Columbia Variable Portfolio - Commodity Strategy Fund

Fund Profile

Fund profile

Fund manager

Columbia Funds Variable Series Trust II

Total assets

$110.71 mm

Liabilities

$493.43 k

Net assets

$110.22 mm

Number of holdings

304.00

Top 200 of 304 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
COLUMBIA SHORT TERM CASH FUND	39.31 mm	39.32 mm shares	35.67	Short-term investment vehicle	Long	USA
VZMT_22-2	1.21 mm	1.23 mm principal	1.10	ABS-mortgage backed security	Long	USA
VZMT_23-2	1.18 mm	1.18 mm principal	1.07	ABS-mortgage backed security	Long	USA
MSBAM_15-C25	963.85 k	975.00 k principal	0.87	ABS-mortgage backed security	Long	USA
SBALT_23-A	865.35 k	850.00 k principal	0.79	ABS-mortgage backed security	Long	USA
PRET_24-NPL2	793.77 k	780.02 k principal	0.72	ABS-collateralized bond/debt obligation	Long	USA
WLAKE_21-3A	744.70 k	749.59 k principal	0.68	ABS-mortgage backed security	Long	USA
JDOT_22-B	743.82 k	748.12 k principal	0.67	ABS-mortgage backed security	Long	USA
SBALT_24-A	734.22 k	725.00 k principal	0.67	ABS-mortgage backed security	Long	USA
TMUST_22-1A	650.33 k	650.00 k principal	0.59	ABS-mortgage backed security	Long	USA
WFLOOR_24-1A	627.84 k	620.00 k principal	0.57	ABS-mortgage backed security	Long	USA
GOLD 100 OZ APR 25	623.35 k	30.00 contracts	0.57	Commodity derivative	N/A	USA
CNH_24-A	621.47 k	620.16 k principal	0.56	ABS-mortgage backed security	Long	USA
GOLD 100 OZ DEC 24	612.64 k	12.00 contracts	0.56	Commodity derivative	N/A	USA
WLAKE_24-2A	603.17 k	600.00 k principal	0.55	ABS-mortgage backed security	Long	USA
REACH_24-2A	581.84 k	578.24 k principal	0.53	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE & CO.	576.76 k	600.00 k principal	0.52	Debt	Long	USA
VCAT_21-NPL6	573.69 k	579.43 k principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
TREASURY BILL	571.66 k	575.00 k principal	0.52	Debt	Long	USA
BANK OF AMERICA CORP	551.93 k	550.00 k principal	0.50	Debt	Long	USA
CRVNA_24-N3	550.44 k	550.00 k principal	0.50	ABS-mortgage backed security	Long	USA
PRET_24-RN1	532.78 k	522.18 k principal	0.48	ABS-collateralized bond/debt obligation	Long	USA
C Citigroup Inc.	527.17 k	525.00 k principal	0.48	Debt	Long	USA
EART_21-2	527.11 k	541.62 k principal	0.48	ABS-mortgage backed security	Long	USA
MORGAN STANLEY	523.43 k	525.00 k principal	0.47	Debt	Long	USA
MSBAM_15-C27	510.71 k	515.91 k principal	0.46	ABS-mortgage backed security	Long	USA
DEFT_23-3	508.21 k	500.00 k principal	0.46	ABS-mortgage backed security	Long	USA
CARMX_23-3	506.65 k	500.00 k principal	0.46	ABS-mortgage backed security	Long	USA
FORDF_23-1	505.49 k	500.00 k principal	0.46	ABS-mortgage backed security	Long	USA
GOLDMAN SACHS GROUP INC/THE	504.51 k	500.00 k principal	0.46	Debt	Long	USA
WELLS FARGO & COMPANY	499.22 k	500.00 k principal	0.45	Debt	Long	USA
PAID_24-7	487.60 k	483.04 k principal	0.44	ABS-mortgage backed security	Long	USA
PAID_24-3	465.57 k	459.02 k principal	0.42	ABS-mortgage backed security	Long	USA
CNH_24-C	449.87 k	450.00 k principal	0.41	ABS-mortgage backed security	Long	USA
WFCM_15-C28	445.92 k	449.80 k principal	0.40	ABS-mortgage backed security	Long	USA
JPMMT_24-HE3	425.00 k	425.00 k principal	0.39	ABS-collateralized bond/debt obligation	Long	USA
SDART_21-1	390.52 k	394.13 k principal	0.35	ABS-mortgage backed security	Long	USA
UBSCM_17-C3	385.33 k	392.67 k principal	0.35	ABS-mortgage backed security	Long	USA
AFFRM_23-B	357.09 k	350.00 k principal	0.32	ABS-mortgage backed security	Long	USA
HDMOT_22-A	348.71 k	351.20 k principal	0.32	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIAT	347.17 k	350.00 k principal	0.31	Debt	Long	USA
COMM_15-CR24	345.28 k	348.74 k principal	0.31	ABS-mortgage backed security	Long	USA
KCOT_24-2A	329.05 k	325.00 k principal	0.30	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	328.81 k	335.00 k principal	0.30	Debt	Long	UK
COFFEE MAR 25	324.19 k	18.00 contracts	0.29	Commodity derivative	N/A	USA
TPMT_21-SJ1	323.89 k	335.33 k principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
AFFRM_24-X1	319.75 k	318.41 k principal	0.29	ABS-mortgage backed security	Long	USA
PAID_24-7	314.95 k	310.00 k principal	0.29	ABS-mortgage backed security	Long	USA
PRICOA GLOBAL FUNDING I	314.60 k	325.00 k principal	0.29	Debt	Long	USA
BACARDI LTD	308.67 k	310.00 k principal	0.28	Debt	Long	Bermuda
SUGAR #11 MAY 25	306.35 k	106.00 contracts	0.28	Commodity derivative	N/A	USA
PAID_24-2	305.61 k	300.55 k principal	0.28	ABS-mortgage backed security	Long	USA
LME ZINC NOV 24	300.59 k	31.00 contracts	0.27	Commodity derivative	N/A	UK
SVENSKA HANDELSBANKEN AB	298.14 k	300.00 k principal	0.27	Debt	Long	Sweden
WFCM_15-C30	296.74 k	300.00 k principal	0.27	ABS-mortgage backed security	Long	USA
GE HEALTHCARE TECHNOLOGIES INC	293.13 k	290.00 k principal	0.27	Debt	Long	USA
US BANCORP	291.88 k	300.00 k principal	0.26	Debt	Long	USA
ORCL Oracle Corporation	291.75 k	300.00 k principal	0.26	Debt	Long	USA
QUEBEC (PROVINCE OF)	291.46 k	300.00 k principal	0.26	Debt	Long	Canada
Broadcom Pte. Ltd.	290.94 k	295.00 k principal	0.26	Debt	Long	USA
UNH UnitedHealth Group Incorporated	290.75 k	290.00 k principal	0.26	Debt	Long	USA
NI NiSource Inc.	290.55 k	300.00 k principal	0.26	Debt	Long	USA
ELV Elevance Health Inc.	290.48 k	302.00 k principal	0.26	Debt	Long	USA
LYB INTERNATIONAL FINANCE III LLC	289.93 k	300.00 k principal	0.26	Debt	Long	USA
CATERPILLAR FINANCIAL SERVICES	289.52 k	295.00 k principal	0.26	Debt	Long	USA
TSN Tyson Foods, Inc.	289.46 k	295.00 k principal	0.26	Debt	Long	USA
CMCSA Comcast Corporation	289.18 k	290.00 k principal	0.26	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	289.08 k	285.00 k principal	0.26	Debt	Long	USA
T AT&T Inc.	289.05 k	300.00 k principal	0.26	Debt	Long	USA
VZ Verizon Communications Inc.	288.37 k	300.00 k principal	0.26	Debt	Long	USA
BANK OF MONTREAL	287.18 k	285.00 k principal	0.26	Debt	Long	Canada
ERAC USA FINANCE LLC	287.04 k	289.00 k principal	0.26	Debt	Long	USA
DUK Duke Energy Corporation	286.94 k	297.00 k principal	0.26	Debt	Long	USA
T-MOBILE USA INC	286.48 k	290.00 k principal	0.26	Debt	Long	USA
CARR Carrier Global Corporation	285.99 k	296.00 k principal	0.26	Debt	Long	USA
COOPERATIEVE RABOBANK UA/NY	285.41 k	285.00 k principal	0.26	Debt	Long	USA
WESTPAC BANKING CORP	284.83 k	285.00 k principal	0.26	Debt	Long	Australia
BANK OF NEW YORK MELLON CORP/THE	284.51 k	285.00 k principal	0.26	Debt	Long	USA
PRINCIPAL LIFE GLOBAL FUNDING II	284.19 k	300.00 k principal	0.26	Debt	Long	USA
BA The Boeing Company	284.03 k	285.00 k principal	0.26	Debt	Long	USA
ENB Enbridge Inc.	284.00 k	275.00 k principal	0.26	Debt	Long	Canada
MCHP Microchip Technology Incorporated	283.97 k	285.00 k principal	0.26	Debt	Long	USA
ABBV AbbVie Inc.	283.91 k	285.00 k principal	0.26	Debt	Long	USA
JOHN DEERE CAPITAL CORP	283.56 k	280.00 k principal	0.26	Debt	Long	USA
RAYTHEON TECHNOLOGIES CORPORATION	283.50 k	285.00 k principal	0.26	Debt	Long	USA
LHX L3Harris Technologies, Inc.	283.11 k	285.00 k principal	0.26	Debt	Long	USA
NXP BV/NXP FUNDING LLC	282.84 k	280.00 k principal	0.26	Debt	Long	Netherlands
BB&T CORP	282.82 k	285.00 k principal	0.26	Debt	Long	USA
CHARTER COMM OPT/CAP	282.73 k	275.00 k principal	0.26	Debt	Long	USA
ACE INA HOLDINGS INC	281.65 k	285.00 k principal	0.26	Debt	Long	USA
TOYOTA MOTOR CREDIT CORP	281.53 k	280.00 k principal	0.26	Debt	Long	USA
BAE SYSTEMS HOLDINGS INC	281.18 k	284.00 k principal	0.26	Debt	Long	USA
DISCOVERY COMMUNICATIONS LLC	279.80 k	280.00 k principal	0.25	Debt	Long	USA
CRVNA_24-N1	279.72 k	278.87 k principal	0.25	ABS-mortgage backed security	Long	USA
Williams Partners LP	278.30 k	280.00 k principal	0.25	Debt	Long	USA
HCA INC	277.91 k	275.00 k principal	0.25	Debt	Long	USA
NEXTERA ENERGY CAPITAL HOLDINGS	277.88 k	275.00 k principal	0.25	Debt	Long	USA
STT State Street Corporation	277.75 k	277.00 k principal	0.25	Debt	Long	USA
ONTARIO (PROVINCE OF)	277.45 k	290.00 k principal	0.25	Debt	Long	Canada
EART_21-4A	277.22 k	278.48 k principal	0.25	ABS-mortgage backed security	Long	USA
TORONTO-DOMINION BANK/THE	277.14 k	275.00 k principal	0.25	Debt	Long	Canada
WEC WEC Energy Group, Inc.	276.21 k	275.00 k principal	0.25	Debt	Long	USA
ROYAL BANK OF CANADA	275.46 k	275.00 k principal	0.25	Debt	Long	Canada
Western Midstream Partners LP	274.99 k	275.00 k principal	0.25	Debt	Long	USA
PLAINS ALL AMERICAN PIPELINE LP	274.72 k	275.00 k principal	0.25	Debt	Long	USA
SDART_22-6	274.71 k	275.00 k principal	0.25	ABS-mortgage backed security	Long	USA
KML Kinder Morgan Canada Ltd	273.82 k	275.00 k principal	0.25	Debt	Long	USA
SREV_19-A	273.78 k	275.00 k principal	0.25	ABS-mortgage backed security	Long	USA
L Loews Corporation	273.60 k	275.00 k principal	0.25	Debt	Long	USA
AMT American Tower Corporation	273.08 k	275.00 k principal	0.25	Debt	Long	USA
CVS CVS Health Corporation	273.05 k	275.00 k principal	0.25	Debt	Long	USA
GILD Gilead Sciences, Inc.	272.81 k	275.00 k principal	0.25	Debt	Long	USA
BDX Becton, Dickinson and Company	271.64 k	275.00 k principal	0.25	Debt	Long	USA
MDLZ Mondelez International, Inc.	269.61 k	275.00 k principal	0.24	Debt	Long	USA
Energy Transfer LP	265.35 k	265.00 k principal	0.24	Debt	Long	USA
D Dominion Energy, Inc.	263.44 k	275.00 k principal	0.24	Debt	Long	USA
UBS GROUP AG	263.27 k	275.00 k principal	0.24	Debt	Long	Switzerland
ASTRAZENECA PLC	262.89 k	265.00 k principal	0.24	Debt	Long	UK
AMGN Amgen Inc.	262.59 k	265.00 k principal	0.24	Debt	Long	USA
CSX CSX Corporation	262.50 k	265.00 k principal	0.24	Debt	Long	USA
CNP CenterPoint Energy, Inc.	262.31 k	275.00 k principal	0.24	Debt	Long	USA
PFIZER INVESTMENT ENTERPRISES PTE	261.63 k	260.00 k principal	0.24	Debt	Long	Singapore
COPPER MAY 25	259.12 k	23.00 contracts	0.24	Commodity derivative	N/A	USA
SILVER MAY 25	258.35 k	17.00 contracts	0.23	Commodity derivative	N/A	USA
WOODSIDE FINANCE LTD	256.44 k	258.00 k principal	0.23	Debt	Long	Australia
MET TOWER GLOBAL FUNDING	255.20 k	250.00 k principal	0.23	Debt	Long	USA
COREBRIDGE GLOBAL FUNDING	254.58 k	250.00 k principal	0.23	Debt	Long	USA
Public Service Electric & Gas Co	254.35 k	263.00 k principal	0.23	Debt	Long	USA
PXD Pioneer Natural Resources Co.	253.52 k	250.00 k principal	0.23	Debt	Long	USA
BMY Bristol-Myers Squibb Company	253.21 k	250.00 k principal	0.23	Debt	Long	USA
ENTERPRISE PRODUCTS OPERATING LLC	252.93 k	250.00 k principal	0.23	Debt	Long	USA
HPEFS_24-2A	252.03 k	250.00 k principal	0.23	ABS-mortgage backed security	Long	USA
NATIONAL AUSTRALIA BK/NY	251.51 k	250.00 k principal	0.23	Debt	Long	USA
BANK OF NOVA SCOTIA	251.05 k	250.00 k principal	0.23	Debt	Long	Canada
CANADIAN IMPERIAL BANK OF COMMERCE	250.75 k	250.00 k principal	0.23	Debt	Long	Canada
UNP Union Pacific Corporation	250.67 k	252.00 k principal	0.23	Debt	Long	USA
PEAC_24-2A	249.97 k	250.00 k principal	0.23	ABS-mortgage backed security	Long	USA
TMO Thermo Fisher Scientific Inc.	249.47 k	250.00 k principal	0.23	Debt	Long	USA
SIEMENS FINANCIERINGSMAATSCHAPPIJ	247.74 k	250.00 k principal	0.22	Debt	Long	Netherlands
SKANDINAVISKA ENSKILDA BANKEN AB	242.13 k	250.00 k principal	0.22	Debt	Long	Sweden
SILVER DEC 24	242.10 k	7.00 contracts	0.22	Commodity derivative	N/A	USA
HD The Home Depot, Inc.	240.82 k	236.00 k principal	0.22	Debt	Long	USA
COFFEE DEC 24	231.26 k	7.00 contracts	0.21	Commodity derivative	N/A	USA
ES Eversource Energy	230.13 k	238.00 k principal	0.21	Debt	Long	USA
DTE DTE Energy Company	229.70 k	230.00 k principal	0.21	Debt	Long	USA
GCAR_23-3A	229.05 k	228.35 k principal	0.21	ABS-mortgage backed security	Long	USA
CPB Campbell Soup Company	228.28 k	225.00 k principal	0.21	Debt	Long	USA
OXY Occidental Petroleum Corporation	228.10 k	225.00 k principal	0.21	Debt	Long	USA
PEAC_24-1A	227.93 k	225.00 k principal	0.21	ABS-mortgage backed security	Long	USA
BP CAPITAL MARKETS AMERICA INC	226.59 k	230.00 k principal	0.21	Debt	Long	USA
ACHV_24-2PL	225.85 k	225.00 k principal	0.20	ABS-mortgage backed security	Long	USA
GEORGIA POWER COMPANY	225.64 k	225.00 k principal	0.20	Debt	Long	USA
CCG_21-2	225.34 k	227.98 k principal	0.20	ABS-mortgage backed security	Long	USA
FFCB	225.13 k	225.00 k principal	0.20	Debt	Long	USA
CFCRE_17-C8	214.47 k	218.39 k principal	0.19	ABS-mortgage backed security	Long	USA
COFFEE MAY 25	202.27 k	18.00 contracts	0.18	Commodity derivative	N/A	USA
SCFET_24-1A	201.86 k	200.00 k principal	0.18	ABS-mortgage backed security	Long	USA
CMXS_24-A	201.57 k	200.00 k principal	0.18	ABS-mortgage backed security	Long	USA
PEP PepsiCo, Inc.	200.00 k	200.00 k principal	0.18	Debt	Long	USA
FORDO_24-C	199.95 k	200.00 k principal	0.18	ABS-mortgage backed security	Long	USA
NATURAL GAS MAY 25	197.61 k	116.00 contracts	0.18	Commodity derivative	N/A	USA
ROCHE HOLDINGS INC	195.85 k	200.00 k principal	0.18	Debt	Long	USA
XEL Xcel Energy Inc.	194.90 k	197.00 k principal	0.18	Debt	Long	USA
SDART_22-7	194.47 k	194.20 k principal	0.18	ABS-mortgage backed security	Long	USA
DIAGEO CAPITAL PLC	194.28 k	200.00 k principal	0.18	Debt	Long	UK
LME PRI ALUM MAY 25	187.38 k	29.00 contracts	0.17	Commodity derivative	N/A	UK
GOLD 100 OZ JUN 25	183.63 k	15.00 contracts	0.17	Commodity derivative	N/A	USA
KRAFT HEINZ FOODS CO	183.25 k	187.00 k principal	0.17	Debt	Long	USA
PAID_24-1	168.93 k	166.10 k principal	0.15	ABS-mortgage backed security	Long	USA
SILVER MAR 25	165.47 k	17.00 contracts	0.15	Commodity derivative	N/A	USA
HERTZ_21-1A	161.56 k	162.50 k principal	0.15	ABS-mortgage backed security	Long	USA
REACH_24-1A	161.22 k	160.34 k principal	0.15	ABS-mortgage backed security	Long	USA
TAOT_22-A	152.16 k	153.98 k principal	0.14	ABS-mortgage backed security	Long	USA
SUGAR #11 MAR 25	150.08 k	38.00 contracts	0.14	Commodity derivative	N/A	USA
LME ZINC MAY 25	149.69 k	16.00 contracts	0.14	Commodity derivative	N/A	UK
CNH_21-B	146.43 k	148.84 k principal	0.13	ABS-mortgage backed security	Long	USA
MSBAM_16-C31	140.53 k	142.34 k principal	0.13	ABS-mortgage backed security	Long	USA
ENT_23-1A	140.27 k	139.74 k principal	0.13	ABS-mortgage backed security	Long	USA
PAID_24-5	139.52 k	137.64 k principal	0.13	ABS-mortgage backed security	Long	USA
UACST_24-1	132.08 k	131.74 k principal	0.12	ABS-mortgage backed security	Long	USA
PRET_21-RN2	131.68 k	132.94 k principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
CAS_22-R05	122.47 k	121.57 k principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
GMCAR_23-1	115.85 k	115.81 k principal	0.11	ABS-mortgage backed security	Long	USA
GCAR_20-4A	115.50 k	116.29 k principal	0.10	ABS-mortgage backed security	Long	USA
NEW YORK LIFE GLOBAL FUNDING	112.96 k	116.00 k principal	0.10	Debt	Long	USA
PRET_24-NPL4	100.84 k	99.92 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
HDMOT_24-B	100.03 k	100.00 k principal	0.09	ABS-mortgage backed security	Long	USA
SOYBEAN MEAL (CBT) DEC 24	96.19 k	39.00 contracts	0.09	Commodity derivative	N/A	USA
CORN MAY 25	95.85 k	94.00 contracts	0.09	Commodity derivative	N/A	USA
SOYBEAN MAY 25	95.65 k	37.00 contracts	0.09	Commodity derivative	N/A	USA
RPM_24-1A	90.24 k	89.21 k principal	0.08	ABS-mortgage backed security	Long	USA
ACHV_24-1PL	89.62 k	88.32 k principal	0.08	ABS-mortgage backed security	Long	USA
CARMX_22-4	87.51 k	87.05 k principal	0.08	ABS-mortgage backed security	Long	USA
LME NICKEL MAY 25	86.86 k	11.00 contracts	0.08	Commodity derivative	N/A	UK
PMIT_24-1A	83.22 k	82.98 k principal	0.08	ABS-mortgage backed security	Long	USA
CORN MAR 25	83.06 k	96.00 contracts	0.08	Commodity derivative	N/A	USA
VCAT_21-NPL5	82.59 k	83.57 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
COMMONWEALTH BANK OF AUSTRALIA	82.16 k	82.00 k principal	0.07	Debt	Long	Australia
SOYBEAN OIL MAY 25	82.06 k	47.00 contracts	0.07	Commodity derivative	N/A	USA
COPPER MAR 25	81.77 k	23.00 contracts	0.07	Commodity derivative	N/A	USA