NPORT-P false 0001413032 XXXXXXXX S000036677 C000112082 C000112083 Columbia Funds Variable Series Trust II 811-22127 0001413032 54930017CSZ4UCL7G406 225 Franklin St. Boston 02110 800-345-6611 Columbia Variable Portfolio - Emerging Markets Bond Fund S000036677 WX76Y338FLQB28CHCG53 2019-12-31 2019-12-31 N 320741464.510000000000 390466.500000000000 320350998.010000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 5295839.390000000000 BRL MXN EGP USD EUR DOP N EL SALVADOR REPUBLIC OF (GOVERNMENT) N/A 000000000 1450000.000000000000 PA USD 1548141.350000000000 0.4832640946 Long DBT NUSS SV N 2 2027-01-18 Fixed 6.375000000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) N/A 000000000 1150000.000000000000 PA USD 1238465.720000000000 0.3865964919 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.500000000000 N N N N N N PETROLEOS MEXICANOS N/A 000000000 4700000.000000000000 PA 217662.430000000000 0.0679449826 Long DBT NUSS MX N 2 2026-11-12 Fixed 7.470000000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 1200000.000000000000 PA USD 1246906.150000000000 0.3892312363 Long DBT CORP MX N 2 2025-05-05 Fixed 6.125000000000 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD N/A 82939GAB4 1500000.000000000000 PA USD 1619289.330000000000 0.5054734775 Long DBT NUSS VG N 2 2025-09-12 Fixed 4.125000000000 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD N/A 82939GAL2 1285000.000000000000 PA USD 1289636.560000000000 0.4025698587 Long DBT NUSS VG N 2 2029-11-12 Fixed 2.950000000000 N N N N N N SRI LANKA (DEMOCRATIC SOCIALIST N/A 85227SAT3 575000.000000000000 PA USD 539454.400000000000 0.1683947930 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.200000000000 N N N N N N SRI LANKA (DEMOCRATIC SOCIALIST N/A 85227SBB1 300000.000000000000 PA USD 296369.150000000000 0.0925138838 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.550000000000 N N N N N N STATE GRID OVERSEAS INVESTMENT (2016) LTD N/A 857006AG5 1300000.000000000000 PA USD 1363570.340000000000 0.4256488503 Long DBT NUSS VG N 2 2027-05-04 Fixed 3.500000000000 N N N N N N SYNGENTA FINANCE AG N/A 87164KAC8 5450000.000000000000 PA USD 5872292.160000000000 1.8330806511 Long DBT NUSS CH N 2 2028-04-24 Fixed 5.182000000000 N N N N N N TULLOW OIL PLC N/A 899415AE3 900000.000000000000 PA USD 758963.140000000000 0.2369161154 Long DBT CORP GB N 2 2025-03-01 Fixed 7.000000000000 N N N N N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 900123CG3 2210000.000000000000 PA USD 2173279.260000000000 0.6784056468 Long DBT NUSS TR N 2 2045-02-17 Fixed 6.625000000000 N N N N N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 900123CL2 1400000.000000000000 PA USD 1419004.800000000000 0.4429531385 Long DBT NUSS TR N 2 2027-03-25 Fixed 6.000000000000 N N N N N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 900123CP3 3300000.000000000000 PA USD 3158770.790000000000 0.9860343216 Long DBT NUSS TR N 2 2028-02-17 Fixed 5.125000000000 N N N N N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 900123CT5 2000000.000000000000 PA USD 2212778.020000000000 0.6907354851 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.625000000000 N N N N N N ABU DHABI (EMIRATE OF) 213800FER4348CINTA77 000000000 3300000.000000000000 PA USD 3458111.780000000000 1.0794758878 Long DBT NUSS AE N 2 2027-10-11 Fixed 3.125000000000 N N N N N N UKRAINE REPUBLIC OF (GOVERNMENT) 6354001WLTJXOMEXPY07 000000000 300000.000000000000 PA USD 320096.770000000000 0.0999206408 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.375000000000 N N N N N N GEO COAL INTERNATIONAL PTE LTD N/A 000000000 1874000.000000000000 PA USD 1153624.300000000000 0.3601125975 Long DBT CORP SG N 2 2022-10-04 Fixed 8.000000000000 N N N N N N METINVEST BV N/A 000000000 1400000.000000000000 PA USD 1501993.640000000000 0.4688587360 Long DBT CORP NL N 2 2026-04-23 Fixed 8.500000000000 N N N N N N NOTA DO TESOURO NACIONAL N/A 000000000 18000000.000000000000 PA 5403837.190000000000 1.6868488700 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.000000000000 N N N N N N TURKEY (REPUBLIC OF) 5493000PCHOG3B6S3Q85 900123CW8 1100000.000000000000 PA USD 1119471.060000000000 0.3494514039 Long DBT NUSS TR N 2 2024-11-14 Fixed 5.600000000000 N N N N N N UKRAINE REPUBLIC OF (GOVERNMENT) 6354001WLTJXOMEXPY07 903724BM3 1600000.000000000000 PA USD 1707182.750000000000 0.5329100769 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.375000000000 N N N N N N PAKISTAN (ISLAMIC REPUBLIC OF) N/A 000000000 700000.000000000000 PA USD 723799.990000000000 0.2259396707 Long DBT NUSS PK N 2 2036-03-31 Fixed 7.875000000000 N N N N N N EL SALVADOR REPUBLIC OF (GOVERNMENT) N/A 000000000 1350000.000000000000 PA USD 1610454.800000000000 0.5027157118 Long DBT NUSS SV N 2 2032-04-10 Fixed 8.250000000000 N N N N N N MONGOLIA (GOVERNMENT OF) N/A 000000000 2650000.000000000000 PA USD 2737118.110000000000 0.8544122313 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.625000000000 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2013 LTD 529900F9XKMFEV9DNO17 000000000 1300000.000000000000 PA USD 1391854.580000000000 0.4344779909 Long DBT NUSS VG N 2 2023-10-17 Fixed 4.375000000000 N N N N N N QATAR (STATE OF) N/A 000000000 200000.000000000000 PA USD 229199.600000000000 0.0715463980 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.500000000000 N N N N N N ANGOLA (REPUBLIC OF) 549300QHR2R3J8JSGK83 000000000 2100000.000000000000 PA USD 2302767.180000000000 0.7188262856 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.375000000000 N N N N N N EL SALVADOR REPUBLIC OF (GOVERNMENT) N/A 000000000 1100000.000000000000 PA USD 1160982.660000000000 0.3624095655 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.875000000000 N N N N N N BRAZIL MINAS SPE N/A 000000000 270000.000000000000 PA USD 289594.380000000000 0.0903990878 Long DBT NUSS KY N 2 2028-02-15 Fixed 5.333000000000 N N N N N N MEXICAN BONOS N/A 000000000 15000000.000000000000 PA 883895.670000000000 0.2759147546 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.500000000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 000000000 300000.000000000000 PA USD 302814.300000000000 0.0945257864 Long DBT NUSS EG N 2 2040-04-30 Fixed 6.875000000000 N N N N N N ANGOLA (REPUBLIC OF) 549300QHR2R3J8JSGK83 000000000 1200000.000000000000 PA USD 1295291.030000000000 0.4043349445 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.250000000000 N N N N N N PETROLEOS MEXICANOS N/A 000000000 600000.000000000000 PA 28506.620000000000 0.0088985582 Long DBT NUSS MX N 2 2024-09-12 Fixed 7.190000000000 N N N N N N ROMANIA (REPUBLIC OF) N/A 000000000 2200000.000000000000 PA 3047498.710000000000 0.9512998957 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.625000000000 N N N N N N GOLD FIELDS OROGEN HOLDINGS (BVI) LTD N/A 000000000 1350000.000000000000 PA USD 1495181.460000000000 0.4667322622 Long DBT CORP VG N 2 2029-05-15 Fixed 6.125000000000 N N N N N N SAUDI ARABIAN OIL CO N/A 000000000 4350000.000000000000 PA USD 4671010.600000000000 1.4580914775 Long DBT NUSS SA N 2 2039-04-16 Fixed 4.250000000000 N N N N N N SAUDI ARABIAN OIL CO N/A 000000000 6050000.000000000000 PA USD 6284326.540000000000 1.9617003159 Long DBT NUSS SA N 2 2029-04-16 Fixed 3.500000000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 2600000.000000000000 PA USD 3116735.540000000000 0.9729126987 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.100000000000 N N N N N N EGYPT GOVERNMENT BOND N/A 000000000 44000000.000000000000 PA 2939109.010000000000 0.9174652267 Long DBT NUSS EG N 2 2024-07-02 Fixed 15.900000000000 N N N N N N OCP SA N/A 000000000 2200000.000000000000 PA USD 2804703.200000000000 0.8755094310 Long DBT NUSS MA N 2 2044-04-25 Fixed 6.875000000000 N N N N N N PETROLEOS DE VENEZUELA SA N/A 000000000 12559928.000000000000 PA USD 973394.420000000000 0.3038524700 Long DBT NUSS VE N 2 2024-05-16 Variable 0.000000000000 Y Y N N N N ADANI TRANSMISSION LTD N/A 00652XAB4 855000.000000000000 PA USD 866055.870000000000 0.2703459254 Long DBT CORP IN N 2 2036-05-21 Fixed 4.250000000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAR3 500000.000000000000 PA USD 567860.080000000000 0.1772618420 Long DBT CORP KY N 2 2034-11-28 Fixed 4.500000000000 N N N N N N ANGOLA (REPUBLIC OF) 549300QHR2R3J8JSGK83 035198AD2 846000.000000000000 PA USD 901930.520000000000 0.2815444702 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.000000000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 038461AL3 1000000.000000000000 PA USD 1114749.510000000000 0.3479775362 Long DBT NUSS EG N 2 2027-01-31 Fixed 7.500000000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 03846JW22 400000.000000000000 PA USD 425718.070000000000 0.1328911327 Long DBT NUSS EG N 2 2025-06-11 Fixed 5.875000000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 03846JW55 1300000.000000000000 PA USD 1365592.110000000000 0.4262799612 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.903000000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 03846JW71 2400000.000000000000 PA USD 2627350.820000000000 0.8201475370 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.600300000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 03846JX21 1115000.000000000000 PA USD 1168101.020000000000 0.3646316157 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.052900000000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMEN N/A 040114HG8 1050000.000000000000 PA USD 504713.650000000000 0.1575502037 Long DBT NUSS AR N 2 2036-07-06 Fixed 7.125000000000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMEN N/A 040114HQ6 5090000.000000000000 PA USD 2398206.640000000000 0.7486184388 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.875000000000 N N N N N N ARGENTINA REPUBLIC OF GOVERNMEN N/A 040114HR4 2400000.000000000000 PA USD 1147070.160000000000 0.3580666728 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.875000000000 N N N N N N BANCO DE BOGOTA SA 549300LYHE7LWSKDZT53 059514AC3 535000.000000000000 PA USD 599919.900000000000 0.1872695586 Long DBT CORP CO N 2 2026-05-12 Fixed 6.250000000000 N N N N N N BANQUE OUEST AFRICAINE DE DEVELOPPEMENT N/A 06675QAB9 1500000.000000000000 PA USD 1587914.030000000000 0.4956794391 Long DBT CORP TG N 2 2027-07-27 Fixed 5.000000000000 N N N N N N BELARUS (REPUBLIC OF) N/A 07737JAB9 700000.000000000000 PA USD 747569.000000000000 0.2333593479 Long DBT NUSS BY N 2 2023-02-28 Fixed 6.875000000000 N N N N N N BELARUS (REPUBLIC OF) N/A 07737JAC7 750000.000000000000 PA USD 797369.410000000000 0.2489049246 Long DBT NUSS BY N 2 2030-02-28 Fixed 6.200000000000 N N N N N N BRASKEM NETHERLANDS FINANCE BV N/A 10554TAE5 790000.000000000000 PA USD 787213.630000000000 0.2457347206 Long DBT CORP NL N 2 2050-01-31 Fixed 5.875000000000 N N N N N N BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) 254900ZFY40OYEADAP90 105756BR0 1800000.000000000000 PA USD 2017019.720000000000 0.6296280432 Long DBT NUSS BR N 2 2041-01-07 Fixed 5.625000000000 N N N N N N BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) 254900ZFY40OYEADAP90 105756BW9 8280000.000000000000 PA USD 8617313.460000000000 2.6899599232 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.000000000000 N N N N N N BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) 254900ZFY40OYEADAP90 105756CA6 1000000.000000000000 PA USD 1061083.760000000000 0.3312253642 Long DBT NUSS BR N 2 2029-05-30 Fixed 4.500000000000 N N N N N N CNOOC FINANCE (2013) LTD 5493006KAH3PSSMCES09 12625GAF1 2190000.000000000000 PA USD 2189397.600000000000 0.6834371092 Long DBT NUSS VG N 2 2029-09-30 Fixed 2.875000000000 N N N N N N Saudi Arabia N/A 000000000 3405000.000000000000 PA USD 3837243.060000000000 1.1978245998 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.625000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QCW0 5601000.000000000000 PA USD 6124186.390000000000 1.9117113504 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.690000000000 N N N N N N QATAR (STATE OF) N/A 74727PBB6 4840000.000000000000 PA USD 5997525.980000000000 1.8721733403 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817000000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 78307ADE0 800000.000000000000 PA USD 1047663.110000000000 0.3270360063 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625000000000 N N N N N N SENEGAL (REPUBLIC OF) N/A 81720TAC9 720000.000000000000 PA USD 757237.260000000000 0.2363773688 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.250000000000 N N N N N N PRESS METAL (LABUAN) LTD N/A 000000000 733000.000000000000 PA USD 722348.620000000000 0.2254866145 Long DBT CORP MY N 2 2022-10-30 Fixed 4.800000000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 000000000 300000.000000000000 PA USD 315136.640000000000 0.0983722985 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.903000000000 N N N N N N TULLOW OIL PLC N/A 000000000 300000.000000000000 PA USD 252987.710000000000 0.0789720374 Long DBT CORP GB N 2 2025-03-01 Fixed 7.000000000000 N N N N N N EGYPT (ARAB REPUBLIC OF) N/A 000000000 1000000.000000000000 PA 1179187.080000000000 0.3680922136 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.750000000000 N N N N N N Saudi Arabia N/A 000000000 945000.000000000000 PA USD 1130640.650000000000 0.3529380764 Long DBT NUSS SA N 2 2049-04-17 Fixed 5.000000000000 N N N N N N SRI LANKA (DEMOCRATIC SOCIALIST N/A 000000000 1462000.000000000000 PA USD 1397925.640000000000 0.4363731184 Long DBT NUSS LK N 2 2028-04-18 Fixed 6.750000000000 N N N N N N QATAR (STATE OF) N/A 000000000 2000000.000000000000 PA USD 2570923.160000000000 0.8025332139 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103000000000 N N N N N N SYNGENTA FINANCE NV N/A 000000000 250000.000000000000 PA USD 269371.200000000000 0.0840862684 Long DBT NUSS NL N 2 2028-04-24 Fixed 5.182000000000 N N N N N N INDONESIA ASAHAN ALUMINIUM PERSERO PT N/A 000000000 1000000.000000000000 PA USD 1228388.210000000000 0.3834507205 Long DBT NUSS ID N 2 2028-11-15 Fixed 6.530000000000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 000000000 600000.000000000000 PA USD 636828.280000000000 0.1987907901 Long DBT CORP VG N 2 2024-02-11 Fixed 7.250000000000 N N N N N N ARGENT LETRAS DEL TESORO N/A 000000000 3034500.000000000000 PA USD 971040.000000000000 0.3031175199 Long DBT NUSS AR N 2 2020-03-25 Fixed 0.000000000000 N N N N N N QATAR (STATE OF) N/A 000000000 1750000.000000000000 PA USD 2168526.960000000000 0.6769221802 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817000000000 N N N N N N QATAR (STATE OF) N/A 000000000 7200000.000000000000 PA USD 8035050.310000000000 2.5082020533 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.000000000000 N N N N N N SRI LANKA (DEMOCRATIC SOCIALIST N/A 000000000 1550000.000000000000 PA USD 1544476.060000000000 0.4821199464 Long DBT NUSS LK N 2 2024-06-28 Fixed 6.350000000000 N N N N N N COTE D IVOIRE (REPUBLIC OF) N/A 000000000 3745000.000000000000 PA 4371007.490000000000 1.3644432254 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.875000000000 N N N N N N KONDOR FINANCE PLC N/A 000000000 3795000.000000000000 PA USD 3868881.100000000000 1.2077006546 Long DBT NUSS GB N 2 2026-11-08 Fixed 7.625000000000 N N N N N N PARAGUAY REPUBLIC OF (GOVERNMENT) N/A 000000000 1190000.000000000000 PA USD 1315862.140000000000 0.4107563729 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.000000000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 4600000.000000000000 PA USD 5122227.140000000000 1.5989421515 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.375000000000 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPME N/A 000000000 5050000.000000000000 PA USD 5184068.060000000000 1.6182462649 Long DBT NUSS VG N 2 2027-09-13 Fixed 3.250000000000 N N N N N N COLUMBIA FUNDS/USA N/A 19766H239 29025424.154000000000 NS USD 29022521.610000000000 9.0596008098 Long STIV CORP US N 1 N N N CORPORACION NACIONAL DEL COBRE DE CHILE N/A 21987BAZ1 1715000.000000000000 PA USD 1693218.280000000000 0.5285509615 Long DBT NUSS CL N 2 2029-09-30 Fixed 3.000000000000 N N N N N N CORPORACION NACIONAL DEL COBRE DE CHILE N/A 21987BBA5 3250000.000000000000 PA USD 3119054.930000000000 0.9736367139 Long DBT NUSS CL N 2 2050-01-30 Fixed 3.700000000000 N N N N N N COTE D IVOIRE (REPUBLIC OF) N/A 221625AL0 300000.000000000000 PA USD 315388.170000000000 0.0984508155 Long DBT NUSS CI N 2 2024-07-23 Fixed 5.375000000000 N N N N N N COTE D IVOIRE (REPUBLIC OF) N/A 221625AM8 499000.000000000000 PA USD 527209.020000000000 0.1645723045 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.375000000000 N N N N N N CROATIA (REPUBLIC OF) N/A 226775AG9 861000.000000000000 PA USD 986772.710000000000 0.3080286049 Long DBT NUSS HR N 2 2024-01-26 Fixed 6.000000000000 N N N N N N DOMINICAN REPUBLIC INTERNATIONAL N/A 25714PCC0 16308000.000000000000 PA 319927.680000000000 0.0998678581 Long DBT NUSS DO N 2 2021-01-08 Fixed 14.000000000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) N/A 25714PCF3 1086000.000000000000 PA USD 1311141.890000000000 0.4092829110 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.450000000000 N N N N N N MDGH GMTN BV N/A 55276VAJ1 2200000.000000000000 PA USD 2219984.510000000000 0.6929850457 Long DBT NUSS NL N 2 2029-11-07 Fixed 2.875000000000 N N N N N N MDGH GMTN BV N/A 55276VAK8 890000.000000000000 PA USD 926083.660000000000 0.2890840565 Long DBT NUSS NL N 2 2049-11-07 Fixed 3.700000000000 N N N N N N MILLICOM INTL CELLULAR S.A. 549300CTHC1CP86P2G96 600814AQ0 900000.000000000000 PA USD 992940.700000000000 0.3099539899 Long DBT CORP LU N 2 2029-03-25 Fixed 6.250000000000 N N N N N N MONG DUONG FINANCE HOLDINGS BV N/A 60935DAA3 430000.000000000000 PA USD 440910.480000000000 0.1376335590 Long DBT CORP NL N 2 2029-05-07 Fixed 5.125000000000 N N N N N N NIGERIA (FEDERAL REPUBLIC OF) N/A 65412JAK9 1650000.000000000000 PA USD 1823240.780000000000 0.5691384735 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.747000000000 N N N N N N OMAN GOVERNMENT INTERNATIONAL BO N/A 682051AJ6 2550000.000000000000 PA USD 2562677.480000000000 0.7999592622 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.750000000000 N N N N N N ADARO INDONESIA PT N/A 69368KAB2 1250000.000000000000 PA USD 1234369.990000000000 0.3853179786 Long DBT CORP ID N 2 2024-10-31 Fixed 4.250000000000 N N N N N N PERTAMINA PERSERO PT N/A 69370RAA5 1000000.000000000000 PA USD 1288777.270000000000 0.4023016248 Long DBT NUSS ID N 2 2044-05-30 Fixed 6.450000000000 N N N N N N PARAGUAY REPUBLIC OF (GOVERNMENT) N/A 699149AB6 1707000.000000000000 PA USD 2090881.750000000000 0.6526846375 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.100000000000 N N N N N N PERUSAHAAN LISTRIK NEGARA (PERSERO) PT N/A 71568PAL3 2315000.000000000000 PA USD 2317832.310000000000 0.7235289805 Long DBT NUSS ID N 2 2030-02-05 Fixed 3.375000000000 N N N N N N PERUSAHAAN LISTRIK NEGARA (PERSERO) PT N/A 71568PAM1 750000.000000000000 PA USD 760909.970000000000 0.2375238331 Long DBT NUSS ID N 2 2050-02-05 Fixed 4.375000000000 N N N N N N PERUSAHAAN LISTRIK NEGARA (PERSERO) PT N/A 71568QAJ6 1400000.000000000000 PA USD 1462560.440000000000 0.4565493628 Long DBT NUSS ID N 2 2029-07-17 Fixed 3.875000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QBR2 1600000.000000000000 PA USD 1550063.090000000000 0.4838639803 Long DBT NUSS MX N 2 2045-01-23 Fixed 6.375000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QCB6 2100000.000000000000 PA USD 2310635.610000000000 0.7212824759 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.875000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QCC4 1500000.000000000000 PA USD 1511482.310000000000 0.4718206965 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.750000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QCG5 2800000.000000000000 PA USD 2966056.300000000000 0.9258770281 Long DBT NUSS MX N 2 2027-03-13 Fixed 6.500000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QCK6 1085000.000000000000 PA USD 1079505.100000000000 0.3369757256 Long DBT NUSS MX N 2 2028-02-12 Fixed 5.350000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QCP5 2050000.000000000000 PA USD 2156600.000000000000 0.6731990889 Long DBT NUSS MX N 2 2029-01-23 Fixed 6.500000000000 N N N N N N PETROLEOS MEXICANOS N/A 71654QCT7 7200000.000000000000 PA USD 7702874.710000000000 2.4045109139 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.840000000000 N N N N N N LENOVO PERPETUAL SECURITIES LTD N/A 000000000 2403000.000000000000 PA USD 2409280.140000000000 0.7520751160 Long DBT CORP KY N 2 2049-12-31 Variable 5.375000000000 N N N N N N BAHRAIN (KINGDOM OF) N/A 000000000 482000.000000000000 PA USD 569944.330000000000 0.1779124565 Long DBT NUSS BH N 2 2028-10-12 Fixed 7.000000000000 N N N N N N SAKA ENERGI INDONESIA PT N/A 000000000 2800000.000000000000 PA USD 2835326.480000000000 0.8850687208 Long DBT NUSS ID N 2 2024-05-05 Fixed 4.450000000000 N N N N N N OMAN SULTANATE OF (GOVERNMENT) N/A 000000000 2350000.000000000000 PA USD 2327232.240000000000 0.7264632402 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.500000000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) N/A 25714PCW6 271000.000000000000 PA USD 309681.550000000000 0.0966694507 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.850000000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) N/A 25714PDJ4 500000.000000000000 PA USD 571407.090000000000 0.1783690682 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.875000000000 N N N N N N DOMINICAN REPUBLIC (GOVERNMENT) N/A 25714PDT2 4035000.000000000000 PA USD 4456470.200000000000 1.3911210602 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.950000000000 N N N N N N DOMINICAN REPUBLIC INTERNATIONAL N/A 25714PDX3 18000000.000000000000 PA 337505.890000000000 0.1053550300 Long DBT NUSS DO N 2 2023-02-15 Fixed 8.900000000000 N N N N N N DOMINICAN REPUBLIC INTERNATIONAL N/A 25714PEA2 132550000.000000000000 PA 2533728.800000000000 0.7909227116 Long DBT NUSS DO N 2 2026-06-05 Fixed 9.750000000000 N N N N N N DOMINICAN REPUBLIC INTERNATIONAL N/A 25714WAE3 93200000.000000000000 PA 1778992.920000000000 0.5553261676 Long DBT NUSS DO N 2 2022-03-04 Fixed 10.375000000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AK5 326000.000000000000 PA USD 343404.410000000000 0.1071962979 Long DBT NUSS CO N 2 2025-01-16 Fixed 4.125000000000 N N N N N N EL SALVADOR REPUBLIC OF (GOVERNMENT) N/A 283875BZ4 830000.000000000000 PA USD 886735.560000000000 0.2768012479 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.124600000000 N N N N N N ENERGUATE TRUST N/A 29277RAA3 650000.000000000000 PA USD 671600.840000000000 0.2096453091 Long DBT CORP KY N 2 2027-05-03 Fixed 5.875000000000 N N N N N N GAZPROM NEFT OAO VIA GPN CAPITAL 54930038HWNV6ZAAFY05 36192NAA9 416000.000000000000 PA USD 433352.450000000000 0.1352742625 Long DBT NUSS LU N 2 2022-09-19 Fixed 4.375000000000 N N N N N N GAZ CAPITAL SA 213800568PRHV2JR9650 368266AH5 946000.000000000000 PA USD 1325131.310000000000 0.4136498148 Long DBT NUSS LU N 2 2037-08-16 Fixed 7.288000000000 N N N N N N GRAN TIERRA ENERGY INTERNATIONAL HOLDINGS LTD N/A 38502HAA3 390000.000000000000 PA USD 349142.120000000000 0.1089873677 Long DBT CORP KY N 2 2025-02-15 Fixed 6.250000000000 N N N N N N HONDURAS REPUBLIC OF N/A 438180AH4 1443000.000000000000 PA USD 1576606.040000000000 0.4921495640 Long DBT NUSS HN N 2 2027-01-19 Fixed 6.250000000000 N N N N N N HRVATSKA ELEKTROPRIVREDA DD 54930046RT4B6IZJAL08 443293AB1 600000.000000000000 PA USD 657169.250000000000 0.2051403785 Long DBT NUSS HR N 2 2022-10-23 Fixed 5.875000000000 N N N N N N HUNGARY (REPUBLIC OF) N/A 445545AJ5 284000.000000000000 PA USD 320348.210000000000 0.0999991297 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.750000000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 000000000 2650000.000000000000 PA USD 2896669.500000000000 0.9042174109 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.350000000000 N N N N N N UKRAINE RAILWAYS VIA SHORTLINE PLC N/A 000000000 400000.000000000000 PA USD 417712.100000000000 0.1303920083 Long DBT NUSS GB N 2 2021-09-15 Fixed 9.875000000000 N N N N N N KAZAKHSTAN (REPUBLIC OF) N/A 000000000 300000.000000000000 PA USD 442846.560000000000 0.1382379211 Long DBT NUSS KZ N 2 2045-07-21 Fixed 6.500000000000 N N N N N N UKRAINE REPUBLIC OF (GOVERNMENT) 6354001WLTJXOMEXPY07 000000000 1300000.000000000000 PA USD 1412890.470000000000 0.4410445039 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.750000000000 N N N N N N UKRAINE REPUBLIC OF (GOVERNMENT) 6354001WLTJXOMEXPY07 000000000 1575000.000000000000 PA USD 1721898.010000000000 0.5375035573 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.750000000000 N N N N N N DOMINICAN REPUBLIC INTERNATIONAL N/A 000000000 112000000.000000000000 PA 2237047.600000000000 0.6983114190 Long DBT NUSS DO N 2 2027-02-05 Fixed 11.250000000000 N N N N N N STUDIO CITY CO LTD N/A 000000000 313000.000000000000 PA USD 319721.820000000000 0.0998035973 Long DBT CORP VG N 2 2021-11-30 Fixed 7.250000000000 N N N N N N GOLDEN LEGACY PTE LTD N/A 000000000 200000.000000000000 PA USD 205912.490000000000 0.0642771495 Long DBT CORP SG N 2 2024-03-27 Fixed 6.875000000000 N N N N N N HRVATSKA ELEKTROPRIVREDA DD 54930046RT4B6IZJAL08 000000000 710000.000000000000 PA USD 777650.280000000000 0.2427494482 Long DBT NUSS HR N 2 2022-10-23 Fixed 5.875000000000 N N N N N N KAZMUNAYGAS NATIONAL CO JSC N/A 000000000 2700000.000000000000 PA USD 2966729.950000000000 0.9260873131 Long DBT NUSS KZ N 2 2027-04-19 Fixed 4.750000000000 N N N N N N Goldman Sachs FOR8UP27PHTHYVLBNG30 000000000 -89000000.000000000000 OU Notional Amount N/A -127793.020000000000 -0.0398915629 N/A DFE CORP MX N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 89000000.000000000000000 MXN 4574130.469999999739230 USD 2020-01-10 -127793.020000000000 N N N VENEZUELA REPUBLIC OF (GOVERNMENT) N/A P97475AP5 4300000.000000000000 PA USD 494500.000000000000 0.1543619352 Long DBT NUSS VE N 2 2024-10-13 Variable 0.000000000000 Y Y N N N N Standard Chartered N/A 000000000 -21500000.000000000000 OU Notional Amount N/A -5948.370000000000 -0.0018568289 N/A DFE CORP BR N 2 Standard Chartered N/A 21500000.000000000000000 BRL 5337636.540000000037253 USD 2020-01-10 -5948.370000000000 N N N UBS T6FIZBDPKLYJKFCRVK44 000000000 -7682000.000000000000 OU Notional Amount N/A -80698.870000000000 -0.0251907659 N/A DFE CORP XX N 2 UBS T6FIZBDPKLYJKFCRVK44 7682000.000000000000000 EUR 8540070.980000000447035 USD 2020-01-10 -80698.870000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 -52.000000000000 NC USD 87633.000000000000 0.0273553073 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Short US ULTRA 10YR NOTE MAR 20 US ULTRA 10YR NOTE MAR 20 2020-03-20 -7404195.500000000000 USD 87633.000000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 47.000000000000 NC USD -257481.370000000000 -0.0803747676 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Long US ULTRA T-BOND MAR 20 US ULTRA T-BOND MAR 20 2020-03-20 8795325.120000000000 USD -257481.370000000000 N N N INDIKA ENERGY CAPITAL III PTE LTD N/A Y39694AA5 1500000.000000000000 PA USD 1450953.080000000000 0.4529260371 Long DBT CORP SG N 2 2024-11-09 Fixed 5.875000000000 N N N N N N ESKOM HOLDINGS SOC LTD N/A 000000000 6460000.000000000000 PA USD 6475203.930000000000 2.0212841446 Long DBT NUSS ZA N 2 2021-01-26 Fixed 5.750000000000 N N N N N N MEXICAN BONOS N/A 000000000 55615900.000000000000 PA 2927008.590000000000 0.9136879885 Long DBT NUSS MX N 2 2022-06-09 Fixed 6.500000000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 000000000 10860000.000000000000 PA 557161.450000000000 0.1739221833 Long DBT CORP MX N 2 2022-12-05 Fixed 6.450000000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 000000000 5950000.000000000000 PA USD 7115310.830000000000 2.2210983809 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.125000000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 455780CF1 2850000.000000000000 PA USD 3094022.960000000000 0.9658227941 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.100000000000 N N N N N N INDONESIA (REPUBLIC OF) 529900FWX0GRR7WG5W79 455780CN4 975000.000000000000 PA USD 1005435.030000000000 0.3138541900 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.700000000000 N N N N N N KAZMUNAYGAS NATIONAL CO JSC N/A 48667QAQ8 2200000.000000000000 PA USD 2551210.180000000000 0.7963796573 Long DBT NUSS KZ N 2 2030-04-24 Fixed 5.375000000000 N N N N N N LIQUID TELECOMMUNICATIONS FINANC N/A 536333AA5 2600000.000000000000 PA USD 2643191.410000000000 0.8250922976 Long DBT CORP GB N 2 2022-07-13 Fixed 8.500000000000 N N N N N N 2020-01-24 Columbia Funds Variable Series Trust II Martha Skinner Martha Skinner Assistant Treasurer