# EDGAR Filing Document

**Accession Number:** 0001352280
**File Stem:** 0001410368-26-040882
**Filing Date:** 2026-4
**Character Count:** 244030
**Document Hash:** dd3d7bbd2aaa4267f07f96d3d21b5eb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040882.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001410368-26-040882

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Series Trust II
- **CENTRAL INDEX KEY:** 0001352280

**ORGANIZATION NAME:**
- **EIN:** 204384176
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21852
- **FILM NUMBER:** 26900059

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE SERIES TRUST
- **DATE OF NAME CHANGE:** 20070928

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RIVERSOURCE RETIREMENT SERIES TRUST
- **DATE OF NAME CHANGE:** 20060801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Retirement Series Trust
- **DATE OF NAME CHANGE:** 20060206

## Series and Classes Contracts Data

### Columbia Quality Income Fund (Series ID: S000031344)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000097356 | Columbia Quality Income Fund Class A               | AUGAX           |
| C000097358 | Columbia Quality Income Fund Class C               | AUGCX           |
| C000097361 | Columbia Quality Income Fund Institutional Class   | CUGZX           |
| C000121134 | Columbia Quality Income Fund Institutional 2 Class | CGVRX           |
| C000149222 | Columbia Quality Income Fund Institutional 3 Class | CUGYX           |

## Nport-Ex

![](imgf9e089861.jpg)

Columbia Quality Income Fund

**Third Quarter Report**

February 28, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Not FDIC or NCUA Insured** | **No Financial Institution Guarantee** | **May Lose Value** |

---

------

Portfolio of Investments

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency 6.3%** | **Asset-Backed Securities - Non-Agency 6.3%** | **Asset-Backed Securities - Non-Agency 6.3%** | **Asset-Backed Securities - Non-Agency 6.3%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| ACHV ABS Trust<sup>(a)</sup>  | ACHV ABS Trust<sup>(a)</sup>  | ACHV ABS Trust<sup>(a)</sup>  | ACHV ABS Trust<sup>(a)</sup>  |
| Subordinated Series 2024-1PL Class C | Subordinated Series 2024-1PL Class C | Subordinated Series 2024-1PL Class C | Subordinated Series 2024-1PL Class C |
| 04/25/2031 | &nbsp;&nbsp; 6.420% | 619175 | &nbsp;&nbsp; 625614 |
| Affirm Asset Securitization Trust<sup>(a),(b),(c)</sup>  | Affirm Asset Securitization Trust<sup>(a),(b),(c)</sup>  | Affirm Asset Securitization Trust<sup>(a),(b),(c)</sup>  | Affirm Asset Securitization Trust<sup>(a),(b),(c)</sup>  |
| Series 2024-X2 Class CERT | Series 2024-X2 Class CERT | Series 2024-X2 Class CERT | Series 2024-X2 Class CERT |
| 12/17/2029 | &nbsp;&nbsp; 0.000% | 22000 | &nbsp;&nbsp; 311883 |
| ASP WHCO Participation LP<sup>(a),(d),(e)</sup>  | ASP WHCO Participation LP<sup>(a),(d),(e)</sup>  | ASP WHCO Participation LP<sup>(a),(d),(e)</sup>  | ASP WHCO Participation LP<sup>(a),(d),(e)</sup>  |
| &nbsp;&nbsp; 30-day Average SOFR + 2.400% <br>Floor 3.000% <br>03/29/2029<br>| &nbsp;&nbsp; 6.713% | 7600000 | &nbsp;&nbsp; 7600000 |
| Bain Capital Credit CLO Ltd.<sup>(a),(e)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(e)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(e)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(e)</sup>  |
| Series 2019-4A Class DRR | Series 2019-4A Class DRR | Series 2019-4A Class DRR | Series 2019-4A Class DRR |
| &nbsp;&nbsp; 3-month Term SOFR + 2.900% <br>Floor 2.900% <br>04/23/2035<br>| &nbsp;&nbsp; 6.571% | 5000000 | &nbsp;&nbsp; 5009260 |
| Cayuga Park CLO Ltd.<sup>(a),(e)</sup>  | Cayuga Park CLO Ltd.<sup>(a),(e)</sup>  | Cayuga Park CLO Ltd.<sup>(a),(e)</sup>  | Cayuga Park CLO Ltd.<sup>(a),(e)</sup>  |
| Series 2020-1A Class AR2 | Series 2020-1A Class AR2 | Series 2020-1A Class AR2 | Series 2020-1A Class AR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.200% <br>Floor 1.200% <br>10/17/2038<br>| &nbsp;&nbsp; 4.868% | 11000000 | &nbsp;&nbsp; 10986987 |
| MPOWER Education Trust<sup>(a)</sup>  | MPOWER Education Trust<sup>(a)</sup>  | MPOWER Education Trust<sup>(a)</sup>  | MPOWER Education Trust<sup>(a)</sup>  |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 12/22/2042 | &nbsp;&nbsp; 6.250% | 6683223 | &nbsp;&nbsp; 6821750 |
| Series 2025-1 Class B | Series 2025-1 Class B | Series 2025-1 Class B | Series 2025-1 Class B |
| 12/22/2042 | &nbsp;&nbsp; 8.180% | 2000000 | &nbsp;&nbsp; 2058638 |
| Series 2025-A Class A | Series 2025-A Class A | Series 2025-A Class A | Series 2025-A Class A |
| 07/21/2042 | &nbsp;&nbsp; 6.620% | 1710921 | &nbsp;&nbsp; 1768693 |
| NetCredit Combined Receivables A LLC<sup>(a)</sup>  | NetCredit Combined Receivables A LLC<sup>(a)</sup>  | NetCredit Combined Receivables A LLC<sup>(a)</sup>  | NetCredit Combined Receivables A LLC<sup>(a)</sup>  |
| Series 2025-A Class A | Series 2025-A Class A | Series 2025-A Class A | Series 2025-A Class A |
| 10/20/2031 | &nbsp;&nbsp; 7.290% | 1441883 | &nbsp;&nbsp; 1466193 |
| Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  |
| Series 2025-5 Class D | Series 2025-5 Class D | Series 2025-5 Class D | Series 2025-5 Class D |
| 03/15/2033 | &nbsp;&nbsp; 5.865% | 2499903 | &nbsp;&nbsp; 2509828 |
| Series 2026-1 Class B | Series 2026-1 Class B | Series 2026-1 Class B | Series 2026-1 Class B |
| 09/15/2033 | &nbsp;&nbsp; 5.370% | 5610000 | &nbsp;&nbsp; 5650139 |
| Subordinated Series 2024-10 Class B | Subordinated Series 2024-10 Class B | Subordinated Series 2024-10 Class B | Subordinated Series 2024-10 Class B |
| 06/15/2032 | &nbsp;&nbsp; 5.750% | 2028143 | &nbsp;&nbsp; 2044733 |
| Subordinated Series 2024-9 Class C | Subordinated Series 2024-9 Class C | Subordinated Series 2024-9 Class C | Subordinated Series 2024-9 Class C |
| 03/15/2032 | &nbsp;&nbsp; 5.774% | 1577002 | &nbsp;&nbsp; 1581248 |
| Pagaya AI Debt Trust<sup>(a)</sup>  | Pagaya AI Debt Trust<sup>(a)</sup>  | Pagaya AI Debt Trust<sup>(a)</sup>  | Pagaya AI Debt Trust<sup>(a)</sup>  |
| Subordinated Series 2024-2 Class B | Subordinated Series 2024-2 Class B | Subordinated Series 2024-2 Class B | Subordinated Series 2024-2 Class B |
| 08/15/2031 | &nbsp;&nbsp; 6.611% | 5055272 | &nbsp;&nbsp; 5106938 |
| Subordinated Series 2024-3 Class B | Subordinated Series 2024-3 Class B | Subordinated Series 2024-3 Class B | Subordinated Series 2024-3 Class B |
| 10/15/2031 | &nbsp;&nbsp; 6.571% | 2105066 | &nbsp;&nbsp; 2117956 |
| Subordinated Series 2024-3 Class C | Subordinated Series 2024-3 Class C | Subordinated Series 2024-3 Class C | Subordinated Series 2024-3 Class C |
| 10/15/2031 | &nbsp;&nbsp; 7.297% | 2831960 | &nbsp;&nbsp; 2848553 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup>  |
| Series 2021-2A Class A | Series 2021-2A Class A | Series 2021-2A Class A | Series 2021-2A Class A |
| 03/25/2030 | &nbsp;&nbsp; 2.650% | 1050576 | &nbsp;&nbsp; 1041031 |
| Sound Point IV-R CLO Ltd.<sup>(a),(e)</sup>  | Sound Point IV-R CLO Ltd.<sup>(a),(e)</sup>  | Sound Point IV-R CLO Ltd.<sup>(a),(e)</sup>  | Sound Point IV-R CLO Ltd.<sup>(a),(e)</sup>  |
| Series 2013-3RA Class B | Series 2013-3RA Class B | Series 2013-3RA Class B | Series 2013-3RA Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 2.012% <br>Floor 1.750% <br>04/18/2031<br>| &nbsp;&nbsp; 5.679% | 10000000 | &nbsp;&nbsp; 10022000 |
| Upstart Securitization Trust<sup>(a)</sup>  | Upstart Securitization Trust<sup>(a)</sup>  | Upstart Securitization Trust<sup>(a)</sup>  | Upstart Securitization Trust<sup>(a)</sup>  |
| Series 2025-4 Class D | Series 2025-4 Class D | Series 2025-4 Class D | Series 2025-4 Class D |
| 11/20/2035 | &nbsp;&nbsp; 7.670% | 1000000 | &nbsp;&nbsp; 1005156 |
| Subordinated Series 2024-1 Class B | Subordinated Series 2024-1 Class B | Subordinated Series 2024-1 Class B | Subordinated Series 2024-1 Class B |
| 11/20/2034 | &nbsp;&nbsp; 6.240% | 5100000 | &nbsp;&nbsp; 5138935 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $76,245,459) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $76,245,459) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $76,245,459) | &nbsp;&nbsp; **75715535** |
| **Commercial Mortgage-Backed Securities - Agency 0.5%** | **Commercial Mortgage-Backed Securities - Agency 0.5%** | **Commercial Mortgage-Backed Securities - Agency 0.5%** | **Commercial Mortgage-Backed Securities - Agency 0.5%** |
| Government National Mortgage Association<sup>(f),(g)</sup>  | Government National Mortgage Association<sup>(f),(g)</sup>  | Government National Mortgage Association<sup>(f),(g)</sup>  | Government National Mortgage Association<sup>(f),(g)</sup>  |
| Series 2019-102 Class IB | Series 2019-102 Class IB | Series 2019-102 Class IB | Series 2019-102 Class IB |
| 03/16/2060 | &nbsp;&nbsp; 0.835% | 11884310 | &nbsp;&nbsp; 551393 |
| Series 2019-118 Class IO | Series 2019-118 Class IO | Series 2019-118 Class IO | Series 2019-118 Class IO |
| 06/16/2061 | &nbsp;&nbsp; 0.759% | 15564108 | &nbsp;&nbsp; 748542 |
| Series 2019-131 Class IO | Series 2019-131 Class IO | Series 2019-131 Class IO | Series 2019-131 Class IO |
| 07/16/2061 | &nbsp;&nbsp; 0.803% | 23932363 | &nbsp;&nbsp; 1365753 |
| Series 2019-134 Class IO | Series 2019-134 Class IO | Series 2019-134 Class IO | Series 2019-134 Class IO |
| 08/16/2061 | &nbsp;&nbsp; 0.643% | 16101867 | &nbsp;&nbsp; 671374 |
| Series 2019-139 Class IO | Series 2019-139 Class IO | Series 2019-139 Class IO | Series 2019-139 Class IO |
| 11/16/2061 | &nbsp;&nbsp; 0.671% | 17009370 | &nbsp;&nbsp; 716227 |
| Series 2020-19 Class IO | Series 2020-19 Class IO | Series 2020-19 Class IO | Series 2020-19 Class IO |
| 12/16/2061 | &nbsp;&nbsp; 0.720% | 17287116 | &nbsp;&nbsp; 779427 |
| Series 2020-3 Class IO | Series 2020-3 Class IO | Series 2020-3 Class IO | Series 2020-3 Class IO |
| 02/16/2062 | &nbsp;&nbsp; 0.616% | 18176551 | &nbsp;&nbsp; 660272 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $17,020,543) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $17,020,543) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $17,020,543) | &nbsp;&nbsp; **5492988** |
| **Commercial Mortgage-Backed Securities - Non-Agency 3.3%** | **Commercial Mortgage-Backed Securities - Non-Agency 3.3%** | **Commercial Mortgage-Backed Securities - Non-Agency 3.3%** | **Commercial Mortgage-Backed Securities - Non-Agency 3.3%** |
| BHMS Commercial Mortgage Trust<sup>(a),(e)</sup>  | BHMS Commercial Mortgage Trust<sup>(a),(e)</sup>  | BHMS Commercial Mortgage Trust<sup>(a),(e)</sup>  | BHMS Commercial Mortgage Trust<sup>(a),(e)</sup>  |
| Series 2025-ATLS Class A | Series 2025-ATLS Class A | Series 2025-ATLS Class A | Series 2025-ATLS Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.850% <br>Floor 1.850% <br>08/15/2042<br>| &nbsp;&nbsp; 5.530% | 3700000 | &nbsp;&nbsp; 3723153 |
| Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  |
| Subordinated Series 2014-USA Class E | Subordinated Series 2014-USA Class E | Subordinated Series 2014-USA Class E | Subordinated Series 2014-USA Class E |
| 09/15/2037 | &nbsp;&nbsp; 4.373% | 2200000 | &nbsp;&nbsp; 1770155 |
| Subordinated Series 2014-USA Class F | Subordinated Series 2014-USA Class F | Subordinated Series 2014-USA Class F | Subordinated Series 2014-USA Class F |
| 09/15/2037 | &nbsp;&nbsp; 4.373% | 4050000 | &nbsp;&nbsp; 2588069 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Hilton USA Trust<sup>(a),(h)</sup>  | Hilton USA Trust<sup>(a),(h)</sup>  | Hilton USA Trust<sup>(a),(h)</sup>  | Hilton USA Trust<sup>(a),(h)</sup>  |
| Subordinated Series 2016-SFP Class D | Subordinated Series 2016-SFP Class D | Subordinated Series 2016-SFP Class D | Subordinated Series 2016-SFP Class D |
| 11/05/2035 | &nbsp;&nbsp; 0.000% | 5000000 | &nbsp;&nbsp; 478778 |
| Subordinated Series 2016-SFP Class F | Subordinated Series 2016-SFP Class F | Subordinated Series 2016-SFP Class F | Subordinated Series 2016-SFP Class F |
| 11/05/2035 | &nbsp;&nbsp; 0.000% | 8700000 | &nbsp;&nbsp; 174745 |
| Home Partners of America Trust<sup>(a)</sup>  | Home Partners of America Trust<sup>(a)</sup>  | Home Partners of America Trust<sup>(a)</sup>  | Home Partners of America Trust<sup>(a)</sup>  |
| Subordinated Series 2021-2 Class B | Subordinated Series 2021-2 Class B | Subordinated Series 2021-2 Class B | Subordinated Series 2021-2 Class B |
| 12/17/2026 | &nbsp;&nbsp; 2.302% | 19189913 | &nbsp;&nbsp; 18840238 |
| SFO Commercial Mortgage Trust<sup>(a),(e)</sup>  | SFO Commercial Mortgage Trust<sup>(a),(e)</sup>  | SFO Commercial Mortgage Trust<sup>(a),(e)</sup>  | SFO Commercial Mortgage Trust<sup>(a),(e)</sup>  |
| Series 2021-555 Class A | Series 2021-555 Class A | Series 2021-555 Class A | Series 2021-555 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.264% <br>Floor 1.150% <br>05/15/2038<br>| &nbsp;&nbsp; 4.925% | 3700000 | &nbsp;&nbsp; 3690747 |
| STAR Trust<sup>(a),(e)</sup>  | STAR Trust<sup>(a),(e)</sup>  | STAR Trust<sup>(a),(e)</sup>  | STAR Trust<sup>(a),(e)</sup>  |
| Series 2025-SFR6 Class A | Series 2025-SFR6 Class A | Series 2025-SFR6 Class A | Series 2025-SFR6 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.650% <br>Floor 1.650% <br>08/17/2042<br>| &nbsp;&nbsp; 5.081% | 8000000 | &nbsp;&nbsp; 8020254 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $53,576,428) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $53,576,428) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $53,576,428) | &nbsp;&nbsp; **39286139** |
| **Residential Mortgage-Backed Securities - Agency 92.2%** | **Residential Mortgage-Backed Securities - Agency 92.2%** | **Residential Mortgage-Backed Securities - Agency 92.2%** | **Residential Mortgage-Backed Securities - Agency 92.2%** |
| Fannie Mae REMICS<sup>(e),(g)</sup>  | Fannie Mae REMICS<sup>(e),(g)</sup>  | Fannie Mae REMICS<sup>(e),(g)</sup>  | Fannie Mae REMICS<sup>(e),(g)</sup>  |
| CMO Series 2023-34 Class S | CMO Series 2023-34 Class S | CMO Series 2023-34 Class S | CMO Series 2023-34 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>10/25/2048<br>| &nbsp;&nbsp; 2.418% | 18077706 | &nbsp;&nbsp; 2399439 |
| CMO Series 2025-45 Class SC | CMO Series 2025-45 Class SC | CMO Series 2025-45 Class SC | CMO Series 2025-45 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.800% <br>Cap 5.800% <br>06/25/2055<br>| &nbsp;&nbsp; 2.133% | 22233476 | &nbsp;&nbsp; 1578577 |
| Fannie Mae REMICS<sup>(e)</sup>  | Fannie Mae REMICS<sup>(e)</sup>  | Fannie Mae REMICS<sup>(e)</sup>  | Fannie Mae REMICS<sup>(e)</sup>  |
| CMO Series 2025-12 Class LF | CMO Series 2025-12 Class LF | CMO Series 2025-12 Class LF | CMO Series 2025-12 Class LF |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Cap 8.250% <br>03/25/2055<br>| &nbsp;&nbsp; 7.617% | 15712389 | &nbsp;&nbsp; 16003106 |
| CMO Series 2025-16 Class MA | CMO Series 2025-16 Class MA | CMO Series 2025-16 Class MA | CMO Series 2025-16 Class MA |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Cap 8.250% <br>01/25/2055<br>| &nbsp;&nbsp; 7.617% | 5251817 | &nbsp;&nbsp; 5375210 |
| CMO Series 2025-86 Class FH | CMO Series 2025-86 Class FH | CMO Series 2025-86 Class FH | CMO Series 2025-86 Class FH |
| &nbsp;&nbsp; 30-day Average SOFR + 0.850% <br>Floor 0.850%, Cap 6.000% <br>09/25/2055<br>| &nbsp;&nbsp; 4.517% | 12518396 | &nbsp;&nbsp; 12497673 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| 06/01/2030 | &nbsp;&nbsp; 5.500% | 376700 | &nbsp;&nbsp; 383059 |
| 05/01/2036 | &nbsp;&nbsp; 2.000% | 4205369 | &nbsp;&nbsp; 3930040 |
| &nbsp;&nbsp; 03/01/2042- <br>11/01/2046<br>| &nbsp;&nbsp; 3.500% | 25003431 | &nbsp;&nbsp; 24170183 |
| &nbsp;&nbsp; 11/01/2043- <br>11/01/2051<br>| &nbsp;&nbsp; 3.000% | 20199425 | &nbsp;&nbsp; 18628392 |
| &nbsp;&nbsp; 08/01/2044- <br>12/01/2052<br>| &nbsp;&nbsp; 4.000% | 27108934 | &nbsp;&nbsp; 26663152 |
| 02/01/2051 | &nbsp;&nbsp; 2.500% | 17972492 | &nbsp;&nbsp; 15888306 |
| 12/01/2052 | &nbsp;&nbsp; 5.000% | 14632499 | &nbsp;&nbsp; 14991033 |
| &nbsp;&nbsp; 09/01/2054- <br>07/01/2055<br>| &nbsp;&nbsp; 6.000% | 18719672 | &nbsp;&nbsp; 19326525 |
| Federal Home Loan Mortgage Corp.<sup>(e),(g)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e),(g)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e),(g)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e),(g)</sup>  |
| CMO Series 264 Class S1 | CMO Series 264 Class S1 | CMO Series 264 Class S1 | CMO Series 264 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>07/15/2042<br>| &nbsp;&nbsp; 2.177% | 2417391 | &nbsp;&nbsp; 255743 |
| CMO Series 318 Class S1 | CMO Series 318 Class S1 | CMO Series 318 Class S1 | CMO Series 318 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>11/15/2043<br>| &nbsp;&nbsp; 2.177% | 3479097 | &nbsp;&nbsp; 403579 |
| CMO Series 4286 Class NS | CMO Series 4286 Class NS | CMO Series 4286 Class NS | CMO Series 4286 Class NS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.786% <br>Cap 5.900% <br>12/15/2043<br>| &nbsp;&nbsp; 2.127% | 1560362 | &nbsp;&nbsp; 201330 |
| CMO Series 4594 Class SA | CMO Series 4594 Class SA | CMO Series 4594 Class SA | CMO Series 4594 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>06/15/2046<br>| &nbsp;&nbsp; 2.177% | 3146744 | &nbsp;&nbsp; 404731 |
| CMO Series 4620 Class AS | CMO Series 4620 Class AS | CMO Series 4620 Class AS | CMO Series 4620 Class AS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 0.554% <br>11/15/2042<br>| &nbsp;&nbsp; 2.027% | 2310027 | &nbsp;&nbsp; 245308 |
| CMO Series 4935 Class JS | CMO Series 4935 Class JS | CMO Series 4935 Class JS | CMO Series 4935 Class JS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>12/25/2049<br>| &nbsp;&nbsp; 2.268% | 5746058 | &nbsp;&nbsp; 841159 |
| CMO Series 4965 Class KS | CMO Series 4965 Class KS | CMO Series 4965 Class KS | CMO Series 4965 Class KS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.736% <br>Cap 5.850% <br>04/25/2050<br>| &nbsp;&nbsp; 2.068% | 4719620 | &nbsp;&nbsp; 596715 |
| CMO Series 4987 Class KS | CMO Series 4987 Class KS | CMO Series 4987 Class KS | CMO Series 4987 Class KS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.194% <br>Cap 6.080% <br>06/25/2050<br>| &nbsp;&nbsp; 2.298% | 10111352 | &nbsp;&nbsp; 1604386 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4993 Class MS | CMO Series 4993 Class MS | CMO Series 4993 Class MS | CMO Series 4993 Class MS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>07/25/2050<br>| &nbsp;&nbsp; 2.268% | 13514901 | &nbsp;&nbsp; 2173964 |
| CMO STRIPS Series 309 Class S4 | CMO STRIPS Series 309 Class S4 | CMO STRIPS Series 309 Class S4 | CMO STRIPS Series 309 Class S4 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.856% <br>Cap 5.970% <br>08/15/2043<br>| &nbsp;&nbsp; 2.197% | 3286979 | &nbsp;&nbsp; 373838 |
| CMO STRIPS Series 326 Class S1 | CMO STRIPS Series 326 Class S1 | CMO STRIPS Series 326 Class S1 | CMO STRIPS Series 326 Class S1 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>03/15/2044<br>| &nbsp;&nbsp; 2.227% | 1172728 | &nbsp;&nbsp; 130494 |
| Federal Home Loan Mortgage Corp.<sup>(g)</sup>  | Federal Home Loan Mortgage Corp.<sup>(g)</sup>  | Federal Home Loan Mortgage Corp.<sup>(g)</sup>  | Federal Home Loan Mortgage Corp.<sup>(g)</sup>  |
| CMO Series 304 Class C69 | CMO Series 304 Class C69 | CMO Series 304 Class C69 | CMO Series 304 Class C69 |
| 12/15/2042 | &nbsp;&nbsp; 4.000% | 856179 | &nbsp;&nbsp; 147110 |
| CMO Series 4139 Class CI | CMO Series 4139 Class CI | CMO Series 4139 Class CI | CMO Series 4139 Class CI |
| 05/15/2042 | &nbsp;&nbsp; 3.500% | 967654 | &nbsp;&nbsp; 55536 |
| CMO Series 4147 Class CI | CMO Series 4147 Class CI | CMO Series 4147 Class CI | CMO Series 4147 Class CI |
| 01/15/2041 | &nbsp;&nbsp; 3.500% | 21216 | &nbsp;&nbsp; 17 |
| CMO Series 4177 Class IY | CMO Series 4177 Class IY | CMO Series 4177 Class IY | CMO Series 4177 Class IY |
| 03/15/2043 | &nbsp;&nbsp; 4.000% | 2565915 | &nbsp;&nbsp; 354910 |
| CMO Series 4215 Class IL | CMO Series 4215 Class IL | CMO Series 4215 Class IL | CMO Series 4215 Class IL |
| 07/15/2041 | &nbsp;&nbsp; 3.500% | 99223 | &nbsp;&nbsp; 1874 |
| Federal Home Loan Mortgage Corp.<sup>(f),(g)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f),(g)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f),(g)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f),(g)</sup>  |
| CMO Series 4068 Class GI | CMO Series 4068 Class GI | CMO Series 4068 Class GI | CMO Series 4068 Class GI |
| 09/15/2036 | &nbsp;&nbsp; 2.316% | 1308302 | &nbsp;&nbsp; 143825 |
| CMO Series 4107 Class KS | CMO Series 4107 Class KS | CMO Series 4107 Class KS | CMO Series 4107 Class KS |
| 06/15/2038 | &nbsp;&nbsp; 2.103% | 1245682 | &nbsp;&nbsp; 63527 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(e),(g)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(e),(g)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(e),(g)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(e),(g)</sup>  |
| CMO Series 4983 Class SY | CMO Series 4983 Class SY | CMO Series 4983 Class SY | CMO Series 4983 Class SY |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>05/25/2050<br>| &nbsp;&nbsp; 2.318% | 19448780 | &nbsp;&nbsp; 3048410 |
| CMO Series 5345 Class SE | CMO Series 5345 Class SE | CMO Series 5345 Class SE | CMO Series 5345 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>01/15/2048<br>| &nbsp;&nbsp; 2.227% | 26837276 | &nbsp;&nbsp; 3121156 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(g)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(g)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(g)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(g)</sup>  |
| CMO Series 5105 Class ID | CMO Series 5105 Class ID | CMO Series 5105 Class ID | CMO Series 5105 Class ID |
| 05/25/2051 | &nbsp;&nbsp; 3.000% | 17586262 | &nbsp;&nbsp; 3427439 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 03/01/2036- <br>11/01/2052<br>| &nbsp;&nbsp; 4.500% | 44664159 | &nbsp;&nbsp; 44716322 |
| 09/01/2036 | &nbsp;&nbsp; 6.500% | 645054 | &nbsp;&nbsp; 677968 |
| 01/01/2042 | &nbsp;&nbsp; 4.000% | 1247014 | &nbsp;&nbsp; 1240963 |
| &nbsp;&nbsp; 08/01/2042- <br>05/01/2052<br>| &nbsp;&nbsp; 3.500% | 27699673 | &nbsp;&nbsp; 26352831 |
| &nbsp;&nbsp; 11/01/2046- <br>06/01/2052<br>| &nbsp;&nbsp; 3.000% | 59396356 | &nbsp;&nbsp; 54739165 |
| &nbsp;&nbsp; 10/01/2050- <br>03/01/2052<br>| &nbsp;&nbsp; 2.000% | 101540013 | &nbsp;&nbsp; 85558542 |
| &nbsp;&nbsp; 12/01/2050- <br>05/01/2051<br>| &nbsp;&nbsp; 2.500% | 31983662 | &nbsp;&nbsp; 28228333 |
| &nbsp;&nbsp; 09/01/2052- <br>09/01/2053<br>| &nbsp;&nbsp; 5.000% | 32113258 | &nbsp;&nbsp; 32705095 |
| 08/01/2055 | &nbsp;&nbsp; 6.000% | 10930238 | &nbsp;&nbsp; 11216809 |
| CMO Series 2017-72 Class B | CMO Series 2017-72 Class B | CMO Series 2017-72 Class B | CMO Series 2017-72 Class B |
| 09/25/2047 | &nbsp;&nbsp; 3.000% | 3566061 | &nbsp;&nbsp; 3400214 |
| Federal National Mortgage Association<sup>(i)</sup>  | Federal National Mortgage Association<sup>(i)</sup>  | Federal National Mortgage Association<sup>(i)</sup>  | Federal National Mortgage Association<sup>(i)</sup>  |
| 08/01/2052 | &nbsp;&nbsp; 4.000% | 29762690 | &nbsp;&nbsp; 29232781 |
| Federal National Mortgage Association<sup>(e),(g)</sup>  | Federal National Mortgage Association<sup>(e),(g)</sup>  | Federal National Mortgage Association<sup>(e),(g)</sup>  | Federal National Mortgage Association<sup>(e),(g)</sup>  |
| CMO Series 2005-74 Class NI | CMO Series 2005-74 Class NI | CMO Series 2005-74 Class NI | CMO Series 2005-74 Class NI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.966% <br>Cap 6.080% <br>05/25/2035<br>| &nbsp;&nbsp; 2.298% | 2809184 | &nbsp;&nbsp; 142921 |
| CMO Series 2007-54 Class DI | CMO Series 2007-54 Class DI | CMO Series 2007-54 Class DI | CMO Series 2007-54 Class DI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>06/25/2037<br>| &nbsp;&nbsp; 2.318% | 2956109 | &nbsp;&nbsp; 254889 |
| CMO Series 2014-93 Class ES | CMO Series 2014-93 Class ES | CMO Series 2014-93 Class ES | CMO Series 2014-93 Class ES |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>01/25/2045<br>| &nbsp;&nbsp; 2.368% | 5457546 | &nbsp;&nbsp; 723319 |
| CMO Series 2016-101 Class SK | CMO Series 2016-101 Class SK | CMO Series 2016-101 Class SK | CMO Series 2016-101 Class SK |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>01/25/2047<br>| &nbsp;&nbsp; 2.168% | 12090635 | &nbsp;&nbsp; 1575734 |
| CMO Series 2016-37 Class SA | CMO Series 2016-37 Class SA | CMO Series 2016-37 Class SA | CMO Series 2016-37 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.736% <br>Cap 5.850% <br>06/25/2046<br>| &nbsp;&nbsp; 2.068% | 6540773 | &nbsp;&nbsp; 793871 |
| CMO Series 2016-42 Class SB | CMO Series 2016-42 Class SB | CMO Series 2016-42 Class SB | CMO Series 2016-42 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>07/25/2046<br>| &nbsp;&nbsp; 2.218% | 9335953 | &nbsp;&nbsp; 1258046 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2017-3 Class SA | CMO Series 2017-3 Class SA | CMO Series 2017-3 Class SA | CMO Series 2017-3 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>02/25/2047<br>| &nbsp;&nbsp; 2.218% | 8622420 | &nbsp;&nbsp; 998966 |
| CMO Series 2017-51 Class SC | CMO Series 2017-51 Class SC | CMO Series 2017-51 Class SC | CMO Series 2017-51 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>07/25/2047<br>| &nbsp;&nbsp; 2.368% | 6269876 | &nbsp;&nbsp; 822086 |
| CMO Series 2017-72 Class S | CMO Series 2017-72 Class S | CMO Series 2017-72 Class S | CMO Series 2017-72 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 3.836% <br>Cap 2.750% <br>09/25/2047<br>| &nbsp;&nbsp; 0.168% | 21970628 | &nbsp;&nbsp; 994239 |
| CMO Series 2017-90 Class SP | CMO Series 2017-90 Class SP | CMO Series 2017-90 Class SP | CMO Series 2017-90 Class SP |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>11/25/2047<br>| &nbsp;&nbsp; 2.368% | 4722741 | &nbsp;&nbsp; 640971 |
| CMO Series 2019-33 Class SB | CMO Series 2019-33 Class SB | CMO Series 2019-33 Class SB | CMO Series 2019-33 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>07/25/2049<br>| &nbsp;&nbsp; 2.268% | 13309921 | &nbsp;&nbsp; 1567264 |
| CMO Series 2019-57 Class AS | CMO Series 2019-57 Class AS | CMO Series 2019-57 Class AS | CMO Series 2019-57 Class AS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>10/25/2049<br>| &nbsp;&nbsp; 2.268% | 9227618 | &nbsp;&nbsp; 1329905 |
| CMO Series 2019-77 Class SP | CMO Series 2019-77 Class SP | CMO Series 2019-77 Class SP | CMO Series 2019-77 Class SP |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.836% <br>Cap 5.950% <br>01/25/2050<br>| &nbsp;&nbsp; 2.168% | 12096111 | &nbsp;&nbsp; 1706997 |
| CMO Series 2020-40 Class LS | CMO Series 2020-40 Class LS | CMO Series 2020-40 Class LS | CMO Series 2020-40 Class LS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.966% <br>Cap 6.080% <br>06/25/2050<br>| &nbsp;&nbsp; 2.298% | 14372465 | &nbsp;&nbsp; 2331316 |
| Federal National Mortgage Association<sup>(f),(g)</sup>  | Federal National Mortgage Association<sup>(f),(g)</sup>  | Federal National Mortgage Association<sup>(f),(g)</sup>  | Federal National Mortgage Association<sup>(f),(g)</sup>  |
| CMO Series 2006-5 Class N1 | CMO Series 2006-5 Class N1 | CMO Series 2006-5 Class N1 | CMO Series 2006-5 Class N1 |
| 08/25/2034 | &nbsp;&nbsp; 0.000% | 1471891 | &nbsp;&nbsp; 15 |
| Federal National Mortgage Association<sup>(g)</sup>  | Federal National Mortgage Association<sup>(g)</sup>  | Federal National Mortgage Association<sup>(g)</sup>  | Federal National Mortgage Association<sup>(g)</sup>  |
| CMO Series 2012-129 Class IC | CMO Series 2012-129 Class IC | CMO Series 2012-129 Class IC | CMO Series 2012-129 Class IC |
| 01/25/2041 | &nbsp;&nbsp; 3.500% | 117083 | &nbsp;&nbsp; 654 |
| CMO Series 2012-144 Class HI | CMO Series 2012-144 Class HI | CMO Series 2012-144 Class HI | CMO Series 2012-144 Class HI |
| 07/25/2042 | &nbsp;&nbsp; 3.500% | 882889 | &nbsp;&nbsp; 63175 |
| CMO Series 2013-1 Class AI | CMO Series 2013-1 Class AI | CMO Series 2013-1 Class AI | CMO Series 2013-1 Class AI |
| 02/25/2043 | &nbsp;&nbsp; 3.500% | 1217164 | &nbsp;&nbsp; 168274 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2020-55 Class MI | CMO Series 2020-55 Class MI | CMO Series 2020-55 Class MI | CMO Series 2020-55 Class MI |
| 08/25/2050 | &nbsp;&nbsp; 2.500% | 16674172 | &nbsp;&nbsp; 2787380 |
| CMO Series 417 Class C4 | CMO Series 417 Class C4 | CMO Series 417 Class C4 | CMO Series 417 Class C4 |
| 02/25/2043 | &nbsp;&nbsp; 3.500% | 4561208 | &nbsp;&nbsp; 902108 |
| Federal National Mortgage Association REMICS<sup>(e),(g)</sup>  | Federal National Mortgage Association REMICS<sup>(e),(g)</sup>  | Federal National Mortgage Association REMICS<sup>(e),(g)</sup>  | Federal National Mortgage Association REMICS<sup>(e),(g)</sup>  |
| CMO Series 2016-1 Class SJ | CMO Series 2016-1 Class SJ | CMO Series 2016-1 Class SJ | CMO Series 2016-1 Class SJ |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>02/25/2046<br>| &nbsp;&nbsp; 2.368% | 9947187 | &nbsp;&nbsp; 1218476 |
| CMO Series 2022-46 Class SG | CMO Series 2022-46 Class SG | CMO Series 2022-46 Class SG | CMO Series 2022-46 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.000% <br>Cap 6.000% <br>07/25/2052<br>| &nbsp;&nbsp; 2.333% | 15638822 | &nbsp;&nbsp; 1760625 |
| Federal National Mortgage Association REMICS<sup>(g)</sup>  | Federal National Mortgage Association REMICS<sup>(g)</sup>  | Federal National Mortgage Association REMICS<sup>(g)</sup>  | Federal National Mortgage Association REMICS<sup>(g)</sup>  |
| CMO Series 2021-13 Class IO | CMO Series 2021-13 Class IO | CMO Series 2021-13 Class IO | CMO Series 2021-13 Class IO |
| 03/25/2051 | &nbsp;&nbsp; 3.000% | 12514825 | &nbsp;&nbsp; 2420791 |
| CMO Series 2021-54 Class LI | CMO Series 2021-54 Class LI | CMO Series 2021-54 Class LI | CMO Series 2021-54 Class LI |
| 04/25/2049 | &nbsp;&nbsp; 2.500% | 17723216 | &nbsp;&nbsp; 2415254 |
| Freddie Mac REMICS | Freddie Mac REMICS | Freddie Mac REMICS | Freddie Mac REMICS |
| CMO Series 5104 Class LH | CMO Series 5104 Class LH | CMO Series 5104 Class LH | CMO Series 5104 Class LH |
| 06/25/2049 | &nbsp;&nbsp; 2.000% | 4081515 | &nbsp;&nbsp; 3499291 |
| Freddie Mac REMICS<sup>(e),(g)</sup>  | Freddie Mac REMICS<sup>(e),(g)</sup>  | Freddie Mac REMICS<sup>(e),(g)</sup>  | Freddie Mac REMICS<sup>(e),(g)</sup>  |
| CMO Series 5371 Class S | CMO Series 5371 Class S | CMO Series 5371 Class S | CMO Series 5371 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>08/15/2048<br>| &nbsp;&nbsp; 2.277% | 18656105 | &nbsp;&nbsp; 2305072 |
| CMO Series 5544 Class SC | CMO Series 5544 Class SC | CMO Series 5544 Class SC | CMO Series 5544 Class SC |
| &nbsp;&nbsp; 30-day Average SOFR + 7.000% <br>Cap 7.000% <br>06/25/2055<br>| &nbsp;&nbsp; 3.333% | 12620147 | &nbsp;&nbsp; 1463937 |
| CMO Series 5547 Class SE | CMO Series 5547 Class SE | CMO Series 5547 Class SE | CMO Series 5547 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.100% <br>Cap 5.100% <br>06/25/2055<br>| &nbsp;&nbsp; 1.433% | 18974067 | &nbsp;&nbsp; 998036 |
| CMO Series 5604 Class SN | CMO Series 5604 Class SN | CMO Series 5604 Class SN | CMO Series 5604 Class SN |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.550% <br>Cap 5.550% <br>12/25/2055<br>| &nbsp;&nbsp; 1.883% | 35332802 | &nbsp;&nbsp; 3100828 |
| Freddie Mac REMICS<sup>(e)</sup>  | Freddie Mac REMICS<sup>(e)</sup>  | Freddie Mac REMICS<sup>(e)</sup>  | Freddie Mac REMICS<sup>(e)</sup>  |
| CMO Series 5513 Class MQ | CMO Series 5513 Class MQ | CMO Series 5513 Class MQ | CMO Series 5513 Class MQ |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Cap 8.250% <br>06/25/2054<br>| &nbsp;&nbsp; 7.617% | 6789250 | &nbsp;&nbsp; 6914520 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 5513 Class MU | CMO Series 5513 Class MU | CMO Series 5513 Class MU | CMO Series 5513 Class MU |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Cap 8.250% <br>11/25/2054<br>| &nbsp;&nbsp; 7.617% | 11403095 | &nbsp;&nbsp; 11673953 |
| CMO Series 5517 Class HT | CMO Series 5517 Class HT | CMO Series 5517 Class HT | CMO Series 5517 Class HT |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Floor 3.950%, Cap 8.250% <br>03/25/2055<br>| &nbsp;&nbsp; 7.617% | 5877291 | &nbsp;&nbsp; 5981288 |
| CMO Series 5532 Class MB | CMO Series 5532 Class MB | CMO Series 5532 Class MB | CMO Series 5532 Class MB |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Cap 8.250% <br>04/25/2055<br>| &nbsp;&nbsp; 7.617% | 12145024 | &nbsp;&nbsp; 12355200 |
| CMO Series 5533 Class F | CMO Series 5533 Class F | CMO Series 5533 Class F | CMO Series 5533 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + 3.450% <br>Floor 3.450%, Cap 7.950% <br>04/25/2055<br>| &nbsp;&nbsp; 7.117% | 10915185 | &nbsp;&nbsp; 11065468 |
| CMO Series 5542 Class F | CMO Series 5542 Class F | CMO Series 5542 Class F | CMO Series 5542 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + 4.300% <br>05/25/2055<br>| &nbsp;&nbsp; 7.967% | 6051303 | &nbsp;&nbsp; 6146100 |
| CMO Series 5548 Class F | CMO Series 5548 Class F | CMO Series 5548 Class F | CMO Series 5548 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + 4.600% <br>Cap 8.700% <br>06/25/2055<br>| &nbsp;&nbsp; 8.267% | 9914621 | &nbsp;&nbsp; 9892244 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 12/15/2031- <br>02/15/2032<br>| &nbsp;&nbsp; 6.500% | 93762 | &nbsp;&nbsp; 95769 |
| &nbsp;&nbsp; 01/15/2039- <br>08/20/2040<br>| &nbsp;&nbsp; 5.000% | 3338807 | &nbsp;&nbsp; 3445372 |
| 04/20/2051 | &nbsp;&nbsp; 2.500% | 18591736 | &nbsp;&nbsp; 16233263 |
| CMO Series 2024-30 Class TQ | CMO Series 2024-30 Class TQ | CMO Series 2024-30 Class TQ | CMO Series 2024-30 Class TQ |
| 02/20/2064 | &nbsp;&nbsp; 5.000% | 4500944 | &nbsp;&nbsp; 4566234 |
| CMO Series 2024-80 Class DT | CMO Series 2024-80 Class DT | CMO Series 2024-80 Class DT | CMO Series 2024-80 Class DT |
| 05/20/2064 | &nbsp;&nbsp; 3.000% | 8031127 | &nbsp;&nbsp; 7365369 |
| CMO Series 2024-80 Class PT | CMO Series 2024-80 Class PT | CMO Series 2024-80 Class PT | CMO Series 2024-80 Class PT |
| 05/20/2064 | &nbsp;&nbsp; 3.500% | 12378368 | &nbsp;&nbsp; 11717321 |
| Government National Mortgage Association<sup>(i)</sup>  | Government National Mortgage Association<sup>(i)</sup>  | Government National Mortgage Association<sup>(i)</sup>  | Government National Mortgage Association<sup>(i)</sup>  |
| 04/20/2048 | &nbsp;&nbsp; 4.500% | 5261114 | &nbsp;&nbsp; 5301025 |
| Government National Mortgage Association<sup>(g)</sup>  | Government National Mortgage Association<sup>(g)</sup>  | Government National Mortgage Association<sup>(g)</sup>  | Government National Mortgage Association<sup>(g)</sup>  |
| CMO Series 2012-121 Class PI | CMO Series 2012-121 Class PI | CMO Series 2012-121 Class PI | CMO Series 2012-121 Class PI |
| 09/16/2042 | &nbsp;&nbsp; 4.500% | 1329259 | &nbsp;&nbsp; 176809 |
| CMO Series 2014-131 Class EI | CMO Series 2014-131 Class EI | CMO Series 2014-131 Class EI | CMO Series 2014-131 Class EI |
| 09/16/2039 | &nbsp;&nbsp; 4.000% | 2495026 | &nbsp;&nbsp; 126521 |
| CMO Series 2015-175 Class AI | CMO Series 2015-175 Class AI | CMO Series 2015-175 Class AI | CMO Series 2015-175 Class AI |
| 10/16/2038 | &nbsp;&nbsp; 3.500% | 6638394 | &nbsp;&nbsp; 414495 |
| CMO Series 2020-138 Class IN | CMO Series 2020-138 Class IN | CMO Series 2020-138 Class IN | CMO Series 2020-138 Class IN |
| 09/20/2050 | &nbsp;&nbsp; 2.500% | 11268331 | &nbsp;&nbsp; 1917808 |
| CMO Series 2020-191 Class TI | CMO Series 2020-191 Class TI | CMO Series 2020-191 Class TI | CMO Series 2020-191 Class TI |
| 12/20/2050 | &nbsp;&nbsp; 2.500% | 7495776 | &nbsp;&nbsp; 1104485 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2020-191 Class UC | CMO Series 2020-191 Class UC | CMO Series 2020-191 Class UC | CMO Series 2020-191 Class UC |
| 12/20/2050 | &nbsp;&nbsp; 4.000% | 13955195 | &nbsp;&nbsp; 3112574 |
| CMO Series 2021-1 Class IB | CMO Series 2021-1 Class IB | CMO Series 2021-1 Class IB | CMO Series 2021-1 Class IB |
| 01/20/2051 | &nbsp;&nbsp; 2.500% | 16725633 | &nbsp;&nbsp; 2458737 |
| CMO Series 2021-111 Class AI | CMO Series 2021-111 Class AI | CMO Series 2021-111 Class AI | CMO Series 2021-111 Class AI |
| 06/20/2051 | &nbsp;&nbsp; 2.500% | 14700807 | &nbsp;&nbsp; 2128943 |
| CMO Series 2021-119 Class LI | CMO Series 2021-119 Class LI | CMO Series 2021-119 Class LI | CMO Series 2021-119 Class LI |
| 07/20/2051 | &nbsp;&nbsp; 3.000% | 16507224 | &nbsp;&nbsp; 2806278 |
| CMO Series 2021-122 Class HI | CMO Series 2021-122 Class HI | CMO Series 2021-122 Class HI | CMO Series 2021-122 Class HI |
| 11/20/2050 | &nbsp;&nbsp; 2.500% | 14122622 | &nbsp;&nbsp; 1904316 |
| CMO Series 2021-142 Class IX | CMO Series 2021-142 Class IX | CMO Series 2021-142 Class IX | CMO Series 2021-142 Class IX |
| 08/20/2051 | &nbsp;&nbsp; 2.500% | 19493537 | &nbsp;&nbsp; 2684940 |
| CMO Series 2021-146 Class IK | CMO Series 2021-146 Class IK | CMO Series 2021-146 Class IK | CMO Series 2021-146 Class IK |
| 08/20/2051 | &nbsp;&nbsp; 3.500% | 17730173 | &nbsp;&nbsp; 3305225 |
| CMO Series 2021-158 Class VI | CMO Series 2021-158 Class VI | CMO Series 2021-158 Class VI | CMO Series 2021-158 Class VI |
| 09/20/2051 | &nbsp;&nbsp; 3.000% | 14507508 | &nbsp;&nbsp; 2292994 |
| CMO Series 2021-159 Class IP | CMO Series 2021-159 Class IP | CMO Series 2021-159 Class IP | CMO Series 2021-159 Class IP |
| 09/20/2051 | &nbsp;&nbsp; 3.000% | 10888164 | &nbsp;&nbsp; 1687750 |
| CMO Series 2021-27 Class IN | CMO Series 2021-27 Class IN | CMO Series 2021-27 Class IN | CMO Series 2021-27 Class IN |
| 02/20/2051 | &nbsp;&nbsp; 2.500% | 10295400 | &nbsp;&nbsp; 1497459 |
| CMO Series 2021-67 Class GI | CMO Series 2021-67 Class GI | CMO Series 2021-67 Class GI | CMO Series 2021-67 Class GI |
| 04/20/2051 | &nbsp;&nbsp; 3.000% | 15663674 | &nbsp;&nbsp; 2658498 |
| CMO Series 2021-8 Class BI | CMO Series 2021-8 Class BI | CMO Series 2021-8 Class BI | CMO Series 2021-8 Class BI |
| 01/20/2051 | &nbsp;&nbsp; 2.500% | 16667301 | &nbsp;&nbsp; 2886623 |
| Government National Mortgage Association<sup>(e),(g)</sup>  | Government National Mortgage Association<sup>(e),(g)</sup>  | Government National Mortgage Association<sup>(e),(g)</sup>  | Government National Mortgage Association<sup>(e),(g)</sup>  |
| CMO Series 2014-131 Class BS | CMO Series 2014-131 Class BS | CMO Series 2014-131 Class BS | CMO Series 2014-131 Class BS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>09/16/2044<br>| &nbsp;&nbsp; 2.426% | 8002276 | &nbsp;&nbsp; 1068328 |
| CMO Series 2017-170 Class QS | CMO Series 2017-170 Class QS | CMO Series 2017-170 Class QS | CMO Series 2017-170 Class QS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>11/20/2047<br>| &nbsp;&nbsp; 2.418% | 4833582 | &nbsp;&nbsp; 666232 |
| CMO Series 2018-1 Class SA | CMO Series 2018-1 Class SA | CMO Series 2018-1 Class SA | CMO Series 2018-1 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>01/20/2048<br>| &nbsp;&nbsp; 2.418% | 5946256 | &nbsp;&nbsp; 870593 |
| CMO Series 2018-105 Class SA | CMO Series 2018-105 Class SA | CMO Series 2018-105 Class SA | CMO Series 2018-105 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>08/20/2048<br>| &nbsp;&nbsp; 2.418% | 4423638 | &nbsp;&nbsp; 562434 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2018-139 Class KS | CMO Series 2018-139 Class KS | CMO Series 2018-139 Class KS | CMO Series 2018-139 Class KS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.036% <br>Cap 6.150% <br>10/20/2048<br>| &nbsp;&nbsp; 2.368% | 2837412 | &nbsp;&nbsp; 388642 |
| CMO Series 2018-155 Class LS | CMO Series 2018-155 Class LS | CMO Series 2018-155 Class LS | CMO Series 2018-155 Class LS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.036% <br>Cap 6.150% <br>11/20/2048<br>| &nbsp;&nbsp; 2.368% | 5739703 | &nbsp;&nbsp; 669981 |
| CMO Series 2018-21 Class WS | CMO Series 2018-21 Class WS | CMO Series 2018-21 Class WS | CMO Series 2018-21 Class WS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>02/20/2048<br>| &nbsp;&nbsp; 2.418% | 5440623 | &nbsp;&nbsp; 883031 |
| CMO Series 2018-40 Class SC | CMO Series 2018-40 Class SC | CMO Series 2018-40 Class SC | CMO Series 2018-40 Class SC |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>03/20/2048<br>| &nbsp;&nbsp; 2.418% | 3414895 | &nbsp;&nbsp; 468420 |
| CMO Series 2018-63 Class HS | CMO Series 2018-63 Class HS | CMO Series 2018-63 Class HS | CMO Series 2018-63 Class HS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>04/20/2048<br>| &nbsp;&nbsp; 2.418% | 3853134 | &nbsp;&nbsp; 537585 |
| CMO Series 2018-94 Class SA | CMO Series 2018-94 Class SA | CMO Series 2018-94 Class SA | CMO Series 2018-94 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>05/20/2048<br>| &nbsp;&nbsp; 2.418% | 5333946 | &nbsp;&nbsp; 858738 |
| CMO Series 2018-97 Class MS | CMO Series 2018-97 Class MS | CMO Series 2018-97 Class MS | CMO Series 2018-97 Class MS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>07/20/2048<br>| &nbsp;&nbsp; 2.418% | 4462881 | &nbsp;&nbsp; 582546 |
| CMO Series 2019-117 Class SA | CMO Series 2019-117 Class SA | CMO Series 2019-117 Class SA | CMO Series 2019-117 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>09/20/2049<br>| &nbsp;&nbsp; 2.318% | 9877327 | &nbsp;&nbsp; 1347011 |
| CMO Series 2019-119 Class GS | CMO Series 2019-119 Class GS | CMO Series 2019-119 Class GS | CMO Series 2019-119 Class GS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Floor 0.400%, Cap 6.100% <br>09/20/2049<br>| &nbsp;&nbsp; 2.318% | 5761370 | &nbsp;&nbsp; 662155 |
| CMO Series 2019-21 Class SH | CMO Series 2019-21 Class SH | CMO Series 2019-21 Class SH | CMO Series 2019-21 Class SH |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>02/20/2049<br>| &nbsp;&nbsp; 2.268% | 5017810 | &nbsp;&nbsp; 564946 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2019-23 Class SQ | CMO Series 2019-23 Class SQ | CMO Series 2019-23 Class SQ | CMO Series 2019-23 Class SQ |
| &nbsp;&nbsp; 1-month Term SOFR + 6.164% <br>Cap 6.050% <br>02/20/2049<br>| &nbsp;&nbsp; 2.268% | 5701270 | &nbsp;&nbsp; 802477 |
| CMO Series 2019-43 Class SE | CMO Series 2019-43 Class SE | CMO Series 2019-43 Class SE | CMO Series 2019-43 Class SE |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>04/20/2049<br>| &nbsp;&nbsp; 2.318% | 9280809 | &nbsp;&nbsp; 1074287 |
| CMO Series 2019-52 Class AS | CMO Series 2019-52 Class AS | CMO Series 2019-52 Class AS | CMO Series 2019-52 Class AS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>04/16/2049<br>| &nbsp;&nbsp; 2.276% | 12978634 | &nbsp;&nbsp; 1992797 |
| CMO Series 2019-92 Class SD | CMO Series 2019-92 Class SD | CMO Series 2019-92 Class SD | CMO Series 2019-92 Class SD |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>07/20/2049<br>| &nbsp;&nbsp; 2.318% | 12358442 | &nbsp;&nbsp; 1629774 |
| CMO Series 2020-104 Class SA | CMO Series 2020-104 Class SA | CMO Series 2020-104 Class SA | CMO Series 2020-104 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>07/20/2050<br>| &nbsp;&nbsp; 2.418% | 9173521 | &nbsp;&nbsp; 1225614 |
| CMO Series 2020-125 Class AS | CMO Series 2020-125 Class AS | CMO Series 2020-125 Class AS | CMO Series 2020-125 Class AS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.136% <br>Cap 6.250% <br>08/20/2050<br>| &nbsp;&nbsp; 2.468% | 14992263 | &nbsp;&nbsp; 2194148 |
| CMO Series 2020-125 Class SD | CMO Series 2020-125 Class SD | CMO Series 2020-125 Class SD | CMO Series 2020-125 Class SD |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.136% <br>Cap 6.250% <br>08/20/2050<br>| &nbsp;&nbsp; 2.468% | 10419161 | &nbsp;&nbsp; 1565885 |
| CMO Series 2020-77 Class GS | CMO Series 2020-77 Class GS | CMO Series 2020-77 Class GS | CMO Series 2020-77 Class GS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>05/20/2049<br>| &nbsp;&nbsp; 2.268% | 12219798 | &nbsp;&nbsp; 1179883 |
| CMO Series 2020-79 Class S | CMO Series 2020-79 Class S | CMO Series 2020-79 Class S | CMO Series 2020-79 Class S |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>06/20/2050<br>| &nbsp;&nbsp; 2.318% | 9191708 | &nbsp;&nbsp; 1290799 |
| CMO Series 2021-117 Class ES | CMO Series 2021-117 Class ES | CMO Series 2021-117 Class ES | CMO Series 2021-117 Class ES |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>07/20/2051<br>| &nbsp;&nbsp; 2.518% | 15523540 | &nbsp;&nbsp; 2364516 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2021-161 Class SM | CMO Series 2021-161 Class SM | CMO Series 2021-161 Class SM | CMO Series 2021-161 Class SM |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>09/20/2051<br>| &nbsp;&nbsp; 2.518% | 16683658 | &nbsp;&nbsp; 2563277 |
| CMO Series 2021-193 Class ES | CMO Series 2021-193 Class ES | CMO Series 2021-193 Class ES | CMO Series 2021-193 Class ES |
| &nbsp;&nbsp; 30-day Average SOFR + 1.700% <br>11/20/2051<br>| &nbsp;&nbsp; 0.000% | 123236330 | &nbsp;&nbsp; 321980 |
| CMO Series 2021-46 Class SE | CMO Series 2021-46 Class SE | CMO Series 2021-46 Class SE | CMO Series 2021-46 Class SE |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>03/20/2051<br>| &nbsp;&nbsp; 2.518% | 17613674 | &nbsp;&nbsp; 2409346 |
| CMO Series 2022-126 Class SN | CMO Series 2022-126 Class SN | CMO Series 2022-126 Class SN | CMO Series 2022-126 Class SN |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.970% <br>Cap 5.970% <br>07/20/2052<br>| &nbsp;&nbsp; 2.309% | 18043739 | &nbsp;&nbsp; 2149146 |
| CMO Series 2022-128 Class SD | CMO Series 2022-128 Class SD | CMO Series 2022-128 Class SD | CMO Series 2022-128 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.980% <br>Cap 5.980% <br>07/20/2052<br>| &nbsp;&nbsp; 2.319% | 15740501 | &nbsp;&nbsp; 1629738 |
| CMO Series 2022-152 Class SA | CMO Series 2022-152 Class SA | CMO Series 2022-152 Class SA | CMO Series 2022-152 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.050% <br>Cap 6.050% <br>09/20/2052<br>| &nbsp;&nbsp; 2.389% | 26023108 | &nbsp;&nbsp; 2818930 |
| CMO Series 2022-190 Class CS | CMO Series 2022-190 Class CS | CMO Series 2022-190 Class CS | CMO Series 2022-190 Class CS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.050% <br>Cap 6.050% <br>11/20/2049<br>| &nbsp;&nbsp; 2.268% | 21944717 | &nbsp;&nbsp; 1944157 |
| CMO Series 2022-190 Class GS | CMO Series 2022-190 Class GS | CMO Series 2022-190 Class GS | CMO Series 2022-190 Class GS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.150% <br>Cap 6.150% <br>07/20/2049<br>| &nbsp;&nbsp; 2.368% | 25786978 | &nbsp;&nbsp; 3554049 |
| CMO Series 2023-100 Class KS | CMO Series 2023-100 Class KS | CMO Series 2023-100 Class KS | CMO Series 2023-100 Class KS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.850% <br>Cap 6.850% <br>07/20/2053<br>| &nbsp;&nbsp; 3.189% | 20068815 | &nbsp;&nbsp; 1965166 |
| CMO Series 2023-100 Class SC | CMO Series 2023-100 Class SC | CMO Series 2023-100 Class SC | CMO Series 2023-100 Class SC |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>09/20/2049<br>| &nbsp;&nbsp; 2.268% | 23951486 | &nbsp;&nbsp; 3039652 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2023-113 Class CS | CMO Series 2023-113 Class CS | CMO Series 2023-113 Class CS | CMO Series 2023-113 Class CS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.730% <br>Cap 5.730% <br>08/20/2053<br>| &nbsp;&nbsp; 2.069% | 12909288 | &nbsp;&nbsp; 863407 |
| CMO Series 2023-113 Class HS | CMO Series 2023-113 Class HS | CMO Series 2023-113 Class HS | CMO Series 2023-113 Class HS |
| &nbsp;&nbsp; 1-month Term SOFR + 5.936% <br>Cap 6.050% <br>09/20/2049<br>| &nbsp;&nbsp; 2.268% | 27858172 | &nbsp;&nbsp; 3470273 |
| CMO Series 2023-141 Class SQ | CMO Series 2023-141 Class SQ | CMO Series 2023-141 Class SQ | CMO Series 2023-141 Class SQ |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>12/20/2049<br>| &nbsp;&nbsp; 2.268% | 20182599 | &nbsp;&nbsp; 2555523 |
| CMO Series 2023-17 Class NS | CMO Series 2023-17 Class NS | CMO Series 2023-17 Class NS | CMO Series 2023-17 Class NS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.150% <br>Cap 6.150% <br>02/20/2053<br>| &nbsp;&nbsp; 2.489% | 19215018 | &nbsp;&nbsp; 2168526 |
| CMO Series 2023-17 Class SY | CMO Series 2023-17 Class SY | CMO Series 2023-17 Class SY | CMO Series 2023-17 Class SY |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>05/20/2050<br>| &nbsp;&nbsp; 2.268% | 19761671 | &nbsp;&nbsp; 2312364 |
| CMO Series 2023-47 Class AS | CMO Series 2023-47 Class AS | CMO Series 2023-47 Class AS | CMO Series 2023-47 Class AS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.350% <br>Cap 6.350% <br>03/20/2053<br>| &nbsp;&nbsp; 2.689% | 11974166 | &nbsp;&nbsp; 938917 |
| CMO Series 2023-81 Class SB | CMO Series 2023-81 Class SB | CMO Series 2023-81 Class SB | CMO Series 2023-81 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.050% <br>Cap 6.050% <br>06/20/2053<br>| &nbsp;&nbsp; 2.389% | 12387715 | &nbsp;&nbsp; 839736 |
| CMO Series 2024-64 Class DS | CMO Series 2024-64 Class DS | CMO Series 2024-64 Class DS | CMO Series 2024-64 Class DS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.400% <br>Cap 5.400% <br>04/20/2054<br>| &nbsp;&nbsp; 1.739% | 25761448 | &nbsp;&nbsp; 1354653 |
| CMO Series 2024-79 Class SH | CMO Series 2024-79 Class SH | CMO Series 2024-79 Class SH | CMO Series 2024-79 Class SH |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 7.250% <br>Cap 7.250% <br>05/20/2054<br>| &nbsp;&nbsp; 3.589% | 12993792 | &nbsp;&nbsp; 1917177 |
| CMO Series 2024-95 Class SW | CMO Series 2024-95 Class SW | CMO Series 2024-95 Class SW | CMO Series 2024-95 Class SW |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.400% <br>Cap 5.400% <br>06/20/2054<br>| &nbsp;&nbsp; 1.739% | 14396976 | &nbsp;&nbsp; 938011 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2024-97 Class KS | CMO Series 2024-97 Class KS | CMO Series 2024-97 Class KS | CMO Series 2024-97 Class KS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 7.300% <br>Cap 7.300% <br>06/20/2054<br>| &nbsp;&nbsp; 3.639% | 17582442 | &nbsp;&nbsp; 2422778 |
| Government National Mortgage Association<sup>(e)</sup>  | Government National Mortgage Association<sup>(e)</sup>  | Government National Mortgage Association<sup>(e)</sup>  | Government National Mortgage Association<sup>(e)</sup>  |
| CMO Series 2023-140 Class JS | CMO Series 2023-140 Class JS | CMO Series 2023-140 Class JS | CMO Series 2023-140 Class JS |
| &nbsp;&nbsp; -2.5 x 30-day Average SOFR + <br> 16.050% <br>Cap 16.050% <br>09/20/2053<br>| &nbsp;&nbsp; 6.939% | 1517977 | &nbsp;&nbsp; 1576679 |
| CMO Series 2025-39 Class M | CMO Series 2025-39 Class M | CMO Series 2025-39 Class M | CMO Series 2025-39 Class M |
| &nbsp;&nbsp; 30-day Average SOFR + 4.000% <br>Floor 4.000%, Cap 7.700% <br>03/20/2055<br>| &nbsp;&nbsp; 7.662% | 5523683 | &nbsp;&nbsp; 5743065 |
| Government National Mortgage Association TBA<sup>(j)</sup>  | Government National Mortgage Association TBA<sup>(j)</sup>  | Government National Mortgage Association TBA<sup>(j)</sup>  | Government National Mortgage Association TBA<sup>(j)</sup>  |
| 03/19/2056 | &nbsp;&nbsp; 2.000% | 12000000 | &nbsp;&nbsp; 10164275 |
| 03/19/2056 | &nbsp;&nbsp; 3.000% | 17000000 | &nbsp;&nbsp; 15590338 |
| 03/19/2056 | &nbsp;&nbsp; 4.500% | 65000000 | &nbsp;&nbsp; 64233203 |
| Uniform Mortgage-Backed Security TBA<sup>(j)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(j)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(j)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(j)</sup>  |
| 03/12/2038 | &nbsp;&nbsp; 6.000% | 19000000 | &nbsp;&nbsp; 19488077 |
| 03/17/2041 | &nbsp;&nbsp; 2.500% | 20000000 | &nbsp;&nbsp; 19065947 |
| 03/17/2041 | &nbsp;&nbsp; 3.000% | 36000000 | &nbsp;&nbsp; 34851830 |
| 03/13/2055 | &nbsp;&nbsp; 3.500% | 40000000 | &nbsp;&nbsp; 37691218 |
| 03/13/2055 | &nbsp;&nbsp; 5.000% | 67000000 | &nbsp;&nbsp; 67300524 |
| 03/12/2056 | &nbsp;&nbsp; 4.500% | 56000000 | &nbsp;&nbsp; 55375611 |
| 03/12/2056 | &nbsp;&nbsp; 5.500% | 22000000 | &nbsp;&nbsp; 22352721 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,135,453,083) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,135,453,083) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,135,453,083) | &nbsp;&nbsp; **1102721906** |
| **Residential Mortgage-Backed Securities - Non-Agency 20.9%** | **Residential Mortgage-Backed Securities - Non-Agency 20.9%** | **Residential Mortgage-Backed Securities - Non-Agency 20.9%** | **Residential Mortgage-Backed Securities - Non-Agency 20.9%** |
| A&D Mortgage Trust<sup>(a),(k)</sup>  | A&D Mortgage Trust<sup>(a),(k)</sup>  | A&D Mortgage Trust<sup>(a),(k)</sup>  | A&D Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2024-NQM1 Class A1 | CMO Series 2024-NQM1 Class A1 | CMO Series 2024-NQM1 Class A1 | CMO Series 2024-NQM1 Class A1 |
| 02/25/2069 | &nbsp;&nbsp; 6.195% | 1511133 | &nbsp;&nbsp; 1521548 |
| CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 |
| 10/25/2070 | &nbsp;&nbsp; 5.225% | 5073269 | &nbsp;&nbsp; 5117292 |
| A&D Mortgage Trust<sup>(a),(f)</sup>  | A&D Mortgage Trust<sup>(a),(f)</sup>  | A&D Mortgage Trust<sup>(a),(f)</sup>  | A&D Mortgage Trust<sup>(a),(f)</sup>  |
| Subordinated CMO Series 2024-NQM1 Class B1 | Subordinated CMO Series 2024-NQM1 Class B1 | Subordinated CMO Series 2024-NQM1 Class B1 | Subordinated CMO Series 2024-NQM1 Class B1 |
| 02/25/2069 | &nbsp;&nbsp; 8.438% | 2000000 | &nbsp;&nbsp; 2038353 |
| Arroyo Mortgage Trust<sup>(a),(f)</sup>  | Arroyo Mortgage Trust<sup>(a),(f)</sup>  | Arroyo Mortgage Trust<sup>(a),(f)</sup>  | Arroyo Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2019-3 Class M1 | CMO Series 2019-3 Class M1 | CMO Series 2019-3 Class M1 | CMO Series 2019-3 Class M1 |
| 10/25/2048 | &nbsp;&nbsp; 4.204% | 2900000 | &nbsp;&nbsp; 2730155 |
| Center Street Lending Resi-Investor ABS Mortgage Trust<sup>(a),(k)</sup>  | Center Street Lending Resi-Investor ABS Mortgage Trust<sup>(a),(k)</sup>  | Center Street Lending Resi-Investor ABS Mortgage Trust<sup>(a),(k)</sup>  | Center Street Lending Resi-Investor ABS Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2026-RTL1 Class A1 | CMO Series 2026-RTL1 Class A1 | CMO Series 2026-RTL1 Class A1 | CMO Series 2026-RTL1 Class A1 |
| 12/25/2030 | &nbsp;&nbsp; 5.375% | 9150000 | &nbsp;&nbsp; 9187186 |
| CHNGE Mortgage Trust<sup>(a),(f)</sup>  | CHNGE Mortgage Trust<sup>(a),(f)</sup>  | CHNGE Mortgage Trust<sup>(a),(f)</sup>  | CHNGE Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2022-2 Class A1 | CMO Series 2022-2 Class A1 | CMO Series 2022-2 Class A1 | CMO Series 2022-2 Class A1 |
| 03/25/2067 | &nbsp;&nbsp; 3.757% | 5254972 | &nbsp;&nbsp; 5240845 |
| CMO Series 2023-1 Class M1 | CMO Series 2023-1 Class M1 | CMO Series 2023-1 Class M1 | CMO Series 2023-1 Class M1 |
| 03/25/2058 | &nbsp;&nbsp; 8.062% | 6144000 | &nbsp;&nbsp; 6198471 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2023-4 Class M1 | CMO Series 2023-4 Class M1 | CMO Series 2023-4 Class M1 | CMO Series 2023-4 Class M1 |
| 09/25/2058 | &nbsp;&nbsp; 8.399% | 5480320 | &nbsp;&nbsp; 5537554 |
| CHNGE Mortgage Trust<sup>(a),(k)</sup>  | CHNGE Mortgage Trust<sup>(a),(k)</sup>  | CHNGE Mortgage Trust<sup>(a),(k)</sup>  | CHNGE Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2023-3 Class A1 | CMO Series 2023-3 Class A1 | CMO Series 2023-3 Class A1 | CMO Series 2023-3 Class A1 |
| 07/25/2058 | &nbsp;&nbsp; 7.100% | 2295759 | &nbsp;&nbsp; 2301733 |
| CMO Series 2023-4 Class A1 | CMO Series 2023-4 Class A1 | CMO Series 2023-4 Class A1 | CMO Series 2023-4 Class A1 |
| 09/25/2058 | &nbsp;&nbsp; 7.573% | 1701950 | &nbsp;&nbsp; 1714941 |
| CIM Trust<sup>(a),(f)</sup>  | CIM Trust<sup>(a),(f)</sup>  | CIM Trust<sup>(a),(f)</sup>  | CIM Trust<sup>(a),(f)</sup>  |
| CMO Series 2020-R3 Class A1B | CMO Series 2020-R3 Class A1B | CMO Series 2020-R3 Class A1B | CMO Series 2020-R3 Class A1B |
| 01/26/2060 | &nbsp;&nbsp; 4.000% | 8500000 | &nbsp;&nbsp; 8261863 |
| Citigroup Mortgage Loan Trust, Inc.<sup>(a),(f)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(f)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(f)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(f)</sup>  |
| CMO Series 2009-11 Class 1A2 | CMO Series 2009-11 Class 1A2 | CMO Series 2009-11 Class 1A2 | CMO Series 2009-11 Class 1A2 |
| 02/25/2037 | &nbsp;&nbsp; 6.517% | 133330 | &nbsp;&nbsp; 132144 |
| CMO Series 2014-A Class B2 | CMO Series 2014-A Class B2 | CMO Series 2014-A Class B2 | CMO Series 2014-A Class B2 |
| 01/25/2035 | &nbsp;&nbsp; 5.481% | 262217 | &nbsp;&nbsp; 263067 |
| Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup>  |
| CMO Series 2015-RP2 Class B2 | CMO Series 2015-RP2 Class B2 | CMO Series 2015-RP2 Class B2 | CMO Series 2015-RP2 Class B2 |
| 01/25/2053 | &nbsp;&nbsp; 4.250% | 1876471 | &nbsp;&nbsp; 1860137 |
| CSMC<sup>(a),(f)</sup>  | CSMC<sup>(a),(f)</sup>  | CSMC<sup>(a),(f)</sup>  | CSMC<sup>(a),(f)</sup>  |
| CMO Series 2022-ATH1 Class A2 | CMO Series 2022-ATH1 Class A2 | CMO Series 2022-ATH1 Class A2 | CMO Series 2022-ATH1 Class A2 |
| 01/25/2067 | &nbsp;&nbsp; 3.405% | 2447765 | &nbsp;&nbsp; 2336294 |
| CSMC Trust<sup>(a),(f)</sup>  | CSMC Trust<sup>(a),(f)</sup>  | CSMC Trust<sup>(a),(f)</sup>  | CSMC Trust<sup>(a),(f)</sup>  |
| CMO Series 2022-NQM1 Class A3 | CMO Series 2022-NQM1 Class A3 | CMO Series 2022-NQM1 Class A3 | CMO Series 2022-NQM1 Class A3 |
| 11/25/2066 | &nbsp;&nbsp; 2.675% | 4290445 | &nbsp;&nbsp; 3836270 |
| EASY<sup>(a),(k)</sup>  | EASY<sup>(a),(k)</sup>  | EASY<sup>(a),(k)</sup>  | EASY<sup>(a),(k)</sup>  |
| CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 |
| 05/25/2040 | &nbsp;&nbsp; 6.456% | 4350000 | &nbsp;&nbsp; 4402395 |
| Easy Street Mortgage Loan Trust<sup>(a),(k)</sup>  | Easy Street Mortgage Loan Trust<sup>(a),(k)</sup>  | Easy Street Mortgage Loan Trust<sup>(a),(k)</sup>  | Easy Street Mortgage Loan Trust<sup>(a),(k)</sup>  |
| CMO Series 2025-RTL2 Class A1 | CMO Series 2025-RTL2 Class A1 | CMO Series 2025-RTL2 Class A1 | CMO Series 2025-RTL2 Class A1 |
| 10/25/2040 | &nbsp;&nbsp; 5.606% | 8300000 | &nbsp;&nbsp; 8334000 |
| FIGRE Trust<sup>(a),(f)</sup>  | FIGRE Trust<sup>(a),(f)</sup>  | FIGRE Trust<sup>(a),(f)</sup>  | FIGRE Trust<sup>(a),(f)</sup>  |
| CMO Series 2025-PF2 Class A | CMO Series 2025-PF2 Class A | CMO Series 2025-PF2 Class A | CMO Series 2025-PF2 Class A |
| 10/25/2055 | &nbsp;&nbsp; 5.017% | 2722764 | &nbsp;&nbsp; 2750637 |
| Subordinated CMO Series 2023-HE3 Class C | Subordinated CMO Series 2023-HE3 Class C | Subordinated CMO Series 2023-HE3 Class C | Subordinated CMO Series 2023-HE3 Class C |
| 01/25/2042 | &nbsp;&nbsp; 7.310% | 1608191 | &nbsp;&nbsp; 1671407 |
| Freddie Mac STACR REMIC Trust<sup>(a),(e)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(e)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(e)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(e)</sup>  |
| Subordinated CMO Series 2021-DNA1 Class B2 | Subordinated CMO Series 2021-DNA1 Class B2 | Subordinated CMO Series 2021-DNA1 Class B2 | Subordinated CMO Series 2021-DNA1 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 4.750% <br>01/25/2051<br>| &nbsp;&nbsp; 8.417% | 4000000 | &nbsp;&nbsp; 4479854 |
| Subordinated CMO Series 2021-DNA5 Class B2 | Subordinated CMO Series 2021-DNA5 Class B2 | Subordinated CMO Series 2021-DNA5 Class B2 | Subordinated CMO Series 2021-DNA5 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 5.500% <br>01/25/2034<br>| &nbsp;&nbsp; 9.167% | 7000000 | &nbsp;&nbsp; 8488404 |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(e)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(e)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(e)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(e)</sup>  |
| Subordinated CMO Series 2022-DNA2 Class B1 | Subordinated CMO Series 2022-DNA2 Class B1 | Subordinated CMO Series 2022-DNA2 Class B1 | Subordinated CMO Series 2022-DNA2 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + 4.750% <br>02/25/2042<br>| &nbsp;&nbsp; 8.417% | 4500000 | &nbsp;&nbsp; 4651137 |
| GCAT Trust<sup>(a),(f)</sup>  | GCAT Trust<sup>(a),(f)</sup>  | GCAT Trust<sup>(a),(f)</sup>  | GCAT Trust<sup>(a),(f)</sup>  |
| CMO Series 2021-CM1 Class A1 | CMO Series 2021-CM1 Class A1 | CMO Series 2021-CM1 Class A1 | CMO Series 2021-CM1 Class A1 |
| 04/25/2065 | &nbsp;&nbsp; 2.469% | 1049193 | &nbsp;&nbsp; 1019259 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2023-NQM4 Class A1 | CMO Series 2023-NQM4 Class A1 | CMO Series 2023-NQM4 Class A1 | CMO Series 2023-NQM4 Class A1 |
| 05/25/2067 | &nbsp;&nbsp; 4.250% | 5183688 | &nbsp;&nbsp; 5051412 |
| Homes Trust<sup>(a),(k)</sup>  | Homes Trust<sup>(a),(k)</sup>  | Homes Trust<sup>(a),(k)</sup>  | Homes Trust<sup>(a),(k)</sup>  |
| CMO Series 2026-INV1 Class A1D | CMO Series 2026-INV1 Class A1D | CMO Series 2026-INV1 Class A1D | CMO Series 2026-INV1 Class A1D |
| 08/25/2060 | &nbsp;&nbsp; 5.077% | 6328015 | &nbsp;&nbsp; 6371524 |
| HTAP Issuer Trust<sup>(a)</sup>  | HTAP Issuer Trust<sup>(a)</sup>  | HTAP Issuer Trust<sup>(a)</sup>  | HTAP Issuer Trust<sup>(a)</sup>  |
| CMO Series 2024-2 Class A | CMO Series 2024-2 Class A | CMO Series 2024-2 Class A | CMO Series 2024-2 Class A |
| 04/25/2042 | &nbsp;&nbsp; 6.500% | 6103783 | &nbsp;&nbsp; 6114848 |
| Imperial Fund Mortgage Trust<sup>(a),(f)</sup>  | Imperial Fund Mortgage Trust<sup>(a),(f)</sup>  | Imperial Fund Mortgage Trust<sup>(a),(f)</sup>  | Imperial Fund Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2021-NQM4 Class A3 | CMO Series 2021-NQM4 Class A3 | CMO Series 2021-NQM4 Class A3 | CMO Series 2021-NQM4 Class A3 |
| 01/25/2057 | &nbsp;&nbsp; 2.450% | 5955724 | &nbsp;&nbsp; 5416978 |
| Legacy Mortgage Asset Trust<sup>(a),(k)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(k)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(k)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(k)</sup>  |
| CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 |
| 10/25/2066 | &nbsp;&nbsp; 5.892% | 3255019 | &nbsp;&nbsp; 3265077 |
| LHOME Mortgage Trust<sup>(a),(k)</sup>  | LHOME Mortgage Trust<sup>(a),(k)</sup>  | LHOME Mortgage Trust<sup>(a),(k)</sup>  | LHOME Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2024-RTL1 Class A1 | CMO Series 2024-RTL1 Class A1 | CMO Series 2024-RTL1 Class A1 | CMO Series 2024-RTL1 Class A1 |
| 01/25/2029 | &nbsp;&nbsp; 7.017% | 10000000 | &nbsp;&nbsp; 10020713 |
| Mello Mortgage Capital Acceptance<sup>(a),(k)</sup>  | Mello Mortgage Capital Acceptance<sup>(a),(k)</sup>  | Mello Mortgage Capital Acceptance<sup>(a),(k)</sup>  | Mello Mortgage Capital Acceptance<sup>(a),(k)</sup>  |
| CMO Series 2024-SD1 Class M1 | CMO Series 2024-SD1 Class M1 | CMO Series 2024-SD1 Class M1 | CMO Series 2024-SD1 Class M1 |
| 04/25/2054 | &nbsp;&nbsp; 4.000% | 2789000 | &nbsp;&nbsp; 2687772 |
| MFA Trust<sup>(a),(f)</sup>  | MFA Trust<sup>(a),(f)</sup>  | MFA Trust<sup>(a),(f)</sup>  | MFA Trust<sup>(a),(f)</sup>  |
| CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 |
| 08/25/2070 | &nbsp;&nbsp; 5.229% | 5766062 | &nbsp;&nbsp; 5815478 |
| New Residential Mortgage Loan Trust<sup>(a),(f),(g)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(f),(g)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(f),(g)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(f),(g)</sup>  |
| CMO Series 2014-1A Class AIO | CMO Series 2014-1A Class AIO | CMO Series 2014-1A Class AIO | CMO Series 2014-1A Class AIO |
| 01/25/2054 | &nbsp;&nbsp; 2.011% | 5527410 | &nbsp;&nbsp; 225432 |
| New Residential Mortgage Loan Trust<sup>(a),(f)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(f)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(f)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(f)</sup>  |
| CMO Series 2022-NQM2 Class A2 | CMO Series 2022-NQM2 Class A2 | CMO Series 2022-NQM2 Class A2 | CMO Series 2022-NQM2 Class A2 |
| 03/27/2062 | &nbsp;&nbsp; 3.699% | 4420000 | &nbsp;&nbsp; 3743934 |
| Subordinated CMO Series 2019-RPL3 Class B3 | Subordinated CMO Series 2019-RPL3 Class B3 | Subordinated CMO Series 2019-RPL3 Class B3 | Subordinated CMO Series 2019-RPL3 Class B3 |
| 07/25/2059 | &nbsp;&nbsp; 3.977% | 12000000 | &nbsp;&nbsp; 10555541 |
| NRZ Excess Spread-Collateralized Notes<sup>(a)</sup>  | NRZ Excess Spread-Collateralized Notes<sup>(a)</sup>  | NRZ Excess Spread-Collateralized Notes<sup>(a)</sup>  | NRZ Excess Spread-Collateralized Notes<sup>(a)</sup>  |
| CMO Series 2021-GNT1 Class A | CMO Series 2021-GNT1 Class A | CMO Series 2021-GNT1 Class A | CMO Series 2021-GNT1 Class A |
| 11/25/2026 | &nbsp;&nbsp; 3.474% | 1428982 | &nbsp;&nbsp; 1411407 |
| OBX Trust<sup>(a),(f)</sup>  | OBX Trust<sup>(a),(f)</sup>  | OBX Trust<sup>(a),(f)</sup>  | OBX Trust<sup>(a),(f)</sup>  |
| CMO Series 2022-NQM3 Class A2 | CMO Series 2022-NQM3 Class A2 | CMO Series 2022-NQM3 Class A2 | CMO Series 2022-NQM3 Class A2 |
| 01/25/2062 | &nbsp;&nbsp; 3.833% | 5264000 | &nbsp;&nbsp; 4546961 |
| Point Securitization Trust<sup>(a),(d),(k),(l)</sup>  | Point Securitization Trust<sup>(a),(d),(k),(l)</sup>  | Point Securitization Trust<sup>(a),(d),(k),(l)</sup>  | Point Securitization Trust<sup>(a),(d),(k),(l)</sup>  |
| CMO Series 2026-1 Class A1 | CMO Series 2026-1 Class A1 | CMO Series 2026-1 Class A1 | CMO Series 2026-1 Class A1 |
| 02/25/2056 | &nbsp;&nbsp; 5.250% | 9300000 | &nbsp;&nbsp; 9219442 |
| Preston Ridge Partners Mortgage Trust<sup>(a),(f)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(f)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(f)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2022-NQM1 Class M1 | CMO Series 2022-NQM1 Class M1 | CMO Series 2022-NQM1 Class M1 | CMO Series 2022-NQM1 Class M1 |
| 08/25/2067 | &nbsp;&nbsp; 5.372% | 6000000 | &nbsp;&nbsp; 5973415 |
| Preston Ridge Partners Mortgage Trust<sup>(a),(k)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(k)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(k)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2023-RCF2 Class A3 | CMO Series 2023-RCF2 Class A3 | CMO Series 2023-RCF2 Class A3 | CMO Series 2023-RCF2 Class A3 |
| 11/25/2053 | &nbsp;&nbsp; 4.000% | 5000000 | &nbsp;&nbsp; 4916469 |
| PRKCM Trust<sup>(a),(f)</sup>  | PRKCM Trust<sup>(a),(f)</sup>  | PRKCM Trust<sup>(a),(f)</sup>  | PRKCM Trust<sup>(a),(f)</sup>  |
| CMO Series 2022-AFC1 Class A3 | CMO Series 2022-AFC1 Class A3 | CMO Series 2022-AFC1 Class A3 | CMO Series 2022-AFC1 Class A3 |
| 04/25/2057 | &nbsp;&nbsp; 4.100% | 3417051 | &nbsp;&nbsp; 3311653 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| PRPM LLC<sup>(a),(k)</sup>  | PRPM LLC<sup>(a),(k)</sup>  | PRPM LLC<sup>(a),(k)</sup>  | PRPM LLC<sup>(a),(k)</sup>  |
| CMO Series 2024-RCF1 Class A2 | CMO Series 2024-RCF1 Class A2 | CMO Series 2024-RCF1 Class A2 | CMO Series 2024-RCF1 Class A2 |
| 01/25/2054 | &nbsp;&nbsp; 4.000% | 3600000 | &nbsp;&nbsp; 3544738 |
| CMO Series 2024-RCF1 Class A3 | CMO Series 2024-RCF1 Class A3 | CMO Series 2024-RCF1 Class A3 | CMO Series 2024-RCF1 Class A3 |
| 01/25/2054 | &nbsp;&nbsp; 4.000% | 4200000 | &nbsp;&nbsp; 4124469 |
| CMO Series 2025-2 Class A2 | CMO Series 2025-2 Class A2 | CMO Series 2025-2 Class A2 | CMO Series 2025-2 Class A2 |
| 05/25/2030 | &nbsp;&nbsp; 9.560% | 3000000 | &nbsp;&nbsp; 2997282 |
| CMO Series 2025-RCF3 Class A2 | CMO Series 2025-RCF3 Class A2 | CMO Series 2025-RCF3 Class A2 | CMO Series 2025-RCF3 Class A2 |
| 07/25/2055 | &nbsp;&nbsp; 5.250% | 2750000 | &nbsp;&nbsp; 2757342 |
| CMO Series 2025-RCF3 Class A3 | CMO Series 2025-RCF3 Class A3 | CMO Series 2025-RCF3 Class A3 | CMO Series 2025-RCF3 Class A3 |
| 07/25/2055 | &nbsp;&nbsp; 5.250% | 2000000 | &nbsp;&nbsp; 2013724 |
| CMO Series 2025-RCF4 Class M1A | CMO Series 2025-RCF4 Class M1A | CMO Series 2025-RCF4 Class M1A | CMO Series 2025-RCF4 Class M1A |
| 08/25/2055 | &nbsp;&nbsp; 4.500% | 2200000 | &nbsp;&nbsp; 2126989 |
| PRPM Trust<sup>(a),(f)</sup>  | PRPM Trust<sup>(a),(f)</sup>  | PRPM Trust<sup>(a),(f)</sup>  | PRPM Trust<sup>(a),(f)</sup>  |
| CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 | CMO Series 2025-NQM4 Class A1 |
| 07/25/2070 | &nbsp;&nbsp; 4.980% | 2793396 | &nbsp;&nbsp; 2812734 |
| RCO IX Mortgage LLC<sup>(a),(k)</sup>  | RCO IX Mortgage LLC<sup>(a),(k)</sup>  | RCO IX Mortgage LLC<sup>(a),(k)</sup>  | RCO IX Mortgage LLC<sup>(a),(k)</sup>  |
| CMO Series 2025-4 Class A1 | CMO Series 2025-4 Class A1 | CMO Series 2025-4 Class A1 | CMO Series 2025-4 Class A1 |
| 10/25/2030 | &nbsp;&nbsp; 5.310% | 7094601 | &nbsp;&nbsp; 7092779 |
| RCO Trust<sup>(a),(k)</sup>  | RCO Trust<sup>(a),(k)</sup>  | RCO Trust<sup>(a),(k)</sup>  | RCO Trust<sup>(a),(k)</sup>  |
| CMO Series 2025-PR1 Class A | CMO Series 2025-PR1 Class A | CMO Series 2025-PR1 Class A | CMO Series 2025-PR1 Class A |
| 02/25/2055 | &nbsp;&nbsp; 6.250% | 4572140 | &nbsp;&nbsp; 4559632 |
| RUN Trust<sup>(a),(f)</sup>  | RUN Trust<sup>(a),(f)</sup>  | RUN Trust<sup>(a),(f)</sup>  | RUN Trust<sup>(a),(f)</sup>  |
| CMO Series 2022-NQM1 Class M1 | CMO Series 2022-NQM1 Class M1 | CMO Series 2022-NQM1 Class M1 | CMO Series 2022-NQM1 Class M1 |
| 03/25/2067 | &nbsp;&nbsp; 4.026% | 5000000 | &nbsp;&nbsp; 4229312 |
| SAIF Securitization Trust<sup>(a),(k)</sup>  | SAIF Securitization Trust<sup>(a),(k)</sup>  | SAIF Securitization Trust<sup>(a),(k)</sup>  | SAIF Securitization Trust<sup>(a),(k)</sup>  |
| CMO Series 2025-CES1 Class A3 | CMO Series 2025-CES1 Class A3 | CMO Series 2025-CES1 Class A3 | CMO Series 2025-CES1 Class A3 |
| 06/25/2065 | &nbsp;&nbsp; 5.991% | 2250000 | &nbsp;&nbsp; 2295709 |
| Saluda Grade Alternative Mortgage Trust<sup>(a),(f)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(a),(f)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(a),(f)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(a),(f)</sup>  |
| Subordinated CMO Series 2023-FIG4 Class CE | Subordinated CMO Series 2023-FIG4 Class CE | Subordinated CMO Series 2023-FIG4 Class CE | Subordinated CMO Series 2023-FIG4 Class CE |
| 11/25/2053 | &nbsp;&nbsp; 49.381% | 2662638 | &nbsp;&nbsp; 4632894 |
| SG Residential Mortgage Trust<sup>(a),(f)</sup>  | SG Residential Mortgage Trust<sup>(a),(f)</sup>  | SG Residential Mortgage Trust<sup>(a),(f)</sup>  | SG Residential Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2019-3 Class M1 | CMO Series 2019-3 Class M1 | CMO Series 2019-3 Class M1 | CMO Series 2019-3 Class M1 |
| 09/25/2059 | &nbsp;&nbsp; 3.526% | 3806636 | &nbsp;&nbsp; 3758621 |
| Splitero Trust<sup>(a)</sup>  | Splitero Trust<sup>(a)</sup>  | Splitero Trust<sup>(a)</sup>  | Splitero Trust<sup>(a)</sup>  |
| CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 |
| 12/25/2055 | &nbsp;&nbsp; 5.750% | 4300000 | &nbsp;&nbsp; 4290941 |
| Toorak Mortgage Trust<sup>(a),(f)</sup>  | Toorak Mortgage Trust<sup>(a),(f)</sup>  | Toorak Mortgage Trust<sup>(a),(f)</sup>  | Toorak Mortgage Trust<sup>(a),(f)</sup>  |
| CMO Series 2024-RRTL1 Class M1 | CMO Series 2024-RRTL1 Class M1 | CMO Series 2024-RRTL1 Class M1 | CMO Series 2024-RRTL1 Class M1 |
| 02/25/2039 | &nbsp;&nbsp; 9.162% | 4000000 | &nbsp;&nbsp; 4007260 |
| Unlock HEA Trust<sup>(a)</sup>  | Unlock HEA Trust<sup>(a)</sup>  | Unlock HEA Trust<sup>(a)</sup>  | Unlock HEA Trust<sup>(a)</sup>  |
| CMO Series 2023-1 Class A | CMO Series 2023-1 Class A | CMO Series 2023-1 Class A | CMO Series 2023-1 Class A |
| 10/25/2038 | &nbsp;&nbsp; 7.000% | 3099463 | &nbsp;&nbsp; 3102372 |
| Vendee Mortgage Trust<sup>(f),(g)</sup>  | Vendee Mortgage Trust<sup>(f),(g)</sup>  | Vendee Mortgage Trust<sup>(f),(g)</sup>  | Vendee Mortgage Trust<sup>(f),(g)</sup>  |
| CMO Series 1998-1 Class 2IO | CMO Series 1998-1 Class 2IO | CMO Series 1998-1 Class 2IO | CMO Series 1998-1 Class 2IO |
| 03/15/2028 | &nbsp;&nbsp; 0.000% | 124998 | &nbsp;&nbsp; 0 |
| CMO Series 1998-3 Class IO | CMO Series 1998-3 Class IO | CMO Series 1998-3 Class IO | CMO Series 1998-3 Class IO |
| 03/15/2029 | &nbsp;&nbsp; 0.000% | 147959 | &nbsp;&nbsp; 0 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Visio Trust<sup>(a)</sup>  | Visio Trust<sup>(a)</sup>  | Visio Trust<sup>(a)</sup>  | Visio Trust<sup>(a)</sup>  |
| CMO Series 2021-1R Class A3 | CMO Series 2021-1R Class A3 | CMO Series 2021-1R Class A3 | CMO Series 2021-1R Class A3 |
| 05/25/2056 | &nbsp;&nbsp; 1.688% | 1174627 | &nbsp;&nbsp; 1112543 |
| Vista Point Securitization Trust<sup>(a),(k)</sup>  | Vista Point Securitization Trust<sup>(a),(k)</sup>  | Vista Point Securitization Trust<sup>(a),(k)</sup>  | Vista Point Securitization Trust<sup>(a),(k)</sup>  |
| CMO Series 2024-CES3 Class A3 | CMO Series 2024-CES3 Class A3 | CMO Series 2024-CES3 Class A3 | CMO Series 2024-CES3 Class A3 |
| 01/25/2055 | &nbsp;&nbsp; 6.194% | 5000000 | &nbsp;&nbsp; 5104406 |
| CMO Series 2025-CES2 Class A2 | CMO Series 2025-CES2 Class A2 | CMO Series 2025-CES2 Class A2 | CMO Series 2025-CES2 Class A2 |
| 08/25/2055 | &nbsp;&nbsp; 5.768% | 3050000 | &nbsp;&nbsp; 3095974 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $238,028,795) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $238,028,795) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $238,028,795) | &nbsp;&nbsp; **250382723** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Call Option Contracts Purchased 0.9%** | **Call Option Contracts Purchased 0.9%** |
|  | **Value ($)** |
| (Cost $14,337,485) | &nbsp;&nbsp; **10628053** |

---

---

| | |
|:---|:---|
| **Put Option Contracts Purchased 0.1%** | **Put Option Contracts Purchased 0.1%** |
|  | **Value ($)** |
| (Cost $5,928,375) | &nbsp;&nbsp; **1462778** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Money Market Funds 4.5%** | **Money Market Funds 4.5%** | **Money Market Funds 4.5%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 3.777%<sup>(m),(n)</sup> <br>| &nbsp;&nbsp; 54463730 | &nbsp;&nbsp; 54452837 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $54,447,392) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $54,447,392) | &nbsp;&nbsp; **54452837** |
| **Total Investments in Securities** <br>**(Cost: $1,595,037,560)** | **Total Investments in Securities** <br>**(Cost: $1,595,037,560)** | &nbsp;&nbsp; **1540142959** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(343558011)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **1196584948** |

---

At February 28, 2026, securities and/or cash totaling $13,342,801 were pledged as collateral.

**Investments in derivatives** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Treasury 5-Year Note | 20 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2202813 | &nbsp;&nbsp;&nbsp;&nbsp; 6083 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | 94 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 11429813 | &nbsp;&nbsp;&nbsp;&nbsp; 99988 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 106071 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| 3-Month SOFR | (676) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (162844175)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 182653 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Long Bond | (407) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (48216781)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (341642)<br>|
| U.S. Treasury 10-Year Note | (793) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (90253313)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (386383)<br>|
| U.S. Treasury 2-Year Note | (499) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (104427446)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (180227)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 182653 | &nbsp;&nbsp;&nbsp;&nbsp; (908252)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Cost ($)** | **Value ($)** |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Citi to <br> receive exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; 129000000 | &nbsp;&nbsp; 129000000 | 3.50 | &nbsp;&nbsp; 07/09/2026 | &nbsp;&nbsp; 2257500 | &nbsp;&nbsp; 1630973 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Citi to <br> receive exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; 100000000 | &nbsp;&nbsp; 100000000 | 3.50 | &nbsp;&nbsp; 12/01/2026 | &nbsp;&nbsp; 1735000 | &nbsp;&nbsp; 1841150 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Morgan <br> Stanley to receive exercise rate and pay <br> SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 168500000 | &nbsp;&nbsp; 168500000 | 3.40 | &nbsp;&nbsp; 03/16/2026 | &nbsp;&nbsp; 2325300 | &nbsp;&nbsp; 252211 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Morgan <br> Stanley to receive exercise rate and pay <br> SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 100000000 | &nbsp;&nbsp; 100000000 | 3.50 | &nbsp;&nbsp; 06/05/2026 | &nbsp;&nbsp; 1839000 | &nbsp;&nbsp; 1080670 |

---

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Call option contracts purchased (continued)** | **Call option contracts purchased (continued)** | **Call option contracts purchased (continued)** | **Call option contracts purchased (continued)** | **Call option contracts purchased (continued)** | **Call option contracts purchased (continued)** | **Call option contracts purchased (continued)** | **Call option contracts purchased (continued)** | **Call option contracts purchased (continued)** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Number of**<br> **contracts**<br>| **Exercise**<br> **price/Rate**<br>| **Expiration**<br> **date**<br>| **Cost ($)** | **Value ($)** |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Morgan <br> Stanley to receive exercise rate and pay <br> SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 74126000 | &nbsp;&nbsp; 74126000 | 3.50 | &nbsp;&nbsp; 06/11/2026 | &nbsp;&nbsp; 1223079 | &nbsp;&nbsp; 828187 |
| &nbsp;&nbsp;&nbsp; 30-Year OTC interest rate swap with Morgan <br> Stanley to receive exercise rate and pay <br> SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 30503000 | &nbsp;&nbsp; 30503000 | 3.50 | &nbsp;&nbsp; 10/29/2026 | &nbsp;&nbsp; 825106 | &nbsp;&nbsp; 478458 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Citi to <br> receive exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; 130000000 | &nbsp;&nbsp; 130000000 | 3.30 | &nbsp;&nbsp; 03/30/2026 | &nbsp;&nbsp; 1267500 | &nbsp;&nbsp; 779064 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Morgan <br> Stanley to receive exercise rate and pay <br> SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 150000000 | &nbsp;&nbsp; 150000000 | 3.75 | &nbsp;&nbsp; 05/14/2026 | &nbsp;&nbsp; 2865000 | &nbsp;&nbsp; 3737340 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; 14337485 | &nbsp;&nbsp; 10628053 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Cost ($)** | **Value ($)** |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Citi to receive <br> SOFR and pay exercise rate<br>| Citi | USD | &nbsp;&nbsp; 150000000 | &nbsp;&nbsp; 150000000 | 3.35 | &nbsp;&nbsp; 03/18/2026 | &nbsp;&nbsp; 1320000 | &nbsp;&nbsp; 174090 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Citi to receive <br> SOFR and pay exercise rate<br>| Citi | USD | &nbsp;&nbsp; 150000000 | &nbsp;&nbsp; 150000000 | 3.75 | &nbsp;&nbsp; 04/22/2026 | &nbsp;&nbsp; 468750 | &nbsp;&nbsp; 43905 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Morgan <br> Stanley to receive SOFR and pay exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; 225000000 | &nbsp;&nbsp; 225000000 | 3.60 | &nbsp;&nbsp; 05/06/2026 | &nbsp;&nbsp; 1327500 | &nbsp;&nbsp; 235328 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Morgan <br> Stanley to receive SOFR and pay exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; 75000000 | &nbsp;&nbsp; 75000000 | 3.75 | &nbsp;&nbsp; 08/04/2026 | &nbsp;&nbsp; 418125 | &nbsp;&nbsp; 147210 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Morgan <br> Stanley to receive SOFR and pay exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; 150000000 | &nbsp;&nbsp; 150000000 | 3.40 | &nbsp;&nbsp; 08/05/2026 | &nbsp;&nbsp; 2394000 | &nbsp;&nbsp; 862245 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; 5928375 | &nbsp;&nbsp; 1462778 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Premium** <br>**received ($)**<br>| **Value ($)** |
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap <br> with Citi to receive SOFR and <br> pay exercise rate<br>| Citi | USD | &nbsp;&nbsp; (119190000)<br>| &nbsp;&nbsp; (119190000)<br>| 3.20 | &nbsp;&nbsp; 03/26/2026 | &nbsp;&nbsp; (95352)<br>| &nbsp;&nbsp; (221455)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap <br> with Citi to receive SOFR and <br> pay exercise rate<br>| Citi | USD | &nbsp;&nbsp; (250000000)<br>| &nbsp;&nbsp; (250000000)<br>| 3.10 | &nbsp;&nbsp; 03/27/2026 | &nbsp;&nbsp; (437500)<br>| &nbsp;&nbsp; (437500)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap <br> with Goldman Sachs <br> International to receive SOFR <br> and pay exercise rate<br>| Goldman Sachs International | USD | &nbsp;&nbsp; (200000000)<br>| &nbsp;&nbsp; (200000000)<br>| 3.10 | &nbsp;&nbsp; 03/27/2026 | &nbsp;&nbsp; (300000)<br>| &nbsp;&nbsp; (300000)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap <br> with Morgan Stanley to <br> receive SOFR and pay <br> exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; (170000000)<br>| &nbsp;&nbsp; (170000000)<br>| 3.10 | &nbsp;&nbsp; 03/27/2026 | &nbsp;&nbsp; (255000)<br>| &nbsp;&nbsp; (255000)<br>|
| Total |  |  |  |  |  |  | &nbsp;&nbsp; (1087852)<br>| &nbsp;&nbsp; (1213955)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** | **Credit default swap contracts - buy protection** |
| **Reference** <br>**entity**<br>| **Counterparty** | **Maturity** <br>**date**<br>| **Pay** <br>**fixed** <br>**rate** <br>**(%)**<br>| **Payment** <br>**frequency**<br>| **Notional** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Value** <br>**($)**<br>| **Periodic** <br>**payments** <br>**receivable** <br>**(payable)** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; CMBX North America Index, <br> Series 11 BBB-<br>| Citi | 11/18/2054 | 3.000 | Monthly | USD | 5000000 | 580910 | (1250)<br>| 641541 |  |  | (61881)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** |
| **Reference** <br>**entity**<br>| **Counterparty** | **Maturity** <br>**date**<br>| **Receive** <br>**fixed** <br>**rate** <br>**(%)**<br>| **Payment** <br>**frequency**<br>| **Implied** <br>**credit** <br>**spread** <br>**(%)\***<br>| **Notional** <br>**currency**<br>| **Notional** <br>**amount** <br>| **Value** <br>**($)**<br>| **Periodic** <br>**payments** <br>**receivable** <br>**(payable)** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 10 BBB-<br>| Citi | 11/17/2059 | 3.000 | Monthly | 49.431 | USD | 4997449 | (1249821)<br>| 1250 |  | (964790)<br>|  | (283781)<br>|
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 10 BBB-<br>| Citi | 11/17/2059 | 3.000 | Monthly | 49.431 | USD | 4997449 | (1249821)<br>| 1249 |  | (546941)<br>|  | (701631)<br>|
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 16 BBB-<br>| &nbsp;&nbsp; Goldman Sachs <br> International<br>| 04/17/2065 | 3.000 | Monthly | 7.249 | USD | 5000000 | (837851)<br>| 1251 |  | (632304)<br>|  | (204296)<br>|
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 17 BBB-<br>| &nbsp;&nbsp; Goldman Sachs <br> International<br>| 12/15/2056 | 3.000 | Monthly | 5.968 | USD | 18000000 | (2397593)<br>| 4500 |  | (2657289)<br>| 264196 |  |
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 17 BBB-<br>| &nbsp;&nbsp; Goldman Sachs <br> International<br>| 12/15/2056 | 3.000 | Monthly | 5.968 | USD | 3000000 | (399599)<br>| 750 |  | (286155)<br>|  | (112694)<br>|
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 10 BBB-<br>| Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 49.431 | USD | 9994898 | (2499642)<br>| 2499 |  | (1423169)<br>|  | (1073974)<br>|
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 7 BBB-<br>| Morgan Stanley | 01/17/2047 | 3.000 | Monthly | 14.365 | USD | 1769730 | (132768)<br>| 442 |  | (82162)<br>|  | (50164)<br>|
| Total |  |  |  |  |  |  |  | (8767095)<br>| 11941 |  | (6592810)<br>| 264196 | (2426540)<br>|

---

\* Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. <br>

**Notes to Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents privately placed and other securities and instruments exempt from Securities
 and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
 to qualified institutional buyers. At February 28, 2026, the total value of these securities amounted to $365,384,397, which represents 30.54% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Principal amount represents ownership shares of the Trust.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Security represents a pool of loans that generate cash payments generally over fixed
 periods of time. Such securities entitle the security holders to receive distributions (i.e. principal and interest, net of fees and expenses) that are tied to the payments
 made by the borrower on the underlying loans. Due to the structure of the security the cash payments received are not known until the time of payment. The interest rate
 shown is the stated coupon rate as of February 28, 2026 and is not reflective of the cash flow payments. The security is represented in shares.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Valuation based on significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Variable rate security. The interest rate shown was the current rate as of February
 28, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Variable or floating rate security, the interest rate of which adjusts periodically
 based on changes in current interest rates and prepayments on the underlying pool
 of assets. The interest rate shown was the current rate as of February 28, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Represents interest only securities which have the right to receive the monthly interest
 payments on an underlying pool of mortgage loans.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Represents a security in default.

&nbsp;&nbsp;&nbsp;&nbsp;(i) This security or a portion of this security has been pledged as collateral in connection
 with investments sold short and/or derivative contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Represents a security purchased on a when-issued basis.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Represents a variable rate security with a step coupon where the rate adjusts according
 to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the
 current rate as of February 28, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(l) Represents fair value as determined in good faith under procedures approved by the
 Board of Trustees. At February 28, 2026, the total value of these securities amounted to $9,219,442, which represents 0.77% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(m) The rate shown is the seven-day current annualized yield at February 28, 2026.

Columbia Quality Income Fund \| 2026

------

Portfolio of Investments (continued)

Columbia Quality Income Fund, February 28, 2026 (Unaudited)

**Notes to Portfolio of Investments (continued)**

&nbsp;&nbsp;&nbsp;&nbsp;(n) Under the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the
 holdings and transactions in these affiliated companies during the period ended February 28, 2026 are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends($)** | **End of** <br>**period shares**<br>|
| Columbia Short-Term Cash Fund, 3.777% | Columbia Short-Term Cash Fund, 3.777% | Columbia Short-Term Cash Fund, 3.777% | Columbia Short-Term Cash Fund, 3.777% | Columbia Short-Term Cash Fund, 3.777% | Columbia Short-Term Cash Fund, 3.777% | Columbia Short-Term Cash Fund, 3.777% | Columbia Short-Term Cash Fund, 3.777% | Columbia Short-Term Cash Fund, 3.777% |
|  | 36516188 | &nbsp;&nbsp; 418599766 | &nbsp;&nbsp; (400669503)<br>| &nbsp;&nbsp; 6386 | &nbsp;&nbsp; 54452837 | &nbsp;&nbsp; (810)<br>| &nbsp;&nbsp; 1515497 | &nbsp;&nbsp; 54463730 |

---

**Abbreviation Legend** 

---

| | |
|:---|:---|
| CMO | Collateralized Mortgage Obligation |
| SOFR | Secured Overnight Financing Rate |
| STRIPS | Separate Trading of Registered Interest and Principal Securities |
| TBA | To Be Announced |

---

**Currency Legend** 

USD US Dollar

Investments are valued using policies described in the Notes to Financial Statements included within the most recent financial statements and additional information.

Columbia Quality Income Fund \| 2026

------

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.

3QT236_05_T01_(04/26)

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Columbia Funds Series Trust II

- **b. Investment Company Act file number:** 811-21852

- **c. CIK number of Registrant:** 0001352280

- **d. LEI of Registrant:** 549300ETFU8G7TK7WT48

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1800-345-6611

**Item A.2. Information about the Series.**

- **a. Name of Series:** Columbia Quality Income Fund

- **b. EDGAR series identifier (if any):** S000031344

- **c. LEI of Series:** TJ30X3X4Z9WHP6KG4C22

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1551116720.79

**Total Liabilities:** $357838163.37

**Net Assets:** $1193278557.42

**Delayed Delivery Securities:** $343504378.69

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 167455.78000000 | **1-Year:** 1501.27000000 | **5-Year:** 1173.49000000 | **10-Year:** 40506.89000000 | **30-Year:** 386661.82000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 45840.45000000 | **1-Year:** 52080.61000000 | **5-Year:** 5248.62000000 | **10-Year:** 22566.01000000 | **30-Year:** 65311.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149222 | -0.50%               | 0.15%                | 2.37%                |
| Class ID C000097361 | -0.51%               | 0.14%                | 2.35%                |
| Class ID C000097358 | -0.59%               | 0.00%                | 2.33%                |
| Class ID C000097356 | -0.53%               | 0.06%                | 2.39%                |
| Class ID C000121134 | -0.50%               | 0.15%                | 2.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-389927.95              | $-6988610.73                               |
| Month 2  | $2096045.27              | $-2651378.78                               |
| Month 3  | $-785108.87              | $24038870.87                               |

**Designated Index Information**

- **Index Name:** BBG MBS Index

- **Index Identifier:** LEH_MBS

### Schedule of Portfolio Investments

| Name                                                  | Title                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                           | Freddie Mac Pool                                                 | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14632499 | PA      | $14991033.19  | 1.26%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                            | Affirm Asset Securitization Trust 2024-X2                        | CUSIP: 00833Q105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22000 | PA      | $311882.67    | 0.03%             | 2029-12-17      | Variable      | 100.00%               | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                  | CHNGE Mortgage Trust 2023-1                                      | CUSIP: 12547QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6144000 | PA      | $6198470.86   | 0.52%             | 2058-03-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2024-RCF1 LLC                                               | CUSIP: 693581AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3544737.84   | 0.30%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4935                                | FREDDIE MAC FHLMC_4935                                           | CUSIP: 3137FQ4U4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5746058 | PA      | $841158.55    | 0.07%             | 2049-12-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140MP6G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17946013 | PA      | $16933593.99  | 1.42%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_23-HE3                           | FIGURE LENDING FIGRE_23-HE3                                      | CUSIP: 31684CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1608191 | PA      | $1671406.75   | 0.14%             | 2042-01-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-95   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-95              | CUSIP: 38384P6F2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14396976 | PA      | $938010.52    | 0.08%             | 2054-06-20      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-21   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-21              | CUSIP: 38380K4X0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5440623 | PA      | $883031.00    | 0.07%             | 2048-02-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2021-DNA1                          | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $4479854.40   | 0.38%             | 2051-01-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86      | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86                 | CUSIP: 3136BXPP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12518396 | PA      | $12497673.07  | 1.05%             | 2055-09-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3      | NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3                 | CUSIP: 64830NAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $10555540.80  | 0.88%             | 2059-07-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                | NRZ Excess Spread-Collateralized Notes                           | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1428982 | PA      | $1411406.78   | 0.12%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | CUSIP: 38381RWR6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5701270 | PA      | $802477.17    | 0.07%             | 2049-02-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST PAID_25-5                        | PAGAYA AI DEBT TRUST PAID_25-5                                   | CUSIP: 69548WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2499903 | PA      | $2509827.77   | 0.21%             | 2033-03-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2025-NQM4 Trust                                             | CUSIP: 69392VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2793396 | PA      | $2812733.51   | 0.24%             | 2070-07-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | OTC (GENERIC) 0 YEAR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   75000000 | NC      | $147210.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-129                                | FANNIE MAE FNMA_12-129                                           | CUSIP: 3136AADU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     117083 | PA      | $653.68       | 0.00%             | 2041-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4965                         | FREDDIE MAC REMICS FHLMC_4965                                    | CUSIP: 3137FRWS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4719620 | PA      | $596715.29    | 0.05%             | 2050-04-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-54      | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-54                 | CUSIP: 3136BGJP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17723216 | PA      | $2415254.33   | 0.20%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5104     | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5104                | CUSIP: 3137FYZH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4081515 | PA      | $3499290.54   | 0.29%             | 2049-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-NQM1                               | CSMC TRUST CSMC_22-NQM1                                          | CUSIP: 126416AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4290445 | PA      | $3836270.44   | 0.32%             | 2066-11-25      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HAQZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26837276 | PA      | $3121156.42   | 0.26%             | 2048-01-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2025-2 LLC                                                  | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2997282.30   | 0.25%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513     | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                | CUSIP: 3137HKF33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11403095 | PA      | $11673952.82  | 0.98%             | 2054-11-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                  | CHNGE Mortgage Trust 2023-3                                      | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2295759 | PA      | $2301732.94   | 0.19%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_417                                   | FANNIE MAE FNMA_417                                              | CUSIP: 31395QC32<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4561208 | PA      | $902107.66    | 0.08%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3138EGFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     645054 | PA      | $677968.31    | 0.06%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA_20-55                                            | FNMA_20-55                                                       | CUSIP: 3136BBRM6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16674172 | PA      | $2787379.70   | 0.23%             | 2050-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4147                                | FREDDIE MAC FHLMC_4147                                           | CUSIP: 3137AXDF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      21216 | PA      | $17.24        | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-34                 | CUSIP: 3136BQER6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18077706 | PA      | $2399439.39   | 0.20%             | 2048-10-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4983     | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4983                | CUSIP: 3137FTHL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19448780 | PA      | $3048409.59   | 0.26%             | 2050-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-159  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-159             | CUSIP: 38382XG74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10888164 | PA      | $1687750.39   | 0.14%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                | CUSIP: 3136BU5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5251817 | PA      | $5375210.11   | 0.45%             | 2055-01-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-117  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-117             | CUSIP: 38381YRF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9877327 | PA      | $1347010.61   | 0.11%             | 2049-09-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC_14-USA                                                      | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4050000 | PA      | $2588068.67   | 0.22%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                         | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23932363 | PA      | $1365752.92   | 0.11%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-1                                  | FANNIE MAE FNMA_13-1                                             | CUSIP: 3136ABYL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1217164 | PA      | $168273.59    | 0.01%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 31417CNA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3523199 | PA      | $3427077.66   | 0.29%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2025-RCF4 LLC                                               | CUSIP: 69382WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2126989.26   | 0.18%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Splitero Trust 2025-1                                 | Splitero Trust 2025-1                                            | CUSIP: 848948AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $4290941.19   | 0.36%             | 2055-12-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HKQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10915185 | PA      | $11065467.88  | 0.93%             | 2055-04-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-3                                  | FANNIE MAE FNMA_17-3                                             | CUSIP: 3136AU5X5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8622420 | PA      | $998965.98    | 0.08%             | 2047-02-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| SAIF SECURITIZATION TRUST SAIF_25-CES1                | SAIF SECURITIZATION TRUST SAIF_25-CES1                           | CUSIP: 78438CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2250000 | PA      | $2295708.75   | 0.19%             | 2065-06-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                 | FANNIE MAE FHLMC_4620                                            | CUSIP: 3137BSAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2310027 | PA      | $245308.27    | 0.02%             | 2042-11-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                               | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5261114 | PA      | $5301025.06   | 0.44%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTICIPATION LP ASPWP-29-1A                 | ASP WHCO PARTICIPATION LP ASPWP-29-1A                            | CUSIP: 04524YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $7600000.00   | 0.64%             | 2029-03-29      | Floating      | 6.71%                 | No            |                  3 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39              | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5523683 | PA      | $5743065.33   | 0.48%             | 2055-03-20      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                           | CHNGE Mortgage Trust 2022-2                                      | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5254972 | PA      | $5240844.74   | 0.44%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                            | CUSIP: 3132H7D84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8148153 | PA      | $7685871.82   | 0.64%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                  | LHOME Mortgage Trust 2024-RTL1                                   | CUSIP: 50205DAA7<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10020713.00  | 0.84%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140FG6D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3210050 | PA      | $3093380.49   | 0.26%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                           | Legacy Mortgage Asset Trust 2021-GS1                             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3255019 | PA      | $3265077.06   | 0.27%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100             | CUSIP: 38384B4H1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20068814 | PA      | $1965166.41   | 0.16%             | 2053-07-20      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US ULTRA T-BOND JUN 26                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         94 | NC      | $99987.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92              | CUSIP: 38381WR67<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12358442 | PA      | $1629774.51   | 0.14%             | 2049-07-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-77              | CUSIP: 38382FAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12219798 | PA      | $1179882.60   | 0.10%             | 2049-05-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102             | CUSIP: 38380NKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11884310 | PA      | $551392.76    | 0.05%             | 2060-03-16      | Floating      | 0.84%                 | No            |                  2 | On Loan: No      |
| CIM_20-R3                                             | CIM_20-R3                                                        | CUSIP: 12559NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8500000 | PA      | $8261863.15   | 0.69%             | 2060-01-26      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                      | HILT_16-SFP                                                      | CUSIP: 43289VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $478778.50    | 0.04%             | 2035-11-05      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-40                                 | FANNIE MAE FNMA_20-40                                            | CUSIP: 3136BAPQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14372465 | PA      | $2331315.86   | 0.20%             | 2050-06-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-46      | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-46                 | CUSIP: 3136BNGS9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15638822 | PA      | $1760624.85   | 0.15%             | 2052-07-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_264                            | FREDDIEMAC STRIP FHSTR_264                                       | CUSIP: 31325TL98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2417391 | PA      | $255743.08    | 0.02%             | 2042-07-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                      | FREDDIE MAC GOLD                                                 | CUSIP: 3132QTYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     961268 | PA      | $951292.16    | 0.08%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | CDS: (CMBX.NA.7.BBB-)                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |   -1769730 | OU      | $-50163.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH1             | CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH1                        | CUSIP: 12660BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2447765 | PA      | $2336293.50   | 0.20%             | 2067-01-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2025-RCF3 LLC                                               | CUSIP: 69392PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2013723.60   | 0.17%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CMLTI_14-A                                            | CMLTI_14-A                                                       | CUSIP: 17322GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     262217 | PA      | $263067.08    | 0.02%             | 2035-01-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                      | FREDDIE MAC GOLD                                                 | CUSIP: 3128M95V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3563436 | PA      | $3450330.56   | 0.29%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_23-4                       | CHNGE MORTGAGE TRUST CHNGE_23-4                                  | CUSIP: 12569QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5480320 | PA      | $5537553.72   | 0.46%             | 2058-09-25      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140XLXM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16698565 | PA      | $15257027.92  | 1.28%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-101                                | FANNIE MAE FNMA_16-101                                           | CUSIP: 3136AU3F6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12090635 | PA      | $1575733.77   | 0.13%             | 2047-01-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | CDS: (CMBX.NA.16.BBB-)                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   -5000000 | OU      | $-204296.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17              | CUSIP: 38383VC89<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19215018 | PA      | $2168526.28   | 0.18%             | 2053-02-20      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22000000 | PA      | $22352721.38  | 1.87%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19              | CUSIP: 38380N3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17287116 | PA      | $779427.66    | 0.07%             | 2061-12-16      | Floating      | 0.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-72                                 | FANNIE MAE FNMA_17-72                                            | CUSIP: 3136AXU52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21970628 | PA      | $994239.02    | 0.08%             | 2047-09-25      | Floating      | 0.17%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC 2014-USA OA LLC                                             | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $1770154.76   | 0.15%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                                  | STAR 2025-SFR6 Trust                                             | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8020254.40   | 0.67%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139             | CUSIP: 38381ANK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2837412 | PA      | $388641.51    | 0.03%             | 2048-10-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                 | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17972491 | PA      | $15888306.28  | 1.33%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119             | CUSIP: 38382UN72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16507224 | PA      | $2806277.57   | 0.24%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4107                                | FREDDIE MAC FHLMC_4107                                           | CUSIP: 3137AUG60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1245682 | PA      | $63526.81     | 0.01%             | 2038-06-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3138ERRU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6569240 | PA      | $6158991.90   | 0.52%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-13      | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-13                 | CUSIP: 3136BFNK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12514825 | PA      | $2420791.49   | 0.20%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-90                                 | FANNIE MAE FNMA_17-90                                            | CUSIP: 3136AYQT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4722741 | PA      | $640970.88    | 0.05%             | 2047-11-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-111  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-111             | CUSIP: 38382UPG0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14700807 | PA      | $2128942.97   | 0.18%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | CUSIP: 38382MRY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13955195 | PA      | $3112573.76   | 0.26%             | 2050-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                  | CUSIP: 3140XAVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21621247 | PA      | $18277093.71  | 1.53%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  100000000 | NC      | $1080670.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140X8QL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13465940 | PA      | $11933278.23  | 1.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4            | CUSIP: 79581UAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2662638 | PA      | $4632894.37   | 0.39%             | 2053-11-25      | Floating      | 49.38%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-67   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-67              | CUSIP: 38382RT81<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15663674 | PA      | $2658498.31   | 0.22%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | CDS: (CMBX.NA.10.BBB-)                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |   -4997449 | OU      | $-283781.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140XN2F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17261269 | PA      | $14494813.51  | 1.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                        | Home Partners of America 2021-2 Trust                            | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19189913 | PA      | $18840238.15  | 1.58%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EASY MORTGAGE LOAN TRUST EASY_25-RTL1                 | EASY MORTGAGE LOAN TRUST EASY_25-RTL1                            | CUSIP: 27786FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4350000 | PA      | $4402394.88   | 0.37%             | 2040-05-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113             | CUSIP: 38384CZJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   27858172 | PA      | $3470272.93   | 0.29%             | 2049-09-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | GOVERNMENT NATIONAL MORTGAGE ASS                                 | CUSIP: 38379E4C3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2495026 | PA      | $126520.53    | 0.01%             | 2039-09-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | FREDDIE MAC GOLD                                                 | CUSIP: 3132M8QG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4490391 | PA      | $4457041.68   | 0.37%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19000000 | PA      | $19488077.13  | 1.63%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | CUSIP: 3620AETC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275736 | PA      | $286949.99    | 0.02%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                    | A&D Mortgage Trust 2024-NQM1                                     | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |    1511133 | PA      | $1521548.09   | 0.13%             | 2069-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | OTC (GENERIC) 0 YEAR                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        | -119190000 | NC      | $-221455.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                  | CUSIP: 3140X8ED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14330183 | PA      | $12179402.16  | 1.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HLJQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9914621 | PA      | $9892243.98   | 0.83%             | 2055-06-25      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HKNH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5877291 | PA      | $5981288.48   | 0.50%             | 2055-03-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| NRZT_14-1A                                            | NRZT_14-1A                                                       | CUSIP: 64828AAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5527411 | PA      | $225431.57    | 0.02%             | 2054-01-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| FHLMC_4215                                            | FHLMC_4215                                                       | CUSIP: 3137B34H8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      99223 | PA      | $1874.34      | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                  | CUSIP: 31412LMW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1869418 | PA      | $1886506.22   | 0.16%             | 2036-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104             | CUSIP: 38382HGQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9173521 | PA      | $1225613.53   | 0.10%             | 2050-07-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  109751209 | NC      | $10.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193             | CUSIP: 38383DTZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  123236330 | PA      | $321979.56    | 0.03%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-125  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-125             | CUSIP: 38382HLX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10419161 | PA      | $1565885.32   | 0.13%             | 2050-08-20      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286     | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286                | CUSIP: 3137B6UF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1560362 | PA      | $201329.78    | 0.02%             | 2043-12-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | CDS: (CMBX.NA.10.BBB-)                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |   -9994898 | OU      | $-1073974.01  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                      | Bain Capital Credit Clo 2019-4 Ltd                               | CUSIP: 05684ABG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5009260.00   | 0.42%             | 2035-04-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140XAZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18517722 | PA      | $16295055.29  | 1.37%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2         | VISTA POINT SECURITIZATION TRUST VSTA_25-CES2                    | CUSIP: 92842UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3050000 | PA      | $3095974.18   | 0.26%             | 2055-08-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F022436<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $19065947.00  | 1.60%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HPAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35332802 | PA      | $3100827.93   | 0.26%             | 2055-12-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                | CUSIP: 3136AQC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9947187 | PA      | $1218475.73   | 0.10%             | 2046-02-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79              | CUSIP: 38384PDH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12993792 | PA      | $1917176.89   | 0.16%             | 2054-05-20      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                            | MFA 2025-NQM4 Trust                                              | CUSIP: 55287RAC2<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |    5766063 | PA      | $5815478.24   | 0.49%             | 2070-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | CUSIP: 38384PRM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17582442 | PA      | $2422777.81   | 0.20%             | 2054-06-20      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                        | Pagaya AI Debt Grantor Trust 2024-10                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2028143 | PA      | $2044732.69   | 0.17%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-57                                 | FANNIE MAE FNMA_19-57                                            | CUSIP: 3136B6PZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9227618 | PA      | $1329904.63   | 0.11%             | 2049-10-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-46   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-46              | CUSIP: 38382P4J8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17613674 | PA      | $2409346.23   | 0.20%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                      | FREDDIE MAC GOLD                                                 | CUSIP: 3132GTUM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1728389 | PA      | $1679878.58   | 0.14%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  150000000 | NC      | $174090.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                  | CUSIP: 3140QB4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11264978 | PA      | $10384597.73  | 0.87%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1               | CUSIP: 38380UA94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5946256 | PA      | $870593.10    | 0.07%             | 2048-01-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142             | CUSIP: 38382XTC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19493537 | PA      | $2684940.40   | 0.23%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                      | RCO 2025-Pr1 Trust                                               | CUSIP: 74939AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4572140 | PA      | $4559631.60   | 0.38%             | 2055-03-02      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2025-RCF3 LLC                                               | CUSIP: 69392PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2757342.50   | 0.23%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 2YR NOTE JUN 26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -499 | NC      | $-180226.82   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | CDS: (CMBX.NA.11.BBB-)                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    5000000 | OU      | $-61881.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140QQD77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10702378 | PA      | $10905399.04  | 0.91%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140FEDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3020411 | PA      | $2898778.57   | 0.24%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US LONG BOND JUN 26                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -407 | NC      | $-341642.31   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | CDS: (CMBX.NA.17.BBB-)                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |  -18000000 | OU      | $264196.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105     | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105                | CUSIP: 3137H06M5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17586262 | PA      | $3427439.27   | 0.29%             | 2051-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                            | ACHV ABS TRUST ACHV_24-1PL                                       | CUSIP: 00092BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     619175 | PA      | $625613.50    | 0.05%             | 2031-04-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-128  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-128             | CUSIP: 38383T7W7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15740501 | PA      | $1629738.42   | 0.14%             | 2052-07-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                | FEDERAL HOME LOAN MORTGAGE CORPORATION                           | CUSIP: 3137HLPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   12620147 | PA      | $1463937.09   | 0.12%             | 2055-06-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                  | CUSIP: 31416CEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1278577 | PA      | $1296671.31   | 0.11%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-140  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-140             | CUSIP: 38384EUV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1517977 | PA      | $1576679.01   | 0.13%             | 2053-09-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-1    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-1               | CUSIP: 38382MJ91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16725633 | PA      | $2458736.62   | 0.21%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113             | CUSIP: 38384CVG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12909288 | PA      | $863406.77    | 0.07%             | 2053-08-20      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                   | New Residential Mortgage Loan Trust 2022-NQM2                    | CUSIP: 64831MAB8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    4420000 | PA      | $3743934.04   | 0.31%             | 2062-03-27      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-121  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-121             | CUSIP: 38375G5P2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1329259 | PA      | $176809.43    | 0.01%             | 2042-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94              | CUSIP: 38380XSN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5333946 | PA      | $858738.16    | 0.07%             | 2048-05-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40000000 | PA      | $37691218.00  | 3.16%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                 | Cayuga Park CLO Ltd                                              | CUSIP: 149791BG9<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |   11000000 | PA      | $10986987.00  | 0.92%             | 2038-10-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-93                                 | FANNIE MAE FNMA_14-93                                            | CUSIP: 3136AMDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5457546 | PA      | $723318.61    | 0.06%             | 2045-01-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 10YR NOTE JUN 26                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -793 | NC      | $-386383.06   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | CUSIP: 36213J7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23319 | PA      | $24185.82     | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140XNEM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7104332 | PA      | $7269273.77   | 0.61%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                | MPOWER Education Trust 2025-1                                    | CUSIP: 62477DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6683223 | PA      | $6821749.68   | 0.57%             | 2042-12-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  130000000 | NC      | $779064.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   74126000 | NC      | $828187.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80              | CUSIP: 38384NMT9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8031127 | PA      | $7365369.27   | 0.62%             | 2064-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-37                                 | FANNIE MAE FNMA_16-37                                            | CUSIP: 3136ASPK6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6540773 | PA      | $793870.60    | 0.07%             | 2046-06-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4177                                | FREDDIE MAC FHLMC_4177                                           | CUSIP: 3137B16F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2565915 | PA      | $354909.94    | 0.03%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                          | Upstart Securitization Trust                                     | CUSIP: 91684NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5138935.14   | 0.43%             | 2034-11-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2024-RCF1 LLC                                               | CUSIP: 693581AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $4124468.88   | 0.35%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158             | CUSIP: 38382X7G4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14507508 | PA      | $2292994.39   | 0.19%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2023-RCF2 LLC                                               | CUSIP: 69380RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4916469.50   | 0.41%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST PNT_26-1                   | POINT SECURITIZATION TRUST PNT_26-1                              | CUSIP: 73072JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9300000 | PA      | $9219442.47   | 0.77%             | 2056-02-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21              | CUSIP: 38381B7M0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5017810 | PA      | $564946.25    | 0.05%             | 2049-02-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                  | CUSIP: 3140XHWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29762690 | PA      | $29232780.95  | 2.45%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                            | HTAP Issuer Trust 2024-2                                         | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6103783 | PA      | $6114848.13   | 0.51%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                        | Pagaya AI Debt Trust 2024-3                                      | CUSIP: 69547XAC6<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    2831960 | PA      | $2848553.45   | 0.24%             | 2031-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                 | FREDDIE MAC FHLMC_326                                            | CUSIP: 31325VB86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1172728 | PA      | $130494.50    | 0.01%             | 2044-03-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| MPOWR_25-1                                            | MPOWR_25-1                                                       | CUSIP: 62477DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2058638.20   | 0.17%             | 2042-12-22      | Fixed         | 8.18%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM1                               | A&D MTG TR ADMT_24-NQM1                                          | CUSIP: 00039GAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2038353.20   | 0.17%             | 2069-02-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140XQBR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23574003 | PA      | $23458179.28  | 1.97%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                  | CUSIP: 3140H4B94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17942161 | PA      | $18074966.30  | 1.51%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2022-NQM1 Trust                                             | CUSIP: 69378KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5973414.60   | 0.50%             | 2067-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-45      | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-45                 | CUSIP: 3136BWEY8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22233476 | PA      | $1578576.78   | 0.13%             | 2055-06-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1        | MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1                   | CUSIP: 58550DAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2789000 | PA      | $2687771.85   | 0.23%             | 2054-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3138E2FK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1247014 | PA      | $1240962.52   | 0.10%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMLTI_09-11                                           | CMLTI_09-11                                                      | CUSIP: 17314QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     133330 | PA      | $132144.04    | 0.01%             | 2037-02-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987     | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987                | CUSIP: 3137FTRP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10111352 | PA      | $1604386.46   | 0.13%             | 2050-06-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  225000000 | NC      | $235327.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140QSFA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14306548 | PA      | $14530422.13  | 1.22%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                          | Upstart Securitization Trust 2025-4                              | CUSIP: 91684AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1005156.20   | 0.08%             | 2035-11-20      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140BHHW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10930238 | PA      | $11216808.96  | 0.94%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | THREE-MONTH SOFR FUTURE MAR 26                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -676 | NC      | $182653.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                        | Pagaya AI Debt Trust 2024-3                                      | CUSIP: 69547XAB8<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    2105066 | PA      | $2117955.54   | 0.18%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                        | Pagaya AI Debt Grantor Trust 2026-1                              | CUSIP: 694969AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5610000 | PA      | $5650138.99   | 0.47%             | 2033-09-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_05-74                                 | FANNIE MAE FNMA_05-74                                            | CUSIP: 31394FEC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2809184 | PA      | $142920.90    | 0.01%             | 2035-05-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122             | CUSIP: 38382WCZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14122622 | PA      | $1904315.52   | 0.16%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-118  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-118             | CUSIP: 38380NMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15564108 | PA      | $748541.76    | 0.06%             | 2061-06-16      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  149164518 | NC      | $14.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-81   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-81              | CUSIP: 38384BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12387715 | PA      | $839735.97    | 0.07%             | 2053-06-20      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2025-PF2                                             | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2722764 | PA      | $2750637.28   | 0.23%             | 2055-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                   | Sounds Point CLO IV-R LTD                                        | CUSIP: 83609YAE6<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10022000.00  | 0.84%             | 2031-04-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                      | FREDDIE MAC GOLD                                                 | CUSIP: 3132L6SJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3219364 | PA      | $3109016.60   | 0.26%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Gold Pool                                            | CUSIP: 31335AH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5620814 | PA      | $5428116.32   | 0.45%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-190             | CUSIP: 38383LAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21944717 | PA      | $1944157.09   | 0.16%             | 2049-11-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-79   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-79              | CUSIP: 38382FB86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9191708 | PA      | $1290798.89   | 0.11%             | 2050-06-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                  | CHNGE Mortgage Trust 2023-4                                      | CUSIP: 12569QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1701950 | PA      | $1714940.70   | 0.14%             | 2058-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-77                                 | FANNIE MAE FNMA_19-77                                            | CUSIP: 3136B7K26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12096111 | PA      | $1706997.07   | 0.14%             | 2050-01-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM3                                 | OBX TRUST OBX_22-NQM3                                            | CUSIP: 67116KAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5264000 | PA      | $4546961.08   | 0.38%             | 2062-01-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST VISIO_21-1R                               | VISIO TRUST VISIO_21-1R                                          | CUSIP: 92837UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1174627 | PA      | $1112542.76   | 0.09%             | 2056-05-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67000000 | PA      | $67300524.48  | 5.64%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140L3K26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17913297 | PA      | $15064985.45  | 1.26%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                         | COLUMBIA SHORT TERM CASH FUND                                    | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   54463730 | NS      | $54452837.37  | 4.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                | FEDERAL HOME LOAN MORTGAGE CORPORATION                           | CUSIP: 31427PWW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9799690 | PA      | $10123838.66  | 0.85%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2021-CM1 Trust                                              | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1049193 | PA      | $1019258.84   | 0.09%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                      | NetCredit Combined Receivables A LLC                             | CUSIP: 64112RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1441883 | PA      | $1466193.26   | 0.12%             | 2031-10-20      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-170  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-170             | CUSIP: 38380KTP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4833582 | PA      | $666231.91    | 0.06%             | 2047-11-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| GNMA POOL 701579 GN 01/39 FIXED 5                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | CUSIP: 36296UM49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     691193 | PA      | $708828.15    | 0.06%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae                                                       | CUSIP: 21H030633<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17000000 | PA      | $15590338.24  | 1.31%             | 2056-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | OTC (GENERIC) 0 YEAR                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  150000000 | NC      | $43905.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae                                                       | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12000000 | PA      | $10164274.56  | 0.85%             | 2056-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                      | Unlock Hea Trust 2023-1                                          | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3106940 | PA      | $3109856.67   | 0.26%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-119  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-119             | CUSIP: 38381YE59<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5761370 | PA      | $662154.82    | 0.06%             | 2049-09-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                      | FEDERAL HOME LOAN MORTGAGE CORPO                                 | CUSIP: 31325USF4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3286979 | PA      | $373837.60    | 0.03%             | 2043-08-15      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| VENDE_98-1                                            | VENDE_98-1                                                       | CUSIP: 911760LJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     124998 | PA      | $0.12         | 0.00%             | 2028-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_318                                 | FREDDIE MAC FHLMC_318                                            | CUSIP: 31325UVQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3479097 | PA      | $403579.11    | 0.03%             | 2043-11-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40              | CUSIP: 38380V6B2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3414895 | PA      | $468419.79    | 0.04%             | 2048-03-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                 | CUSIP: 3132ADVT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7817619 | PA      | $7719264.35   | 0.65%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-146  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-146             | CUSIP: 38382WZT7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17730173 | PA      | $3305225.19   | 0.28%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-52   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-52              | CUSIP: 38381VBU3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12978634 | PA      | $1992796.63   | 0.17%             | 2049-04-16      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-126  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-126             | CUSIP: 38383TX32<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18043739 | PA      | $2149146.48   | 0.18%             | 2052-07-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | CUSIP: 3617UVEL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18591736 | PA      | $16233263.47  | 1.36%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                  | CUSIP: 3140XAH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23574194 | PA      | $19825740.82  | 1.66%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-5                                  | FANNIE MAE FNMA_06-5                                             | CUSIP: 31394VL81<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1471891 | PA      | $14.72        | 0.00%             | 2034-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | CUSIP: 38382NEY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10295400 | PA      | $1497458.74   | 0.13%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                         | CUSIP: 38383VJ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19761671 | PA      | $2312364.46   | 0.19%             | 2050-05-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-97   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-97              | CUSIP: 38380XJ99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4462881 | PA      | $582545.64    | 0.05%             | 2048-07-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63              | CUSIP: 38380WWB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3853133 | PA      | $537585.33    | 0.05%             | 2048-04-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                         | SFO Commercial Mortgage Trust 2021-555                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3690747.04   | 0.31%             | 2038-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-190  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-190             | CUSIP: 38383LAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25786978 | PA      | $3554048.96   | 0.30%             | 2049-07-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | CUSIP: 3620AYKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     369559 | PA      | $385608.46    | 0.03%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I            | Research-Driven Pagaya Motor Asset Trust IV                      | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1050576 | PA      | $1041031.39   | 0.09%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GNMA_19-43                                            | GNMA_19-43                                                       | CUSIP: 38381T2U8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9280809 | PA      | $1074287.10   | 0.09%             | 2049-04-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                     | Imperial Fund Mortgage Trust 2021-NQM4                           | CUSIP: 45276JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5955724 | PA      | $5416977.92   | 0.45%             | 2057-01-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                      | FREDDIE MAC GOLD                                                 | CUSIP: 3128CUTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     376700 | PA      | $383059.37    | 0.03%             | 2030-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | CUSIP: 38382MHY8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7495776 | PA      | $1104485.30   | 0.09%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3140XHNA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6839823 | PA      | $5716506.73   | 0.48%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                      | FREDDIE MAC GOLD                                                 | CUSIP: 31292LGF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2367867 | PA      | $2305073.57   | 0.19%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4068                                | FREDDIE MAC FHLMC_4068                                           | CUSIP: 3137ARN93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1308302 | PA      | $143824.77    | 0.01%             | 2036-09-15      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161             | CUSIP: 38383A6G4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16683658 | PA      | $2563277.18   | 0.21%             | 2051-09-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-42                                 | FANNIE MAE FNMA_16-42                                            | CUSIP: 3136AS2T2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9335953 | PA      | $1258045.80   | 0.11%             | 2046-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                | FEDERAL HOME LOAN MORTGAGE CORPORATION                           | CUSIP: 3142GSWW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8919982 | PA      | $9202685.57   | 0.77%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141             | CUSIP: 38384EE68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20182599 | PA      | $2555522.72   | 0.21%             | 2049-12-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47              | CUSIP: 38383WJ31<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11974166 | PA      | $938917.09    | 0.08%             | 2053-03-20      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  150000000 | NC      | $3737340.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100             | CUSIP: 38384B4K4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23951486 | PA      | $3039651.90   | 0.25%             | 2049-09-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HKPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12145024 | PA      | $12355200.04  | 1.04%             | 2055-04-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HLW24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18974067 | PA      | $998035.95    | 0.08%             | 2055-06-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4993                                | FREDDIE MAC FHLMC_4993                                           | CUSIP: 3137FU6V1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13514901 | PA      | $2173963.72   | 0.18%             | 2050-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | CUSIP: 38384MJC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25761448 | PA      | $1354652.87   | 0.11%             | 2054-04-20      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-125  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-125             | CUSIP: 38382HMR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14992263 | PA      | $2194147.68   | 0.18%             | 2050-08-20      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | CUSIP: 38384JTX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4500944 | PA      | $4566234.31   | 0.38%             | 2064-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                   | SG Residential Mortgage Trust 2019-3                             | CUSIP: 78432BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3806636 | PA      | $3758621.43   | 0.31%             | 2059-09-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| VENDE_98-3                                            | VENDE_98-3                                                       | CUSIP: 911760LZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     147959 | PA      | $0.15         | 0.00%             | 2029-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4594                                | FREDDIE MAC FHLMC_4594                                           | CUSIP: 3137BQMD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3146744 | PA      | $404731.40    | 0.03%             | 2046-06-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST PRKCM_22-AFC1                             | PRKCM TRUST PRKCM_22-AFC1                                        | CUSIP: 69377CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3417051 | PA      | $3311652.77   | 0.28%             | 2057-04-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HBDP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18656105 | PA      | $2305071.78   | 0.19%             | 2048-08-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                      | Hilton USA Trust 2016-SFP                                        | CUSIP: 43289VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8700000 | PA      | $174744.72    | 0.01%             | 2035-11-05      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | GOVERNMENT NATIONAL MORTGAGE ASS                                 | CUSIP: 38379EZ54<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8002276 | PA      | $1068327.82   | 0.09%             | 2044-09-16      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-139  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-139             | CUSIP: 38380NTH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17009370 | PA      | $716227.16    | 0.06%             | 2061-11-16      | Floating      | 0.67%                 | No            |                  2 | On Loan: No      |
| GNMA_18-155                                           | GNMA_18-155                                                      | CUSIP: 38381A2N5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5739703 | PA      | $669980.62    | 0.06%             | 2048-11-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2022-DNA2                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $4651137.45   | 0.39%             | 2042-02-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                       | Easy Street Mortgage Loan Trust 2025-RTL2                        | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8300000 | PA      | $8334000.12   | 0.70%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-33                                 | FANNIE MAE FNMA_19-33                                            | CUSIP: 3136B45D6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13309921 | PA      | $1567264.51   | 0.13%             | 2049-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3               | CUSIP: 38382BN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18176551 | PA      | $660272.31    | 0.06%             | 2062-02-16      | Floating      | 0.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   30503000 | NC      | $478457.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae                                                       | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   65000000 | PA      | $64233203.45  | 5.38%             | 2056-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 5YR NOTE JUN 26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        520 | NC      | $158152.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                  | GCAT 2023-NQM4 Trust                                             | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5183688 | PA      | $5051412.01   | 0.42%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12      | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12                 | CUSIP: 3136BVHZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15712389 | PA      | $16003105.93  | 1.34%             | 2055-03-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                | CUSIP: 3136AXV44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3566061 | PA      | $3400213.87   | 0.28%             | 2047-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HLAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6051303 | PA      | $6146100.44   | 0.52%             | 2055-05-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  150000000 | NC      | $862245.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                | FEDERAL HOME LOAN MORTGAGE CORPORATION                           | CUSIP: 3133GCXX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4205369 | PA      | $3930039.84   | 0.33%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | GOVERNMENT NATIONAL MORTGAGE ASS                                 | CUSIP: 38379FL56<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6638394 | PA      | $414494.65    | 0.03%             | 2038-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-105  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-105             | CUSIP: 38380YRN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4423638 | PA      | $562433.70    | 0.05%             | 2048-08-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                | FEDERAL HOME LOAN MORTGAGE CORPORATION                           | CUSIP: 3132E0NY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11167660 | PA      | $10901061.28  | 0.91%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                      | FREDDIE MAC GOLD                                                 | CUSIP: 3132WHN76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3026533 | PA      | $2918457.97   | 0.24%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-144                                | FANNIE MAE FNMA_12-144                                           | CUSIP: 3136ABJV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     882889 | PA      | $63175.15     | 0.01%             | 2042-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80              | CUSIP: 38384NMS1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12378368 | PA      | $11717321.31  | 0.98%             | 2064-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                         | CUSIP: 38383YEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26023108 | PA      | $2818929.74   | 0.24%             | 2052-09-20      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited       | HOMES 2026-INV1 Trust                                            | CUSIP: 43761FAD7<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    6328015 | PA      | $6371523.53   | 0.53%             | 2060-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | CUSIP: 36201G2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70443 | PA      | $71582.78     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | CDS: (CMBX.NA.17.BBB-)                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   -3000000 | OU      | $-112694.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RUN_22-NQM1                                           | RUN_22-NQM1                                                      | CUSIP: 74981CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4229312.50   | 0.35%             | 2067-03-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                   | BHMS Commercial Mortgage Trust 2025-ATLS                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3723153.12   | 0.31%             | 2042-08-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-51                                 | FANNIE MAE FNMA_17-51                                            | CUSIP: 3136AWY84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6269876 | PA      | $822086.09    | 0.07%             | 2047-07-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                 | TOORAK MORTGAGE TRUST TRK_24-RRTL1                               | CUSIP: 89054YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4007259.60   | 0.34%             | 2039-02-25      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-54                                 | FANNIE MAE FNMA_07-54                                            | CUSIP: 31396WDZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2956109 | PA      | $254888.99    | 0.02%             | 2037-06-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                      | RCO IX Mortgage LLC 2025-4                                       | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7094601 | PA      | $7092779.10   | 0.59%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | CDS: (CMBX.NA.10.BBB-)                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |   -4997449 | OU      | $-701630.55   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  168500000 | NC      | $252210.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                      | FREDDIE MAC GOLD                                                 | CUSIP: 3132H3F73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5477028 | PA      | $5279308.40   | 0.44%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 3138ER2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12032600 | PA      | $11202932.75  | 0.94%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9              | PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | CUSIP: 69546QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1577002 | PA      | $1581248.47   | 0.13%             | 2032-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Ginnie Mae II Pool                                               | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1849447 | PA      | $1905197.01   | 0.16%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | FEDERAL HOME LOAN MORTGAGE CORPORATION                           | CUSIP: 3133KM4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12051272 | PA      | $10942520.44  | 0.92%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                      | FREDDIE MAC GOLD                                                 | CUSIP: 3132QT6F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2671996 | PA      | $2634492.89   | 0.22%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  100000000 | NC      | $1841150.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8               | CUSIP: 38382MVH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16667300 | PA      | $2886623.11   | 0.24%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                               | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6789249 | PA      | $6914519.94   | 0.58%             | 2054-06-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                    | A&D Mortgage Trust 2025-NQM4                                     | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |    5073269 | PA      | $5117292.21   | 0.43%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES3         | VISTA POINT SECURITIZATION TRUST VSTA_24-CES3                    | CUSIP: 92841WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5104406.00   | 0.43%             | 2055-01-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                  | CUSIP: 3140X7W88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12830973 | PA      | $11735614.15  | 0.98%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | OTC (GENERIC) 1 YEAR                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  129000000 | NC      | $1630972.80   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | CUSIP: 3620AYKE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152872 | PA      | $158788.65    | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Center Street Lending Resi-Investor Abs Trust         | Center Street Lending Resi-Investor ABS Mortgage Trust 2026-RTL1 | CUSIP: 151704AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9150000 | PA      | $9187185.60   | 0.77%             | 2030-12-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                         | CUSIP: 38382WEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15523540 | PA      | $2364516.14   | 0.20%             | 2051-07-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE_MAC FHLMC_304                                 | FREDDIE_MAC FHLMC_304                                            | CUSIP: 31325UQS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     856179 | PA      | $147109.74    | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2021-DNA5                          | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $8488403.70   | 0.71%             | 2034-01-25      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST IN                      | CITIGROUP MORTGAGE LOAN TRUST IN                                 | CUSIP: 17323TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1876471 | PA      | $1860136.82   | 0.16%             | 2053-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F030439<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36000000 | PA      | $34851830.40  | 2.92%             | 2041-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-134  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-134             | CUSIP: 38380NSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16101867 | PA      | $671373.80    | 0.06%             | 2061-08-16      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                            | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56000000 | PA      | $55375610.64  | 4.64%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4139                                | FREDDIE MAC FHLMC_4139                                           | CUSIP: 3137AWXC4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     967654 | PA      | $55536.07     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-2              | PAGAYA AI DEBT SELECTION TRUST PAID_24-2                         | CUSIP: 694961AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5055272 | PA      | $5106937.80   | 0.43%             | 2031-08-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                | MPOWER Education Trust 2025-A                                    | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1710921 | PA      | $1768693.39   | 0.15%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138             | CUSIP: 38382J3D6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11268331 | PA      | $1917807.94   | 0.16%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                 | ARROYO MORTGAGE TRUST ARRW_19-3                                  | CUSIP: 04285AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2900000 | PA      | $2730154.54   | 0.23%             | 2048-10-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Columbia Funds Series Trust II

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager