# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001413032-25-000110
**Filing Date:** 2025-8
**Character Count:** 100323
**Document Hash:** 98d3f001bb30c3fa287243d4100aafe6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001413032-25-000110.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001413032-25-000110

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 251244783

**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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12443243911.99

**Total Liabilities:** $837653115.15

**Net Assets:** $11605590796.84

**Delayed Delivery Securities:** $828584144.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 782598.484000000000 | **1-Year:** 0.000000000000 | **5-Year:** 745.900200000000 | **10-Year:** 26083.544200000000 | **30-Year:** 79836.593400000000

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

- **3-Month:** 1572665.128400000000 | **1-Year:** 0.000000000000 | **5-Year:** 155.231000000000 | **10-Year:** 0.000000000000 | **30-Year:** 60197.767100000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112515 | -0.11%               | 2.46%                | 3.18%                |
| Class ID C000209990 | -0.11%               | 2.53%                | 3.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-88431205.18            | $79436860.28                               |
| Month 2  | $16640942.38             | $264882593.56                              |
| Month 3  | $85529348.03             | $242691517.26                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| MERCK & CO INC                                          | MERCK & CO INC                                          | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      270000 | PA      | $248219.70     | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                              | MIDAMERICAN ENERGY COMPANY                              | CUSIP: 595620AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $128229.68     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY                                          | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1032000 | PA      | $1069791.78    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY                                          | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       88000 | PA      | $90483.11      | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                  | NXP BV/NXP FUNDING LLC/NXP USA                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      169000 | PA      | $120142.34     | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                  | NXP BV / NXP FUNDING LLC/NXP USA                        | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      215000 | PA      | $158049.84     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                  | NBCUNIVERSAL MEDIA LLC                                  | CUSIP: 63946BAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      326000 | PA      | $280575.08     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | 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        |      600000 | PA      | $443072.27     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                     | NEXTERA ENERGY CAPITAL HOLDINGS IN                      | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      755000 | PA      | $770192.69     | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                           | NISOURCE INC                                            | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      203000 | PA      | $201111.68     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                           | NISOURCE FINANCE CORPORATION                            | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      249000 | PA      | $220120.35     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                           | NISOURCE INC                                            | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      170000 | PA      | $139996.83     | 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        |      369000 | PA      | $285261.36     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                            | NORFOLK SOUTHERN CORPORATION                            | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      220000 | PA      | $137779.28     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | NORTHROP GRUMMAN CORP                                   | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      375000 | PA      | $338839.92     | 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      | $235158.84     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                   | NORTHWESTERN MUTUAL LIFE INSURANCE                      | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      274000 | PA      | $187670.49     | 0.00%             | 2059-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                   | NORTHWESTERN MUTUAL LIFE INSURANCE                      | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      148000 | PA      | $154542.05     | 0.00%             | 2055-05-29      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                        | OCCIDENTAL PETROLEUM CORPORATION                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      464000 | PA      | $424897.15     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                     | ONCOR ELECTRIC DELIVERY COMPANY LL                      | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      313000 | PA      | $303150.28     | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORPORATION                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      385000 | PA      | $296897.16     | 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      | $222938.47     | 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        |      117000 | PA      | $84409.58      | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                                  | TREASURY BOND                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      928000 | PA      | $923215.00     | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan                                                | EURO STOXX 50 SEP 25                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | DE        |        1673 | NC      | $-916119.54    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| UMBS                                                    | UMBS 30YR TBA(REG A)                                    | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   203302000 | PA      | $175884802.06  | 1.52%             | 2055-07-14      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS                                                    | UMBS 15YR TBA(REG B)                                    | CUSIP: 01F032476<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19150000 | PA      | $18477714.74   | 0.16%             | 2040-07-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS                                                    | UMBS 30YR TBA(REG A)                                    | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41400000 | PA      | $37268502.73   | 0.32%             | 2055-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS                                                    | UMBS 15YR TBA(REG B)                                    | CUSIP: 01F040479<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27800000 | PA      | $27188981.58   | 0.23%             | 2040-07-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UMBS                                                    | UMBS 30YR TBA(REG A)                                    | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   168730000 | PA      | $156872806.34  | 1.35%             | 2055-07-14      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UMBS                                                    | UMBS 30YR TBA(REG A)                                    | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   147200000 | PA      | $140785241.86  | 1.21%             | 2055-07-14      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UMBS                                                    | UMBS 30YR TBA(REG A)                                    | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    62400000 | PA      | $61145769.98   | 0.53%             | 2055-07-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                            | ALPHABET INC                                            | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      128000 | PA      | $125350.77     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                          | AMAZON.COM INC                                          | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      711000 | PA      | $479221.40     | 0.00%             | 2051-05-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                               | AMGEN INC                                               | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       65000 | PA      | $50626.45      | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                               | AMGEN INC                                               | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      678000 | PA      | $659152.49     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                            | ANHEUSER-BUSCH COS LLC / INBEV                          | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      678000 | PA      | $621044.65     | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo                                             | US DOLLARS                                              | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CH        |   -70500000 | OU      | $-2176259.14   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo                                             | US DOLLARS                                              | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | NZ        |   -63000000 | OU      | $-885318.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| APA CORP (US)                                           | APA CORP (US)                                           | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      242000 | PA      | $229035.11     | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                               | APPLE INC                                               | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      801000 | PA      | $497600.00     | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | LIBERTY MUTUAL GROUP INC                                | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      180000 | PA      | $131813.17     | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                             | LOCKHEED MARTIN CORPORATION                             | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      186000 | PA      | $174010.42     | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| LOWES COMPANIES INC                                     | LOWES COMPANIES INC                                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      180000 | PA      | $139680.96     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| LOWES COMPANIES INC                                     | LOWES COMPANIES INC                                     | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      553000 | PA      | $432729.96     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                 | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       70000 | PA      | $56783.72      | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| JPMorgan                                                | US ULTRA T-BOND SEP 25                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        -404 | NC      | $-1771940.19   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | SPI 200 SEP 25                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | AU        |         177 | NC      | $31405.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | SPI 200 SEP 25                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | AU        |          65 | NC      | $-20841.95     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | FTSE 100 INDEX SEP 25                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | GB        |          25 | NC      | $5689.67       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | FTSE 100 INDEX SEP 25                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | GB        |         200 | NC      | $-15954.99     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                          | SPX US 12/18/26 P4600                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |        2455 | NC      | $25863425.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CIGNA GROUP                                             | CIGNA CORP                                              | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      242000 | PA      | $164032.65     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                         | CVS HEALTH CORP                                         | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      865000 | PA      | $765054.33     | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CAMPBELLS CO                                            | CAMPBELL SOUP COMPANY                                   | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      182000 | PA      | $117985.05     | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                          | CANADIAN NATURAL RESOURCES LIMITED                      | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $110390.59     | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                        | CANADIAN PACIFIC RAILWAY COMPANY                        | CUSIP: 13645RBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      165000 | PA      | $108418.86     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                     | CARRIER GLOBAL CORP                                     | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      380000 | PA      | $301616.66     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR INC                                         | CATERPILLAR INC                                         | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      336000 | PA      | $342428.72     | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                            | CENTENE CORPORATION                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      140000 | PA      | $120631.72     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                      | CENOVUS ENERGY INC                                      | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      321000 | PA      | $218025.21     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                        | CHARTER COMM OPT/OPT CAP                                | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      730000 | PA      | $633055.58     | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                        | CHARTER COMM OPT/OPT CAP                                | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      318000 | PA      | $204663.13     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                                       | CISCO SYSTEMS INC                                       | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289122.69     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                           | CITIGROUP INC                                           | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      230000 | PA      | $198381.88     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                           | CITIGROUP INC                                           | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      375000 | PA      | $382271.21     | 0.00%             | 2035-02-13      | Variable      | 5.83%                 | 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        |     2451097 | NS      | $32280950.45   | 0.28%             |  |  |  | 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        |    39350413 | NS      | $296308608.64  | 2.55%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA CONTRARIAN CORE CL I MF                        | COLUMBIA VP CONTRARIAN CORE-1                           | CUSIP: 19765R535<br>LEI: N/A                  | Long             | EC               | RF                | US        |     3428367 | NS      | $197165400.55  | 1.70%             |  |  |  | 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        |     2293568 | NS      | $33119128.11   | 0.29%             |  |  |  | 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        |    65439082 | NS      | $653736430.33  | 5.63%             |  |  |  | No            | N/A                | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                 | DUKE ENERGY INDIANA LLC                                 | CUSIP: 26443TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $119766.97     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                 | DUKE ENERGY INDIANA LLC                                 | CUSIP: 26443TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      299000 | PA      | $285093.82     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                    | ERAC USA FINANCE LLC                                    | CUSIP: 26884TAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      143000 | PA      | $145770.40     | 0.00%             | 2034-10-30      | Fixed         | 5.20%                 | 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      | $86698.98      | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                            | ENBRIDGE INC                                            | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      320000 | PA      | $316694.11     | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | ENERGY TRANSFER LP                                      | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      438000 | PA      | $416242.09     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | ENERGY TRANSFER LP                                      | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144123.46     | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENTERGY LOUISIANA LLC                                   | ENTERGY LOUISIANA LLC                                   | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125130.94     | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                 | ENTERGY MISSISSIPPI LLC                                 | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      102000 | PA      | $102256.58     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                       | EVERSOURCE ENERGY                                       | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      190000 | PA      | $199012.24     | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| EXELON CORPORATION                                      | EXELON CORPORATION                                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      489000 | PA      | $375177.75     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| EXELON CORPORATION                                      | EXELON CORPORATION                                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      483000 | PA      | $464237.18     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                      | META PLATFORMS INC                                      | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      275000 | PA      | $277453.89     | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                              | FEDEX CORP                                              | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      260000 | PA      | $229850.21     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                            | FIRSTENERGY TRANSMISSION LLC                            | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79157.41      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                        | FIRSTENERGY CORPORATION                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      178000 | PA      | $120855.39     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | FLORIDA POWER & LIGHT CO                                | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      134000 | PA      | $135808.96     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | FOUNDRY JV HOLDCO LLC                                   | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210473.33     | 0.00%             | 2038-01-25      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                                | FOX CORP                                                | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103062.71     | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC HOLDINGS PLC                                       | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      445000 | PA      | $457965.33     | 0.00%             | 2036-05-13      | Variable      | 5.79%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                              | INTEL CORP                                              | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      109000 | PA      | $88832.33      | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan                                                | US LONG BOND SEP 25                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        -391 | NC      | $-1445204.89   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | US ULTRA 10YR NOTE SEP 25                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         -27 | NC      | $-75779.73     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | EURO STOXX 50 SEP 25                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | DE        |         500 | NC      | $366247.41     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INTEL CORP                                              | INTEL CORP                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      685000 | PA      | $406981.69     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                    | INTERNATIONAL BUSINESS MACHINES CO                      | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      220000 | PA      | $217556.55     | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ISHARES S&P 500                                         | iShares Core S&P 500 ETF                                | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      520000 | NS      | $322868000.00  | 2.78%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                    | iShares Core U.S. Aggregate Bond ETF                    | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |     2300000 | NS      | $228160000.00  | 1.97%             |  |  |  | No            | 1                  | On Loan: No      |
| ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND FUND ETF  | iShares iBoxx $ Investment Grade Corporate Bond ETF     | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      765790 | NS      | $83938241.90   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                           | JH NORTH AMERICA HOLDINGS INC                           | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      230000 | PA      | $233826.80     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT CAPITAL CORP                                        | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      248000 | PA      | $273665.10     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE SYSTEMS PLC                                         | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      310000 | PA      | $269269.57     | 0.00%             | 2031-02-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMORGAN CHASE & CO                                     | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      134000 | PA      | $138075.48     | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMORGAN CHASE & CO                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1611000 | PA      | $1671170.42    | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE SYSTEMS PLC                                         | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      596000 | PA      | $609509.19     | 0.01%             | 2034-03-26      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BACARDI MARTINI BV                                      | BACARDI MARTINI BV                                      | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $232290.59     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JERSEY CTL PWR & LT CO                                  | JERSEY CENTRAL POWER & LIGHT COMPA                      | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      161000 | PA      | $160697.15     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON & JOHNSON                                       | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      215000 | PA      | $213658.65     | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                        | KINDER MORGAN ENERGY PARTNERS LP                        | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       69000 | PA      | $63965.29      | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                                       | KINDER MORGAN INC                                       | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      112000 | PA      | $99004.98      | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | BANK OF AMERICA CORP                                    | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $854540.12     | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | BANK OF AMERICA CORP                                    | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      135000 | PA      | $137138.37     | 0.00%             | 2036-02-12      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | KRAFT HEINZ FOODS CO                                    | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      220000 | PA      | $177889.21     | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                               | KROGER CO                                               | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      338000 | PA      | $320283.48     | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                                             | BACARDI LTD                                             | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      636000 | PA      | $584205.08     | 0.01%             | 2038-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                                             | BACARDI LTD                                             | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      350000 | PA      | $308270.51     | 0.00%             | 2048-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                               | L3HARRIS TECHNOLOGIES INC                               | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      159000 | PA      | $163487.40     | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                               | L3HARRIS TECHNOLOGIES INC                               | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       68000 | PA      | $69489.47      | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON AND COMPANY                            | BECTON DICKINSON AND COMPANY                            | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      230000 | PA      | $230380.50     | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                               | BOEING CO                                               | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      777000 | PA      | $530543.96     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                               | L3HARRIS TECHNOLOGIES INC                               | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58170.86      | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                       | LYB INTERNATIONAL FINANCE III LLC                       | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      155000 | PA      | $103548.42     | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                               | BOEING CO                                               | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95005.25      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                          | BP CAPITAL MARKETS AMERICA INC                          | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      629000 | PA      | $396845.30     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                                  | TREASURY BOND                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1534000 | PA      | $1575945.31    | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                | UNITED TECHNOLOGIES CORPORATION                         | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      380000 | PA      | $409884.60     | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | BRISTOL-MYERS SQUIBB CO                                 | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      618000 | PA      | $599712.32     | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | BROADCOM INC                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      745000 | PA      | $617535.27     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                | UNITED TECHNOLOGIES CORPORATION                         | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       70000 | PA      | $53396.38      | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Citi                                                    | AUSTRALIA DOLLAR                                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |    19000000 | OU      | $280402.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VP - PARTNERS INTL GROWTH FD 1                          | VP - PARTNERS INTL GROWTH FD 1                          | CUSIP: 19766E145<br>LEI: N/A                  | Long             | EC               | RF                | US        |    19247259 | NS      | $243862765.49  | 2.10%             |  |  |  | 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        |      926536 | NS      | $46678876.12   | 0.40%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan                                                | S&P500 EMINI SEP 25                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |        2568 | NC      | $21757263.54   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | US 5YR NOTE SEP 25                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        2637 | NC      | $3450697.09    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | US 5YR NOTE SEP 25                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          -6 | NC      | $-6436.15      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC                                                    | JAPANESE YEN                                            | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        | 23050000000 | OU      | $2514289.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VP PARTNERS CORE EQUITY FD CL 1                         | VP PARTNERS CORE EQUITY FD CL 1                         | CUSIP: 19766E236<br>LEI: N/A                  | Long             | EC               | RF                | US        |     6300607 | NS      | $303941292.49  | 2.62%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - PRINCIPAL LARGE CAP GROWTH FUND                 | CTIVP PRINCIPAL LG CAP GRO FD 1                         | CUSIP: 19766E277<br>LEI: N/A                  | Long             | EC               | RF                | US        |     3487378 | NS      | $273515048.62  | 2.36%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley                                          | NORWAY KRONA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NO        |  1038000000 | OU      | $106626.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan                                                | S&P/TSE 60 INDEX SEP 25                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | CA        |         180 | NC      | $350213.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | OMXS30 INDEX JUL 25                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SE        |        2690 | NC      | $332165.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | MSCI SING IX ETS JUL 25                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SG        |         339 | NC      | $191453.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | RUSSELL 2000 EMINI CME SEP 25                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |        -145 | NC      | $-502096.04    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | TOPIX INDEX SEP 25                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | JP        |         537 | NC      | $2537961.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | US 2YR NOTE SEP 25                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        1398 | NC      | $1233699.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | US 10YR NOTE SEP 25                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         719 | NC      | $1189875.87    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan                                                | US 10YR NOTE SEP 25                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         -13 | NC      | $-24540.82     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS                                                     | CANADIAN DOLLAR                                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |     3500000 | OU      | $20737.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS                                                     | EURO COUNTRIES                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | XX        |    99000000 | OU      | $2329734.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan                                                | US LONG BOND SEP 25                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          63 | NC      | $309501.86     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AEP TEXAS INC                                           | AEP TEXAS INC                                           | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      717000 | PA      | $489132.74     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AES CORP                                                | AES CORPORATION (THE)                                   | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      103000 | PA      | $104577.70     | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                | AT&T INC                                                | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $934034.78     | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                              | ABBVIE INC                                              | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      516000 | PA      | $453285.33     | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| UMBS                                                    | UMBS 15YR TBA(REG B)                                    | CUSIP: 01F030470<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11000000 | PA      | $10487578.64   | 0.09%             | 2040-07-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                 | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      311000 | PA      | $257642.64     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                 | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      109000 | PA      | $103838.04     | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MCDONALDS CORP                                          | MCDONALDS CORPORATION                                   | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      255000 | PA      | $185086.78     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| MCDONALDS CORP                                          | MCDONALDS CORPORATION                                   | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      115000 | PA      | $91393.09      | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORPORATION                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      182000 | PA      | $170926.09     | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                        | PACIFIC GAS & ELECTRIC COMPANY                          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      480000 | PA      | $386791.61     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST II                      | PEACHTREE CORNERS FUNDING TRUST II                      | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102449.39     | 0.00%             | 2035-05-15      | Fixed         | 6.01%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                              | PFIZER INC                                              | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      613000 | PA      | $503422.77     | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            | 2                  | 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        |    46854939 | NS      | $436219483.86  | 3.76%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS INTL VALUE FD 1                           | VP - PARTNERS INTL VALUE FD 1                           | CUSIP: 19766E327<br>LEI: N/A                  | Long             | EC               | RF                | US        |    20444950 | NS      | $244317149.87  | 2.11%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP OVERSEAS CORE-1                             | Columbia Variable Portfolio - Overseas Core Fund        | CUSIP: 19766E418<br>LEI: N/A                  | Long             | EC               | RF                | US        |    47076700 | NS      | $755110273.52  | 6.51%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP SEL LARGE CAP VAL CL 1                      | COLUMBIA VP SEL LARGE CAP VAL CL 1                      | CUSIP: 19766E475<br>LEI: N/A                  | Long             | EC               | RF                | US        |     6529945 | NS      | $311935470.64  | 2.69%             |  |  |  | No            | N/A                | On Loan: No      |
| Columbia Variable Portfolio - Large Cap Growth Fund     | Columbia Variable Portfolio - Large Cap Growth Fund     | CUSIP: 19766E517<br>LEI: N/A                  | Long             | EC               | RF                | US        |     6156945 | NS      | $315666550.92  | 2.72%             |  |  |  | No            | N/A                | On Loan: No      |
| Columbia VP - US Government Mortgage Fund               | Columbia VP - US Government Mortgage Fund               | CUSIP: 19766E541<br>LEI: N/A                  | Long             | EC               | RF                | US        |    19169756 | NS      | $176361751.08  | 1.52%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP SEL MID CAP VAL CL 1                        | COLUMBIA VP SEL MID CAP VAL CL 1                        | CUSIP: 19766E582<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1105757 | NS      | $47293245.58   | 0.41%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VARIABLE PORTFOLIO - MI                        | COLUMBIA VP SEL MID CAP GRO FD 1                        | CUSIP: 19766E624<br>LEI: 0OPPEF28BGYQSTF7XF64 | Long             | EC               | RF                | US        |      765731 | NS      | $48317622.00   | 0.42%             |  |  |  | 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        |    14818478 | NS      | $146554748.08  | 1.26%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VARIABLE PORTFOLIO - CORPORATE BOND FUND       | COLUMBIA VP - CORP BOND FD 1                            | CUSIP: 19766E749<br>LEI: N/A                  | Long             | EC               | RF                | US        |    11473591 | NS      | $87428760.97   | 0.75%             |  |  |  | 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        |     5267224 | NS      | $611524664.26  | 5.27%             |  |  |  | No            | N/A                | On Loan: No      |
| COLUMBIA VP INTERMED BOND FD CL 1                       | COLUMBIA VP INTERMED BOND FD CL 1                       | CUSIP: 19766E871<br>LEI: N/A                  | Long             | EC               | RF                | US        |    64669489 | NS      | $571031586.03  | 4.92%             |  |  |  | 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        |  1850965493 | NS      | $1850595300.00 | 15.95%            |  |  |  | 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        |      833818 | NS      | $47894534.07   | 0.41%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - WELLINGTON LG CAP VAL FD 1                      | Variable Portfolio-MFS Value Fund                       | CUSIP: 19766L305<br>LEI: N/A                  | Long             | EC               | RF                | US        |     5844151 | NS      | $271285481.48  | 2.34%             |  |  |  | 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        |    25393443 | NS      | $615029197.23  | 5.30%             |  |  |  | No            | N/A                | On Loan: No      |
| CTIVP - WESTFIELD SELECT LARGE CAP GROWTH FUND          | CTIVP - WESTFIELD SLCT LGCAP GRO 1                      | CUSIP: 19766L610<br>LEI: N/A                  | Long             | EC               | RF                | US        |     4326897 | NS      | $274801253.56  | 2.37%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS INTL CORE EQUITY FD CL1                   | VP-PARTNERS INTL CORE EQUITY FD 1                       | CUSIP: 19766L727<br>LEI: N/A                  | Long             | EC               | RF                | US        |    32548234 | NS      | $390253329.07  | 3.36%             |  |  |  | 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        |    60162162 | NS      | $570337298.67  | 4.91%             |  |  |  | No            | N/A                | On Loan: No      |
| VP - PARTNERS SMALL CAP VALUE-1                         | VP - PARTNERS SMALL CAP VALUE-1                         | CUSIP: 19766L776<br>LEI: N/A                  | Long             | EC               | RF                | US        |     2198587 | NS      | $82512959.04   | 0.71%             |  |  |  | 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        |     2499787 | NS      | $85742679.73   | 0.74%             |  |  |  | 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        |     6609220 | NS      | $268929165.46  | 2.32%             |  |  |  | No            | N/A                | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORPORATION                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      730000 | PA      | $428543.98     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                     | COMCAST CORPORATION                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      191000 | PA      | $176870.22     | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                      | CONAGRA BRANDS INC                                      | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      125000 | PA      | $112833.61     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC             | CONSOLIDATED EDISON COMPANY OF NY                       | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      169000 | PA      | $172892.44     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC             | CONSOLIDATED EDISON COMPANY OF NEW                      | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      320000 | PA      | $310297.82     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                     | CONSTELLATION ENERGY GENERATION                         | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      165000 | PA      | $161986.93     | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | DIAMONDBACK ENERGY INC                                  | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      272000 | PA      | $252306.52     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO                                         | DOW CHEMICAL CO                                         | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      135000 | PA      | $128672.03     | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                        | DUKE ENERGY CORP                                        | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      413000 | PA      | $362141.81     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                               | DUKE ENERGY CAROLINAS                                   | CUSIP: 26442CBL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $216647.40     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                          | GE HEALTHCARE TECHNOLOGIES INC                          | CUSIP: 36266GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25598.00      | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                             | GOLDMAN SACHS GROUP INC/THE                             | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      280000 | PA      | $275730.65     | 0.00%             | 2045-11-19      | Variable      | 5.56%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                             | GOLDMAN SACHS GROUP INC/THE                             | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      410000 | PA      | $410483.71     | 0.00%             | 2056-01-28      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| HCA-THE HEALTHCARE CO                                   | HCA INC                                                 | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      634000 | PA      | $509552.23     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                         | PLAINS ALL AMERICAN PIPELINE LP                         | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      167000 | PA      | $138753.10     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                | RAYTHEON TECHNOLOGIES CORPORATION                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      319000 | PA      | $305021.97     | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SIEMENS FUNDING BV                                      | SIEMENS FUNDING B.V.                                    | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      239000 | PA      | $243639.91     | 0.00%             | 2035-05-28      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                         | SOUTHERN CALIFORNIA GAS COMPANY                         | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      135000 | PA      | $131571.33     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-MOBILE USA INC                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      115000 | PA      | $95009.72      | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-MOBILE USA INC                                        | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      153000 | PA      | $153372.94     | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                        | TEACHERS INSURANCE & ANNUITY                            | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $139489.86     | 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        |      451000 | PA      | $302060.57     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | 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      | $52540.56      | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                | TOTALENERGIES CAPITAL SA                                | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      209000 | PA      | $202584.84     | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                | TOTALENERGIES CAPITAL SA                                | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |       90000 | PA      | $84180.73      | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS INC                                         | TYSON FOODS INC                                         | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      135000 | PA      | $120837.52     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORPORATION                               | UNION PACIFIC CORPORATION                               | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      318000 | PA      | $316437.03     | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE INC                               | UNITED PARCEL SERVICE INC                               | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      267000 | PA      | $257401.69     | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE INC                               | UNITED PARCEL SERVICE INC                               | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154007.92     | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | 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      | $178616.10     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                              | US BANCORP                                              | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      224000 | PA      | $228398.98     | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                                  | TREASURY BOND                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      116900 | PA      | $106780.84     | 0.00%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNITED STATES TREASURY                                  | TREASURY BOND                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      110300 | PA      | $105164.16     | 0.00%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UNITEDHEALTH GROUP INC                                  | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      245000 | PA      | $228904.40     | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UNITEDHEALTH GROUP INC                                  | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      935000 | PA      | $910978.19     | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UNITEDHEALTH GROUP INC                                  | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      127000 | PA      | $129043.92     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | 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        |     1031600 | NS      | $85540272.00   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard S&P 500 ETF                                    | Vanguard S&P 500 ETF                                    | CUSIP: 922908363<br>LEI: 549300D8V8ZP5GRJOC71 | Long             | EC               | RF                | US        |      565000 | NS      | $320936950.00  | 2.77%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC                              | VERIZON COMMUNICATIONS INC                              | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      855000 | PA      | $659255.40     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC                              | VERIZON COMMUNICATIONS INC                              | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      310000 | PA      | $312546.25     | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                     | VIRGINIA ELECTRIC AND POWER CO                          | CUSIP: 927804GL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296000 | PA      | $281502.25     | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                      | VODAFONE GROUP PLC                                      | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $230080.21     | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                             | WALMART INC                                             | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      125000 | PA      | $109421.31     | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | WELLS FARGO & COMPANY                                   | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      705000 | PA      | $642156.31     | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                          | WESTERN MIDSTREAM OPERATING LP                          | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      241000 | PA      | $201620.84     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | WILLIAMS COMPANIES INC                                  | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      330000 | PA      | $324045.54     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FIN LTD                                        | WOODSIDE FINANCE LTD                                    | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      253000 | PA      | $258395.59     | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                                         | XCEL ENERGY INC                                         | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      185000 | PA      | $126808.90     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Barclays                                                | BRITISH POUND                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | GB        |    92000000 | OU      | $2070828.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citi                                                    | US DOLLARS                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SE        |  -640000000 | OU      | $-1173367.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                          | SPX US 12/18/26 P4700                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |        1295 | NC      | $14898975.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                          | SPX US 12/18/26 P4800                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         640 | NC      | $8009600.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                          | SPX US 12/18/26 P5000                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |        1240 | NC      | $18420200.00   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                          | SPX US 09/19/25 C6150                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          91 | NC      | $2133040.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                          | SPX US 09/19/25 P6150                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         -91 | NC      | $-1201200.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-07-23

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer