# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-25-047818
**Filing Date:** 2025-7
**Character Count:** 923352
**Document Hash:** c580ee1851b56f57249bad7abd434cb3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-047818.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001145549-25-047818

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 251148821

**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:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Columbia Strategic Income Fund (Series ID: S000010617)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000029358 | Columbia Strategic Income Fund Class A               | COSIX           |
| C000029360 | Columbia Strategic Income Fund Class C               | CLSCX           |
| C000029362 | Columbia Strategic Income Fund Institutional Class   | LSIZX           |
| C000094661 | Columbia Strategic Income Fund Class R               | CSNRX           |
| C000094663 | Columbia Strategic Income Fund Institutional 2 Class | CTIVX           |
| C000129839 | Columbia Strategic Income Fund Institutional 3 Class | CPHUX           |
| C000253710 | Columbia Strategic Income Fund Class S               | LSIDX           |

## Nport-Ex

![](img4cb050071.jpg)

Columbia Strategic Income Fund

**Third Quarter Report**

May 31, 2025 (Unaudited)

---

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

---

------

Portfolio of Investments

Columbia Strategic Income Fund, May 31, 2025 (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 11.6%** | **Asset-Backed Securities - Non-Agency 11.6%** | **Asset-Backed Securities - Non-Agency 11.6%** | **Asset-Backed Securities - Non-Agency 11.6%** |
| **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>  |
| Series 2024-3AL Class A | Series 2024-3AL Class A | Series 2024-3AL Class A | Series 2024-3AL Class A |
| 12/26/2031 | &nbsp;&nbsp; 5.010% | 7492536 | &nbsp;&nbsp; 7483294 |
| Subordinated Series 2024-3AL Class B | Subordinated Series 2024-3AL Class B | Subordinated Series 2024-3AL Class B | Subordinated Series 2024-3AL Class B |
| 12/26/2031 | &nbsp;&nbsp; 5.450% | 4005252 | &nbsp;&nbsp; 4010076 |
| Affirm Asset Securitization Trust<sup>(a)</sup>  | Affirm Asset Securitization Trust<sup>(a)</sup>  | Affirm Asset Securitization Trust<sup>(a)</sup>  | Affirm Asset Securitization Trust<sup>(a)</sup>  |
| Series 2023-B Class 1A | Series 2023-B Class 1A | Series 2023-B Class 1A | Series 2023-B Class 1A |
| 09/15/2028 | &nbsp;&nbsp; 6.820% | 25450000 | &nbsp;&nbsp; 25604082 |
| Series 2023-B Class A | Series 2023-B Class A | Series 2023-B Class A | Series 2023-B Class A |
| 09/15/2028 | &nbsp;&nbsp; 6.820% | 15000000 | &nbsp;&nbsp; 15090814 |
| Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A |
| 02/15/2029 | &nbsp;&nbsp; 5.610% | 15000000 | &nbsp;&nbsp; 15065208 |
| Series 2024-X2 Class B | Series 2024-X2 Class B | Series 2024-X2 Class B | Series 2024-X2 Class B |
| 12/17/2029 | &nbsp;&nbsp; 5.330% | 7750000 | &nbsp;&nbsp; 7768182 |
| Series 2024-X2 Class C | Series 2024-X2 Class C | Series 2024-X2 Class C | Series 2024-X2 Class C |
| 12/17/2029 | &nbsp;&nbsp; 5.620% | 6300000 | &nbsp;&nbsp; 6325821 |
| Apidos CLO XII<sup>(a),(b)</sup>  | Apidos CLO XII<sup>(a),(b)</sup>  | Apidos CLO XII<sup>(a),(b)</sup>  | Apidos CLO XII<sup>(a),(b)</sup>  |
| Series 2013-12A Class ARR | Series 2013-12A Class ARR | Series 2013-12A Class ARR | Series 2013-12A Class ARR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.080% <br>Floor 1.080% <br>04/15/2031<br>| &nbsp;&nbsp; 5.336% | 15897451 | &nbsp;&nbsp; 15881554 |
| Apidos CLO XXIV<sup>(a),(b)</sup>  | Apidos CLO XXIV<sup>(a),(b)</sup>  | Apidos CLO XXIV<sup>(a),(b)</sup>  | Apidos CLO XXIV<sup>(a),(b)</sup>  |
| Series 2016-24A Class A1AL | Series 2016-24A Class A1AL | Series 2016-24A Class A1AL | Series 2016-24A Class A1AL |
| &nbsp;&nbsp; 3-month Term SOFR + 1.212% <br>Floor 0.950% <br>10/20/2030<br>| &nbsp;&nbsp; 5.481% | 8265145 | &nbsp;&nbsp; 8268435 |
| ARES XLIV CLO Ltd.<sup>(a),(b)</sup>  | ARES XLIV CLO Ltd.<sup>(a),(b)</sup>  | ARES XLIV CLO Ltd.<sup>(a),(b)</sup>  | ARES XLIV CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2017-44A Class DR | Series 2017-44A Class DR | Series 2017-44A Class DR | Series 2017-44A Class DR |
| &nbsp;&nbsp; 3-month Term SOFR + 7.132% <br>Floor 6.870% <br>04/15/2034<br>| &nbsp;&nbsp; 11.388% | 7000000 | &nbsp;&nbsp; 7035511 |
| Ares XXXVII CLO Ltd.<sup>(a),(b)</sup>  | Ares XXXVII CLO Ltd.<sup>(a),(b)</sup>  | Ares XXXVII CLO Ltd.<sup>(a),(b)</sup>  | Ares XXXVII CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2015-4A Class A1RR | Series 2015-4A Class A1RR | Series 2015-4A Class A1RR | Series 2015-4A Class A1RR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.080% <br>Floor 1.080% <br>10/15/2030<br>| &nbsp;&nbsp; 5.336% | 5142638 | &nbsp;&nbsp; 5140313 |
| Series 2015-4A Class A3RR | Series 2015-4A Class A3RR | Series 2015-4A Class A3RR | Series 2015-4A Class A3RR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.400% <br>Floor 1.400% <br>10/15/2030<br>| &nbsp;&nbsp; 5.656% | 24250000 | &nbsp;&nbsp; 24257930 |
| ASP WHCO Participation LP<sup>(a),(b),(c)</sup>  | ASP WHCO Participation LP<sup>(a),(b),(c)</sup>  | ASP WHCO Participation LP<sup>(a),(b),(c)</sup>  | ASP WHCO Participation LP<sup>(a),(b),(c)</sup>  |
| &nbsp;&nbsp; 30-day Average SOFR + 2.400% <br>Floor 3.000% <br>03/29/2029<br>| &nbsp;&nbsp; 6.713% | 33850000 | &nbsp;&nbsp; 33850000 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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 ($)**<br>| **Value ($)** |
| Bain Capital Credit CLO<sup>(a),(b)</sup>  | Bain Capital Credit CLO<sup>(a),(b)</sup>  | Bain Capital Credit CLO<sup>(a),(b)</sup>  | Bain Capital Credit CLO<sup>(a),(b)</sup>  |
| Series 2018-2A Class A1R | Series 2018-2A Class A1R | Series 2018-2A Class A1R | Series 2018-2A Class A1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.080% <br>Floor 1.080% <br>07/19/2031<br>| &nbsp;&nbsp; 5.350% | 7065604 | &nbsp;&nbsp; 7062496 |
| Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2021-5A Class E | Series 2021-5A Class E | Series 2021-5A Class E | Series 2021-5A Class E |
| &nbsp;&nbsp; 3-month Term SOFR + 6.762% <br>Floor 6.500% <br>10/23/2034<br>| &nbsp;&nbsp; 11.041% | 8600000 | &nbsp;&nbsp; 8360490 |
| Series 2021-6A Class E | Series 2021-6A Class E | Series 2021-6A Class E | Series 2021-6A Class E |
| &nbsp;&nbsp; 3-month Term SOFR + 6.762% <br>Floor 6.500% <br>10/21/2034<br>| &nbsp;&nbsp; 11.031% | 11450000 | &nbsp;&nbsp; 11185162 |
| Barings CLO Ltd.<sup>(a),(b)</sup>  | Barings CLO Ltd.<sup>(a),(b)</sup>  | Barings CLO Ltd.<sup>(a),(b)</sup>  | Barings CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2021-2A Class E | Series 2021-2A Class E | Series 2021-2A Class E | Series 2021-2A Class E |
| &nbsp;&nbsp; 3-month Term SOFR + 6.512% <br>Floor 6.250% <br>07/15/2034<br>| &nbsp;&nbsp; 10.768% | 8350000 | &nbsp;&nbsp; 8305712 |
| Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup>  | Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup>  | Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup>  | Carlyle Global Market Strategies CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2015-5RRR Class A1R3 | Series 2015-5RRR Class A1R3 | Series 2015-5RRR Class A1R3 | Series 2015-5RRR Class A1R3 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.100% <br>Floor 1.100% <br>01/20/2032<br>| &nbsp;&nbsp; 5.393% | 19923721 | &nbsp;&nbsp; 19922825 |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |
| Series 2024-1 Class A2A | Series 2024-1 Class A2A | Series 2024-1 Class A2A | Series 2024-1 Class A2A |
| 03/15/2027 | &nbsp;&nbsp; 5.300% | 7463768 | &nbsp;&nbsp; 7469725 |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust |
| Series 2024-P3 Class A2 | Series 2024-P3 Class A2 | Series 2024-P3 Class A2 | Series 2024-P3 Class A2 |
| 11/10/2027 | &nbsp;&nbsp; 4.610% | 6698520 | &nbsp;&nbsp; 6696368 |
| Citizens Auto Receivables Trust<sup>(a)</sup>  | Citizens Auto Receivables Trust<sup>(a)</sup>  | Citizens Auto Receivables Trust<sup>(a)</sup>  | Citizens Auto Receivables Trust<sup>(a)</sup>  |
| Series 2024-1 Class A2A | Series 2024-1 Class A2A | Series 2024-1 Class A2A | Series 2024-1 Class A2A |
| 10/15/2026 | &nbsp;&nbsp; 5.430% | 4934581 | &nbsp;&nbsp; 4937654 |
| CPS Auto Receivables Trust<sup>(a)</sup>  | CPS Auto Receivables Trust<sup>(a)</sup>  | CPS Auto Receivables Trust<sup>(a)</sup>  | CPS Auto Receivables Trust<sup>(a)</sup>  |
| Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A |
| 09/15/2027 | &nbsp;&nbsp; 5.710% | 1888797 | &nbsp;&nbsp; 1891305 |
| Dryden Senior Loan Fund<sup>(a),(b)</sup>  | Dryden Senior Loan Fund<sup>(a),(b)</sup>  | Dryden Senior Loan Fund<sup>(a),(b)</sup>  | Dryden Senior Loan Fund<sup>(a),(b)</sup>  |
| Series 2015-41A Class AR | Series 2015-41A Class AR | Series 2015-41A Class AR | Series 2015-41A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.232% <br>Floor 0.970% <br>04/15/2031<br>| &nbsp;&nbsp; 5.488% | 6671036 | &nbsp;&nbsp; 6676086 |
| EDGEX Issuer Trust<sup>(a),(d)</sup>  | EDGEX Issuer Trust<sup>(a),(d)</sup>  | EDGEX Issuer Trust<sup>(a),(d)</sup>  | EDGEX Issuer Trust<sup>(a),(d)</sup>  |
| Series 2025-1NN Class CERT | Series 2025-1NN Class CERT | Series 2025-1NN Class CERT | Series 2025-1NN Class CERT |
| 01/15/2031 | &nbsp;&nbsp; 0.000% | 5500000 | &nbsp;&nbsp; 5379184 |
| Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |
| Subordinated Series 2023-3A Class B | Subordinated Series 2023-3A Class B | Subordinated Series 2023-3A Class B | Subordinated Series 2023-3A Class B |
| 09/15/2027 | &nbsp;&nbsp; 6.110% | 1253537 | &nbsp;&nbsp; 1255099 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **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 ($)**<br>| **Value ($)** |
| FHF Issuer Trust<sup>(a)</sup>  | FHF Issuer Trust<sup>(a)</sup>  | FHF Issuer Trust<sup>(a)</sup>  | FHF Issuer Trust<sup>(a)</sup>  |
| Series 2024-3A Class A2 | Series 2024-3A Class A2 | Series 2024-3A Class A2 | Series 2024-3A Class A2 |
| 11/15/2030 | &nbsp;&nbsp; 4.940% | 22217780 | &nbsp;&nbsp; 22245048 |
| GLS Auto Select Receivables Trust<sup>(a)</sup>  | GLS Auto Select Receivables Trust<sup>(a)</sup>  | GLS Auto Select Receivables Trust<sup>(a)</sup>  | GLS Auto Select Receivables Trust<sup>(a)</sup>  |
| Series 2024-4A Class A2 | Series 2024-4A Class A2 | Series 2024-4A Class A2 | Series 2024-4A Class A2 |
| 12/17/2029 | &nbsp;&nbsp; 4.430% | 12388843 | &nbsp;&nbsp; 12375733 |
| GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  | GreenSky Home Improvement Issuer Trust<sup>(a)</sup>  |
| Series 2024-2 Class A4 | Series 2024-2 Class A4 | Series 2024-2 Class A4 | Series 2024-2 Class A4 |
| 10/27/2059 | &nbsp;&nbsp; 5.150% | 14127876 | &nbsp;&nbsp; 14149580 |
| Lendbuzz Securitization Trust<sup>(a)</sup>  | Lendbuzz Securitization Trust<sup>(a)</sup>  | Lendbuzz Securitization Trust<sup>(a)</sup>  | Lendbuzz Securitization Trust<sup>(a)</sup>  |
| Series 2024-3A Class A2 | Series 2024-3A Class A2 | Series 2024-3A Class A2 | Series 2024-3A Class A2 |
| 10/15/2030 | &nbsp;&nbsp; 4.970% | 13756134 | &nbsp;&nbsp; 13744035 |
| Madison Park Funding LXII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding LXII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding LXII Ltd.<sup>(a),(b)</sup>  | Madison Park Funding LXII Ltd.<sup>(a),(b)</sup>  |
| Series 2022-62A Class AR | Series 2022-62A Class AR | Series 2022-62A Class AR | Series 2022-62A Class AR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.850% <br>Floor 1.850% <br>07/17/2036<br>| &nbsp;&nbsp; 6.130% | 20250000 | &nbsp;&nbsp; 20285539 |
| Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup>  | Madison Park Funding XXIV Ltd.<sup>(a),(b)</sup>  |
| Series 2016-24A Class BR2 | Series 2016-24A Class BR2 | Series 2016-24A Class BR2 | Series 2016-24A Class BR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.550% <br>Floor 1.550% <br>10/20/2029<br>| &nbsp;&nbsp; 5.820% | 12200000 | &nbsp;&nbsp; 12206100 |
| 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-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% | 7100000 | &nbsp;&nbsp; 7070630 |
| Netcredit Combined Receivables LLC<sup>(a)</sup>  | Netcredit Combined Receivables LLC<sup>(a)</sup>  | Netcredit Combined Receivables LLC<sup>(a)</sup>  | Netcredit Combined Receivables LLC<sup>(a)</sup>  |
| Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A | Series 2023-A Class A |
| 12/20/2027 | &nbsp;&nbsp; 7.780% | 2589807 | &nbsp;&nbsp; 2606695 |
| NetCredit Combined Receivables LLC<sup>(a)</sup>  | NetCredit Combined Receivables LLC<sup>(a)</sup>  | NetCredit Combined Receivables LLC<sup>(a)</sup>  | NetCredit Combined Receivables LLC<sup>(a)</sup>  |
| Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A |
| 10/21/2030 | &nbsp;&nbsp; 7.430% | 5025611 | &nbsp;&nbsp; 5048284 |
| Octagon 55 Ltd.<sup>(a),(b)</sup>  | Octagon 55 Ltd.<sup>(a),(b)</sup>  | Octagon 55 Ltd.<sup>(a),(b)</sup>  | Octagon 55 Ltd.<sup>(a),(b)</sup>  |
| Series 2021-1A Class E | Series 2021-1A Class E | Series 2021-1A Class E | Series 2021-1A Class E |
| &nbsp;&nbsp; 3-month Term SOFR + 6.762% <br>Floor 6.500% <br>07/20/2034<br>| &nbsp;&nbsp; 11.031% | 9700000 | &nbsp;&nbsp; 9713987 |
| Octagon Investment Partners Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners Ltd.<sup>(a),(b)</sup>  | Octagon Investment Partners Ltd.<sup>(a),(b)</sup>  |
| Series 2018-18A Class A1A | Series 2018-18A Class A1A | Series 2018-18A Class A1A | Series 2018-18A Class A1A |
| &nbsp;&nbsp; 3-month Term SOFR + 1.222% <br>Floor 0.960% <br>04/16/2031<br>| &nbsp;&nbsp; 5.482% | 6131289 | &nbsp;&nbsp; 6132816 |
| 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 2024-11 Class B | Series 2024-11 Class B | Series 2024-11 Class B | Series 2024-11 Class B |
| 07/15/2032 | &nbsp;&nbsp; 5.637% | 12729259 | &nbsp;&nbsp; 12752259 |
| Series 2025-1 Class B | Series 2025-1 Class B | Series 2025-1 Class B | Series 2025-1 Class B |
| 07/15/2032 | &nbsp;&nbsp; 5.628% | 8399283 | &nbsp;&nbsp; 8423033 |
| 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% | 14614288 | &nbsp;&nbsp; 14700999 |
| Subordinated Series 2024-10 Class D | Subordinated Series 2024-10 Class D | Subordinated Series 2024-10 Class D | Subordinated Series 2024-10 Class D |
| 06/15/2032 | &nbsp;&nbsp; 6.429% | 17048556 | &nbsp;&nbsp; 17094346 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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 ($)**<br>| **Value ($)** |
| Subordinated Series 2024-5 Class B | Subordinated Series 2024-5 Class B | Subordinated Series 2024-5 Class B | Subordinated Series 2024-5 Class B |
| 10/15/2031 | &nbsp;&nbsp; 6.601% | 11751602 | &nbsp;&nbsp; 11851050 |
| Subordinated Series 2024-6 Class B | Subordinated Series 2024-6 Class B | Subordinated Series 2024-6 Class B | Subordinated Series 2024-6 Class B |
| 11/15/2031 | &nbsp;&nbsp; 6.589% | 10609636 | &nbsp;&nbsp; 10744901 |
| Subordinated Series 2024-6 Class C | Subordinated Series 2024-6 Class C | Subordinated Series 2024-6 Class C | Subordinated Series 2024-6 Class C |
| 11/15/2031 | &nbsp;&nbsp; 7.068% | 8122489 | &nbsp;&nbsp; 8185620 |
| Subordinated Series 2024-8 Class C | Subordinated Series 2024-8 Class C | Subordinated Series 2024-8 Class C | Subordinated Series 2024-8 Class C |
| 01/15/2032 | &nbsp;&nbsp; 6.030% | 10629460 | &nbsp;&nbsp; 10651874 |
| Subordinated Series 2024-9 Class B | Subordinated Series 2024-9 Class B | Subordinated Series 2024-9 Class B | Subordinated Series 2024-9 Class B |
| 03/15/2032 | &nbsp;&nbsp; 5.306% | 13273134 | &nbsp;&nbsp; 13278126 |
| 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% | 10217841 | &nbsp;&nbsp; 10227434 |
| Subordinated Series 2024-9 Class D | Subordinated Series 2024-9 Class D | Subordinated Series 2024-9 Class D | Subordinated Series 2024-9 Class D |
| 03/15/2032 | &nbsp;&nbsp; 6.174% | 15618599 | &nbsp;&nbsp; 15586287 |
| Pagaya AI Debt Selection Trust<sup>(a)</sup>  | Pagaya AI Debt Selection Trust<sup>(a)</sup>  | Pagaya AI Debt Selection Trust<sup>(a)</sup>  | Pagaya AI Debt Selection Trust<sup>(a)</sup>  |
| Subordinated Series 2024-7 Class B | Subordinated Series 2024-7 Class B | Subordinated Series 2024-7 Class B | Subordinated Series 2024-7 Class B |
| 12/15/2031 | &nbsp;&nbsp; 6.574% | 9366073 | &nbsp;&nbsp; 9469913 |
| Subordinated Series 2024-7 Class C | Subordinated Series 2024-7 Class C | Subordinated Series 2024-7 Class C | Subordinated Series 2024-7 Class C |
| 12/15/2031 | &nbsp;&nbsp; 7.095% | 10167769 | &nbsp;&nbsp; 10292388 |
| 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>  |
| Series 2023-6 Class D | Series 2023-6 Class D | Series 2023-6 Class D | Series 2023-6 Class D |
| 06/16/2031 | &nbsp;&nbsp; 9.000% | 5725447 | &nbsp;&nbsp; 5776099 |
| Series 2023-8 Class A | Series 2023-8 Class A | Series 2023-8 Class A | Series 2023-8 Class A |
| 06/16/2031 | &nbsp;&nbsp; 7.299% | 5383011 | &nbsp;&nbsp; 5463101 |
| Subordinated Series 2022-3 Class B | Subordinated Series 2022-3 Class B | Subordinated Series 2022-3 Class B | Subordinated Series 2022-3 Class B |
| 03/15/2030 | &nbsp;&nbsp; 8.050% | 1778143 | &nbsp;&nbsp; 1779981 |
| Subordinated Series 2023-5 Class C | Subordinated Series 2023-5 Class C | Subordinated Series 2023-5 Class C | Subordinated Series 2023-5 Class C |
| 04/15/2031 | &nbsp;&nbsp; 9.099% | 11796098 | &nbsp;&nbsp; 11852660 |
| Subordinated Series 2023-6 Class B | Subordinated Series 2023-6 Class B | Subordinated Series 2023-6 Class B | Subordinated Series 2023-6 Class B |
| 06/16/2031 | &nbsp;&nbsp; 7.464% | 733176 | &nbsp;&nbsp; 733853 |
| Subordinated Series 2023-6 Class C | Subordinated Series 2023-6 Class C | Subordinated Series 2023-6 Class C | Subordinated Series 2023-6 Class C |
| 06/16/2031 | &nbsp;&nbsp; 8.491% | 17545500 | &nbsp;&nbsp; 17644292 |
| 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% | 12482024 | &nbsp;&nbsp; 12603406 |
| 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% | 9458438 | &nbsp;&nbsp; 9523465 |
| PAGAYA AI Debt Trust<sup>(a),(e)</sup>  | PAGAYA AI Debt Trust<sup>(a),(e)</sup>  | PAGAYA AI Debt Trust<sup>(a),(e)</sup>  | PAGAYA AI Debt Trust<sup>(a),(e)</sup>  |
| Subordinated Series 2022-3 Class AB | Subordinated Series 2022-3 Class AB | Subordinated Series 2022-3 Class AB | Subordinated Series 2022-3 Class AB |
| 03/15/2030 | &nbsp;&nbsp; 7.576% | 2347416 | &nbsp;&nbsp; 2349842 |
| Prosper Marketplace Issuance Trust<sup>(a)</sup>  | Prosper Marketplace Issuance Trust<sup>(a)</sup>  | Prosper Marketplace Issuance Trust<sup>(a)</sup>  | Prosper Marketplace Issuance Trust<sup>(a)</sup>  |
| Subordinated Series 2023-1A Class B | Subordinated Series 2023-1A Class B | Subordinated Series 2023-1A Class B | Subordinated Series 2023-1A Class B |
| 07/16/2029 | &nbsp;&nbsp; 7.480% | 3393955 | &nbsp;&nbsp; 3401574 |
| Research-Driven Pagaya Motor Asset Trust<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust<sup>(a)</sup>  |
| Series 2023-4A Class A | Series 2023-4A Class A | Series 2023-4A Class A | Series 2023-4A Class A |
| 03/25/2032 | &nbsp;&nbsp; 7.540% | 11329844 | &nbsp;&nbsp; 11428281 |
| Series 2024-3A Class A | Series 2024-3A Class A | Series 2024-3A Class A | Series 2024-3A Class A |
| 03/25/2033 | &nbsp;&nbsp; 5.281% | 15059795 | &nbsp;&nbsp; 15102942 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **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 Trust<sup>(a)</sup>  | Research-Driven Pagaya Motor Trust<sup>(a)</sup>  | Research-Driven Pagaya Motor Trust<sup>(a)</sup>  | Research-Driven Pagaya Motor Trust<sup>(a)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 06/25/2032 | &nbsp;&nbsp; 7.090% | 8864205 | &nbsp;&nbsp; 8938446 |
| SAFCO Auto Receivables Trust<sup>(a)</sup>  | SAFCO Auto Receivables Trust<sup>(a)</sup>  | SAFCO Auto Receivables Trust<sup>(a)</sup>  | SAFCO Auto Receivables Trust<sup>(a)</sup>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 03/20/2028 | &nbsp;&nbsp; 6.510% | 2327918 | &nbsp;&nbsp; 2333212 |
| Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust |
| Series 2024-5 Class A2 | Series 2024-5 Class A2 | Series 2024-5 Class A2 | Series 2024-5 Class A2 |
| 09/15/2027 | &nbsp;&nbsp; 4.880% | 6195695 | &nbsp;&nbsp; 6194349 |
| Theorem Funding Trust<sup>(a)</sup>  | Theorem Funding Trust<sup>(a)</sup>  | Theorem Funding Trust<sup>(a)</sup>  | Theorem Funding Trust<sup>(a)</sup>  |
| Series 2022-3A Class A | Series 2022-3A Class A | Series 2022-3A Class A | Series 2022-3A Class A |
| 04/15/2029 | &nbsp;&nbsp; 7.600% | 982952 | &nbsp;&nbsp; 985401 |
| Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  |
| Series 2024-3A Class A2A | Series 2024-3A Class A2A | Series 2024-3A Class A2A | Series 2024-3A Class A2A |
| 09/15/2027 | &nbsp;&nbsp; 4.820% | 10739478 | &nbsp;&nbsp; 10736256 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $669,240,194) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $669,240,194) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $669,240,194) | &nbsp;&nbsp; **670607163** |
| **Commercial Mortgage-Backed Securities - Non-Agency 0.4%** | **Commercial Mortgage-Backed Securities - Non-Agency 0.4%** | **Commercial Mortgage-Backed Securities - Non-Agency 0.4%** | **Commercial Mortgage-Backed Securities - Non-Agency 0.4%** |
| 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% | 7525000 | &nbsp;&nbsp; 4778445 |
| 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% | 19910000 | &nbsp;&nbsp; 8760585 |
| Hilton USA Trust<sup>(a)</sup>  | Hilton USA Trust<sup>(a)</sup>  | Hilton USA Trust<sup>(a)</sup>  | Hilton USA Trust<sup>(a)</sup>  |
| Subordinated Series 2016-SFP Class E | Subordinated Series 2016-SFP Class E | Subordinated Series 2016-SFP Class E | Subordinated Series 2016-SFP Class E |
| 11/05/2035 | &nbsp;&nbsp; 5.519% | 11500000 | &nbsp;&nbsp; 287867 |
| SFO Commercial Mortgage Trust<sup>(a),(b)</sup>  | SFO Commercial Mortgage Trust<sup>(a),(b)</sup>  | SFO Commercial Mortgage Trust<sup>(a),(b)</sup>  | SFO Commercial Mortgage Trust<sup>(a),(b)</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; 5.594% | 4850000 | &nbsp;&nbsp; 4801485 |
| Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2017-SMP Class D | Subordinated Series 2017-SMP Class D | Subordinated Series 2017-SMP Class D | Subordinated Series 2017-SMP Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 1.822% <br>Floor 1.650% <br>12/15/2034<br>| &nbsp;&nbsp; 6.151% | 9790000 | &nbsp;&nbsp; 4816392 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $50,860,607) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $50,860,607) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $50,860,607) | &nbsp;&nbsp; **23444774** |

