# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-23-009162
**Filing Date:** 2023-2
**Character Count:** 65674
**Document Hash:** 73a42a7ecaf0f52b9900eb8160f127e4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009162.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009162

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032
- **IRS NUMBER:** 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:** 23663138

**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 - Emerging Markets Bond Fund (Series ID: S000036677)

| Class ID   | Class Name                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000112082 | Columbia Variable Portfolio - Emerging Markets Bond Fund Class 1 |  |
| C000112083 | Columbia Variable Portfolio - Emerging Markets Bond Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Columbia Variable Portfolio - Emerging Markets Bond Fund

- **b. EDGAR series identifier (if any):** S000036677

- **c. LEI of Series:** WX76Y338FLQB28CHCG53

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $416356830.44

**Total Liabilities:** $195554.30

**Net Assets:** $416161276.14

**Cash Not Reported:** $1063112.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 55.355200000000 | **1-Year:** 977.008500000000 | **5-Year:** 30238.060300000000 | **10-Year:** 38805.761800000000 | **30-Year:** 65770.800100000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 2801.678000000000 | **5-Year:** 34570.046200000000 | **10-Year:** 46080.135200000000 | **30-Year:** 41508.784600000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112082 | 0.57%                | 7.50%                | 0.08%                |
| Class ID C000112083 | 0.57%                | 7.51%                | 0.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-22853.77               | $760827.58                                 |
| Month 2  | $-2203648.71             | $30135982.47                               |
| Month 3  | $-435463.85              | $-267328.96                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citi                                                            | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |     -160000 | OU      | $-652.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | US DOLLARS                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | MX        |   -30000000 | OU      | $-16878.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                              | VENEZUELA (REPUBLIC OF)            | CUSIP: P97475AP5<br>LEI: N/A                  | Long             | DBT              | NUSS              | VE        |     4300000 | PA      | $359058.56    | 0.09%             | 2024-10-13      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | XX        |    -7794632 | OU      | $-31427.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | PANAMA (REPUBLIC OF)               | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     2435000 | PA      | $1724028.85   | 0.41%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | PANAMA (REPUBLIC OF)               | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     1428000 | PA      | $1452794.86   | 0.35%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                               | PARAGUAY (REPUBLIC OF)             | CUSIP: 699149AB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |     2700000 | PA      | $2594371.30   | 0.62%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                               | PARAGUAY (REPUBLIC OF)             | CUSIP: 699149AH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |      675000 | PA      | $583875.00    | 0.14%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                               | PARAGUAY (REPUBLIC OF)             | CUSIP: 699149AL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |     4560000 | PA      | $4005392.37   | 0.96%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                              | PERU (REPUBLIC OF)                 | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     1519000 | PA      | $1200679.26   | 0.29%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | PERUSAHAAN PENERBIT SBSN INDONESIA | CUSIP: 71567PAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     1455000 | PA      | $1377279.95   | 0.33%             | 2025-06-23      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                          | PERUSAHAAN LISTRIK NEGARA (PERSERO | CUSIP: 71568QAK3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     2100000 | PA      | $1652089.32   | 0.40%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                          | PERUSAHAAN LISTRIK NEGARA PT       | CUSIP: 71568QAP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      700000 | PA      | $503210.60    | 0.12%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | PETROLEOS MEXICANOS                | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    11949000 | PA      | $9407436.47   | 2.26%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | PETROLEOS MEXICANOS                | CUSIP: 71654QBR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     6900000 | PA      | $4273116.39   | 1.03%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | PETROLEOS MEXICANOS                | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     2893000 | PA      | $1851621.14   | 0.44%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | PETROLEOS MEXICANOS                | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     2029000 | PA      | $1405846.03   | 0.34%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | PETROLEOS MEXICANOS                | CUSIP: 71654QDE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     9600000 | PA      | $7284656.35   | 1.75%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                            | PETRONAS CAPITAL LTD               | CUSIP: 716743AP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     2055000 | PA      | $1878017.17   | 0.45%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                       | PHILIPPINES (REPUBLIC OF)          | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     3540000 | PA      | $2584247.29   | 0.62%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PHOSAGRO BOND FUNDING DAC                                       | PHOSAGRO BOND FUNDING DAC          | CUSIP: 71922LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2128000 | PA      | $1480512.91   | 0.36%             | 2028-09-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                           | INDONESIA ASAHAN ALUMINIUM TBK PT  | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     6000000 | PA      | $5715037.80   | 1.37%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                | QATAR (STATE OF)                   | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     3490000 | PA      | $3391379.61   | 0.81%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                | QATAR GOVT INTERNATIONAL BOND      | CUSIP: 74727PBD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     4600000 | PA      | $4450192.21   | 1.07%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                | QATAR GOVT INTERNATIONAL BOND      | CUSIP: 74727PBE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |      600000 | PA      | $548452.57    | 0.13%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                    | QATAR PETROLEUM                    | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     3738000 | PA      | $3098971.74   | 0.74%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LTD                               | OOREDOO INTERNATIONAL FINANCE LTD  | CUSIP: 74735KAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |     1367000 | PA      | $1175811.64   | 0.28%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                           | ROMANIA (REPUBLIC OF)              | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4200000 | PA      | $2787855.97   | 0.67%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                           | ROMANIA (REPUBLIC OF)              | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3116000 | PA      | $2759345.13   | 0.66%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                           | ROMANIAN MINISTRY OF FINANCE       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3284000 | PA      | $3156842.17   | 0.76%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                       | SAUDI ARABIA INTERNATIONAL         | CUSIP: 80413TAR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     8000000 | PA      | $6296359.84   | 1.51%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                       | KINGDOM OF SAUDI ARABIA MINISTRY   | CUSIP: 80413TAW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     4500000 | PA      | $3219647.31   | 0.77%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                      | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     1760000 | PA      | $1567422.56   | 0.38%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                      | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     5700000 | PA      | $4184767.97   | 1.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                      | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     1400000 | PA      | $1204698.98   | 0.29%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT BVI LTD                          | STATE GRID OVERSEAS INVESTMENT     | CUSIP: 857006AG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |     1300000 | PA      | $1240968.86   | 0.30%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNGENTA FINANCE NV                                             | SYNGENTA FINANCE NV                | CUSIP: 87164KAH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |     1750000 | PA      | $1742679.26   | 0.42%             | 2023-04-24      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                            | TURKEY (REPUBLIC OF)               | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3300000 | PA      | $2931965.75   | 0.70%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                            | TURKEY (REPUBLIC OF)               | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      500000 | PA      | $340066.41    | 0.08%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                            | TURKEY (REPUBLIC OF)               | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     8800000 | PA      | $7612083.69   | 1.83%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                            | TURKEY (REPUBLIC OF)               | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3800000 | PA      | $3575103.69   | 0.86%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                | UKRAINE (REPUBLIC OF)              | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     5109000 | PA      | $975040.03    | 0.23%             | 2031-05-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | MEXICO (UNITED MEXICAN STATES)     | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     2300000 | PA      | $1724190.61   | 0.41%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | MEXICO (UNITED MEXICAN STATES)     | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     2000000 | PA      | $1547925.44   | 0.37%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | MEXICO (UNITED MEXICAN STATES)     | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     6950000 | PA      | $6060945.58   | 1.46%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                | BRAZIL MINAS SPE                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      180000 | PA      | $174718.41    | 0.04%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                              | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     5900000 | PA      | $6267391.23   | 1.51%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | MEXICAN BONOS                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    15000000 | PA      | $747905.66    | 0.18%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                         | INDONESIA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3000000 | PA      | $2907722.40   | 0.70%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                        | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     2100000 | PA      | $1326209.60   | 0.32%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                  | TULLOW OIL PLC                     | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $1772413.59   | 0.43%             | 2025-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                        | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     2200000 | PA      | $1631864.28   | 0.39%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                       | SAUDI ARABIA (KINGDOM OF)          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |      500000 | PA      | $470401.46    | 0.11%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                | QATAR (STATE OF)                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     2000000 | PA      | $2008544.00   | 0.48%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                        | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     1550000 | PA      | $1033555.98   | 0.25%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                        | TURK TELEKOMUNIKASYON AS           | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     2300000 | PA      | $2167391.73   | 0.52%             | 2025-02-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                | QATAR (STATE OF)                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |     7350000 | PA      | $7227957.44   | 1.74%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR S.A.                                     | MILLICOM INTERNATIONAL CELLULAR SA | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1080000 | PA      | $1035969.33   | 0.25%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                             | GHANA  (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     4300000 | PA      | $1498640.60   | 0.36%             | 2051-03-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                 | DOMINICAN REPUBLIC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     2500000 | PA      | $2023154.70   | 0.49%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                     | COTE D IVOIRE (REPUBLIC OF)        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     5300000 | PA      | $4756230.91   | 1.14%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMC GLOBAL POWER HOLDINGS CORP                                  | SMC GLOBAL POWER HOLDINGS CORP     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |     2500000 | PA      | $1821555.85   | 0.44%             | 2049-12-31      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                            | ANGOLA (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4500000 | PA      | $3959124.03   | 0.95%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SMC GLOBAL POWER HOLDINGS CORP                                  | SMC GLOBAL POWER HOLDINGS CORP     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |      900000 | PA      | $631455.80    | 0.15%             | 2049-12-31      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                       | SAUDI ARABIA (KINGDOM OF)          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     5400000 | PA      | $4250042.89   | 1.02%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LTD                                    | ADANI ELECTRICITY MUMBAI LTD       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     2600000 | PA      | $1971472.83   | 0.47%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GAZ FINANCE PLC                                                 | GAZPROM PJSC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2254000 | PA      | $1527718.26   | 0.37%             | 2030-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                | LENOVO GROUP LTD                   | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     4600000 | PA      | $4521054.98   | 1.09%             | 2025-04-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JGSH PHILIPPINES                                                | JGSH PHILIPPINES LTD               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     8700000 | PA      | $7638761.04   | 1.84%             | 2030-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                            | SAUDI ARABIAN OIL CO               | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     4000000 | PA      | $3294718.48   | 0.79%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                         | STUDIO CITY FINANCE LTD            | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     3880000 | PA      | $2870640.35   | 0.69%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HIDROVIAS INTERNATIONAL FINANCE SARL                            | HIDROVIAS INTERNATIONAL FIN SARL   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $149244.48    | 0.04%             | 2031-02-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABU DHABI PORTS COMPANY PJSC                                    | ABU DHABI PORTS COMPANY PJSC       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     2500000 | PA      | $2074874.65   | 0.50%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                         | INDONESIA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 67700000000 | PA      | $4187897.99   | 1.01%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                              | XIAOMI BEST TIME INTERNATIONAL LTD | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     2800000 | PA      | $2017116.42   | 0.48%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                | COMISION FEDERAL DE ELECTRICIDAD   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     4325000 | PA      | $3261939.96   | 0.78%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                               | JSC NATIONAL KAZMUNAYGAS           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     1573000 | PA      | $1219253.00   | 0.29%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD                       | ADANI PORTS & SPECIAL ECON ZONE    | CUSIP: 00652MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     2900000 | PA      | $2552098.40   | 0.61%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                  | ANGLOGOLD ASHANTI HOLDINGS PLC     | CUSIP: 03512TAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |      735000 | PA      | $641841.55    | 0.15%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL BOND                             | EGYPT GOVERNMENT INTERNATIONAL BON | CUSIP: 03846JAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     5000000 | PA      | $3544681.55   | 0.85%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                        | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JX54<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     2585000 | PA      | $1914100.16   | 0.46%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMEN                                 | ARGENTINA REPUBLIC OF GOVERNMENT   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    26500000 | PA      | $6749764.39   | 1.62%             | 2035-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMEN                                 | ARGENTINA (REPUBLIC OF)            | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      720000 | PA      | $183836.39    | 0.04%             | 2046-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CBB INTERNATIONAL SUKUK CO 7 WLL                                | CBB INTERNATIONAL SUKUK CO 7 WLL   | CUSIP: 05675M2J2<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     3480000 | PA      | $3004840.97   | 0.72%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                                              | BANCO DE BOGOTA SA                 | CUSIP: 059514AC3<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |      535000 | PA      | $524333.01    | 0.13%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELARUS (REPUBLIC OF)                                           | BELARUS (REPUBLIC OF)              | CUSIP: 07737JAC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BY        |      750000 | PA      | $253863.94    | 0.06%             | 2030-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | BRAZIL (FEDERATIVE REPUBLIC OF)    | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      446000 | PA      | $377086.29    | 0.09%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | BRAZIL (FEDERATIVE REPUBLIC OF)    | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1900000 | PA      | $1408741.81   | 0.34%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | BRAZIL (FEDERATIVE REPUBLIC OF)    | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6196000 | PA      | $5382224.67   | 1.29%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CBB INTERNATIONAL SUKUK CO 7 WLL                                | CBB INTERNATIONAL SUKUK CO 7 WLL   | CUSIP: 12482TAC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     3867000 | PA      | $3442461.95   | 0.83%             | 2029-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                             | CHILE (REPUBLIC OF)                | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     1750000 | PA      | $1270421.29   | 0.31%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                          | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DR3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     9800000 | PA      | $7497435.12   | 1.80%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                          | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     6640000 | PA      | $4934508.03   | 1.19%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                          | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     2800000 | PA      | $2035584.80   | 0.49%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                   | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    57392587 | NS      | $57375369.03  | 13.79%            |  |  |  | No            |                  1 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                     | IVORY COAST                        | CUSIP: 221625AL0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |      300000 | PA      | $288026.01    | 0.07%             | 2024-07-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CROATIA (REPUBLIC OF)                                           | CROATIA (REPUBLIC OF)              | CUSIP: 226775AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | HR        |      861000 | PA      | $866569.43    | 0.21%             | 2024-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                 | DOMINICAN REPUBLIC                 | CUSIP: 25714PCW6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      271000 | PA      | $235522.36    | 0.06%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                 | DOMINICAN REPUBLIC                 | CUSIP: 25714PDT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     4035000 | PA      | $3951779.38   | 0.95%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SAKA ENERGI INDONESIA PT                                        | SAKA ENERGI INDONESIA PT           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     2765000 | PA      | $2627547.09   | 0.63%             | 2024-05-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Azerbaijan                                                      | AZERBAIJAN (REPUBLIC OF)           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AZ        |     2900000 | PA      | $2419413.62   | 0.58%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR S.A.                                     | MILLICOM INTERNATIONAL CELLULAR S. | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1800000 | PA      | $1674838.10   | 0.40%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                           | DP WORLD CRESCENT LTD              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     1250000 | PA      | $1234816.89   | 0.30%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                  | PAKISTAN (ISLAMIC REPUBLIC OF)     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PK        |     1400000 | PA      | $539569.34    | 0.13%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                  | OMAN GOVT INTL BOND                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |     3200000 | PA      | $2994849.60   | 0.72%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                | QATAR (STATE OF)                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |      200000 | PA      | $201216.38    | 0.05%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                            | ANGOLA (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1900000 | PA      | $1505757.96   | 0.36%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | PETROLEOS MEXICANOS                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      600000 | PA      | $28519.74     | 0.01%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLDINGS (BVI) LTD                           | GOLD FIELDS OROGEN HOLDINGS (BVI)  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     2900000 | PA      | $2943171.05   | 0.71%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                        | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     3300000 | PA      | $2452592.89   | 0.59%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                              | GUATEMALA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |     2350000 | PA      | $2213803.89   | 0.53%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                 | DOMINICAN (REPUBLIC OF)            | CUSIP: 25714PED6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     4845000 | PA      | $4130386.92   | 0.99%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                 | DOMINICAN REPUBLIC (GOVERNMENT)    | CUSIP: 25714PEE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     1650000 | PA      | $1212091.04   | 0.29%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                          | ABU DHABI (EMIRATE OF)             | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1600000 | PA      | $1433919.82   | 0.34%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                          | ABU DHABI (EMIRATE OF)             | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     3000000 | PA      | $2220523.83   | 0.53%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                 | DOMINICAN (REPUBLIC OF)            | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     1650000 | PA      | $1372893.82   | 0.33%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | ECOPETROL SA                       | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     5800000 | PA      | $5265286.11   | 1.27%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                          | ABU DHABI (EMIRATE OF)             | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      490000 | PA      | $414266.23    | 0.10%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST                                                 | ENERGUATE TRUST                    | CUSIP: 29277RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      650000 | PA      | $618169.07    | 0.15%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                     | EXPORT-IMPORT BANK OF INDIA        | CUSIP: 30216JAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     4800000 | PA      | $4172755.15   | 1.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                | GALAXY PIPELINE ASSETS BID CO LTD  | CUSIP: 36321PAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     2600000 | PA      | $2092279.72   | 0.50%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                                   | KSA SUKUK LTD                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     1750000 | PA      | $1584702.77   | 0.38%             | 2029-10-29      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                                        | MONGOLIA (GOVERNMENT OF)           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     1500000 | PA      | $1164801.81   | 0.28%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                | GALAXY PIPELINE ASSETS BIDCO LTD   | CUSIP: 36321PAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     4059426 | PA      | $3268301.72   | 0.79%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                              | GUATEMALA (REPUBLIC OF)            | CUSIP: 401494AT6<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |     1109000 | PA      | $914589.68    | 0.22%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                           | INDONESIA ASAHAN ALUMINIUM PERSERO | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     1800000 | PA      | $1507892.36   | 0.36%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF (GOVERNMENT)                                | ECUADOR (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |     4550000 | PA      | $2931153.36   | 0.70%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HIDROVIAS INTERNATIONAL FINANCE SARL                            | HIDROVIAS INTERNATIONAL FIN SARL   | CUSIP: 42953LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2472000 | PA      | $1844661.72   | 0.44%             | 2031-02-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                         | INDONESIA (REPUBLIC OF)            | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1900000 | PA      | $1750618.14   | 0.42%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                         | INDONESIA (REPUBLIC OF)            | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3800000 | PA      | $2940146.41   | 0.71%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                         | INDONESIA (REPUBLIC OF)            | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      751000 | PA      | $635740.55    | 0.15%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF (GOVERNMENT)                                | ECUADOR REPUBLIC OF (GOVERNMENT)   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |     1708842 | PA      | $791055.17    | 0.19%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF (GOVERNMENT)                                | ECUADOR REPUBLIC OF (GOVERNMENT)   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |     2342250 | PA      | $959283.85    | 0.23%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                               | KAZMUNAYGAS NATIONAL CO            | CUSIP: 48667QAQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     2300000 | PA      | $2061083.66   | 0.50%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                | LENOVO GROUP LTD                   | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     3744000 | PA      | $3610017.55   | 0.87%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                            | HUNGARY (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     2800000 | PA      | $1688792.00   | 0.41%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                       | PETROLEOS DE VENEZUELA SA          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VE        |    12559928 | PA      | $594854.89    | 0.14%             | 2024-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                               | MDGH GMTN RSC LTD                  | CUSIP: 55285GAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     1808000 | PA      | $1912845.47   | 0.46%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                             | MEGLOBAL CANADA INC                | CUSIP: 58518N2B7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     1600000 | PA      | $1571655.89   | 0.38%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                            | HUNGARY (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     2780000 | PA      | $2056097.01   | 0.49%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | PETROLEOS MEXICANOS                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     4700000 | PA      | $207124.16    | 0.05%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                          | ESKOM HOLDINGS SOC LTD             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3100000 | PA      | $2816064.40   | 0.68%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                  | PAKISTAN (ISLAMIC REPUBLIC OF)     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PK        |      529000 | PA      | $253116.34    | 0.06%             | 2025-09-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR S.A.                                     | MILLICOM INTERNATIONAL CELLULAR SA | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      810000 | PA      | $776977.00    | 0.19%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                  | MONG DUONG FINANCE HOLDINGS BV     | CUSIP: 60935DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      430000 | PA      | $358290.50    | 0.09%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                | UKRAINE (GOVERNMENT OF)            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     9400000 | PA      | $1998039.94   | 0.48%             | 2028-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                     | IVORY COAST                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     3000000 | PA      | $2670700.41   | 0.64%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                  | OMAN GOVT INTL BOND                | CUSIP: 68205LAS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |     1846000 | PA      | $1859669.35   | 0.45%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                  | PAKISTAN (ISLAMIC REPUBLIC OF)     | CUSIP: 695847AT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PK        |     1395000 | PA      | $491172.58    | 0.12%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST                                                 | ENERGUATE TRUST                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1650000 | PA      | $1569198.41   | 0.38%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                               | JSC NATIONAL KAZMUNAYGAS           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     5550000 | PA      | $5109499.11   | 1.23%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | PANAMA (REPUBLIC OF)               | CUSIP: 698299BE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |      950000 | PA      | $918800.13    | 0.22%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | PANAMA (REPUBLIC OF)               | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     2800000 | PA      | $2076920.94   | 0.50%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | PANAMA (REPUBLIC OF)               | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     2978000 | PA      | $2421606.71   | 0.58%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-23

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer