# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-23-009147
**Filing Date:** 2023-2
**Character Count:** 91499
**Document Hash:** ecb1289251d81d723c3553d953123387
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009147.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009147

**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:** 23663121

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $13775219728.78

**Total Liabilities:** $1511843463.34

**Net Assets:** $12263376265.44

**Delayed Delivery Securities:** $1497211128.64

**Cash Not Reported:** $3182000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1798389.522800000000 | **1-Year:** 0.000000000000 | **5-Year:** 1422.981400000000 | **10-Year:** 21233.016600000000 | **30-Year:** 74036.090400000000

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

- **3-Month:** 2162958.922100000000 | **1-Year:** 0.000000000000 | **5-Year:** 267770.739200000000 | **10-Year:** 921.939600000000 | **30-Year:** 787.877200000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112515 | 2.13%                | 5.11%                | -2.43%               |
| Class ID C000209990 | 2.18%                | 5.07%                | -2.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-33667352.70            | $415504374.35                              |
| Month 2  | $-2496307.46             | $679478953.55                              |
| Month 3  | $61608980.63             | $-417815702.04                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AEP TEXAS INC                                                    | AEP TEXAS INC                                           | CUSIP: 00108WAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       652000 | PA      | $461684.95     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       220000 | PA      | $174379.93     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1451000 | PA      | $1005670.69    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                              | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       337000 | PA      | $308647.98     | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                                        | AETNA INC                                               | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       200000 | PA      | $164195.03     | 0.00%             | 2042-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                             | ARCONIC INC                                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |       230000 | PA      | $223363.63     | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)                                   | CUSIP: 01F030413<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    178000000 | PA      | $166704759.02  | 1.36%             | 2038-01-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                   | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    570302000 | PA      | $500365443.72  | 4.08%             | 2053-01-12      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)                                   | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100500000 | PA      | $96136903.05   | 0.78%             | 2038-01-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                   | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    240000000 | PA      | $217992652.80  | 1.78%             | 2053-01-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                   | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    186830000 | PA      | $175183006.59  | 1.43%             | 2053-01-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                   | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    120000000 | PA      | $115470754.80  | 0.94%             | 2053-01-12      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                          | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       545000 | PA      | $450469.66     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       370000 | PA      | $293322.06     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                               | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       307000 | PA      | $246281.07     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                               | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       439000 | PA      | $390924.27     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN | ANHEUSER-BUSCH COS LLC / INBEV                          | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       946000 | PA      | $865683.82     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                               | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       459000 | PA      | $387513.05     | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                                         | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |       670000 | PA      | $518774.12     | 0.00%             | 2031-02-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                    | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       520000 | PA      | $399799.65     | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       300000 | PA      | $228992.33     | 0.00%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                    | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       200000 | PA      | $147442.84     | 0.00%             | 2036-09-21      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1616000 | PA      | $1303005.06    | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                                             | CUSIP: 067316AG4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       536000 | PA      | $486021.08     | 0.00%             | 2038-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                                             | CUSIP: 067316AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       130000 | PA      | $116591.91     | 0.00%             | 2048-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                            | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |        72000 | PA      | $55362.84      | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                     | BERKSHIRE HATHAWAY ENERGY CO                            | CUSIP: 084659BE0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       260000 | PA      | $228619.17     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP                         | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       735000 | PA      | $593211.24     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                               | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       277000 | PA      | $221041.91     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                               | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       770000 | PA      | $516865.40     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                          | CUSIP: 10373QBS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        85000 | PA      | $56600.78      | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                 | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       290000 | PA      | $226471.48     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       743000 | PA      | $536252.30     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                                       | CIGNA CORP                                              | CUSIP: 125523CK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       420000 | PA      | $298011.75     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                                         | CSX CORPORATION                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       477000 | PA      | $375784.52     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                         | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       535000 | PA      | $487480.11     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                         | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        80000 | PA      | $72213.50      | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | CANADIAN NATURAL RESOURCES LIMITED                      | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       105000 | PA      | $104601.19     | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                                     | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       467000 | PA      | $334492.51     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR INC                                                  | CATERPILLAR INC                                         | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       135000 | PA      | $102426.15     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       185000 | PA      | $156573.85     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       580000 | PA      | $453776.67     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC (PRE-MERGER)                                  | CENOVUS ENERGY INC                                      | CUSIP: 15135UAX7<br>LEI: 549300NKHFE6ZRF37I48 | Long             | DBT              | CORP              | CA        |       321000 | PA      | $226386.14     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CENTERPOINT ENERGY INC                                  | CUSIP: 15189TAY3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       203000 | PA      | $152075.18     | 0.00%             | 2049-09-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS    | CHARTER COMM OPT/OPT CAP                                | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       940000 | PA      | $740671.62     | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $35338.30      | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       386000 | PA      | $228045.40     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                           | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       724000 | PA      | $585615.83     | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                           | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       521000 | PA      | $420682.87     | 0.00%             | 2033-01-25      | Variable      | 3.06%                 | No            | 2                  | On Loan: No      |
| Columbia Variable Portfolio - Small Cap Value Fund               | Columbia Variable Portfolio - Small Cap Value Fund      | CUSIP: 19765R303<br>LEI: QFDZC6A36M07XEWD4L46 | Long             | EC               | RF                | US        |      6009998 | NS      | $69114976.02   | 0.56%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP LONG GOVT/CREDIT BD 1                                | COLUMBIA VP LONG GOVT/CREDIT BD 1                       | CUSIP: 19765R444<br>LEI: N/A                  | Long             | EC               | RF                | US        |     47067661 | NS      | $359596930.24  | 2.93%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA CONTRARIAN CORE CL I MF                                 | VP COLUMBIA CONTRARIAN CORE                             | CUSIP: 19765R535<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5937901 | NS      | $196544525.48  | 1.60%             |  |  |  | No            | N/A                | On Loan: No      |
| Columbia Variable Portfolio - Small Company Growth Fund          | Columbia Variable Portfolio - Small Company Growth Fund | CUSIP: 19765R642<br>LEI: S7VQF2LJKBJBPNFLD691 | Long             | EC               | RF                | US        |      6041437 | NS      | $55581220.73   | 0.45%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS CORE BD FD CL1                                     | VP - PARTNERS CORE BD FD CL1                            | CUSIP: 19766E129<br>LEI: N/A                  | Long             | EC               | RF                | US        |     74818954 | NS      | $704046354.75  | 5.74%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS INTL GROWTH FD 1                                   | CTIVP - OPPENHEIMER INTL GRTH CL1                       | CUSIP: 19766E145<br>LEI: N/A                  | Long             | EC               | RF                | US        |     25393771 | NS      | $255461335.78  | 2.08%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - VICTORY SYCAMORE EST VAL CL1                             | CTIVP-VICTORY SYCAMORE EST VAL CL1                      | CUSIP: 19766E178<br>LEI: N/A                  | Long             | EC               | RF                | US        |      1655697 | NS      | $69572394.45   | 0.57%             |  |  |  | No            | N/A                | On Loan: No      |
| VP PARTNERS CORE EQUITY FD CL 1                                  | CTIVP-MFS BLENDED RESEARCH EQ CL1                       | CUSIP: 19766E236<br>LEI: N/A                  | Long             | EC               | RF                | US        |     10270593 | NS      | $306782598.78  | 2.50%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - LOOMIS SAYLES GRTH FD CL1                                | CTIVP - LOOMIS SAYLES GRTH FD CL1                       | CUSIP: 19766E277<br>LEI: N/A                  | Long             | EC               | RF                | US        |      6375438 | NS      | $269617274.12  | 2.20%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - AMER CENT DIVERSE BD CLS 1                               | CTIVP - AMER CENT DIVERSE BD CLS 1                      | CUSIP: 19766E293<br>LEI: N/A                  | Long             | EC               | RF                | US        |     51833959 | NS      | $465987295.80  | 3.80%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS INTL VALUE FD 1                                    | CTIVP - DFA INTL VALUE CLS 1                            | CUSIP: 19766E327<br>LEI: N/A                  | Long             | EC               | RF                | US        |     30249074 | NS      | $264981891.59  | 2.16%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP OVERSEAS CORE-1                                      | COLUMBIA VP - OVERSEAS CORE FD CL1                      | CUSIP: 19766E418<br>LEI: N/A                  | Long             | EC               | RF                | US        |     64793864 | NS      | $762623775.10  | 6.22%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP SEL LARGE CAP VAL CL 1                               | COLUMBIA VP SEL LG CAP VAL FD CLS                       | CUSIP: 19766E475<br>LEI: N/A                  | Long             | EC               | RF                | US        |      8889854 | NS      | $326524338.96  | 2.66%             |  |  |  | No            | N/A                | On Loan: No      |
| Columbia Variable Portfolio - Large Cap Growth Fund              | COLUMBIA VP LG CAP GRTH FD CLS 1                        | CUSIP: 19766E517<br>LEI: N/A                  | Long             | EC               | RF                | US        |     11656826 | NS      | $303543742.56  | 2.48%             |  |  |  | No            | N/A                | On Loan: No      |
| Columbia VP - US Government Mortgage Fund                        | COLUMBIA VP US GOVT MORTGAGE                            | CUSIP: 19766E541<br>LEI: N/A                  | Long             | EC               | RF                | US        |     21604505 | NS      | $187743146.18  | 1.53%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP SEL MID CAP VAL CL 1                                 | COLUMBIA VP MID CAP VAL-CLS 1                           | CUSIP: 19766E582<br>LEI: N/A                  | Long             | EC               | RF                | US        |      2065601 | NS      | $68991078.64   | 0.56%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VARIABLE PORTFOLIO - MI                                 | COLUMBIA VP MID CAP GRO OPP - CL 1                      | CUSIP: 19766E624<br>LEI: 0OPPEF28BGYQSTF7XF64 | Long             | EC               | RF                | US        |      1836468 | NS      | $66571947.67   | 0.54%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP LTD DUR BD- C                                        | COLUMBIA VP LTD DUR BD- C                               | CUSIP: 19766E640<br>LEI: N/A                  | Long             | EC               | RF                | US        |     20945383 | NS      | $192069161.88  | 1.57%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP DISCIPLINED CORE FD-1                                | COLUMBIA VP DISCIPLINED CORE FD -1                      | CUSIP: 19766E814<br>LEI: N/A                  | Long             | EC               | RF                | US        |      8503802 | NS      | $612613861.79  | 5.00%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP INTERMED BOND FD CL 1                                | COLUMBIA VP - INTER BD FD CLASS 1                       | CUSIP: 19766E871<br>LEI: N/A                  | Long             | EC               | RF                | US        |     73374733 | NS      | $606809045.82  | 4.95%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND                           | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1817132361 | NS      | $1816587221.22 | 14.81%            |  |  |  | No            | 1                  | On Loan: No      |
| CTIVP - WESTFIELD MID CAP GRTH CL1                               | CTIVP - WESTFIELD MID CAP GRTH CL1                      | CUSIP: 19766L107<br>LEI: N/A                  | Long             | EC               | RF                | US        |      1888170 | NS      | $67275510.68   | 0.55%             |  |  |  | No            | N/A                | On Loan: No      |
| Variable Portfolio-MFS Value Fund                                | CTIVP - MFS VALUE FUND CL1                              | CUSIP: 19766L305<br>LEI: N/A                  | Long             | EC               | RF                | US        |      7976227 | NS      | $283714382.08  | 2.31%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP SEL LARGE CAP EQ FD 1                                | COLUMBIA VP SEL LARGE CAP EQ FD 1                       | CUSIP: 19766L495<br>LEI: N/A                  | Long             | EC               | RF                | US        |     41468394 | NS      | $614146907.79  | 5.01%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - MORGAN STANLEY ADV FD CL1                                | CTIVP - MORGAN STANLEY ADV FD CL1                       | CUSIP: 19766L610<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5327140 | NS      | $188367668.38  | 1.54%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS INTL CORE EQUITY FD CL1                            | CTIVPSM AQR INT CORE EQ FD CL1                          | CUSIP: 19766L727<br>LEI: N/A                  | Long             | EC               | RF                | US        |     45336860 | NS      | $398964365.76  | 3.25%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - TCW CORE PLUS BOND FD CL1                                | CTIVP - TCW CORE PLUS BOND FD CL1                       | CUSIP: 19766L743<br>LEI: N/A                  | Long             | EC               | RF                | US        |     67173756 | NS      | $611952914.98  | 4.99%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS SMALL CAP VALUE-1                                  | COLUMBIA VP-PART SM CAP VAL FD CL                       | CUSIP: 19766L776<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5557135 | NS      | $181662734.29  | 1.48%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS SM CAP GR                                          | VP - PARTNERS SM CAP GR                                 | CUSIP: 19766L792<br>LEI: N/A                  | Long             | EC               | RF                | US        |      6558366 | NS      | $177666143.12  | 1.45%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - T ROWE LRG CAP VAL CL1                                   | CTIVP - T ROWE LRG CAP VAL CL1                          | CUSIP: 19766L826<br>LEI: N/A                  | Long             | EC               | RF                | US        |      8791053 | NS      | $281489524.23  | 2.30%             |  |  |  | No            | N/A                | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       635000 | PA      | $398288.35     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                         | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        75000 | PA      | $48993.18      | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       235000 | PA      | $209010.88     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION RESOURCES INC                                  | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       250000 | PA      | $212888.26     | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                     | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        40000 | PA      | $34739.70      | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                        | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $901629.68     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | EL PASO PIPELINE PARTNERS OP                            | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       100000 | PA      | $82838.50      | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                                     | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       354000 | PA      | $275412.11     | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                       | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       121000 | PA      | $106266.35     | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                       | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       290000 | PA      | $210882.42     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                       | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       229000 | PA      | $167483.10     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                       | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       342000 | PA      | $266018.35     | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                                      | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       418000 | PA      | $336184.20     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE                                 | FIDELITY NATIONAL INFORMATION SERV                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |        80000 | PA      | $55402.48      | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE                                 | FIDELITY NATIONAL INFORMATION SERV                      | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |        89000 | PA      | $82408.12      | 0.00%             | 2052-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                                   | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       280000 | PA      | $246350.69     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE HOLDING LLC                               | CUSIP: 36267VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       181000 | PA      | $194070.29     | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CO                                     | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54463.95      | 0.00%             | 2049-12-31      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                       | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       145000 | PA      | $119275.48     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY                                   | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       660000 | PA      | $565739.63     | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1561000 | PA      | $1210078.97    | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                 | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       626000 | PA      | $490247.30     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                       | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       537000 | PA      | $414523.08     | 0.00%             | 2032-05-24      | Variable      | 2.80%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                       | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       538000 | PA      | $411986.84     | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       405000 | PA      | $263232.02     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |        15000 | PA      | $13235.84      | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                      | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       200000 | PA      | $182873.78     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF              | iShares iBoxx $ Investment Grade Corporate Bond ETF     | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      3432790 | NS      | $361919049.70  | 2.95%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares MSCI EAFE ETF                                            | iShares MSCI EAFE ETF                                   | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      3018292 | NS      | $198120686.88  | 1.62%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       573000 | PA      | $448582.26     | 0.00%             | 2048-11-15      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                              | J P MORGAN & CO INC                                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       545000 | PA      | $436021.82     | 0.00%             | 2032-04-22      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                         | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        61000 | PA      | $48987.64      | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP                        | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       320000 | PA      | $273949.37     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                                       | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       231000 | PA      | $196899.68     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO                                    | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       421000 | PA      | $343890.17     | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | LIBERTY MUTUAL GROUP INC                                | CUSIP: 53079EBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       180000 | PA      | $126776.95     | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       594000 | PA      | $465099.70     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                     | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       241000 | PA      | $232384.75     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                 | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        70000 | PA      | $55844.70      | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                 | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       311000 | PA      | $255382.57     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                         | MSCI INC                                                | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       260000 | PA      | $216340.92     | 0.00%             | 2031-11-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                          | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       533000 | PA      | $409877.56     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                                          | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       712000 | PA      | $521579.84     | 0.00%             | 2062-03-15      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                                      | METLIFE INC                                             | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       284000 | PA      | $272516.49     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                          | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       530000 | PA      | $406070.48     | 0.00%             | 2032-07-21      | Variable      | 2.24%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                          | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        70000 | PA      | $51060.37      | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                          | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        86000 | PA      | $67216.42      | 0.00%             | 2032-10-20      | Variable      | 2.51%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                          | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       310000 | PA      | $283651.20     | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                           | NXP BV                                                  | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       169000 | PA      | $113898.88     | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC                      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |        65000 | PA      | $56092.23      | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       264000 | PA      | $249102.33     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                           | NBCUNIVERSAL MEDIA LLC                                  | CUSIP: 63946BAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       436000 | PA      | $382443.90     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                                             | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       460000 | PA      | $450363.30     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE INS CO                                             | NEW YORK LIFE INSURANCE COMPANY                         | CUSIP: 64952GAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       270000 | PA      | $206618.12     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION                            | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       133000 | PA      | $125901.95     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION                            | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       249000 | PA      | $219848.71     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION                            | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       225000 | PA      | $189269.61     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION                            | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       190000 | PA      | $152992.92     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER CO (MN)                           | CUSIP: 665772CL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $97599.93      | 0.00%             | 2044-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                                   | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |        65000 | PA      | $60085.43      | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                                   | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       295000 | PA      | $244505.00     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (THE)                 | NORTHWESTERN MUTUAL LIFE INSURANCE                      | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |       459000 | PA      | $317962.94     | 0.00%             | 2059-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       385000 | PA      | $282741.99     | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       319000 | PA      | $217626.24     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        62000 | PA      | $43292.50      | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       450000 | PA      | $352555.10     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP                         | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       439000 | PA      | $332244.45     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                   | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       210000 | PA      | $189989.10     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SPDR S&P 500 ETF TRUST                                           | SPDR S&P 500 ETF Trust                                  | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |       890200 | NS      | $340439186.00  | 2.78%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA ENERGY                                                    | SEMPRA ENERGY                                           | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       180000 | PA      | $141519.41     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                      | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |        30000 | PA      | $25940.50      | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                      | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       320000 | PA      | $251255.50     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                      | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       110000 | PA      | $87878.41      | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN CO                                             | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        90000 | PA      | $75273.06      | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        70000 | PA      | $57798.93      | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                        | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       380000 | PA      | $249996.21     | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                            | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       190000 | PA      | $173822.22     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                            | CUSIP: 878091BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       220000 | PA      | $154376.90     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                                         | TELEFONICA EMISIONES SAU                                | CUSIP: 87938WAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       300000 | PA      | $231437.76     | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                           | TOTAL CAPITAL INTERNATIONAL SA                          | CUSIP: 89153VAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |        80000 | PA      | $56206.48      | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       355000 | PA      | $344476.98     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                                   | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       190000 | PA      | $159903.75     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                         | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       230000 | PA      | $245365.35     | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | UNITED TECHNOLOGIES CORPORATION                         | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       550000 | PA      | $428273.16     | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                  | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       208000 | PA      | $170574.94     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                  | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       760000 | PA      | $836872.80     | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| VANGUARD INTERMEDIATE-TERM CORPORATE BOND ETF                    | Vanguard Intermediate-Term Corporate Bond ETF           | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |      3906000 | NS      | $302754060.00  | 2.47%             |  |  |  | No            | 1                  | On Loan: No      |
| VERISIGN INC                                                     | VERISIGN INC                                            | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |       166000 | PA      | $135805.36     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                              | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       330000 | PA      | $236231.18     | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                              | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       645000 | PA      | $485721.57     | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                                      | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       165000 | PA      | $131652.13     | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                               | VOYA FINANCIAL INC                                      | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |        80000 | PA      | $65239.79      | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ANTHEM INC                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       135000 | PA      | $120440.15     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                   | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1021000 | PA      | $868200.66     | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| WESTERN GAS PARTNERS LP                                          | WESTERN MIDSTREAM OPERATING LP                          | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        20000 | PA      | $16559.61      | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| WESTERN GAS PARTNERS LP                                          | WESTERN GAS PARTNERS LP                                 | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       190000 | PA      | $157801.64     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                  | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       330000 | PA      | $314463.42     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                  | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       121000 | PA      | $109000.32     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                                                  | XCEL ENERGY INC                                         | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       460000 | PA      | $336291.60     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Barclays                                                         | US DOLLARS                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | CA        |    -40000000 | OU      | $-113964.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                         | US DOLLARS                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | XX        |   -110000000 | OU      | $-1783649.98   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                         | CANADIAN DOLLAR                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | CA        |     40000000 | OU      | $180042.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                         | EURO COUNTRIES                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | XX        |     10000000 | OU      | $25446.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                                             | US DOLLARS                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |    -98125000 | OU      | $-1298155.52   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                                             | US DOLLARS                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | JP        | -19700000000 | OU      | $-5313898.80   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                                             | SWISS FRANC                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |     25000000 | OU      | $-133462.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                                             | JAPANESE YEN                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | JP        |  12000000000 | OU      | $1037041.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan                                                         | SPX US 06/21/24 P3200                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         2250 | NC      | $35055000.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | SPX US 12/20/24 P3200                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1100 | NC      | $20883500.00   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | S&P500 EMINI MAR 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         2065 | NC      | $-9602522.42   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | S&P500 EMINI MAR 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |        -4342 | NC      | $29652891.16   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE MAR 23                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |            3 | NC      | $17.82         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE MAR 23                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         5391 | NC      | $-138423.94    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                                      | NEW ZEALAND DOLLAR                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | NZ        |    100000000 | OU      | $71499.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                      | SWEDISH KRONA                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | SE        |    380000000 | OU      | $-540069.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan                                                         | OMXS30 INDEX JAN 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SE        |        -3150 | NC      | $3345971.93    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | MSCI SING IX ETS JAN 23                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SG        |         -175 | NC      | $-27073.81     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | RUSSELL 2000 EMINI CME MAR 23                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |        -1710 | NC      | $5375079.94    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | TOPIX INDEX MAR 23                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | JP        |         -499 | NC      | $1993726.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE MAR 23                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         2801 | NC      | $804660.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE MAR 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         2993 | NC      | $-2042900.32   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE MAR 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          -57 | NC      | $28546.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS                                                              | US DOLLARS                                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |    -50000000 | OU      | $-412250.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS                                                              | US DOLLARS                                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |    -35000000 | OU      | $584674.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS                                                              | AUSTRALIA DOLLAR                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |     25000000 | OU      | $-160000.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan                                                         | US LONG BOND MAR 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |           60 | NC      | $1040.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | US LONG BOND MAR 23                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         1056 | NC      | $-1060728.86   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | US ULTRA 10YR NOTE MAR 23                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          -13 | NC      | $2108.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | EURO STOXX 50 MAR 23                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | DE        |        -4242 | NC      | $6970866.34    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND MAR 23                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          834 | NC      | $-779221.53    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | SPI 200 MAR 23                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | AU        |         -239 | NC      | $704983.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | FTSE 100 INDEX MAR 23                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | GB        |         -430 | NC      | $64139.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                         | SPX US 12/20/24 P3300                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1800 | NC      | $38403000.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.IG.39.V1)                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -200000000 | OU      | $1574036.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.IG.39.V1)                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -100000000 | OU      | $787018.00     | 0.01%             |  |  |  | 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