.000% | 30000 | &nbsp;&nbsp; 30 |
| Lumbermens Mutual Casualty Co.<sup>(i)</sup>  | Lumbermens Mutual Casualty Co.<sup>(i)</sup>  | Lumbermens Mutual Casualty Co.<sup>(i)</sup>  | Lumbermens Mutual Casualty Co.<sup>(i)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 07/01/2026 | &nbsp;&nbsp; 0.000% | 645000 | &nbsp;&nbsp; 645 |
| Panther Escrow Issuer LLC<sup>(d)</sup>  | Panther Escrow Issuer LLC<sup>(d)</sup>  | Panther Escrow Issuer LLC<sup>(d)</sup>  | Panther Escrow Issuer LLC<sup>(d)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.125% | 1507000 | &nbsp;&nbsp; 1509401 |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Ryan Specialty LLC<sup>(d)</sup>  | Ryan Specialty LLC<sup>(d)</sup>  | Ryan Specialty LLC<sup>(d)</sup>  | Ryan Specialty LLC<sup>(d)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 5.875% | 516000 | &nbsp;&nbsp; 510630 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **19398100** |
| **Railroads 0.9%** | **Railroads 0.9%** | **Railroads 0.9%** | **Railroads 0.9%** |
| Genesee & Wyoming, Inc.<sup>(d)</sup>  | Genesee & Wyoming, Inc.<sup>(d)</sup>  | Genesee & Wyoming, Inc.<sup>(d)</sup>  | Genesee & Wyoming, Inc.<sup>(d)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 6.250% | 1825000 | &nbsp;&nbsp; 1845681 |
| Watco Cos LLC/Finance Corp.<sup>(d)</sup>  | Watco Cos LLC/Finance Corp.<sup>(d)</sup>  | Watco Cos LLC/Finance Corp.<sup>(d)</sup>  | Watco Cos LLC/Finance Corp.<sup>(d)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 7.125% | 2637000 | &nbsp;&nbsp; 2711044 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4556725** |
| **Restaurants 0.7%** | **Restaurants 0.7%** | **Restaurants 0.7%** | **Restaurants 0.7%** |
| 1011778 BC ULC/New Red Finance, Inc.<sup>(d)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(d)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(d)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(d)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 6.125% | 1012000 | &nbsp;&nbsp; 1029441 |
| 09/15/2029 | &nbsp;&nbsp; 5.625% | 1043000 | &nbsp;&nbsp; 1048710 |
| Fertitta Entertainment LLC/Finance Co., Inc.<sup>(d)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(d)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(d)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(d)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.625% | 827000 | &nbsp;&nbsp; 791332 |
| Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. |
| 04/01/2032 | &nbsp;&nbsp; 5.375% | 784000 | &nbsp;&nbsp; 777386 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3646869** |
| **Retailers 1.8%** | **Retailers 1.8%** | **Retailers 1.8%** | **Retailers 1.8%** |
| Advance Auto Parts, Inc.<sup>(d)</sup>  | Advance Auto Parts, Inc.<sup>(d)</sup>  | Advance Auto Parts, Inc.<sup>(d)</sup>  | Advance Auto Parts, Inc.<sup>(d)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 7.000% | 703000 | &nbsp;&nbsp; 711835 |
| 08/01/2033 | &nbsp;&nbsp; 7.375% | 1559000 | &nbsp;&nbsp; 1575449 |
| Asbury Automotive Group, Inc.<sup>(d)</sup>  | Asbury Automotive Group, Inc.<sup>(d)</sup>  | Asbury Automotive Group, Inc.<sup>(d)</sup>  | Asbury Automotive Group, Inc.<sup>(d)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 5.000% | 849000 | &nbsp;&nbsp; 804640 |
| Beach Acquisition Bidco LLC<sup>(d),(e)</sup>  | Beach Acquisition Bidco LLC<sup>(d),(e)</sup>  | Beach Acquisition Bidco LLC<sup>(d),(e)</sup>  | Beach Acquisition Bidco LLC<sup>(d),(e)</sup>  |
| 07/15/2033 | &nbsp;&nbsp; 10.000% | 1058264 | &nbsp;&nbsp; 1124952 |
| Belron UK Finance PLC<sup>(d)</sup>  | Belron UK Finance PLC<sup>(d)</sup>  | Belron UK Finance PLC<sup>(d)</sup>  | Belron UK Finance PLC<sup>(d)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 5.750% | 997000 | &nbsp;&nbsp; 1002118 |
| Group 1 Automotive, Inc.<sup>(d)</sup>  | Group 1 Automotive, Inc.<sup>(d)</sup>  | Group 1 Automotive, Inc.<sup>(d)</sup>  | Group 1 Automotive, Inc.<sup>(d)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.000% | 552000 | &nbsp;&nbsp; 533589 |
| 01/15/2030 | &nbsp;&nbsp; 6.375% | 512000 | &nbsp;&nbsp; 516538 |
| L Brands, Inc. | L Brands, Inc. | L Brands, Inc. | L Brands, Inc. |
| 06/15/2029 | &nbsp;&nbsp; 7.500% | 80000 | &nbsp;&nbsp; 81209 |
| LCM Investments Holdings II LLC<sup>(d)</sup>  | LCM Investments Holdings II LLC<sup>(d)</sup>  | LCM Investments Holdings II LLC<sup>(d)</sup>  | LCM Investments Holdings II LLC<sup>(d)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 4.875% | 528000 | &nbsp;&nbsp; 514497 |
| 08/01/2031 | &nbsp;&nbsp; 8.250% | 735000 | &nbsp;&nbsp; 762679 |
| Lithia Motors, Inc.<sup>(d)</sup>  | Lithia Motors, Inc.<sup>(d)</sup>  | Lithia Motors, Inc.<sup>(d)</sup>  | Lithia Motors, Inc.<sup>(d)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 4.375% | 847000 | &nbsp;&nbsp; 794338 |
| PetSmart LLC/Finance Corp.<sup>(d)</sup>  | PetSmart LLC/Finance Corp.<sup>(d)</sup>  | PetSmart LLC/Finance Corp.<sup>(d)</sup>  | PetSmart LLC/Finance Corp.<sup>(d)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 7.500% | 490000 | &nbsp;&nbsp; 494012 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **8915856** |
| **Supermarkets 0.4%** | **Supermarkets 0.4%** | **Supermarkets 0.4%** | **Supermarkets 0.4%** |
| Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(d)</sup>  | Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(d)</sup>  | Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(d)</sup>  | Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(d)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 3.500% | 850000 | &nbsp;&nbsp; 810605 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Albertsons Cos, Inc.<sup>(d)</sup>  | Albertsons Cos, Inc.<sup>(d)</sup>  | Albertsons Cos, Inc.<sup>(d)</sup>  | Albertsons Cos, Inc.<sup>(d)</sup>  |
| 03/31/2032 | &nbsp;&nbsp; 5.625% | 1064000 | &nbsp;&nbsp; 1046967 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1857572** |
| **Technology 11.2%** | **Technology 11.2%** | **Technology 11.2%** | **Technology 11.2%** |
| Amentum Escrow Corp.<sup>(d)</sup>  | Amentum Escrow Corp.<sup>(d)</sup>  | Amentum Escrow Corp.<sup>(d)</sup>  | Amentum Escrow Corp.<sup>(d)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 7.250% | 1765000 | &nbsp;&nbsp; 1827511 |
| APLD ComputeCo 2 LLC<sup>(d)</sup>  | APLD ComputeCo 2 LLC<sup>(d)</sup>  | APLD ComputeCo 2 LLC<sup>(d)</sup>  | APLD ComputeCo 2 LLC<sup>(d)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 6.750% | 2393000 | &nbsp;&nbsp; 2379429 |
| APLD ComputeCo LLC<sup>(d)</sup>  | APLD ComputeCo LLC<sup>(d)</sup>  | APLD ComputeCo LLC<sup>(d)</sup>  | APLD ComputeCo LLC<sup>(d)</sup>  |
| 12/15/2030 | &nbsp;&nbsp; 9.250% | 2273000 | &nbsp;&nbsp; 2342098 |
| Black Pearl Compute LLC<sup>(d)</sup>  | Black Pearl Compute LLC<sup>(d)</sup>  | Black Pearl Compute LLC<sup>(d)</sup>  | Black Pearl Compute LLC<sup>(d)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 6.125% | 1249000 | &nbsp;&nbsp; 1271867 |
| Block, Inc.<sup>(d)</sup>  | Block, Inc.<sup>(d)</sup>  | Block, Inc.<sup>(d)</sup>  | Block, Inc.<sup>(d)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 5.625% | 746000 | &nbsp;&nbsp; 741974 |
| 08/15/2033 | &nbsp;&nbsp; 6.000% | 584000 | &nbsp;&nbsp; 574453 |
| Block, Inc. | Block, Inc. | Block, Inc. | Block, Inc. |
| 06/01/2031 | &nbsp;&nbsp; 3.500% | 175000 | &nbsp;&nbsp; 159008 |
| 05/15/2032 | &nbsp;&nbsp; 6.500% | 1734000 | &nbsp;&nbsp; 1743729 |
| CACI International, Inc.<sup>(d)</sup>  | CACI International, Inc.<sup>(d)</sup>  | CACI International, Inc.<sup>(d)</sup>  | CACI International, Inc.<sup>(d)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 6.375% | 1559000 | &nbsp;&nbsp; 1585698 |
| Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.<sup>(d)</sup>  | Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.<sup>(d)</sup>  | Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.<sup>(d)</sup>  | Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.<sup>(d)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 8.000% | 307000 | &nbsp;&nbsp; 228351 |
| Central Parent, Inc./CDK Global, Inc.<sup>(d)</sup>  | Central Parent, Inc./CDK Global, Inc.<sup>(d)</sup>  | Central Parent, Inc./CDK Global, Inc.<sup>(d)</sup>  | Central Parent, Inc./CDK Global, Inc.<sup>(d)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 7.250% | 310000 | &nbsp;&nbsp; 222259 |
| Cipher Compute LLC<sup>(d)</sup>  | Cipher Compute LLC<sup>(d)</sup>  | Cipher Compute LLC<sup>(d)</sup>  | Cipher Compute LLC<sup>(d)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 7.125% | 1290000 | &nbsp;&nbsp; 1336897 |
| Clarivate Science Holdings Corp.<sup>(d)</sup>  | Clarivate Science Holdings Corp.<sup>(d)</sup>  | Clarivate Science Holdings Corp.<sup>(d)</sup>  | Clarivate Science Holdings Corp.<sup>(d)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 4.875% | 2333000 | &nbsp;&nbsp; 2008539 |
| Cloud Software Group, Inc.<sup>(d)</sup>  | Cloud Software Group, Inc.<sup>(d)</sup>  | Cloud Software Group, Inc.<sup>(d)</sup>  | Cloud Software Group, Inc.<sup>(d)</sup>  |
| 09/30/2029 | &nbsp;&nbsp; 9.000% | 2034000 | &nbsp;&nbsp; 1962348 |
| 06/30/2032 | &nbsp;&nbsp; 8.250% | 735000 | &nbsp;&nbsp; 698512 |
| 08/15/2033 | &nbsp;&nbsp; 6.625% | 254000 | &nbsp;&nbsp; 226108 |
| CoreWeave, Inc.<sup>(d)</sup>  | CoreWeave, Inc.<sup>(d)</sup>  | CoreWeave, Inc.<sup>(d)</sup>  | CoreWeave, Inc.<sup>(d)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 9.250% | 780000 | &nbsp;&nbsp; 758614 |
| 02/01/2031 | &nbsp;&nbsp; 9.000% | 975000 | &nbsp;&nbsp; 927301 |
| Entegris Escrow Corp.<sup>(d)</sup>  | Entegris Escrow Corp.<sup>(d)</sup>  | Entegris Escrow Corp.<sup>(d)</sup>  | Entegris Escrow Corp.<sup>(d)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.750% | 1135000 | &nbsp;&nbsp; 1122585 |
| 06/15/2030 | &nbsp;&nbsp; 5.950% | 2275000 | &nbsp;&nbsp; 2294986 |
| Fair Isaac Corp.<sup>(d)</sup>  | Fair Isaac Corp.<sup>(d)</sup>  | Fair Isaac Corp.<sup>(d)</sup>  | Fair Isaac Corp.<sup>(d)</sup>  |
| 05/15/2033 | &nbsp;&nbsp; 6.000% | 477000 | &nbsp;&nbsp; 468009 |
| Flash Compute LLC<sup>(d)</sup>  | Flash Compute LLC<sup>(d)</sup>  | Flash Compute LLC<sup>(d)</sup>  | Flash Compute LLC<sup>(d)</sup>  |
| 12/31/2030 | &nbsp;&nbsp; 7.250% | 716000 | &nbsp;&nbsp; 722209 |
| HealthEquity, Inc.<sup>(d)</sup>  | HealthEquity, Inc.<sup>(d)</sup>  | HealthEquity, Inc.<sup>(d)</sup>  | HealthEquity, Inc.<sup>(d)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 4.500% | 1053000 | &nbsp;&nbsp; 1018690 |
| ION Platform Finance US, Inc.<sup>(d)</sup>  | ION Platform Finance US, Inc.<sup>(d)</sup>  | ION Platform Finance US, Inc.<sup>(d)</sup>  | ION Platform Finance US, Inc.<sup>(d)</sup>  |
| 09/30/2032 | &nbsp;&nbsp; 7.875% | 1513000 | &nbsp;&nbsp; 1172035 |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| ION Platform Finance US, Inc./SARL<sup>(d)</sup>  | ION Platform Finance US, Inc./SARL<sup>(d)</sup>  | ION Platform Finance US, Inc./SARL<sup>(d)</sup>  | ION Platform Finance US, Inc./SARL<sup>(d)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 4.625% | 1409000 | &nbsp;&nbsp; 1314477 |
| 05/01/2028 | &nbsp;&nbsp; 5.000% | 72000 | &nbsp;&nbsp; 67095 |
| 05/15/2028 | &nbsp;&nbsp; 5.750% | 1141000 | &nbsp;&nbsp; 1075344 |
| 05/01/2029 | &nbsp;&nbsp; 8.750% | 1798000 | &nbsp;&nbsp; 1671595 |
| 05/30/2029 | &nbsp;&nbsp; 9.500% | 1082000 | &nbsp;&nbsp; 1016805 |
| Iron Mountain, Inc.<sup>(d)</sup>  | Iron Mountain, Inc.<sup>(d)</sup>  | Iron Mountain, Inc.<sup>(d)</sup>  | Iron Mountain, Inc.<sup>(d)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 4.875% | 268000 | &nbsp;&nbsp; 267547 |
| 01/15/2033 | &nbsp;&nbsp; 6.250% | 550000 | &nbsp;&nbsp; 548591 |
| NCR Atleos Escrow Corp.<sup>(d)</sup>  | NCR Atleos Escrow Corp.<sup>(d)</sup>  | NCR Atleos Escrow Corp.<sup>(d)</sup>  | NCR Atleos Escrow Corp.<sup>(d)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 9.500% | 2380000 | &nbsp;&nbsp; 2547470 |
| NCR Corp.<sup>(d)</sup>  | NCR Corp.<sup>(d)</sup>  | NCR Corp.<sup>(d)</sup>  | NCR Corp.<sup>(d)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 5.000% | 1083000 | &nbsp;&nbsp; 1043482 |
| 04/15/2029 | &nbsp;&nbsp; 5.125% | 994000 | &nbsp;&nbsp; 952442 |
| Neptune Bidco US, Inc.<sup>(d)</sup>  | Neptune Bidco US, Inc.<sup>(d)</sup>  | Neptune Bidco US, Inc.<sup>(d)</sup>  | Neptune Bidco US, Inc.<sup>(d)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 9.290% | 1503000 | &nbsp;&nbsp; 1508557 |
| 05/15/2031 | &nbsp;&nbsp; 10.375% | 602000 | &nbsp;&nbsp; 608796 |
| 02/15/2033 | &nbsp;&nbsp; 9.500% | 454000 | &nbsp;&nbsp; 442212 |
| Picard Midco, Inc.<sup>(d)</sup>  | Picard Midco, Inc.<sup>(d)</sup>  | Picard Midco, Inc.<sup>(d)</sup>  | Picard Midco, Inc.<sup>(d)</sup>  |
| 03/31/2029 | &nbsp;&nbsp; 6.500% | 2554000 | &nbsp;&nbsp; 2485243 |
| Sabre GLBL, Inc.<sup>(d)</sup>  | Sabre GLBL, Inc.<sup>(d)</sup>  | Sabre GLBL, Inc.<sup>(d)</sup>  | Sabre GLBL, Inc.<sup>(d)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 10.750% | 69000 | &nbsp;&nbsp; 59021 |
| 03/15/2030 | &nbsp;&nbsp; 10.750% | 157000 | &nbsp;&nbsp; 130387 |
| 07/15/2030 | &nbsp;&nbsp; 11.125% | 383000 | &nbsp;&nbsp; 324584 |
| Science Applications International Corp.<sup>(d)</sup>  | Science Applications International Corp.<sup>(d)</sup>  | Science Applications International Corp.<sup>(d)</sup>  | Science Applications International Corp.<sup>(d)</sup>  |
| 11/01/2033 | &nbsp;&nbsp; 5.875% | 1266000 | &nbsp;&nbsp; 1238265 |
| Seagate Data Storage Technology Pte Ltd.<sup>(d)</sup>  | Seagate Data Storage Technology Pte Ltd.<sup>(d)</sup>  | Seagate Data Storage Technology Pte Ltd.<sup>(d)</sup>  | Seagate Data Storage Technology Pte Ltd.<sup>(d)</sup>  |
| 12/15/2029 | &nbsp;&nbsp; 8.250% | 714000 | &nbsp;&nbsp; 750270 |
| 07/15/2031 | &nbsp;&nbsp; 8.500% | 234000 | &nbsp;&nbsp; 245332 |
| Sensata Technologies BV<sup>(d)</sup>  | Sensata Technologies BV<sup>(d)</sup>  | Sensata Technologies BV<sup>(d)</sup>  | Sensata Technologies BV<sup>(d)</sup>  |
| 09/01/2030 | &nbsp;&nbsp; 5.875% | 270000 | &nbsp;&nbsp; 270232 |
| Shift4 Payments LLC/Finance Sub, Inc.<sup>(d)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(d)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(d)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(d)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.750% | 2772000 | &nbsp;&nbsp; 2727949 |
| SV RNO Property Owner 1 LLC<sup>(d)</sup>  | SV RNO Property Owner 1 LLC<sup>(d)</sup>  | SV RNO Property Owner 1 LLC<sup>(d)</sup>  | SV RNO Property Owner 1 LLC<sup>(d)</sup>  |
| 03/01/2031 | &nbsp;&nbsp; 5.875% | 3478000 | &nbsp;&nbsp; 3446594 |
| Synaptics, Inc.<sup>(d)</sup>  | Synaptics, Inc.<sup>(d)</sup>  | Synaptics, Inc.<sup>(d)</sup>  | Synaptics, Inc.<sup>(d)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.000% | 1134000 | &nbsp;&nbsp; 1074259 |
| UKG, Inc.<sup>(d)</sup>  | UKG, Inc.<sup>(d)</sup>  | UKG, Inc.<sup>(d)</sup>  | UKG, Inc.<sup>(d)</sup>  |
| 02/01/2031 | &nbsp;&nbsp; 6.875% | 770000 | &nbsp;&nbsp; 754870 |
| WEX, Inc.<sup>(d)</sup>  | WEX, Inc.<sup>(d)</sup>  | WEX, Inc.<sup>(d)</sup>  | WEX, Inc.<sup>(d)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.500% | 1031000 | &nbsp;&nbsp; 1009486 |
| WULF Compute LLC<sup>(d)</sup>  | WULF Compute LLC<sup>(d)</sup>  | WULF Compute LLC<sup>(d)</sup>  | WULF Compute LLC<sup>(d)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 7.750% | 626000 | &nbsp;&nbsp; 661508 |
| ZoomInfo Technologies LLC/Finance Corp.<sup>(d)</sup>  | ZoomInfo Technologies LLC/Finance Corp.<sup>(d)</sup>  | ZoomInfo Technologies LLC/Finance Corp.<sup>(d)</sup>  | ZoomInfo Technologies LLC/Finance Corp.<sup>(d)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 3.875% | 1384000 | &nbsp;&nbsp; 1151052 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **57186675** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Transportation Services 0.5%** | **Transportation Services 0.5%** | **Transportation Services 0.5%** | **Transportation Services 0.5%** |
| Avis Budget Car Rental LLC/Finance, Inc.<sup>(d)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(d)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(d)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(d)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 8.000% | 1274000 | &nbsp;&nbsp; 1242140 |
| 06/15/2032 | &nbsp;&nbsp; 8.375% | 1454000 | &nbsp;&nbsp; 1448171 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2690311** |
| **Wireless 0.4%** | **Wireless 0.4%** | **Wireless 0.4%** | **Wireless 0.4%** |
| Vmed O2 UK Financing I PLC<sup>(d)</sup>  | Vmed O2 UK Financing I PLC<sup>(d)</sup>  | Vmed O2 UK Financing I PLC<sup>(d)</sup>  | Vmed O2 UK Financing I PLC<sup>(d)</sup>  |
| 01/31/2031 | &nbsp;&nbsp; 4.250% | 168000 | &nbsp;&nbsp; 144146 |
| 07/15/2031 | &nbsp;&nbsp; 4.750% | 1121000 | &nbsp;&nbsp; 964385 |
| 04/15/2032 | &nbsp;&nbsp; 7.750% | 1031000 | &nbsp;&nbsp; 988528 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2097059** |
| **Wirelines 1.3%** | **Wirelines 1.3%** | **Wirelines 1.3%** | **Wirelines 1.3%** |
| Fibercop SpA<sup>(d)</sup>  | Fibercop SpA<sup>(d)</sup>  | Fibercop SpA<sup>(d)</sup>  | Fibercop SpA<sup>(d)</sup>  |
| 07/18/2036 | &nbsp;&nbsp; 7.200% | 170000 | &nbsp;&nbsp; 169301 |
| Iliad Holding SAS<sup>(d)</sup>  | Iliad Holding SAS<sup>(d)</sup>  | Iliad Holding SAS<sup>(d)</sup>  | Iliad Holding SAS<sup>(d)</sup>  |
| 10/15/2028 | &nbsp;&nbsp; 7.000% | 1594000 | &nbsp;&nbsp; 1603727 |
| Iliad Holding SASU<sup>(d)</sup>  | Iliad Holding SASU<sup>(d)</sup>  | Iliad Holding SASU<sup>(d)</sup>  | Iliad Holding SASU<sup>(d)</sup>  |
| 04/15/2031 | &nbsp;&nbsp; 8.500% | 476000 | &nbsp;&nbsp; 498390 |
| 04/15/2032 | &nbsp;&nbsp; 7.000% | 784000 | &nbsp;&nbsp; 785617 |
| Level 3 Financing, Inc.<sup>(d)</sup>  | Level 3 Financing, Inc.<sup>(d)</sup>  | Level 3 Financing, Inc.<sup>(d)</sup>  | Level 3 Financing, Inc.<sup>(d)</sup>  |
| 01/15/2036 | &nbsp;&nbsp; 8.500% | 999000 | &nbsp;&nbsp; 1042125 |
| Optics Bidco SpA<sup>(d)</sup>  | Optics Bidco SpA<sup>(d)</sup>  | Optics Bidco SpA<sup>(d)</sup>  | Optics Bidco SpA<sup>(d)</sup>  |
| 06/04/2038 | &nbsp;&nbsp; 7.721% | 585000 | &nbsp;&nbsp; 585597 |
| Windstream Escrow LLC/Finance Corp.<sup>(d)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(d)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(d)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(d)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 8.250% | 1296000 | &nbsp;&nbsp; 1357479 |
| Windstream Services LLC<sup>(d)</sup>  | Windstream Services LLC<sup>(d)</sup>  | Windstream Services LLC<sup>(d)</sup>  | Windstream Services LLC<sup>(d)</sup>  |
| 10/15/2033 | &nbsp;&nbsp; 7.500% | 660000 | &nbsp;&nbsp; 685948 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6728184** |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $486,377,228) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $486,377,228) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $486,377,228) | &nbsp;&nbsp; **483418530** |

---

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

---

| | | |
|:---|:---|:---|
| **Exchange-Traded Fixed Income Funds 1.4%** | **Exchange-Traded Fixed Income Funds 1.4%** | **Exchange-Traded Fixed Income Funds 1.4%** |
|  | **Shares** | **Value ($)** |
| **High Yield 1.4%** | **High Yield 1.4%** | **High Yield 1.4%** |
| Columbia Short Duration High Yield ETF<sup>(j)</sup> <br>| &nbsp;&nbsp; 345000 | &nbsp;&nbsp; 6948300 |
| &nbsp;&nbsp; Total Exchange-Traded Fixed Income Funds <br>(Cost $6,944,050) | &nbsp;&nbsp; Total Exchange-Traded Fixed Income Funds <br>(Cost $6,944,050) | &nbsp;&nbsp; **6948300** |

---

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

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

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(k)</sup> **0.4%** | **Foreign Government Obligations**<sup>(k)</sup> **0.4%** | **Foreign Government Obligations**<sup>(k)</sup> **0.4%** | **Foreign Government Obligations**<sup>(k)</sup> **0.4%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Canada 0.4%** | **Canada 0.4%** | **Canada 0.4%** | **Canada 0.4%** |
| NOVA Chemicals Corp.<sup>(d)</sup>  | NOVA Chemicals Corp.<sup>(d)</sup>  | NOVA Chemicals Corp.<sup>(d)</sup>  | NOVA Chemicals Corp.<sup>(d)</sup>  |
| 11/15/2028 | &nbsp;&nbsp; 8.500% | 486000 | &nbsp;&nbsp; 505908 |
| 02/15/2030 | &nbsp;&nbsp; 9.000% | 915000 | &nbsp;&nbsp; 966303 |
| 12/01/2031 | &nbsp;&nbsp; 7.000% | 498000 | &nbsp;&nbsp; 526486 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1998697** |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $1,973,964) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $1,973,964) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $1,973,964) | &nbsp;&nbsp; **1998697** |
| **Senior Loans 0.8%** | **Senior Loans 0.8%** | **Senior Loans 0.8%** | **Senior Loans 0.8%** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** |
| CP Atlas Buyer, Inc.<sup>(l),(m)</sup>  | CP Atlas Buyer, Inc.<sup>(l),(m)</sup>  | CP Atlas Buyer, Inc.<sup>(l),(m)</sup>  | CP Atlas Buyer, Inc.<sup>(l),(m)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 5.250% <br>07/08/2030<br>| &nbsp;&nbsp; 8.918% | 911193 | &nbsp;&nbsp; 835263 |
| **Chemicals 0.3%** | **Chemicals 0.3%** | **Chemicals 0.3%** | **Chemicals 0.3%** |
| Ineos US Finance LLC<sup>(l),(m)</sup>  | Ineos US Finance LLC<sup>(l),(m)</sup>  | Ineos US Finance LLC<sup>(l),(m)</sup>  | Ineos US Finance LLC<sup>(l),(m)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>02/19/2030<br>| &nbsp;&nbsp; 6.918% | 1598717 | &nbsp;&nbsp; 1388214 |
| **Technology 0.4%** | **Technology 0.4%** | **Technology 0.4%** | **Technology 0.4%** |
| Ascend Learning LLC<sup>(l),(m)</sup>  | Ascend Learning LLC<sup>(l),(m)</sup>  | Ascend Learning LLC<sup>(l),(m)</sup>  | Ascend Learning LLC<sup>(l),(m)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>12/11/2028<br>| &nbsp;&nbsp; 6.668% | 773041 | &nbsp;&nbsp; 753716 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| McAfee Corp.<sup>(l),(m)</sup>  | McAfee Corp.<sup>(l),(m)</sup>  | McAfee Corp.<sup>(l),(m)</sup>  | McAfee Corp.<sup>(l),(m)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/01/2029<br>| &nbsp;&nbsp; 6.668% | 1365380 | &nbsp;&nbsp; 1215188 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1968904** |
| &nbsp;&nbsp; Total Senior Loans <br>(Cost $4,538,020) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $4,538,020) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $4,538,020) | &nbsp;&nbsp; **4192381** |

---

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 0.9%** | **Money Market Funds 0.9%** | **Money Market Funds 0.9%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 3.790%<sup>(j),(n)</sup> <br>| &nbsp;&nbsp; 4409389 | &nbsp;&nbsp; 4407625 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $4,407,783) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $4,407,783) | &nbsp;&nbsp; **4407625** |
| **Total Investments in Securities** <br>**(Cost: $507,206,944)** | **Total Investments in Securities** <br>**(Cost: $507,206,944)** | &nbsp;&nbsp; **503631382** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **5230456** |
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **508861838** |

---

**Notes to Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents fair value as determined in good faith under procedures approved by the
 Board of Trustees. At March 31, 2026, the total value of these securities amounted to $6, which represents less than 0.01% of total net assets.

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents privately placed and other securities and instruments exempt from Securities
 and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
 to qualified institutional buyers. At March 31, 2026, the total value of these securities amounted to $451,319,135, which represents 88.69% of total net assets.

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

&nbsp;&nbsp;&nbsp;&nbsp;(f) Represents a variable rate security with a step coupon where the rate adjusts according
 to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the
 current rate as of March 31, 2026.

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

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

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

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Variable Portfolio – Income Opportunities Fund, March 31, 2026 (Unaudited)

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

&nbsp;&nbsp;&nbsp;&nbsp;(j) Under the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the
 holdings and transactions in these affiliated companies during the period ended March 31, 2026 are as follows:

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Capital gain** <br>**distributions($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends —** <br>**affiliated** <br>**issuers ($)**<br>| **End of** <br>**period shares**<br>|
| Columbia Short Duration High Yield ETF  | Columbia Short Duration High Yield ETF  | Columbia Short Duration High Yield ETF  | Columbia Short Duration High Yield ETF  | Columbia Short Duration High Yield ETF  | Columbia Short Duration High Yield ETF  | Columbia Short Duration High Yield ETF  | Columbia Short Duration High Yield ETF  | Columbia Short Duration High Yield ETF  | Columbia Short Duration High Yield ETF  |
|  | 6991425 |  |  | (43125)<br>| 6948300 |  |  | 63742 | 345000 |
| Columbia Short-Term Cash Fund, 3.790%  | Columbia Short-Term Cash Fund, 3.790%  | Columbia Short-Term Cash Fund, 3.790%  | Columbia Short-Term Cash Fund, 3.790%  | Columbia Short-Term Cash Fund, 3.790%  | Columbia Short-Term Cash Fund, 3.790%  | Columbia Short-Term Cash Fund, 3.790%  | Columbia Short-Term Cash Fund, 3.790%  | Columbia Short-Term Cash Fund, 3.790%  | Columbia Short-Term Cash Fund, 3.790%  |
|  | 7274287 | 24972477 | (27839009)<br>| (130)<br>| 4407625 |  | (806)<br>| 71424 | 4409389 |
| Total | 14265712 |  |  | (43255)<br>| 11355925 |  | (806)<br>| 135166 |  |

---

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

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

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

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

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

**Abbreviation Legend** 

SOFR Secured Overnight Financing Rate

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

Columbia Variable Portfolio – Income Opportunities Fund \| 2026

------

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

1QT7011_(05/26)

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1800-345-6611

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

- **a. Name of Series:** Columbia Variable Portfolio - Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000019842

- **c. LEI of Series:** JHI3650PGIDUGF945J08

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $512884159.73

**Total Liabilities:** $3064543.98

**Net Assets:** $509819615.75

**Delayed Delivery Securities:** $2666000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5.80000000 | **1-Year:** 87.37000000 | **5-Year:** 626.69000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1457.63000000 | **1-Year:** 11104.93000000 | **5-Year:** 116375.91000000 | **10-Year:** 29217.44000000 | **30-Year:** 2844.54000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055679 | 0.44%                | 0.29%                | -1.02%               |
| Class ID C000088761 | 0.44%                | 0.29%                | -0.88%               |
| Class ID C000088762 | 0.45%                | 0.30%                | -1.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $110000.98               | $-215822.06                                |
| Month 2  | $23140.31                | $-638201.39                                |
| Month 3  | $-221318.61              | $-7769993.94                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| APLD COMPUTECO LLC                                          | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2342097.82   | 0.46%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2320138 | PA      | $2302068.05   | 0.45%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75481.51     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1654485.34   | 0.32%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1140418.43   | 0.22%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                      | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $995285.00    | 0.20%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                      | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1762077.99   | 0.35%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                          | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    703000 | PA      | $711834.80    | 0.14%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                          | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1575449.48   | 0.31%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                          | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2240344.46   | 0.44%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    850000 | PA      | $810605.07    | 0.16%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                          | Albertsons Cos Inc                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1046966.60   | 0.21%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                     | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    490000 | PA      | $512469.13    | 0.10%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                     | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    819000 | PA      | $808214.42    | 0.16%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                     | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1071789.74   | 0.21%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                       | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    254000 | PA      | $252044.31    | 0.05%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1352806.04   | 0.27%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2282000 | PA      | $2293984.73   | 0.45%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $142201.13    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1287060.61   | 0.25%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                          | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493729.61    | 0.10%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                          | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    782000 | PA      | $754169.78    | 0.15%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                        | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    641000 | PA      | $650948.43    | 0.13%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                        | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    579000 | PA      | $570077.96    | 0.11%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                        | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1827511.38   | 0.36%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                     | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    593000 | PA      | $586766.01    | 0.12%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                     | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1571488.95   | 0.31%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                           | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    854000 | PA      | $809669.37    | 0.16%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                      | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1208084.92   | 0.24%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                            | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    494000 | PA      | $497953.84    | 0.10%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                           | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    254000 | PA      | $255526.55    | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1301917.09   | 0.26%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                        | APLD ComputeCo 2 LLC                                                             | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2379428.72   | 0.47%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                            | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1546296.85   | 0.30%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                    | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1014310.98   | 0.20%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                    | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    769000 | PA      | $784157.61    | 0.15%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                      | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    527000 | PA      | $522211.70    | 0.10%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                          | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   2413000 | PA      | $2437676.90   | 0.48%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                            | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2889409.15   | 0.57%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                     | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    849000 | PA      | $804639.70    | 0.16%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                 | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   2267000 | PA      | $2032811.15   | 0.40%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                      | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    596000 | PA      | $580519.20    | 0.11%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                                     | Atlantica Sustainable Infrastructure Ltd                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    403000 | PA      | $390318.21    | 0.08%             | 2028-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                         | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76113.91     | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                         | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1017976.51   | 0.20%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                 | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56378.33     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                     | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1242139.70   | 0.24%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                     | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1448171.66   | 0.28%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                          | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1034799.69   | 0.20%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                       | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1471000 | PA      | $1350091.97   | 0.26%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                     | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1058264 | PA      | $1124951.74   | 0.22%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                       | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    997000 | PA      | $1002117.96   | 0.20%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                     | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1271866.51   | 0.25%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                               | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    788000 | PA      | $765177.48    | 0.15%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $243044.19    | 0.05%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1040761.17   | 0.20%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2570382.98   | 0.50%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3366000 | PA      | $3141496.08   | 0.62%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $252645.70    | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1108754.08   | 0.22%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1734172.14   | 0.34%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1823900.27   | 0.36%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $254468.48    | 0.05%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $463995.65    | 0.09%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $527344.60    | 0.10%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    790000 | PA      | $782794.79    | 0.15%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                     | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $258654.83    | 0.05%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    212000 | PA      | $195491.11    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1540576.18   | 0.30%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    458000 | PA      | $492052.67    | 0.10%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                          | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    734000 | PA      | $754236.77    | 0.15%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                          | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    604000 | PA      | $587918.16    | 0.12%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                       | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2884000 | PA      | $2748323.99   | 0.54%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                      | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1585697.93   | 0.31%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                       | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    550000 | PA      | $529281.52    | 0.10%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                       | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    499000 | PA      | $505508.86    | 0.10%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                       | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    891000 | PA      | $881209.21    | 0.17%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                       | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    525000 | PA      | $483241.25    | 0.09%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                    | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1049000 | PA      | $1025375.83   | 0.20%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                | CALPINE CORP                                                                     | CUSIP: 131ESC9C1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | EC               | CORP              | US        |   6049000 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARNIVAL CORP                                               | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1167000 | PA      | $1177896.18   | 0.23%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                               | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1199000 | PA      | $1208144.15   | 0.24%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                               | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2016000 | PA      | $2016384.04   | 0.40%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                        | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    769000 | PA      | $762054.04    | 0.15%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                        | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    270000 | PA      | $258212.48    | 0.05%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                        | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    520000 | PA      | $517534.39    | 0.10%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    361000 | PA      | $376978.56    | 0.07%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    474000 | PA      | $506195.50    | 0.10%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310888.78    | 0.06%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    511000 | PA      | $524133.47    | 0.10%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533570.29    | 0.10%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    674000 | PA      | $691411.16    | 0.14%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                    | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $222259.47    | 0.04%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                     | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $228351.05    | 0.04%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                    | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    251000 | PA      | $245137.15    | 0.05%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                    | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1072500.59   | 0.21%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                    | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    555000 | PA      | $516488.64    | 0.10%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1017401.22   | 0.20%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                            | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    795000 | PA      | $789483.96    | 0.15%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                          | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1336897.36   | 0.26%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    870000 | PA      | $910078.71    | 0.18%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    495000 | PA      | $521394.33    | 0.10%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM Energy Co                                                                     | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2322822.81   | 0.46%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                    | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1077000 | PA      | $1097087.38   | 0.22%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                    | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1050000 | PA      | $1058868.32   | 0.21%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                         | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2333000 | PA      | $2008539.35   | 0.39%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                           | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56862.89     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                    | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1367384.78   | 0.27%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                    | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    938000 | PA      | $983124.27    | 0.19%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                    | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1011601.80   | 0.20%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                      | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    964000 | PA      | $952454.84    | 0.19%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                      | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $1297768.67   | 0.25%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                      | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1041162.75   | 0.20%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                      | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    507000 | PA      | $499410.45    | 0.10%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    153000 | PA      | $148056.00    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650001.73    | 0.13%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159516.86    | 0.03%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                      | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2034000 | PA      | $1962347.75   | 0.38%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                      | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    735000 | PA      | $698512.36    | 0.14%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                      | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    254000 | PA      | $226108.44    | 0.04%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                      | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1500423.61   | 0.29%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                      | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    497000 | PA      | $470141.95    | 0.09%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                    | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1769362.99   | 0.35%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA ETF TRUST I COLUMBIA SHORT DURATION HIGH YIELD ETF | COLUMBIA ETF TRUST I COLUMBIA SHORT DURATION HIGH YIELD ETF                      | CUSIP: 19761L847<br>LEI: 529900WK4REQHLNVIB89 | Long             | EC               | RF                | US        |    345000 | NS      | $6948300.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                               | COLUMBIA SHORT TERM CASH FUND                                                    | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4409389 | NS      | $4407624.91   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                      | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    301000 | PA      | $300380.51    | 0.06%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                    | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    743000 | PA      | $769301.57    | 0.15%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                      | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80120.11     | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                      | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153239.33    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                    | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1293314.25   | 0.25%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                              | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    822000 | PA      | $785236.37    | 0.15%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                              | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   2341000 | PA      | $2365790.11   | 0.46%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                               | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    780000 | PA      | $758614.25    | 0.15%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                               | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    975000 | PA      | $927300.81    | 0.18%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                          | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    589000 | PA      | $561432.59    | 0.11%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                     | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    797000 | PA      | $796410.63    | 0.16%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                     | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1562419.30   | 0.31%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                  | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    651000 | PA      | $625914.34    | 0.12%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                  | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    745000 | PA      | $759357.11    | 0.15%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                      | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2543009.79   | 0.50%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                      | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1785563.15   | 0.35%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                           | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2722000 | PA      | $2804258.14   | 0.55%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                       | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $53889.70     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                    | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    753000 | PA      | $775470.44    | 0.15%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                    | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    674000 | PA      | $674671.39    | 0.13%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                               | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1131580 | PA      | $1143967.43   | 0.22%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                               | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2218075 | PA      | $2395521.85   | 0.47%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                       | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1061841.31   | 0.21%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                    | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $2065607.30   | 0.41%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1122584.97   | 0.22%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2294985.83   | 0.45%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                   | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506500.48    | 0.10%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                             | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    477000 | PA      | $468009.24    | 0.09%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                   | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    602000 | PA      | $587341.00    | 0.12%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $791331.80    | 0.16%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                           | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716000 | PA      | $722209.44    | 0.14%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                    | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1027593.47   | 0.20%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                       | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $398497.26    | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                       | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    763000 | PA      | $790301.22    | 0.16%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                            | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    770000 | PA      | $787973.30    | 0.15%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                            | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   1584000 | PA      | $1582132.25   | 0.31%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                        | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    748000 | PA      | $766482.52    | 0.15%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                       | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1845680.93   | 0.36%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                  | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    528000 | PA      | $464748.86    | 0.09%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                  | goeasy Ltd                                                                       | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $136409.26    | 0.03%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                  | goeasy Ltd                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $136570.88    | 0.03%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                              | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510407.25    | 0.10%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                              | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    657000 | PA      | $661800.02    | 0.13%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                  | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   2301000 | PA      | $2257031.15   | 0.44%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                      | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    552000 | PA      | $533589.30    | 0.10%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                      | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    512000 | PA      | $516537.69    | 0.10%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                              | HB Fuller Co                                                                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105369.52    | 0.02%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAIGHTS CROSS COMMUNICATIONS INC                            | HAIGHTS CROSS COMMUNICATIONS INC                                                 | CUSIP: 405990425<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27056 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HEALTHEQUITY INC                                            | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1018690.03   | 0.20%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254221.19    | 0.05%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    870000 | PA      | $892798.98    | 0.18%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2794000 | PA      | $2868663.68   | 0.56%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    299000 | PA      | $294662.08    | 0.06%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    563000 | PA      | $544036.68    | 0.11%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                    | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $300838.89    | 0.06%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                    | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $374915.42    | 0.07%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1326622.21   | 0.26%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1509621.29   | 0.30%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1135782.33   | 0.22%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                    | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    540000 | PA      | $506478.38    | 0.10%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                    | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    560000 | PA      | $508789.46    | 0.10%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                    | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1248861.67   | 0.24%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                    | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548188.81    | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                    | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1978242.41   | 0.39%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                    | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $605359.48    | 0.12%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                 | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290000.00    | 0.06%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                    | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    985000 | PA      | $994539.78    | 0.20%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                       | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2963000 | PA      | $3042151.81   | 0.60%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                       | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1991136.42   | 0.39%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                         | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   3135000 | PA      | $3130755.19   | 0.61%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                        | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    607000 | PA      | $617691.81    | 0.12%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                        | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    863000 | PA      | $888416.54    | 0.17%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                           | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   1594000 | PA      | $1603726.76   | 0.31%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                           | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    476000 | PA      | $498389.55    | 0.10%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                           | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    784000 | PA      | $785616.97    | 0.15%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                           | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   1752000 | PA      | $1700060.13   | 0.33%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                            | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    169000 | PA      | $164725.97    | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                     | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    745000 | PA      | $755481.85    | 0.15%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                     | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    586000 | PA      | $586147.18    | 0.11%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                     | PRA Health Sciences Inc                                                          | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198343.01    | 0.04%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                     | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   2296000 | PA      | $1886485.48   | 0.37%             | 2029-03-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                    | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    837000 | PA      | $821719.98    | 0.16%             | 2034-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                    | Olympus Water US Holding Corp                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1492122.31   | 0.29%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                     | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1172034.56   | 0.23%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                        | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1075344.43   | 0.21%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                        | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1016804.73   | 0.20%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                        | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1314477.39   | 0.26%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                        | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1671595.14   | 0.33%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                        | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $67095.20     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    526000 | PA      | $524585.30    | 0.10%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    511000 | PA      | $522116.93    | 0.10%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1220281.81   | 0.24%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    268000 | PA      | $267547.07    | 0.05%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    550000 | PA      | $548590.67    | 0.11%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                         | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    796000 | PA      | $773714.34    | 0.15%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                        | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2753629.27   | 0.54%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                        | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1784266.88   | 0.35%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                     | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1297369.24   | 0.25%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                     | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1048891.49   | 0.21%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                     | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    606000 | PA      | $615529.16    | 0.12%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                     | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    672000 | PA      | $674839.19    | 0.13%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                       | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81209.29     | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                    | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    528000 | PA      | $514496.97    | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                    | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    735000 | PA      | $762679.57    | 0.15%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    653000 | PA      | $675644.68    | 0.13%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                     | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255746.50    | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                         | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1036228.62   | 0.20%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                   | Lear Corp                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       216 | NS      | $26153.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                       | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1042124.91   | 0.20%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                     | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    731000 | PA      | $751775.95    | 0.15%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                     | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1044643.69   | 0.20%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                        | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    359000 | PA      | $386542.65    | 0.08%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                           | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    847000 | PA      | $794337.77    | 0.16%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                       | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1203989.63   | 0.24%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMBERMENS MUTUAL CAS CO                                    | LUMBERMENS MUTUAL CAS CO                                                         | CUSIP: 550060AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $645.00       | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMBERMENS MUTUAL CAS CO                                    | LUMBERMENS MUTUAL CAS CO                                                         | CUSIP: 550060AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30.00        | 0.00%             | 2097-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                            | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    778000 | PA      | $784315.38    | 0.15%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                      | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    785000 | PA      | $694992.82    | 0.14%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                      | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    410000 | PA      | $248449.80    | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                      | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $1536418.58   | 0.30%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                    | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $1986312.41   | 0.39%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                        | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    518000 | PA      | $523512.01    | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                        | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    809000 | PA      | $809246.26    | 0.16%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                        | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    511000 | PA      | $507474.00    | 0.10%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                      | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    518000 | PA      | $511332.30    | 0.10%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                      | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    342000 | PA      | $334495.17    | 0.07%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                      | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    572000 | PA      | $508107.35    | 0.10%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                 | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1365380 | PA      | $1215188.22   | 0.24%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                       | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    894000 | PA      | $913150.75    | 0.18%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                    | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    534000 | PA      | $518175.65    | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                         | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2608421.40   | 0.51%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                              | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1043481.52   | 0.20%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                              | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    994000 | PA      | $952442.31    | 0.19%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1164000 | PA      | $1155118.52   | 0.23%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1411000 | PA      | $1370641.92   | 0.27%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    772000 | PA      | $749732.96    | 0.15%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1604764.31   | 0.31%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1338204.18   | 0.26%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164582.41    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1058559.24   | 0.21%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28955.29     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    859000 | PA      | $849251.36    | 0.17%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    859000 | PA      | $851150.86    | 0.17%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                       | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1554400.03   | 0.30%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                       | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    435000 | PA      | $453584.71    | 0.09%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                       | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    889000 | PA      | $909746.21    | 0.18%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                              | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2547469.69   | 0.50%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    527000 | PA      | $485633.46    | 0.10%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                | Navient Corp                                                                     | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    437000 | PA      | $443648.20    | 0.09%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                        | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1508556.68   | 0.30%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                        | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    602000 | PA      | $608796.27    | 0.12%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                        | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    454000 | PA      | $442211.63    | 0.09%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1169085.61   | 0.23%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $991853.06    | 0.19%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    519000 | PA      | $536700.48    | 0.11%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                      | XPLR Infrastructure LP                                                           | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   2657608 | PA      | $2631031.92   | 0.52%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                      | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    464000 | PA      | $459433.12    | 0.09%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                      | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    819000 | PA      | $845890.00    | 0.17%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                           | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1311852.63   | 0.26%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                           | Nexstar Media Inc                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1510595.76   | 0.30%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                     | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    556000 | PA      | $534765.99    | 0.10%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                             | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    471000 | PA      | $476986.97    | 0.09%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                             | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1377000 | PA      | $1418798.83   | 0.28%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                         | NOVA Chemicals Corp                                                              | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $505908.11    | 0.10%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                         | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    915000 | PA      | $966303.05    | 0.19%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                         | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    498000 | PA      | $526486.14    | 0.10%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1219904.01   | 0.24%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1572549.58   | 0.31%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408562.75    | 0.08%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    798000 | PA      | $782667.91    | 0.15%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                         | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    492000 | PA      | $492946.24    | 0.10%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                     | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    752000 | PA      | $778822.12    | 0.15%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                     | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    605000 | PA      | $632688.35    | 0.12%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                    | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1337327.96   | 0.26%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                    | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1742580.16   | 0.34%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                    | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $979683.19    | 0.19%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                    | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1012000 | PA      | $1029441.04   | 0.20%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                    | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1043000 | PA      | $1048710.11   | 0.21%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    301000 | PA      | $271467.65    | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1233081.44   | 0.24%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1532272.06   | 0.30%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106323.86    | 0.02%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1622540.09   | 0.32%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152722.23    | 0.03%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1360623.90   | 0.27%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1007994.62   | 0.20%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                              | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2339000 | PA      | $2380701.46   | 0.47%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                  | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    973000 | PA      | $973654.59    | 0.19%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    170000 | PA      | $169301.31    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    585000 | PA      | $585597.37    | 0.11%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    890000 | PA      | $862878.58    | 0.17%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    247000 | PA      | $201613.67    | 0.04%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                    | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $258630.75    | 0.05%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                    | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    702000 | PA      | $732421.34    | 0.14%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                   | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    660000 | PA      | $663713.49    | 0.13%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                   | PG&E Corp                                                                        | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231450.97    | 0.05%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                       | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1509401.57   | 0.30%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                      | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1338000 | PA      | $1330495.43   | 0.26%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                      | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |    825000 | PA      | $793821.32    | 0.16%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                    | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $188881.47    | 0.04%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                      | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2035007.65   | 0.40%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                      | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651000 | PA      | $632479.55    | 0.12%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                    | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    538000 | PA      | $539891.13    | 0.11%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                    | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1088529.87   | 0.21%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                    | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    771000 | PA      | $785116.07    | 0.15%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                    | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $494011.71    | 0.10%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    555000 | PA      | $516610.33    | 0.10%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1267161.31   | 0.25%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    855000 | PA      | $843550.32    | 0.17%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2248000 | PA      | $2201016.57   | 0.43%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $996388.58    | 0.20%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                         | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    802000 | PA      | $800660.13    | 0.16%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                    | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554000 | PA      | $538380.77    | 0.11%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                    | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $510915.56    | 0.10%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                       | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2504000 | PA      | $2570986.33   | 0.50%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Quad/Graphics Inc                                           | Quad/Graphics Inc                                                                | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      1277 | NS      | $8440.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                       | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    576000 | PA      | $576718.05    | 0.11%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                       | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    461000 | PA      | $467706.59    | 0.09%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                       | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1124203.46   | 0.22%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2007000 | PA      | $1851846.64   | 0.36%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                       | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1912902.20   | 0.38%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                       | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1010676.04   | 0.20%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                    | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    545000 | PA      | $528884.54    | 0.10%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                    | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    496000 | PA      | $506283.61    | 0.10%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                    | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    772000 | PA      | $786271.81    | 0.15%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                    | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    554000 | PA      | $563710.61    | 0.11%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                        | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    194000 | PA      | $193067.46    | 0.04%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                        | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    859000 | PA      | $807244.72    | 0.16%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                    | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |    240000 | PA      | $236867.03    | 0.05%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                         | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    810000 | PA      | $765562.93    | 0.15%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                      | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    759000 | PA      | $770890.88    | 0.15%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                      | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $2044424.74   | 0.40%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                           | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1665816.11   | 0.33%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                                     | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    771000 | PA      | $769886.56    | 0.15%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                 | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    537000 | PA      | $504190.77    | 0.10%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                              | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $513994.75    | 0.10%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                              | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $655774.72    | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1733000 | PA      | $1554535.73   | 0.30%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                    | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    414000 | PA      | $425931.51    | 0.08%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                              | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    516000 | PA      | $510630.00    | 0.10%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM Energy Co                                                                     | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    284000 | PA      | $284013.29    | 0.06%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM Energy Co                                                                     | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1289588.05   | 0.25%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    769000 | PA      | $781130.80    | 0.15%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    773000 | PA      | $789193.04    | 0.15%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM Energy Co                                                                     | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    785000 | PA      | $784575.94    | 0.15%             | 2034-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                     | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3478000 | PA      | $3446594.09   | 0.68%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                              | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59020.70     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                              | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    383000 | PA      | $324583.58    | 0.06%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                              | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    157000 | PA      | $130386.97    | 0.03%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                    | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1238264.81   | 0.24%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                    | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2253000 | PA      | $1947531.95   | 0.38%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                       | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1349762.03   | 0.26%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                       | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    586000 | PA      | $541450.50    | 0.11%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                     | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    714000 | PA      | $750269.70    | 0.15%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                     | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    234000 | PA      | $245332.47    | 0.05%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                         | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    264000 | PA      | $250931.91    | 0.05%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                     | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $270232.33    | 0.05%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                    | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    482000 | PA      | $503852.89    | 0.10%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                     | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2772000 | PA      | $2727949.30   | 0.54%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                    | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1816859.67   | 0.36%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                         | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    881000 | PA      | $879595.21    | 0.17%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                         | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1062097.02   | 0.21%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                       | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2462540.28   | 0.48%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                      | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $955073.72    | 0.19%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                    | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    992000 | PA      | $993632.50    | 0.19%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                    | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2337942.40   | 0.46%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                    | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1269257.51   | 0.25%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31850.53     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159008.41    | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1743729.12   | 0.34%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    746000 | PA      | $741973.63    | 0.15%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    584000 | PA      | $574452.96    | 0.11%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                    | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    346000 | PA      | $347720.27    | 0.07%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                    | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    258000 | PA      | $255395.10    | 0.05%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                    | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    533000 | PA      | $527573.88    | 0.10%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                    | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    530000 | PA      | $500398.60    | 0.10%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                             | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2041287.49   | 0.40%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1301735.08   | 0.26%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1299626.57   | 0.25%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1553238.48   | 0.30%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2283000 | PA      | $2326544.76   | 0.46%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | Sunoco LP                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    714000 | PA      | $708227.35    | 0.14%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                               | Synaptics Inc                                                                    | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1074259.15   | 0.21%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                    | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    944000 | PA      | $962719.81    | 0.19%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                     | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1013064.77   | 0.20%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                     | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1028004.32   | 0.20%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Telesat Corp                                                | Telesat Corp                                                                     | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         6 | NS      | $217.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    304000 | PA      | $303730.21    | 0.06%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    799000 | PA      | $792243.04    | 0.16%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    839000 | PA      | $815173.90    | 0.16%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1480335.43   | 0.29%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    821000 | PA      | $831691.33    | 0.16%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2288001.21   | 0.45%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                    | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2649313.64   | 0.52%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                    | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1602069.86   | 0.31%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                      | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2485242.65   | 0.49%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1569266.47   | 0.31%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3299000 | PA      | $3370589.84   | 0.66%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1306950.47   | 0.26%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2024202.01   | 0.40%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1313355.33   | 0.26%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    317000 | PA      | $312286.30    | 0.06%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                       | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1127277 | PA      | $1152854.06   | 0.23%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                         | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246444.32    | 0.05%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                  | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    287000 | PA      | $286576.63    | 0.06%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                     | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    770000 | PA      | $754869.71    | 0.15%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186456.01    | 0.04%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1022326.67   | 0.20%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                            | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1187333.15   | 0.23%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                            | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1436226.68   | 0.28%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                     | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1013104.76   | 0.20%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                    | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $1580711.56   | 0.31%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                    | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    777000 | PA      | $765014.75    | 0.15%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                    | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1041612.73   | 0.20%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                    | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    526000 | PA      | $534656.68    | 0.10%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                    | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1299669.24   | 0.25%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                              | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    799000 | PA      | $796003.75    | 0.16%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                     | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   2677000 | PA      | $2301812.63   | 0.45%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                            | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    496000 | PA      | $501624.65    | 0.10%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    618000 | PA      | $679737.21    | 0.13%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    698000 | PA      | $782481.90    | 0.15%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1466908.37   | 0.29%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $2049551.82   | 0.40%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    372000 | PA      | $382668.18    | 0.08%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                       | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    493000 | PA      | $512972.00    | 0.10%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                    | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    767000 | PA      | $713356.45    | 0.14%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                    | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    786000 | PA      | $696767.28    | 0.14%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1680937.20   | 0.33%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    463000 | PA      | $497346.12    | 0.10%             | 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        |    782000 | PA      | $799877.16    | 0.16%             | 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        |   1725000 | PA      | $1717182.30   | 0.34%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                    | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    449000 | PA      | $447872.20    | 0.09%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                          | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1656000 | PA      | $1745599.63   | 0.34%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                          | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1259000 | PA      | $1245297.79   | 0.24%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                    | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    922000 | PA      | $756152.97    | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                    | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    172000 | PA      | $164922.85    | 0.03%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    585000 | PA      | $584962.86    | 0.11%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                 | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153619.36    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1806190.14   | 0.35%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2611788.41   | 0.51%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                            | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    168000 | PA      | $144146.00    | 0.03%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                            | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1121000 | PA      | $964385.16    | 0.19%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                      | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1031000 | PA      | $988527.55    | 0.19%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                               | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    347000 | PA      | $358058.31    | 0.07%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                          | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1463964.39   | 0.29%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                        | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1790669.40   | 0.35%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                        | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2002553.78   | 0.39%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                        | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467678.74    | 0.09%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                           | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1843316.06   | 0.36%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                    | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2711043.84   | 0.53%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    503000 | PA      | $505856.85    | 0.10%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1296779.41   | 0.25%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1550596.45   | 0.30%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    530000 | PA      | $540342.80    | 0.11%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO Distribution Inc                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342821.79    | 0.07%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO Distribution Inc                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    579000 | PA      | $570685.08    | 0.11%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                     | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1009485.67   | 0.20%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                              | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    202000 | PA      | $197143.71    | 0.04%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                              | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    265000 | PA      | $251885.27    | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                       | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    758000 | PA      | $766108.10    | 0.15%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                       | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    296000 | PA      | $300007.09    | 0.06%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                       | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    812000 | PA      | $797767.50    | 0.16%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                    | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1357478.40   | 0.27%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                          | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $685948.36    | 0.13%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                            | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    626000 | PA      | $661507.51    | 0.13%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                      | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1082245.41   | 0.21%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                      | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    814000 | PA      | $858697.12    | 0.17%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                      | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1639898.35   | 0.32%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                             | Yum! Brands Inc                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    784000 | PA      | $777385.86    | 0.15%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    485000 | PA      | $478736.65    | 0.09%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2623986.93   | 0.51%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1374547.77   | 0.27%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS HOLDINGS INC.                                    | ZIFF DAVIS HOLDINGS INC.                                                         | CUSIP: 98951V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $5.53         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                     | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1151051.74   | 0.23%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                         | Ascend Learning LLC 2025 Repriced Term Loan B                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    773042 | PA      | $753715.46    | 0.15%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                        | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1598717 | PA      | $1388213.71   | 0.27%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                          | CP ATLAS BUYER INC                                                               | CUSIP: 000000000<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    911193 | PA      | $835263.42    | 0.16%             | 2030-07-08      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-04

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

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager