0001145549-21-048659.txt : 20210825
0001145549-21-048659.hdr.sgml : 20210825
20210825080728
ACCESSION NUMBER: 0001145549-21-048659
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210825
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000815425
IRS NUMBER: 043031721
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05199
FILM NUMBER: 211203678
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: STEINROE VARIABLE INVESTMENT TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE VARIABLE INVESTMENT FUND
DATE OF NAME CHANGE: 19890327
0000815425
S000040391
Variable Portfolio - Managed Volatility Growth Fund
C000125450
Variable Portfolio - Managed Volatility Growth Fund Class 2
C000205759
Variable Portfolio - Managed Volatility Growth Fund Class 1
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000815425
XXXXXXXX
S000040391
C000205759
C000125450
Columbia Funds Variable Insurance Trust
811-05199
0000815425
549300293M2AM3RU8K52
290 Congress Street
Boston
02110
800-345-6611
Variable Portfolio - Managed Volatility Growth Fund
S000040391
549300U878TBYC4KFX85
2021-12-31
2021-06-30
N
15020163427.420000000000
1367081361.630000000000
13653082065.790000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
1356673612.040000000000
0.000000000000
0.000000000000
0.050000000000
NZD
USD
SGD
SEK
JPY
CAD
GBP
EUR
CHF
HKD
AUD
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F022477
222200000.000000000000
PA
USD
231695579.240000000000
1.6970203367
Long
ABS-MBS
USGA
US
N
2
2036-07-19
Fixed
2.500000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F030470
201589000.000000000000
PA
USD
211851404.110000000000
1.5516745823
Long
ABS-MBS
USGA
US
N
2
2036-07-19
Fixed
3.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F030678
227132000.000000000000
PA
USD
236811727.600000000000
1.7344928160
Long
ABS-MBS
USGA
US
N
2
2051-07-14
Fixed
3.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F032674
231000000.000000000000
PA
USD
243204198.930000000000
1.7813135361
Long
ABS-MBS
USGA
US
N
2
2051-07-14
Fixed
3.500000000000
N
N
N
N
N
N
Columbia Variable Portfolio - Small Cap Value Fund
QFDZC6A36M07XEWD4L46
Columbia Variable Portfolio - Small Cap Value Fund
19765R303
4946207.220000000000
NS
USD
101496172.150000000000
0.7433938481
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VP LONG GOVT/CREDIT BD 1
N/A
COLUMBIA VP LONG GOVT/CREDIT BD 1
19765R444
17164995.244000000000
NS
USD
202031994.020000000000
1.4797537512
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA CONTRARIAN CORE CL I MF
N/A
VP COLUMBIA CONTRARIAN CORE
19765R535
8445877.399000000000
NS
USD
320689964.840000000000
2.3488466801
Long
EC
RF
US
N
N/A
N
N
N
Columbia Variable Portfolio - Small Company Growth Fund
S7VQF2LJKBJBPNFLD691
Columbia Variable Portfolio - Small Company Growth Fund
19765R642
3257782.573000000000
NS
USD
105161221.460000000000
0.7702379650
Long
EC
RF
US
N
N/A
N
N
N
VP - PARTNERS CORE BD FD CL1
N/A
VP - PARTNERS CORE BD FD CL1
19766E129
36481607.242000000000
NS
USD
422457011.860000000000
3.0942245115
Long
EC
RF
US
N
N/A
N
N
N
VP - PARTNERS INTL GROWTH FD 1
N/A
CTIVP - OPPENHEIMER INTL GRTH CL1
19766E145
22681556.846000000000
NS
USD
320036767.100000000000
2.3440624290
Long
EC
RF
US
N
N/A
N
N
N
CTIVP - VICTORY SYCAMORE EST VAL CL1
N/A
CTIVP-VICTORY SYCAMORE EST VAL CL1
19766E178
2596390.455000000000
NS
USD
104634535.340000000000
0.7663803296
Long
EC
RF
US
N
N/A
N
N
N
VP PARTNERS CORE EQUITY FD CL 1
N/A
CTIVP-MFS BLENDED RESEARCH EQ CL1
19766E236
12763230.778000000000
NS
USD
415570794.130000000000
3.0437874183
Long
EC
RF
US
N
N/A
N
N
N
CTIVP - LOOMIS SAYLES GRTH FD CL1
N/A
CTIVP - LOOMIS SAYLES GRTH FD CL1
19766E277
7810688.450000000000
NS
USD
439897973.500000000000
3.2219682807
Long
EC
RF
US
N
N/A
N
N
N
CTIVP - AMER CENT DIVERSE BD CLS 1
N/A
CTIVP - AMER CENT DIVERSE BD CLS 1
19766E293
16782973.874000000000
NS
USD
196192964.590000000000
1.4369866353
Long
EC
RF
US
N
N/A
N
N
N
VP - PARTNERS INTL VALUE FD 1
N/A
CTIVP - DFA INTL VALUE CLS 1
19766E327
31348417.118000000000
NS
USD
319126886.260000000000
2.3373981400
Long
EC
RF
US
N
N/A
N
N
N
Columbia Variable Portfolio - Overseas Core Fund
N/A
COLUMBIA VP - OVERSEAS CORE FD CL1
19766E418
55254669.099000000000
NS
USD
828820036.490000000000
6.0705709707
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VP SEL LARGE CAP VAL CL 1
N/A
COLUMBIA VP SEL LG CAP VAL FD CLS
19766E475
13503465.738000000000
NS
USD
483829177.390000000000
3.5437359496
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VP LRG CAP GRW-1
N/A
COLUMBIA VP LG CAP GRTH FD CLS 1
19766E517
14237807.107000000000
NS
USD
493197638.190000000000
3.6123538686
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VP US GOVT MORT-1
N/A
COLUMBIA VP US GOVT MORTGAGE
19766E541
8842819.524000000000
NS
USD
96298304.620000000000
0.7053228286
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VP SEL MID CAP VAL CL 1
N/A
COLUMBIA VP MID CAP VAL-CLS 1
19766E582
3080317.509000000000
NS
USD
101989312.720000000000
0.7470057840
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VARIABLE PORTFOLIO - MI
0OPPEF28BGYQSTF7XF64
COLUMBIA VP MID CAP GRO OPP - CL 1
19766E624
1989158.609000000000
NS
USD
101049257.340000000000
0.7401204860
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VP LTD DUR BD- C
N/A
COLUMBIA VP LTD DUR BD- C
19766E640
9657108.994000000000
NS
USD
97247087.570000000000
0.7122720504
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VP DISCIPLINED CORE FD-1
N/A
COLUMBIA VP DISCIPLINED CORE FD -1
19766E814
10801531.130000000000
NS
USD
846299964.040000000000
6.1986001400
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VP INTERMED BOND FD CL 1
N/A
COLUMBIA VP - INTER BD FD CLASS 1
19766E871
16867054.427000000000
NS
USD
195320490.260000000000
1.4305963248
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
2569709249.686000000000
NS
USD
2569452278.760000000000
18.8195769012
Long
STIV
CORP
US
N
1
N
N
N
CTIVP - WESTFIELD MID CAP GRTH CL1
N/A
CTIVP - WESTFIELD MID CAP GRTH CL1
19766L107
2196346.033000000000
NS
USD
98615936.880000000000
0.7222979867
Long
EC
RF
US
N
N/A
N
N
N
CTIVP - MFS VALUE FUND CL1
N/A
CTIVP - MFS VALUE FUND CL1
19766L305
13111177.745000000000
NS
USD
454695644.200000000000
3.3303516525
Long
EC
RF
US
N
N/A
N
N
N
COLUMBIA VP SEL LARGE CAP EQ FD 1
N/A
COLUMBIA VP SEL LARGE CAP EQ FD 1
19766L495
47625024.964000000000
NS
USD
791051664.650000000000
5.7939420626
Long
EC
RF
US
N
N/A
N
N
N
CTIVP - MORGAN STANLEY ADV FD CL1
N/A
CTIVP - MORGAN STANLEY ADV FD CL1
19766L610
7343942.504000000000
NS
USD
497772422.920000000000
3.6458612094
Long
EC
RF
US
N
N/A
N
N
N
VP - PARTNERS INTL CORE EQUITY FD CL1
N/A
CTIVPSM AQR INT CORE EQ FD CL1
19766L727
46764434.138000000000
NS
USD
615887597.600000000000
4.5109785075
Long
EC
RF
US
N
N/A
N
N
N
CTIVP - TCW CORE PLUS BOND FD CL1
N/A
CTIVP - TCW CORE PLUS BOND FD CL1
19766L743
21491401.655000000000
NS
USD
244787064.850000000000
1.7929070057
Long
EC
RF
US
N
N/A
N
N
N
VP - PARTNERS SMALL CAP VALUE-1
N/A
COLUMBIA VP-PART SM CAP VAL FD CL
19766L776
6268260.746000000000
NS
USD
229794438.950000000000
1.6830957131
Long
EC
RF
US
N
N/A
N
N
N
VP - PARTNERS SM CAP GR
N/A
VP - PARTNERS SM CAP GR
19766L792
6179290.889000000000
NS
USD
240065451.040000000000
1.7583242369
Long
EC
RF
US
N
N/A
N
N
N
CTIVP - T ROWE LRG CAP VAL CL1
N/A
CTIVP - T ROWE LRG CAP VAL CL1
19766L826
13740389.991000000000
NS
USD
434608535.420000000000
3.1832265662
Long
EC
RF
US
N
N/A
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
1338500.000000000000
NS
USD
179840860.000000000000
1.3172180401
Long
EC
RF
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
3000000.000000000000
NS
USD
236640000.000000000000
1.7332350224
Long
EC
RF
US
N
1
N
N
N
SPDR S&P 500 ETF TRUST
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
413300.000000000000
NS
USD
176917198.000000000000
1.2958041060
Long
EC
RF
US
N
1
N
N
N
VANGUARD INTERMEDIATE-TERM CORPORATE BOND ETF
N/A
Vanguard Intermediate-Term Corporate Bond ETF
92206C870
2745000.000000000000
NS
USD
260967150.000000000000
1.9114156697
Long
EC
RF
US
N
1
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUD/USD FUTURE (CME) SEP 21
000000000
1318.000000000000
NC
USD
-3204585.200000000000
-0.0234715150
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
AUD/USD FUTURE (CME) SEP 21
AUD/USD FUTURE (CME) SEP 21
2021-09-13
102028225.200000000000
USD
-3204585.200000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
GBP/USD FUTURE (CME) SEP 21
000000000
2188.000000000000
NC
USD
-4404826.900000000000
-0.0322625095
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
GBP/USD FUTURE (CME) SEP 21
GBP/USD FUTURE (CME) SEP 21
2021-09-13
193188201.900000000000
USD
-4404826.900000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CAD/USD FUTURE (CME) SEP 21
000000000
-260.000000000000
NC
USD
534638.000000000000
0.0039158777
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
CAD/USD FUTURE (CME) SEP 21
CAD/USD FUTURE (CME) SEP 21
2021-09-14
-21495838.000000000000
USD
534638.000000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SPX US 12/16/22 P3000
000000000
4050.000000000000
NC
USD
37401750.000000000000
0.2739436401
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500
SPX000009
100.000000000000000
3000.000000000000
USD
2022-12-16
XXXX
-57797749.590000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SPX US 12/16/22 P3100
000000000
2300.000000000000
NC
USD
24138500.000000000000
0.1767989080
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500
SPX000009
100.000000000000000
3100.000000000000
USD
2022-12-16
XXXX
-31395137.110000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SPX US 12/16/22 P3200
000000000
1650.000000000000
NC
USD
19635000.000000000000
0.1438136818
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500
SPX000009
100.000000000000000
3200.000000000000
USD
2022-12-16
XXXX
-14421113.910000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EUR/USD FUTURE (CME) SEP 21
000000000
2392.000000000000
NC
USD
-10351200.600000000000
-0.0758158528
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EUR/USD FUTURE (CME) SEP 21
EUR/USD FUTURE (CME) SEP 21
2021-09-13
365114700.600000000000
USD
-10351200.600000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
S&P500 EMINI SEP 21
000000000
11646.000000000000
NC
USD
33249070.220000000000
0.2435279453
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
S&P500 EMINI SEP 21
S&P500 EMINI SEP 21
2021-09-17
2464002709.780000000000
USD
33249070.220000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE SEP 21
000000000
395.000000000000
NC
USD
37043.990000000000
0.0002713233
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 5YR NOTE SEP 21
US 5YR NOTE SEP 21
2021-09-30
48717682.770000000000
USD
37043.990000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE SEP 21
000000000
1005.000000000000
NC
USD
-182494.940000000000
-0.0013366575
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 5YR NOTE SEP 21
US 5YR NOTE SEP 21
2021-09-30
124229331.380000000000
USD
-182494.940000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
DAX INDEX SEP 21
000000000
-1.000000000000
NC
990.950000000000
0.0000072581
N/A
DE
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
DAX INDEX SEP 21
DAX INDEX SEP 21
2021-09-17
-389135.650000000000
EUR
990.950000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
HANG SENG INDEX JUL 21
000000000
-383.000000000000
NC
1255441.980000000000
0.0091953009
N/A
DE
CORP
HK
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
HANG SENG INDEX JUL 21
HANG SENG INDEX JUL 21
2021-07-29
-558011260.950000000000
HKD
1255441.980000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
JPY/USD FUTURE (CME) SEP 21
000000000
3229.000000000000
NC
USD
-5389326.120000000000
-0.0394733299
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
JPY/USD FUTURE (CME) SEP 21
JPY/USD FUTURE (CME) SEP 21
2021-09-13
368934363.620000000000
USD
-5389326.120000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NZD/USD FUTURE (CME) SEP 21
000000000
100.000000000000
NC
USD
-209370.000000000000
-0.0015334999
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
NZD/USD FUTURE (CME) SEP 21
NZD/USD FUTURE (CME) SEP 21
2021-09-13
7192370.000000000000
USD
-209370.000000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
S&P/TSE 60 INDEX SEP 21
000000000
-585.000000000000
NC
-1538906.830000000000
-0.0112714977
N/A
DE
CORP
CA
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
S&P/TSE 60 INDEX SEP 21
S&P/TSE 60 INDEX SEP 21
2021-09-16
-138852582.450000000000
CAD
-1538906.830000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
OMXS30 INDEX JUL 21
000000000
2476.000000000000
NC
-625833.180000000000
-0.0045838235
N/A
DE
CORP
SE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
OMXS30 INDEX JUL 21
OMXS30 INDEX JUL 21
2021-07-16
566487227.480000000000
SEK
-625833.180000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MSCI SING IX ETS JUL 21
000000000
-264.000000000000
NC
-17838.130000000000
-0.0001306528
N/A
DE
CORP
SG
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
MSCI SING IX ETS JUL 21
MSCI SING IX ETS JUL 21
2021-07-29
-9359935.200000000000
SGD
-17838.130000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
RUSSELL 2000 EMINI CME SEP 21
000000000
969.000000000000
NC
USD
-639127.620000000000
-0.0046811966
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
RUSSELL 2000 EMINI CME SEP 21
RUSSELL 2000 EMINI CME SEP 21
2021-09-17
112452037.620000000000
USD
-639127.620000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CHF/USD FUTURE (CME) SEP 21
000000000
180.000000000000
NC
USD
-826416.000000000000
-0.0060529630
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
CHF/USD FUTURE (CME) SEP 21
CHF/USD FUTURE (CME) SEP 21
2021-09-13
25169166.000000000000
USD
-826416.000000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
TOPIX INDEX SEP 21
000000000
1753.000000000000
NC
-2782239.670000000000
-0.0203781070
N/A
DE
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
TOPIX INDEX SEP 21
TOPIX INDEX SEP 21
2021-09-09
34364821186.870000000000
JPY
-2782239.670000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE SEP 21
000000000
170.000000000000
NC
USD
11305.820000000000
0.0000828078
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 2YR NOTE SEP 21
US 2YR NOTE SEP 21
2021-09-30
37443147.220000000000
USD
11305.820000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE SEP 21
000000000
418.000000000000
NC
USD
-131419.190000000000
-0.0009625606
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 2YR NOTE SEP 21
US 2YR NOTE SEP 21
2021-09-30
92225309.610000000000
USD
-131419.190000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 10YR NOTE SEP 21
000000000
1083.000000000000
NC
USD
935175.790000000000
0.0068495581
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 10YR NOTE SEP 21
US 10YR NOTE SEP 21
2021-09-21
142562324.210000000000
USD
935175.790000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US LONG BOND SEP 21
000000000
854.000000000000
NC
USD
3940194.110000000000
0.0288593747
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US LONG BOND SEP 21
US LONG BOND SEP 21
2021-09-21
133340305.890000000000
USD
3940194.110000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO STOXX 50 SEP 21
000000000
7129.000000000000
NC
-1975058.530000000000
-0.0144660269
N/A
DE
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EURO STOXX 50 SEP 21
EURO STOXX 50 SEP 21
2021-09-17
290874036.650000000000
EUR
-1975058.530000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US ULTRA T-BOND SEP 21
000000000
395.000000000000
NC
USD
3372651.100000000000
0.0247024890
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US ULTRA T-BOND SEP 21
US ULTRA T-BOND SEP 21
2021-09-21
72738911.400000000000
USD
3372651.100000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SPI 200 SEP 21
000000000
937.000000000000
NC
20156.250000000000
0.0001476315
N/A
DE
CORP
AU
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
SPI 200 SEP 21
SPI 200 SEP 21
2021-09-16
169201398.600000000000
AUD
20156.250000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
FTSE 100 INDEX SEP 21
000000000
574.000000000000
NC
-262769.400000000000
-0.0019246160
N/A
DE
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
FTSE 100 INDEX SEP 21
FTSE 100 INDEX SEP 21
2021-09-17
40272500.100000000000
GBP
-262769.400000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.IG.36.V1)
000000000
-150000000.000000000000
OU
Notional Amount
USD
3786822.000000000000
0.0277360231
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CDX.NA.IG.36.V1)
DJIG36054
Y
CDS: (CDX.NA.IG.36.V1)
2026-06-20
3087345.190000000000
USD
0.000000000000
USD
-150000000.000000000000
USD
741143.480000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SPX US 12/16/22 P3300
000000000
3900.000000000000
NC
USD
52416000.000000000000
0.3839133153
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500
SPX000009
100.000000000000000
3300.000000000000
USD
2022-12-16
XXXX
-13661026.330000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SPX US 12/16/22 P3400
000000000
4540.000000000000
NC
USD
68781000.000000000000
0.5037763610
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500
SPX000009
100.000000000000000
3400.000000000000
USD
2022-12-16
XXXX
-19204447.840000000000
N
N
N
2021-07-21
Columbia Funds Variable Insurance Trust
Martha Skinner
Martha Skinner
Assistant Treasurer