NPORT-P false 0001413032 XXXXXXXX S000028701 C000087820 C000087821 Columbia Funds Variable Series Trust II 811-22127 0001413032 54930017CSZ4UCL7G406 225 Franklin St. Boston 02110 800-345-6611 CTIVP - Wells Fargo Short Duration Government Fund S000028701 54930044IYJRQNYH6M69 2020-12-31 2020-06-30 N 1681596105.530000000000 116589746.090000000000 1565006359.440000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 116307382.730000000000 0.000000000000 0.000000000000 0.000000000000 USD N VERUS SECURITIZATION TRUST VERUS_19-4 N/A 92537KAA2 5996960.950000000000 PA USD 6048942.010000000000 0.3865122958 Long ABS-CBDO CORP US N 2 2059-11-25 Variable 2.642000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_19-INV3 N/A 92537MAA8 7068174.690000000000 PA USD 7160921.860000000000 0.4575650327 Long ABS-CBDO CORP US N 2 2059-11-25 Variable 2.692000000000 N N N N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 -883.000000000000 NC USD -332375.320000000000 -0.0212379533 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Short US 5YR NOTE SEP 20 US 5YR NOTE SEP 20 2020-09-30 -110697976.680000000000 USD -332375.320000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 2442.000000000000 NC USD 148092.650000000000 0.0094627507 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Long US 2YR NOTE SEP 20 US 2YR NOTE SEP 20 2020-09-30 539114191.040000000000 USD 148092.650000000000 N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 -242.000000000000 NC USD -227359.000000000000 -0.0145276726 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Short US ULTRA 10YR NOTE SEP 20 US ULTRA 10YR NOTE SEP 20 2020-09-21 -37883859.750000000000 USD -227359.000000000000 N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 01F020489 19100000.000000000000 PA USD 19728211.030000000000 1.2605834418 Long ABS-MBS USGA US N 2 2028-08-14 Fixed 2.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 01F020497 22500000.000000000000 PA USD 23201367.300000000000 1.4825094582 Long ABS-MBS USGA US N 2 2028-09-17 Fixed 2.000000000000 N N N N N N UMBS N/A 01F022477 7200000.000000000000 PA USD 7538062.540000000000 0.4816633808 Long ABS-MBS USGA US N 2 2035-07-16 Fixed 2.500000000000 N N N N N N ANGEL OAK MORTGAGE TRUST AOMT_19-2 N/A 03463WAA1 4407703.690000000000 PA USD 4502391.740000000000 0.2876915939 Long ABS-CBDO CORP US N 2 2049-03-25 Variable 3.628000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_19-1A N/A 05377RDG6 16988000.000000000000 PA USD 17032649.560000000000 1.0883437922 Long ABS-MBS CORP US N 2 2023-03-20 Fixed 3.450000000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-1 N/A 12061AAA6 5191103.600000000000 PA USD 5339562.410000000000 0.3411847101 Long ABS-CBDO CORP US N 2 2048-10-26 Variable 3.613000000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2 N/A 12061RAA9 6219876.820000000000 PA USD 6369704.320000000000 0.4070082068 Long ABS-CBDO CORP US N 2 2049-07-25 Variable 2.880000000000 N N N N N N CREDIT SUISSE MORTGAGE TRUST CSMC_20-AFC1 N/A 12597MAA3 9464960.230000000000 PA USD 9610157.450000000000 0.6140650734 Long ABS-CBDO CORP US N 2 2050-02-25 Variable 2.240000000000 N N N N N N CGCMT_14-GC25 N/A 17322YAE0 1330055.720000000000 PA USD 1377020.120000000000 0.0879881485 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.371000000000 N N N N N N COLT FUNDING LLC COLT_19-1 N/A 19687XAA5 1686337.270000000000 PA USD 1734190.630000000000 0.1108104526 Long ABS-CBDO CORP US N 2 2049-03-25 Variable 3.705000000000 N N N N N N COLT FUNDING LLC COLT_18-4 N/A 19688AAA4 7156076.360000000000 PA USD 7270414.720000000000 0.4645613531 Long ABS-CBDO CORP US N 2 2048-12-28 Variable 4.006000000000 N N N N N N COLUMBIA