Portfolio of Investments
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities — Non-Agency 11.6% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
American Credit Acceptance Receivables Trust(a) | ||||
Subordinated Series 2018-4 Class F | ||||
10/13/2025 | 6.940% | 500,000 | 520,771 | |
ARES XLIV CLO Ltd.(a),(b) | ||||
Series 2017-44A Class DR | ||||
3-month USD LIBOR + 6.870% Floor 6.870% 04/15/2034 | 7.032% | 500,000 | 500,199 | |
Atrium XIII(a),(b) | ||||
Series 2013A Class B | ||||
3-month USD LIBOR + 1.500% 11/21/2030 | 1.638% | 1,300,000 | 1,300,573 | |
Bain Capital Credit CLO Ltd.(a),(b),(c) | ||||
Series 2021-5A Class E | ||||
3-month USD LIBOR + 6.500% Floor 6.500% 10/23/2034 | 6.700% | 280,000 | 279,985 | |
Ballyrock CLO Ltd.(a),(b) | ||||
Series 2018-1A Class A2 | ||||
3-month USD LIBOR + 1.600% 04/20/2031 | 1.734% | 500,000 | 500,001 | |
Barings CLO Ltd.(a),(b) | ||||
Series 2021-2A Class E | ||||
3-month USD LIBOR + 6.250% Floor 6.250% 07/15/2034 | 6.353% | 250,000 | 250,091 | |
Carlyle Global Market Strategies CLO(a),(b) | ||||
Series 2016-3A Class ERR | ||||
3-month USD LIBOR + 3.100% Floor 3.100% 07/20/2034 | 7.148% | 250,000 | 250,040 | |
Carlyle Global Market Strategies CLO Ltd.(a),(b) | ||||
Series 2015-4A Class A2R | ||||
3-month USD LIBOR + 1.800% 07/20/2032 | 1.934% | 600,000 | 599,997 | |
Consumer Loan Underlying Bond Credit Trust(a) | ||||
Subordinated Series 2018-P1 Class C | ||||
07/15/2025 | 5.210% | 262,229 | 265,820 | |
Dryden Senior Loan Fund(a),(b) | ||||
Series 2015-41A Class BR | ||||
3-month USD LIBOR + 1.300% Floor 1.300% 04/15/2031 | 1.426% | 335,000 | 332,156 | |
FREED ABS Trust(a) | ||||
Series 2019-1 Class C | ||||
06/18/2026 | 5.390% | 600,000 | 610,259 | |
Subordinated Series 2019-2 Class C | ||||
11/18/2026 | 4.860% | 1,000,000 | 1,024,265 |
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Subordinated Series 2021-1CP Class B | ||||
03/20/2028 | 1.410% | 925,000 | 927,460 | |
LendingClub Receivables Trust(a) | ||||
Series 2019-1 Class A | ||||
07/17/2045 | 4.000% | 185,662 | 189,224 | |
Series 2019-11 Class A | ||||
12/15/2045 | 3.750% | 57,930 | 58,184 | |
Series 2019-3 Class A | ||||
10/15/2025 | 3.750% | 310,740 | 315,948 | |
Series 2019-7 Class A | ||||
01/15/2027 | 3.750% | 314,311 | 317,524 | |
Series 2019-8 Class A | ||||
12/15/2045 | 3.750% | 127,600 | 128,660 | |
Series 2020-1 Class A | ||||
01/16/2046 | 3.500% | 268,607 | 270,621 | |
Series 2020-2 Class A | ||||
02/15/2046 | 3.600% | 209,148 | 210,888 | |
LendingPoint Asset Securitization Trust(a),(d),(e) | ||||
Subordinated Series 2021-1 Class B | ||||
04/15/2027 | 2.853% | 400,000 | 401,000 | |
Madison Park Funding XXII Ltd.(a),(b) | ||||
Series 2016-22A Class DR | ||||
3-month USD LIBOR + 3.500% Floor 3.500% 01/15/2033 | 3.626% | 400,000 | 400,104 | |
Madison Park Funding XXIV Ltd.(a),(b) | ||||
Series 2016-24A Class BR | ||||
3-month USD LIBOR + 1.750% 10/20/2029 | 1.884% | 600,000 | 600,034 | |
Octagon 55 Ltd.(a),(b) | ||||
Series 2021-1A Class E | ||||
3-month USD LIBOR + 6.500% Floor 6.500% 07/20/2034 | 6.614% | 300,000 | 299,320 | |
OZLM XXI(a),(b) | ||||
Series 2017-21A Class A2 | ||||
3-month USD LIBOR + 1.450% 01/20/2031 | 1.584% | 800,000 | 796,839 | |
Pagaya AI Debt Selection Trust(a),(e) | ||||
Series 2019-1 Class A | ||||
06/15/2026 | 3.690% | 55,870 | 56,009 | |
Pagaya AI Debt Selection Trust(a) | ||||
Series 2019-3 Class A | ||||
11/16/2026 | 3.821% | 277,702 | 280,287 | |
Series 2021-1 Class A | ||||
11/15/2027 | 1.180% | 350,905 | 351,847 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 1 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Asset-Backed Securities — Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Series 2021-1 Class B | ||||
11/15/2027 | 2.130% | 700,000 | 706,650 | |
Subordinated Series 2020-3 Class C | ||||
05/17/2027 | 6.430% | 1,200,000 | 1,234,572 | |
Subordinated Series 2021-1 Class C | ||||
11/15/2027 | 4.090% | 500,000 | 513,210 | |
Subordinated Series 2021-3 Class C | ||||
05/15/2029 | 3.270% | 300,000 | 300,725 | |
Upstart Securitization Trust(a) | ||||
Series 2021-1 Class B | ||||
03/20/2031 | 1.890% | 750,000 | 750,846 | |
Subordinated Series 2021-4 Class B | ||||
09/20/2031 | 1.840% | 370,000 | 369,979 | |
Voya CLO Ltd.(a),(b) | ||||
Series 2021-1A Class E | ||||
3-month USD LIBOR + 6.350% Floor 6.350% 07/15/2034 | 6.461% | 250,000 | 249,427 | |
Voya CLO Ltd.(a),(b),(c) | ||||
Series 2021-2A Class E | ||||
3-month USD LIBOR + 6.600% Floor 6.600% 10/20/2034 | 6.900% | 250,000 | 250,000 | |
Total Asset-Backed Securities — Non-Agency (Cost $16,314,108) | 16,413,515 | |||
Commercial Mortgage-Backed Securities - Non-Agency 4.3% | ||||
BBCMS Trust(a),(b) | ||||
Subordinated Series 2018-BXH Class F | ||||
1-month USD LIBOR + 2.950% Floor 2.950% 10/15/2037 | 3.034% | 550,000 | 528,867 | |
Braemar Hotels & Resorts Trust(a),(b) | ||||
Series 2018-PRME Class E | ||||
1-month USD LIBOR + 2.400% Floor 2.400% 06/15/2035 | 2.484% | 300,000 | 289,196 | |
Subordinated Series 2018-PRME Class D | ||||
1-month USD LIBOR + 1.800% Floor 1.925% 06/15/2035 | 1.884% | 300,000 | 299,424 | |
CLNY Trust(a),(b) | ||||
Series 2019-IKPR Class E | ||||
1-month USD LIBOR + 2.721% Floor 2.721% 11/15/2038 | 2.805% | 300,000 | 299,438 | |
Series 2019-IKPR Class F | ||||
1-month USD LIBOR + 3.417% Floor 3.417% 11/15/2038 | 3.501% | 650,000 | 624,425 |
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
COMM Mortgage Trust(a),(f) | ||||
Series 2020-CBM Class F | ||||
02/10/2037 | 3.754% | 150,000 | 145,350 | |
Credit Suisse Mortgage Capital Certificates OA LLC(a) | ||||
Subordinated Series 2014-USA Class E | ||||
09/15/2037 | 4.373% | 500,000 | 449,348 | |
Subordinated Series 2014-USA Class F | ||||
09/15/2037 | 4.373% | 400,000 | 309,022 | |
CSMC Trust(a),(f) | ||||
Subordinated Series 2019-UVIL Class E | ||||
12/15/2041 | 3.393% | 600,000 | 533,802 | |
Extended Stay America Trust(a),(b) | ||||
Series 2021-ESH Class D | ||||
1-month USD LIBOR + 2.250% Floor 2.250% 07/15/2038 | 2.346% | 198,965 | 200,705 | |
Series 2021-ESH Class E | ||||
1-month USD LIBOR + 2.850% Floor 2.850% 07/15/2038 | 2.934% | 198,965 | 200,954 | |
Morgan Stanley Capital I Trust(a),(f) | ||||
Series 2019-MEAD Class E | ||||
11/10/2036 | 3.283% | 600,000 | 577,355 | |
Progress Residential Trust(a) | ||||
Subordinated Series 2019-SFR2 Class F | ||||
05/17/2036 | 4.837% | 630,000 | 633,546 | |
Subordinated Series 2020-SFR2 Class F | ||||
06/18/2037 | 6.152% | 500,000 | 526,194 | |
UBS Commercial Mortgage Trust(a),(b) | ||||
Series 2018-NYCH Class E | ||||
1-month USD LIBOR + 2.900% Floor 3.200% 02/15/2032 | 2.984% | 450,000 | 439,599 | |
Total Commercial Mortgage-Backed Securities - Non-Agency (Cost $5,983,720) | 6,057,225 |
Common Stocks 0.1% | ||
Issuer | Shares | Value ($) |
Energy 0.1% | ||
Energy Equipment & Services 0.1% | ||
Fieldwood Energy LLC(g) | 1,207 | 125,226 |
Total Energy | 125,226 |
2 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Common Stocks (continued) | ||
Issuer | Shares | Value ($) |
Financials —% | ||
Diversified Financial Services —% | ||
Fairlane Management Corp.(d),(e),(g) | 2,000 | — |
Total Financials | — | |
Total Common Stocks (Cost $140,766) | 125,226 |
Convertible Bonds 0.0% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Cable and Satellite 0.0% | ||||
DISH Network Corp. | ||||
Subordinated | ||||
08/15/2026 | 3.375% | 49,000 | 50,936 | |
Total Convertible Bonds (Cost $46,317) | 50,936 | |||
Corporate Bonds & Notes 39.4% | ||||
Aerospace & Defense 0.4% | ||||
Bombardier, Inc.(a) | ||||
04/15/2027 | 7.875% | 113,000 | 117,161 | |
TransDigm, Inc.(a) | ||||
12/15/2025 | 8.000% | 110,000 | 117,156 | |
03/15/2026 | 6.250% | 28,000 | 29,280 | |
TransDigm, Inc. | ||||
06/15/2026 | 6.375% | 17,000 | 17,560 | |
03/15/2027 | 7.500% | 73,000 | 76,834 | |
11/15/2027 | 5.500% | 120,000 | 123,484 | |
05/01/2029 | 4.875% | 93,000 | 93,143 | |
Total | 574,618 | |||
Airlines 0.4% | ||||
Air Canada(a) | ||||
08/15/2026 | 3.875% | 75,000 | 75,743 | |
American Airlines, Inc.(a) | ||||
07/15/2025 | 11.750% | 41,000 | 50,719 | |
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(a) | ||||
04/20/2026 | 5.500% | 180,000 | 189,167 | |
Delta Air Lines, Inc. | ||||
01/15/2026 | 7.375% | 21,000 | 24,721 | |
Hawaiian Brand Intellectual Property Ltd./Miles Loyalty Ltd.(a) | ||||
01/20/2026 | 5.750% | 92,595 | 96,996 | |
Mileage Plus Holdings LLC/Intellectual Property Assets Ltd.(a) | ||||
06/20/2027 | 6.500% | 44,000 | 47,876 | |
United Airlines, Inc.(a) | ||||
04/15/2026 | 4.375% | 51,000 | 52,433 | |
Total | 537,655 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Automotive 0.9% | ||||
American Axle & Manufacturing, Inc. | ||||
03/15/2026 | 6.250% | 55,000 | 56,641 | |
04/01/2027 | 6.500% | 8,000 | 8,343 | |
Clarios Global LP(a) | ||||
05/15/2025 | 6.750% | 34,000 | 35,985 | |
Ford Motor Co. | ||||
04/21/2023 | 8.500% | 43,000 | 47,266 | |
04/22/2025 | 9.000% | 30,000 | 36,083 | |
04/22/2030 | 9.625% | 9,000 | 12,764 | |
01/15/2043 | 4.750% | 70,000 | 73,676 | |
Ford Motor Credit Co. LLC | ||||
03/18/2024 | 5.584% | 49,000 | 52,674 | |
09/08/2024 | 3.664% | 47,000 | 48,681 | |
11/01/2024 | 4.063% | 23,000 | 24,153 | |
06/16/2025 | 5.125% | 113,000 | 122,764 | |
11/13/2025 | 3.375% | 63,000 | 64,853 | |
08/17/2027 | 4.125% | 116,000 | 123,052 | |
02/16/2028 | 2.900% | 34,000 | 33,770 | |
11/13/2030 | 4.000% | 30,000 | 31,197 | |
Goodyear Tire & Rubber Co. (The)(a) | ||||
07/15/2029 | 5.000% | 54,000 | 57,353 | |
IAA Spinco, Inc.(a) | ||||
06/15/2027 | 5.500% | 89,000 | 92,962 | |
KAR Auction Services, Inc.(a) | ||||
06/01/2025 | 5.125% | 152,000 | 153,692 | |
Panther BF Aggregator 2 LP/Finance Co., Inc.(a) | ||||
05/15/2026 | 6.250% | 23,000 | 24,176 | |
05/15/2027 | 8.500% | 67,000 | 71,283 | |
Real Hero Merger Sub 2, Inc.(a) | ||||
02/01/2029 | 6.250% | 20,000 | 20,746 | |
Tenneco, Inc.(a) | ||||
01/15/2029 | 7.875% | 63,000 | 70,359 | |
Total | 1,262,473 | |||
Banking 2.9% | ||||
Bank of America Corp.(h) | ||||
07/23/2031 | 1.898% | 1,000,000 | 962,475 | |
Citigroup, Inc.(h) | ||||
05/01/2032 | 2.561% | 347,000 | 350,977 | |
Goldman Sachs Group, Inc. (The)(h) | ||||
07/21/2032 | 2.383% | 551,000 | 545,818 | |
HSBC Holdings PLC(h) | ||||
05/24/2032 | 2.804% | 470,000 | 476,415 | |
JPMorgan Chase & Co.(h) | ||||
04/22/2032 | 2.580% | 1,355,000 | 1,376,055 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 3 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Morgan Stanley(h) | ||||
07/21/2032 | 2.239% | 460,000 | 452,178 | |
Total | 4,163,918 | |||
Brokerage/Asset Managers/Exchanges 0.2% | ||||
Advisor Group Holdings, Inc.(a) | ||||
08/01/2027 | 10.750% | 11,000 | 12,138 | |
AG Issuer LLC(a) | ||||
03/01/2028 | 6.250% | 28,000 | 29,357 | |
Aretec Escrow Issuer, Inc.(a) | ||||
04/01/2029 | 7.500% | 25,000 | 25,721 | |
Hightower Holding LLC(a) | ||||
04/15/2029 | 6.750% | 66,000 | 67,585 | |
NFP Corp.(a),(i) | ||||
08/15/2028 | 4.875% | 65,000 | 66,074 | |
NFP Corp.(a) | ||||
08/15/2028 | 6.875% | 120,000 | 122,478 | |
Total | 323,353 | |||
Building Materials 0.3% | ||||
Beacon Roofing Supply, Inc.(a) | ||||
11/15/2026 | 4.500% | 70,000 | 72,848 | |
05/15/2029 | 4.125% | 41,000 | 40,839 | |
CP Atlas Buyer Inc.(a) | ||||
12/01/2028 | 7.000% | 70,000 | 70,538 | |
Interface, Inc.(a) | ||||
12/01/2028 | 5.500% | 21,000 | 22,139 | |
James Hardie International Finance DAC(a) | ||||
01/15/2028 | 5.000% | 66,000 | 69,338 | |
SRS Distribution, Inc.(a) | ||||
07/01/2028 | 4.625% | 32,000 | 32,646 | |
07/01/2029 | 6.125% | 62,000 | 63,869 | |
White Cap Buyer LLC(a) | ||||
10/15/2028 | 6.875% | 51,000 | 53,957 | |
Total | 426,174 | |||
Cable and Satellite 2.5% | ||||
Cable One, Inc.(a) | ||||
11/15/2030 | 4.000% | 53,000 | 52,778 | |
CCO Holdings LLC/Capital Corp.(a) | ||||
06/01/2029 | 5.375% | 94,000 | 101,570 | |
03/01/2030 | 4.750% | 91,000 | 95,127 | |
08/15/2030 | 4.500% | 92,000 | 94,815 | |
02/01/2031 | 4.250% | 47,000 | 47,807 | |
CCO Holdings LLC/Capital Corp. | ||||
05/01/2032 | 4.500% | 446,000 | 459,332 | |
Charter Communications Operating LLC/Capital | ||||
05/01/2047 | 5.375% | 140,000 | 167,698 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Charter Communications Operating LLC/Capital(c) | ||||
06/30/2062 | 3.950% | 405,000 | 391,640 | |
CSC Holdings LLC | ||||
06/01/2024 | 5.250% | 25,000 | 26,771 | |
CSC Holdings LLC(a) | ||||
01/15/2030 | 5.750% | 117,000 | 118,963 | |
12/01/2030 | 4.125% | 40,000 | 39,208 | |
12/01/2030 | 4.625% | 189,000 | 179,160 | |
02/15/2031 | 3.375% | 32,000 | 29,743 | |
DIRECTV Holdings LLC/Financing Co., Inc.(a) | ||||
08/15/2027 | 5.875% | 40,000 | 41,761 | |
DISH DBS Corp. | ||||
06/01/2029 | 5.125% | 323,000 | 316,878 | |
Radiate Holdco LLC/Finance, Inc.(a) | ||||
09/15/2026 | 4.500% | 84,000 | 86,709 | |
09/15/2028 | 6.500% | 132,000 | 134,518 | |
Sirius XM Radio, Inc.(a) | ||||
09/01/2026 | 3.125% | 57,000 | 57,774 | |
07/01/2030 | 4.125% | 70,000 | 70,364 | |
Videotron Ltd.(a) | ||||
06/15/2029 | 3.625% | 536,000 | 544,309 | |
Virgin Media Finance PLC(a) | ||||
07/15/2030 | 5.000% | 126,000 | 128,734 | |
Ziggo Bond Co. BV(a) | ||||
02/28/2030 | 5.125% | 184,000 | 188,815 | |
Ziggo BV(a) | ||||
01/15/2030 | 4.875% | 120,000 | 123,654 | |
Total | 3,498,128 | |||
Chemicals 0.7% | ||||
Axalta Coating Systems LLC(a) | ||||
02/15/2029 | 3.375% | 88,000 | 85,585 | |
Element Solutions, Inc.(a) | ||||
09/01/2028 | 3.875% | 70,000 | 71,117 | |
HB Fuller Co. | ||||
10/15/2028 | 4.250% | 52,000 | 52,895 | |
Herens Holdco Sarl(a) | ||||
05/15/2028 | 4.750% | 61,000 | 61,347 | |
Illuminate Buyer LLC/Holdings IV, Inc.(a) | ||||
07/01/2028 | 9.000% | 39,000 | 42,962 | |
INEOS Group Holdings SA(a) | ||||
08/01/2024 | 5.625% | 117,000 | 117,261 | |
INEOS Quattro Finance 2 Plc(a) | ||||
01/15/2026 | 3.375% | 22,000 | 22,230 | |
Ingevity Corp.(a) | ||||
11/01/2028 | 3.875% | 135,000 | 134,635 | |
Innophos Holdings, Inc.(a) | ||||
02/15/2028 | 9.375% | 107,000 | 115,667 |
4 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Iris Holdings, Inc.(a),(j) | ||||
02/15/2026 | 8.750% | 29,000 | 29,435 | |
Olympus Water US Holding Corp.(a),(c) | ||||
10/01/2028 | 4.250% | 63,000 | 62,278 | |
10/01/2029 | 6.250% | 26,000 | 25,805 | |
SPCM SA(a) | ||||
03/15/2027 | 3.125% | 7,000 | 7,000 | |
Unifrax Escrow Issuer Corp.(a) | ||||
09/30/2028 | 5.250% | 32,000 | 32,408 | |
09/30/2029 | 7.500% | 18,000 | 18,455 | |
WR Grace Holdings LLC(a) | ||||
06/15/2027 | 4.875% | 70,000 | 72,015 | |
08/15/2029 | 5.625% | 76,000 | 78,430 | |
Total | 1,029,525 | |||
Construction Machinery 0.2% | ||||
H&E Equipment Services, Inc.(a) | ||||
12/15/2028 | 3.875% | 103,000 | 102,758 | |
Herc Holdings, Inc.(a) | ||||
07/15/2027 | 5.500% | 78,000 | 81,834 | |
NESCO Holdings II, Inc.(a) | ||||
04/15/2029 | 5.500% | 36,000 | 37,361 | |
Ritchie Bros. Auctioneers, Inc.(a) | ||||
01/15/2025 | 5.375% | 28,000 | 28,674 | |
United Rentals North America, Inc. | ||||
01/15/2032 | 3.750% | 29,000 | 29,340 | |
Total | 279,967 | |||
Consumer Cyclical Services 0.5% | ||||
APX Group, Inc.(a) | ||||
02/15/2027 | 6.750% | 20,000 | 21,248 | |
07/15/2029 | 5.750% | 56,000 | 55,298 | |
Arches Buyer, Inc.(a) | ||||
12/01/2028 | 6.125% | 25,000 | 25,477 | |
ASGN, Inc.(a) | ||||
05/15/2028 | 4.625% | 120,000 | 125,060 | |
Match Group, Inc.(a) | ||||
06/01/2028 | 4.625% | 23,000 | 24,052 | |
Staples, Inc.(a) | ||||
04/15/2026 | 7.500% | 96,000 | 97,357 | |
04/15/2027 | 10.750% | 19,000 | 18,486 | |
Uber Technologies, Inc.(a) | ||||
05/15/2025 | 7.500% | 62,000 | 66,147 | |
08/15/2029 | 4.500% | 256,000 | 257,742 | |
Total | 690,867 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Consumer Products 0.5% | ||||
CD&R Smokey Buyer, Inc.(a) | ||||
07/15/2025 | 6.750% | 93,000 | 98,457 | |
Mattel, Inc. | ||||
11/01/2041 | 5.450% | 12,000 | 14,346 | |
Newell Brands, Inc. | ||||
04/01/2046 | 6.000% | 300,000 | 385,500 | |
Prestige Brands, Inc.(a) | ||||
04/01/2031 | 3.750% | 26,000 | 25,090 | |
Scotts Miracle-Gro Co. (The)(a) | ||||
02/01/2032 | 4.375% | 60,000 | 60,555 | |
Spectrum Brands, Inc. | ||||
07/15/2025 | 5.750% | 59,000 | 60,666 | |
Tempur Sealy International, Inc.(a) | ||||
10/15/2031 | 3.875% | 30,000 | 30,056 | |
Total | 674,670 | |||
Diversified Manufacturing 0.4% | ||||
BWX Technologies, Inc.(a) | ||||
06/30/2028 | 4.125% | 12,000 | 12,323 | |
CFX Escrow Corp.(a) | ||||
02/15/2026 | 6.375% | 39,000 | 40,936 | |
General Electric Co. | ||||
03/15/2032 | 6.750% | 115,000 | 157,780 | |
Madison IAQ LLC(a) | ||||
06/30/2028 | 4.125% | 24,000 | 23,990 | |
06/30/2029 | 5.875% | 77,000 | 77,854 | |
Resideo Funding, Inc.(a) | ||||
09/01/2029 | 4.000% | 53,000 | 51,998 | |
Vertical US Newco, Inc.(a) | ||||
07/15/2027 | 5.250% | 37,000 | 38,870 | |
WESCO Distribution, Inc.(a) | ||||
06/15/2025 | 7.125% | 95,000 | 101,461 | |
06/15/2028 | 7.250% | 76,000 | 84,177 | |
Total | 589,389 | |||
Electric 2.8% | ||||
AEP Texas, Inc. | ||||
01/15/2050 | 3.450% | 435,000 | 451,296 | |
Calpine Corp.(a) | ||||
06/01/2026 | 5.250% | 35,000 | 35,994 | |
02/15/2028 | 4.500% | 48,000 | 48,978 | |
Clearway Energy Operating LLC | ||||
09/15/2026 | 5.000% | 59,000 | 60,578 | |
Clearway Energy Operating LLC(a) | ||||
03/15/2028 | 4.750% | 136,000 | 143,890 | |
02/15/2031 | 3.750% | 151,000 | 152,284 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 5 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Clearway Energy Operating LLC(a),(c) | ||||
01/15/2032 | 3.750% | 87,000 | 87,161 | |
Emera US Finance LP | ||||
06/15/2046 | 4.750% | 365,000 | 431,627 | |
Leeward Renewable Energy Operations LLC(a) | ||||
07/01/2029 | 4.250% | 88,000 | 89,433 | |
NextEra Energy Operating Partners LP(a) | ||||
07/15/2024 | 4.250% | 24,000 | 25,413 | |
09/15/2027 | 4.500% | 240,000 | 257,990 | |
NRG Energy, Inc.(a) | ||||
06/15/2029 | 5.250% | 45,000 | 47,994 | |
02/15/2031 | 3.625% | 136,000 | 133,639 | |
02/15/2032 | 3.875% | 470,000 | 464,723 | |
Pacific Gas and Electric Co. | ||||
07/01/2050 | 4.950% | 415,000 | 440,534 | |
Pattern Energy Operations LP/Inc.(a) | ||||
08/15/2028 | 4.500% | 41,000 | 42,735 | |
PG&E Corp. | ||||
07/01/2028 | 5.000% | 35,000 | 35,663 | |
07/01/2030 | 5.250% | 50,000 | 51,181 | |
Southern Co. (The) | ||||
07/01/2046 | 4.400% | 572,000 | 675,030 | |
TerraForm Power Operating LLC(a) | ||||
01/31/2028 | 5.000% | 69,000 | 74,317 | |
01/15/2030 | 4.750% | 89,000 | 93,169 | |
Vistra Operations Co. LLC(a) | ||||
07/31/2027 | 5.000% | 24,000 | 24,789 | |
05/01/2029 | 4.375% | 44,000 | 44,316 | |
Total | 3,912,734 | |||
Environmental 0.3% | ||||
GFL Environmental, Inc.(a) | ||||
06/01/2025 | 4.250% | 135,000 | 139,307 | |
08/01/2025 | 3.750% | 29,000 | 29,836 | |
08/01/2028 | 4.000% | 56,000 | 55,595 | |
06/15/2029 | 4.750% | 72,000 | 74,003 | |
08/15/2029 | 4.375% | 37,000 | 37,358 | |
Waste Pro USA, Inc.(a) | ||||
02/15/2026 | 5.500% | 130,000 | 131,589 | |
Total | 467,688 | |||
Finance Companies 1.2% | ||||
GE Capital International Funding Co. Unlimited Co. | ||||
11/15/2035 | 4.418% | 420,000 | 504,889 | |
Global Aircraft Leasing Co., Ltd.(a),(j) | ||||
09/15/2024 | 6.500% | 41,120 | 40,567 | |
Navient Corp. | ||||
03/15/2028 | 4.875% | 40,000 | 40,331 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Provident Funding Associates LP/Finance Corp.(a) | ||||
06/15/2025 | 6.375% | 186,000 | 189,583 | |
Quicken Loans LLC/Co-Issuer, Inc.(a) | ||||
03/01/2029 | 3.625% | 53,000 | 53,592 | |
Rocket Mortgage LLC/Co-Issuer, Inc.(a),(c) | ||||
10/15/2033 | 4.000% | 733,000 | 727,702 | |
Springleaf Finance Corp. | ||||
05/15/2022 | 6.125% | 46,000 | 47,219 | |
03/15/2024 | 6.125% | 137,000 | 146,334 | |
Total | 1,750,217 | |||
Food and Beverage 2.6% | ||||
Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | ||||
02/01/2046 | 4.900% | 587,000 | 728,980 | |
Bacardi Ltd.(a) | ||||
05/15/2048 | 5.300% | 670,000 | 870,473 | |
FAGE International SA/USA Dairy Industry, Inc.(a) | ||||
08/15/2026 | 5.625% | 171,000 | 176,034 | |
JBS USA LUX SA/Food Co./Finance, Inc.(a) | ||||
12/01/2031 | 3.750% | 35,000 | 36,622 | |
JBS USA LUX SA/USA Finance, Inc.(a) | ||||
02/15/2028 | 6.750% | 80,000 | 86,744 | |
Kraft Heinz Foods Co. | ||||
06/01/2046 | 4.375% | 466,000 | 531,702 | |
Lamb Weston Holdings, Inc.(a) | ||||
05/15/2028 | 4.875% | 36,000 | 39,582 | |
Performance Food Group, Inc.(a) | ||||
05/01/2025 | 6.875% | 23,000 | 24,358 | |
Pilgrim’s Pride Corp.(a) | ||||
04/15/2031 | 4.250% | 142,000 | 151,842 | |
03/01/2032 | 3.500% | 646,000 | 657,060 | |
Post Holdings, Inc.(a) | ||||
03/01/2027 | 5.750% | 57,000 | 59,223 | |
01/15/2028 | 5.625% | 33,000 | 34,673 | |
04/15/2030 | 4.625% | 28,000 | 28,228 | |
09/15/2031 | 4.500% | 82,000 | 81,290 | |
Primo Water Holdings, Inc.(a) | ||||
04/30/2029 | 4.375% | 43,000 | 42,792 | |
Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed(a) | ||||
03/01/2029 | 4.625% | 32,000 | 32,363 | |
Triton Water Holdings, Inc.(a) | ||||
04/01/2029 | 6.250% | 42,000 | 42,742 | |
US Foods, Inc.(a) | ||||
04/15/2025 | 6.250% | 6,000 | 6,299 | |
02/15/2029 | 4.750% | 27,000 | 27,727 | |
Total | 3,658,734 |
6 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Gaming 0.9% | ||||
Boyd Gaming Corp.(a) | ||||
06/15/2031 | 4.750% | 82,000 | 84,577 | |
Caesars Entertainment, Inc.(a) | ||||
10/15/2029 | 4.625% | 110,000 | 111,545 | |
Caesars Resort Collection LLC/CRC Finco, Inc.(a) | ||||
10/15/2025 | 5.250% | 129,000 | 130,823 | |
CCM Merger, Inc.(a) | ||||
05/01/2026 | 6.375% | 89,000 | 93,632 | |
Colt Merger Sub, Inc.(a) | ||||
07/01/2025 | 6.250% | 28,000 | 29,501 | |
07/01/2027 | 8.125% | 129,000 | 144,978 | |
International Game Technology PLC(a) | ||||
02/15/2025 | 6.500% | 86,000 | 96,007 | |
MGM Growth Properties Operating Partnership LP/Finance Co-Issuer, Inc.(a) | ||||
02/15/2029 | 3.875% | 14,000 | 14,895 | |
Midwest Gaming Borrower LLC(a) | ||||
05/01/2029 | 4.875% | 81,000 | 82,493 | |
Penn National Gaming, Inc.(a) | ||||
07/01/2029 | 4.125% | 35,000 | 34,572 | |
Scientific Games International, Inc.(a) | ||||
07/01/2025 | 8.625% | 32,000 | 34,687 | |
10/15/2025 | 5.000% | 28,000 | 28,791 | |
03/15/2026 | 8.250% | 139,000 | 148,098 | |
05/15/2028 | 7.000% | 45,000 | 48,592 | |
11/15/2029 | 7.250% | 44,000 | 49,496 | |
VICI Properties LP/Note Co., Inc.(a) | ||||
02/15/2025 | 3.500% | 13,000 | 13,268 | |
12/01/2026 | 4.250% | 61,000 | 63,703 | |
Wynn Las Vegas LLC/Capital Corp.(a) | ||||
03/01/2025 | 5.500% | 47,000 | 47,956 | |
Wynn Resorts Finance LLC/Capital Corp.(a) | ||||
10/01/2029 | 5.125% | 18,000 | 18,134 | |
Total | 1,275,748 | |||
Health Care 2.1% | ||||
Acadia Healthcare Co., Inc.(a) | ||||
07/01/2028 | 5.500% | 19,000 | 19,975 | |
04/15/2029 | 5.000% | 46,000 | 47,977 | |
AdaptHealth LLC(a) | ||||
03/01/2030 | 5.125% | 96,000 | 96,075 | |
Avantor Funding, Inc.(a) | ||||
07/15/2028 | 4.625% | 45,000 | 47,407 | |
Becton Dickinson and Co. | ||||
02/11/2031 | 1.957% | 490,000 | 476,561 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Catalent Pharma Solutions, Inc.(a) | ||||
07/15/2027 | 5.000% | 14,000 | 14,544 | |
02/15/2029 | 3.125% | 16,000 | 15,691 | |
04/01/2030 | 3.500% | 44,000 | 43,997 | |
Charles River Laboratories International, Inc.(a) | ||||
05/01/2028 | 4.250% | 27,000 | 28,068 | |
03/15/2029 | 3.750% | 21,000 | 21,527 | |
03/15/2031 | 4.000% | 17,000 | 17,804 | |
CHS/Community Health Systems, Inc.(a) | ||||
02/15/2025 | 6.625% | 110,000 | 115,132 | |
03/15/2026 | 8.000% | 75,000 | 79,531 | |
04/15/2029 | 6.875% | 48,000 | 48,059 | |
02/15/2031 | 4.750% | 39,000 | 39,244 | |
Encompass Health Corp. | ||||
02/01/2028 | 4.500% | 62,000 | 64,318 | |
HCA, Inc. | ||||
09/01/2028 | 5.625% | 165,000 | 196,327 | |
09/01/2030 | 3.500% | 5,000 | 5,297 | |
Hologic, Inc.(a) | ||||
02/01/2028 | 4.625% | 75,000 | 78,907 | |
IQVIA, Inc.(a) | ||||
10/15/2026 | 5.000% | 25,000 | 25,703 | |
05/15/2027 | 5.000% | 95,000 | 98,720 | |
Jaguar Holding Co. II/PPD Development LP(a) | ||||
06/15/2025 | 4.625% | 67,000 | 69,939 | |
06/15/2028 | 5.000% | 131,000 | 141,062 | |
Mozart Debt Merger Sub, Inc.(a),(c) | ||||
10/01/2029 | 5.250% | 32,000 | 32,000 | |
Ortho-Clinical Diagnostics, Inc./SA(a) | ||||
06/01/2025 | 7.375% | 40,000 | 42,195 | |
02/01/2028 | 7.250% | 15,000 | 16,069 | |
Radiology Partners, Inc.(a) | ||||
02/01/2028 | 9.250% | 76,000 | 81,651 | |
RP Escrow Issuer LLC(a) | ||||
12/15/2025 | 5.250% | 175,000 | 179,875 | |
Select Medical Corp.(a) | ||||
08/15/2026 | 6.250% | 181,000 | 190,441 | |
Surgery Center Holdings, Inc.(a) | ||||
04/15/2027 | 10.000% | 83,000 | 89,807 | |
Syneos Health, Inc.(a) | ||||
01/15/2029 | 3.625% | 43,000 | 42,859 | |
Teleflex, Inc. | ||||
11/15/2027 | 4.625% | 53,000 | 55,628 | |
Teleflex, Inc.(a) | ||||
06/01/2028 | 4.250% | 28,000 | 29,085 | |
Tenet Healthcare Corp. | ||||
07/15/2024 | 4.625% | 10,000 | 10,164 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 7 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Tenet Healthcare Corp.(a) | ||||
02/01/2027 | 6.250% | 79,000 | 82,110 | |
11/01/2027 | 5.125% | 139,000 | 145,316 | |
10/01/2028 | 6.125% | 115,000 | 120,681 | |
US Acute Care Solutions LLC(a) | ||||
03/01/2026 | 6.375% | 76,000 | 80,168 | |
Total | 2,989,914 | |||
Healthcare Insurance 0.1% | ||||
Centene Corp. | ||||
10/15/2030 | 3.000% | 81,000 | 83,026 | |
08/01/2031 | 2.625% | 39,000 | 38,759 | |
Total | 121,785 | |||
Home Construction 0.2% | ||||
Meritage Homes Corp. | ||||
06/06/2027 | 5.125% | 44,000 | 49,060 | |
Meritage Homes Corp.(a) | ||||
04/15/2029 | 3.875% | 30,000 | 31,495 | |
Shea Homes LP/Funding Corp.(a) | ||||
02/15/2028 | 4.750% | 47,000 | 48,249 | |
Taylor Morrison Communities, Inc.(a) | ||||
01/15/2028 | 5.750% | 52,000 | 57,896 | |
TRI Pointe Group, Inc./Homes | ||||
06/15/2024 | 5.875% | 35,000 | 38,425 | |
Total | 225,125 | |||
Independent Energy 2.2% | ||||
Apache Corp. | ||||
11/15/2027 | 4.875% | 34,000 | 37,081 | |
10/15/2028 | 4.375% | 46,000 | 49,701 | |
01/15/2030 | 4.250% | 41,000 | 44,185 | |
09/01/2040 | 5.100% | 48,000 | 53,761 | |
02/01/2042 | 5.250% | 25,000 | 27,856 | |
04/15/2043 | 4.750% | 70,000 | 75,785 | |
Callon Petroleum Co. | ||||
07/01/2026 | 6.375% | 185,000 | 176,867 | |
Callon Petroleum Co.(a) | ||||
08/01/2028 | 8.000% | 143,000 | 141,201 | |
CNX Resources Corp.(a) | ||||
03/14/2027 | 7.250% | 45,000 | 47,900 | |
01/15/2029 | 6.000% | 64,000 | 67,707 | |
Comstock Resources, Inc.(a) | ||||
03/01/2029 | 6.750% | 29,000 | 31,340 | |
01/15/2030 | 5.875% | 27,000 | 28,084 | |
CrownRock LP/Finance, Inc.(a) | ||||
05/01/2029 | 5.000% | 22,000 | 22,961 | |
Endeavor Energy Resources LP/Finance, Inc.(a) | ||||
01/30/2028 | 5.750% | 17,000 | 17,900 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
EQT Corp.(h) | ||||
02/01/2030 | 8.750% | 118,000 | 151,852 | |
EQT Corp.(a) | ||||
05/15/2031 | 3.625% | 30,000 | 31,267 | |
Hilcorp Energy I LP/Finance Co.(a) | ||||
02/01/2029 | 5.750% | 57,000 | 58,741 | |
Matador Resources Co. | ||||
09/15/2026 | 5.875% | 75,000 | 77,384 | |
Occidental Petroleum Corp. | ||||
04/15/2026 | 3.400% | 139,000 | 142,682 | |
08/15/2029 | 3.500% | 75,000 | 76,268 | |
09/01/2030 | 6.625% | 117,000 | 144,397 | |
01/01/2031 | 6.125% | 110,000 | 131,809 | |
09/15/2036 | 6.450% | 408,000 | 513,593 | |
03/15/2040 | 6.200% | 31,000 | 36,511 | |
07/15/2044 | 4.500% | 39,000 | 39,159 | |
06/15/2045 | 4.625% | 193,000 | 197,392 | |
03/15/2046 | 6.600% | 114,000 | 143,739 | |
04/15/2046 | 4.400% | 441,000 | 438,771 | |
08/15/2049 | 4.400% | 45,000 | 44,241 | |
SM Energy Co. | ||||
09/15/2026 | 6.750% | 24,000 | 24,503 | |
01/15/2027 | 6.625% | 32,000 | 32,794 | |
07/15/2028 | 6.500% | 24,000 | 24,807 | |
Southwestern Energy Co.(a) | ||||
02/01/2029 | 5.375% | 26,000 | 27,837 | |
Total | 3,160,076 | |||
Integrated Energy 0.2% | ||||
Cenovus Energy, Inc. | ||||
07/15/2025 | 5.375% | 30,000 | 33,965 | |
04/15/2027 | 4.250% | 11,000 | 12,228 | |
11/15/2039 | 6.750% | 28,000 | 38,125 | |
Chevron USA, Inc. | ||||
11/15/2043 | 5.250% | 125,000 | 168,538 | |
Total | 252,856 | |||
Leisure 0.8% | ||||
Carnival Corp.(a) | ||||
03/01/2026 | 7.625% | 184,000 | 196,370 | |
03/01/2027 | 5.750% | 95,000 | 98,162 | |
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp. | ||||
06/01/2024 | 5.375% | 61,000 | 61,598 | |
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Operations LLC(a) | ||||
05/01/2025 | 5.500% | 23,000 | 23,992 | |
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Operations LLC | ||||
10/01/2028 | 6.500% | 46,000 | 49,352 |
8 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Cinemark USA, Inc.(a) | ||||
03/15/2026 | 5.875% | 112,000 | 113,110 | |
07/15/2028 | 5.250% | 32,000 | 31,513 | |
Live Nation Entertainment, Inc.(a) | ||||
10/15/2027 | 4.750% | 31,000 | 31,538 | |
NCL Corp Ltd.(a) | ||||
03/15/2026 | 5.875% | 49,000 | 50,239 | |
NCL Corp.,Ltd.(a) | ||||
12/15/2024 | 3.625% | 55,000 | 52,234 | |
Royal Caribbean Cruises Ltd.(a) | ||||
06/15/2023 | 9.125% | 67,000 | 72,859 | |
07/01/2026 | 4.250% | 88,000 | 86,210 | |
08/31/2026 | 5.500% | 48,000 | 49,323 | |
04/01/2028 | 5.500% | 55,000 | 56,306 | |
Six Flags Entertainment Corp.(a) | ||||
07/31/2024 | 4.875% | 75,000 | 75,695 | |
Viking Cruises Ltd.(a) | ||||
09/15/2027 | 5.875% | 14,000 | 13,603 | |
Total | 1,062,104 | |||
Life Insurance 1.9% | ||||
Guardian Life Insurance Co. of America (The)(a) | ||||
Subordinated | ||||
06/19/2064 | 4.875% | 389,000 | 502,352 | |
Massachusetts Mutual Life Insurance Co.(a) | ||||
Subordinated | ||||
10/15/2070 | 3.729% | 350,000 | 377,429 | |
Peachtree Corners Funding Trust(a) | ||||
02/15/2025 | 3.976% | 1,230,000 | 1,334,813 | |
Teachers Insurance & Annuity Association of America(a) | ||||
Subordinated | ||||
09/15/2044 | 4.900% | 340,000 | 439,517 | |
Total | 2,654,111 | |||
Lodging 0.0% | ||||
Marriott Ownership Resorts, Inc. | ||||
01/15/2028 | 4.750% | 11,000 | 11,219 | |
Marriott Ownership Resorts, Inc.(a) | ||||
06/15/2029 | 4.500% | 20,000 | 20,314 | |
Total | 31,533 | |||
Media and Entertainment 1.2% | ||||
Cengage Learning, Inc.(a) | ||||
06/15/2024 | 9.500% | 188,000 | 192,607 | |
Clear Channel International BV(a) | ||||
08/01/2025 | 6.625% | 68,000 | 70,842 | |
Clear Channel Outdoor Holdings, Inc.(a) | ||||
04/15/2028 | 7.750% | 101,000 | 106,315 | |
06/01/2029 | 7.500% | 61,000 | 63,591 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Diamond Sports Group LLC/Finance Co.(a) | ||||
08/15/2026 | 5.375% | 9,000 | 5,962 | |
08/15/2027 | 6.625% | 25,000 | 11,027 | |
iHeartCommunications, Inc. | ||||
05/01/2026 | 6.375% | 19,000 | 20,005 | |
05/01/2027 | 8.375% | 91,130 | 97,350 | |
iHeartCommunications, Inc.(a) | ||||
01/15/2028 | 4.750% | 116,000 | 119,498 | |
Lamar Media Corp. | ||||
01/15/2029 | 4.875% | 80,000 | 84,900 | |
Netflix, Inc. | ||||
04/15/2028 | 4.875% | 54,000 | 62,156 | |
11/15/2028 | 5.875% | 77,000 | 94,346 | |
05/15/2029 | 6.375% | 17,000 | 21,505 | |
Netflix, Inc.(a) | ||||
11/15/2029 | 5.375% | 53,000 | 64,208 | |
06/15/2030 | 4.875% | 308,000 | 362,783 | |
Nexstar Broadcasting, Inc.(a) | ||||
11/01/2028 | 4.750% | 49,000 | 50,825 | |
Outfront Media Capital LLC/Corp.(a) | ||||
01/15/2029 | 4.250% | 24,000 | 23,782 | |
03/15/2030 | 4.625% | 125,000 | 125,344 | |
Playtika Holding Corp.(a) | ||||
03/15/2029 | 4.250% | 57,000 | 57,191 | |
Univision Communications, Inc.(a) | ||||
05/01/2029 | 4.500% | 35,000 | 35,640 | |
Total | 1,669,877 | |||
Metals and Mining 1.3% | ||||
Alcoa Nederland Holding BV(a) | ||||
03/31/2029 | 4.125% | 28,000 | 29,162 | |
Allegheny Technologies, Inc. | ||||
10/01/2029 | 4.875% | 11,000 | 11,030 | |
10/01/2031 | 5.125% | 78,000 | 78,589 | |
Commercial Metals Co. | ||||
02/15/2031 | 3.875% | 7,000 | 7,046 | |
Constellium SE(a) | ||||
06/15/2028 | 5.625% | 107,000 | 112,431 | |
04/15/2029 | 3.750% | 153,000 | 149,217 | |
Freeport-McMoRan, Inc. | ||||
03/15/2043 | 5.450% | 808,000 | 994,264 | |
Hudbay Minerals, Inc.(a) | ||||
04/01/2029 | 6.125% | 281,000 | 294,469 | |
Kaiser Aluminum Corp.(a) | ||||
06/01/2031 | 4.500% | 74,000 | 76,028 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 9 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Novelis Corp.(a) | ||||
11/15/2026 | 3.250% | 43,000 | 43,596 | |
08/15/2031 | 3.875% | 52,000 | 51,603 | |
Total | 1,847,435 | |||
Midstream 2.5% | ||||
Cheniere Energy Partners LP | ||||
10/01/2029 | 4.500% | 107,000 | 113,827 | |
Cheniere Energy Partners LP(a) | ||||
03/01/2031 | 4.000% | 33,000 | 34,657 | |
01/31/2032 | 3.250% | 136,000 | 136,513 | |
Cheniere Energy, Inc. | ||||
10/15/2028 | 4.625% | 118,000 | 124,426 | |
CNX Midstream Partners LP(a) | ||||
04/15/2030 | 4.750% | 62,000 | 62,802 | |
DCP Midstream Operating LP | ||||
04/01/2044 | 5.600% | 73,000 | 85,395 | |
Delek Logistics Partners LP/Finance Corp. | ||||
05/15/2025 | 6.750% | 50,000 | 51,271 | |
DT Midstream, Inc.(a) | ||||
06/15/2029 | 4.125% | 51,000 | 51,930 | |
06/15/2031 | 4.375% | 66,000 | 68,339 | |
EQM Midstream Partners LP(a) | ||||
07/01/2027 | 6.500% | 35,000 | 39,381 | |
01/15/2029 | 4.500% | 73,000 | 75,829 | |
01/15/2031 | 4.750% | 95,000 | 98,801 | |
Galaxy Pipeline Assets Bidco Ltd.(a) | ||||
09/30/2040 | 3.250% | 200,000 | 201,927 | |
Hess Midstream Operations LP(a) | ||||
02/15/2030 | 4.250% | 19,000 | 19,214 | |
Holly Energy Partners LP/Finance Corp.(a) | ||||
02/01/2028 | 5.000% | 59,000 | 59,955 | |
NuStar Logistics LP | ||||
10/01/2025 | 5.750% | 136,000 | 146,607 | |
06/01/2026 | 6.000% | 23,000 | 24,952 | |
Plains All American Pipeline LP/Finance Corp. | ||||
06/15/2044 | 4.700% | 451,000 | 482,457 | |
Rockies Express Pipeline LLC(a) | ||||
05/15/2025 | 3.600% | 40,000 | 41,248 | |
Rockpoint Gas Storage Canada Ltd.(a) | ||||
03/31/2023 | 7.000% | 157,000 | 159,532 | |
Sunoco LP/Finance Corp. | ||||
02/15/2026 | 5.500% | 120,000 | 122,467 | |
Superior Plus LP/General Partner, Inc.(a) | ||||
03/15/2029 | 4.500% | 33,000 | 34,123 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Targa Resources Partners LP/Finance Corp. | ||||
01/15/2028 | 5.000% | 28,000 | 29,469 | |
03/01/2030 | 5.500% | 77,000 | 84,213 | |
02/01/2031 | 4.875% | 94,000 | 101,392 | |
Targa Resources Partners LP/Finance Corp.(a) | ||||
01/15/2032 | 4.000% | 259,000 | 267,605 | |
TransMontaigne Partners LP/TLP Finance Corp. | ||||
02/15/2026 | 6.125% | 94,000 | 96,371 | |
Venture Global Calcasieu Pass LLC(a) | ||||
08/15/2029 | 3.875% | 87,000 | 89,656 | |
08/15/2031 | 4.125% | 62,000 | 64,793 | |
Western Gas Partners LP | ||||
03/01/2048 | 5.300% | 225,000 | 259,329 | |
08/15/2048 | 5.500% | 241,000 | 281,910 | |
Total | 3,510,391 | |||
Natural Gas 0.4% | ||||
NiSource, Inc. | ||||
05/15/2047 | 4.375% | 465,000 | 554,629 | |
Oil Field Services 0.2% | ||||
Apergy Corp. | ||||
05/01/2026 | 6.375% | 45,000 | 46,952 | |
Nabors Industries Ltd.(a) | ||||
01/15/2028 | 7.500% | 22,000 | 20,843 | |
Transocean Sentry Ltd.(a) | ||||
05/15/2023 | 5.375% | 234,338 | 230,852 | |
Total | 298,647 | |||
Other Industry 0.1% | ||||
Dycom Industries, Inc.(a) | ||||
04/15/2029 | 4.500% | 41,000 | 41,256 | |
Hillenbrand, Inc. | ||||
03/01/2031 | 3.750% | 33,000 | 32,821 | |
Total | 74,077 | |||
Other REIT 0.3% | ||||
Blackstone Mortgage Trust, Inc.(a),(c) | ||||
01/15/2027 | 3.750% | 94,000 | 93,150 | |
Ladder Capital Finance Holdings LLLP/Corp.(a) | ||||
10/01/2025 | 5.250% | 42,000 | 42,546 | |
02/01/2027 | 4.250% | 35,000 | 34,804 | |
06/15/2029 | 4.750% | 139,000 | 138,234 | |
Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer(a) | ||||
05/15/2029 | 4.875% | 45,000 | 46,173 | |
RHP Hotel Properties LP/Finance Corp.(a) | ||||
02/15/2029 | 4.500% | 24,000 | 24,053 |
10 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
RLJ Lodging Trust LP(a) | ||||
07/01/2026 | 3.750% | 31,000 | 31,270 | |
09/15/2029 | 4.000% | 40,000 | 39,947 | |
Total | 450,177 | |||
Packaging 0.4% | ||||
Ardagh Metal Packaging Finance USA LLC/PLC(a) | ||||
09/01/2029 | 4.000% | 111,000 | 112,211 | |
Ardagh Packaging Finance PLC/Holdings USA, Inc.(a) | ||||
08/15/2026 | 4.125% | 28,000 | 28,999 | |
08/15/2027 | 5.250% | 148,000 | 150,957 | |
BWAY Holding Co.(a) | ||||
04/15/2024 | 5.500% | 72,000 | 72,585 | |
CANPACK SA/Eastern PA Land Investment Holding LLC(a) | ||||
11/01/2025 | 3.125% | 60,000 | 60,988 | |
Flex Acquisition Co., Inc.(a) | ||||
07/15/2026 | 7.875% | 45,000 | 47,237 | |
Novolex(a) | ||||
01/15/2025 | 6.875% | 29,000 | 29,345 | |
Trivium Packaging Finance BV(a) | ||||
08/15/2026 | 5.500% | 29,000 | 30,411 | |
08/15/2027 | 8.500% | 61,000 | 65,244 | |
Total | 597,977 | |||
Pharmaceuticals 0.6% | ||||
AbbVie, Inc. | ||||
11/21/2049 | 4.250% | 280,000 | 331,515 | |
Bausch Health Companies, Inc.(a) | ||||
04/01/2026 | 9.250% | 147,000 | 156,994 | |
01/31/2027 | 8.500% | 63,000 | 67,197 | |
01/15/2028 | 7.000% | 99,000 | 101,427 | |
06/01/2028 | 4.875% | 21,000 | 21,776 | |
Endo Dac/Finance LLC/Finco, Inc.(a) | ||||
07/31/2027 | 9.500% | 17,000 | 17,027 | |
06/30/2028 | 6.000% | 26,000 | 18,596 | |
Organon Finance 1 LLC(a) | ||||
04/30/2031 | 5.125% | 96,000 | 100,812 | |
Par Pharmaceutical, Inc.(a) | ||||
04/01/2027 | 7.500% | 66,000 | 67,116 | |
Total | 882,460 | |||
Property & Casualty 0.3% | ||||
Alliant Holdings Intermediate LLC/Co-Issuer(a) | ||||
10/15/2027 | 6.750% | 114,000 | 118,317 | |
AssuredPartners, Inc.(a) | ||||
01/15/2029 | 5.625% | 70,000 | 70,448 | |
BroadStreet Partners, Inc.(a) | ||||
04/15/2029 | 5.875% | 63,000 | 62,773 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
HUB International Ltd.(a) | ||||
05/01/2026 | 7.000% | 47,000 | 48,601 | |
MGIC Investment Corp. | ||||
08/15/2028 | 5.250% | 16,000 | 17,060 | |
Radian Group, Inc. | ||||
03/15/2025 | 6.625% | 30,000 | 33,540 | |
03/15/2027 | 4.875% | 38,000 | 41,456 | |
USI, Inc.(a) | ||||
05/01/2025 | 6.875% | 39,000 | 39,687 | |
Total | 431,882 | |||
Restaurants 0.4% | ||||
1011778 BC ULC/New Red Finance, Inc.(a) | ||||
04/15/2025 | 5.750% | 28,000 | 29,408 | |
01/15/2028 | 3.875% | 103,000 | 103,816 | |
IRB Holding Corp.(a) | ||||
06/15/2025 | 7.000% | 193,000 | 205,021 | |
02/15/2026 | 6.750% | 199,000 | 204,703 | |
Yum! Brands, Inc.(a) | ||||
04/01/2025 | 7.750% | 25,000 | 26,730 | |
Total | 569,678 | |||
Retailers 0.5% | ||||
Hanesbrands, Inc.(a) | ||||
05/15/2025 | 5.375% | 36,000 | 37,705 | |
L Brands, Inc. | ||||
11/01/2035 | 6.875% | 94,000 | 117,984 | |
LCM Investments Holdings II LLC(a) | ||||
05/01/2029 | 4.875% | 24,000 | 24,635 | |
05/01/2029 | 4.875% | 15,000 | 15,375 | |
Lowe’s Companies, Inc. | ||||
05/03/2047 | 4.050% | 305,000 | 348,800 | |
Penske Automotive Group, Inc. | ||||
09/01/2025 | 3.500% | 29,000 | 29,835 | |
PetSmart, Inc./Finance Corp.(a) | ||||
02/15/2028 | 4.750% | 58,000 | 59,913 | |
02/15/2029 | 7.750% | 14,000 | 15,268 | |
Total | 649,515 | |||
Supermarkets 0.1% | ||||
Albertsons Companies LLC/Safeway, Inc./New Albertsons LP/Albertsons LLC(a) | ||||
02/15/2028 | 5.875% | 92,000 | 97,948 | |
Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(a) | ||||
03/15/2026 | 3.250% | 29,000 | 29,532 | |
SEG Holding LLC/Finance Corp.(a) | ||||
10/15/2028 | 5.625% | 30,000 | 31,315 | |
Total | 158,795 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 11 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Technology 2.1% | ||||
Ascend Learning LLC(a) | ||||
08/01/2025 | 6.875% | 92,000 | 93,677 | |
08/01/2025 | 6.875% | 78,000 | 79,579 | |
Black Knight InfoServ LLC(a) | ||||
09/01/2028 | 3.625% | 25,000 | 25,167 | |
Boxer Parent Co., Inc.(a) | ||||
10/02/2025 | 7.125% | 27,000 | 28,821 | |
03/01/2026 | 9.125% | 16,000 | 16,768 | |
Broadcom, Inc. | ||||
11/15/2030 | 4.150% | 166,000 | 184,086 | |
Broadcom, Inc.(a) | ||||
04/15/2034 | 3.469% | 205,000 | 211,991 | |
11/15/2036 | 3.187% | 9,000 | 8,924 | |
Camelot Finance SA(a) | ||||
11/01/2026 | 4.500% | 54,000 | 56,121 | |
CDK Global, Inc. | ||||
06/01/2027 | 4.875% | 57,000 | 59,680 | |
Clarivate Science Holdings Corp.(a) | ||||
07/01/2028 | 3.875% | 41,000 | 41,006 | |
07/01/2029 | 4.875% | 92,000 | 92,179 | |
Everi Holdings, Inc.(a) | ||||
07/15/2029 | 5.000% | 8,000 | 8,204 | |
Gartner, Inc.(a) | ||||
06/15/2029 | 3.625% | 28,000 | 28,243 | |
10/01/2030 | 3.750% | 97,000 | 99,908 | |
HealthEquity, Inc.(a),(c) | ||||
10/01/2029 | 4.500% | 43,000 | 43,699 | |
Helios Software Holdings, Inc.(a) | ||||
05/01/2028 | 4.625% | 68,000 | 67,205 | |
ION Trading Technologies Sarl(a) | ||||
05/15/2028 | 5.750% | 59,000 | 60,539 | |
Logan Merger Sub, Inc.(a) | ||||
09/01/2027 | 5.500% | 115,000 | 116,785 | |
NCR Corp.(a) | ||||
10/01/2028 | 5.000% | 81,000 | 83,237 | |
04/15/2029 | 5.125% | 85,000 | 87,671 | |
Nielsen Finance LLC/Co.(a) | ||||
10/01/2028 | 5.625% | 67,000 | 69,586 | |
07/15/2029 | 4.500% | 36,000 | 35,209 | |
07/15/2031 | 4.750% | 45,000 | 43,804 | |
Oracle Corp. | ||||
04/01/2050 | 3.600% | 297,000 | 297,317 | |
03/25/2061 | 4.100% | 287,000 | 307,067 | |
Plantronics, Inc.(a) | ||||
03/01/2029 | 4.750% | 159,000 | 148,989 | |
PTC, Inc.(a) | ||||
02/15/2028 | 4.000% | 63,000 | 64,655 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Sabre GLBL, Inc.(a) | ||||
09/01/2025 | 7.375% | 8,000 | 8,516 | |
Shift4 Payments LLC/Finance Sub, Inc.(a) | ||||
11/01/2026 | 4.625% | 102,000 | 106,433 | |
Square, Inc.(a) | ||||
06/01/2026 | 2.750% | 14,000 | 14,208 | |
06/01/2031 | 3.500% | 49,000 | 50,286 | |
Switch Ltd.(a) | ||||
09/15/2028 | 3.750% | 33,000 | 33,496 | |
06/15/2029 | 4.125% | 36,000 | 37,028 | |
Tempo Acquisition LLC/Finance Corp.(a) | ||||
06/01/2025 | 5.750% | 43,000 | 45,150 | |
Verscend Escrow Corp.(a) | ||||
08/15/2026 | 9.750% | 151,000 | 159,325 | |
ZoomInfo Technologies LLC/Finance Corp.(a) | ||||
02/01/2029 | 3.875% | 101,000 | 100,505 | |
Total | 3,015,064 | |||
Transportation Services 0.1% | ||||
Adani Ports & Special Economic Zone Ltd.(a) | ||||
07/03/2029 | 4.375% | 200,000 | 209,957 | |
Wireless 1.6% | ||||
Altice France Holding SA(a) | ||||
02/15/2028 | 6.000% | 246,000 | 234,701 | |
Altice France SA(a) | ||||
05/01/2026 | 7.375% | 14,000 | 14,527 | |
02/01/2027 | 8.125% | 43,000 | 46,342 | |
07/15/2029 | 5.125% | 100,000 | 98,199 | |
Altice France SA(a),(c) | ||||
10/15/2029 | 5.500% | 55,000 | 54,508 | |
American Tower Corp. | ||||
08/15/2029 | 3.800% | 237,000 | 262,436 | |
SBA Communications Corp. | ||||
02/15/2027 | 3.875% | 69,000 | 71,453 | |
SBA Communications Corp.(a) | ||||
02/01/2029 | 3.125% | 295,000 | 285,243 | |
Sprint Capital Corp. | ||||
11/15/2028 | 6.875% | 94,000 | 120,059 | |
Sprint Corp. | ||||
06/15/2024 | 7.125% | 26,000 | 29,600 | |
T-Mobile USA, Inc. | ||||
02/15/2029 | 2.625% | 78,000 | 78,787 | |
04/15/2030 | 3.875% | 390,000 | 430,871 | |
02/15/2031 | 2.875% | 43,000 | 43,385 | |
04/15/2031 | 3.500% | 54,000 | 56,993 | |
T-Mobile USA, Inc.(a) | ||||
04/15/2031 | 3.500% | 257,000 | 271,401 |
12 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Vmed O2 UK Financing I PLC(a) | ||||
01/31/2031 | 4.250% | 79,000 | 78,761 | |
07/15/2031 | 4.750% | 123,000 | 125,728 | |
Total | 2,302,994 | |||
Wirelines 2.1% | ||||
AT&T, Inc. | ||||
09/15/2055 | 3.550% | 497,000 | 490,011 | |
12/01/2057 | 3.800% | 478,000 | 488,528 | |
CenturyLink, Inc. | ||||
12/01/2023 | 6.750% | 77,000 | 84,503 | |
04/01/2024 | 7.500% | 102,000 | 112,925 | |
04/01/2025 | 5.625% | 102,000 | 110,968 | |
CenturyLink, Inc.(a) | ||||
12/15/2026 | 5.125% | 54,000 | 55,992 | |
02/15/2027 | 4.000% | 44,000 | 44,971 | |
Front Range BidCo, Inc.(a) | ||||
03/01/2027 | 4.000% | 73,000 | 72,688 | |
03/01/2028 | 6.125% | 46,000 | 46,634 | |
Level 3 Financing, Inc.(a) | ||||
07/15/2029 | 3.750% | 44,000 | 42,569 | |
Lumen Technologies, Inc.(a) | ||||
06/15/2029 | 5.375% | 37,000 | 37,634 | |
Network i2i Ltd.(a),(h) | ||||
12/31/2049 | 5.650% | 200,000 | 213,097 | |
Verizon Communications, Inc.(a) | ||||
03/15/2032 | 2.355% | 496,000 | 491,073 | |
Verizon Communications, Inc. | ||||
08/10/2033 | 4.500% | 242,000 | 288,155 | |
03/22/2061 | 3.700% | 378,000 | 399,573 | |
Total | 2,979,321 | |||
Total Corporate Bonds & Notes (Cost $53,152,973) | 55,816,238 | |||
Foreign Government Obligations(k),(l) 6.8% | ||||
Angola 0.1% | ||||
Angolan Government International Bond(a) | ||||
11/26/2029 | 8.000% | 200,000 | 205,218 | |
Brazil 0.1% | ||||
Brazilian Government International Bond | ||||
06/12/2030 | 3.875% | 202,000 | 195,949 | |
Canada 0.2% | ||||
MEGlobal Canada ULC(a) | ||||
05/18/2025 | 5.000% | 200,000 | 221,082 | |
NOVA Chemicals Corp.(a) | ||||
05/15/2029 | 4.250% | 28,000 | 28,001 | |
Total | 249,083 |
Foreign Government Obligations(k),(l) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
China 0.9% | ||||
China Development Bank | ||||
07/06/2028 | 4.040% | CNY | 4,220,000 | 684,166 |
China Government Bond | ||||
06/04/2027 | 2.850% | CNY | 2,110,000 | 327,152 |
05/21/2030 | 2.680% | CNY | 2,100,000 | 317,205 |
Total | 1,328,523 | |||
Colombia 0.7% | ||||
Colombia Government International Bond | ||||
04/15/2031 | 3.125% | 300,000 | 281,006 | |
02/26/2044 | 5.625% | 200,000 | 209,122 | |
06/15/2045 | 5.000% | 300,000 | 292,900 | |
05/15/2049 | 5.200% | 273,000 | 272,609 | |
Total | 1,055,637 | |||
Dominican Republic 0.5% | ||||
Dominican Republic International Bond(a) | ||||
01/25/2027 | 5.950% | 218,000 | 244,902 | |
04/30/2044 | 7.450% | 200,000 | 239,103 | |
01/27/2045 | 6.850% | 200,000 | 223,222 | |
Total | 707,227 | |||
Egypt 0.3% | ||||
Egypt Government International Bond(a) | ||||
04/11/2031 | 6.375% | EUR | 100,000 | 113,552 |
01/31/2047 | 8.500% | 250,000 | 241,525 | |
Total | 355,077 | |||
Ghana 0.1% | ||||
Ghana Government International Bond(a) | ||||
03/26/2051 | 8.950% | 200,000 | 181,905 | |
Guatemala 0.2% | ||||
Guatemala Government Bond(a) | ||||
06/01/2050 | 6.125% | 200,000 | 230,403 | |
Indonesia 0.6% | ||||
Indonesia Government International Bond | ||||
10/30/2049 | 3.700% | 200,000 | 202,970 | |
PT Indonesia Asahan Aluminium Persero(a) | ||||
11/15/2048 | 6.757% | 200,000 | 257,380 | |
PT Pertamina Persero(a) | ||||
05/30/2044 | 6.450% | 200,000 | 261,580 | |
PT Saka Energi Indonesia(a) | ||||
05/05/2024 | 4.450% | 200,000 | 192,130 | |
Total | 914,060 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 13 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Foreign Government Obligations(k),(l) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Ivory Coast 0.2% | ||||
Ivory Coast Government International Bond(a) | ||||
10/17/2031 | 5.875% | EUR | 200,000 | 241,953 |
Kazakhstan 0.2% | ||||
KazMunayGas National Co. JSC(a) | ||||
04/19/2027 | 4.750% | 200,000 | 224,344 | |
Mexico 1.1% | ||||
Mexican Bonos | ||||
05/31/2029 | 8.500% | MXN | 8,500,000 | 441,219 |
Mexico Government International Bond | ||||
04/16/2030 | 3.250% | 200,000 | 205,323 | |
Petroleos Mexicanos(a) | ||||
09/12/2024 | 7.190% | MXN | 260,000 | 12,029 |
Petroleos Mexicanos | ||||
01/23/2026 | 4.500% | 80,000 | 80,520 | |
11/12/2026 | 7.470% | MXN | 4,700,000 | 200,658 |
01/23/2030 | 6.840% | 135,000 | 138,979 | |
01/28/2031 | 5.950% | 22,000 | 21,315 | |
09/21/2047 | 6.750% | 230,000 | 200,731 | |
01/23/2050 | 7.690% | 300,000 | 283,788 | |
Total | 1,584,562 | |||
Paraguay 0.2% | ||||
Paraguay Government International Bond(a) | ||||
08/11/2044 | 6.100% | 200,000 | 243,670 | |
Qatar 0.3% | ||||
Qatar Government International Bond(a) | ||||
03/14/2049 | 4.817% | 200,000 | 257,701 | |
Qatar Petroleum(a) | ||||
07/12/2031 | 2.250% | 200,000 | 197,850 | |
Total | 455,551 | |||
Romania 0.1% | ||||
Romanian Government International Bond(a) | ||||
04/03/2049 | 4.625% | EUR | 150,000 | 203,765 |
Russian Federation 0.2% | ||||
Russian Foreign Bond - Eurobond(a) | ||||
03/28/2035 | 5.100% | 200,000 | 239,745 | |
South Africa 0.2% | ||||
Republic of South Africa Government International Bond | ||||
09/30/2029 | 4.850% | 200,000 | 205,653 | |
Turkey 0.1% | ||||
Turkey Government International Bond | ||||
02/17/2028 | 5.125% | 200,000 | 189,833 |
Foreign Government Obligations(k),(l) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Ukraine 0.2% | ||||
Ukraine Government International Bond(a) | ||||
09/25/2032 | 7.375% | 220,000 | 224,663 | |
United Arab Emirates 0.3% | ||||
DP World Crescent Ltd.(a) | ||||
07/18/2029 | 3.875% | 200,000 | 216,128 | |
DP World Ltd.(a) | ||||
09/25/2048 | 5.625% | 200,000 | 246,579 | |
Total | 462,707 | |||
Total Foreign Government Obligations (Cost $9,596,636) | 9,699,528 | |||
Residential Mortgage-Backed Securities - Agency 7.4% | ||||
Federal Home Loan Mortgage Corp.(m) | ||||
CMO Series 4120 Class AI | ||||
11/15/2039 | 3.500% | 315,689 | 7,271 | |
Federal Home Loan Mortgage Corp.(f),(m) | ||||
CMO Series 4620 Class AS | ||||
11/15/2042 | 1.635% | 779,966 | 49,175 | |
Federal National Mortgage Association | ||||
05/01/2041 | 4.000% | 24,343 | 26,431 | |
Federal National Mortgage Association(f),(m) | ||||
CMO Series 2006-5 Class N1 | ||||
08/25/2034 | 0.000% | 1,748,508 | 2 | |
Federal National Mortgage Association(m) | ||||
CMO Series 2012-133 Class EI | ||||
07/25/2031 | 3.500% | 383,526 | 15,253 | |
CMO Series 2012-139 Class IL | ||||
04/25/2040 | 3.500% | 352,198 | 11,589 | |
CMO Series 2013-1 Class AI | ||||
02/25/2043 | 3.500% | 904,257 | 124,743 | |
CMO Series 2021-3 Class TI | ||||
02/25/2051 | 2.500% | 2,439,001 | 423,125 | |
Federal National Mortgage Association(b),(m) | ||||
CMO Series 2014-93 Class ES | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 01/25/2045 | 6.064% | 340,623 | 66,835 | |
CMO Series 2016-31 Class VS | ||||
-1.0 x 1-month USD LIBOR + 6.000% Cap 6.000% 06/25/2046 | 5.914% | 622,968 | 112,250 | |
CMO Series 2017-47 Class SE | ||||
-1.0 x 1-month USD LIBOR + 6.100% Cap 6.100% 06/25/2047 | 6.014% | 478,045 | 121,753 |
14 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2017-56 Class SB | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 07/25/2047 | 6.064% | 952,785 | 209,522 | |
CMO Series 2018-76 Class SN | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 10/25/2048 | 6.064% | 422,635 | 107,538 | |
Government National Mortgage Association(m) | ||||
CMO Series 2014-190 Class AI | ||||
12/20/2038 | 3.500% | 979,150 | 103,263 | |
CMO Series 2020-138 Class GI | ||||
09/20/2050 | 3.000% | 934,302 | 132,297 | |
CMO Series 2021-140 Class IW | ||||
08/20/2051 | 3.500% | 1,268,973 | 188,760 | |
CMO Series 2021-16 Class KI | ||||
01/20/2051 | 2.500% | 1,454,659 | 215,726 | |
CMO Series 2021-57 Class KI | ||||
03/20/2051 | 3.500% | 1,915,048 | 279,662 | |
CMO Series 2021-89 Class IO | ||||
05/20/2051 | 3.000% | 1,281,591 | 202,301 | |
CMO Series 2021-9 Class MI | ||||
01/20/2051 | 2.500% | 1,191,044 | 154,303 | |
Government National Mortgage Association(b),(m) | ||||
CMO Series 2016-20 Class SQ | ||||
-1.0 x 1-month USD LIBOR + 6.100% Cap 6.100% 02/20/2046 | 6.013% | 534,806 | 120,946 | |
CMO Series 2017-129 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 08/20/2047 | 6.113% | 467,734 | 99,674 | |
CMO Series 2017-133 Class SM | ||||
-1.0 x 1-month USD LIBOR + 6.250% Cap 6.250% 09/20/2047 | 6.163% | 540,511 | 116,533 | |
CMO Series 2018-124 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 09/20/2048 | 6.113% | 949,043 | 166,536 | |
CMO Series 2018-155 Class ES | ||||
-1.0 x 1-month USD LIBOR + 6.100% Cap 6.100% 11/20/2048 | 6.013% | 716,011 | 138,434 | |
CMO Series 2018-168 Class SA | ||||
-1.0 x 1-month USD LIBOR + 6.100% Cap 6.100% 12/20/2048 | 6.013% | 628,097 | 109,458 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2018-67 Class SP | ||||
-1.0 x 1-month USD LIBOR + 6.200% Cap 6.200% 05/20/2048 | 6.113% | 1,090,093 | 218,067 | |
CMO Series 2019-152 Class BS | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 12/20/2049 | 5.963% | 1,237,593 | 180,715 | |
CMO Series 2019-23 Class LS | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 02/20/2049 | 5.963% | 412,866 | 81,177 | |
CMO Series 2019-29 Class DS | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 03/20/2049 | 5.963% | 972,710 | 166,638 | |
CMO Series 2019-41 Class AS | ||||
-1.0 x 1-month USD LIBOR + 6.050% Cap 6.050% 03/20/2049 | 5.963% | 811,434 | 144,686 | |
CMO Series 2019-5 Class SH | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 01/20/2049 | 6.063% | 633,654 | 111,994 | |
CMO Series 2019-59 Class JS | ||||
-1.0 x 1-month USD LIBOR + 6.150% Cap 6.150% 05/20/2049 | 6.063% | 649,776 | 113,554 | |
Government National Mortgage Association TBA(c) | ||||
10/21/2051 | 3.000% | 2,000,000 | 2,088,750 | |
Uniform Mortgage-Backed Security TBA(c) | ||||
10/19/2036 | 3.000% | 1,000,000 | 1,051,445 | |
10/14/2051 | 2.000% | 1,000,000 | 1,002,031 | |
10/14/2051 | 2.500% | 2,000,000 | 2,060,937 | |
Total Residential Mortgage-Backed Securities - Agency (Cost $10,805,535) | 10,523,374 | |||
Residential Mortgage-Backed Securities - Non-Agency 22.2% | ||||
510 Asset Backed Trust(a),(f) | ||||
CMO Series 2021-NPL2 Class A1 | ||||
06/25/2061 | 2.116% | 549,256 | 548,503 | |
Banc of America Funding Trust(a),(d),(e),(f) | ||||
CMO Series 2016-R1 Class M2 | ||||
03/25/2040 | 3.500% | 507,334 | 515,046 | |
Bellemeade Re Ltd.(a),(b) | ||||
CMO Series 2019-1A Class M1A | ||||
1-month USD LIBOR + 1.300% Floor 1.300% 03/25/2029 | 1.386% | 20,604 | 20,607 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 15 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2019-2A Class M1B | ||||
1-month USD LIBOR + 1.450% Floor 1.450% 04/25/2029 | 1.536% | 261,182 | 260,992 | |
CMO Series 2020-3A Class M2 | ||||
1-month USD LIBOR + 4.850% Floor 4.850% 10/25/2030 | 4.936% | 550,000 | 586,944 | |
CMO Series 2021-1A Class M1C | ||||
30-day Average SOFR + 2.950% Floor 2.950% 03/25/2031 | 2.960% | 300,000 | 311,765 | |
BRAVO Residential Funding Trust(a),(f) | ||||
CMO Series 2021-B Class A1 | ||||
04/01/2069 | 2.115% | 428,103 | 427,501 | |
BVRT Financing Trust(a),(b),(d),(e) | ||||
CMO Series 2021-2F Class M2 | ||||
30-day Average SOFR + 2.500% Floor 2.500% 01/10/2032 | 2.538% | 500,000 | 500,000 | |
CMO Series 2021-CRT1 Class M4 | ||||
1-month USD LIBOR + 3.500% Floor 3.500% 07/10/2032 | 3.600% | 875,000 | 893,154 | |
BVRT Financing Trust(a),(b),(e) | ||||
CMO Series 2021-3F Class M2 | ||||
30-day Average SOFR + 2.900% Floor 2.900% 07/12/2033 | 3.100% | 500,000 | 500,000 | |
CMO Series 2021-CRT2 Class M1 | ||||
1-month USD LIBOR + 1.750% Floor 1.750% 11/10/2032 | 1.835% | 103,939 | 103,939 | |
CMO Series 2021-CRT2 Class M2 | ||||
1-month USD LIBOR + 2.250% Floor 2.250% 11/10/2032 | 2.335% | 500,000 | 500,000 | |
CHL GMSR Issuer Trust(a),(b) | ||||
CMO Series 2018-GT1 Class A | ||||
1-month USD LIBOR + 1.000% 05/25/2023 | 2.836% | 500,000 | 500,719 | |
Connecticut Avenue Securities Trust(a),(b) | ||||
CMO Series 2020-R01 Class 1M2 | ||||
1-month USD LIBOR + 2.050% Floor 2.050% 01/25/2040 | 2.136% | 389,419 | 391,496 | |
CTS Corp.(a) | ||||
CMO Series 2015-6R Class 3A2 | ||||
02/27/2036 | 3.750% | 361,949 | 358,342 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Eagle Re Ltd.(a),(b) | ||||
CMO Series 2019-1 Class M2 | ||||
1-month USD LIBOR + 3.300% 04/25/2029 | 3.386% | 350,000 | 354,652 | |
CMO Series 2021-1 Class M1C | ||||
30-day Average SOFR + 2.700% Floor 2.700% 10/25/2033 | 2.710% | 275,000 | 281,224 | |
Freddie Mac STACR REMIC Trust(a),(b) | ||||
CMO Series 2020-HQA2 Class M2 | ||||
1-month USD LIBOR + 3.100% 03/25/2050 | 3.186% | 246,318 | 250,106 | |
Subordinated CMO Series 2020-DNA4 Class B1 | ||||
1-month USD LIBOR + 6.000% 08/25/2050 | 6.086% | 700,000 | 745,668 | |
Subordinated CMO Series 2020-DNA6 Class B1 | ||||
30-day Average SOFR + 3.000% 12/25/2050 | 3.050% | 600,000 | 607,296 | |
Subordinated CMO Series 2021-DNA5 Class B1 | ||||
30-day Average SOFR + 3.050% 01/25/2034 | 3.100% | 500,000 | 510,658 | |
Freddie Mac Structured Agency Credit Risk Debt Notes(a),(b) | ||||
Subordinated CMO Series 2020-HQA5 Class B1 | ||||
30-day Average SOFR + 4.000% 11/25/2050 | 4.050% | 750,000 | 785,781 | |
GCAT LLC(a),(f) | ||||
CMO Series 2021-CM1 Class A1 | ||||
04/25/2065 | 1.469% | 323,126 | 321,899 | |
Loan Revolving Advance Investment Trust(a),(b) | ||||
CMO Series 2021-2 Class A1X | ||||
1-month USD LIBOR + 2.750% Floor 2.750% 06/30/2023 | 3.100% | 300,000 | 300,000 | |
MRA Issuance Trust(a),(b) | ||||
CMO Series 2021-EBO4 Class A1X | ||||
1-month USD LIBOR + 1.750% Floor 1.750% 02/16/2022 | 1.840% | 1,000,000 | 1,000,244 | |
New Residential Mortgage LLC(a) | ||||
Subordinated CMO Series 2018-FNT1 Class D | ||||
05/25/2023 | 4.690% | 172,625 | 172,785 | |
New York Mortgage Trust(a),(f) | ||||
CMO Series 2021-BPL1 Class A1 | ||||
05/25/2026 | 2.239% | 400,000 | 400,816 | |
NRZ Excess Spread-Collateralized Notes(a) | ||||
Series 2020-PLS1 Class A | ||||
12/25/2025 | 3.844% | 385,256 | 389,314 |
16 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Oaktown Re VI Ltd.(a),(b) | ||||
CMO Series 2021-1A Class M1C | ||||
30-day Average SOFR + 3.000% Floor 3.000% 10/25/2033 | 3.050% | 200,000 | 204,020 | |
OMSR(a) | ||||
CMO Series 2019-PLS1 Class A | ||||
11/25/2024 | 5.069% | 265,338 | 266,261 | |
OSAT Trust(a),(f) | ||||
CMO Series 2020-RPL1 Class A1 | ||||
12/26/2059 | 3.072% | 604,922 | 607,088 | |
PMT Credit Risk Transfer Trust(a),(b) | ||||
CMO Series 2019-1R Class A | ||||
1-month USD LIBOR + 2.000% Floor 2.000% 03/27/2024 | 2.087% | 319,332 | 318,533 | |
Series 2019-2R Class A | ||||
1-month USD LIBOR + 2.750% Floor 2.750% 05/27/2023 | 2.837% | 441,446 | 437,153 | |
PNMAC GMSR Issuer Trust(a),(b) | ||||
CMO Series 2018-GT1 Class A | ||||
1-month USD LIBOR + 2.850% Floor 2.850% 02/25/2023 | 2.936% | 2,350,000 | 2,355,787 | |
CMO Series 2018-GT2 Class A | ||||
1-month USD LIBOR + 2.650% 08/25/2025 | 2.736% | 3,450,000 | 3,445,310 | |
Point Securitization Trust(a),(d),(e),(f) | ||||
CMO Series 2021-1 Class A1 | ||||
02/25/2052 | 3.228% | 600,000 | 600,000 | |
Preston Ridge Partners Mortgage(a),(f) | ||||
CMO Series 2021-2 Class A1 | ||||
03/25/2026 | 2.115% | 358,382 | 359,090 | |
CMO Series 2021-4 Class A1 | ||||
04/25/2026 | 1.867% | 368,711 | 368,179 | |
Preston Ridge Partners Mortgage LLC(a),(f) | ||||
CMO Series 2021-3 Class A1 | ||||
04/25/2026 | 1.867% | 369,447 | 368,844 | |
Preston Ridge Partners Mortgage Trust(a),(f) | ||||
CMO Series 2021-1 Class A1 | ||||
01/25/2026 | 2.115% | 932,308 | 932,556 | |
Pretium Mortgage Credit Partners I LLC(a),(f) | ||||
CMO Series 2021-NPL1 Class A1 | ||||
09/27/2060 | 2.240% | 258,929 | 258,975 | |
CMO Series 2021-NPL2 Class A1 | ||||
06/27/2060 | 1.992% | 427,854 | 427,425 | |
Pretium Mortgage Credit Partners LLC(a),(f) | ||||
CMO Series 2021-RN2 Class A1 | ||||
07/25/2051 | 1.744% | 400,000 | 399,927 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Radnor Re Ltd.(a),(b) | ||||
CMO Series 2021-1 Class M2 | ||||
30-day Average SOFR + 3.150% 12/27/2033 | 3.200% | 400,000 | 399,999 | |
Stonnington Mortgage Trust(a),(d),(e),(f) | ||||
CMO Series 2020-1 Class A | ||||
07/28/2024 | 3.500% | 423,353 | 423,353 | |
Toorak Mortgage Corp., Ltd.(a),(f) | ||||
CMO Series 2021-1 Class A1 | ||||
06/25/2024 | 2.240% | 400,000 | 400,351 | |
Triangle Re Ltd.(a),(b) | ||||
CMO Series 2021-1 Class M1B | ||||
1-month USD LIBOR + 3.000% Floor 3.000% 08/25/2033 | 3.086% | 1,000,000 | 1,006,618 | |
CMO Series 2021-1 Class M1C | ||||
1-month USD LIBOR + 3.400% Floor 3.400% 08/25/2033 | 3.486% | 400,000 | 402,373 | |
CMO Series 2021-2 Class M1C | ||||
1-month USD LIBOR + 4.500% Floor 4.500% 10/25/2033 | 4.586% | 500,000 | 523,536 | |
CMO Series 2021-2 Class M2 | ||||
1-month USD LIBOR + 5.500% Floor 5.500% 10/25/2033 | 5.586% | 250,000 | 271,770 | |
VCAT Asset Securitization LLC(a),(d),(e),(f) | ||||
CMO Series 2021-NPL6 Class A1 | ||||
09/25/2051 | 1.917% | 500,000 | 500,000 | |
VCAT LLC(a),(f) | ||||
CMO Series 2021-NPL5 Class A1 | ||||
08/25/2061 | 1.868% | 649,418 | 649,017 | |
Vericrest Opportunity Loan Transferee(a),(f) | ||||
CMO Series 2021-NPL4 Class A1 | ||||
03/27/2051 | 2.240% | 652,644 | 652,934 | |
Vericrest Opportunity Loan Transferee XCIII LLC(a),(f) | ||||
CMO Series 2021-NPL2 Class A1 | ||||
02/27/2051 | 1.893% | 392,934 | 392,908 | |
Vericrest Opportunity Loan Transferee XCIV LLC(a),(f) | ||||
CMO Series 2021-NPL3 Class A1 | ||||
02/27/2051 | 2.240% | 466,687 | 466,750 | |
Verus Securitization Trust(a),(f) | ||||
CMO Series 2020-1 Class M1 | ||||
01/25/2060 | 3.021% | 400,000 | 408,240 | |
CMO Series 2020-NPL1 Class A1 | ||||
08/25/2050 | 3.598% | 422,910 | 423,276 | |
Subordinated CMO Series 2019-INV3 Class B1 | ||||
11/25/2059 | 3.731% | 300,000 | 302,490 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 17 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Visio Trust(a),(f) | ||||
CMO Series 2019-2 Class B1 | ||||
11/25/2054 | 3.910% | 100,000 | 101,940 | |
CMO Series 2019-2 Class M1 | ||||
11/25/2054 | 3.260% | 200,000 | 205,889 | |
Total Residential Mortgage-Backed Securities - Non-Agency (Cost $30,706,041) | 31,420,043 | |||
Senior Loans 10.4% | ||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |
Airlines 0.3% | ||||
American Airlines, Inc.(b),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 1.750% 01/29/2027 | 1.837% | 489,844 | 469,270 | |
Automotive 0.3% | ||||
Clarios Global LP(b),(n) | ||||
1st Lien Term Loan | ||||
1-month USD LIBOR + 3.250% 04/30/2026 | 3.334% | 421,392 | 419,285 | |
Building Materials 0.3% | ||||
CP Atlas Buyer, Inc.(b),(n) | ||||
Tranche B Term Loan | ||||
1-month USD LIBOR + 3.750% Floor 0.500% 11/23/2027 | 4.250% | 497,500 | 495,634 | |
Cable and Satellite 0.5% | ||||
Cogeco Communications Finance LP(b),(n) | ||||
Tranche B Term Loan | ||||
3-month USD LIBOR + 2.000% 01/03/2025 | 2.084% | 48,356 | 47,903 | |
Virgin Media Bristol LLC(b),(n) | ||||
Tranche Q Term Loan | ||||
1-month USD LIBOR + 3.250% 01/31/2029 | 3.334% | 600,000 | 599,832 | |
Total | 647,735 | |||
Chemicals 1.0% | ||||
ColourOz Investment 1 GmbH(b),(n) | ||||
Tranche C 1st Lien Term Loan | ||||
3-month USD LIBOR + 4.250% Floor 1.000% 09/21/2023 | 5.250% | 67,774 | 67,774 | |
ColourOz Investment 2 LLC(b),(n) | ||||
Tranche B2 1st Lien Term Loan | ||||
3-month USD LIBOR + 4.250% Floor 1.000% 09/21/2023 | 5.250% | 409,984 | 409,984 |
Senior Loans (continued) | ||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |
Ineos US Finance LLC(b),(n) | ||||
Term Loan | ||||
3-month USD LIBOR + 2.000% 04/01/2024 | 2.084% | 491,094 | 487,720 | |
Nouryon Finance BV(b),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 2.750% 10/01/2025 | 2.832% | 397,922 | 395,037 | |
Total | 1,360,515 | |||
Consumer Cyclical Services 0.6% | ||||
8th Avenue Food & Provisions, Inc.(b),(n) | ||||
1st Lien Term Loan | ||||
1-month USD LIBOR + 3.750% 10/01/2025 | 3.836% | 33,741 | 33,277 | |
2nd Lien Term Loan | ||||
1-month USD LIBOR + 7.750% 10/01/2026 | 7.836% | 63,566 | 62,851 | |
Uber Technologies, Inc.(b),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 3.500% 02/25/2027 | 3.584% | 703,380 | 702,797 | |
Total | 798,925 | |||
Diversified Manufacturing 0.4% | ||||
TK Elevator Midco GmbH(b),(n) | ||||
Tranche B1 Term Loan | ||||
1-month USD LIBOR + 3.500% Floor 0.500% 07/30/2027 | 4.000% | 496,259 | 496,949 | |
Electric 0.7% | ||||
Exgen Renewables IV LLC(b),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 2.500% Floor 1.000% 12/15/2027 | 3.500% | 488,748 | 488,137 | |
PG&E Corp.(b),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 3.000% Floor 1.000% 06/23/2025 | 3.500% | 493,750 | 484,957 | |
Total | 973,094 | |||
Gaming 0.3% | ||||
Caesars Resort Collection LLC(b),(n) | ||||
Tranche B1 Term Loan | ||||
1-month USD LIBOR + 3.500% 07/21/2025 | 3.583% | 495,000 | 495,178 |
18 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Senior Loans (continued) | ||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |
Health Care 0.1% | ||||
Medline Industries LP(b),(i),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 3.250% Floor 0.500% | 166,667 | 166,302 | ||
Leisure 0.4% | ||||
Metro-Goldwyn-Mayer, Inc.(b),(n) | ||||
2nd Lien Term Loan | ||||
3-month USD LIBOR + 4.500% Floor 1.000% 07/03/2026 | 5.500% | 500,000 | 499,375 | |
Media and Entertainment 0.6% | ||||
Gray Television, Inc.(b),(n) | ||||
Tranche C Term Loan | ||||
3-month USD LIBOR + 2.500% 01/02/2026 | 2.586% | 425,886 | 424,182 | |
Meredith Corp.(b),(n) | ||||
Tranche B2 Term Loan | ||||
1-month USD LIBOR + 2.500% 01/31/2025 | 2.584% | 467,033 | 465,833 | |
Total | 890,015 | |||
Packaging 1.1% | ||||
Flex Acquisition Co., Inc.(b),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 3.500% Floor 0.500% 03/02/2028 | 4.000% | 1,500,000 | 1,496,460 | |
Pharmaceuticals 0.3% | ||||
Grifols Worldwide Operations Ltd.(b),(n) | ||||
Tranche B Term Loan | ||||
1-month USD LIBOR + 2.000% 11/15/2027 | 2.072% | 417,730 | 410,766 | |
Property & Casualty 0.3% | ||||
Asurion LLC(b),(n) | ||||
Tranche B8 Term Loan | ||||
1-month USD LIBOR + 3.250% 12/23/2026 | 3.334% | 443,893 | 437,075 | |
Restaurants 0.3% | ||||
1011778 BC ULC(b),(n) | ||||
Tranche B4 Term Loan | ||||
3-month USD LIBOR + 1.750% 11/19/2026 | 1.837% | 448,148 | 442,358 |
Senior Loans (continued) | ||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |
Technology 2.6% | ||||
Arches Buyer, Inc.(b),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 3.250% Floor 0.500% 12/06/2027 | 3.750% | 496,250 | 493,461 | |
Ascend Learning LLC(b),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 3.000% Floor 1.000% 07/12/2024 | 4.000% | 35,466 | 35,435 | |
Avaya, Inc.(b),(n) | ||||
Tranche B1 Term Loan | ||||
1-month USD LIBOR + 4.250% 12/15/2027 | 4.334% | 277,009 | 277,333 | |
Dun & Bradstreet Corp. (The)(b),(n) | ||||
Term Loan | ||||
3-month USD LIBOR + 3.250% 02/06/2026 | 3.336% | 495,003 | 494,384 | |
LogMeIn, Inc.(b),(i),(n) | ||||
1st Lien Term Loan | ||||
1-month USD LIBOR + 4.750% 08/31/2027 | 4.833% | 500,000 | 499,610 | |
MA FinanceCo LLC(b),(n) | ||||
Tranche B4 Term Loan | ||||
1-month USD LIBOR + 4.250% Floor 1.000% 06/05/2025 | 5.250% | 490,566 | 493,171 | |
Misys Ltd.(b),(n) | ||||
1st Lien Term Loan | ||||
3-month USD LIBOR + 3.500% Floor 1.000% 06/13/2024 | 4.500% | 498,632 | 494,319 | |
Peraton Corp.(b),(n) | ||||
Tranche B 1st Lien Term Loan | ||||
3-month USD LIBOR + 3.750% Floor 0.750% 02/01/2028 | 4.500% | 580,417 | 580,509 | |
Project Alpha Intermediate Holding, Inc.(b),(n) | ||||
Term Loan | ||||
1-month USD LIBOR + 4.000% 04/26/2024 | 4.090% | 57,857 | 57,805 | |
SCS Holdings I, Inc./Sirius Computer Solutions, Inc.(b),(n) | ||||
Tranche B Term Loan | ||||
1-month USD LIBOR + 3.500% 07/01/2026 | 3.584% | 293,276 | 292,666 | |
Total | 3,718,693 |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 19 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Senior Loans (continued) | ||||
Borrower | Coupon Rate | Principal Amount ($) | Value ($) | |
Wireless 0.3% | ||||
SBA Senior Finance II LLC(b),(n) | ||||
Term Loan | ||||
3-month USD LIBOR + 1.750% 04/11/2025 | 1.840% | 492,366 | 487,443 | |
Total Senior Loans (Cost $14,742,973) | 14,705,072 | |||
U.S. Treasury Obligations 0.3% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
U.S. Treasury | ||||
08/15/2048 | 3.000% | 340,000 | 405,238 | |
Total U.S. Treasury Obligations (Cost $337,237) | 405,238 |
Warrants 0.0% | ||
Issuer | Shares | Value ($) |
Energy 0.0% | ||
Energy Equipment & Services 0.0% | ||
Fieldwood Energy LLC(g) | 2,002 | 20,020 |
Fieldwood Energy LLC(g) | 3,856 | 23,136 |
Total | 43,156 | |
Total Energy | 43,156 | |
Total Warrants (Cost $41,154) | 43,156 |
Options Purchased Calls 0.0% | ||||
Value ($) | ||||
(Cost $136,410) | 32,646 | |||
Options Purchased Puts 0.7% | ||||
(Cost $517,720) | 971,708 |
Money Market Funds 2.0% | ||
Shares | Value ($) | |
Columbia Short-Term Cash Fund, 0.065%(o),(p) | 2,826,330 | 2,826,047 |
Total Money Market Funds (Cost $2,825,288) | 2,826,047 | |
Total Investments in Securities (Cost: $145,346,878) | 149,089,952 | |
Other Assets & Liabilities, Net | (7,340,665) | |
Net Assets | 141,749,287 |
At September 30, 2021, securities and/or cash totaling $1,286,392 were pledged as collateral.
Investments in derivatives
Forward foreign currency exchange contracts | |||||
Currency to be sold | Currency to be purchased | Counterparty | Settlement date | Unrealized appreciation ($) | Unrealized depreciation ($) |
13,038,852 MXN | 637,962 USD | Citi | 10/20/2021 | 7,816 | — |
863,077 EUR | 1,014,319 USD | UBS | 10/20/2021 | 14,265 | — |
Total | 22,081 | — |
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Treasury 10-Year Note | 161 | 12/2021 | USD | 21,189,109 | — | (269,562) |
U.S. Treasury 5-Year Note | 48 | 12/2021 | USD | 5,891,625 | — | (37,986) |
Total | — | (307,548) |
20 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Ultra Treasury Bond | (28) | 12/2021 | USD | (5,349,750) | 161,030 | — |
Call option contracts purchased | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Cost ($) | Value ($) |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | 6,900,000 | 6,900,000 | 1.10 | 01/24/2022 | 63,480 | 14,856 |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | 1,250,000 | 1,250,000 | 1.00 | 07/08/2022 | 12,750 | 5,087 |
10-Year OTC interest rate swap with Morgan Stanley to receive exercise rate and pay 3-Month USD LIBOR BBA | Morgan Stanley | USD | 5,900,000 | 5,900,000 | 1.10 | 01/24/2022 | 60,180 | 12,703 |
Total | 136,410 | 32,646 |
Put option contracts purchased | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Cost ($) | Value ($) |
10-Year OTC interest rate swap with Citi to receive 3-Month USD LIBOR BBA and pay exercise rate | Citi | USD | 14,000,000 | 14,000,000 | 1.25 | 12/03/2021 | 217,000 | 468,112 |
10-Year OTC interest rate swap with Citi to receive 3-Month USD LIBOR BBA and pay exercise rate | Citi | USD | 5,900,000 | 5,900,000 | 1.75 | 07/15/2022 | 102,070 | 133,212 |
10-Year OTC interest rate swap with Morgan Stanley to receive 3-Month USD LIBOR BBA and pay exercise rate | Morgan Stanley | USD | 10,000,000 | 10,000,000 | 1.25 | 11/18/2021 | 122,000 | 319,868 |
5-Year OTC interest rate swap with Morgan Stanley to receive 3-Month USD LIBOR BBA and pay exercise rate | Morgan Stanley | USD | 7,300,000 | 7,300,000 | 1.50 | 05/20/2022 | 76,650 | 50,516 |
Total | 517,720 | 971,708 |
Call option contracts written | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Premium received ($) | Value ($) |
10-Year OTC interest rate swap with Morgan Stanley to receive 3-Month USD LIBOR BBA and pay exercise rate | Morgan Stanley | USD | (5,000,000) | (5,000,000) | 1.70 | 10/01/2021 | (69,125) | (73,567) |
Put option contracts written | ||||||||
Description | Counterparty | Trading currency | Notional amount | Number of contracts | Exercise price/Rate | Expiration date | Premium received ($) | Value ($) |
10-Year OTC interest rate swap with Citi to receive exercise rate and pay 3-Month USD LIBOR BBA | Citi | USD | (6,000,000) | (6,000,000) | 2.20 | 03/17/2022 | (112,200) | (26,510) |
Cleared interest rate swap contracts | |||||||||||
Fund receives | Fund pays | Payment frequency | Counterparty | Maturity date | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Fixed rate of 6.361% | 28-Day MXN TIIE-Banxico | Receives Monthly, Pays Monthly | Morgan Stanley | 10/24/2025 | MXN | 17,000,000 | (16,408) | — | — | — | (16,408) |
Fixed rate of 5.985% | 28-Day MXN TIIE-Banxico | Receives Monthly, Pays Monthly | Morgan Stanley | 01/21/2026 | MXN | 8,000,000 | (14,403) | — | — | — | (14,403) |
Fixed rate of 5.960% | 28-Day MXN TIIE-Banxico | Receives Monthly, Pays Monthly | Morgan Stanley | 02/02/2026 | MXN | 20,000,000 | (37,807) | — | — | — | (37,807) |
Fixed rate of 2.165% | U.S. CPI Urban Consumers NSA | Receives at Maturity, Pays at Maturity | Morgan Stanley | 12/18/2030 | USD | 4,800,000 | (396,152) | — | — | — | (396,152) |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 21 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Cleared interest rate swap contracts (continued) | |||||||||||
Fund receives | Fund pays | Payment frequency | Counterparty | Maturity date | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Fixed rate of 2.372% | U.S. CPI Urban Consumers NSA | Receives at Maturity, Pays at Maturity | Morgan Stanley | 02/17/2031 | USD | 3,300,000 | (193,418) | — | — | — | (193,418) |
3-Month USD LIBOR | Fixed rate of 1.781% | Receives Quarterly, Pays SemiAnnually | Morgan Stanley | 08/09/2049 | USD | 2,100,000 | 33,953 | — | — | 33,953 | — |
Total | (624,235) | — | — | 33,953 | (658,188) |
Credit default swap contracts - buy protection | ||||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Periodic payments receivable (payable) ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CMBX North America Index, Series 11 BBB- | JPMorgan | 11/18/2054 | 3.000 | Monthly | USD | 200,000 | 8,874 | (100) | 7,062 | — | 1,712 | — |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America High Yield Index, Series 37 | Morgan Stanley | 12/20/2026 | 5.000 | Quarterly | USD | 8,717,000 | 19,462 | — | — | 19,462 | — |
Credit default swap contracts - sell protection | |||||||||||||
Reference entity | Counterparty | Maturity date | Receive fixed rate (%) | Payment frequency | Implied credit spread (%)* | Notional currency | Notional amount | Value ($) | Periodic payments receivable (payable) ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CMBX North America Index, Series 10 BBB- | Citi | 11/17/2059 | 3.000 | Monthly | 5.014 | USD | 500,000 | (44,141) | 250 | — | (112,784) | 68,893 | — |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 5.014 | USD | 500,000 | (44,140) | 250 | — | (111,690) | 67,800 | — |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 5.014 | USD | 500,000 | (44,141) | 250 | — | (86,519) | 42,628 | — |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 5.014 | USD | 500,000 | (44,141) | 250 | — | (83,313) | 39,422 | — |
Markit CMBX North America Index, Series 10 BBB- | JPMorgan | 11/17/2059 | 3.000 | Monthly | 5.014 | USD | 250,000 | (22,070) | 125 | — | (40,311) | 18,366 | — |
Markit CMBX North America Index, Series 11 BBB- | JPMorgan | 11/18/2054 | 3.000 | Monthly | 3.849 | USD | 500,000 | (22,188) | 250 | — | (86,108) | 64,170 | — |
Markit CMBX North America Index, Series 11 BBB- | JPMorgan | 11/18/2054 | 3.000 | Monthly | 3.849 | USD | 300,000 | (13,313) | 150 | — | (45,417) | 32,254 | — |
Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 5.014 | USD | 500,000 | (44,140) | 250 | — | (111,369) | 67,479 | — |
Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 5.014 | USD | 500,000 | (44,140) | 250 | — | (101,083) | 57,193 | — |
Markit CMBX North America Index, Series 10 BBB- | Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 5.014 | USD | 500,000 | (44,141) | 250 | — | (83,313) | 39,422 | — |
Total | (366,555) | 2,275 | — | (861,907) | 497,627 | — |
* | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
22 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Reference index and values for swap contracts as of period end | ||
Reference index | Reference rate | |
28-Day MXN TIIE-Banxico | Interbank Equilibrium Interest Rate | 4.752% |
3-Month USD LIBOR | London Interbank Offered Rate | 0.130% |
U.S. CPI Urban Consumers NSA | United States Consumer Price All Urban Non-Seasonally Adjusted Index | 5.390% |
Notes to Portfolio of Investments
(a) | Represents privately placed and other securities and instruments exempt from Securities and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only to qualified institutional buyers. At September 30, 2021, the total value of these securities amounted to $90,187,670, which represents 63.62% of total net assets. |
(b) | Variable rate security. The interest rate shown was the current rate as of September 30, 2021. |
(c) | Represents a security purchased on a when-issued basis. |
(d) | Represents fair value as determined in good faith under procedures approved by the Board of Trustees. At September 30, 2021, the total value of these securities amounted to $3,832,553, which represents 2.70% of total net assets. |
(e) | Valuation based on significant unobservable inputs. |
(f) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of September 30, 2021. |
(g) | Non-income producing investment. |
(h) | Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of September 30, 2021. |
(i) | Represents a security purchased on a forward commitment basis. |
(j) | Payment-in-kind security. Interest can be paid by issuing additional par of the security or in cash. |
(k) | Principal amounts are denominated in United States Dollars unless otherwise noted. |
(l) | Principal and interest may not be guaranteed by a governmental entity. |
(m) | Represents interest only securities which have the right to receive the monthly interest payments on an underlying pool of mortgage loans. |
(n) | The stated interest rate represents the weighted average interest rate at September 30, 2021 of contracts within the senior loan facility. Interest rates on contracts are primarily determined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. These base lending rates are primarily the LIBOR and other short-term rates. Base lending rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed. Senior loans often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay cannot be predicted with accuracy. As a result, remaining maturities of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan. |
(o) | The rate shown is the seven-day current annualized yield at September 30, 2021. |
(p) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended September 30, 2021 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Realized gain (loss)($) | Dividends($) | End of period shares |
Columbia Short-Term Cash Fund, 0.065% | ||||||||
10,027,788 | 96,287,373 | (103,487,843) | (1,271) | 2,826,047 | 1,270 | 4,120 | 2,826,330 |
Abbreviation Legend
CMO | Collateralized Mortgage Obligation |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced |
Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 | 23 |
Portfolio of Investments (continued)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Columbia Variable Portfolio – Strategic Income Fund, September 30, 2021 (Unaudited)
Currency Legend
CNY | China Yuan Renminbi |
EUR | Euro |
MXN | Mexican Peso |
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
24 | Columbia Variable Portfolio – Strategic Income Fund | Quarterly Report 2021 |
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You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.
3QT7026_12_L01_(11/21)