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Columbia Funds Variable Series Trust II – ‘NSAR-B’ for 12/31/17 – ‘EX-99.77O’

On:  Tuesday, 2/27/18, at 2:01pm ET   ·   Effective:  2/27/18   ·   For:  12/31/17   ·   Accession #:  1193125-18-60456   ·   File #:  811-22127

Previous ‘NSAR-B’:  ‘NSAR-B’ on 2/27/17 for 12/31/16   ·   Latest ‘NSAR-B’:  This Filing

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

 2/27/18  Columbia Funds Var Series Tr II   NSAR-B     12/31/17    5:1.0M                                   Donnelley...Solutions/FAColumbia Variable Portfolio – Balanced Fund 3 Classes/ContractsColumbia Variable Portfolio – Commodity Strategy Fund 2 Classes/ContractsColumbia Variable Portfolio – Core Equity FundColumbia Variable Portfolio – Disciplined Core Fund 3 Classes/ContractsColumbia Variable Portfolio – Dividend Opportunity Fund 3 Classes/ContractsColumbia Variable Portfolio – Emerging Markets Bond Fund 2 Classes/ContractsColumbia Variable Portfolio – Emerging Markets Fund 3 Classes/ContractsColumbia Variable Portfolio – Global Strategic Income Fund 3 Classes/ContractsColumbia Variable Portfolio – Government Money Market Fund 3 Classes/ContractsColumbia Variable Portfolio – High Yield Bond Fund 3 Classes/ContractsColumbia Variable Portfolio – Income Opportunities Fund 3 Classes/ContractsColumbia Variable Portfolio – Intermediate Bond Fund 3 Classes/ContractsColumbia Variable Portfolio – Large Cap Growth Fund 3 Classes/ContractsColumbia Variable Portfolio – Large Cap Index Fund 3 Classes/ContractsColumbia Variable Portfolio – Limited Duration Credit Fund 2 Classes/ContractsColumbia Variable Portfolio – Mid Cap Growth Fund 3 Classes/ContractsColumbia Variable Portfolio – Overseas Core Fund 3 Classes/ContractsColumbia Variable Portfolio – Select Large Cap Value Fund 3 Classes/ContractsColumbia Variable Portfolio – Select Mid Cap Value Fund 3 Classes/ContractsColumbia Variable Portfolio – Select Small Cap Value Fund 3 Classes/ContractsColumbia Variable Portfolio – Seligman Global Technology Fund 2 Classes/ContractsColumbia Variable Portfolio – U.S. Equities Fund 2 Classes/ContractsColumbia Variable Portfolio – U.S. Government Mortgage Fund 3 Classes/ContractsCTIVP – American Century Diversified Bond Fund 2 Classes/ContractsCTIVP – AQR International Core Equity Fund 2 Classes/ContractsCTIVP – BlackRock Global Inflation-Protected Securities Fund 3 Classes/ContractsCTIVP – CenterSquare Real Estate Fund CTIVP – CenterSquare Real Estate Fund Class 1CTIVP – CenterSquare Real Estate Fund Class 2CTIVP – DFA International Value Fund CTIVP – DFA International Value Fund Class 1CTIVP – DFA International Value Fund Class 2CTIVP – Loomis Sayles Growth Fund CTIVP – Loomis Sayles Growth Fund Class 1CTIVP – Loomis Sayles Growth Fund Class 2CTIVP – Los Angeles Capital Large Cap Growth Fund 2 Classes/ContractsCTIVP – MFS Value Fund CTIVP – MFS Value Fund Class 1CTIVP – MFS Value Fund Class 2CTIVP – Morgan Stanley Advantage Fund CTIVP – Morgan Stanley Advantage Fund Class 1CTIVP – Morgan Stanley Advantage Fund Class 2CTIVP – T. Rowe Price Large Cap Value Fund 2 Classes/ContractsCTIVP – TCW Core Plus Bond Fund CTIVP – TCW Core Plus Bond Fund Class 1CTIVP – TCW Core Plus Bond Fund Class 2CTIVP – Victory Sycamore Established Value Fund 3 Classes/ContractsCTIVP – Wells Fargo Short Duration Government Fund 2 Classes/ContractsCTIVP – Westfield Mid Cap Growth Fund CTIVP – Westfield Mid Cap Growth Fund Class 1CTIVP – Westfield Mid Cap Growth Fund Class 2CTIVP – William Blair International Leaders Fund 2 Classes/ContractsVariable Portfolio – Aggressive Portfolio Variable Portfolio – Aggressive Portfolio Class 2Variable Portfolio – Aggressive Portfolio Class 4Variable Portfolio – Columbia Wanger International Equities Fund 2 Classes/ContractsVariable Portfolio – Conservative Portfolio 2 Classes/ContractsVariable Portfolio – Eaton Vance Floating-Rate Income Fund 2 Classes/ContractsVariable Portfolio – Managed Volatility Moderate Growth Fund Variable Portfolio – Managed Volatility Moderate Growth Fund Class 2Variable Portfolio – Moderate Portfolio Variable Portfolio – Moderate Portfolio Class 2Variable Portfolio – Moderate Portfolio Class 4Variable Portfolio – Moderately Aggressive Portfolio 2 Classes/ContractsVariable Portfolio – Moderately Conservative Portfolio 2 Classes/ContractsVariable Portfolio – Partners Core Bond Fund 2 Classes/ContractsVariable Portfolio – Partners Core Equity Fund 3 Classes/ContractsVariable Portfolio – Partners Small Cap Growth Fund 2 Classes/ContractsVariable Portfolio – Partners Small Cap Value Fund 3 Classes/Contracts

Annual Report by a Money-Management Company   —   Form N-SAR
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: NSAR-B      Columbia Funds Variable Series Trust Ii              626±  2.66M 
 2: EX-99.77B   Exhibit 77B                                         HTML     19K 
 3: EX-99.77E   Exhibit 77E                                         HTML      6K 
 4: EX-99.77H   Exhibit 77H                                         HTML      7K 
 5: EX-99.77O   Exhibit 77O                                         HTML    299K 


EX-99.77O   —   Exhibit 77O


This exhibit is an HTML Document rendered as filed.  [ Alternative Formats ]



  EXHIBIT 77O  

Fund Name

  Affiliated
Underwriter
  Aggregate
Principal
Amount of
Offering
   

Commission,
Spread or Profit

  Currency   CUSIP   Date
Offering is
Due to
Commence
    Principal
Amount
Purchased
by Other
    Issuer Name /
Name of
Security
  Price at
Close
(Local
Currency)
    Principal
Amount
Purchased
by the

Fund
($USD)
    Trade
Date
    Purchase
price
(Local
Currency)
   

Security
Type

  Shares/
Par Value
Purchased

by Fund
    List the
Underwriting
Syndicate Members
  Underwriter/
Seller
Purchased
From

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    1,250,000,000.00     0.450%   USD   46115HBB2     7/10/2017       27,846,281     Intesa Sanpaolo
Spa (ISPIM
3.875% July 14,
2027
) 144A
    100       399,144.000       7/10/2017       99.786     (v) Eligible Rule 144A     400,000.000     Banca IMI Securities Corp. BofA
Merrill Lynch, Citigroup Global
Markets, Goldman Sachs,
JPMorgan, Morgan Stanley,
Wells Fargo
  Goldman
Sachs and
Co. NY

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    750,000,000.00     0.350%   USD   686330AH4     7/10/2017       41,387,656     Orix Corp
(ORIX 2.90%
July 18, 2022)
    100       251,627.000       7/10/2017       99.852     (i) Issued under 1933 Act     252,000.000     JPMorgan, Goldman Sachs &
Co., LLC, Morgan Stanley,
ANX, BNP Paribas, Citigroup,
Credit Agricole CIB, Daiwa
Capital Markets, Deutsche Bank,
ING, BofA Merrill Lynch,
Mizuho Securities, Nomura,
SMBC Nikko, Standard
Chartered Bank
  Citigroup
Global
Markets

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    2,500,000,000.00     0.170%   USD   71656LBS9     7/11/2017       22,532,023     Petroleos
Mexicanos
(PEMEX 6.50%
March 13, 2027)
144A
    105       316,461.000       7/11/2017       105.487     (v) Eligible Rule 144A     300,000.000     BBVA Securities Inc., HSBC
Securities, JPMorgan, Santander
  HSBC
Securities

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    1,000,000,000.00     0.650%   USD   00774MAB1     7/17/2017       27,175,792     Aercap Ireland
Capital DAC
and AerCap
Global Aviation
Trust (AER
3.65% July 21,
2027
)
    99       656,660.000       7/17/2017       99.494     (i) Issued under 1933 Act     660,000.000     Credit Agricole CIB, Credit
Suisse, Deutsche Bank, Morgan
Stanley, Barclays, BNP Paribas,
BofA Merrill Lynch, Citigroup,
Goldman Sachs, HSBC,
JPMorgan, Mizuho Securities,
RBC Capital Markets, Santander,
SunTrust Robinson Humphrey,
Wells Fargo Securities, Citizens
Capital Markets, Fifth Third
Securities, MUFG, Societe
Generale CIB
  Morgan
Stanley

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    600,000,000.00     0.880%   USD   224044CK1     7/24/2017       12,179,754     Cox
Communications
Inc. (COXENT
4.60%
August 15, 2047
144A)
    99       272,318.000       7/24/2017       99.386     (v) Eligible Rule 144A     274,000.000     Barclays, Citigroup, Deutsche
Bank, JPMorgan, Mizuho,
MUFG, RBC, Wells Fargo,
Stifel Nicolaus, Bank of NY
Mellon, BofA Merrill Lynch,
Fifth Third Bancorp, Goldman
Sachs, Morgan Stanley, Natwest
Capital Markets, PNC Bank,
Scotia Capital, SMBC Nikko, US
Bancorp.
  RBC Capital
Markets

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    177,070,000.00     0.440%   USD   26208FAJ0     7/25/2017       26,584,811     Drive Auto
Receivables
Trust 2017-2
(Drive 2017-2C
2.75%
September 15,
2023
)
    100       2,397,893.000       7/25/2017       99.996     (i) Issued under 1933 Act     2,398,000.000     JPMorgan, BMO Capital
Markets, Citigroup
  Citigroup
Global
Markets

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    4,500,000,000.00     0.600%   USD   00206REN8     7/27/2017       68,187,410     AT&T Inc. (T
4.90%
August 14,
2037
)
    100       840,501.000       7/27/2017       99.822     (i) Issued under 1933 Act     842,000.000     BofA Merrill Lynch, Goldman
Sachs, JPMorgan, Mizuho,
MUFG, Credit Suisse, Deutsche
Bank, RBC Capital Markets,
Wells Fargo, BBVA, Santander,
TD Securities, Loop Capital,
BNY Mellon Capital, US
Bancorp, CastleOak Securities,
C.L. King, Ramirez & Co., Inc.,
Siebert Cisneros Shank, The
Williams Capital, Academy
Securities, Drexel Hamilton,
MFR Securities Inc., Mischler
Financial Group, Apto Partners,
Blaylock Van
  Goldman
Sachs and
Co. NY

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    544,644,000.00     1.000%   USD   02376AAA7     7/31/2017       24,279,000     American
Airlines 2017-2
AA {TT (AAL
3.35%
October 15,
2029
)
    100       102,000.000       7/31/2017       100     (i) Issued under 1933 Act     102,000.000     Goldman Sachs, Credit Suisse,
Deutsche Bank, Citigroup,
Morgan Stanley, BofA Merrill
Lynch, Barclays, JPMorgan,
BNP Paribas, Credit Agricole,
ICBC, US Bancorp, Academy
Securities
  Goldman
Sachs and
Co. NY

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    1,000,000,000.00     0.650%   USD   25389JAR7     8/2/2017       10,214,232     Digital Realty
Trust LP (DLR
3.70%
August 15,
2027
)
    100       230,824.000       8/2/2017       99.924     (i) Issued under 1933 Act     231,000.000     BofA Merrill Lynch, Citigroup,
Credit Suisse, JPMorgan,
Morgan Stanley, Barclays,
Jefferies, Mizuho Securities,
MUFG, Scotiabank, SMBC
Nikko, SunTrust Robinson
Humphrey, TD Securities, US
Bancorp, Wells Fargo Securities,
BB&T Capital Markets, BBVA,
Raymond James
  Citigroup
Global
Markets Inc.

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    500,000,000.00     0.650%   USD   126117AU4     8/7/2017       2,195,006     CNA Financial
Corporation
(CNAFL 3.45%
August 15,
2027
)
    100       498,865.000       8/7/2017       99.773     (i) Issued under 1933 Act     500,000.000     Barclays, Wells Fargo, BofA
Merrill Lynch, Citigroup, Credit
Suisse, JPMorgan, US Bancorp,
Ramirez & Co. Inc., Loop
Capital Markets, The Williams
Capital Group, L.P.
  Barclays
Capital Inc.

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    600,000,000.00     0.650%   USD   655044AP0     8/8/2017       4,404,216     Noble Energy
Inc. (NBL
3.85%
January 15,
2028
)
    100       322,989.000       8/8/2017       99.688     (i) Issued under 1933 Act     324,000.000     Citigroup, JPMorgan, MUFG,
BofA Merrill Lynch, DNB
Markets, Mizuho Securities,
BNP Paribas, Societe Generale,
Barclays, BBVA, BMO Capital
Markets, CIBC Capital Markets,
Deutsche Bank Securities,
Goldman Sachs, HSBC,
Scotiabank, SMBC Nikko, TD
Securities, US Bancorp, Wells
Fargo, Academy Securities,
BB&T Capital Markets,
Commonwealth Bank of
Australia, Credit Agricole CIB,
Fifth Third Securities, ING,
MOrgan Stanley, Natixis, PNC
Capital Markets LLC, RBC
Capital Markets
  MUFG
Securities
Americas Inc.

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    750,000,000.00     0.650%   USD   67103HAF4     8/10/2017       12,137,549     O’Reilly
Automotive Inc.
(ORLY 3.60%
September 1,
2027
)
    100       431,309.000       8/10/2017       99.84     (i) Issued under 1933 Act     432,000.000     BofA Merrill Lynch, Wells
Fargo, JPMorgan, US Bancorp,
BB&T Capital Markets, BNP
Paribas, Capital One Securities,
Citizens Capital Markets,
Huntington Capital Markets,
Mizuho Securities, MUFG, PNC
Capital Markets LLC, Regions
Securities LLC, SunTrust
Robinson Humphrey, TD
Securities
  Wells Fargo

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    500,000,000.00     0.350%   USD   741503BB1     8/10/2017       10,673,394     Priceline Group
Inc. (PCLN
2.75%
March 15, 2023)
    100       320,531.000       8/10/2017       99.854     (i) Issued under 1933 Act     321,000.000     Goldman Sachs, JPMorgan,
Wells Fargo, BofA Merrill
Lynch, Citigroup, TD Securities,
US Bancorp, Barclays, Morgan
Stanley, Standard Chartered
Bank
  Wells Fargo

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    750,000,000.00     0.450%   USD   742718EV7     8/10/2017       17,154,417     Procter and
Gamble
Company (PG
2.85%
August 11,
2027
)
    100       538,882.000       8/10/2017       99.793     (i) Issued under 1933 Act     540,000.000     Citigroup, Goldman Sachs,
JPMorgan, Deutsche Bank,
HSBC, Morgan Stanley, BofA
Merrill Lynch, Barclays, MUFG,
RBC Capital Markets, BBVA,
ING, Wells Fargo, The Williams
Capital Group, L.P., Fifth Thrid
Securities, PNC Capital Markets
LLC, US Bancorp
  Goldman
Sachs and
Co. NY

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    750,000,000.00     0.650%   USD   521865AY1     8/14/2017       4,266,663     Lear
Corporation
(LEA 3.80%
September 15,
2027
)
    99       185,680.000       8/14/2017       99.294     (i) Issued under 1933 Act     187,000.000     BofA Merrill Lynch, Barclays,
Citigroup, HSBC, JPMorgan,
BNP Paribas, MUFG, RBC
Capital Markets, SMBC Nikko,
Commerzbank, PNC Capital
Markets LLC, Societe Generale,
Unicredit Capital Markets, US
Bancorp
  Citigroup
Global
Markets Inc.

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    2,750,000,000.00     0.720%   USD   023135BD7     8/15/2017       23,027,518     Amazon.com(AMZN
3.875%
August 22, 2037
144A)
    100       548,631.000       8/15/2017       99.751     (v) Eligible Rule 144A     550,000.000     Bank of America Merrill Lynch,
Goldman Sachs, JPMorgan
Securities, Academy Securities
Inc., CL King & Associates,
HSBC Securities, R Seelaus &
Co Inc.
  Goldman
Sachs and
Co. NY

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    2,250,000,000.00     0.750%   USD   023135BK1     8/15/2017       45,033,587     Amazon.com(AMZN
4.25%
August 22, 2057
144A)
    99       793,456.000       8/15/2017       99.182     (v) Eligible Rule 144A     800,000.000     Bank of America Merrill Lynch,
Goldman Sachs, JPMorgan
Securities, Academy Securities
Inc., CL King & Associates,
HSBC Securities, R Seelaus &
Co Inc.
  Goldman
Sachs and
Co. NY

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    400,000,000.00     0.650%   USD   269246BQ6     8/15/2017       3,443,895     E*Trade
Financial
Corporation
(ETFC 3.80%
August 24,
2027
)
    100       141,790.000       8/15/2017       99.852     (i) Issued under 1933 Act     142,000.000     Credit Suisse, BofA Merrill
Lynch, JPMorgan, Wells Fargo,
Barclays, Goldman Sachs,
Morgan Stanley
  Credit Suisse
Securities
(USA) LLC

Variable Portfolio—Partners Core Bond Fund

  JPMorgan
Securities
    1,000,000,000.00     0.650%   USD   37045VAP5     8/15/2017       19,077,973     General Motors
Company (GM
5.15% April 1,
2038)
    100       249,843.000       8/15/2017       99.937     (i) Issued under 1933 Act     250,000.000     Deutsche Bank, BofA Merrill
Lynch, Morgan Stanley,
Goldman Sachs, JPMorgan,
Citigroup, BBVA, Societe
Generale, Barclays Mizuho
Securities, BNP Paribas,
Comerzbank, NatWest Markets,
Scotiabank, SMBC Nikko, TD
Securities, BB Securities,
Bradesco BBI, UniCredit Capital
Markets, US Bancorp, Santander,
BNY Mellon Capital Markets,
LLC, PNC Capital Markets LLC,
Mischler Financial Group, Inc.,
Ramirez & Co, Inc., The
Williams Capital Group, L.P.
  Deutsche
Bank
Securities

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    2,000,000,000.00     0.350%   USD   86562MAQ3     7/6/2017       48,415,000     SUMIBK 2.784
07/12/22
    100       1,585,000.000       7/6/2017       100     (i) Issued under 1933 Act     1,585,000.000     Goldman Sachs, SMBC Nikko,
BofA Merrill Lynch, Citigroup,
Barclays Capital, JP Morgan,
Nomura, Daiwa, HSBC, Credit
Agricole, Credit Suisse, UBS,
Wells Fargo
  NIKKO
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,250,000,000.00     0.350%   USD   46115HAZ0     7/10/2017       33,063,026     ISPIM 3 1/8
07/14/22
    100       1,936,973.600       7/10/2017       99.84     (v) Eligible Rule 144A     1,940,000.000     Banca IMI, BofA Merrill Lynch,
Citigroup, Goldman Sachs, JP
Morgan, Morgan Stanley, Wells
Fargo
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,250,000,000.00     0.450%   USD   46115HBB2     7/10/2017       33,393,445     ISPIM 3 7/8
07/14/27
    100       1,606,554.600       7/10/2017       99.79     (v) Eligible Rule 144A     1,610,000.000     Banca IMI, BofA Merrill Lynch,
Citigroup, Goldman Sachs, JP
Morgan, Morgan Stanley, Wells
Fargo
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    500,000,000.00     0.650%   USD   682680AS2     7/10/2017       14,365,984     OKE 4 07/13/27     100       634,015.750       7/10/2017       99.85     (i) Issued under 1933 Act     635,000.000     Barclays, BofA Merrill Lynch,
Mizuho, Credit Suisse, Goldman
Sachs, JP Morgan, Morgan
Stanley, MUFG Securities, PNC
Capital Markets, SMBC Nikko,
TD Securities,
  CITIGROUP
GL 274

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    700,000,000.00     0.875%   USD   682680AT0     7/10/2017       14,061,847     OKE 4.95
07/13/47
    99       938,153.500       7/10/2017       98.75     (i) Issued under 1933 Act     950,000.000     Barclays, BofA Merrill Lynch,
Mizuho, Credit Suisse, Goldman
Sachs, JP Morgan, Morgan
Stanley, MUFG Securities, PNC
Capital Markets, SMBC Nikko,
TD Securities,
  CITIGROUP
GL 274

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    800,000,000.00     0.450%   USD   80282KAN6     7/10/2017       41,921,987     SOV 4.4
07/13/27
    100       1,078,012.800       7/10/2017       99.82     (v) Eligible Rule 144A     1,080,000.000     Citigroup, Santander, RBC
Capital Markets, Deutsche Bank,
Wells Fargo
  BARCLAYS
BANK

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    472,000,000.00     0.300%   USD   63940AAC2     7/18/2017       70,334,000     NAVSL
2017-4A A3
    100       4,666,000.000       7/18/2017       100     (v) Eligible Rule 144A     4,666,000.000     RBC, Wells Fargo, Barclays,
Credit Suisse, JP Morgna,
Merrill Lynch
  RBC DAIN
RAUSCHER

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,000,000,000.00     0.600%   USD   01626PAJ5     7/19/2017       23,041,823     ATDBCN 2.7
07/26/22
    100       1,958,177.200       7/19/2017       99.91     (v) Eligible Rule 144A     1,960,000.000     HSBC,MUFG, Rabo, Scotia,
Wells Fargo, BMO, Desjardins,
Deutsche Bank, National Bank of
Canada, PNC, RBC, SMBC
Nikko
  HSBC

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,000,000,000.00     0.650%   USD   01626PAH9     7/19/2017       13,831,568     ATDBCN 3.55
07/26/27
    100       1,168,432.200       7/19/2017       99.87     (v) Eligible Rule 144A     1,170,000.000     HSBC,MUFG, Rabo, Scotia,
Wells Fargo, BMO, Desjardins,
Deutsche Bank, National Bank of
Canada, PNC, RBC, SMBC
Nikko
  HSBC

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    300,000,000.00     0.600%   USD   171340AK8     7/20/2017       6,555,543     CHD 2.45
08/01/22
    100       444,500.000       7/20/2017       99.88     (i) Issued under 1933 Act     445,000.000     MUFG Securities, Wells Fargo,
Sun Trust Robinson Humphrey,
Desutche Bank, HSBC, Scotia
Capital, BMO Capital, Citizens
Capital, Lloyds Securities,
Commonwealth Bank of
Australia
  BANK OF
AMERICA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    425,000,000.00     0.650%   USD   171340AN2     7/20/2017       6,555,458     CHD 3.15
08/01/27
    100       444,541.650       7/20/2017       99.9     (i) Issued under 1933 Act     445,000.000     MUFG Securities, Wells Fargo,
Sun Trust Robinson Humphrey,
Desutche Bank, HSBC, Scotia
Capital, BMO Capital, Citizens
Capital, Lloyds Securities,
Commonwealth Bank of
Australia
  BANK OF
AMERICA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    400,000,000.00     0.875%   USD   171340AL6     7/20/2017       6,558,257     CHD 3.95
08/01/47
    99       441,742.600       7/20/2017       99.27     (i) Issued under 1933 Act     445,000.000     MUFG Securities, Wells Fargo,
Sun Trust Robinson Humphrey,
Desutche Bank, HSBC, Scotia
Capital, BMO Capital, Citizens
Capital, Lloyds Securities,
Commonwealth Bank of
Australia
  BANK OF
AMERICA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    500,000,000.00     0.275%   USD   02588NAA3     7/24/2017       37,508,000     AMXCA 2017-5
A
    100       2,492,000.000       7/24/2017       100     (i) Issued under 1933 Act     2,492,000.000     Wells Fargo Securities, HSBC,
Lloyds Securities, TD Securities,
CastleOak Securities, Mischler
Financial Group
  CITIGROUP
GL MBS 274

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    650,000,000.00     0.225%   USD   06742LAP8     7/24/2017       47,463,000     DROCK 2017-2
A
    100       2,537,000.000       7/24/2017       100     (i) Issued under 1933 Act     2,537,000.000     JP Morgan, MUFG, Scotiabank,
Wells Fargo Securities
  BARCLAYS
MBS

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,750,000,000.00     0.300%   USD   00206REK4     7/27/2017       51,100,304     T 2.85 02/14/23     100       1,899,696.000       7/27/2017       99.98     (i) Issued under 1933 Act     1,900,000.000     Goldman Sachs, JP Morgan,
Merrill Lynch, Mizuho, MUFG,
Credit Suisse, Deutsche Bank,
RBC Capital, Wells Fargo,
BBVA, Santander, TD
Securities, Loop Capital, BNY
Mellon, US Bancorp, Castle Oak,
CI King, Samueal Ramirez,
Siebert Cisneros Shank,
Williams Capital Group,
Academy Securities, Drexel
Hamilton, MFR Securities,
Mischler Financial, Apto
Partners, Blaylock Van
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    3,000,000,000.00     0.350%   USD   00206REL2     7/28/2017       20,732,134     T 3.4 08/14/24     100       1,267,866.400       7/27/2017       99.83     (i) Issued under 1933 Act     1,270,000.000     Goldman Sachs, JP Morgan,
Merrill Lynch, Mizuho, MUFG,
Credit Suisse, Deutsche Bank,
RBC Capital, Wells Fargo,
BBVA, Santander, TD
Securities, Loop Capital, BNY
Mellon, US Bancorp, Castle Oak,
CI King, Samueal Ramirez,
Siebert Cisneros Shank,
Williams Capital Group,
Academy Securities, Drexel
Hamilton, MFR Securities,
Mischler Financial, Apto
Partners, Blaylock Van
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    5,000,000,000.00     0.400%   USD   00206REM0     7/27/2017       95,470,386     T 3.9 08/14/27     100       2,530,614.450       7/27/2017       99.83     (i) Issued under 1933 Act     2,535,000.000     Goldman Sachs, JP Morgan,
Merrill Lynch, Mizuho, MUFG,
Credit Suisse, Deutsche Bank,
RBC Capital, Wells Fargo,
BBVA, Santander, TD
Securities, Loop Capital, BNY
Mellon, US Bancorp, Castle Oak,
CI King, Samueal Ramirez,
Siebert Cisneros Shank,
Williams Capital Group,
Academy Securities, Drexel
Hamilton, MFR Securities,
Mischler Financial, Apto
Partners, Blaylock Van
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    4,500,000,000.00     0.600%   USD   00206REN8     7/27/2017       14,176,469     T 4.9 08/14/37     100       823,531.500       7/27/2017       99.82     (i) Issued under 1933 Act     825,000.000     Goldman Sachs, JP Morgan,
Merrill Lynch, Mizuho, MUFG,
Credit Suisse, Deutsche Bank,
RBC Capital, Wells Fargo,
BBVA, Santander, TD
Securities, Loop Capital, BNY
Mellon, US Bancorp, Castle Oak,
CI King, Samueal Ramirez,
Siebert Cisneros Shank,
Williams Capital Group,
Academy Securities, Drexel
Hamilton, MFR Securities,
Mischler Financial, Apto
Partners, Blaylock Van
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    5,000,000,000.00     0.750%   USD   00206REP3     7/27/2017       68,543,227     T 5.15 02/14/50     100       1,456,773.400       7/27/2017       99.78     (i) Issued under 1933 Act     1,460,000.000     Goldman Sachs, JP Morgan,
Merrill Lynch, Mizuho, MUFG,
Credit Suisse, Deutsche Bank,
RBC Capital, Wells Fargo,
BBVA, Santander, TD
Securities, Loop Capital, BNY
Mellon, US Bancorp, Castle Oak,
CI King, Samueal Ramirez,
Siebert Cisneros Shank,
Williams Capital Group,
Academy Securities, Drexel
Hamilton, MFR Securities,
Mischler Financial, Apto
Partners, Blaylock Van
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    2,500,000,000.00     0.800%   USD   00206REQ1     7/27/2017       23,418,709     T 5.3 08/14/58     100       1,581,291.100       7/27/2017       99.77     (i) Issued under 1933 Act     1,585,000.000     Goldman Sachs, JP Morgan,
Merrill Lynch, Mizuho, MUFG,
Credit Suisse, Deutsche Bank,
RBC Capital, Wells Fargo,
BBVA, Santander, TD
Securities, Loop Capital, BNY
Mellon, US Bancorp, Castle Oak,
CI King, Samueal Ramirez,
Siebert Cisneros Shank,
Williams Capital Group,
Academy Securities, Drexel
Hamilton, MFR Securities,
Mischler Financial, Apto
Partners, Blaylock Van
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,650,000,000.00     0.400%   USD   20030NCA7     8/1/2017       37,481,588     CMCSA 3.15
02/15/28
    100       2,518,412.400       8/1/2017       99.94     (i) Issued under 1933 Act     2,520,000.000     Citigroup, JP Morgans, Mizuho,
Credit Suisse, RBC, SMBC
Nikko, Barclays, BNP Paribas,
Deutsche Bank, Goldman Sachs,
Merrill Lynch, Morgan Stanley,
TD Securities, Wells Fargo,
Allen & Co, Commerz Markets,
DNB Markets, Evercore Group,
PNC Capital, US Bancorp, ICBC
Standard Bank, SG Americas,
Mischler Financial Group,
Samuel A Ramirez and Co.,
Academy Securities, CastleOak
Securities, Drexel Hamilton,
Loop Capital Markets, Siebert
Cisneros Shank, The Williams
Capitla Group.
  MIZUHO
SEC USA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    350,000,000.00     0.600%   USD   25389JAS5     8/2/2017       10,559,309     DLR 2 3/4
02/01/23
    100       440,691.300       8/2/2017       99.93     (i) Issued under 1933 Act     441,000.000     Citigroup, Credit Suisse, JP
Morgan, Merrill Lynch, Morgan
Stanley, Barclays Capital,
Jefferies, Mizuho, MUFG,
Scotial Capital, SMBC Nikko,
SunTrust, Robinson Humphrey,
TD Securities, US Bancorp,
Wells Fargo, BB&T, BBVA,
Raymond James
  BANK OF
AMERICA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,000,000,000.00     0.650%   USD   25389JAR7     8/2/2017       10,055,718     DLR 3.7
08/15/27
    100       944,281.800       8/2/2017       99.92     (i) Issued under 1933 Act     945,000.000     Citigroup, Credit Suisse, JP
Morgan, Merrill Lynch, Morgan
Stanley, Barclays Capital,
Jefferies, Mizuho, MUFG,
Scotial Capital, SMBC Nikko,
SunTrust, Robinson Humphrey,
TD Securities, US Bancorp,
Wells Fargo, BB&T, BBVA,
Raymond James
  CITIGROUP
GL 274

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    450,000,000.00     0.875%   USD   845743BR3     8/2/2017       10,184,715     XEL 3.7
08/15/47
    99       815,285.000       8/2/2017       99.43     (i) Issued under 1933 Act     820,000.000     Keybanc Capital Markets,
Mizuho Securities, US Bancorp,
Wells Fargo
  MIZUHO
SEC USA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    750,000,000.00     0.650%   USD   883556BX9     8/10/2017       9,436,608     TMO 3.2
08/15/27
    99       1,563,392.250       8/10/2017       99.26     (i) Issued under 1933 Act     1,575,000.000     Goldman Sachs, Merrill Lynch,
Citigroup, JP Morgan, Barclays,
HSBC, Mizuho, MUFG, BNP
Paribas, Credit Suisse, Deustche
Bank, SMBC Nikko, US
Bancorp, BNY Mellon, ING,
Keybanc, Loop, Scotia Capital ,
Wells Fargo
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    750,000,000.00     0.875%   USD   883556BY7     8/10/2017       10,004,832     TMO 4.1
08/15/47
    99       995,167.750       8/10/2017       98.83     (i) Issued under 1933 Act     1,007,000.000     Goldman Sachs, Merrill Lynch,
Citigroup, JP Morgan, Barclays,
HSBC, Mizuho, MUFG, BNP
Paribas, Credit Suisse, Deustche
Bank, SMBC Nikko, US
Bancorp, BNY Mellon, ING,
Keybanc, Loop, Scotia Capital ,
Wells Fargo
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    600,000,000.00     0.625%   USD   50540RAT9     8/15/2017       10,057,126     LH 3 1/4
09/01/24
    100       942,873.750       8/15/2017       99.78     (i) Issued under 1933 Act     945,000.000     Merrill Lynch, Wells Fargo,
Barclays, MUFG, TD Securities,
Credit Suisse, KeyBanc, PNC,
US Bancorp, BB&T, BNY
Mellon, Credit Agricole, Fifth
Third, Goldman Sachs
  BANK OF
AMERICA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    600,000,000.00     0.650%   USD   50540RAU6     8/15/2017       10,057,425     LH 3.6 09/01/27     100       942,574.560       8/15/2017       99.85     (i) Issued under 1933 Act     944,000.000     Merrill Lynch, Wells Fargo,
Barclays, MUFG, TD Securities,
Credit Suisse, KeyBanc, PNC,
US Bancorp, BB&T, BNY
Mellon, Credit Agricole, Fifth
Third, Goldman Sachs
  BANK OF
AMERICA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    350,000,000.00     0.650%   USD   202795JK7     8/16/2017       9,743,452     EXC 2.95
08/15/27
    100       1,256,547.600       8/16/2017       99.73     (i) Issued under 1933 Act     1,260,000.000     Mizuho Securities, Scotia
Capital, US Bancorp, Wells
Fargo, CIBC World Markets,
SMBC Nikko, Key Banc Capital
Markets, Loop Capital Markets,
The Williams Capital Group,
Blaylock Van, Melvin Securities,
Samuel A Ramirez & Co.
  MIZUHO
SEC USA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    650,000,000.00     0.875%   USD   202795JL5     8/16/2017       10,246,888     EXC 3 3/4
08/15/47
    100       753,112.500       8/16/2017       99.75     (i) Issued under 1933 Act     755,000.000     Mizuho Securities, Scotia
Capital, US Bancorp, Wells
Fargo, CIBC World Markets,
SMBC Nikko, Key Banc Capital
Markets, Loop Capital Markets,
The Williams Capital Group,
Blaylock Van, Melvin Securities,
Samuel A Ramirez & Co.
  MIZUHO
SEC USA

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,250,000,000.00     0.400%   USD   928563AA3     8/16/2017       9,107,464     VMW 2.3
08/21/20
    100       1,892,536.500       8/16/2017       99.87     (i) Issued under 1933 Act     1,895,000.000     JP Morgan, BofA Merill Lynch,
Barclays Capital, Citigroup
Global Markets, Credit Suisse,
Goldman Sachs, Morgan Stanley,
RBC Capital Markets, UBS
Securities, Deutsche Bank, Wells
Fargo
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,500,000,000.00     0.600%   USD   928563AB1     8/16/2017       94,228,276     VMW 2.95
08/21/22
    100       1,571,724.000       8/16/2017       99.79     (i) Issued under 1933 Act     1,575,000.000     JP Morgan, BofA Merill Lynch,
Barclays Capital, Citigroup
Global Markets, Credit Suisse,
Goldman Sachs, Morgan Stanley,
RBC Capital Markets, UBS
Securities, Deutsche Bank, Wells
Fargo
  CHASE
SECURITIES

Variable Portfolio—Partners Core Bond Fund

  Wells
Fargo
    1,250,000,000.00     0.650%   USD   928563AC9     8/16/2017       10,053,192     VMW 3.9
08/21/27
    100       946,808.000       8/16/2017       99.66     (i) Issued under 1933 Act     950,000.000     JP Morgan, BofA Merill Lynch,
Barclays Capital, Citigroup
Global Markets, Credit Suisse,
Goldman Sachs, Morgan Stanley,
RBC Capital Markets, UBS
Securities, Deutsche Bank, Wells
Fargo
  CHASE
SECURITIES

Variable Portfolio—Wells Fargo Short Duration Government Fund

  Wells
Fargo
    220,000,000.00     0.300%   USD   63940AAB4     7/18/2017       17,500,000     NAVSL
2017-4A A2
    100       12,500,000.000       7/18/2017       100     (v) Eligible Rule 144A     12,500,000.000     RBC, Wells Fargo, Barclays,
Credit Suisse, JP Morgna,
Merrill Lynch
  RBC DAIN
RAUSCHER

In addition to the information above, the Fund’s Board of Trustees receives, pursuant to the Fund’s procedures adopted under Rule 10f-3, from representative(s) of the Fund’s adviser or, if the transaction is effected for a portion of the Fund managed by a subadviser, the Fund’s subadviser, a report in the form of a checklist as to the satisfaction of the applicable conditions of paragraph (c)(1) through (c)(8) of Rule 10f-3.


Fund Name

  Trade
Date
    Date
Offering is
Due to
Commence
    Issuer Name /
Name of
Security
  CUSIP     Underwriter/
Seller

Purchased
From
  Affiliated
Underwriter
  List all
Underwriting
Syndicate Members
  Shares/
Par Value
Purchased

by Fund
    Purchase
price
(Local
Currency)
    Principal
Amount
Purchased
by the Fund
($USD)
    Principal
Amount
Purchased

by Other
    Aggregate
Principal
Amount of
Offering
    Currency   Price at
Close
(Local
Currency)
    Commission,
Spread or
Profit
    Security Type

Variable Portfolio—Partners Core Bond Fund

    9/5/2017       9/5/2017     Apple Inc. (AAPL 2.90%
September 12, 2027)
    037833DB3     Deutsche
Bank
  JPMorgan   Goldman Sachs, BofA
Merrill Lynch, Deutsche
Bank, JPMorgan, Morgan
Stanley, Barclays, Wells
Fargo, Blaylcok Van,
CastleOak Securities,
Mischler Financial,
Ramirez & Co.
    2,500,000     $ 99.888       2,497,200.00       47,741,470       2,000,000,000.00     USD   $ 99.888       0.200   (i) Issued under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/6/2017       9/6/2017     PPL Capital Funding, Inc.
(PPL 4.00% September 15,
2047)
    69352PAM5     Goldman
Sachs and Co
NY
  JPMorgan   BofA Merrill Lynch,
Goldman Sachs, JPMorgan,
Scotiabank, BNY Mellon
Capital Markets, LLC, CIBC
Capital Markets, PNC
Capital Markets LLC, US
Bancorp
    380,000     $ 98.792       375,410.00       14,054,150       500,000,000.00     USD   $ 98.792       0.875   (i) Issued
under
1933 Act

Variable Portfolio—Partners Core Bond Fund

    09/06/17       09/06/17     NAVSL 2017-5A A     63940CAA2     JP MORGAN
SECUR
  Wells Fargo   J.P. Morgan, Credit
Suisse, BofA Merrill
Lynch, Barclays Capital,
RBC Capital Markets,
Wells Fargo
    6,141,000     $ 99.88       6,133,876.44       93,866,124       1,028,300,000.00     USD   $ 99.88       0.325   (v) Eligible
Rule 144A

Variable Portfolio—Partners Core Bond Fund

    09/07/17       09/07/17     DISCA 2.95 03/20/23     25470DAQ2     GOLDMAN,
SACHS
  Wells Fargo   Goldman Sachs,
Citigroup, Credit Suisse,
Barclays Capital, BNP
Paribas, BofA Merrill
Lynch, Mizuho
Securities, RBC Capital
Markets, MUFG
Securities, Scotia
Capital, SunTrust
Robinson Humphrey,
Wells Fargo Securities,
Deutsche Bank
Securities
    1,251,000     $ 99.87       1,249,423.74       43,750,576       1,200,000,000.00     USD   $ 99.87       0.600   (i) Issued under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/07/17       09/07/17     DISCA 3.95 03/20/28     25470DAR0     GOLDMAN,
SACHS
  Wells Fargo   Goldman Sachs,
Citigroup, Credit Suisse,
Barclays Capital, BNP
Paribas, BofA Merrill
Lynch, Mizuho
Securities, RBC Capital
Markets, MUFG
Securities, Scotia
Capital, SunTrust
Robinson Humphrey,
Wells Fargo Securities,
Deutsche Bank
Securities
    1,251,000     $ 99.64       1,246,533.93       41,753,466       1,700,000,000.00     USD   $ 99.64       0.650   (i) Issued under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/07/17       09/07/17     DISCA 5 09/20/37     25470DAS8     GOLDMAN,
SACHS
  Wells Fargo   Goldman Sachs,
Citigroup, Credit Suisse,
Barclays Capital, BNP
Paribas, BofA Merrill
Lynch, Mizuho
Securities, RBC Capital
Markets, MUFG
Securities, Scotia
Capital, SunTrust
Robinson Humphrey,
Wells Fargo Securities,
Deutsche Bank
Securities
    313,000     $ 99.90       312,687.00       8,687,313       1,250,000,000.00     USD   $ 99.90       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/07/17       09/07/17     DISCA 5.2 09/20/47     25470DAT6     GOLDMAN,
SACHS
  Wells Fargo   Goldman Sachs,
Citigroup, Credit Suisse,
Barclays Capital, BNP
Paribas, BofA Merrill
Lynch, Mizuho
Securities, RBC Capital
Markets, MUFG
Securities, Scotia
Capital, SunTrust
Robinson Humphrey,
Wells Fargo Securities,
Deutsche Bank
Securities
    327,000     $ 99.88       326,604.33       24,673,396       1,250,000,000.00     USD   $ 99.88       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/11/2017       9/11/2017     BOC Avaiation Ltd.
(BOCAVI 3.075%
September 11, 2022) 144A
    09681LAD2     HSBC   JPMorgan   Bank of China, BNP Paribas,
Citigroup Global Markets
Inc., DBS Bank, Goldman
Sachs, HSBC, JPMorgan,
Morgan Stanley, MUFG,
UOB Asia Limited, Wells
Fargo, Westpac
    400,000     $ 99.459       397,836.00       8,454,015       750,000,000.00     USD   $ 99.459       0.200   (iv)
Eligible
Foreign
Offering
(v) Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    9/11/2017       9/11/2017     Mitsubishi UFJ Lease &
Fin Grp (MUFJLF 2.652%
September 19, 2022) 144A
    60682LAA0     Morgan
Stanley
  JPMorgan   BofA Merrill Lynch,
Citigroup Global Markets,
JPMorgan, Morgan Stanley
    335,000     $ 100.00       335,000.00       8,319,000       500,000,000.00     USD   $ 100.00       0.350   (iv)
Eligible
Foreign
Offering
(v) Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    09/11/17       09/11/17     CHTR 4.2 03/15/28     161175BG8     CITIGROUP
GL 274
  Wells Fargo   Citigroup, Credit Suisse,
Deutsche Bank, Goldman
Sachs, BofA Merrill Lynch,
UBS, Wells Fargo, Academy
Securities, CL King &
Associates, Credit Agricole,
LionTree Advisors, Mizuho
Securities, Morgan Stanley,
MUFG Securities, RBC
Capital, Samuel A. Ramirez,
Scotia Capital, SMBC
Nikko, Suntrust Robinson
Humphrey, TD Securities,
US Bancorp, Williams
Capital Group
    1,008,000     $ 99.76       1,005,550.56       13,994,449       1,250,000,000.00     USD   $ 99.76       0.650   (v)
Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    09/11/17       09/11/17     CHTR 5 3/8 05/01/47     161175BD5     CITIGROUP
GL 274
  Wells Fargo   Citigroup, Credit Suisse,
Deutsche Bank, Goldman
Sachs, BofA Merrill Lynch,
UBS, Wells Fargo, Academy
Securities, CL King &
Associates, Credit Agricole,
LionTree Advisors, Mizuho
Securities, Morgan Stanley,
MUFG Securities, RBC
Capital, Samuel A. Ramirez,
Scotia Capital, SMBC
Nikko, Suntrust Robinson
Humphrey, TD Securities,
US Bancorp, Williams
Capital Group
    670,000     $ 98.97       663,092.30       9,336,908       750,000,000.00     USD   $ 98.97       0.875   (v)
Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    09/11/17       09/11/17     CS 2.997 12/14/23     225401AD0     CREDIT
SUISSE
  Wells Fargo   Credit Suisse, Wells Fargo,
ABN AMRO, ANZ
Securities, Banca IMI SPA,
BBVA Securities, BMO
Capital Markets, BNY
Mellon, Capital One, CIBC
World Markets, Citigroup,
Commonwealth Bank of
Australia, Credit Agricole,
Deutsche Bank, Fifth Third
Securities, Keybank Capital
Markets, Morgan Stanley,
Rabo Securities, Santander,
Societe Generale, Standard
Chartered Bank, Suntrust
Robinson Humphrey,
UniCredit Capital Markets,
MFR Securities, R
Seefaus & Co. Samuel a
Ramirez
    3,155,000     $ 100.00       3,155,000.00       46,845,000       1,000,000,000.00     USD   $ 100.00       0.350   (v)
Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    09/11/17       09/11/17     GD 2 3/8 11/15/24     369550AY4     CHASE
SECURITIES
  Wells Fargo   J.P. Morgan, BofA
Merrill Lynch, BBVA
Securities, Lloyds
Securities, Wells Fargo,
RBC Capital Markets,
Mizuho, MUFG, Scotia
Capital, ANZ Securities,
Blaylock Van, Drexel
Hamilton, U.S. Bancorp
    1,880,000     $ 99.20       1,864,960.00       28,135,040       500,000,000.00     USD   $ 99.20       0.400   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/11/17       09/11/17     GD 2 5/8 11/15/27     369550AZ1     CHASE
SECURITIES
  Wells Fargo   BAML,BBVA,JPM     1,255,000     $ 97.83       1,227,779.05       18,772,221       500,000,000.00     USD   $ 97.83       0.450   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/11/17       09/11/17     SUMITR 1.95 09/19/19     86563VAL3     GOLDMAN,
SACHS
  Wells Fargo   Goldman Sachs, J.P.
Morgan, Citigroup,
Daiwa Capital, BNP
Paribas, Deutsche
Bank, Credit Agricole,
Barclays, BofA Merrill
Lynch, HSBC, Nomura,
DBS Bank, SMBC
Nikko, UBS, Wells
Fargo
    1,930,000     $ 99.93       1,928,687.60       60,071,312       700,000,000.00     USD   $ 99.93       0.175   (v)
Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    9/12/2017       9/12/2017     MetLife Global Funding I
(MET 3.00%
September 19, 2027) 144A
    59217GCK3     HSBC
Securities
(USA) Inc.
NY
  JPMorgan   BofA Merrill Lynch, Credit
Suisse, HSBC, JPMorgan
    500,000     $ 99.803       499,015.00       8,882,467       748,522,500.00     USD   $ 99.803       0.450   (iv)
Eligible
Foreign
Offering
(v) Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    9/12/2017       9/12/2017     Penske Truck Leasing
(PENSKE 2.70%
March 14, 2023) 144A
    709599AY0     Wells Fargo   JPMorgan   BofA Merrill Lynch,
JPMorgan, Mizuho, US
Bancorp, Wells Fargo,
Citizens Capital Markets,
Comerica, Fifth Third Bank,
Huntington Investment,
MUFG, PNC Capital
Markets, RBC Capital
Markets, Snatander, Scotia
Capital, SMBC Nikko,
Williams Capital Group LP
    350,000     $ 99.772       349,202.00       10,251,573       598,632,000.00     USD   $ 99.772       0.500   (iv)
Eligible
Foreign
Offering
(v) Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    9/12/2017       9/12/2017     Union Pacific Corporation
(UNP 3.60%
September 15, 2037)
    907818EQ7     Morgan
Stanley
  JPMorgan   Barclays, Citigroup, Credit
Suisse, Morgan Stanley,
BofA Merrill Lynch,
JPMorgan, MUFG, SunTrust
Robinson Humphrey, US
Bancorp, Wells Fargo
Securities, BNY Mellon
Capital Markets, LLC,
Mizuho Securities, Loop
Capital Markets, PNC
Capital Markets LLC
    122,000     $ 99.901       121,879.00       17,041,113       500,000,000.00     USD   $ 99.901       0.880   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/12/2017       9/12/2017     Union Pacific Corporation
(UNP 4.10%
September 15, 2067)
    907818ER5     Morgan
Stanley
  JPMorgan   Barclays, Citigroup, Credit
Suisse, Morgan Stanley,
BofA Merrill Lynch,
JPMorgan, MUFG, SunTrust
Robinson Humphrey, US
Bancorp, Wells Fargo
Securities, BNY Mellon
Capital Markets, LLC,
Mizuho Securities, Loop
Capital Markets, PNC
Capital Markets LLC
    200,000     $ 99.852       199,704.00       18,472,620       500,000,000.00     USD   $ 99.852       0.880   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/12/17       09/12/17     FORDR 2017-2 A     34529SAA7     BANK OF
AMERICA
  Wells Fargo   BofA Merrill Lynch,
Deutsche Bank,
Goldman Sachs, J.P.
Morgan, Wells Fargo,
BNY Mellon, TD
Securities, US Bancorp
    4,290,000     $ 99.99       4,289,528.10       60,710,472       1,250,000,000.00     USD   $ 99.99       0.375   (v)
Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    09/12/17       09/12/17     PENSKE 2.7 03/14/23     709599AY0     US
BANCORP
  Wells Fargo   J.P. Morgan, Merrill
Lynch, Mizuho, U.S.
Bancorp, Wells Fargo,
Citizens Capital
Markets, Fifth Third
Securities, MUFG
Securities, PNC Capital
Markets, RBC Capital
Markets, Santander,
SMBC Nikko, Comerica,
Scotia Capital, The
Huntington Investment
Co., The Williams
Capital Group
    1,250,000     $ 99.77       1,247,150.00       19,252,850       600,000,000.00     USD   $ 99.77       0.350   (v)
Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    09/12/17       09/12/17     UNP 3.6 09/15/37     907818EQ7     MORGAN
STANLEY
  Wells Fargo   Barclays, Citigroup,
Credit Suisse, Morgan
Stanly, BofA Merrill
Lynch, J.P. Morgan,
MUFG, SunTrust
Robinson Humphrey,
U.S. Bancorp, Wells
Fargo, BNY Mellon,
Mizuho, Loop, PNC
    1,000,000     $ 99.90       999,010.00       19,000,990       500,000,000.00     USD   $ 99.90       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/12/17       09/12/17     UNP 4.1 09/15/67     907818ER5     MORGAN
STANLEY
  Wells Fargo   Barclays Capital,
Citigroup, Credit Suisse,
Morgan Stanley, J.P.
Morgan, MUFG,
SunTrust Robinson
Humphrey, U.S.
Bancorp, Wells Fargo,
BNY Mellon, Mizuho,
Loop Capital, PNC
Capital Markets
    435,000     $ 99.85       434,356.20       6,565,644       500,000,000.00     USD   $ 99.85       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/13/2017       9/13/2017     Concho Resources Inc.
(CXO 3.75% October 1,
2027
)
    20605PAH4     Barclays
Capital
  JPMorgan   BofA Merrill Lynch,
Barclays, Citigroup, BMO
Capital Markets, Capital One
Securities, Credit Suisse,
ING, JPMorgan, MUFG,
PNC Capital Markets LLC,
RBC Capital Markets, US
Bancorp, Wells Fargo
Securities, BB&T Capital
Markets, BBVA, CIBC
Capital Markets, Comerica
Securities, DNB Markets,
KeyBanc Capital Markets,
Regions Securities LLC,
SMBC Nikko
    209,000     $ 99.636       208,239.00       4,291,323       1,000,000,000.00     USD   $ 99.636       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/13/2017       9/13/2017     Concho Resources Inc.
(CXO 4.875% October 1,
2047)
    20605PAJ0     Barclays
Capital
  JPMorgan   BofA Merrill Lynch,
Barclays, Citigroup, BMO
Capital Markets, Capital One
Securities, Credit Suisse,
ING, JPMorgan, MUFG,
PNC Capital Markets LLC,
RBC Capital Markets, US
Bancorp, Wells Fargo
Securities, BB&T Capital
Markets, BBVA, CIBC
Capital Markets, Comerica
Securities, DNB Markets,
KeyBanc Capital Markets,
Regions Securities LLC,
SMBC Nikko
    50,000     $ 99.749       49,875.00       11,263,657       800,000,000.00     USD   $ 99.749       0.880   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/13/2017       9/13/2017     Mexico City Ardt Trust
(MEXCAT 5.50% July 31,
2047) 144A
    59284MAD6     HSBC
Securities
(USA) Inc.
NY
  JPMorgan   Banco Santander, BBVA
Securities, Citigroup, HSBC
Ltd, JPMorgan, Credit
Agricole SA, Inbursa,
Mitsubishi UFJ,
    200,000     $ 99.398       198,796.00       9,934,830       2,981,940,000.00     USD   $ 99.398       0.230   (iv)
Eligible
Foreign
Offering
(v) Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    09/13/17       09/13/17     CXO 3 3/4 10/01/27     20605PAH4     BANK OF
AMERICA
  Wells Fargo   BofA Merrill Lynch,
Barclays, Citigroup, BMO
Capital Markets, Capital
One, Credit Suisse, ING
Financial, JP Morgan,
MUFG Securities, PNC
Capital Markets, RBC
Capital Markets, US
Bancorp, Wells Fargo,
BB&T Capital Markets,
BBVA Securities, CIBC
World Markets, Comerica
Securities, DNB Markets,
Keybanc Capital Markets,
Regions Securities, SMBC
Nikko
    1,002,000     $ 99.64       998,352.72       14,001,647       1,000,000,000.00     USD   $ 99.64       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/13/17       09/13/17     CXO 4 7/8 10/01/47     20605PAJ0     BANK OF
AMERICA
  Wells Fargo   BofA Merrill Lynch,
Barclays, Citigroup, BMO
Capital Markets, Capital
One, Credit Suisse, ING
Financial, JP Morgan,
MUFG Securities, PNC
Capital Markets, RBC
Capital Markets, US
Bancorp, Wells Fargo,
BB&T Capital Markets,
BBVA Securities, CIBC
World Markets, Comerica
Securities, DNB Markets,
Keybanc Capital Markets,
Regions Securities, SMBC
Nikko
    465,000     $ 99.75       463,832.85       12,536,167       800,000,000.00     USD   $ 99.75       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/13/17       09/13/17     PSA 2.37 09/15/22     74460DAB5     MORGAN
STANLEY
  Wells Fargo   Morgan Stanley, BofA
Merrill Lynch, Wells
Fargo, Citigroup,
Goldman Sachs, UBS
    1,562,000     $ 100.00       1,562,000.00       23,438,000       500,000,000.00     USD   $ 100.00       0.600   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    09/13/17       09/13/17     PSA 3.094 09/15/27     74460DAC3     MORGAN
STANLEY
  Wells Fargo   Morgan Stanley, BofA
Merrill Lynch, Wells
Fargo, Citigroup,
Goldman Sachs, UBS
    1,250,000     $ 100.00       1,250,000.00       18,750,000       500,000,000.00     USD   $ 100.00       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/14/2017       9/14/2017     Bank of Nova Scotia (BNS
2.45% September 19,
2022
)
    064159KD7     Scotia Captial
(USA) Inc.
NY
  JPMorgan   Scotiabank, BofA Merrill
Lynch, Citigroup,
JPMorgan, UBS Investment
Bank, Barclays, Dejardins
Capital Markets, Deutsche
Bank Securities, Goldman
Sachs, Morgan Stanley
    400,000     $ 99.818       399,272.00       59,506,501       1,000,000,000.00     USD   $ 99.818       0.350   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/15/2017       9/15/2017     Magellan Health, Inc.
(MGLN 4.40%
September 22, 2024)
    559079AK4     Wells Fargo   JPMorgan   JPMorgan, MUFG, Wells
Fargo Securities, BBVA, US
Bancorp, Citigroup, Fifth
Third Securities, KeyBanc
Capital Markets
    750,000     $ 99.809       748,568.00       17,435,634       400,000,000.00     USD   $ 99.809       0.900   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/18/2017       9/18/2017     Bunge Ltd Finance Corp.
(BG 3.75% September 25,
2027
)
    120568AZ3     Citigroup
Global
Markets
  JPMorgan   Citigroup, JPMorgan,
Mizuho, SMBC, Credit
Suisse, BNP Paribas, Credit
Agricole, Morgan Stanley,
UniCredit, ABN AMRO,
Deutsche Bank, HSBC,
Rabo, Societe Generale,
ANZ Securities, Barclays,
BB Securities, BBVA, BMO
Capital Markets,
Commerzbank, ICBC
Standard Bank, ING, Loop
Capital, nabSecurities, LLC,
PNC Capital Markets LLC,
NatWest Markets,
Santander, Scotiabank,
Standard Chartered Bank,
SunTrust Robinson
Humphrey
    382,000     $ 99.736       380,992.00       23,264,419       600,000,000.00     USD   $ 99.736       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/19/2017       9/19/2017     Goodman US Fin Three
(GMGAU 4.50%
October 15, 2037) 144A
    38239KAA6     HSBC
Securities
(USA) Inc.
NY
  JPMorgan   Barclays Bank PLC (US),
HSBC, JPMorgan, RBC
Capital Markets
    372,000     $ 99.840       371,405.00       21,883,929       324,480,000.00     USD   $ 99.840       0.750   (iv)
Eligible
Foreign
Offering
(v) Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    09/21/17       09/21/17     NWMLIC 3.85 09/30/47     668138AA8     CHASE
SECURITIES
  Wells Fargo   J.P. Morgan, Merrill
Lynch, Morgan Stanley,
Barclays Capital,
Citigroup, Credit Suisse,
Goldman Sachs, U.S.
Bancorp, Wells FargoJ.P.
Morgan, Merrill
Lynch, Morgan Stanley,
Barclays Capital,
Citigroup, Credit Suisse,
Goldman Sachs, U.S.
Bancorp, Wells Fargo
    1,905,000     $ 99.79       1,900,942.35       28,099,058       1,200,000,000.00     USD   $ 99.79       0.800   (v)
Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    09/25/17       09/25/17     HPP 3.95 11/01/27     44409MAA4     BANK OF
AMERICA
  Wells Fargo   BANK OF AMERICA     750,000     $ 99.82       748,612.50       11,251,388       400,000,000.00     USD   $ 99.82       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/26/2017       9/26/2017     American Airlines 2017-2B
PTT (AAL 2017-2B 3.70%
October 15, 2025)
    02377DAA0     Deustche
Bank
Securities
  JPMorgan   Deutsche Bank, Credit
Suisse, Goldman Sachs,
BofA Merrill Lynch,
Barclays, Citigroup, ICBC
Standard Bank, JPMorgan,
Morgan Stanley, BNP
Paribas, Credit Agricole,
Standard Chartered Bank,
SMBC Nikko, US Bancorp
    226,000     $ 100.000       226,000.00       4,968,000       220,723,000.00     USD   $ 100.000       1.000   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    9/27/2017       9/27/2017     EQT Corp. (EQT 3.90%
October 1, 2027)
    26884LAF6     Citigroup
Global
Markets
  JPMorgan   Citigroup, BofA Merrill,
Deutsche Bank, Wells
Fargo, Credit Suisse,
Goldman Sachs, JPMorgan,
MUFG, PNC Capital
Markets, RBC Capital
Markets, BNP Paribas,
Scotiabank, US Bancorp,
BNY Mellon, CIBC Capital
Markets, Huntington Capital
    302,000     $ 99.918       301,752.00       6,626,562       1,250,000,000.00     USD   $ 99.918       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/2/2017       10/2/2017     American Campus
Community
    024836AD0     CHASE
SECURITIES
  Wells Fargo   Deustche Bank, JP Morgan,
Wells Fargo, BBVA
Securities, Merrill Lynch,
Capital One, Keybanc
Capital Markets, PNC
Capital Markets, Regions
Securities, US Bancorp
    313,000     $ 99.91       312,724.56       4,687,275       400,000,000.00     USD   $ 99.912       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/2/2017       10/2/2017     DCENT 2017-A7 A7     254683CC7     RBC DAIN
RAUSCHER
  Wells Fargo   RBC Capital, SG Americas,
Citigroup, Deutsche Bank,
Merrill Lynch, RBS
Securities, Wells Fargo
    2,764,000     $ 100.00       2,764,000.00       42,236,000       825,000,000.00     USD   $ 100.000       0.275   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/3/2017       10/3/2017     ENEL Finance
International NV (ENELIM
3.50% April 6, 2028 144A)
    29278GAF5     Goldman
Sachs and Co
NY
  JPMorgan   Barclays Capital, BBVA
Securities Inc, Citigroup
Global Markets Inc, Credit
Suisse Securities USA LLC,
Deutsche Bank Securities
Inc, Goldman Sachs,
JPMorgan, Mizuho
Securities USA Inc, Morgan
Stanley, MUFG Securities
Americas Inc, NatWest
Markets, Santander
Investment Securities Inc
    335,000     $ 98.762       330,853.00       29,480,457       1,250,000,000.00     USD   $ 98.762       0.450   (iv)
Eligible
Foreign
Offering
(v) Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    10/3/2017       10/3/2017     BWSTA 2017-1 A3     064229AC1     BNPP MB   Wells Fargo   BNP Paribas, Barclays
Capital, JP Morgan, TD
Securities, Wells Fargo
    1,602,000     $ 99.99       1,601,775.72       28,398,224       249,400,000.00     USD   $ 99.986       0.270   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/3/2017       10/3/2017     BWSTA 2017-1 A4     064229AD9     BNPP MB   Wells Fargo   BNPP     937,000     $ 99.99       936,943.78       13,063,056       75,000,000.00     USD   $ 99.994       0.340   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Small Cap Growth Fund

    10/6/2017       10/6/2017     Switch Inc.     87105L104     Goldman
Sachs
  Wells Fargo   Goldman Sachs; JP Morgan;
BMO; Wells Fargo;
Citigroup; Credit
    9,618     $ 17.00       163,506.00       10,036,494       531,250,000.00     USD   $ 20.86     $
 
0.935
per
share
 
 
 
  (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/10/2017       10/10/2017     Northrop Grumman
Corporation (NOC 3.25%
January 15, 2028)
    666807BN1     Goldman
Sachs and Co
NY
  JPMorgan   JPMorgan, Goldman
Sachs & Co, Credit Suisse,
Wells Fargo Securities,
BofA Merrill Lynch, Lloyds
Securities, Mizuho
Securities, BNP Paribas,
Deutsche Bank Securities,
MUFG, ANZ Securities,
BNY Mellon Capital
Markets LLC, Scotiabank,
SMBC Nikko, UniCredit
Capital Markets, US
Bancorp, Academy
Securities, Blaylock Van
LLC, Drexel Hamilton,
Mischler Financial Group
Inc, The Williams Capital
Group LP
    180,000     $ 99.947       179,905.00       32,102,976       2,000,000,000.00     USD   $ 99.947       0.450   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/10/2017       10/10/2017     NOC 2.08 10/15/20     666807BL5     CHASE
SECURITIES
  Wells Fargo   JP Morgan, Credit Suisse,
Goldman Sachs, Wells
Fargo, Lloyd Securities,
BofA Merrill Lynch, Mizuho
Securities, BNP Paribas,
Deutsche Bank,MUFG
Securities, ANZ Securities,
BNY Mellon, Scotia Capital,
SMBC Nikko, UniCredit
Capital, US Bancorp,
Academy Securities,
Blaylock Van, Drexel
Hamilton, Mischler
Financial Corp, The
Williams Capital Group
    2,510,000     $ 99.985       2,509,623.50       37,490,377       1,000,000,000.00     USD   $ 99.985       0.250   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/10/2017       10/10/2017     NOC 2.55 10/15/22     666807BQ4     CHASE
SECURITIES
  Wells Fargo   JP Morgan, Credit Suisse,
Goldman Sachs, Wells
Fargo, Lloyd Securities,
BofA Merrill Lynch, Mizuho
Securities, BNP Paribas,
Deutsche Bank,MUFG
Securities, ANZ Securities,
BNY Mellon, Scotia Capital,
SMBC Nikko, UniCredit
Capital, US Bancorp,
Academy Securities,
Blaylock Van, Drexel
Hamilton, Mischler
Financial Corp, The
Williams Capital Group
    2,508,000     $ 99.986       2,507,648.88       42,492,351       1,500,000,000.00     USD   $ 99.986       0.350   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/10/2017       10/10/2017     NOC 2.93 01/15/25     666807BM3     CHASE
SECURITIES
  Wells Fargo   JP Morgan, Credit Suisse,
Goldman Sachs, Wells
Fargo, Lloyd Securities,
BofA Merrill Lynch, Mizuho
Securities, BNP Paribas,
Deutsche Bank,MUFG
Securities, ANZ Securities,
BNY Mellon, Scotia Capital,
SMBC Nikko, UniCredit
Capital, US Bancorp,
Academy Securities,
Blaylock Van, Drexel
Hamilton, Mischler
Financial Corp, The
Williams Capital Group
    3,135,000     $ 99.985       3,134,529.75       46,865,470       1,500,000,000.00     USD   $ 99.985       0.400   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/10/2017       10/10/2017     NOC 3 1/4 01/15/28     666807BN1     CHASE
SECURITIES
  Wells Fargo   JP Morgan, Credit Suisse,
Goldman Sachs, Wells
Fargo, Lloyd Securities,
BofA Merrill Lynch, Mizuho
Securities, BNP Paribas,
Deutsche Bank,MUFG
Securities, ANZ Securities,
BNY Mellon, Scotia Capital,
SMBC Nikko, UniCredit
Capital, US Bancorp,
Academy Securities,
Blaylock Van, Drexel
Hamilton, Mischler
Financial Corp, The
Williams Capital Group
    3,135,000     $ 99.947       3,133,338.45       96,866,662       2,000,000,000.00     USD   $ 99.947       0.450   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/10/2017       10/10/2017     NOC 4.03 10/15/47     666807BP6     CHASE
SECURITIES
  Wells Fargo   JP Morgan, Credit Suisse,
Goldman Sachs, Wells
Fargo, Lloyd Securities,
BofA Merrill Lynch, Mizuho
Securities, BNP Paribas,
Deutsche Bank,MUFG
Securities, ANZ Securities,
BNY Mellon, Scotia Capital,
SMBC Nikko, UniCredit
Capital, US Bancorp,
Academy Securities,
Blaylock Van, Drexel
Hamilton, Mischler
Financial Corp, The
Williams Capital Group
    2,820,000     $ 99.844       2,815,600.80       47,184,399       2,250,000,000.00     USD   $ 99.844       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/11/2017       10/11/2017     Sumitomo Mitsui Financial
Group, Inc. (SUMIBK
2.778% October 18, 2022)
    86562MAU4     SMBC Nikko
Securities
America, Inc
  JPMorgan   Goldman Sachs & Co,
SMBC Nikko, Citigroup,
JPMorgan, Barclays, BofA
Merrill Lynch, Nomura,
Daiwa Capital Markets,
HSBC, Credit Suisse,
Deutsche Bank Securities,
Lloyds Securities, Wells
Fargo Securities
    452,000     $ 100.000       452,000.00       56,122,000       1,250,000,000.00     USD   $ 100.000       0.350   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/11/2017       10/11/2017     Wal-Mart Stores Inc
(WMT 3.625% December
15, 2047)
    931142DW0     Citigroup
Global
Markets
  JPMorgan   Barclays, Citigroup, Morgan
Stanley, HSBC, JPMorgan,
Mizuho Securities, BNP
Paribas, Credit Suisse,
Goldman Sachs & Co,
MUFG, US Bancorp, Wells
Fargo Securities, Santander,
Standard Chartered Bank,
BBVA, ICBC Standard
Bank, Lloyds Securities,
Loop Capital Markets,
NatWest Markets, Popular
Securities, Scotiabank, TD
Securities, Academy
Securities, CL King &
Associates, The Williams
Capital Group LP
    500,000     $ 99.848       499,240.00       23,209,668       1,000,000,000.00     USD   $ 99.848       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/23/2017       10/23/2017     United Airlines 2016-1 B
PTT (UAL 2016-1 B
3.65% January 7, 2026)
    90933HAA3     Credit Suisse
Securities
(USA) LLC
  JPMorgan   BofA Merrill Lynch, BNP
Paribas, Citigroup Global
Markets Inc, Credit Agricole
Securities USA Inc, Credit
Suisse, Deutsche Bank
Securities Inc, Goldman
Sachs, JPMorgan, Morgan
Stanley
    131,000     $ 100.000       131,000.00       5,210,000       258,348,000.00     USD   $ 100.000       1.000   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/23/2017       10/23/2017     AMXCA 2017-7 A     02582JHL7     BARCLAYS
MBS
  Wells Fargo   Barclays Capital, MUFG
Securities, RBC Capital,
Wells Fargo Securities,
BMO Capital Markets,
HSBC Securities, TD
Securities, US Bancorp,
Mischler Financial Group,
Samuel A Ramirez and Co.
    3,428,000     $ 99.99       3,427,622.92       57,572,377       750,000,000.00     USD   $ 99.989       0.300   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/26/2017       10/26/2017     SYNCT 2017-2 A     87165LBU4     MUFG
SECURITIES
  Wells Fargo   MUFG Securities, BofA
Merrill Lynch, Wells
Fargo, Drexel Hamilton,
Scotiabank, TD
Securities, The Williams
Capital Group
    3,667,000     $ 99.988       3,666,559.96       75,333,440       750,000,000.00     USD   $ 99.988       0.300   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/30/2017       10/30/2017     F 2.343 11/02/20     345397YS6     GOLDMAN,
SACHS
  Wells Fargo   BofA Merrill Lynch,
Barclays, Credit Suisse,
Goldman Sachs, Mizuho
Securities, Morgan Stanley,
RBC Capital Markets, Banco
Bradesco, BB Securities,
BNY Mellon, US Bancorp,
Wells Fargo
    1,882,000     $ 100.00       1,882,000.00       38,118,000       1,000,000,000.00     USD   $ 100.000       0.250   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/30/2017       10/30/2017     F 3.815 11/02/27     345397YT4     GOLDMAN,
SACHS
  Wells Fargo   BofA Merrill Lynch,
Barclays, Credit Suisse,
Goldman Sachs, Mizuho
Securities, Morgan Stanley,
RBC Capital Markets, Banco
Bradesco, BB Securities,
BNY Mellon, US Bancorp,
Wells Fargo
    1,882,000     $ 100.00       1,882,000.00       28,118,000       750,000,000.00     USD   $ 100.000       0.450   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/30/2017       10/30/2017     MKL 3 1/2 11/01/27     570535AR5     CITIGROUP
GL 274
  Wells Fargo   Citigroup, Wells Fargo,
Barclays, JP Morgan,
Suntrust Robinson
Humphrey, BB&T Capital
Markets, BNY Mellon,
Merrill Lynch, Credit Suisse,
Loop Capital
    935,000     $ 99.78       932,971.05       14,067,029       300,000,000.00     USD   $ 99.783       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/30/2017       10/30/2017     MKL 4.3 11/01/47     570535AS3     CITIGROUP
GL 274
  Wells Fargo   Citigroup, Wells Fargo,
Barclays, JP Morgan,
Suntrust Robinson
Humphrey, BB&T Capital
Markets, BNY Mellon,
Merrill Lynch, Credit Suisse,
Loop Capital
    250,000     $ 99.38       248,457.50       11,751,543       300,000,000.00     USD   $ 99.383       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    10/31/2017       10/31/2017     Celgene Corporation
(CELG 4.35%
November 15, 2047)
    151020AW4     Credit Suisse
Securities
(USA) LLC
  JPMorgan   Barclays, Credit Suisse,
Goldman Sachs & Co,
JPMorgan, Morgan Stanley,
HSBC, MUFG, Standard
Chartered Bank, PNC
Capital Markets LLC, US
Bancorp
    389,000     $ 99.733       387,961.00       24,953,197       1,250,000,000.00     USD   $ 99.733       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/2/2017       11/2/2017     General Motors Financial
Company Inc. (GM 3.50%
November 7, 2024)
    37045XCD6     Deutsche
Bank
Securities
  JPMorgan
Securities
  Bradesco BBI,
Commerzbank, Credit
Agricole, Deutsche Bank,
JPMorgan, NatWest
Markets, BMO Capital
Markets, ICBC Standard
Bank, UniCredit Captial
Markets, Guzman &
Company, The Williams
Capital Group, L.P.
    800,000     $ 99.852       798,816.00       58,458,353       748,890,000.00     USD   $ 99.852       0.400   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/6/2017       11/6/2017     Apple Inc (AAPL 2.75%
January 13, 2025)
    037833DF4     Goldman
Sachs and
Company
New York
  JPMorgan
Securities
  Goldman Sachs, BofA
Merrill Lynch, JPMorgan,
Deutsche Bank, Morgan
Stanley, Barclays, Citigroup,
Academy Securities, C.L
King & Associates, Loop
Capital Markets, Siebert
Cisneros Shank
    700,000     $ 99.854       698,978.00       45,243,847       1,497,810,000.00     USD   $ 99.854       0.150   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/7/2017       11/7/2017     ORACLE
CORPORATION 2.63
2/15/2023 (BAML)
    68389XBR5     BANK OF
AMERICA
  Wells Fargo   BofA Merrill Lynch,
Wells Fargo, J.P. Morgan,
BNP Paribas, HSBC,
Standard
Chartered Bank
    2,488,000     $ 99.93       2,486,357.92       38,513,642       1,250,000,000.00     USD   $ 99.93       0.175   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/7/2017       11/7/2017     ORACLE
CORPORATION 2.95
11/15/2024 (BAML)
    68389XBS3     BANK OF
AMERICA
  Wells Fargo   BofA Merrill Lynch,
Wells Fargo, J.P. Morgan,
BNP Paribas, HSBC,
Standard
Chartered Bank
    1,555,000     $ 99.84       1,552,543.10       43,447,457       2,000,000,000.00     USD   $ 99.84       0.200   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/7/2017       11/7/2017     ORACLE
CORPORATION 4.00
11/15/2047
    68389XBQ7     BANK OF
AMERICA
  Wells Fargo   BofA Merrill Lynch,
Wells Fargo, J.P. Morgan,
BNP Paribas, HSBC,
Standard
Chartered Bank
    1,306,000     $ 99.53       1,299,874.86       30,200,125       2,250,000,000.00     USD   $ 99.53       0.438   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/7/2017       11/7/2017     ORACLE
CORPORATION 3.80
11/15/2037
    68389XBP9     BANK OF
AMERICA
  Wells Fargo   BofA Merrill Lynch,
Wells Fargo, J.P. Morgan,
BNP Paribas, HSBC,
Standard
Chartered Bank
    1,617,000     $ 99.62       1,610,920.08       28,389,080       1,750,000,000.00     USD   $ 99.62       0.438   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/7/2017       11/7/2017     ORACLE
CORPORATION 3.25
11/15/2027
    68389XBN4     BANK OF
AMERICA
  Wells Fargo   BofA Merrill Lynch,
Wells Fargo, J.P. Morgan,
BNP Paribas, HSBC,
Standard
Chartered Bank
    1,866,000     $ 99.89       1,863,928.74       68,136,071       2,750,000,000.00     USD   $ 99.89       0.225   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/8/2017       11/8/2017     Johnson & Johnson (JNJ
2.625% January 15, 2025)
    478160CJ1     Goldman
Sachs and
Company
New York
  JPMorgan
Securities
  BofA Merrill Lynch,
Goldman Sachs, JPMorgan,
Citigroup, Deutsche Bank,
BNP Paribas, HSBC,
NatWest Markets, The
Williams Capital Group,
ING, Santander, MUFG,
UBS, RBC Capital Markets,
UniCredit Capital Markets
    744,000     $ 99.983       743,874.00       7,151,784       749,872,500.00     USD   $ 99.983       0.350   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/8/2017       11/8/2017     Johnson & Johnson (JNJ
3.40% January 15, 2038)
    478160CL6     Goldman
Sachs and
Company
New York
  JPMorgan
Securities
  BofA Merrill Lynch,
Goldman Sachs, JPMorgan,
Citigroup, Deutsche Bank,
BNP Paribas, HSBC,
NatWest Markets, The
Williams Capital Group,
ING, Santander, MUFG,
UBS, RBC Capital Markets,
UniCredit Capital Markets
    556,000     $ 99.703       554,349.00       30,970,743       997,030,000.00     USD   $ 99.703       0.750   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/8/2017       11/8/2017     AMERICAN ELECTRIC
POWER 3.20 11/13/2027
    025537AJ0     CHASE
SECURITIES
  Wells Fargo   J.P. Morgan, Scotia
Capital, Wells Fargo,
BofA Merrill Lynch,
Morgan Stanley,
SunTrust Robinson
Humphrey, The
Huntington Investment
Co., Fifth Third
Securities
    1,244,000     $ 99.83       1,241,885.20       18,758,115       500,000,000.00     USD   $ 99.83       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/8/2017       11/8/2017     WFNMT_17-C 2.31
8/15/2024
    981464GH7     JP MORGAN
SECUR
MBS
  Wells Fargo   J.P. Morgan, Mizuho
Securities, MUFG
Securities, SMBC
Nikko, BNP Paribas,
CIBC World Markets,
Fifth Third Securities,
RBC Capital Markets,
Scotia Capital, Wells
Fargo Securities
    3,109,000     $ 99.99       3,108,564.74       46,891,435       550,000,000.00     USD   $ 99.99       0.350   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/9/2017       11/9/2017     BRANDYWINE
OPERATING
PARTNERSHIP L 3.95
2/15/2023 (BAML)
    105340AM5     BANK OF
AMERICA
  Wells Fargo   Citigroup, Merrill Lynch,
Barclays, RBC, BMO,
BNY Mellon, Capital
One, Stifel, Nicholaus &
Co., U.S. Bancorp,
Wells Fargo, BB&T
Capital Markets,
KeyBanc, PNC, Samuel
A. Ramirez, SunTrust
Robinson Humphrey,
Synovus Securities, TD
Securities
    311,000     $ 102.50       318,765.67       8,681,234       100,000,000.00     USD   $ 102.50       0.600   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/9/2017       11/9/2017     BRANDYWINE
OPERATING PARTNER
LP 3.95 11/15/2027
(BAML)
    105340AQ6     BANK OF
AMERICA
  Wells Fargo   Citigroup, Merrill Lynch,
Barclays, RBC, BMO,
BNY Mellon, Capital
One, Stifel, Nicholaus &
Co., U.S. Bancorp,
Wells Fargo, BB&T,
KeyBanc, PNC, Samuel
A. Ramirez, Santander,
SunTrust Robinson
Humphrey, Synovus,
TD Securities, Firstrust
Savings Bank
    933,000     $ 99.25       926,002.50       18,073,998       450,000,000.00     USD   $ 99.25       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/9/2017       11/9/2017     ITC HOLDINGS CORP
2.70 11/15/2022
    465685AL9     BARCLAYS
BANK
  Wells Fargo   Barclays, J.P. Morgan,
Morgan Stanley, Wells
Fargo, Mizuho
Securities, Scotia
Capital, Merill Lynch,
Credit Suisse, Goldman
Sachs, TD Securities
    1,508,000     $ 99.92       1,506,733.28       18,493,267       500,000,000.00     USD   $ 99.92       0.600   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/9/2017       11/9/2017     ITC HOLDINGS CORP
3.35 11/15/2027
    465685AN5     BARCLAYS
BANK
  Wells Fargo   Barclays, J.P. Morgan,
Morgan Stanley, Wells
Fargo, Mizuho
Securities, Scotia
Capital, Merill Lynch,
Credit Suisse, Goldman
Sachs, TD Securities
    2,314,000     $ 99.93       2,312,426.48       27,687,574       500,000,000.00     USD   $ 99.93       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/13/2017       11/13/2017     AIR LEASE
CORPORATION 3.63
12/1/2027 (BAML)
    00912XAY0     BANK OF
AMERICA
  Wells Fargo   J.P. Morgan, Lloyds,
Merrill Lynch, Mizuho,
BMO Capital, BNP
Paribas, Citigroup,
Commonwealth Bank of
Australia, Fifth Third,
Goldman Sachs, ICBC
Standard Bank,
KeyBanc, Loop, Morgan
Stanley, MUFG, RBC,
SG Americas, SunTrust
Robinson Humphrey,
Wells Fargo
    1,245,000     $ 98.95       1,231,865.25       18,768,135       500,000,000.00     USD   $ 98.95       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/13/2017       11/13/2017     DEUTSCHE BANK NY
3.30 11/16/2022
    251526BL2     DEUTSCHE
BANK
SECR
  Wells Fargo   Deutsche Bank, Scotia
Capital, BB&T Capital,
BBVA Securities, BNY
Mellon, Capital One,
CIBC World Markets,
Citigroup Global
Markets,
Commonwealth Bank of
Australia, Daiwa Capital
Markets, The
Huntington Investment
Co., Regions Securities,
Santander Investment
Securities, TD
Securities, Wells Fargo,
Academy Securities,
Mischler Financial
Group,
    1,865,000     $ 99.92       1,863,545.30       28,136,455       1,100,000,000.00     USD   $ 99.92       0.325   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/14/2017       11/14/2017     Anthem Inc (ANTM 3.35%
December 1, 2024)
    036752AC7     Credit Suisse
Securities
(USA) LLC
  JPMorgan
Securities
  BofA Merrill Lynch, Credit
Suisse, UBS, JPMorgan,
Wells Fargo, Barclays, RBC
Capital Markets, Mizuho
Securities, SMBC Nikko,
MUFG, SunTrust Robinson
Humphrey, PNC Capital,
BNY Mellon, Fifth Third
Securities, US Bancorp,
HSBC
    350,000     $ 99.968       349,888.00       4,343,610       849,728,000.00     USD   $ 99.968       0.400   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/14/2017       11/14/2017     Anthem Inc (ANTM
4.375% December 1, 2047)
    036752AD5     Credit Suisse
Securities
(USA) LLC
  JPMorgan
Securities
  BofA Merrill Lynch, Credit
Suisse, UBS, Goldman
Sachs, JPMorgan, Wells
Fargo, Barclays, RBC
Capital Markets, Mizuho
Securities, SMBC Nikko,
MUFG, SunTrust Robinson
Humphrey, PNC Capital,
BNY Mellon, Fifth Third
Securities, US Bancorp,
HSBC
    94,000     $ 99.999       93,999.00       22,005,780       1,399,986,000.00     USD   $ 99.999       0.880   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/14/2017       11/14/2017     ANTHEM INC 2.50
11/21/2020
    036752AE3     CREDIT
SUISSE
  Wells Fargo   Credit Suisse, Merrill
Lynch, UBS, Citigroup,
Deutsche Bank,
Goldman Sachs, J.P.
Morgan, Wells Fargo,
Barclays, Mizuho,
MUFG, PNC, RBC,
SMBC Nikko, SunTrust
Robinson Humphrey,
U.S. Bancorp, BNY
Mellon, Fifth Third,
HSBC
    1,244,000     $ 99.82       1,241,785.68       23,758,214       900,000,000.00     USD   $ 99.82       0.250   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/14/2017       11/14/2017     ANTHEM INC 2.95
12/1/2022
    036752AF0     UBS AG   Wells Fargo   Credit Suisse, Merrill
Lynch, UBS, Citigroup,
Deutsche Bank,
Goldman Sachs, J.P.
Morgan, Wells Fargo,
Barclays Capital,
Mizuho, MUFG, PNC,
RBC, SMBC Nikko,
SunTrust Robinson
Humphrey, U.S.
Bancorp, BNY Mellon,
Fifth Third, HSBC
    1,245,000     $ 99.95       1,244,414.85       18,755,585       750,000,000.00     USD   $ 99.95       0.350   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/14/2017       11/14/2017     ANTHEM INC 3.35
12/1/2024 (BAML)
    036752AC7     BANK OF
AMERICA
  Wells Fargo   Credit Suisse, Merrill
Lynch, UBS, Citigroup,
Deutsche Bank,
Goldman Sachs, J.P.
Morgan, Wells Fargo,
Barclays, Mizuho,
MUFG, PNC, RBC,
SMBC Nikko, SunTrust
Robinson Humphrey,
U.S. Bancorp, BNY
Mellon, Fifth Third,
HSBC
    620,000     $ 99.97       619,801.60       9,380,198       850,000,000.00     USD   $ 99.97       0.400   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/14/2017       11/14/2017     ANTHEM INC 3.65
12/1/2027
    036752AB9     UBS AG   Wells Fargo   Credit Suisse, Merrill
Lynch, UBS, Citigroup,
Deutsche Bank,
Goldman Sachs, J.P.
Morgan, Wells Fargo,
Barclays, Mizuho,
MUFG, PNC, RBC,
SMBC Nikko, SunTrust
Robinson Humphrey,
U.S. Bancorp, BNY
Mellon, Fifth Third,
HSBC
    933,000     $ 99.80       931,124.67       24,068,875       1,600,000,000.00     USD   $ 99.80       0.450   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/14/2017       11/14/2017     ANTHEM INC 4.38
12/01/2047 (BAML)
    036752AD5     BANK OF
AMERICA
  Wells Fargo   Credit Suisse, Merrill
Lynch, UBS, Citigroup,
Deutsche Bank,
Goldman Sachs, J.P.
Morgan, Wells Fargo,
Barclays, Mizuho,
MUFG, PNC, RBC,
SMBC Nikko, SunTrust
Robinson Humphrey,
U.S. Bancorp, BNY
Mellon, Fifth Third,
HSBC
    405,000     $ 100.00       404,995.95       12,595,004       1,400,000,000.00     USD   $ 100.00       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/14/2017       11/14/2017     LENNAR
CORPORATION 4.75
11/29/2027
    526057CB8     CITIGROUP
GL 274
  Wells Fargo   Citigroup, Deutsche
Bank, Goldman Sachs,
Merrill Lynch, Mizuho
Securities, RBC Capital
Markets, Wells Fargo
Securities, PNC Capital
Markets
    1,565,000     $ 100.00       1,565,000.00       23,435,000       900,000,000.00     USD   $ 100.00       0.400   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/16/2017       11/16/2017     AerCap Ireland Capital
Designated Activity
Company and AerCap
Global Aviation Trust
(AER 3.50% January 15,
2025
)
    00774MAC9     Mizuho
Securities
USA Inc
  JPMorgan
Securities
  Barclays, Mizuho Securities,
RBC Capital Markets,
Santander, BNP Paribas,
BofA Merrill Lynch,
Citigroup, Credit Agricole
CIB, Credit Suisse, Deutsche
Bank Securities, Goldman
Sachs, HSBC, JPMorgan,
TD Securities, Wells Fargo,
Citizens Capital Markets,
Fifth Third Securities,
Societe Generales,, MUFG
    400,000     $ 99.440       397,760.00       19,256,556       795,520,000.00     USD   $ 99.440       0.630   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/16/2017       11/16/2017     AERCAP IRELAND CAP/
GLOBAL 3.50 1/15/2025
    00774MAC9     MIZUHO
SEC USA
  Wells Fargo   Mizuho, Barclays, RBC
Capital, Santander,
Citigroup, J.P. Morgan,
Merrill Lynch, Goldman
Sachs, Credit Agricole,
Deutsche Bank, Morgan
Stanley, BNP Paribas,
Credit Suisse, SunTrust
Robinson Humphrey,
TD Securities, HSBC
Securities, Wells Fargo,
MUFG Securities,
Societe Generale,
Citizens Capital, Fifth
Third Securities
    2,485,000     $ 99.44       2,471,084.00       37,528,916       800,000,000.00     USD   $ 99.44       0.625   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/16/2017       11/16/2017     AVANGRID INC 3.15
12/1/2024
    05351WAA1     CITIGROUP
GL 274
  Wells Fargo   BBVA Securities, BNP
Paribas, Citigroup,
Wells Fargo, Deutsche
Bank, Drexel Hamilton,
The Williams Capital
Group
    1,862,000     $ 99.76       1,857,568.44       28,142,432       600,000,000.00     USD   $ 99.76       0.625   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/16/2017       11/16/2017     ANDEAVOR LOGISTICS
LP/TESORO 3.50
12/1/2022 (BAML)
    03350WAA7     BANK OF
AMERICA
  Wells Fargo   Merrill Lynch, Goldman
Sachs, Credit Suisse,
Wells Fargo, Deutsche
Bank, MUFG Securities,
TD Securities, U.S.
Bancorp, SMBC Nikko,
Tudor, Pickering, Holt &
Co.
    663,000     $ 99.69       660,944.70       12,339,055       500,000,000.00     USD   $ 99.69       0.600   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/16/2017       11/16/2017     ANDEAVOR LOGISTICS
LP/TESORO 4.25
12/1/2027
    03350WAC3     GOLDMAN,
SACHS
  Wells Fargo   Merrill Lynch, Goldman
Sachs, Credit Suisse,
Wells Fargo, Deutsche
Bank, MUFG Securities,
TD Securities, U.S.
Bancorp, SMBC Nikko,
Tudor, Pickering, Holt &
Co.
    796,000     $ 99.82       794,583.12       16,205,417       750,000,000.00     USD   $ 99.82       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/16/2017       11/16/2017     ANDEAVOR LOGISTICS
LP/TESORO 5.20
12/1/2047 (BAML)
    03350WAB5     BANK OF
AMERICA
  Wells Fargo   Merrill Lynch, Goldman
Sachs, Credit Suisse,
Wells Fargo, Deutsche
Bank, MUFG Securities,
TD Securities, U.S.
Bancorp, SMBC Nikko,
Tudor, Pickering, Holt &
Co.
    485,000     $ 99.67       483,389.80       12,516,610       500,000,000.00     USD   $ 99.67       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/17/2017       11/17/2017     BOSTON PROPERTIES
LP 3.20 1/15/2025
    10112RAZ7     DEUTSCHE
BANK
SECR
  Wells Fargo   BNY Mellon, Deutsche
Bank, J.P. Morgan,
Merrill Lynch, Morgan
Stanley, Jefferies,
Scotia Capital, TD
Securities, Wellls Fargo,
BB&T Capital, Fifth
Third, Mizuho, SunTrust
Robinson Humphrey,
U.S. Bancorp
    1,242,000     $ 99.76       1,238,981.94       22,761,018       850,000,000.00     USD   $ 99.76       0.625   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/27/2017       11/27/2017     KILROY REALTY LP
3.45 12/15/2024
    49427RAM4     CHASE
SECURITIES
  Wells Fargo   J.P. Morgan, U.S.
Bancorp, Barclays
Capital, Merrill Lynch,
Wells Fargo, BBVA
Securities, Citigroup,
SMBC Nikko, BNP
Paribas, Comerica
Securities, KeyBanc
Capital Markets, MUFG
Securities, PNC Capital
Markets, RBC Capital
Markets, Scotial Capital
    931,000     $ 99.87       929,789.70       14,070,210       425,000,000.00     USD   $ 99.87       0.625   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/27/2017       11/27/2017     UBS AG LONDON 2.45
12/1/2020
    902674XK1     UBS AG   Wells Fargo   BMO Capital Markets,
CIBC World Markets,
Scotia Capital, TD
Securities, Wells Fargo,
BB&T Capital Markets,
BNY Mellon, Citigroup,
Desjardins Securities,
Fifth Third Securities,
Merrill Lynch, National
Bank Financial, Regions
Securities, SunTrust
Robinson Humphrey,
U.S. Bancorp, Academy
Securities, Drexel
Hamilton
    1,876,000     $ 99.91       1,874,274.08       33,125,726       1,800,000,000.00     USD   $ 99.91       0.250   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/29/2017       11/29/2017     Alibaba Group Holding
(BABA 4.00%
December 6, 2037)
    01609WAU6     Morgan
Stanley and
Company
  JPMorgan
Securities
  Morgan Stanley, Citigroup,
Credit Suisse, Goldman
Sachs, ANZ, BNP Paribas,
DBS Bank Ltd., HSBC, ING
    200,000     $ 99.863       199,726.00       15,622,568       998,630,000.00     USD   $ 99.863       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/29/2017       11/29/2017     AMERISOURCEBERGEN
CORPORATION 3.45
12/15/2027
    03073EAP0     CITIGROUP
GL 274
  Wells Fargo   Citigroup, J.P. Morgan,
Merrill Lynch, MUFG,
Scotia Capital, U.S.
Bancorp, Wells Fargo,
Credit Suisse, Mizuho,
PNC Capital Markets,
TD Securities, KeyBanc
Capital Markets
    633,000     $ 99.76       631,449.15       29,368,551       750,000,000.00     USD   $ 99.76       0.650   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/29/2017       11/29/2017     AMERISOURCEBERGEN
CORPORATION 4.30
12/15/2047
    03073EAQ8     CITIGROUP
GL 274
  Wells Fargo   BofA Merrill Lynch,
Citigroup, J.P. Morgan,
MUFG, Scotiabank,
U.S. Bancorp, Wells
Fargo, Credit Suisse,
Mizuho Securities, PNC
Capital Markets, TD
Securities, KeyBanc
Capital Markets
    1,076,000     $ 99.51       1,070,770.64       18,929,229       500,000,000.00     USD   $ 99.51       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    11/29/2017       11/29/2017     REALTY INCOME
CORPORATION 4.65
3/15/2047
    756109AT1     CITIGROUP
GL 274
  Wells Fargo   Citigroup, Barclays,
BNY Mellon, Goldman
Sachs, UBS, U.S.
Bancorp, Credit Suisse,
J.P. Morgan, Merrill
Lynch, Mizuho, Morgan
Stanley, RBC, Regions
Securities, Wells Fargo,
BB&T Capital Markets,
MUFG, PNC Capital
Markets, Stifel, Nicolaus
& Co., Comerica,
Raymond James,
Samuel A. Ramirez,
Academy Securities,
Evercore Group, Moelis
& Co.
    519,000     $ 105.43       547,202.46       11,452,798       250,000,000.00     USD   $ 105.43       0.875   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    12/7/2017       12/7/2017     AIR Canada 2017-1AA
PTT (ACAN 3.30%
January 15, 2030 144A)
    00908PAA5     Credit Suisse
Securities
(USA) LLC
  JPMorgan
Securities
  Credit Suisse, Deutsche
Bank Securities, Citigroup,
Morgan Stanley, TD
Securities, JPMorgan,
Barclays, BofA Merrill
Lynch, Natixis
    384,000     $ 100.000     $ 384,000.00       29,062,000       408,108,000.00     USD   $ 100.000       1.000   (iv)
Eligible
Foreign
Offering
(v) Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    12/7/2017       12/7/2017     AIR Canada 2017-1A PTT
(ACAN 3.55% January 15,
2030 144A)
    00908PAB3     Credit Suisse
Securities
(USA) LLC
  JPMorgan
Securities
  Credit Suisse, Deutsche
Bank Securities, Citigroup,
Morgan Stanley, TD
Securities, JPMorgan,
Barclays, BofA Merrill
Lynch, Natixis
    544,000     $ 100.000     $ 544,000.00       18,743,000       172,498,000.00     USD   $ 100.000       1.000   (iv)
Eligible
Foreign
Offering
(v) Eligible
Rule
144A

Variable Portfolio—Partners Core Bond Fund

    12/11/2017       12/11/2017     Santander Holdings USA     80282KAQ9     CHASE
SECURITIES
  Wells Fargo   J. P. Morgan, Barclays,
Santander, Wells Fargo,
Citigroup, UBS, HSBC
    4,315,000     $ 99.73     $ 4,303,306.35       39,696,694     $ 1,000,000,000.00     USD   $ 99.729       0.350   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    12/11/2017       12/11/2017     Santander Holdings USA     80282KAN6     CHASE
SECURITIES
  Wells Fargo   J. P. Morgan, Barclays,
Santander, Wells Fargo,
Citigroup, UBS, HSBC
    555,000     $ 102.41     $ 568,358.85       11,431,641       250,000,000.00     USD   $ 102.407       0.450   (i)
Issued
under
1933
Act

Variable Portfolio—Partners Core Bond Fund

    12/12/2017       12/12/2017     Vornado Realty LP (VNO
3.50% January 15, 2025)
    929043AJ6     Citigroup
Global
Markets Inc.
  JPMorgan
Securities
  Citigroup, Deutsche Bank,
JPMorgan, Jefferies,
Barclays, BMO Capital
Markets, BNY Mellon
Capital Markets, Credit
Agricole, Goldman Sachs,
Mizuho Securities, Societe
Generale, TD Securities, US
Bancorp, BofA Merrill
Lynch, Morgan Stanley,
Wells Fargo Securities, Loop
Capital, BB&T Capital
Markets, Drexel Hamilton,
Fifth Third Securities,
HSBC, ING, Janney
Montgomery Scott, MUFG,
Ramirez & Co., Inc.,
Scotiabank
    200,000     $ 99.596     $ 199,192.00       9,511,418       450,000,000.00     USD   $ 99.596       0.630   (i)
Issued
under
1933
Act

In addition to the information above, the Fund’s Board of Trustees receives, pursuant to the Fund’s procedures adopted under Rule 10f-3, from representative(s) of the Fund’s adviser or, if the transaction is effected for a portion of the Fund managed by a subadviser, the Fund’s subadviser, a report in the form of a checklist as to the satisfaction of the applicable conditions of paragraph (c)(1) through (c)(8) of Rule 10f-3.


Dates Referenced Herein   and   Documents Incorporated by Reference

This ‘NSAR-B’ Filing    Date    Other Filings
12/6/37
10/15/37
9/15/37
8/22/37
8/14/37
10/15/29
1/15/28
10/1/27
9/25/27
9/19/27
9/15/27
9/12/27
9/1/27
8/24/27
8/15/27
8/11/27
7/21/27
7/14/27
3/13/27
1/7/26
10/15/25
1/15/25
1/13/25
12/1/24
11/7/24
9/22/24
9/15/23
3/15/23
3/14/23
10/18/22
9/19/22
9/11/22
7/18/22
Filed on / Effective on:2/27/18
For Period End:12/31/17N-MFP2
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Filing Submission 0001193125-18-060456   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

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