SHORT TERM CASH FUND N/A 19766H239 56720855.767000000000 NS USD 56720855.770000000000 3.6243211044 Long STIV CORP US N 1 N N N DBUBS MORTGAGE TRUST DBUBS_11-LC N/A 23305XAA9 58550.130000000000 PA USD 58979.170000000000 0.0037686217 Long ABS-MBS CORP US N 2 2044-07-10 Fixed 3.527000000000 N N N N N N FREDDIE MAC GOLD N/A 3128E5R27 2128761.970000000000 PA USD 2319824.790000000000 0.1482310136 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31300MSG9 1935035.380000000000 PA USD 2032251.520000000000 0.1298557995 Long ABS-MBS USGA US N 2 2042-05-01 Variable 3.406000000000 N N N N N N FREDDIE MAC GOLD N/A 31307NTZ7 35506462.010000000000 PA USD 37690804.640000000000 2.4083483375 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31326FL48 4751855.280000000000 PA USD 4899359.570000000000 0.3130568474 Long ABS-MBS USGA US N 2 2043-03-01 Variable 2.342000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A8GW3 4856976.290000000000 PA USD 5235688.910000000000 0.3345474527 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEB39 56639447.380000000000 PA USD 61972708.930000000000 3.9599014123 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVKN4 20274159.410000000000 PA USD 22171457.620000000000 1.4167008004 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD N/A 3132LMJA5 674050.170000000000 PA USD 740700.720000000000 0.0473289272 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD N/A 3132LMRG3 663308.260000000000 PA USD 728747.980000000000 0.0465651769 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD N/A 3132Y3Y32 17134755.160000000000 PA USD 19190185.900000000000 1.2262049789 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.500000000000 N N N N N N FHLMC STRUCTURED PASS THROUGH SE N/A 3133TDPX8 654080.470000000000 PA USD 722737.790000000000 0.0461811408 Long ABS-CBDO USGA US N 2 2028-01-25 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31347AVR2 18223605.900000000000 PA USD 18987613.260000000000 1.2132610929 Long ABS-MBS USGA US N 2 2047-07-01 Variable 2.874000000000 N N N N N N FANNIE MAE FNMA_13-71 N/A 3136AE4K0 4886102.750000000000 PA USD 4913704.830000000000 0.3139734737 Long ABS-CBDO USGA US N 2 2038-03-25 Fixed 2.000000000000 N N N N N N FANNIE MAE FNMA_13-90 N/A 3136AF6D1 2281349.320000000000 PA USD 2312593.310000000000 0.1477689401 Long ABS-CBDO USGA US N 2 2038-11-25 Fixed 4.000000000000 N N N N N N FANNIE MAE FNMA_13-103 N/A 3136AGNB4 2591997.270000000000 PA USD 2644363.390000000000 0.1689682201 Long ABS-CBDO USGA US N 2 2038-03-25 Fixed 4.500000000000 N N N N N N FNMA_15-57 N/A 3136APA69 3723589.060000000000 PA USD 4006385.970000000000 0.2559980633 Long ABS-CBDO USGA US N 2 2045-08-25 Fixed 3.000000000000 N N N N N N FANNIE MAE FNMA_19-33 N/A 3136B44U9 15703132.730000000000 PA USD 16437538.410000000000 1.0503176751 Long ABS-CBDO USGA US N 2 2055-07-25 Fixed 3.500000000000 N N N N N N FREDDIE MAC FHLMC_4239 N/A 3137B46P6 2161970.340000000000 PA USD 2198687.950000000000 0.1404906719 Long ABS-CBDO USGA US N 2 2039-12-15 Fixed 4.000000000000 N N N N N N FREDDIE_MAC FHLMC_4332 N/A 3137BA5K4 2802578.410000000000 PA USD 2850362.650000000000 0.1821310586 Long ABS-CBDO USGA US N 2 2039-05-15 Fixed 4.000000000000 N N N N N N FREDDIE MAC FHLMC_4425 N/A 3137BG4R7 3207908.990000000000 PA USD 3264002.170000000000 0.2085615915 Long ABS-CBDO USGA US N 2 2039-07-15 Fixed 4.000000000000 N N N N N N FREDDIE MAC FHLMC_4426A N/A 3137BGBR9 17761332.310000000000 PA USD 18343428.010000000000 1.1720992633 Long ABS-CBDO USGA US N 2 2037-07-15 Fixed 1.750000000000 N N N N N N FREDDIE MAC FHLMC_18-4788 N/A 3137F53H0 15962356.950000000000 PA USD 16099357.070000000000 1.0287087316 Long ABS-CBDO