Columbia Funds Complex > Columbia Funds Variable Series Trust II
Columbia Variable Portfolio - U.S. Government Mortgage Fund
$878.68M
Avg Monthly Net Assets
$1.12B
Total Assets
$253.47M
Total Liabilities
$870.12M
Net Assets
Columbia Variable Portfolio - U.S. Government Mortgage Fund is an Underlying fund in Columbia Funds Variable Series Trust II
from Columbia Funds Complex,
based in Massachusetts,
United States of America.
The fund has three share classes
and monthly net assets of $878.68M.
On August 27th, 2024 it reported 299 holdings, the largest
being UMBS (5.9%), COLUMBIA SHORT TERM CASH FUND (4.5%) and GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 (4.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000088777 | ||
| Class 2 | C000088778 | ||
| Class 3 | C000055688 |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ACMAT_23-2A (ACM AUTO TRUST ACMAT_23-2A) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| APID_17-28A (APIDOS CLO APID_17-28A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.47 |
| ARRW_19-3 (ARROYO MORTGAGE TRUST ARRW_19-3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.17 |
| BHR_18-PRME (BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME) | Long | ABS-mortgage backed security | US | $3M | – | 0.40 |
| BMIR_22-1 (BELLEMEADE RE LTD BMIR_22-1) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.12 |
| CDS: (CMBX.NA.7.BBB-) (Morgan Stanley) | Derivative-credit | US | $-200K | – | -0.02 | |
| CGMS_13-3A | Long | ABS-mortgage backed security | KY | $3M | – | 0.32 |
| CGMS_13-4A (CARLYLE GLOBAL MARKET STRATEGIES) | Long | ABS-mortgage backed security | KY | $7M | – | 0.75 |
| CHNGE_22-1 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.31 |
| CHNGE_22-2 (CHNGE MORTGAGE TRUST CHNGE_22-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.35 |
| CHNGE_23-3 (CHNGE MORTGAGE TRUST CHNGE_23-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.42 |
| CMLTI_14-A | Long | ABS-collateralized bond/debt obligation | US | $607K | – | 0.07 |
| CMLTI_15-RP2 (CITIGROUP MORTGAGE LOAN TRUST IN) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| COLUMBIA SHORT TERM CASH FUND | Long | Short-term investment vehicle | US | $39M | 39M | 4.52 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| CSMC_21-NQM1 (CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $817K | – | 0.09 |
| EFMT_19-2 (ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.84 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $992K | – | 0.11 |
| FHLMC 15YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $12M | – | 1.40 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $14M | – | 1.64 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $10M | – | 1.14 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.82 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.63 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.53 |
| FHLMC 30YR UMBS MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.58 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $14M | – | 1.58 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $11M | – | 1.28 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $10M | – | 1.13 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $9M | – | 1.06 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.99 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.98 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.88 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.85 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.70 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.36 |
| FHLMC 5/1 HYBRID ARM (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FHLMC 5/1 HYBRID ARM (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.60 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.39 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.38 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $684K | – | 0.08 |
| FHLMC GOLD 30YR LTV >125 (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.47 |
| FHLMC GOLD 30YR CASH ISSUANCE (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.42 |
| FHLMC GOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.50 |
| FHLMC GOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.43 |
| FHLMC_264 (FREDDIEMAC STRIP FHSTR_264) | Long | ABS-collateralized bond/debt obligation | US | $258K | – | 0.03 |
| FHLMC_266 (FREDDIE MAC FHLMC_266) | Long | ABS-collateralized bond/debt obligation | US | $296K | – | 0.03 |
| FHLMC_267 (FREDDIE MAC FHLMC_267) | Long | ABS-collateralized bond/debt obligation | US | $237K | – | 0.03 |
| FHLMC_309 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.02 |
| FHLMC_318 (FREDDIE MAC FHLMC_318) | Long | ABS-collateralized bond/debt obligation | US | $534K | – | 0.06 |
| FHLMC_326 (FREDDIE MAC FHLMC_326) | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.01 |
| FHLMC_4068 (FREDDIE MAC FHLMC_4068) | Long | ABS-collateralized bond/debt obligation | US | $104K | – | 0.01 |
| FHLMC_4139 (FREDDIE MAC FHLMC_4139) | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.01 |
| FHLMC_4147 (FREDDIE MAC FHLMC_4147) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| FHLMC_4177 (FREDDIE MAC FHLMC_4177) | Long | ABS-collateralized bond/debt obligation | US | $526K | – | 0.06 |
| FHLMC_4286 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286) | Long | ABS-collateralized bond/debt obligation | US | $222K | – | 0.03 |
| FHLMC_4378 (FREDDIE MAC FHLMC_4378) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.68 |
| FHLMC_4594 (FREDDIE MAC FHLMC_4594) | Long | ABS-collateralized bond/debt obligation | US | $562K | – | 0.06 |
| FHLMC_4763 (FREDDIE MAC FHLMC_4763) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.68 |
| FHLMC_4965 (FREDDIE MAC REMICS FHLMC_4965) | Long | ABS-collateralized bond/debt obligation | US | $276K | – | 0.03 |
| FHLMC_4983 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4983) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| FHLMC_4987 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987) | Long | ABS-collateralized bond/debt obligation | US | $802K | – | 0.09 |
| FHLMC_4993 (FREDDIE MAC FHLMC_4993) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| FHLMC_5104 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5104) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.27 |
| FHLMC_5105 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| FHLMC_5177 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5177) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.16 |
| FHLMC_5345 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5345) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.22 |
| FHLMC_5371 (FREDDIE MAC REMICS FHLMC_5371) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.15 |
| FHLMC_K063 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.48 |
| FNMA 10/1 HYBRID ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $942.37 | – | 0.00 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $897K | – | 0.10 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $721K | – | 0.08 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $721K | – | 0.08 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $443K | – | 0.05 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $185K | – | 0.02 |
| FNMA 15YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.62 |
| FNMA 15YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 1.05 |
| FNMA 15YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.65 |
| FNMA 15YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.38 |
| FNMA 1YR CMT ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.81 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.87 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.70 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.68 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.65 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.51 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.49 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.44 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.30 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $873K | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 2.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 1.54 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 1.21 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 1.19 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 1.16 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 1.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.71 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.66 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.60 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 1.87 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 1.77 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 1.72 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 1.55 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 1.15 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 1.10 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 1.01 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.78 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.74 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.65 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| FNMA 6M SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA_03-W11 (FANNIE MAE FNMA_03-W11) | Long | ABS-collateralized bond/debt obligation | US | $545.97 | – | 0.00 |
| FNMA_06-5 (FANNIE MAE FNMA_06-5) | Long | ABS-collateralized bond/debt obligation | US | $13.06 | – | 0.00 |
| FNMA_12-129 (FANNIE MAE FNMA_12-129) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| FNMA_12-144 (FANNIE MAE FNMA_12-144) | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.01 |
| FNMA_12-40 (FANNIE MAE FNMA_12-40) | Long | ABS-collateralized bond/debt obligation | US | $81K | – | 0.01 |
| FNMA_12-99 (FANNIE MAE FNMA_12-99) | Long | ABS-collateralized bond/debt obligation | US | $562K | – | 0.06 |
| FNMA_13-1 (FANNIE MAE FNMA_13-1) | Long | ABS-collateralized bond/debt obligation | US | $123K | – | 0.01 |
| FNMA_13-10 (FANNIE MAE FNMA_13-10) | Long | ABS-collateralized bond/debt obligation | US | $114K | – | 0.01 |
| FNMA_13-16 (FANNIE MAE FNMA_13-16) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNMA_14-93 (FANNIE MAE FNMA_14-93) | Long | ABS-collateralized bond/debt obligation | US | $243K | – | 0.03 |
| FNMA_16-1 (FANNIE MAE REMICS FNMA_16-1) | Long | ABS-collateralized bond/debt obligation | US | $853K | – | 0.10 |
| FNMA_16-23 (FANNIE MAE FNMA_16-23) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.56 |
| FNMA_16-37 (FANNIE MAE FNMA_16-37) | Long | ABS-collateralized bond/debt obligation | US | $358K | – | 0.04 |
| FNMA_16-42 (FANNIE MAE FNMA_16-42) | Long | ABS-collateralized bond/debt obligation | US | $879K | – | 0.10 |
| FNMA_17-3 (FANNIE MAE FNMA_17-3) | Long | ABS-collateralized bond/debt obligation | US | $546K | – | 0.06 |
| FNMA_17-51 (FANNIE MAE FNMA_17-51) | Long | ABS-collateralized bond/debt obligation | US | $673K | – | 0.08 |
| FNMA_17-72 (FANNIE MAE FNMA_17-72) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.23 |
| FNMA_17-72 (FANNIE MAE FNMA_17-72) | Long | ABS-collateralized bond/debt obligation | US | $400K | – | 0.05 |
| FNMA_17-90 (FANNIE MAE FNMA_17-90) | Long | ABS-collateralized bond/debt obligation | US | $342K | – | 0.04 |
| FNMA_18-7 (FANNIE MAE FNMA_18-7) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.92 |
| FNMA_18-M7 (FANNIEMAE-ACES FNMA_18-M7) | Long | ABS-mortgage backed security | US | $21M | – | 2.45 |
| FNMA_19-33 (FANNIE MAE FNMA_19-33) | Long | ABS-collateralized bond/debt obligation | US | $872K | – | 0.10 |
| FNMA_19-34 (FANNIE MAE FNMA_19-34) | Long | ABS-collateralized bond/debt obligation | US | $963K | – | 0.11 |
| FNMA_20-40 (FANNIE MAE FNMA_20-40) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.14 |
| FNMA_20-55 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| FNMA_21-13 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-13) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| FNMA_21-3 (FANNIE MAE FNMA_21-3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.71 |
| FNMA_21-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-54) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.16 |
| FNMA_23-34 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-34) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.15 |
| GCAT_21-CM1 (GCAT LLC GCAT_21-CM1) | Long | ABS-collateralized bond/debt obligation | US | $657K | – | 0.08 |
| GCAT_22-NQM2 (GCAT TRUST GCAT_22-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.29 |
| GNMA_12-121 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-121) | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.02 |
| GNMA_14-131 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $208K | – | 0.02 |
| GNMA_14-131 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.01 |
| GNMA_17-170 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-170) | Long | ABS-collateralized bond/debt obligation | US | $278K | – | 0.03 |
| GNMA_18-1 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1) | Long | ABS-collateralized bond/debt obligation | US | $206K | – | 0.02 |
| GNMA_18-105 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-105) | Long | ABS-collateralized bond/debt obligation | US | $222K | – | 0.03 |
| GNMA_18-139 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139) | Long | ABS-collateralized bond/debt obligation | US | $404K | – | 0.05 |
| GNMA_18-147 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147) | Long | ABS-collateralized bond/debt obligation | US | $526K | – | 0.06 |
| GNMA_18-155 | Long | ABS-collateralized bond/debt obligation | US | $342K | – | 0.04 |
| GNMA_18-21 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-21) | Long | ABS-collateralized bond/debt obligation | US | $384K | – | 0.04 |
| GNMA_18-36 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-36) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.22 |
| GNMA_18-40 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40) | Long | ABS-collateralized bond/debt obligation | US | $166K | – | 0.02 |
| GNMA_18-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63) | Long | ABS-collateralized bond/debt obligation | US | $238K | – | 0.03 |
| GNMA_18-94 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94) | Long | ABS-collateralized bond/debt obligation | US | $388K | – | 0.04 |
| GNMA_18-97 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-97) | Long | ABS-collateralized bond/debt obligation | US | $251K | – | 0.03 |
| GNMA_19-102 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102) | Long | ABS-mortgage backed security | US | $328K | – | 0.04 |
| GNMA_19-117 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-117) | Long | ABS-collateralized bond/debt obligation | US | $843K | – | 0.10 |
| GNMA_19-118 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-118) | Long | ABS-mortgage backed security | US | $481K | – | 0.06 |
| GNMA_19-131 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-131) | Long | ABS-mortgage backed security | US | $713K | – | 0.08 |
| GNMA_19-134 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-134) | Long | ABS-mortgage backed security | US | $364K | – | 0.04 |
| GNMA_19-139 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-139) | Long | ABS-mortgage backed security | US | $390K | – | 0.04 |
| GNMA_19-23 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23) | Long | ABS-collateralized bond/debt obligation | US | $365K | – | 0.04 |
| GNMA_19-43 | Long | ABS-collateralized bond/debt obligation | US | $547K | – | 0.06 |
| GNMA_19-52 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-52) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| GNMA_19-92 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.18 |
| GNMA_20-104 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104) | Long | ABS-collateralized bond/debt obligation | US | $666K | – | 0.08 |
| GNMA_20-125 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-125) | Long | ABS-collateralized bond/debt obligation | US | $859K | – | 0.10 |
| GNMA_20-133 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| GNMA_20-138 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.25 |
| GNMA_20-138 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138) | Long | ABS-collateralized bond/debt obligation | US | $826K | – | 0.09 |
| GNMA_20-142 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-142) | Long | ABS-collateralized bond/debt obligation | US | $519K | – | 0.06 |
| GNMA_20-19 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19) | Long | ABS-mortgage backed security | US | $418K | – | 0.05 |
| GNMA_20-191 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.23 |
| GNMA_20-3 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3) | Long | ABS-mortgage backed security | US | $393K | – | 0.05 |
| GNMA_20-77 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-77) | Long | ABS-collateralized bond/debt obligation | US | $652K | – | 0.07 |
| GNMA_20-79 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-79) | Long | ABS-collateralized bond/debt obligation | US | $796K | – | 0.09 |
| GNMA_21-1 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| GNMA_21-1 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.17 |
| GNMA_21-122 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| GNMA_21-142 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.18 |
| GNMA_21-146 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-146) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.23 |
| GNMA_21-158 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.15 |
| GNMA_21-159 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-159) | Long | ABS-collateralized bond/debt obligation | US | $1000K | – | 0.11 |
| GNMA_21-161 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| GNMA_21-175 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-175) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.21 |
| GNMA_21-193 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193) | Long | ABS-collateralized bond/debt obligation | US | $178K | – | 0.02 |
| GNMA_21-228 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-228) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.22 |
| GNMA_21-27 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27) | Long | ABS-collateralized bond/debt obligation | US | $973K | – | 0.11 |
| GNMA_21-46 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-46) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.17 |
| GNMA_21-67 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-67) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.20 |
| GNMA_21-8 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.35 |
| GNMA_21-8 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.18 |
| GNMA_22-126 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-126) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| GNMA_22-128 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-128) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| GNMA_22-135 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-135) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| GNMA_22-152 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-152) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| GNMA_22-190 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-190) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.15 |
| GNMA_23-100 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.20 |
| GNMA_23-100 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.18 |
| GNMA_23-113 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.23 |
| GNMA_23-115 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115) | Long | ABS-collateralized bond/debt obligation | US | $958K | – | 0.11 |
| GNMA_23-115 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115) | Long | ABS-collateralized bond/debt obligation | US | $317K | – | 0.04 |
| GNMA_23-133 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-133) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.21 |
| GNMA_23-140 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-140) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.17 |
| GNMA_23-140 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-140) | Long | ABS-collateralized bond/debt obligation | US | $751K | – | 0.09 |
| GNMA_23-140 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-140) | Long | ABS-collateralized bond/debt obligation | US | $635K | – | 0.07 |
| GNMA_23-141 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.16 |
| GNMA_23-17 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.17 |
| GNMA_23-17 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.14 |
| GNMA_23-47 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47) | Long | ABS-collateralized bond/debt obligation | US | $870K | – | 0.10 |
| GNMA_23-65 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-65) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.17 |
| GNMA_23-81 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-81) | Long | ABS-collateralized bond/debt obligation | US | $580K | – | 0.07 |
| GNMA_24-30 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 1.23 |
| GNMA_24-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.14 |
| GNMA_24-79 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.15 |
| GNMA_24-80 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 1.09 |
| GNMA_24-80 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.75 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $10M | – | 1.17 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $7M | – | 0.75 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.40 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| GNMA2 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $8M | – | 0.87 |
| GNMA2 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $38M | – | 4.37 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $15M | – | 1.70 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $9M | – | 1.06 |
| HILT_16-SFP | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| HILT_16-SFP | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| HMIR_22-1 (HOME RE LTD HMIR_22-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| HPA_21-2 (HOME PARTNERS OF AMERICA TRUST HPA_21-2) | Long | ABS-mortgage backed security | US | $8M | – | 0.91 |
| LDPT_22-C (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_22-C) | Long | ABS-mortgage backed security | US | $380K | – | 0.04 |
| LMAT_21-GS1 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.39 |
| MDPK_15-18A (MADISON PARK FUNDING LTD MDPK_15) | Long | ABS-mortgage backed security | KY | $8M | – | 0.92 |
| MELLO_24-SD1 (MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.16 |
| MFT_23-2A (MARLETTE FUNDING TRUST MFT_23-2) | Long | ABS-mortgage backed security | US | $453K | – | 0.05 |
| MSC_19-MEAD (MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD) | Long | ABS-mortgage backed security | US | $3M | – | 0.31 |
| NRZT_14-1A | Long | ABS-collateralized bond/debt obligation | US | $389K | – | 0.04 |
| OTC (GENERIC) 0 YEAR (Morgan Stanley) | Derivative-interest rate | US | $55K | – | 0.01 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $551K | – | 0.06 | |
| OTC (GENERIC) 1 YEAR (Goldman Sachs International) | Derivative-interest rate | GB | $229K | – | 0.03 | |
| OZLM_15-11A (OZLM LTD OZLM_15-11A) | Long | ABS-mortgage backed security | US | $3M | – | 0.35 |
| PAID_22-1 (PAGAYA AI DEBT SELECTION TRUST PAID_22-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| PAID_22-5 (PAGAYA AI DEBT SELECTION TRUST PAID_22-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| PAID_24-5 (PAGAYA AI DEBT SELECTION TRUST PAID_24-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.23 |
| PAID_24-6 (PAGAYA AI DEBT SELECTION TRUST PAID_24-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| PRET_22-NPL1 (PRET LLC PRET_22-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.17 |
| PROG_20-SFR3 (PROGRESS RESIDENTIAL TRUST PROG_20-SFR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| PROG_22-SFR1 (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.51 |
| PSTAT_21-4A (PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.60 |
| RRAM_18-3A (REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A) | Long | ABS-mortgage backed security | US | $4M | – | 0.43 |
| SFO_21-555 (SFO COMMERICAL MORTGAGE TRUST SFO_21-555) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| SGR_19-3 (SG RESIDENTIAL MORTGAGE TRUST SGR_19-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.24 |
| SNDPT_13-3RA (SOUND POINT CLO LTD SNDPT_13-3RA) | Long | ABS-mortgage backed security | KY | $5M | – | 0.57 |
| STACR_19-CS02 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| STACR_22-DNA2 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.41 |
| STWH_21-NPB1 (STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.14 |
| THRM_22-3A (THEOREM FUNDING TRUST THRM_22-3) | Long | ABS-mortgage backed security | US | $878K | – | 0.10 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $52M | – | 5.93 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $31M | – | 3.55 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $25M | – | 2.88 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $24M | – | 2.73 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $22M | – | 2.49 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $20M | – | 2.25 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $7M | – | 0.79 |
| UPSPT_21-ST2 (UPSTART PASS-THROUGH TRUST UPSPT_21-ST2) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| UPST_21-4 (UPSTART SECURITIZATION TRUST UPST_21-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| US 10YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $-2M | – | -0.22 | |
| US 2YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $81K | – | 0.01 | |
| US 5YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $682K | – | 0.08 | |
| US LONG BOND SEP 24 (JPMorgan) | Derivative-interest rate | US | $-202K | – | -0.02 | |
| US ULTRA T-BOND SEP 24 (JPMorgan) | Derivative-interest rate | US | $-35K | – | -0.00 | |
| VCAT_21-NPL1 (VCAT VCAT_21-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| WFCM_17-SMP (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
Address
Columbia Funds Variable Series Trust II
290 Congress Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Carlton, Pamela G.
Blatz, Kathleen
Beckman, Daniel J.
Batejan, George S.
Yeager, Sandra
Trunow, Natalie A.
Paglia, Catherine James
Moffett, David M.
Lukitsh, Nancy T.
Hacker, Douglas A.
Gallagher, Brian J.
Flynn, Patricia M.
Darragh, Olive
Connaughton, J. Kevin
Carrig, Janet Langford
Transfer Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
ICE Data Pricing and Reference Data, LLC
PricingDirect Inc.
Bloomberg Finance L.P.
IHS Markit Ltd.
REFINITIV US LLC
Custodians
JPMORGAN CHASE BANK, N.A.
BANCO NACIONAL DE MEXICO, S.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
CACEIS BANK SPAIN, S.A.U.
CITIBANK A.S.
DBS BANK LTD
DEUTSCHE BANK AG
DEUTSCHE BANK AG
EUROCLEAR BANK S.A.
EUROCLEAR BANK S.A.
FIRSTRAND BANK LIMITED
HSBC BANK ARGENTINA S.A.
HSBC BANK MALAYSIA BERHAD
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN S.A. DTVM
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
MIZUHO BANK, LTD.
PT BANK HSBC INDONESIA
ROYAL BANK OF CANADA
STANDARD CHARTERED BANK (THAI) PUBLIC COMPANY LIMITED
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
UNICREDIT BANK AUSTRIA AG
UNICREDIT BANK CZECH REPUBLIC AND SLOVAKIA, A.S.
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Columbia Management Investment Services Corp.
Admins
Columbia Management Investment Advisers, LLC
Brokers
Goldman Sachs
Virtu Americas LLC
Morgan Stanley
Wells Fargo
JPMorgan
Citi
Barclays
UBS
Jefferies LLC
BMO Capital Markets Corp.