USGA US N 2 2042-07-15 Fixed 4.500000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMS_KI02 N/A 3137FGZN8 205262.240000000000 PA USD 204984.230000000000 0.0130979806 Long ABS-MBS USGA US N 2 2023-02-25 Variable 0.382500000000 N N N N N N FREDDIE MAC FHLMC_4891 N/A 3137FM2D3 13509313.960000000000 PA USD 14137314.680000000000 0.9033391203 Long ABS-CBDO USGA US N 2 2048-07-15 Fixed 3.500000000000 N N N N N N FREDDIE MAC FHLMC_3738 N/A 3137GAWY9 2475200.710000000000 PA USD 2516153.650000000000 0.1607759377 Long ABS-CBDO USGA US N 2 2038-12-15 Fixed 4.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138APE53 1528481.890000000000 PA USD 1753267.620000000000 0.1120294246 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 5.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EQ4W9 14480760.530000000000 PA USD 14964103.700000000000 0.9561688750 Long ABS-MBS USGA US N 2 2046-02-01 Variable 2.678000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERE63 13746718.340000000000 PA USD 14261903.000000000000 0.9113000030 Long ABS-MBS USGA US N 2 2046-10-01 Variable 2.534000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERET3 24270096.060000000000 PA USD 25101555.090000000000 1.6039267150 Long ABS-MBS USGA US N 2 2046-07-01 Variable 2.876000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EREY2 9158036.170000000000 PA USD 9506424.440000000000 0.6074367930 Long ABS-MBS USGA US N 2 2046-01-01 Variable 2.662000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ESA81 15323040.290000000000 PA USD 16490674.350000000000 1.0537129291 Long ABS-MBS USGA US N 2 2034-02-01 Fixed 4.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138MFRM1 8732901.530000000000 PA USD 9034336.660000000000 0.5772715622 Long ABS-MBS USGA US N 2 2042-11-01 Variable 2.430000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138Y5D45 858351.620000000000 PA USD 931571.480000000000 0.0595250923 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 4.000000000000 N N N N N N FANNIE MAE FNMA_09-20 N/A 31397NQA6 1880687.220000000000 PA USD 2132526.470000000000 0.1362631185 Long ABS-CBDO USGA US N 2 2039-04-25 Fixed 4.500000000000 N N N N N N FANNIE MAE FNMA_11-14 N/A 31397SCE2 10611274.460000000000 PA USD 10999921.940000000000 0.7028675554 Long ABS-CBDO USGA US N 2 2040-04-25 Fixed 4.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9HW6 12427449.560000000000 PA USD 13774790.270000000000 0.8801747154 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.500000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9XH1 16349128.820000000000 PA USD 18304368.060000000000 1.1696034300 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC FHLMC_3653 N/A 31398VWD4 1223918.850000000000 PA USD 1310381.130000000000 0.0837300834 Long ABS-CBDO USGA US N 2 2040-04-15 Fixed 4.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EXEC3 8360594.090000000000 PA USD 8658197.960000000000 0.5532372382 Long ABS-MBS USGA US N 2 2046-04-01 Variable 2.866000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QBNA2 23020723.500000000000 PA USD 26107283.630000000000 1.6681902583 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 5.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QCCQ7 6428997.790000000000 PA USD 7230217.430000000000 0.4619928466 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 4.500000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EYDL2 8175970.910000000000 PA USD 8447673.710000000000 0.5397852641 Long ABS-MBS USGA US N 2 2046-02-01 Variable 2.644000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HLJH0 5973125.760000000000 PA USD 6510287.650000000000 0.4159911307 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.500000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QCEB8 14004201.780000000000 PA USD 15813993.200000000000 1.0104746926 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 5.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QD3V4 5538776.000000000000 PA USD 6054414.560000000000 0.3868619781 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 3.500000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HLKS4 9326734.210000000000 PA USD 10424723.620000000000 0.6661138185 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 5.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JACB2 28429363.730000000000 PA USD 31703096.790000000000 2.0257487517 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 5.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JAWQ7 4203324.440000000000 PA USD 4361140.320000000000 0.2786659807 Long ABS-MBS USGA US N 2 2045-06-01 Variable 2.755000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JAYC6 7736183.260000000000 PA USD 7995991.910000000000 0.5109239245 Long ABS-MBS USGA US N 2 2045-09-01 Variable 2.474000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QDCF9 17162339.960000000000 PA USD 18453252.900000000000 1.1791167997 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 3.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4E69 22137777.430000000000 PA USD 25046995.740000000000 1.6004405087 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 5.500000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JLL51 22196329.850000000000 PA USD 25111721.440000000000 1.6045763194 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 5.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JMG48 895192.250000000000 PA USD 1000814.780000000000 0.0639495663 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 5.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JMG55 1804482.360000000000 PA USD 2016938.020000000000 0.1288773051 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 5.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JMGK2 12976377.720000000000 PA USD 14165733.720000000000 0.9051550260 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.500000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5SF1 6464404.470000000000 PA USD 7440669.050000000000 0.4754401799 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 5.000000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_18-2 N/A 34528HAA2 13020000.000000000000 PA USD 13756730.190000000000 0.8790207214 Long ABS-MBS CORP US N 2 2030-01-15 Fixed 3.470000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JMGQ9 6280056.560000000000 PA USD 6976892.260000000000 0.4458060006 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 5.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K52J5 8976290.740000000000 PA USD 9379469.370000000000 0.5993246809 Long ABS-MBS USGA US N 2 2049-03-01 Variable 3.963000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FOR N/A 34531FAA1 20855000.000000000000 PA USD 21433294.550000000000 1.3695340227 Long ABS-MBS CORP US N 2 2028-08-15 Fixed 2.620000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_20-B N/A 34533GAE9 4677000.000000000000 PA USD 4682659.170000000000 0.2992102327 Long ABS-MBS CORP US N 2 2025-11-15 Fixed 0.790000000000 N N N N N N GCAT_19-NQM1 N/A 36166PAA6 5345915.520000000000 PA USD 5569284.440000000000 0.3558633744 Long ABS-CBDO CORP US N 2 2059-02-25 Fixed 2.985000000000 N N N N N N GINNIE MAE II N/A 36179QPH8 5006117.500000000000 PA USD 5454865.720000000000 0.3485523038 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II N/A 36179QWF4 6017588.940000000000 PA USD 6552104.110000000000 0.4186630981 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II N/A 36179QYT2 4017493.200000000000 PA USD 4374600.460000000000 0.2795260501 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II N/A 36179TUD5 5964177.610000000000 PA USD 6534546.230000000000 0.4175411934 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II N/A 36179TV69 19029960.830000000000 PA USD 20269287.980000000000 1.2951569083 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II N/A 36179TZ65 21862240.150000000000 PA USD 23578022.210000000000 1.5065767668 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II N/A 36179UCD2 22602675.350000000000 PA USD 24669839.190000000000 1.5763411466 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II N/A 36179UK27 610258.550000000000 PA USD 664606.150000000000 0.0424666741 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II N/A 36179USX1 49041195.620000000000 PA USD 53266038.230000000000 3.4035668870 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II N/A 3617ALNE6 1105655.260000000000 PA USD 1250437.900000000000 0.0798998606 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II N/A 3617GBPF7 7159362.060000000000 PA USD 7782185.970000000000 0.4972622586 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II N/A 3617GBPW0 653684.200000000000 PA USD 726114.610000000000 0.0463969111 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II N/A 3617GNFH8 6897507.330000000000 PA USD 7733726.360000000000 0.4941658105 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II N/A 3617GNFJ4 3701969.110000000000 PA USD 4148115.430000000000 0.2650542220 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II N/A 3617GNGY0 5377329.520000000000 PA USD 5818615.340000000000 0.3717949965 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II N/A 3617GPTC9 11235312.760000000000 PA USD 12587062.900000000000 0.8042819011 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II N/A 3617GPVA0 9425077.660000000000 PA USD 10243385.900000000000 0.6545267908 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II N/A 3617HS6A1 13910418.430000000000 PA USD 15116334.720000000000 0.9658960572 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II N/A 3617HS6X1 5371698.960000000000 PA USD 6006783.490000000000 0.3838184716 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II N/A 3617J2YF4 10709265.950000000000 PA USD 11975623.050000000000 0.7652124209 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II N/A 3617JHDY3 2700653.150000000000 PA USD 2933844.750000000000 0.1874653564 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II N/A 3617JHFB1 10237550.540000000000 PA USD 11439609.430000000000 0.7309624885 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.000000000000 N N N N N N GSMS_12-GCJ7 N/A 36192KAU1 623809.480000000000 PA USD 625484.970000000000 0.0399669283 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 2.935000000000 N N N N N N GINNIE MAE II N/A 3622AAA38 1739814.830000000000 PA USD 1873353.920000000000 0.1197026395 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II N/A 3622AAFV1 6728354.790000000000 PA USD 7458299.870000000000 0.4765667452 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.000000000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION II GSMS_10-C2 N/A 36248EAA3 110585.420000000000 PA USD 110791.770000000000 0.0070793176 Long ABS-MBS CORP US N 2 2043-12-10 Fixed 3.849000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-2 N/A 36258VAD6 4622000.000000000000 PA USD 4712178.460000000000 0.3010964417 Long ABS-MBS CORP US N 2 2024-12-16 Fixed 1.490000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-137 N/A 38377YX39 2501310.110000000000 PA USD 2958146.390000000000 0.1890181706 Long ABS-CBDO USGA US N 2 2040-07-20 Variable 5.568900000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-99 N/A 38380F4Y9 10178334.430000000000 PA USD 10430358.130000000000 0.6664738496 Long ABS-CBDO USGA US N 2 2045-07-20 Fixed 2.500000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-36 N/A 38380VW49 8477218.320000000000 PA USD 8850828.830000000000 0.5655458699 Long ABS-CBDO USGA US N 2 2046-02-20 Fixed 3.000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-154 N/A 38381AUQ7 2102729.000000000000 PA USD 2193599.910000000000 0.1401655589 Long ABS-CBDO USGA US N 2 2048-11-20 Fixed 3.500000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-132 N/A 38381Y5P5 3040887.500000000000 PA USD 3136510.640000000000 0.2004152009 Long ABS-CBDO USGA US N 2 2049-09-20 Fixed 3.500000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-11 N/A 38382B6G3 23942639.150000000000 PA USD 24995574.170000000000 1.5971547987 Long ABS-CBDO USGA US N 2 2049-02-20 Fixed 2.500000000000 N N N N N N HSBC BANK CANADA N/A 40427HTL7 6464000.000000000000 PA USD 6507982.540000000000 0.4158438399 Long DBT CORP CA N 2 2023-05-14 Fixed 0.950000000000 N N N N N N NAVIENT STUDENT LOAN TRUST NAVSL_17-A N/A 63939XAB7 2963497.730000000000 PA USD 3014323.200000000000 0.1926077285 Long ABS-MBS CORP US N 2 2058-12-16 Fixed 2.880000000000 N N N N N N NAVIENT STUDENT LOAN TRUST NAVSL_20-DA N/A 63941HAA0 24956000.000000000000 PA USD 24940579.690000000000 1.5936407887 Long ABS-MBS CORP US N 2 2069-05-15 Fixed 1.690000000000 N N N N N N NAVIENT STUDENT LOAN TRUST NAVSL_19-GA N/A 63941JAA6 19331160.640000000000 PA USD 19668029.310000000000 1.2567379801 Long ABS-MBS CORP US N 2 2068-10-15 Fixed 2.400000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_04-4 N/A 64031QBK6 11433459.930000000000 PA USD 10998443.080000000000 0.7027730599 Long ABS-MBS CORP US N 2 2037-01-25 Variable 1.151400000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_1 N/A 64032AAA3 7115221.880000000000 PA USD 6955976.810000000000 0.4444695555 Long ABS-MBS CORP US N 2 2039-12-27 Variable 0.984500000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_1 N/A 64033UAA8 6269033.950000000000 PA USD 6204805.820000000000 0.3964716043 Long ABS-MBS CORP US N 2 2065-09-25 Variable 0.984500000000 N N N N N N NORDEA BANK ABP N/A 65557CBE2 9374000.000000000000 PA USD 9464928.270000000000 0.6047852913 Long DBT CORP FI N 2 2023-06-09 Fixed 1.000000000000 N N N N N N SLMA_05-6 N/A 78442GPY6 2516109.290000000000 PA USD 2446251.530000000000 0.1563093667 Long ABS-MBS CORP US N 2 2031-10-27 Variable 1.131400000000 N N N N N N SLC STUN LOAN TRUST SLCLT_10-1 N/A 78444WAA7 2332042.480000000000 PA USD 2324817.350000000000 0.1485500258 Long ABS-MBS CORP US N 2 2042-11-25 Variable 1.234500000000 N N N N N N SLM STUDENT LOAN TRUST SLMA_12-3 N/A 78447AAA2 7512094.100000000000 PA USD 7271341.250000000000 0.4646205561 Long ABS-MBS CORP US N 2 2038-12-27 Variable 0.834500000000 N N N N N N SLM STUDENT LOAN TRUST SLMA_13-4 N/A 78448AAA1 16697131.770000000000 PA USD 16105457.220000000000 1.0290985160 Long ABS-MBS CORP US N 2 2043-06-25 Variable 0.734500000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448PAB6 1637389.220000000000 PA USD 1645355.770000000000 0.1051341268 Long ABS-MBS CORP US N 2 2027-06-15 Fixed 2.490000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78448WAC9 5633778.480000000000 PA USD 5566110.600000000000 0.3556605739 Long ABS-MBS CORP US N 2 2034-09-15 Variable 1.084800000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAB5 102124.660000000000 PA USD 104354.660000000000 0.0066680023 Long ABS-MBS CORP US N 2 2032-02-17 Fixed 2.430000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST N/A 78449GAC3 2225555.640000000000 PA USD 2231378.360000000000 0.1425795075 Long ABS-MBS CORP US N 2 2032-02-17 Variable 1.634800000000 N N N N N N SOCIAL PROFESSIONAL LOAN PROGRAM N/A 78470RAA5 1636694.660000000000 PA USD 1599522.710000000000 0.1022055086 Long ABS-MBS CORP US N 2 2039-07-25 Variable 1.034500000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B N/A 83189DAC4 7135488.460000000000 PA USD 6891040.900000000000 0.4403203130 Long ABS-MBS CORP US N 2 2035-10-15 Variable 0.934800000000 N N N N N N SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_20-C N/A 83390UAF4 5146000.000000000000 PA USD 5214122.750000000000 0.3331694289 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 1.950000000000 N N N N N N SOCIAL PROFESSIONAL LOAN PROGRAM N/A 83402DAA9 692783.970000000000 PA USD 676976.860000000000 0.0432571316 Long ABS-MBS CORP US N 2 2036-10-27 Variable 1.284500000000 N N N N N N SOCIAL PROFESSIONAL LOAN PROGRAM N/A 83404FAA2 923915.210000000000 PA USD 902018.420000000000 0.0576367255 Long ABS-MBS CORP US N 2 2040-03-26 Variable 0.884500000000 N N N N N N SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E N/A 83404KAC7 4104000.000000000000 PA USD 4170999.850000000000 0.2665164793 Long ABS-MBS CORP US N 2 2040-11-26 Fixed 2.720000000000 N N N N N N SOCIAL PROFESSIONAL LOAN PROGRAM N/A 83404LAA9 1478656.430000000000 PA USD 1478656.130000000000 0.0944824359 Long ABS-MBS CORP US N 2 2039-01-25 Variable 1.134500000000 N N N N N N SOCIAL PROFESSIONAL LOAN PROGRAM N/A 83405DAA6 1112363.040000000000 PA USD 1072760.470000000000 0.0685467163 Long ABS-MBS CORP US N 2 2040-07-25 Variable 0.784500000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BH5 2327000.000000000000 PA USD 2413310.220000000000 0.1542044993 Long DBT CORP US N 2 2023-03-30 Variable 2.825000000000 N N N N N N UNITED STATES TREASURY N/A 9128286H8 37958000.000000000000 PA USD 39384390.660000000000 2.5165642569 Long DBT UST US N 1 2022-03-15 Fixed 2.375000000000 N N N N N N UNITED STATES TREASURY N/A 9128286U9 22222000.000000000000 PA USD 23033623.880000000000 1.4717910724 Long DBT UST US N 1 2022-05-15 Fixed 2.125000000000 N N N N N N UNITED STATES TREASURY N/A 912828YJ3 28684000.000000000000 PA USD 29159078.750000000000 1.8631923490 Long DBT UST US N 1 2021-09-30 Fixed 1.500000000000 N N N N N N UNITED STATES TREASURY N/A 912828ZM5 55678000.000000000000 PA USD 55641026.470000000000 3.5553227074 Long DBT UST US N 1 2022-04-30 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY N/A 912828ZR4 36556000.000000000000 PA USD 36530296.750000000000 2.3341947801 Long DBT UST US N 1 2022-05-31 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY N/A 912828ZU7 70650000.000000000000 PA USD 70804546.880000000000 4.5242338124 Long DBT UST US N 1 2023-06-15 Fixed 0.250000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_18-2 N/A 92535TAA5 4748812.080000000000 PA USD 4847463.900000000000 0.3097408436 Long ABS-CBDO CORP US N 2 2058-06-01 Variable 3.677000000000 N N N N N N VERUS_19-1 N/A 92537DAA8 5289848.630000000000 PA USD 5392281.790000000000 0.3445533469 Long ABS-CBDO CORP US N 2 2059-02-25 Variable 3.836000000000 N N N N N N VERSUS SECURITIZATION TRUST VERUS_19-2 N/A 92537GAA1 7021407.270000000000 PA USD 7156794.040000000000 0.4573012753 Long ABS-CBDO CORP US N 2 2059-04-25 Variable 3.211000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_19-INV2 N/A 92537HAA9 8919070.640000000000 PA USD 9086385.270000000000 0.5805973385 Long ABS-CBDO CORP US N 2 2059-07-25 Variable 2.913000000000 N N N N N N 2020-07-29 Columbia Funds Variable Series Trust II Martha Skinner Martha Skinner Assistant Treasurer