---

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

---

| | | |
|:---|:---|:---|
| **Common Stocks 0.0%** | **Common Stocks 0.0%** | **Common Stocks 0.0%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Communication Services 0.0%** | **Communication Services 0.0%** | **Communication Services 0.0%** |
| **Diversified Telecommunication Services 0.0%** | **Diversified Telecommunication Services 0.0%** | **Diversified Telecommunication Services 0.0%** |
| Windstream Services LLC<sup>(f)</sup> <br>| &nbsp;&nbsp; 11272 | &nbsp;&nbsp; 212291 |

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Media 0.0%** | **Media 0.0%** | **Media 0.0%** |
| iHeartMedia, Inc., Class A<sup>(f)</sup> <br>| &nbsp;&nbsp; 11995 | &nbsp;&nbsp; 15714 |
| **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **228005** |
| **Consumer Discretionary 0.0%** | **Consumer Discretionary 0.0%** | **Consumer Discretionary 0.0%** |
| **Household Durables 0.0%** | **Household Durables 0.0%** | **Household Durables 0.0%** |
| Serta Simmons Bedding LLC<sup>(f)</sup> <br>| &nbsp;&nbsp; 335 | &nbsp;&nbsp; 3517 |
| **Total Consumer Discretionary** | **Total Consumer Discretionary** | &nbsp;&nbsp; **3517** |
| **Energy 0.0%** | **Energy 0.0%** | **Energy 0.0%** |
| **Oil, Gas & Consumable Fuels 0.0%** | **Oil, Gas & Consumable Fuels 0.0%** | **Oil, Gas & Consumable Fuels 0.0%** |
| New Frontera Holdings<sup>(f)</sup> <br>| &nbsp;&nbsp; 14302 | &nbsp;&nbsp; 110841 |
| Southcross Energy Partners LLC<sup>(c),(f),(g)</sup> <br>| &nbsp;&nbsp; 14393 | &nbsp;&nbsp; 0 |
| Southcross Energy Partners LLC, Class A<sup>(c),(f),(g)</sup> <br>| &nbsp;&nbsp; 272263 | &nbsp;&nbsp; 0 |
| Total |  | &nbsp;&nbsp; 110841 |
| **Total Energy** | **Total Energy** | &nbsp;&nbsp; **110841** |
| **Health Care 0.0%** | **Health Care 0.0%** | **Health Care 0.0%** |
| **Health Care Providers & Services 0.0%** | **Health Care Providers & Services 0.0%** | **Health Care Providers & Services 0.0%** |
| Envision Healthcare<sup>(f)</sup> <br>| &nbsp;&nbsp; 13525 | &nbsp;&nbsp; 196538 |
| **Total Health Care** | **Total Health Care** | &nbsp;&nbsp; **196538** |
| **Industrials 0.0%** | **Industrials 0.0%** | **Industrials 0.0%** |
| **Construction & Engineering 0.0%** | **Construction & Engineering 0.0%** | **Construction & Engineering 0.0%** |
| McDermott International Ltd.<sup>(c),(f)</sup> <br>| &nbsp;&nbsp; 383 | &nbsp;&nbsp; 4738 |
| **Machinery 0.0%** | **Machinery 0.0%** | **Machinery 0.0%** |
| TNT Crane and Rigging, Inc.<sup>(f)</sup> <br>| &nbsp;&nbsp; 23468 | &nbsp;&nbsp; 27129 |
| **Total Industrials** | **Total Industrials** | &nbsp;&nbsp; **31867** |
| **Information Technology 0.0%** | **Information Technology 0.0%** | **Information Technology 0.0%** |
| **Communications Equipment 0.0%** | **Communications Equipment 0.0%** | **Communications Equipment 0.0%** |
| Riverbed Technology, Inc.<sup>(c),(f)</sup> <br>| &nbsp;&nbsp; 13308 | &nbsp;&nbsp; 672 |
| **Software 0.0%** | **Software 0.0%** | **Software 0.0%** |
| Avaya Holdings Corp.<sup>(f)</sup> <br>| &nbsp;&nbsp; 5014 | &nbsp;&nbsp; 38440 |
| Avaya Holdings Corp.<sup>(f)</sup> <br>| &nbsp;&nbsp; 24157 | &nbsp;&nbsp; 185199 |
| Total |  | &nbsp;&nbsp; 223639 |
| **Total Information Technology** | **Total Information Technology** | &nbsp;&nbsp; **224311** |
| **Materials 0.0%** | **Materials 0.0%** | **Materials 0.0%** |
| **Containers & Packaging 0.0%** | **Containers & Packaging 0.0%** | **Containers & Packaging 0.0%** |
| Flint Group Packaging<sup>(c),(f),(g)</sup> <br>| &nbsp;&nbsp; 722943 | &nbsp;&nbsp; 1 |
| **Total Materials** | **Total Materials** | &nbsp;&nbsp; **1** |
| &nbsp;&nbsp; Total Common Stocks <br>(Cost $1,637,463) | &nbsp;&nbsp; Total Common Stocks <br>(Cost $1,637,463) | &nbsp;&nbsp; **795080** |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

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

---

| | | | |
|:---|:---|:---|:---|
| **Convertible Preferred Stocks —%** | **Convertible Preferred Stocks —%** | **Convertible Preferred Stocks —%** | **Convertible Preferred Stocks —%** |
| **Issuer** |  | **Shares** | **Value ($)** |
| **Information Technology —%** | **Information Technology —%** | **Information Technology —%** | **Information Technology —%** |
| **Communications Equipment —%** | **Communications Equipment —%** | **Communications Equipment —%** | **Communications Equipment —%** |
| Riverbed Technology, Inc.<sup>(c),(g)</sup> <br>| &nbsp;&nbsp; 7.000% | &nbsp;&nbsp; 14204 | &nbsp;&nbsp; 0 |
| **Total Information Technology** | **Total Information Technology** | **Total Information Technology** | &nbsp;&nbsp; **0** |
| &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Cost $307,751) | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Cost $307,751) | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Cost $307,751) | &nbsp;&nbsp; **0** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes 41.4%** | **Corporate Bonds & Notes 41.4%** | **Corporate Bonds & Notes 41.4%** | **Corporate Bonds & Notes 41.4%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 1.3%** | **Aerospace & Defense 1.3%** | **Aerospace & Defense 1.3%** | **Aerospace & Defense 1.3%** |
| Axon Enterprise, Inc.<sup>(a)</sup>  | Axon Enterprise, Inc.<sup>(a)</sup>  | Axon Enterprise, Inc.<sup>(a)</sup>  | Axon Enterprise, Inc.<sup>(a)</sup>  |
| 03/15/2030 | &nbsp;&nbsp; 6.125% | 1286000 | &nbsp;&nbsp; 1311100 |
| 03/15/2033 | &nbsp;&nbsp; 6.250% | 1284000 | &nbsp;&nbsp; 1307611 |
| BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  |
| 03/26/2029 | &nbsp;&nbsp; 5.125% | 3735000 | &nbsp;&nbsp; 3805482 |
| 02/15/2031 | &nbsp;&nbsp; 1.900% | 12470000 | &nbsp;&nbsp; 10683186 |
| Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) |
| 08/01/2059 | &nbsp;&nbsp; 3.950% | 17210000 | &nbsp;&nbsp; 11362594 |
| Bombardier, Inc.<sup>(a)</sup>  | Bombardier, Inc.<sup>(a)</sup>  | Bombardier, Inc.<sup>(a)</sup>  | Bombardier, Inc.<sup>(a)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 7.875% | 863000 | &nbsp;&nbsp; 866771 |
| 07/01/2031 | &nbsp;&nbsp; 7.250% | 1262000 | &nbsp;&nbsp; 1302363 |
| 06/01/2032 | &nbsp;&nbsp; 7.000% | 1269000 | &nbsp;&nbsp; 1295928 |
| L3Harris Technologies, Inc. | L3Harris Technologies, Inc. | L3Harris Technologies, Inc. | L3Harris Technologies, Inc. |
| 07/31/2033 | &nbsp;&nbsp; 5.400% | 3597000 | &nbsp;&nbsp; 3643788 |
| Raytheon Technologies Corp. | Raytheon Technologies Corp. | Raytheon Technologies Corp. | Raytheon Technologies Corp. |
| 03/15/2027 | &nbsp;&nbsp; 3.500% | 10382000 | &nbsp;&nbsp; 10218014 |
| 03/15/2032 | &nbsp;&nbsp; 2.375% | 7376000 | &nbsp;&nbsp; 6297131 |
| Spirit AeroSystems, Inc.<sup>(a)</sup>  | Spirit AeroSystems, Inc.<sup>(a)</sup>  | Spirit AeroSystems, Inc.<sup>(a)</sup>  | Spirit AeroSystems, Inc.<sup>(a)</sup>  |
| 11/30/2029 | &nbsp;&nbsp; 9.375% | 963000 | &nbsp;&nbsp; 1026926 |
| 11/15/2030 | &nbsp;&nbsp; 9.750% | 1961000 | &nbsp;&nbsp; 2167429 |
| TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 6.750% | 3191000 | &nbsp;&nbsp; 3243695 |
| 03/01/2029 | &nbsp;&nbsp; 6.375% | 4365000 | &nbsp;&nbsp; 4435946 |
| 03/01/2032 | &nbsp;&nbsp; 6.625% | 5006000 | &nbsp;&nbsp; 5113220 |
| 01/15/2033 | &nbsp;&nbsp; 6.000% | 1743000 | &nbsp;&nbsp; 1726703 |
| 05/31/2033 | &nbsp;&nbsp; 6.375% | 5613000 | &nbsp;&nbsp; 5549586 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **75357473** |
| **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** |
| Air Canada<sup>(a)</sup>  | Air Canada<sup>(a)</sup>  | Air Canada<sup>(a)</sup>  | Air Canada<sup>(a)</sup>  |
| 08/15/2026 | &nbsp;&nbsp; 3.875% | 2199000 | &nbsp;&nbsp; 2174142 |
| American Airlines, Inc.<sup>(a)</sup>  | American Airlines, Inc.<sup>(a)</sup>  | American Airlines, Inc.<sup>(a)</sup>  | American Airlines, Inc.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 8.500% | 4343000 | &nbsp;&nbsp; 4498970 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  |
| 04/20/2026 | &nbsp;&nbsp; 5.500% | 4207033 | &nbsp;&nbsp; 4199507 |
| 04/20/2029 | &nbsp;&nbsp; 5.750% | 4254465 | &nbsp;&nbsp; 4180698 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **15053317** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Automotive 0.6%** | **Automotive 0.6%** | **Automotive 0.6%** | **Automotive 0.6%** |
| Adient Global Holdings Ltd.<sup>(a)</sup>  | Adient Global Holdings Ltd.<sup>(a)</sup>  | Adient Global Holdings Ltd.<sup>(a)</sup>  | Adient Global Holdings Ltd.<sup>(a)</sup>  |
| 02/15/2033 | &nbsp;&nbsp; 7.500% | 889000 | &nbsp;&nbsp; 881724 |
| American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. |
| 04/01/2027 | &nbsp;&nbsp; 6.500% | 1920000 | &nbsp;&nbsp; 1910197 |
| 10/01/2029 | &nbsp;&nbsp; 5.000% | 1427000 | &nbsp;&nbsp; 1296280 |
| Clarios Global LP/US Finance Co.<sup>(a)</sup>  | Clarios Global LP/US Finance Co.<sup>(a)</sup>  | Clarios Global LP/US Finance Co.<sup>(a)</sup>  | Clarios Global LP/US Finance Co.<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 6.750% | 2587000 | &nbsp;&nbsp; 2638871 |
| 02/15/2030 | &nbsp;&nbsp; 6.750% | 1907000 | &nbsp;&nbsp; 1942113 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| 06/16/2025 | &nbsp;&nbsp; 5.125% | 2561000 | &nbsp;&nbsp; 2560126 |
| 06/10/2026 | &nbsp;&nbsp; 6.950% | 1957000 | &nbsp;&nbsp; 1978519 |
| 08/17/2027 | &nbsp;&nbsp; 4.125% | 4839000 | &nbsp;&nbsp; 4668472 |
| Goodyear Tire & Rubber Co. (The) | Goodyear Tire & Rubber Co. (The) | Goodyear Tire & Rubber Co. (The) | Goodyear Tire & Rubber Co. (The) |
| 07/15/2029 | &nbsp;&nbsp; 5.000% | 2758000 | &nbsp;&nbsp; 2641240 |
| IHO Verwaltungs GmbH<sup>(a),(h)</sup>  | IHO Verwaltungs GmbH<sup>(a),(h)</sup>  | IHO Verwaltungs GmbH<sup>(a),(h)</sup>  | IHO Verwaltungs GmbH<sup>(a),(h)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 7.750% | 1893000 | &nbsp;&nbsp; 1913663 |
| 11/15/2032 | &nbsp;&nbsp; 8.000% | 4712000 | &nbsp;&nbsp; 4722347 |
| Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup>  | Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup>  | Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup>  | Panther BF Aggregator 2 LP/Finance Co., Inc.<sup>(a)</sup>  |
| 05/15/2026 | &nbsp;&nbsp; 6.250% | 268000 | &nbsp;&nbsp; 268071 |
| ZF North America Capital, Inc.<sup>(a)</sup>  | ZF North America Capital, Inc.<sup>(a)</sup>  | ZF North America Capital, Inc.<sup>(a)</sup>  | ZF North America Capital, Inc.<sup>(a)</sup>  |
| 04/14/2030 | &nbsp;&nbsp; 7.125% | 1909000 | &nbsp;&nbsp; 1838655 |
| 04/23/2032 | &nbsp;&nbsp; 6.875% | 8702000 | &nbsp;&nbsp; 7971101 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **37231379** |
| **Banking 4.2%** | **Banking 4.2%** | **Banking 4.2%** | **Banking 4.2%** |
| Ally Financial, Inc.<sup>(i)</sup>  | Ally Financial, Inc.<sup>(i)</sup>  | Ally Financial, Inc.<sup>(i)</sup>  | Ally Financial, Inc.<sup>(i)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/17/2040 | &nbsp;&nbsp; 6.646% | 1321000 | &nbsp;&nbsp; 1267134 |
| Bank of America Corp.<sup>(i)</sup>  | Bank of America Corp.<sup>(i)</sup>  | Bank of America Corp.<sup>(i)</sup>  | Bank of America Corp.<sup>(i)</sup>  |
| 10/24/2031 | &nbsp;&nbsp; 1.922% | 36468000 | &nbsp;&nbsp; 31400317 |
| 07/21/2032 | &nbsp;&nbsp; 2.299% | 21970000 | &nbsp;&nbsp; 18826482 |
| 10/20/2032 | &nbsp;&nbsp; 2.572% | 32627000 | &nbsp;&nbsp; 28307184 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/21/2036 | &nbsp;&nbsp; 2.482% | 991000 | &nbsp;&nbsp; 828561 |
| Citigroup, Inc.<sup>(i)</sup>  | Citigroup, Inc.<sup>(i)</sup>  | Citigroup, Inc.<sup>(i)</sup>  | Citigroup, Inc.<sup>(i)</sup>  |
| 06/03/2031 | &nbsp;&nbsp; 2.572% | 5587000 | &nbsp;&nbsp; 5001723 |
| 01/25/2033 | &nbsp;&nbsp; 3.057% | 21931000 | &nbsp;&nbsp; 19282788 |
| Goldman Sachs Group, Inc. (The)<sup>(i)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(i)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(i)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(i)</sup>  |
| 04/23/2031 | &nbsp;&nbsp; 5.218% | 26716000 | &nbsp;&nbsp; 27119326 |
| 07/21/2032 | &nbsp;&nbsp; 2.383% | 6534000 | &nbsp;&nbsp; 5624628 |
| 10/21/2032 | &nbsp;&nbsp; 2.650% | 6000 | &nbsp;&nbsp; 5212 |
| HSBC Holdings PLC<sup>(i)</sup>  | HSBC Holdings PLC<sup>(i)</sup>  | HSBC Holdings PLC<sup>(i)</sup>  | HSBC Holdings PLC<sup>(i)</sup>  |
| 05/13/2031 | &nbsp;&nbsp; 5.240% | 10679000 | &nbsp;&nbsp; 10730172 |
| 05/24/2032 | &nbsp;&nbsp; 2.804% | 7196000 | &nbsp;&nbsp; 6298506 |
| 05/13/2036 | &nbsp;&nbsp; 5.790% | 1872000 | &nbsp;&nbsp; 1887037 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| JPMorgan Chase & Co.<sup>(i)</sup>  | JPMorgan Chase & Co.<sup>(i)</sup>  | JPMorgan Chase & Co.<sup>(i)</sup>  | JPMorgan Chase & Co.<sup>(i)</sup>  |
| 10/22/2030 | &nbsp;&nbsp; 4.603% | 409000 | &nbsp;&nbsp; 406617 |
| 01/24/2031 | &nbsp;&nbsp; 5.140% | 2115000 | &nbsp;&nbsp; 2147184 |
| 04/22/2031 | &nbsp;&nbsp; 5.103% | 491000 | &nbsp;&nbsp; 498203 |
| 11/08/2032 | &nbsp;&nbsp; 2.545% | 27412000 | &nbsp;&nbsp; 23746346 |
| Morgan Stanley<sup>(i)</sup>  | Morgan Stanley<sup>(i)</sup>  | Morgan Stanley<sup>(i)</sup>  | Morgan Stanley<sup>(i)</sup>  |
| 10/18/2030 | &nbsp;&nbsp; 4.654% | 20043000 | &nbsp;&nbsp; 19906423 |
| 04/17/2031 | &nbsp;&nbsp; 5.192% | 10816000 | &nbsp;&nbsp; 10971926 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/16/2036 | &nbsp;&nbsp; 2.484% | 11675000 | &nbsp;&nbsp; 9750164 |
| Royal Bank of Canada<sup>(i)</sup>  | Royal Bank of Canada<sup>(i)</sup>  | Royal Bank of Canada<sup>(i)</sup>  | Royal Bank of Canada<sup>(i)</sup>  |
| 10/18/2030 | &nbsp;&nbsp; 4.650% | 6224000 | &nbsp;&nbsp; 6196077 |
| 02/04/2031 | &nbsp;&nbsp; 5.153% | 3495000 | &nbsp;&nbsp; 3545762 |
| US Bancorp<sup>(i)</sup>  | US Bancorp<sup>(i)</sup>  | US Bancorp<sup>(i)</sup>  | US Bancorp<sup>(i)</sup>  |
| 06/12/2034 | &nbsp;&nbsp; 5.836% | 4283000 | &nbsp;&nbsp; 4420543 |
| Wells Fargo & Co.<sup>(i)</sup>  | Wells Fargo & Co.<sup>(i)</sup>  | Wells Fargo & Co.<sup>(i)</sup>  | Wells Fargo & Co.<sup>(i)</sup>  |
| 01/24/2031 | &nbsp;&nbsp; 5.244% | 4249000 | &nbsp;&nbsp; 4313602 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **242481917** |
| **Brokerage/Asset Managers/Exchanges 0.5%** | **Brokerage/Asset Managers/Exchanges 0.5%** | **Brokerage/Asset Managers/Exchanges 0.5%** | **Brokerage/Asset Managers/Exchanges 0.5%** |
| AG Issuer LLC<sup>(a)</sup>  | AG Issuer LLC<sup>(a)</sup>  | AG Issuer LLC<sup>(a)</sup>  | AG Issuer LLC<sup>(a)</sup>  |
| 03/01/2028 | &nbsp;&nbsp; 6.250% | 2310000 | &nbsp;&nbsp; 2307763 |
| AG TTMT Escrow Issuer LLC<sup>(a)</sup>  | AG TTMT Escrow Issuer LLC<sup>(a)</sup>  | AG TTMT Escrow Issuer LLC<sup>(a)</sup>  | AG TTMT Escrow Issuer LLC<sup>(a)</sup>  |
| 09/30/2027 | &nbsp;&nbsp; 8.625% | 4894000 | &nbsp;&nbsp; 5079704 |
| Aretec Escrow Issuer 2, Inc.<sup>(a)</sup>  | Aretec Escrow Issuer 2, Inc.<sup>(a)</sup>  | Aretec Escrow Issuer 2, Inc.<sup>(a)</sup>  | Aretec Escrow Issuer 2, Inc.<sup>(a)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 10.000% | 3518000 | &nbsp;&nbsp; 3837193 |
| Aretec Escrow Issuer, Inc.<sup>(a)</sup>  | Aretec Escrow Issuer, Inc.<sup>(a)</sup>  | Aretec Escrow Issuer, Inc.<sup>(a)</sup>  | Aretec Escrow Issuer, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 7.500% | 4451000 | &nbsp;&nbsp; 4438000 |
| Focus Financial Partners LLC<sup>(a)</sup>  | Focus Financial Partners LLC<sup>(a)</sup>  | Focus Financial Partners LLC<sup>(a)</sup>  | Focus Financial Partners LLC<sup>(a)</sup>  |
| 09/15/2031 | &nbsp;&nbsp; 6.750% | 3152000 | &nbsp;&nbsp; 3188859 |
| Hightower Holding LLC<sup>(a)</sup>  | Hightower Holding LLC<sup>(a)</sup>  | Hightower Holding LLC<sup>(a)</sup>  | Hightower Holding LLC<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 6.750% | 4628000 | &nbsp;&nbsp; 4571935 |
| 01/31/2030 | &nbsp;&nbsp; 9.125% | 3291000 | &nbsp;&nbsp; 3448300 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **26871754** |
| **Building Materials 0.6%** | **Building Materials 0.6%** | **Building Materials 0.6%** | **Building Materials 0.6%** |
| American Builders & Contractors Supply Co., Inc.<sup>(a)</sup>  | American Builders & Contractors Supply Co., Inc.<sup>(a)</sup>  | American Builders & Contractors Supply Co., Inc.<sup>(a)</sup>  | American Builders & Contractors Supply Co., Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 4.000% | 3134000 | &nbsp;&nbsp; 3032704 |
| James Hardie International Finance DAC<sup>(a)</sup>  | James Hardie International Finance DAC<sup>(a)</sup>  | James Hardie International Finance DAC<sup>(a)</sup>  | James Hardie International Finance DAC<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.000% | 2465000 | &nbsp;&nbsp; 2417230 |
| Masterbrand, Inc.<sup>(a)</sup>  | Masterbrand, Inc.<sup>(a)</sup>  | Masterbrand, Inc.<sup>(a)</sup>  | Masterbrand, Inc.<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 7.000% | 584000 | &nbsp;&nbsp; 580390 |
| Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  | Quikrete Holdings, Inc.<sup>(a)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 6.375% | 8152000 | &nbsp;&nbsp; 8281438 |
| 03/01/2033 | &nbsp;&nbsp; 6.750% | 7282000 | &nbsp;&nbsp; 7387278 |
| QXO Building Products, Inc.<sup>(a)</sup>  | QXO Building Products, Inc.<sup>(a)</sup>  | QXO Building Products, Inc.<sup>(a)</sup>  | QXO Building Products, Inc.<sup>(a)</sup>  |
| 04/30/2032 | &nbsp;&nbsp; 6.750% | 3088000 | &nbsp;&nbsp; 3168407 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  | Standard Building Solutions, Inc.<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.500% | 778000 | &nbsp;&nbsp; 790582 |
| Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 4.750% | 4051000 | &nbsp;&nbsp; 3981102 |
| White Cap Buyer LLC<sup>(a)</sup>  | White Cap Buyer LLC<sup>(a)</sup>  | White Cap Buyer LLC<sup>(a)</sup>  | White Cap Buyer LLC<sup>(a)</sup>  |
| 10/15/2028 | &nbsp;&nbsp; 6.875% | 6709000 | &nbsp;&nbsp; 6572970 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **36212101** |
| **Cable and Satellite 1.8%** | **Cable and Satellite 1.8%** | **Cable and Satellite 1.8%** | **Cable and Satellite 1.8%** |
| CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  |
| 05/01/2027 | &nbsp;&nbsp; 5.125% | 8920000 | &nbsp;&nbsp; 8831121 |
| 02/01/2028 | &nbsp;&nbsp; 5.000% | 2663000 | &nbsp;&nbsp; 2611263 |
| 03/01/2030 | &nbsp;&nbsp; 4.750% | 5677000 | &nbsp;&nbsp; 5420125 |
| 08/15/2030 | &nbsp;&nbsp; 4.500% | 4986000 | &nbsp;&nbsp; 4676182 |
| 02/01/2031 | &nbsp;&nbsp; 4.250% | 2916000 | &nbsp;&nbsp; 2669452 |
| 03/01/2031 | &nbsp;&nbsp; 7.375% | 1145000 | &nbsp;&nbsp; 1189287 |
| 02/01/2032 | &nbsp;&nbsp; 4.750% | 4267000 | &nbsp;&nbsp; 3949021 |
| 01/15/2034 | &nbsp;&nbsp; 4.250% | 5566000 | &nbsp;&nbsp; 4803683 |
| CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. | CCO Holdings LLC/Capital Corp. |
| 05/01/2032 | &nbsp;&nbsp; 4.500% | 2136000 | &nbsp;&nbsp; 1944414 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. | Comcast Corp. |
| 03/01/2026 | &nbsp;&nbsp; 3.150% | 5831000 | &nbsp;&nbsp; 5775650 |
| CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  |
| 01/31/2029 | &nbsp;&nbsp; 11.750% | 5208000 | &nbsp;&nbsp; 4885485 |
| 02/01/2029 | &nbsp;&nbsp; 6.500% | 1751000 | &nbsp;&nbsp; 1397819 |
| 01/15/2030 | &nbsp;&nbsp; 5.750% | 2329000 | &nbsp;&nbsp; 1189243 |
| 12/01/2030 | &nbsp;&nbsp; 4.125% | 3543000 | &nbsp;&nbsp; 2434663 |
| 12/01/2030 | &nbsp;&nbsp; 4.625% | 5013000 | &nbsp;&nbsp; 2316346 |
| 02/15/2031 | &nbsp;&nbsp; 3.375% | 757000 | &nbsp;&nbsp; 496871 |
| DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. | DISH DBS Corp. |
| 07/01/2026 | &nbsp;&nbsp; 7.750% | 1754000 | &nbsp;&nbsp; 1508727 |
| 07/01/2028 | &nbsp;&nbsp; 7.375% | 720000 | &nbsp;&nbsp; 491675 |
| 06/01/2029 | &nbsp;&nbsp; 5.125% | 1152000 | &nbsp;&nbsp; 754953 |
| DISH DBS Corp.<sup>(a)</sup>  | DISH DBS Corp.<sup>(a)</sup>  | DISH DBS Corp.<sup>(a)</sup>  | DISH DBS Corp.<sup>(a)</sup>  |
| 12/01/2026 | &nbsp;&nbsp; 5.250% | 1396000 | &nbsp;&nbsp; 1289648 |
| 12/01/2028 | &nbsp;&nbsp; 5.750% | 2930000 | &nbsp;&nbsp; 2484127 |
| DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  |
| 11/15/2027 | &nbsp;&nbsp; 11.750% | 8723000 | &nbsp;&nbsp; 8994968 |
| EchoStar Corp. | EchoStar Corp. | EchoStar Corp. | EchoStar Corp. |
| 11/30/2029 | &nbsp;&nbsp; 10.750% | 4048642 | &nbsp;&nbsp; 4071552 |
| EchoStar Corp.<sup>(h)</sup>  | EchoStar Corp.<sup>(h)</sup>  | EchoStar Corp.<sup>(h)</sup>  | EchoStar Corp.<sup>(h)</sup>  |
| 11/30/2030 | &nbsp;&nbsp; 6.750% | 3429629 | &nbsp;&nbsp; 2948436 |
| Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  |
| 09/01/2026 | &nbsp;&nbsp; 3.125% | 2513000 | &nbsp;&nbsp; 2455621 |
| 08/01/2027 | &nbsp;&nbsp; 5.000% | 5091000 | &nbsp;&nbsp; 5040209 |
| 07/15/2028 | &nbsp;&nbsp; 4.000% | 2580000 | &nbsp;&nbsp; 2449734 |
| 07/01/2029 | &nbsp;&nbsp; 5.500% | 1278000 | &nbsp;&nbsp; 1256593 |
| 07/01/2030 | &nbsp;&nbsp; 4.125% | 2187000 | &nbsp;&nbsp; 1988639 |
| Virgin Media Finance PLC<sup>(a)</sup>  | Virgin Media Finance PLC<sup>(a)</sup>  | Virgin Media Finance PLC<sup>(a)</sup>  | Virgin Media Finance PLC<sup>(a)</sup>  |
| 07/15/2030 | &nbsp;&nbsp; 5.000% | 3454000 | &nbsp;&nbsp; 3132045 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Virgin Media Secured Finance PLC<sup>(a)</sup>  | Virgin Media Secured Finance PLC<sup>(a)</sup>  | Virgin Media Secured Finance PLC<sup>(a)</sup>  | Virgin Media Secured Finance PLC<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 5.500% | 2170000 | &nbsp;&nbsp; 2113340 |
| VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  | VZ Secured Financing BV<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 5.000% | 6068000 | &nbsp;&nbsp; 5245853 |
| Ziggo BV<sup>(a)</sup>  | Ziggo BV<sup>(a)</sup>  | Ziggo BV<sup>(a)</sup>  | Ziggo BV<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 4.875% | 2474000 | &nbsp;&nbsp; 2257067 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **103073812** |
| **Chemicals 1.6%** | **Chemicals 1.6%** | **Chemicals 1.6%** | **Chemicals 1.6%** |
| Ashland LLC<sup>(a)</sup>  | Ashland LLC<sup>(a)</sup>  | Ashland LLC<sup>(a)</sup>  | Ashland LLC<sup>(a)</sup>  |
| 09/01/2031 | &nbsp;&nbsp; 3.375% | 5270000 | &nbsp;&nbsp; 4543612 |
| Avient Corp.<sup>(a)</sup>  | Avient Corp.<sup>(a)</sup>  | Avient Corp.<sup>(a)</sup>  | Avient Corp.<sup>(a)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 7.125% | 1644000 | &nbsp;&nbsp; 1693981 |
| 11/01/2031 | &nbsp;&nbsp; 6.250% | 1268000 | &nbsp;&nbsp; 1267583 |
| Axalta Coating Systems Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems Dutch Holding B BV<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 7.250% | 1833000 | &nbsp;&nbsp; 1915109 |
| Axalta Coating Systems LLC<sup>(a)</sup>  | Axalta Coating Systems LLC<sup>(a)</sup>  | Axalta Coating Systems LLC<sup>(a)</sup>  | Axalta Coating Systems LLC<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 3.375% | 1169000 | &nbsp;&nbsp; 1087719 |
| Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  |
| 06/15/2027 | &nbsp;&nbsp; 4.750% | 1867000 | &nbsp;&nbsp; 1847162 |
| Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  |
| 01/10/2028 | &nbsp;&nbsp; 4.500% | 500000 | &nbsp;&nbsp; 455439 |
| 01/31/2030 | &nbsp;&nbsp; 4.500% | 7000000 | &nbsp;&nbsp; 5772221 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |
| 04/15/2030 | &nbsp;&nbsp; 6.500% | 673000 | &nbsp;&nbsp; 677687 |
| 07/15/2032 | &nbsp;&nbsp; 6.629% | 855000 | &nbsp;&nbsp; 874903 |
| 04/15/2033 | &nbsp;&nbsp; 6.750% | 7996000 | &nbsp;&nbsp; 7781725 |
| 11/15/2033 | &nbsp;&nbsp; 7.200% | 2415000 | &nbsp;&nbsp; 2519827 |
| Cheever Escrow Issuer LLC<sup>(a)</sup>  | Cheever Escrow Issuer LLC<sup>(a)</sup>  | Cheever Escrow Issuer LLC<sup>(a)</sup>  | Cheever Escrow Issuer LLC<sup>(a)</sup>  |
| 10/01/2027 | &nbsp;&nbsp; 7.125% | 1818000 | &nbsp;&nbsp; 1847496 |
| Element Solutions, Inc.<sup>(a)</sup>  | Element Solutions, Inc.<sup>(a)</sup>  | Element Solutions, Inc.<sup>(a)</sup>  | Element Solutions, Inc.<sup>(a)</sup>  |
| 09/01/2028 | &nbsp;&nbsp; 3.875% | 3427000 | &nbsp;&nbsp; 3290279 |
| HB Fuller Co. | HB Fuller Co. | HB Fuller Co. | HB Fuller Co. |
| 10/15/2028 | &nbsp;&nbsp; 4.250% | 3430000 | &nbsp;&nbsp; 3269282 |
| Herens Holdco Sarl<sup>(a)</sup>  | Herens Holdco Sarl<sup>(a)</sup>  | Herens Holdco Sarl<sup>(a)</sup>  | Herens Holdco Sarl<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 4.750% | 3124000 | &nbsp;&nbsp; 2734082 |
| Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup>  | Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup>  | Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup>  | Illuminate Buyer LLC/Holdings IV, Inc.<sup>(a)</sup>  |
| 07/01/2028 | &nbsp;&nbsp; 9.000% | 1575000 | &nbsp;&nbsp; 1579921 |
| INEOS Finance PLC<sup>(a)</sup>  | INEOS Finance PLC<sup>(a)</sup>  | INEOS Finance PLC<sup>(a)</sup>  | INEOS Finance PLC<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 7.500% | 5315000 | &nbsp;&nbsp; 5227591 |
| INEOS Quattro Finance 2 PLC<sup>(a)</sup>  | INEOS Quattro Finance 2 PLC<sup>(a)</sup>  | INEOS Quattro Finance 2 PLC<sup>(a)</sup>  | INEOS Quattro Finance 2 PLC<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 9.625% | 6625000 | &nbsp;&nbsp; 6625667 |
| Ingevity Corp.<sup>(a)</sup>  | Ingevity Corp.<sup>(a)</sup>  | Ingevity Corp.<sup>(a)</sup>  | Ingevity Corp.<sup>(a)</sup>  |
| 11/01/2028 | &nbsp;&nbsp; 3.875% | 1799000 | &nbsp;&nbsp; 1692201 |
| Innophos Holdings, Inc.<sup>(a)</sup>  | Innophos Holdings, Inc.<sup>(a)</sup>  | Innophos Holdings, Inc.<sup>(a)</sup>  | Innophos Holdings, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 11.500% | 4204550 | &nbsp;&nbsp; 4236084 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Olympus Water US Holding Corp.<sup>(a)</sup>  | Olympus Water US Holding Corp.<sup>(a)</sup>  | Olympus Water US Holding Corp.<sup>(a)</sup>  | Olympus Water US Holding Corp.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 4.250% | 3005000 | &nbsp;&nbsp; 2832739 |
| 11/15/2028 | &nbsp;&nbsp; 9.750% | 5408000 | &nbsp;&nbsp; 5668402 |
| 10/01/2029 | &nbsp;&nbsp; 6.250% | 3507000 | &nbsp;&nbsp; 3251120 |
| 06/15/2031 | &nbsp;&nbsp; 7.250% | 3919000 | &nbsp;&nbsp; 3917753 |
| SPCM SA<sup>(a)</sup>  | SPCM SA<sup>(a)</sup>  | SPCM SA<sup>(a)</sup>  | SPCM SA<sup>(a)</sup>  |
| 03/15/2027 | &nbsp;&nbsp; 3.125% | 1001000 | &nbsp;&nbsp; 961490 |
| Tronox, Inc.<sup>(a)</sup>  | Tronox, Inc.<sup>(a)</sup>  | Tronox, Inc.<sup>(a)</sup>  | Tronox, Inc.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 4.625% | 2843000 | &nbsp;&nbsp; 2374224 |
| WR Grace Holdings LLC<sup>(a)</sup>  | WR Grace Holdings LLC<sup>(a)</sup>  | WR Grace Holdings LLC<sup>(a)</sup>  | WR Grace Holdings LLC<sup>(a)</sup>  |
| 06/15/2027 | &nbsp;&nbsp; 4.875% | 4611000 | &nbsp;&nbsp; 4551357 |
| 08/15/2029 | &nbsp;&nbsp; 5.625% | 7752000 | &nbsp;&nbsp; 6830178 |
| 03/01/2031 | &nbsp;&nbsp; 7.375% | 2144000 | &nbsp;&nbsp; 2169994 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **93496828** |
| **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** | **Construction Machinery 0.3%** |
| Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. |
| 10/16/2026 | &nbsp;&nbsp; 4.450% | 5268000 | &nbsp;&nbsp; 5284395 |
| Herc Holdings Escrow, Inc.<sup>(a),(j)</sup>  | Herc Holdings Escrow, Inc.<sup>(a),(j)</sup>  | Herc Holdings Escrow, Inc.<sup>(a),(j)</sup>  | Herc Holdings Escrow, Inc.<sup>(a),(j)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 7.000% | 2402000 | &nbsp;&nbsp; 2474908 |
| 06/15/2033 | &nbsp;&nbsp; 7.250% | 5317000 | &nbsp;&nbsp; 5469963 |
| Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 5.500% | 1295000 | &nbsp;&nbsp; 1285173 |
| 06/15/2029 | &nbsp;&nbsp; 6.625% | 390000 | &nbsp;&nbsp; 395016 |
| Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 6.750% | 2519000 | &nbsp;&nbsp; 2571750 |
| 03/15/2031 | &nbsp;&nbsp; 7.750% | 611000 | &nbsp;&nbsp; 639688 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| 07/15/2030 | &nbsp;&nbsp; 4.000% | 897000 | &nbsp;&nbsp; 842604 |
| 01/15/2032 | &nbsp;&nbsp; 3.750% | 997000 | &nbsp;&nbsp; 894793 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **19858290** |
| **Consumer Cyclical Services 0.4%** | **Consumer Cyclical Services 0.4%** | **Consumer Cyclical Services 0.4%** | **Consumer Cyclical Services 0.4%** |
| Arches Buyer, Inc.<sup>(a)</sup>  | Arches Buyer, Inc.<sup>(a)</sup>  | Arches Buyer, Inc.<sup>(a)</sup>  | Arches Buyer, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.250% | 4842000 | &nbsp;&nbsp; 4561884 |
| 12/01/2028 | &nbsp;&nbsp; 6.125% | 6909000 | &nbsp;&nbsp; 6319562 |
| ASGN, Inc.<sup>(a)</sup>  | ASGN, Inc.<sup>(a)</sup>  | ASGN, Inc.<sup>(a)</sup>  | ASGN, Inc.<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 4.625% | 2024000 | &nbsp;&nbsp; 1954071 |
| Garda World Security Corp.<sup>(a)</sup>  | Garda World Security Corp.<sup>(a)</sup>  | Garda World Security Corp.<sup>(a)</sup>  | Garda World Security Corp.<sup>(a)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 8.250% | 2997000 | &nbsp;&nbsp; 2988728 |
| Match Group, Inc.<sup>(a)</sup>  | Match Group, Inc.<sup>(a)</sup>  | Match Group, Inc.<sup>(a)</sup>  | Match Group, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.625% | 5557000 | &nbsp;&nbsp; 5387218 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **21211463** |
| **Consumer Products 0.4%** | **Consumer Products 0.4%** | **Consumer Products 0.4%** | **Consumer Products 0.4%** |
| Acushnet Co.<sup>(a)</sup>  | Acushnet Co.<sup>(a)</sup>  | Acushnet Co.<sup>(a)</sup>  | Acushnet Co.<sup>(a)</sup>  |
| 10/15/2028 | &nbsp;&nbsp; 7.375% | 1500000 | &nbsp;&nbsp; 1555504 |
| CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(a)</sup>  | CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(a)</sup>  | CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(a)</sup>  | CD&R Smokey Buyer, Inc./Radio Systems Corp.<sup>(a)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 9.500% | 6454000 | &nbsp;&nbsp; 5354106 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Newell Brands, Inc.<sup>(a)</sup>  | Newell Brands, Inc.<sup>(a)</sup>  | Newell Brands, Inc.<sup>(a)</sup>  | Newell Brands, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 8.500% | 360000 | &nbsp;&nbsp; 372691 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| 05/15/2030 | &nbsp;&nbsp; 6.375% | 4820000 | &nbsp;&nbsp; 4537380 |
| 05/15/2032 | &nbsp;&nbsp; 6.625% | 4915000 | &nbsp;&nbsp; 4549023 |
| Newell, Inc.<sup>(i)</sup>  | Newell, Inc.<sup>(i)</sup>  | Newell, Inc.<sup>(i)</sup>  | Newell, Inc.<sup>(i)</sup>  |
| 04/01/2026 | &nbsp;&nbsp; 5.700% | 679000 | &nbsp;&nbsp; 684141 |
| Opal Bidco SAS<sup>(a)</sup>  | Opal Bidco SAS<sup>(a)</sup>  | Opal Bidco SAS<sup>(a)</sup>  | Opal Bidco SAS<sup>(a)</sup>  |
| 03/31/2032 | &nbsp;&nbsp; 6.500% | 2700000 | &nbsp;&nbsp; 2698067 |
| Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) |
| 04/01/2031 | &nbsp;&nbsp; 4.000% | 1855000 | &nbsp;&nbsp; 1665035 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **21415947** |
| **Diversified Manufacturing 0.9%** | **Diversified Manufacturing 0.9%** | **Diversified Manufacturing 0.9%** | **Diversified Manufacturing 0.9%** |
| Amsted Industries, Inc.<sup>(a)</sup>  | Amsted Industries, Inc.<sup>(a)</sup>  | Amsted Industries, Inc.<sup>(a)</sup>  | Amsted Industries, Inc.<sup>(a)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.375% | 554000 | &nbsp;&nbsp; 562174 |
| Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. |
| 02/15/2030 | &nbsp;&nbsp; 2.722% | 16226000 | &nbsp;&nbsp; 14934370 |
| Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  |
| 01/01/2030 | &nbsp;&nbsp; 7.500% | 1355000 | &nbsp;&nbsp; 1415972 |
| Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  |
| 12/15/2030 | &nbsp;&nbsp; 6.625% | 7652000 | &nbsp;&nbsp; 7735013 |
| EMRLD Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  | EMRLD Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  | EMRLD Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  | EMRLD Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  |
| 07/15/2031 | &nbsp;&nbsp; 6.750% | 1526000 | &nbsp;&nbsp; 1560217 |
| Esab Corp.<sup>(a)</sup>  | Esab Corp.<sup>(a)</sup>  | Esab Corp.<sup>(a)</sup>  | Esab Corp.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 6.250% | 1153000 | &nbsp;&nbsp; 1173470 |
| Gates Corp. (The)<sup>(a)</sup>  | Gates Corp. (The)<sup>(a)</sup>  | Gates Corp. (The)<sup>(a)</sup>  | Gates Corp. (The)<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 6.875% | 1888000 | &nbsp;&nbsp; 1935549 |
| Madison IAQ LLC<sup>(a)</sup>  | Madison IAQ LLC<sup>(a)</sup>  | Madison IAQ LLC<sup>(a)</sup>  | Madison IAQ LLC<sup>(a)</sup>  |
| 06/30/2028 | &nbsp;&nbsp; 4.125% | 4480000 | &nbsp;&nbsp; 4309945 |
| 06/30/2029 | &nbsp;&nbsp; 5.875% | 4084000 | &nbsp;&nbsp; 3947633 |
| Resideo Funding, Inc.<sup>(a)</sup>  | Resideo Funding, Inc.<sup>(a)</sup>  | Resideo Funding, Inc.<sup>(a)</sup>  | Resideo Funding, Inc.<sup>(a)</sup>  |
| 09/01/2029 | &nbsp;&nbsp; 4.000% | 3005000 | &nbsp;&nbsp; 2800787 |
| 07/15/2032 | &nbsp;&nbsp; 6.500% | 1022000 | &nbsp;&nbsp; 1031264 |
| Vertical US Newco, Inc.<sup>(a)</sup>  | Vertical US Newco, Inc.<sup>(a)</sup>  | Vertical US Newco, Inc.<sup>(a)</sup>  | Vertical US Newco, Inc.<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 5.250% | 1598000 | &nbsp;&nbsp; 1583294 |
| Wesco Distribution, Inc.<sup>(a)</sup>  | Wesco Distribution, Inc.<sup>(a)</sup>  | Wesco Distribution, Inc.<sup>(a)</sup>  | Wesco Distribution, Inc.<sup>(a)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.375% | 1163000 | &nbsp;&nbsp; 1184874 |
| WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 7.250% | 3427000 | &nbsp;&nbsp; 3468908 |
| 03/15/2029 | &nbsp;&nbsp; 6.375% | 2103000 | &nbsp;&nbsp; 2147222 |
| 03/15/2032 | &nbsp;&nbsp; 6.625% | 2702000 | &nbsp;&nbsp; 2774573 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **52565265** |
| **Electric 2.2%** | **Electric 2.2%** | **Electric 2.2%** | **Electric 2.2%** |
| AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. |
| 01/15/2050 | &nbsp;&nbsp; 3.450% | 7720000 | &nbsp;&nbsp; 5090972 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Alpha Generation LLC<sup>(a)</sup>  | Alpha Generation LLC<sup>(a)</sup>  | Alpha Generation LLC<sup>(a)</sup>  | Alpha Generation LLC<sup>(a)</sup>  |
| 10/15/2032 | &nbsp;&nbsp; 6.750% | 1428000 | &nbsp;&nbsp; 1456259 |
| California Buyer Ltd./Atlantica Sustainable Infrastructure PLC<sup>(a)</sup>  | California Buyer Ltd./Atlantica Sustainable Infrastructure PLC<sup>(a)</sup>  | California Buyer Ltd./Atlantica Sustainable Infrastructure PLC<sup>(a)</sup>  | California Buyer Ltd./Atlantica Sustainable Infrastructure PLC<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 6.375% | 2603000 | &nbsp;&nbsp; 2567711 |
| Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 4.500% | 2035000 | &nbsp;&nbsp; 1996600 |
| Clearway Energy Operating LLC<sup>(a)</sup>  | Clearway Energy Operating LLC<sup>(a)</sup>  | Clearway Energy Operating LLC<sup>(a)</sup>  | Clearway Energy Operating LLC<sup>(a)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 4.750% | 910000 | &nbsp;&nbsp; 888768 |
| 02/15/2031 | &nbsp;&nbsp; 3.750% | 8532000 | &nbsp;&nbsp; 7701993 |
| 01/15/2032 | &nbsp;&nbsp; 3.750% | 3452000 | &nbsp;&nbsp; 3030383 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |
| 07/01/2027 | &nbsp;&nbsp; 4.950% | 8485000 | &nbsp;&nbsp; 8554547 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| 09/01/2046 | &nbsp;&nbsp; 3.750% | 7780000 | &nbsp;&nbsp; 5590805 |
| Edison International | Edison International | Edison International | Edison International |
| 11/15/2028 | &nbsp;&nbsp; 5.250% | 7553000 | &nbsp;&nbsp; 7439723 |
| FirstEnergy Corp. | FirstEnergy Corp. | FirstEnergy Corp. | FirstEnergy Corp. |
| 03/01/2050 | &nbsp;&nbsp; 3.400% | 2732000 | &nbsp;&nbsp; 1785507 |
| Leeward Renewable Energy Operations LLC<sup>(a)</sup>  | Leeward Renewable Energy Operations LLC<sup>(a)</sup>  | Leeward Renewable Energy Operations LLC<sup>(a)</sup>  | Leeward Renewable Energy Operations LLC<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 4.250% | 1411000 | &nbsp;&nbsp; 1285181 |
| Long Ridge Energy LLC<sup>(a)</sup>  | Long Ridge Energy LLC<sup>(a)</sup>  | Long Ridge Energy LLC<sup>(a)</sup>  | Long Ridge Energy LLC<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 8.750% | 5764000 | &nbsp;&nbsp; 5810432 |
| NextEra Energy Operating Partners LP<sup>(a)</sup>  | NextEra Energy Operating Partners LP<sup>(a)</sup>  | NextEra Energy Operating Partners LP<sup>(a)</sup>  | NextEra Energy Operating Partners LP<sup>(a)</sup>  |
| 10/15/2026 | &nbsp;&nbsp; 3.875% | 603000 | &nbsp;&nbsp; 586122 |
| 09/15/2027 | &nbsp;&nbsp; 4.500% | 8245000 | &nbsp;&nbsp; 7963955 |
| 01/15/2029 | &nbsp;&nbsp; 7.250% | 4566000 | &nbsp;&nbsp; 4590841 |
| NRG Energy, Inc. | NRG Energy, Inc. | NRG Energy, Inc. | NRG Energy, Inc. |
| 01/15/2028 | &nbsp;&nbsp; 5.750% | 1251000 | &nbsp;&nbsp; 1254938 |
| NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 3.375% | 1229000 | &nbsp;&nbsp; 1148325 |
| 06/15/2029 | &nbsp;&nbsp; 5.250% | 2719000 | &nbsp;&nbsp; 2686747 |
| 07/15/2029 | &nbsp;&nbsp; 5.750% | 1030000 | &nbsp;&nbsp; 1026712 |
| 02/15/2032 | &nbsp;&nbsp; 3.875% | 5750000 | &nbsp;&nbsp; 5199028 |
| 02/01/2033 | &nbsp;&nbsp; 6.000% | 1981000 | &nbsp;&nbsp; 1967163 |
| 11/01/2034 | &nbsp;&nbsp; 6.250% | 2574000 | &nbsp;&nbsp; 2574633 |
| Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. |
| 07/01/2050 | &nbsp;&nbsp; 4.950% | 15675000 | &nbsp;&nbsp; 12457722 |
| Pattern Energy Operations LP/Inc.<sup>(a)</sup>  | Pattern Energy Operations LP/Inc.<sup>(a)</sup>  | Pattern Energy Operations LP/Inc.<sup>(a)</sup>  | Pattern Energy Operations LP/Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.500% | 1390000 | &nbsp;&nbsp; 1333792 |
| PG&E Corp. | PG&E Corp. | PG&E Corp. | PG&E Corp. |
| 07/01/2028 | &nbsp;&nbsp; 5.000% | 1596000 | &nbsp;&nbsp; 1558138 |
| PG&E Corp.<sup>(i)</sup>  | PG&E Corp.<sup>(i)</sup>  | PG&E Corp.<sup>(i)</sup>  | PG&E Corp.<sup>(i)</sup>  |
| 03/15/2055 | &nbsp;&nbsp; 7.375% | 1919000 | &nbsp;&nbsp; 1879985 |
| TerraForm Power Operating LLC<sup>(a)</sup>  | TerraForm Power Operating LLC<sup>(a)</sup>  | TerraForm Power Operating LLC<sup>(a)</sup>  | TerraForm Power Operating LLC<sup>(a)</sup>  |
| 01/31/2028 | &nbsp;&nbsp; 5.000% | 1334000 | &nbsp;&nbsp; 1297738 |
| 01/15/2030 | &nbsp;&nbsp; 4.750% | 5930000 | &nbsp;&nbsp; 5596743 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  |
| 09/01/2026 | &nbsp;&nbsp; 5.500% | 2613000 | &nbsp;&nbsp; 2614661 |
| 02/15/2027 | &nbsp;&nbsp; 5.625% | 3311000 | &nbsp;&nbsp; 3310386 |
| 07/31/2027 | &nbsp;&nbsp; 5.000% | 1280000 | &nbsp;&nbsp; 1276801 |
| 05/01/2029 | &nbsp;&nbsp; 4.375% | 1350000 | &nbsp;&nbsp; 1305370 |
| 10/15/2031 | &nbsp;&nbsp; 7.750% | 3834000 | &nbsp;&nbsp; 4065247 |
| 04/15/2032 | &nbsp;&nbsp; 6.875% | 1408000 | &nbsp;&nbsp; 1466413 |
| XPLR Infrastructure Operating Partners LP<sup>(a)</sup>  | XPLR Infrastructure Operating Partners LP<sup>(a)</sup>  | XPLR Infrastructure Operating Partners LP<sup>(a)</sup>  | XPLR Infrastructure Operating Partners LP<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 8.375% | 2256000 | &nbsp;&nbsp; 2355780 |
| 03/15/2033 | &nbsp;&nbsp; 8.625% | 4186000 | &nbsp;&nbsp; 4395685 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **127111806** |
| **Environmental 0.1%** | **Environmental 0.1%** | **Environmental 0.1%** | **Environmental 0.1%** |
| GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 4.000% | 2000000 | &nbsp;&nbsp; 1923791 |
| 01/15/2031 | &nbsp;&nbsp; 6.750% | 3195000 | &nbsp;&nbsp; 3316164 |
| Waste Pro USA, Inc.<sup>(a)</sup>  | Waste Pro USA, Inc.<sup>(a)</sup>  | Waste Pro USA, Inc.<sup>(a)</sup>  | Waste Pro USA, Inc.<sup>(a)</sup>  |
| 02/01/2033 | &nbsp;&nbsp; 7.000% | 3201000 | &nbsp;&nbsp; 3289533 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **8529488** |
| **Finance Companies 1.1%** | **Finance Companies 1.1%** | **Finance Companies 1.1%** | **Finance Companies 1.1%** |
| GGAM Finance Ltd.<sup>(a)</sup>  | GGAM Finance Ltd.<sup>(a)</sup>  | GGAM Finance Ltd.<sup>(a)</sup>  | GGAM Finance Ltd.<sup>(a)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 8.000% | 2781000 | &nbsp;&nbsp; 2860545 |
| 04/15/2029 | &nbsp;&nbsp; 6.875% | 1579000 | &nbsp;&nbsp; 1615947 |
| 03/15/2030 | &nbsp;&nbsp; 5.875% | 2325000 | &nbsp;&nbsp; 2319916 |
| Navient Corp. | Navient Corp. | Navient Corp. | Navient Corp. |
| 06/25/2025 | &nbsp;&nbsp; 6.750% | 878000 | &nbsp;&nbsp; 878595 |
| 03/15/2027 | &nbsp;&nbsp; 5.000% | 2610000 | &nbsp;&nbsp; 2578270 |
| 03/15/2029 | &nbsp;&nbsp; 5.500% | 1093000 | &nbsp;&nbsp; 1052340 |
| 03/15/2031 | &nbsp;&nbsp; 11.500% | 1757000 | &nbsp;&nbsp; 1990529 |
| 08/01/2033 | &nbsp;&nbsp; 5.625% | 3225000 | &nbsp;&nbsp; 2839992 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |
| 05/15/2029 | &nbsp;&nbsp; 6.625% | 3362000 | &nbsp;&nbsp; 3399809 |
| 03/15/2030 | &nbsp;&nbsp; 7.875% | 2502000 | &nbsp;&nbsp; 2614203 |
| 09/15/2030 | &nbsp;&nbsp; 4.000% | 1882000 | &nbsp;&nbsp; 1694056 |
| 05/15/2031 | &nbsp;&nbsp; 7.500% | 1847000 | &nbsp;&nbsp; 1901489 |
| 11/15/2031 | &nbsp;&nbsp; 7.125% | 817000 | &nbsp;&nbsp; 832088 |
| 03/15/2032 | &nbsp;&nbsp; 6.750% | 1330000 | &nbsp;&nbsp; 1321750 |
| OneMain Finance Corp.<sup>(j)</sup>  | OneMain Finance Corp.<sup>(j)</sup>  | OneMain Finance Corp.<sup>(j)</sup>  | OneMain Finance Corp.<sup>(j)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 7.125% | 2736000 | &nbsp;&nbsp; 2753089 |
| Provident Funding Associates LP/PFG Finance Corp.<sup>(a)</sup>  | Provident Funding Associates LP/PFG Finance Corp.<sup>(a)</sup>  | Provident Funding Associates LP/PFG Finance Corp.<sup>(a)</sup>  | Provident Funding Associates LP/PFG Finance Corp.<sup>(a)</sup>  |
| 09/15/2029 | &nbsp;&nbsp; 9.750% | 6545000 | &nbsp;&nbsp; 6819392 |
| Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  |
| 03/01/2031 | &nbsp;&nbsp; 3.875% | 3811000 | &nbsp;&nbsp; 3448255 |
| 10/15/2033 | &nbsp;&nbsp; 4.000% | 15861000 | &nbsp;&nbsp; 13701993 |
| Springleaf Finance Corp. | Springleaf Finance Corp. | Springleaf Finance Corp. | Springleaf Finance Corp. |
| 11/15/2029 | &nbsp;&nbsp; 5.375% | 169000 | &nbsp;&nbsp; 163765 |
| United Wholesale Mortgage LLC<sup>(a)</sup>  | United Wholesale Mortgage LLC<sup>(a)</sup>  | United Wholesale Mortgage LLC<sup>(a)</sup>  | United Wholesale Mortgage LLC<sup>(a)</sup>  |
| 11/15/2025 | &nbsp;&nbsp; 5.500% | 1435000 | &nbsp;&nbsp; 1433305 |
| 06/15/2027 | &nbsp;&nbsp; 5.750% | 2863000 | &nbsp;&nbsp; 2822363 |
| 04/15/2029 | &nbsp;&nbsp; 5.500% | 3544000 | &nbsp;&nbsp; 3399633 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| UWM Holdings LLC<sup>(a)</sup>  | UWM Holdings LLC<sup>(a)</sup>  | UWM Holdings LLC<sup>(a)</sup>  | UWM Holdings LLC<sup>(a)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 6.625% | 3543000 | &nbsp;&nbsp; 3473573 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **65914897** |
| **Food and Beverage 1.7%** | **Food and Beverage 1.7%** | **Food and Beverage 1.7%** | **Food and Beverage 1.7%** |
| Bacardi Ltd.<sup>(a)</sup>  | Bacardi Ltd.<sup>(a)</sup>  | Bacardi Ltd.<sup>(a)</sup>  | Bacardi Ltd.<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 4.700% | 2526000 | &nbsp;&nbsp; 2519331 |
| 05/15/2048 | &nbsp;&nbsp; 5.300% | 17883000 | &nbsp;&nbsp; 15111745 |
| Bacardi Ltd./Bacardi-Martini BV<sup>(a)</sup>  | Bacardi Ltd./Bacardi-Martini BV<sup>(a)</sup>  | Bacardi Ltd./Bacardi-Martini BV<sup>(a)</sup>  | Bacardi Ltd./Bacardi-Martini BV<sup>(a)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 5.400% | 25055000 | &nbsp;&nbsp; 24431238 |
| Chobani Holdco II LLC<sup>(a),(h)</sup>  | Chobani Holdco II LLC<sup>(a),(h)</sup>  | Chobani Holdco II LLC<sup>(a),(h)</sup>  | Chobani Holdco II LLC<sup>(a),(h)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 8.750% | 4998042 | &nbsp;&nbsp; 5330814 |
| Chobani LLC/Finance Corp., Inc.<sup>(a)</sup>  | Chobani LLC/Finance Corp., Inc.<sup>(a)</sup>  | Chobani LLC/Finance Corp., Inc.<sup>(a)</sup>  | Chobani LLC/Finance Corp., Inc.<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 7.625% | 2923000 | &nbsp;&nbsp; 3067458 |
| Constellation Brands, Inc. | Constellation Brands, Inc. | Constellation Brands, Inc. | Constellation Brands, Inc. |
| 08/01/2029 | &nbsp;&nbsp; 3.150% | 4232000 | &nbsp;&nbsp; 3984612 |
| Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 5.250% | 2845000 | &nbsp;&nbsp; 2823689 |
| General Mills, Inc. | General Mills, Inc. | General Mills, Inc. | General Mills, Inc. |
| 01/30/2027 | &nbsp;&nbsp; 4.700% | 4450000 | &nbsp;&nbsp; 4468104 |
| Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 4.875% | 893000 | &nbsp;&nbsp; 882360 |
| 01/31/2030 | &nbsp;&nbsp; 4.125% | 2124000 | &nbsp;&nbsp; 2003798 |
| Pepsico Singapore Financing I Pte Ltd. | Pepsico Singapore Financing I Pte Ltd. | Pepsico Singapore Financing I Pte Ltd. | Pepsico Singapore Financing I Pte Ltd. |
| 02/16/2027 | &nbsp;&nbsp; 4.650% | 5843000 | &nbsp;&nbsp; 5885147 |
| Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 6.125% | 1143000 | &nbsp;&nbsp; 1153074 |
| Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 4.625% | 1287000 | &nbsp;&nbsp; 1220091 |
| 09/15/2031 | &nbsp;&nbsp; 4.500% | 6210000 | &nbsp;&nbsp; 5662578 |
| 02/15/2032 | &nbsp;&nbsp; 6.250% | 1824000 | &nbsp;&nbsp; 1854711 |
| Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(a)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(a)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(a)</sup>  | Primo Water Holdings, Inc./Triton Water Holdings, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 6.250% | 3257000 | &nbsp;&nbsp; 3266573 |
| 04/30/2029 | &nbsp;&nbsp; 4.375% | 3350000 | &nbsp;&nbsp; 3215916 |
| Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup>  | Simmons Foods, Inc./Prepared Foods, Inc./Pet Food, Inc./Feed<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 4.625% | 4138000 | &nbsp;&nbsp; 3853043 |
| US Foods, Inc.<sup>(a)</sup>  | US Foods, Inc.<sup>(a)</sup>  | US Foods, Inc.<sup>(a)</sup>  | US Foods, Inc.<sup>(a)</sup>  |
| 09/15/2028 | &nbsp;&nbsp; 6.875% | 1558000 | &nbsp;&nbsp; 1604542 |
| 02/15/2029 | &nbsp;&nbsp; 4.750% | 967000 | &nbsp;&nbsp; 945982 |
| 06/01/2030 | &nbsp;&nbsp; 4.625% | 3348000 | &nbsp;&nbsp; 3222689 |
| 01/15/2032 | &nbsp;&nbsp; 7.250% | 1450000 | &nbsp;&nbsp; 1517223 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **98024718** |
| **Gaming 0.9%** | **Gaming 0.9%** | **Gaming 0.9%** | **Gaming 0.9%** |
| Boyd Gaming Corp. | Boyd Gaming Corp. | Boyd Gaming Corp. | Boyd Gaming Corp. |
| 12/01/2027 | &nbsp;&nbsp; 4.750% | 1974000 | &nbsp;&nbsp; 1944548 |
| Boyd Gaming Corp.<sup>(a)</sup>  | Boyd Gaming Corp.<sup>(a)</sup>  | Boyd Gaming Corp.<sup>(a)</sup>  | Boyd Gaming Corp.<sup>(a)</sup>  |
| 06/15/2031 | &nbsp;&nbsp; 4.750% | 1622000 | &nbsp;&nbsp; 1520836 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 7.000% | 2332000 | &nbsp;&nbsp; 2391478 |
| 02/15/2032 | &nbsp;&nbsp; 6.500% | 4045000 | &nbsp;&nbsp; 4078599 |
| 10/15/2032 | &nbsp;&nbsp; 6.000% | 1927000 | &nbsp;&nbsp; 1848383 |
| Churchill Downs, Inc.<sup>(a)</sup>  | Churchill Downs, Inc.<sup>(a)</sup>  | Churchill Downs, Inc.<sup>(a)</sup>  | Churchill Downs, Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 4.750% | 2174000 | &nbsp;&nbsp; 2124224 |
| 05/01/2031 | &nbsp;&nbsp; 6.750% | 1149000 | &nbsp;&nbsp; 1171075 |
| Colt Merger Sub, Inc.<sup>(a)</sup>  | Colt Merger Sub, Inc.<sup>(a)</sup>  | Colt Merger Sub, Inc.<sup>(a)</sup>  | Colt Merger Sub, Inc.<sup>(a)</sup>  |
| 07/01/2027 | &nbsp;&nbsp; 8.125% | 916000 | &nbsp;&nbsp; 918476 |
| Light & Wonder International, Inc.<sup>(a)</sup>  | Light & Wonder International, Inc.<sup>(a)</sup>  | Light & Wonder International, Inc.<sup>(a)</sup>  | Light & Wonder International, Inc.<sup>(a)</sup>  |
| 09/01/2031 | &nbsp;&nbsp; 7.500% | 330000 | &nbsp;&nbsp; 341114 |
| MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International |
| 09/15/2029 | &nbsp;&nbsp; 6.125% | 1908000 | &nbsp;&nbsp; 1915747 |
| Midwest Gaming Borrower LLC<sup>(a)</sup>  | Midwest Gaming Borrower LLC<sup>(a)</sup>  | Midwest Gaming Borrower LLC<sup>(a)</sup>  | Midwest Gaming Borrower LLC<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 4.875% | 4992000 | &nbsp;&nbsp; 4790669 |
| Penn National Gaming, Inc.<sup>(a)</sup>  | Penn National Gaming, Inc.<sup>(a)</sup>  | Penn National Gaming, Inc.<sup>(a)</sup>  | Penn National Gaming, Inc.<sup>(a)</sup>  |
| 01/15/2027 | &nbsp;&nbsp; 5.625% | 414000 | &nbsp;&nbsp; 408531 |
| 07/01/2029 | &nbsp;&nbsp; 4.125% | 7220000 | &nbsp;&nbsp; 6469652 |
| Rivers Enterprise Borrower LLC/Finance Corp.<sup>(a)</sup>  | Rivers Enterprise Borrower LLC/Finance Corp.<sup>(a)</sup>  | Rivers Enterprise Borrower LLC/Finance Corp.<sup>(a)</sup>  | Rivers Enterprise Borrower LLC/Finance Corp.<sup>(a)</sup>  |
| 02/01/2033 | &nbsp;&nbsp; 6.625% | 5384000 | &nbsp;&nbsp; 5320135 |
| Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup>  | Scientific Games Holdings LP/US FinCo, Inc.<sup>(a)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 6.625% | 9301000 | &nbsp;&nbsp; 8835363 |
| Scientific Games International, Inc.<sup>(a)</sup>  | Scientific Games International, Inc.<sup>(a)</sup>  | Scientific Games International, Inc.<sup>(a)</sup>  | Scientific Games International, Inc.<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 7.250% | 2450000 | &nbsp;&nbsp; 2521090 |
| Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  | Voyager Parent LLC<sup>(a)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.250% | 2717000 | &nbsp;&nbsp; 2805159 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **49405079** |
| **Health Care 3.3%** | **Health Care 3.3%** | **Health Care 3.3%** | **Health Care 3.3%** |
| Acadia Healthcare Co., Inc.<sup>(a)</sup>  | Acadia Healthcare Co., Inc.<sup>(a)</sup>  | Acadia Healthcare Co., Inc.<sup>(a)</sup>  | Acadia Healthcare Co., Inc.<sup>(a)</sup>  |
| 07/01/2028 | &nbsp;&nbsp; 5.500% | 2108000 | &nbsp;&nbsp; 2078827 |
| 04/15/2029 | &nbsp;&nbsp; 5.000% | 5815000 | &nbsp;&nbsp; 5572312 |
| 03/15/2033 | &nbsp;&nbsp; 7.375% | 2422000 | &nbsp;&nbsp; 2468488 |
| Avantor Funding, Inc.<sup>(a)</sup>  | Avantor Funding, Inc.<sup>(a)</sup>  | Avantor Funding, Inc.<sup>(a)</sup>  | Avantor Funding, Inc.<sup>(a)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 4.625% | 1819000 | &nbsp;&nbsp; 1772666 |
| 11/01/2029 | &nbsp;&nbsp; 3.875% | 4861000 | &nbsp;&nbsp; 4535300 |
| Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 8.375% | 2463000 | &nbsp;&nbsp; 2556872 |
| Charles River Laboratories International, Inc.<sup>(a)</sup>  | Charles River Laboratories International, Inc.<sup>(a)</sup>  | Charles River Laboratories International, Inc.<sup>(a)</sup>  | Charles River Laboratories International, Inc.<sup>(a)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 4.250% | 455000 | &nbsp;&nbsp; 437235 |
| 03/15/2029 | &nbsp;&nbsp; 3.750% | 1124000 | &nbsp;&nbsp; 1041570 |
| 03/15/2031 | &nbsp;&nbsp; 4.000% | 975000 | &nbsp;&nbsp; 874929 |
| CHS/Community Health Systems, Inc.<sup>(a)</sup>  | CHS/Community Health Systems, Inc.<sup>(a)</sup>  | CHS/Community Health Systems, Inc.<sup>(a)</sup>  | CHS/Community Health Systems, Inc.<sup>(a)</sup>  |
| 03/15/2027 | &nbsp;&nbsp; 5.625% | 2690000 | &nbsp;&nbsp; 2651127 |
| 04/15/2029 | &nbsp;&nbsp; 6.875% | 2281000 | &nbsp;&nbsp; 1901219 |
| 05/15/2030 | &nbsp;&nbsp; 5.250% | 4449000 | &nbsp;&nbsp; 4005311 |
| 02/15/2031 | &nbsp;&nbsp; 4.750% | 2397000 | &nbsp;&nbsp; 2051591 |
| 01/15/2032 | &nbsp;&nbsp; 10.875% | 1005000 | &nbsp;&nbsp; 1071939 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Cigna Corp. | Cigna Corp. | Cigna Corp. | Cigna Corp. |
| 03/15/2050 | &nbsp;&nbsp; 3.400% | 2340000 | &nbsp;&nbsp; 1529034 |
| Cigna Group (The) | Cigna Group (The) | Cigna Group (The) | Cigna Group (The) |
| 02/15/2054 | &nbsp;&nbsp; 5.600% | 2304000 | &nbsp;&nbsp; 2128441 |
| Concentra Escrow Issuer Corp.<sup>(a)</sup>  | Concentra Escrow Issuer Corp.<sup>(a)</sup>  | Concentra Escrow Issuer Corp.<sup>(a)</sup>  | Concentra Escrow Issuer Corp.<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.875% | 6249000 | &nbsp;&nbsp; 6437802 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| 03/25/2038 | &nbsp;&nbsp; 4.780% | 28610000 | &nbsp;&nbsp; 25429989 |
| DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  |
| 07/15/2033 | &nbsp;&nbsp; 6.750% | 3499000 | &nbsp;&nbsp; 3532528 |
| GE HealthCare Technologies, Inc. | GE HealthCare Technologies, Inc. | GE HealthCare Technologies, Inc. | GE HealthCare Technologies, Inc. |
| 11/15/2027 | &nbsp;&nbsp; 5.650% | 18980000 | &nbsp;&nbsp; 19473866 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| 02/01/2029 | &nbsp;&nbsp; 5.875% | 2135000 | &nbsp;&nbsp; 2203502 |
| 09/01/2030 | &nbsp;&nbsp; 3.500% | 31379000 | &nbsp;&nbsp; 29246317 |
| 03/01/2035 | &nbsp;&nbsp; 5.750% | 10210000 | &nbsp;&nbsp; 10298247 |
| Indigo Merger Sub, Inc.<sup>(a)</sup>  | Indigo Merger Sub, Inc.<sup>(a)</sup>  | Indigo Merger Sub, Inc.<sup>(a)</sup>  | Indigo Merger Sub, Inc.<sup>(a)</sup>  |
| 07/15/2026 | &nbsp;&nbsp; 2.875% | 499000 | &nbsp;&nbsp; 485596 |
| IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  |
| 10/15/2026 | &nbsp;&nbsp; 5.000% | 823000 | &nbsp;&nbsp; 820436 |
| 05/15/2027 | &nbsp;&nbsp; 5.000% | 1864000 | &nbsp;&nbsp; 1850702 |
| 05/15/2030 | &nbsp;&nbsp; 6.500% | 993000 | &nbsp;&nbsp; 1014994 |
| LifePoint Health, Inc.<sup>(a)</sup>  | LifePoint Health, Inc.<sup>(a)</sup>  | LifePoint Health, Inc.<sup>(a)</sup>  | LifePoint Health, Inc.<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 11.000% | 3358000 | &nbsp;&nbsp; 3694429 |
| Medline Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  | Medline Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  | Medline Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  | Medline Borrower LP/Co-Issuer, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 6.250% | 2131000 | &nbsp;&nbsp; 2169045 |
| Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 3.875% | 2870000 | &nbsp;&nbsp; 2706429 |
| 10/01/2029 | &nbsp;&nbsp; 5.250% | 6635000 | &nbsp;&nbsp; 6483213 |
| Select Medical Corp.<sup>(a)</sup>  | Select Medical Corp.<sup>(a)</sup>  | Select Medical Corp.<sup>(a)</sup>  | Select Medical Corp.<sup>(a)</sup>  |
| 12/01/2032 | &nbsp;&nbsp; 6.250% | 3257000 | &nbsp;&nbsp; 3226498 |
| Star Parent, Inc.<sup>(a)</sup>  | Star Parent, Inc.<sup>(a)</sup>  | Star Parent, Inc.<sup>(a)</sup>  | Star Parent, Inc.<sup>(a)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 9.000% | 6682000 | &nbsp;&nbsp; 6906131 |
| Surgery Center Holdings, Inc.<sup>(a)</sup>  | Surgery Center Holdings, Inc.<sup>(a)</sup>  | Surgery Center Holdings, Inc.<sup>(a)</sup>  | Surgery Center Holdings, Inc.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 7.250% | 6120000 | &nbsp;&nbsp; 6112691 |
| Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. |
| 02/01/2027 | &nbsp;&nbsp; 6.250% | 3617000 | &nbsp;&nbsp; 3615628 |
| 11/01/2027 | &nbsp;&nbsp; 5.125% | 2981000 | &nbsp;&nbsp; 2961181 |
| 10/01/2028 | &nbsp;&nbsp; 6.125% | 2640000 | &nbsp;&nbsp; 2644358 |
| 01/15/2030 | &nbsp;&nbsp; 4.375% | 6601000 | &nbsp;&nbsp; 6308026 |
| 05/15/2031 | &nbsp;&nbsp; 6.750% | 6531000 | &nbsp;&nbsp; 6727282 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **191025751** |
| **Healthcare Insurance 1.0%** | **Healthcare Insurance 1.0%** | **Healthcare Insurance 1.0%** | **Healthcare Insurance 1.0%** |
| Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. |
| 10/15/2030 | &nbsp;&nbsp; 3.000% | 43721000 | &nbsp;&nbsp; 38462899 |
| 03/01/2031 | &nbsp;&nbsp; 2.500% | 9867000 | &nbsp;&nbsp; 8380122 |
| 08/01/2031 | &nbsp;&nbsp; 2.625% | 7000 | &nbsp;&nbsp; 5929 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| 04/15/2054 | &nbsp;&nbsp; 5.375% | 9200000 | &nbsp;&nbsp; 8280395 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **55129345** |
| **Home Construction 0.1%** | **Home Construction 0.1%** | **Home Construction 0.1%** | **Home Construction 0.1%** |
| Shea Homes LP/Funding Corp. | Shea Homes LP/Funding Corp. | Shea Homes LP/Funding Corp. | Shea Homes LP/Funding Corp. |
| 02/15/2028 | &nbsp;&nbsp; 4.750% | 3237000 | &nbsp;&nbsp; 3167399 |
| 04/01/2029 | &nbsp;&nbsp; 4.750% | 1337000 | &nbsp;&nbsp; 1280480 |
| Taylor Morrison Communities, Inc.<sup>(a)</sup>  | Taylor Morrison Communities, Inc.<sup>(a)</sup>  | Taylor Morrison Communities, Inc.<sup>(a)</sup>  | Taylor Morrison Communities, Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 5.750% | 1294000 | &nbsp;&nbsp; 1301208 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5749087** |
| **Independent Energy 1.3%** | **Independent Energy 1.3%** | **Independent Energy 1.3%** | **Independent Energy 1.3%** |
| APA Corp.<sup>(a)</sup>  | APA Corp.<sup>(a)</sup>  | APA Corp.<sup>(a)</sup>  | APA Corp.<sup>(a)</sup>  |
| 02/15/2055 | &nbsp;&nbsp; 6.750% | 1019000 | &nbsp;&nbsp; 919506 |
| Baytex Energy Corp.<sup>(a)</sup>  | Baytex Energy Corp.<sup>(a)</sup>  | Baytex Energy Corp.<sup>(a)</sup>  | Baytex Energy Corp.<sup>(a)</sup>  |
| 04/30/2030 | &nbsp;&nbsp; 8.500% | 1384000 | &nbsp;&nbsp; 1342545 |
| 03/15/2032 | &nbsp;&nbsp; 7.375% | 3776000 | &nbsp;&nbsp; 3429954 |
| Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  |
| 07/01/2028 | &nbsp;&nbsp; 8.375% | 2936000 | &nbsp;&nbsp; 2957762 |
| 11/01/2030 | &nbsp;&nbsp; 8.625% | 1354000 | &nbsp;&nbsp; 1337007 |
| 07/01/2031 | &nbsp;&nbsp; 8.750% | 3710000 | &nbsp;&nbsp; 3633820 |
| Civitas Resources, Inc.<sup>(a),(j)</sup>  | Civitas Resources, Inc.<sup>(a),(j)</sup>  | Civitas Resources, Inc.<sup>(a),(j)</sup>  | Civitas Resources, Inc.<sup>(a),(j)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 9.625% | 1887000 | &nbsp;&nbsp; 1891956 |
| CNX Resources Corp.<sup>(a)</sup>  | CNX Resources Corp.<sup>(a)</sup>  | CNX Resources Corp.<sup>(a)</sup>  | CNX Resources Corp.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 6.000% | 3110000 | &nbsp;&nbsp; 3083172 |
| 03/01/2032 | &nbsp;&nbsp; 7.250% | 1637000 | &nbsp;&nbsp; 1670986 |
| Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.875% | 6862000 | &nbsp;&nbsp; 6775325 |
| Comstock Resources, Inc.<sup>(a)</sup>  | Comstock Resources, Inc.<sup>(a)</sup>  | Comstock Resources, Inc.<sup>(a)</sup>  | Comstock Resources, Inc.<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 6.750% | 1278000 | &nbsp;&nbsp; 1263915 |
| 01/15/2030 | &nbsp;&nbsp; 5.875% | 407000 | &nbsp;&nbsp; 386340 |
| EQT Corp.<sup>(a)</sup>  | EQT Corp.<sup>(a)</sup>  | EQT Corp.<sup>(a)</sup>  | EQT Corp.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.500% | 1319000 | &nbsp;&nbsp; 1289628 |
| Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  |
| 11/01/2028 | &nbsp;&nbsp; 6.250% | 2381000 | &nbsp;&nbsp; 2354478 |
| 02/01/2029 | &nbsp;&nbsp; 5.750% | 3120000 | &nbsp;&nbsp; 2982618 |
| 04/15/2032 | &nbsp;&nbsp; 6.250% | 3281000 | &nbsp;&nbsp; 2995885 |
| 11/01/2033 | &nbsp;&nbsp; 8.375% | 2459000 | &nbsp;&nbsp; 2450905 |
| 02/15/2035 | &nbsp;&nbsp; 7.250% | 5407000 | &nbsp;&nbsp; 5030423 |
| Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  |
| 04/15/2028 | &nbsp;&nbsp; 6.875% | 1212000 | &nbsp;&nbsp; 1227789 |
| 04/15/2032 | &nbsp;&nbsp; 6.500% | 3197000 | &nbsp;&nbsp; 3131847 |
| 04/15/2033 | &nbsp;&nbsp; 6.250% | 5757000 | &nbsp;&nbsp; 5555145 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| 08/01/2027 | &nbsp;&nbsp; 5.000% | 3276000 | &nbsp;&nbsp; 3276483 |
| 10/01/2054 | &nbsp;&nbsp; 6.050% | 3976000 | &nbsp;&nbsp; 3456196 |
| Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 7.000% | 4570000 | &nbsp;&nbsp; 4686061 |
| 02/01/2033 | &nbsp;&nbsp; 6.250% | 1946000 | &nbsp;&nbsp; 1917775 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| SM Energy Co.<sup>(a)</sup>  | SM Energy Co.<sup>(a)</sup>  | SM Energy Co.<sup>(a)</sup>  | SM Energy Co.<sup>(a)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 6.750% | 1965000 | &nbsp;&nbsp; 1929193 |
| 08/01/2032 | &nbsp;&nbsp; 7.000% | 2619000 | &nbsp;&nbsp; 2511386 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **73488100** |
| **Integrated Energy 0.3%** | **Integrated Energy 0.3%** | **Integrated Energy 0.3%** | **Integrated Energy 0.3%** |
| BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |
| 11/17/2027 | &nbsp;&nbsp; 5.017% | 16270000 | &nbsp;&nbsp; 16522595 |
| **Leisure 0.6%** | **Leisure 0.6%** | **Leisure 0.6%** | **Leisure 0.6%** |
| Boyne USA, Inc.<sup>(a)</sup>  | Boyne USA, Inc.<sup>(a)</sup>  | Boyne USA, Inc.<sup>(a)</sup>  | Boyne USA, Inc.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.750% | 722000 | &nbsp;&nbsp; 695694 |
| Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 4.000% | 3088000 | &nbsp;&nbsp; 2986699 |
| 08/15/2029 | &nbsp;&nbsp; 7.000% | 1868000 | &nbsp;&nbsp; 1961150 |
| 03/15/2030 | &nbsp;&nbsp; 5.750% | 2619000 | &nbsp;&nbsp; 2624362 |
| 02/15/2033 | &nbsp;&nbsp; 6.125% | 2523000 | &nbsp;&nbsp; 2527267 |
| &nbsp;&nbsp; Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium <br> Op | &nbsp;&nbsp; Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium <br> Op | &nbsp;&nbsp; Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium <br> Op | &nbsp;&nbsp; Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium <br> Op |
| 04/15/2027 | &nbsp;&nbsp; 5.375% | 551000 | &nbsp;&nbsp; 548805 |
| 10/01/2028 | &nbsp;&nbsp; 6.500% | 782000 | &nbsp;&nbsp; 788926 |
| Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 7.000% | 785000 | &nbsp;&nbsp; 809135 |
| Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  |
| 03/15/2026 | &nbsp;&nbsp; 5.625% | 639000 | &nbsp;&nbsp; 640174 |
| NCL Corp., Ltd.<sup>(a)</sup>  | NCL Corp., Ltd.<sup>(a)</sup>  | NCL Corp., Ltd.<sup>(a)</sup>  | NCL Corp., Ltd.<sup>(a)</sup>  |
| 03/15/2026 | &nbsp;&nbsp; 5.875% | 276000 | &nbsp;&nbsp; 276140 |
| 02/15/2027 | &nbsp;&nbsp; 5.875% | 1143000 | &nbsp;&nbsp; 1142606 |
| 02/01/2032 | &nbsp;&nbsp; 6.750% | 2645000 | &nbsp;&nbsp; 2646014 |
| Royal Caribbean Cruises Ltd.<sup>(a)</sup>  | Royal Caribbean Cruises Ltd.<sup>(a)</sup>  | Royal Caribbean Cruises Ltd.<sup>(a)</sup>  | Royal Caribbean Cruises Ltd.<sup>(a)</sup>  |
| 09/30/2031 | &nbsp;&nbsp; 5.625% | 775000 | &nbsp;&nbsp; 765980 |
| Six Flags Entertainment Corp.<sup>(a)</sup>  | Six Flags Entertainment Corp.<sup>(a)</sup>  | Six Flags Entertainment Corp.<sup>(a)</sup>  | Six Flags Entertainment Corp.<sup>(a)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 7.250% | 3723000 | &nbsp;&nbsp; 3803146 |
| Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(a)</sup>  | Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(a)</sup>  | Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(a)</sup>  | Six Flags Entertainment Corp./Theme Parks, Inc.<sup>(a)</sup>  |
| 05/01/2032 | &nbsp;&nbsp; 6.625% | 2956000 | &nbsp;&nbsp; 3014194 |
| Vail Resorts, Inc.<sup>(a)</sup>  | Vail Resorts, Inc.<sup>(a)</sup>  | Vail Resorts, Inc.<sup>(a)</sup>  | Vail Resorts, Inc.<sup>(a)</sup>  |
| 05/15/2032 | &nbsp;&nbsp; 6.500% | 1584000 | &nbsp;&nbsp; 1624119 |
| Viking Cruises Ltd.<sup>(a)</sup>  | Viking Cruises Ltd.<sup>(a)</sup>  | Viking Cruises Ltd.<sup>(a)</sup>  | Viking Cruises Ltd.<sup>(a)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 5.875% | 2281000 | &nbsp;&nbsp; 2279817 |
| 02/15/2029 | &nbsp;&nbsp; 7.000% | 1092000 | &nbsp;&nbsp; 1099708 |
| 07/15/2031 | &nbsp;&nbsp; 9.125% | 2980000 | &nbsp;&nbsp; 3199189 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **33433125** |
| **Life Insurance 0.2%** | **Life Insurance 0.2%** | **Life Insurance 0.2%** | **Life Insurance 0.2%** |
| Lincoln Financial Global Funding<sup>(a)</sup>  | Lincoln Financial Global Funding<sup>(a)</sup>  | Lincoln Financial Global Funding<sup>(a)</sup>  | Lincoln Financial Global Funding<sup>(a)</sup>  |
| 01/13/2030 | &nbsp;&nbsp; 5.300% | 499000 | &nbsp;&nbsp; 510219 |
| Met Tower Global Funding<sup>(a)</sup>  | Met Tower Global Funding<sup>(a)</sup>  | Met Tower Global Funding<sup>(a)</sup>  | Met Tower Global Funding<sup>(a)</sup>  |
| 04/12/2029 | &nbsp;&nbsp; 5.250% | 10572000 | &nbsp;&nbsp; 10816811 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **11327030** |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Lodging 0.3%** | **Lodging 0.3%** | **Lodging 0.3%** | **Lodging 0.3%** |
| Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 3.625% | 3490000 | &nbsp;&nbsp; 3105115 |
| 04/01/2032 | &nbsp;&nbsp; 6.125% | 3156000 | &nbsp;&nbsp; 3205256 |
| Hilton Grand Vacations Borrower Escrow LLC<sup>(a)</sup>  | Hilton Grand Vacations Borrower Escrow LLC<sup>(a)</sup>  | Hilton Grand Vacations Borrower Escrow LLC<sup>(a)</sup>  | Hilton Grand Vacations Borrower Escrow LLC<sup>(a)</sup>  |
| 07/01/2031 | &nbsp;&nbsp; 4.875% | 1353000 | &nbsp;&nbsp; 1212746 |
| 01/15/2032 | &nbsp;&nbsp; 6.625% | 3880000 | &nbsp;&nbsp; 3876096 |
| Hilton Worldwide Finance LLC/Corp. | Hilton Worldwide Finance LLC/Corp. | Hilton Worldwide Finance LLC/Corp. | Hilton Worldwide Finance LLC/Corp. |
| 04/01/2027 | &nbsp;&nbsp; 4.875% | 3075000 | &nbsp;&nbsp; 3065345 |
| Wyndham Hotels & Resorts, Inc.<sup>(a)</sup>  | Wyndham Hotels & Resorts, Inc.<sup>(a)</sup>  | Wyndham Hotels & Resorts, Inc.<sup>(a)</sup>  | Wyndham Hotels & Resorts, Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.375% | 1955000 | &nbsp;&nbsp; 1892170 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **16356728** |
| **Media and Entertainment 1.1%** | **Media and Entertainment 1.1%** | **Media and Entertainment 1.1%** | **Media and Entertainment 1.1%** |
| Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup>  | Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup>  | Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup>  | Clear Channel Outdoor Holdings, Inc.<sup>(a)</sup>  |
| 04/15/2028 | &nbsp;&nbsp; 7.750% | 1387000 | &nbsp;&nbsp; 1267415 |
| 09/15/2028 | &nbsp;&nbsp; 9.000% | 1191000 | &nbsp;&nbsp; 1250790 |
| 06/01/2029 | &nbsp;&nbsp; 7.500% | 4074000 | &nbsp;&nbsp; 3600861 |
| 04/01/2030 | &nbsp;&nbsp; 7.875% | 5501000 | &nbsp;&nbsp; 5577121 |
| Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup>  | Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup>  | Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup>  | Clear Channel Worldwide Holdings, Inc.<sup>(a)</sup>  |
| 08/15/2027 | &nbsp;&nbsp; 5.125% | 1257000 | &nbsp;&nbsp; 1231140 |
| iHeartCommunications, Inc.<sup>(a)</sup>  | iHeartCommunications, Inc.<sup>(a)</sup>  | iHeartCommunications, Inc.<sup>(a)</sup>  | iHeartCommunications, Inc.<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 9.125% | 1805889 | &nbsp;&nbsp; 1512394 |
| 05/01/2030 | &nbsp;&nbsp; 10.875% | 870862 | &nbsp;&nbsp; 430611 |
| Mav Acquisition Corp.<sup>(a)</sup>  | Mav Acquisition Corp.<sup>(a)</sup>  | Mav Acquisition Corp.<sup>(a)</sup>  | Mav Acquisition Corp.<sup>(a)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 8.000% | 2799000 | &nbsp;&nbsp; 2806084 |
| McGraw-Hill Education, Inc.<sup>(a)</sup>  | McGraw-Hill Education, Inc.<sup>(a)</sup>  | McGraw-Hill Education, Inc.<sup>(a)</sup>  | McGraw-Hill Education, Inc.<sup>(a)</sup>  |
| 09/01/2031 | &nbsp;&nbsp; 7.375% | 4250000 | &nbsp;&nbsp; 4371683 |
| Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  |
| 08/15/2027 | &nbsp;&nbsp; 5.000% | 3572000 | &nbsp;&nbsp; 3531450 |
| 01/15/2029 | &nbsp;&nbsp; 4.250% | 811000 | &nbsp;&nbsp; 768440 |
| 03/15/2030 | &nbsp;&nbsp; 4.625% | 2185000 | &nbsp;&nbsp; 2053702 |
| 02/15/2031 | &nbsp;&nbsp; 7.375% | 696000 | &nbsp;&nbsp; 735751 |
| Playtika Holding Corp.<sup>(a)</sup>  | Playtika Holding Corp.<sup>(a)</sup>  | Playtika Holding Corp.<sup>(a)</sup>  | Playtika Holding Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 4.250% | 1953000 | &nbsp;&nbsp; 1748225 |
| Roblox Corp.<sup>(a)</sup>  | Roblox Corp.<sup>(a)</sup>  | Roblox Corp.<sup>(a)</sup>  | Roblox Corp.<sup>(a)</sup>  |
| 05/01/2030 | &nbsp;&nbsp; 3.875% | 5315000 | &nbsp;&nbsp; 4951029 |
| Snap, Inc.<sup>(a)</sup>  | Snap, Inc.<sup>(a)</sup>  | Snap, Inc.<sup>(a)</sup>  | Snap, Inc.<sup>(a)</sup>  |
| 03/01/2033 | &nbsp;&nbsp; 6.875% | 6228000 | &nbsp;&nbsp; 6307930 |
| Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 8.000% | 2553000 | &nbsp;&nbsp; 2554831 |
| 05/01/2029 | &nbsp;&nbsp; 4.500% | 2385000 | &nbsp;&nbsp; 2116727 |
| Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. |
| 03/15/2027 | &nbsp;&nbsp; 3.755% | 5168000 | &nbsp;&nbsp; 5010989 |
| 03/15/2062 | &nbsp;&nbsp; 5.391% | 22362000 | &nbsp;&nbsp; 14368093 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **66195266** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Metals and Mining 0.6%** | **Metals and Mining 0.6%** | **Metals and Mining 0.6%** | **Metals and Mining 0.6%** |
| Alcoa Nederland Holding BV<sup>(a)</sup>  | Alcoa Nederland Holding BV<sup>(a)</sup>  | Alcoa Nederland Holding BV<sup>(a)</sup>  | Alcoa Nederland Holding BV<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 7.125% | 1072000 | &nbsp;&nbsp; 1111442 |
| Allegheny Technologies, Inc. | Allegheny Technologies, Inc. | Allegheny Technologies, Inc. | Allegheny Technologies, Inc. |
| 10/01/2029 | &nbsp;&nbsp; 4.875% | 818000 | &nbsp;&nbsp; 792056 |
| 10/01/2031 | &nbsp;&nbsp; 5.125% | 2729000 | &nbsp;&nbsp; 2634374 |
| Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  |
| 11/01/2029 | &nbsp;&nbsp; 6.875% | 905000 | &nbsp;&nbsp; 841347 |
| 03/15/2032 | &nbsp;&nbsp; 7.000% | 434000 | &nbsp;&nbsp; 374884 |
| 05/01/2033 | &nbsp;&nbsp; 7.375% | 459000 | &nbsp;&nbsp; 394071 |
| Constellium SE<sup>(a)</sup>  | Constellium SE<sup>(a)</sup>  | Constellium SE<sup>(a)</sup>  | Constellium SE<sup>(a)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 5.625% | 2490000 | &nbsp;&nbsp; 2444801 |
| 04/15/2029 | &nbsp;&nbsp; 3.750% | 4741000 | &nbsp;&nbsp; 4376039 |
| 08/15/2032 | &nbsp;&nbsp; 6.375% | 3297000 | &nbsp;&nbsp; 3280730 |
| Hudbay Minerals, Inc.<sup>(a)</sup>  | Hudbay Minerals, Inc.<sup>(a)</sup>  | Hudbay Minerals, Inc.<sup>(a)</sup>  | Hudbay Minerals, Inc.<sup>(a)</sup>  |
| 04/01/2026 | &nbsp;&nbsp; 4.500% | 1464000 | &nbsp;&nbsp; 1451808 |
| 04/01/2029 | &nbsp;&nbsp; 6.125% | 5064000 | &nbsp;&nbsp; 5073418 |
| Kaiser Aluminum Corp.<sup>(a)</sup>  | Kaiser Aluminum Corp.<sup>(a)</sup>  | Kaiser Aluminum Corp.<sup>(a)</sup>  | Kaiser Aluminum Corp.<sup>(a)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 4.500% | 5025000 | &nbsp;&nbsp; 4612899 |
| Novelis Corp.<sup>(a)</sup>  | Novelis Corp.<sup>(a)</sup>  | Novelis Corp.<sup>(a)</sup>  | Novelis Corp.<sup>(a)</sup>  |
| 11/15/2026 | &nbsp;&nbsp; 3.250% | 1369000 | &nbsp;&nbsp; 1342826 |
| 01/30/2030 | &nbsp;&nbsp; 4.750% | 2010000 | &nbsp;&nbsp; 1909485 |
| 08/15/2031 | &nbsp;&nbsp; 3.875% | 2967000 | &nbsp;&nbsp; 2640088 |
| Novelis, Inc.<sup>(a)</sup>  | Novelis, Inc.<sup>(a)</sup>  | Novelis, Inc.<sup>(a)</sup>  | Novelis, Inc.<sup>(a)</sup>  |
| 01/30/2030 | &nbsp;&nbsp; 6.875% | 879000 | &nbsp;&nbsp; 906428 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **34186696** |
| **Midstream 2.4%** | **Midstream 2.4%** | **Midstream 2.4%** | **Midstream 2.4%** |
| AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  | AmeriGas Partners LP/Finance Corp.<sup>(a)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 9.500% | 3473000 | &nbsp;&nbsp; 3507992 |
| Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  |
| 02/01/2032 | &nbsp;&nbsp; 6.625% | 1715000 | &nbsp;&nbsp; 1753939 |
| CNX Midstream Partners LP<sup>(a)</sup>  | CNX Midstream Partners LP<sup>(a)</sup>  | CNX Midstream Partners LP<sup>(a)</sup>  | CNX Midstream Partners LP<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 4.750% | 5384000 | &nbsp;&nbsp; 4990183 |
| Delek Logistics Partners LP/Finance Corp.<sup>(a)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(a)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(a)</sup>  | Delek Logistics Partners LP/Finance Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 8.625% | 8365000 | &nbsp;&nbsp; 8675840 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |
| 04/05/2027 | &nbsp;&nbsp; 5.250% | 7793000 | &nbsp;&nbsp; 7884872 |
| Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  |
| 03/31/2036 | &nbsp;&nbsp; 2.625% | 18903000 | &nbsp;&nbsp; 15816524 |
| 09/30/2040 | &nbsp;&nbsp; 3.250% | 3925000 | &nbsp;&nbsp; 3002124 |
| Greensaif Pipelines Bidco Sarl<sup>(a)</sup>  | Greensaif Pipelines Bidco Sarl<sup>(a)</sup>  | Greensaif Pipelines Bidco Sarl<sup>(a)</sup>  | Greensaif Pipelines Bidco Sarl<sup>(a)</sup>  |
| 02/23/2038 | &nbsp;&nbsp; 6.129% | 11038000 | &nbsp;&nbsp; 11194761 |
| Hess Midstream Operations LP<sup>(a)</sup>  | Hess Midstream Operations LP<sup>(a)</sup>  | Hess Midstream Operations LP<sup>(a)</sup>  | Hess Midstream Operations LP<sup>(a)</sup>  |
| 03/01/2028 | &nbsp;&nbsp; 5.875% | 1291000 | &nbsp;&nbsp; 1302626 |
| 10/15/2030 | &nbsp;&nbsp; 5.500% | 1293000 | &nbsp;&nbsp; 1277977 |
| ITT Holdings LLC<sup>(a)</sup>  | ITT Holdings LLC<sup>(a)</sup>  | ITT Holdings LLC<sup>(a)</sup>  | ITT Holdings LLC<sup>(a)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 6.500% | 437000 | &nbsp;&nbsp; 408807 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| NuStar Logistics LP | NuStar Logistics LP | NuStar Logistics LP | NuStar Logistics LP |
| 06/01/2026 | &nbsp;&nbsp; 6.000% | 4476000 | &nbsp;&nbsp; 4493239 |
| 04/28/2027 | &nbsp;&nbsp; 5.625% | 1573000 | &nbsp;&nbsp; 1576297 |
| Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.750% | 1293000 | &nbsp;&nbsp; 1332035 |
| Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 7.000% | 2162000 | &nbsp;&nbsp; 2233429 |
| 05/01/2032 | &nbsp;&nbsp; 7.250% | 2041000 | &nbsp;&nbsp; 2123811 |
| 07/01/2033 | &nbsp;&nbsp; 6.250% | 2518000 | &nbsp;&nbsp; 2518194 |
| TransMontaigne Partners LLC<sup>(a)</sup>  | TransMontaigne Partners LLC<sup>(a)</sup>  | TransMontaigne Partners LLC<sup>(a)</sup>  | TransMontaigne Partners LLC<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 8.500% | 6111000 | &nbsp;&nbsp; 6261063 |
| Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 3.875% | 4429000 | &nbsp;&nbsp; 4123936 |
| 08/15/2031 | &nbsp;&nbsp; 4.125% | 4227000 | &nbsp;&nbsp; 3829895 |
| 11/01/2033 | &nbsp;&nbsp; 3.875% | 8197000 | &nbsp;&nbsp; 7011278 |
| Venture Global LNG, Inc.<sup>(a),(i),(k)</sup>  | Venture Global LNG, Inc.<sup>(a),(i),(k)</sup>  | Venture Global LNG, Inc.<sup>(a),(i),(k)</sup>  | Venture Global LNG, Inc.<sup>(a),(i),(k)</sup>  |
|  | &nbsp;&nbsp; 9.000% | 6226000 | &nbsp;&nbsp; 5893664 |
| Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 9.500% | 2432000 | &nbsp;&nbsp; 2595757 |
| 01/15/2030 | &nbsp;&nbsp; 7.000% | 1548000 | &nbsp;&nbsp; 1542853 |
| 06/01/2031 | &nbsp;&nbsp; 8.375% | 5789000 | &nbsp;&nbsp; 5877689 |
| 02/01/2032 | &nbsp;&nbsp; 9.875% | 2466000 | &nbsp;&nbsp; 2626983 |
| Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  |
| 05/01/2033 | &nbsp;&nbsp; 7.500% | 1765000 | &nbsp;&nbsp; 1844931 |
| 05/01/2035 | &nbsp;&nbsp; 7.750% | 1765000 | &nbsp;&nbsp; 1859992 |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| 01/15/2029 | &nbsp;&nbsp; 6.350% | 3871000 | &nbsp;&nbsp; 4021744 |
| Williams Companies, Inc. (The) | Williams Companies, Inc. (The) | Williams Companies, Inc. (The) | Williams Companies, Inc. (The) |
| 08/15/2028 | &nbsp;&nbsp; 5.300% | 17155000 | &nbsp;&nbsp; 17541662 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **139124097** |
| **Natural Gas 0.1%** | **Natural Gas 0.1%** | **Natural Gas 0.1%** | **Natural Gas 0.1%** |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| 05/01/2030 | &nbsp;&nbsp; 3.600% | 6399000 | &nbsp;&nbsp; 6090505 |
| **Oil Field Services 0.6%** | **Oil Field Services 0.6%** | **Oil Field Services 0.6%** | **Oil Field Services 0.6%** |
| Archrock Partners LP/Finance Corp.<sup>(a)</sup>  | Archrock Partners LP/Finance Corp.<sup>(a)</sup>  | Archrock Partners LP/Finance Corp.<sup>(a)</sup>  | Archrock Partners LP/Finance Corp.<sup>(a)</sup>  |
| 09/01/2032 | &nbsp;&nbsp; 6.625% | 1387000 | &nbsp;&nbsp; 1396430 |
| Kodiak Gas Services LLC<sup>(a)</sup>  | Kodiak Gas Services LLC<sup>(a)</sup>  | Kodiak Gas Services LLC<sup>(a)</sup>  | Kodiak Gas Services LLC<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 7.250% | 916000 | &nbsp;&nbsp; 940154 |
| Nabors Industries Ltd.<sup>(a)</sup>  | Nabors Industries Ltd.<sup>(a)</sup>  | Nabors Industries Ltd.<sup>(a)</sup>  | Nabors Industries Ltd.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 7.500% | 4083000 | &nbsp;&nbsp; 3405644 |
| Nabors Industries, Inc.<sup>(a)</sup>  | Nabors Industries, Inc.<sup>(a)</sup>  | Nabors Industries, Inc.<sup>(a)</sup>  | Nabors Industries, Inc.<sup>(a)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 7.375% | 531000 | &nbsp;&nbsp; 509659 |
| 01/31/2030 | &nbsp;&nbsp; 9.125% | 4802000 | &nbsp;&nbsp; 4365184 |
| 08/15/2031 | &nbsp;&nbsp; 8.875% | 5539000 | &nbsp;&nbsp; 3792828 |
| Noble Finance II LLC<sup>(a)</sup>  | Noble Finance II LLC<sup>(a)</sup>  | Noble Finance II LLC<sup>(a)</sup>  | Noble Finance II LLC<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 8.000% | 1638000 | &nbsp;&nbsp; 1636721 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Transocean Aquila Ltd.<sup>(a)</sup>  | Transocean Aquila Ltd.<sup>(a)</sup>  | Transocean Aquila Ltd.<sup>(a)</sup>  | Transocean Aquila Ltd.<sup>(a)</sup>  |
| 09/30/2028 | &nbsp;&nbsp; 8.000% | 3262354 | &nbsp;&nbsp; 3264325 |
| Transocean Titan Financing Ltd.<sup>(a)</sup>  | Transocean Titan Financing Ltd.<sup>(a)</sup>  | Transocean Titan Financing Ltd.<sup>(a)</sup>  | Transocean Titan Financing Ltd.<sup>(a)</sup>  |
| 02/01/2028 | &nbsp;&nbsp; 8.375% | 6871666 | &nbsp;&nbsp; 6975813 |
| Transocean, Inc.<sup>(a)</sup>  | Transocean, Inc.<sup>(a)</sup>  | Transocean, Inc.<sup>(a)</sup>  | Transocean, Inc.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 8.250% | 776000 | &nbsp;&nbsp; 699643 |
| 05/15/2031 | &nbsp;&nbsp; 8.500% | 3061000 | &nbsp;&nbsp; 2631745 |
| USA Compression Partners LP/Finance Corp.<sup>(a)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(a)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(a)</sup>  | USA Compression Partners LP/Finance Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 7.125% | 7226000 | &nbsp;&nbsp; 7344722 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **36962868** |
| **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** |
| Booz Allen Hamilton, Inc.<sup>(a)</sup>  | Booz Allen Hamilton, Inc.<sup>(a)</sup>  | Booz Allen Hamilton, Inc.<sup>(a)</sup>  | Booz Allen Hamilton, Inc.<sup>(a)</sup>  |
| 09/01/2028 | &nbsp;&nbsp; 3.875% | 1358000 | &nbsp;&nbsp; 1300271 |
| Williams Scotsman International, Inc.<sup>(a)</sup>  | Williams Scotsman International, Inc.<sup>(a)</sup>  | Williams Scotsman International, Inc.<sup>(a)</sup>  | Williams Scotsman International, Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.625% | 1054000 | &nbsp;&nbsp; 1028325 |
| Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 6.625% | 983000 | &nbsp;&nbsp; 1003759 |
| 04/15/2030 | &nbsp;&nbsp; 6.625% | 1303000 | &nbsp;&nbsp; 1335504 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4667859** |
| **Other REIT 0.5%** | **Other REIT 0.5%** | **Other REIT 0.5%** | **Other REIT 0.5%** |
| Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  | Ladder Capital Finance Holdings LLLP/Corp.<sup>(a)</sup>  |
| 10/01/2025 | &nbsp;&nbsp; 5.250% | 3838000 | &nbsp;&nbsp; 3833733 |
| 02/01/2027 | &nbsp;&nbsp; 4.250% | 1293000 | &nbsp;&nbsp; 1266880 |
| 06/15/2029 | &nbsp;&nbsp; 4.750% | 3261000 | &nbsp;&nbsp; 3159023 |
| 07/15/2031 | &nbsp;&nbsp; 7.000% | 1434000 | &nbsp;&nbsp; 1487059 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup>  | Park Intermediate Holdings LLC/PK Domestic Property LLC/Finance Co-Issuer<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 5.875% | 4100000 | &nbsp;&nbsp; 4036618 |
| 05/15/2029 | &nbsp;&nbsp; 4.875% | 1134000 | &nbsp;&nbsp; 1072851 |
| 02/01/2030 | &nbsp;&nbsp; 7.000% | 947000 | &nbsp;&nbsp; 955727 |
| RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(a)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 7.250% | 616000 | &nbsp;&nbsp; 634095 |
| 02/15/2029 | &nbsp;&nbsp; 4.500% | 860000 | &nbsp;&nbsp; 830413 |
| 04/01/2032 | &nbsp;&nbsp; 6.500% | 1679000 | &nbsp;&nbsp; 1703412 |
| RHP Hotel Properties LP/Finance Corp.<sup>(a),(j)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(a),(j)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(a),(j)</sup>  | RHP Hotel Properties LP/Finance Corp.<sup>(a),(j)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 6.500% | 1540000 | &nbsp;&nbsp; 1566333 |
| RLJ Lodging Trust LP<sup>(a)</sup>  | RLJ Lodging Trust LP<sup>(a)</sup>  | RLJ Lodging Trust LP<sup>(a)</sup>  | RLJ Lodging Trust LP<sup>(a)</sup>  |
| 07/01/2026 | &nbsp;&nbsp; 3.750% | 1102000 | &nbsp;&nbsp; 1085381 |
| Service Properties Trust | Service Properties Trust | Service Properties Trust | Service Properties Trust |
| 06/15/2029 | &nbsp;&nbsp; 8.375% | 1009000 | &nbsp;&nbsp; 1018995 |
| 06/15/2032 | &nbsp;&nbsp; 8.875% | 1569000 | &nbsp;&nbsp; 1573828 |
| Service Properties Trust<sup>(a)</sup>  | Service Properties Trust<sup>(a)</sup>  | Service Properties Trust<sup>(a)</sup>  | Service Properties Trust<sup>(a)</sup>  |
| 11/15/2031 | &nbsp;&nbsp; 8.625% | 1493000 | &nbsp;&nbsp; 1590432 |
| XHR LP<sup>(a)</sup>  | XHR LP<sup>(a)</sup>  | XHR LP<sup>(a)</sup>  | XHR LP<sup>(a)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 6.625% | 712000 | &nbsp;&nbsp; 713374 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **26528154** |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Packaging 0.5%** | **Packaging 0.5%** | **Packaging 0.5%** | **Packaging 0.5%** |
| Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup>  | Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup>  | Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup>  | Ardagh Metal Packaging Finance USA LLC/PLC<sup>(a)</sup>  |
| 09/01/2029 | &nbsp;&nbsp; 4.000% | 9111000 | &nbsp;&nbsp; 8073034 |
| Canpack SA/US LLC<sup>(a)</sup>  | Canpack SA/US LLC<sup>(a)</sup>  | Canpack SA/US LLC<sup>(a)</sup>  | Canpack SA/US LLC<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 3.875% | 3287000 | &nbsp;&nbsp; 3017284 |
| Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 8.750% | 5482000 | &nbsp;&nbsp; 5602710 |
| 04/15/2032 | &nbsp;&nbsp; 6.750% | 5888000 | &nbsp;&nbsp; 5952979 |
| Crown Cork & Seal Co., Inc. | Crown Cork & Seal Co., Inc. | Crown Cork & Seal Co., Inc. | Crown Cork & Seal Co., Inc. |
| 12/15/2026 | &nbsp;&nbsp; 7.375% | 5097000 | &nbsp;&nbsp; 5255975 |
| Silgan Holdings, Inc. | Silgan Holdings, Inc. | Silgan Holdings, Inc. | Silgan Holdings, Inc. |
| 02/01/2028 | &nbsp;&nbsp; 4.125% | 3935000 | &nbsp;&nbsp; 3822180 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **31724162** |
| **Pharmaceuticals 1.5%** | **Pharmaceuticals 1.5%** | **Pharmaceuticals 1.5%** | **Pharmaceuticals 1.5%** |
| 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  | 1261229 BC Ltd.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 10.000% | 8068000 | &nbsp;&nbsp; 7987620 |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |
| 03/15/2029 | &nbsp;&nbsp; 4.800% | 13495000 | &nbsp;&nbsp; 13691430 |
| 11/21/2029 | &nbsp;&nbsp; 3.200% | 3726000 | &nbsp;&nbsp; 3534686 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| 03/02/2063 | &nbsp;&nbsp; 5.750% | 9555000 | &nbsp;&nbsp; 9049434 |
| Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.875% | 2831000 | &nbsp;&nbsp; 2317533 |
| 09/30/2028 | &nbsp;&nbsp; 11.000% | 789000 | &nbsp;&nbsp; 755282 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. |
| 03/01/2026 | &nbsp;&nbsp; 3.650% | 36182000 | &nbsp;&nbsp; 35944541 |
| Grifols Escrow Issuer SA<sup>(a)</sup>  | Grifols Escrow Issuer SA<sup>(a)</sup>  | Grifols Escrow Issuer SA<sup>(a)</sup>  | Grifols Escrow Issuer SA<sup>(a)</sup>  |
| 10/15/2028 | &nbsp;&nbsp; 4.750% | 6892000 | &nbsp;&nbsp; 6534317 |
| Jazz Securities DAC<sup>(a)</sup>  | Jazz Securities DAC<sup>(a)</sup>  | Jazz Securities DAC<sup>(a)</sup>  | Jazz Securities DAC<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.375% | 2600000 | &nbsp;&nbsp; 2493742 |
| Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  |
| 04/30/2028 | &nbsp;&nbsp; 4.125% | 1379000 | &nbsp;&nbsp; 1295323 |
| 04/30/2031 | &nbsp;&nbsp; 5.125% | 2517000 | &nbsp;&nbsp; 2115892 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **85719800** |
| **Property & Casualty 1.0%** | **Property & Casualty 1.0%** | **Property & Casualty 1.0%** | **Property & Casualty 1.0%** |
| Acrisure LLC/Finance, Inc.<sup>(a)</sup>  | Acrisure LLC/Finance, Inc.<sup>(a)</sup>  | Acrisure LLC/Finance, Inc.<sup>(a)</sup>  | Acrisure LLC/Finance, Inc.<sup>(a)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 6.000% | 1841000 | &nbsp;&nbsp; 1781678 |
| Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup>  | Alliant Holdings Intermediate LLC/Co-Issuer<sup>(a)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 4.250% | 718000 | &nbsp;&nbsp; 697793 |
| 10/15/2027 | &nbsp;&nbsp; 6.750% | 3819000 | &nbsp;&nbsp; 3831324 |
| 04/15/2028 | &nbsp;&nbsp; 6.750% | 5567000 | &nbsp;&nbsp; 5642108 |
| 11/01/2029 | &nbsp;&nbsp; 5.875% | 1991000 | &nbsp;&nbsp; 1951910 |
| 01/15/2031 | &nbsp;&nbsp; 7.000% | 2647000 | &nbsp;&nbsp; 2705260 |
| 10/01/2031 | &nbsp;&nbsp; 6.500% | 1285000 | &nbsp;&nbsp; 1297009 |
| 10/01/2032 | &nbsp;&nbsp; 7.375% | 1162000 | &nbsp;&nbsp; 1196942 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| AmWINS Group, Inc.<sup>(a)</sup>  | AmWINS Group, Inc.<sup>(a)</sup>  | AmWINS Group, Inc.<sup>(a)</sup>  | AmWINS Group, Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 6.375% | 1979000 | &nbsp;&nbsp; 2007458 |
| Ardonagh Finco Ltd.<sup>(a)</sup>  | Ardonagh Finco Ltd.<sup>(a)</sup>  | Ardonagh Finco Ltd.<sup>(a)</sup>  | Ardonagh Finco Ltd.<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 7.750% | 3666000 | &nbsp;&nbsp; 3789544 |
| Ardonagh Group Finance Ltd.<sup>(a)</sup>  | Ardonagh Group Finance Ltd.<sup>(a)</sup>  | Ardonagh Group Finance Ltd.<sup>(a)</sup>  | Ardonagh Group Finance Ltd.<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 8.875% | 4562000 | &nbsp;&nbsp; 4716955 |
| AssuredPartners, Inc.<sup>(a)</sup>  | AssuredPartners, Inc.<sup>(a)</sup>  | AssuredPartners, Inc.<sup>(a)</sup>  | AssuredPartners, Inc.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 5.625% | 3403000 | &nbsp;&nbsp; 3399289 |
| 02/15/2032 | &nbsp;&nbsp; 7.500% | 591000 | &nbsp;&nbsp; 633313 |
| BroadStreet Partners, Inc.<sup>(a)</sup>  | BroadStreet Partners, Inc.<sup>(a)</sup>  | BroadStreet Partners, Inc.<sup>(a)</sup>  | BroadStreet Partners, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 5.875% | 6624000 | &nbsp;&nbsp; 6516461 |
| HUB International Ltd.<sup>(a)</sup>  | HUB International Ltd.<sup>(a)</sup>  | HUB International Ltd.<sup>(a)</sup>  | HUB International Ltd.<sup>(a)</sup>  |
| 01/31/2032 | &nbsp;&nbsp; 7.375% | 1895000 | &nbsp;&nbsp; 1978221 |
| HUB International, Ltd.<sup>(a)</sup>  | HUB International, Ltd.<sup>(a)</sup>  | HUB International, Ltd.<sup>(a)</sup>  | HUB International, Ltd.<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 7.250% | 9107000 | &nbsp;&nbsp; 9488784 |
| Panther Escrow Issuer LLC<sup>(a)</sup>  | Panther Escrow Issuer LLC<sup>(a)</sup>  | Panther Escrow Issuer LLC<sup>(a)</sup>  | Panther Escrow Issuer LLC<sup>(a)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.125% | 3637000 | &nbsp;&nbsp; 3761405 |
| Ryan Specialty LLC<sup>(a)</sup>  | Ryan Specialty LLC<sup>(a)</sup>  | Ryan Specialty LLC<sup>(a)</sup>  | Ryan Specialty LLC<sup>(a)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 5.875% | 2930000 | &nbsp;&nbsp; 2912474 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **58307928** |
| **Railroads 0.5%** | **Railroads 0.5%** | **Railroads 0.5%** | **Railroads 0.5%** |
| Genesee & Wyoming, Inc.<sup>(a)</sup>  | Genesee & Wyoming, Inc.<sup>(a)</sup>  | Genesee & Wyoming, Inc.<sup>(a)</sup>  | Genesee & Wyoming, Inc.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 6.250% | 2787000 | &nbsp;&nbsp; 2837332 |
| Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. |
| 06/15/2026 | &nbsp;&nbsp; 2.900% | 8699000 | &nbsp;&nbsp; 8563203 |
| 08/01/2030 | &nbsp;&nbsp; 5.050% | 10246000 | &nbsp;&nbsp; 10476190 |
| Watco Cos LLC/Finance Corp.<sup>(a)</sup>  | Watco Cos LLC/Finance Corp.<sup>(a)</sup>  | Watco Cos LLC/Finance Corp.<sup>(a)</sup>  | Watco Cos LLC/Finance Corp.<sup>(a)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 7.125% | 4443000 | &nbsp;&nbsp; 4577997 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **26454722** |
| **Restaurants 0.4%** | **Restaurants 0.4%** | **Restaurants 0.4%** | **Restaurants 0.4%** |
| 1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup>  | 1011778 BC ULC/New Red Finance, Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 3.875% | 6399000 | &nbsp;&nbsp; 6194374 |
| 09/15/2029 | &nbsp;&nbsp; 5.625% | 1840000 | &nbsp;&nbsp; 1853631 |
| 10/15/2030 | &nbsp;&nbsp; 4.000% | 3320000 | &nbsp;&nbsp; 3053537 |
| Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup>  | Fertitta Entertainment LLC/Finance Co., Inc.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.625% | 2942000 | &nbsp;&nbsp; 2758724 |
| 01/15/2030 | &nbsp;&nbsp; 6.750% | 5092000 | &nbsp;&nbsp; 4620105 |
| Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. |
| 04/01/2032 | &nbsp;&nbsp; 5.375% | 2405000 | &nbsp;&nbsp; 2378719 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **20859090** |
| **Retailers 0.7%** | **Retailers 0.7%** | **Retailers 0.7%** | **Retailers 0.7%** |
| Asbury Automotive Group, Inc.<sup>(a)</sup>  | Asbury Automotive Group, Inc.<sup>(a)</sup>  | Asbury Automotive Group, Inc.<sup>(a)</sup>  | Asbury Automotive Group, Inc.<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 4.625% | 701000 | &nbsp;&nbsp; 666271 |
| 02/15/2032 | &nbsp;&nbsp; 5.000% | 701000 | &nbsp;&nbsp; 654628 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Belron UK Finance PLC<sup>(a)</sup>  | Belron UK Finance PLC<sup>(a)</sup>  | Belron UK Finance PLC<sup>(a)</sup>  | Belron UK Finance PLC<sup>(a)</sup>  |
| 10/15/2029 | &nbsp;&nbsp; 5.750% | 1924000 | &nbsp;&nbsp; 1930659 |
| Group 1 Automotive, Inc.<sup>(a)</sup>  | Group 1 Automotive, Inc.<sup>(a)</sup>  | Group 1 Automotive, Inc.<sup>(a)</sup>  | Group 1 Automotive, Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.000% | 999000 | &nbsp;&nbsp; 955305 |
| 01/15/2030 | &nbsp;&nbsp; 6.375% | 699000 | &nbsp;&nbsp; 713664 |
| Hanesbrands, Inc.<sup>(a)</sup>  | Hanesbrands, Inc.<sup>(a)</sup>  | Hanesbrands, Inc.<sup>(a)</sup>  | Hanesbrands, Inc.<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 9.000% | 3392000 | &nbsp;&nbsp; 3580562 |
| L Brands, Inc. | L Brands, Inc. | L Brands, Inc. | L Brands, Inc. |
| 02/01/2028 | &nbsp;&nbsp; 5.250% | 1053000 | &nbsp;&nbsp; 1052769 |
| 06/15/2029 | &nbsp;&nbsp; 7.500% | 1465000 | &nbsp;&nbsp; 1503350 |
| 11/01/2035 | &nbsp;&nbsp; 6.875% | 1511000 | &nbsp;&nbsp; 1522745 |
| LCM Investments Holdings II LLC<sup>(a)</sup>  | LCM Investments Holdings II LLC<sup>(a)</sup>  | LCM Investments Holdings II LLC<sup>(a)</sup>  | LCM Investments Holdings II LLC<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 4.875% | 1142000 | &nbsp;&nbsp; 1100254 |
| 08/01/2031 | &nbsp;&nbsp; 8.250% | 1111000 | &nbsp;&nbsp; 1177914 |
| Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 4.375% | 1325000 | &nbsp;&nbsp; 1242648 |
| Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. |
| 04/01/2052 | &nbsp;&nbsp; 4.250% | 3773000 | &nbsp;&nbsp; 2867948 |
| 04/01/2062 | &nbsp;&nbsp; 4.450% | 16942000 | &nbsp;&nbsp; 12713250 |
| PetSmart, Inc./Finance Corp.<sup>(a)</sup>  | PetSmart, Inc./Finance Corp.<sup>(a)</sup>  | PetSmart, Inc./Finance Corp.<sup>(a)</sup>  | PetSmart, Inc./Finance Corp.<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 4.750% | 2780000 | &nbsp;&nbsp; 2692469 |
| 02/15/2029 | &nbsp;&nbsp; 7.750% | 4277000 | &nbsp;&nbsp; 4168778 |
| Walgreens Boots Alliance, Inc. | Walgreens Boots Alliance, Inc. | Walgreens Boots Alliance, Inc. | Walgreens Boots Alliance, Inc. |
| 11/18/2044 | &nbsp;&nbsp; 4.800% | 675000 | &nbsp;&nbsp; 624168 |
| Wolverine World Wide, Inc.<sup>(a)</sup>  | Wolverine World Wide, Inc.<sup>(a)</sup>  | Wolverine World Wide, Inc.<sup>(a)</sup>  | Wolverine World Wide, Inc.<sup>(a)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 4.000% | 3954000 | &nbsp;&nbsp; 3459993 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **42627375** |
| **Supermarkets 0.1%** | **Supermarkets 0.1%** | **Supermarkets 0.1%** | **Supermarkets 0.1%** |
| Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  |
| 03/15/2026 | &nbsp;&nbsp; 3.250% | 2743000 | &nbsp;&nbsp; 2698462 |
| 01/15/2027 | &nbsp;&nbsp; 4.625% | 1313000 | &nbsp;&nbsp; 1300115 |
| 02/15/2030 | &nbsp;&nbsp; 4.875% | 536000 | &nbsp;&nbsp; 521536 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4520113** |
| **Technology 3.4%** | **Technology 3.4%** | **Technology 3.4%** | **Technology 3.4%** |
| Amentum Escrow Corp.<sup>(a)</sup>  | Amentum Escrow Corp.<sup>(a)</sup>  | Amentum Escrow Corp.<sup>(a)</sup>  | Amentum Escrow Corp.<sup>(a)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 7.250% | 4353000 | &nbsp;&nbsp; 4442315 |
| Block, Inc. | Block, Inc. | Block, Inc. | Block, Inc. |
| 06/01/2026 | &nbsp;&nbsp; 2.750% | 1714000 | &nbsp;&nbsp; 1671152 |
| 06/01/2031 | &nbsp;&nbsp; 3.500% | 1723000 | &nbsp;&nbsp; 1555944 |
| 05/15/2032 | &nbsp;&nbsp; 6.500% | 3394000 | &nbsp;&nbsp; 3470570 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| 04/15/2028 | &nbsp;&nbsp; 4.800% | 6313000 | &nbsp;&nbsp; 6386116 |
| Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  |
| 11/15/2036 | &nbsp;&nbsp; 3.187% | 16529000 | &nbsp;&nbsp; 13431778 |
| CACI International, Inc.<sup>(a),(j)</sup>  | CACI International, Inc.<sup>(a),(j)</sup>  | CACI International, Inc.<sup>(a),(j)</sup>  | CACI International, Inc.<sup>(a),(j)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 6.375% | 2852000 | &nbsp;&nbsp; 2907000 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.<sup>(a)</sup>  | Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.<sup>(a)</sup>  | Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.<sup>(a)</sup>  | Central Parent LLC/CDK Global II LLC/Financing, Co., Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 8.000% | 4567000 | &nbsp;&nbsp; 4089903 |
| Central Parent, Inc./CDK Global, Inc.<sup>(a)</sup>  | Central Parent, Inc./CDK Global, Inc.<sup>(a)</sup>  | Central Parent, Inc./CDK Global, Inc.<sup>(a)</sup>  | Central Parent, Inc./CDK Global, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 7.250% | 2626000 | &nbsp;&nbsp; 2321021 |
| Clarivate Science Holdings Corp.<sup>(a)</sup>  | Clarivate Science Holdings Corp.<sup>(a)</sup>  | Clarivate Science Holdings Corp.<sup>(a)</sup>  | Clarivate Science Holdings Corp.<sup>(a)</sup>  |
| 07/01/2028 | &nbsp;&nbsp; 3.875% | 2776000 | &nbsp;&nbsp; 2646714 |
| 07/01/2029 | &nbsp;&nbsp; 4.875% | 5779000 | &nbsp;&nbsp; 5344571 |
| Cloud Software Group, Inc.<sup>(a)</sup>  | Cloud Software Group, Inc.<sup>(a)</sup>  | Cloud Software Group, Inc.<sup>(a)</sup>  | Cloud Software Group, Inc.<sup>(a)</sup>  |
| 09/30/2029 | &nbsp;&nbsp; 9.000% | 6872000 | &nbsp;&nbsp; 7027763 |
| 06/30/2032 | &nbsp;&nbsp; 8.250% | 3978000 | &nbsp;&nbsp; 4183720 |
| Condor Merger Sub, Inc.<sup>(a)</sup>  | Condor Merger Sub, Inc.<sup>(a)</sup>  | Condor Merger Sub, Inc.<sup>(a)</sup>  | Condor Merger Sub, Inc.<sup>(a)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 7.375% | 8921000 | &nbsp;&nbsp; 8250955 |
| Ellucian Holdings, Inc.<sup>(a)</sup>  | Ellucian Holdings, Inc.<sup>(a)</sup>  | Ellucian Holdings, Inc.<sup>(a)</sup>  | Ellucian Holdings, Inc.<sup>(a)</sup>  |
| 12/01/2029 | &nbsp;&nbsp; 6.500% | 1060000 | &nbsp;&nbsp; 1074095 |
| Entegris Escrow Corp.<sup>(a)</sup>  | Entegris Escrow Corp.<sup>(a)</sup>  | Entegris Escrow Corp.<sup>(a)</sup>  | Entegris Escrow Corp.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.750% | 2603000 | &nbsp;&nbsp; 2529260 |
| 06/15/2030 | &nbsp;&nbsp; 5.950% | 5154000 | &nbsp;&nbsp; 5158185 |
| Fair Isaac Corp.<sup>(a)</sup>  | Fair Isaac Corp.<sup>(a)</sup>  | Fair Isaac Corp.<sup>(a)</sup>  | Fair Isaac Corp.<sup>(a)</sup>  |
| 05/15/2033 | &nbsp;&nbsp; 6.000% | 2354000 | &nbsp;&nbsp; 2349595 |
| Gartner, Inc.<sup>(a)</sup>  | Gartner, Inc.<sup>(a)</sup>  | Gartner, Inc.<sup>(a)</sup>  | Gartner, Inc.<sup>(a)</sup>  |
| 07/01/2028 | &nbsp;&nbsp; 4.500% | 1484000 | &nbsp;&nbsp; 1468610 |
| Gen Digital, Inc.<sup>(a)</sup>  | Gen Digital, Inc.<sup>(a)</sup>  | Gen Digital, Inc.<sup>(a)</sup>  | Gen Digital, Inc.<sup>(a)</sup>  |
| 04/01/2033 | &nbsp;&nbsp; 6.250% | 1961000 | &nbsp;&nbsp; 1983439 |
| GTCR W-2 Merger Sub LLC<sup>(a)</sup>  | GTCR W-2 Merger Sub LLC<sup>(a)</sup>  | GTCR W-2 Merger Sub LLC<sup>(a)</sup>  | GTCR W-2 Merger Sub LLC<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 7.500% | 5615000 | &nbsp;&nbsp; 5935781 |
| HealthEquity, Inc.<sup>(a)</sup>  | HealthEquity, Inc.<sup>(a)</sup>  | HealthEquity, Inc.<sup>(a)</sup>  | HealthEquity, Inc.<sup>(a)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 4.500% | 2857000 | &nbsp;&nbsp; 2731853 |
| Helios Software Holdings, Inc.<sup>(a)</sup>  | Helios Software Holdings, Inc.<sup>(a)</sup>  | Helios Software Holdings, Inc.<sup>(a)</sup>  | Helios Software Holdings, Inc.<sup>(a)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 4.625% | 2367000 | &nbsp;&nbsp; 2251757 |
| Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 8.750% | 4437000 | &nbsp;&nbsp; 4524668 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| 03/25/2050 | &nbsp;&nbsp; 4.750% | 6800000 | &nbsp;&nbsp; 5339383 |
| ION Trading Technologies Sarl<sup>(a)</sup>  | ION Trading Technologies Sarl<sup>(a)</sup>  | ION Trading Technologies Sarl<sup>(a)</sup>  | ION Trading Technologies Sarl<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 5.750% | 2590000 | &nbsp;&nbsp; 2500523 |
| 05/30/2029 | &nbsp;&nbsp; 9.500% | 4782000 | &nbsp;&nbsp; 4952028 |
| Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 4.875% | 4523000 | &nbsp;&nbsp; 4464188 |
| 09/15/2029 | &nbsp;&nbsp; 4.875% | 664000 | &nbsp;&nbsp; 644034 |
| 07/15/2030 | &nbsp;&nbsp; 5.250% | 2592000 | &nbsp;&nbsp; 2524708 |
| 01/15/2033 | &nbsp;&nbsp; 6.250% | 1187000 | &nbsp;&nbsp; 1197585 |
| Minerva Merger Sub, Inc.<sup>(a)</sup>  | Minerva Merger Sub, Inc.<sup>(a)</sup>  | Minerva Merger Sub, Inc.<sup>(a)</sup>  | Minerva Merger Sub, Inc.<sup>(a)</sup>  |
| 02/15/2030 | &nbsp;&nbsp; 6.500% | 10140000 | &nbsp;&nbsp; 9763700 |
| NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 9.500% | 4022000 | &nbsp;&nbsp; 4391680 |
| NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 5.000% | 3473000 | &nbsp;&nbsp; 3421712 |
| 04/15/2029 | &nbsp;&nbsp; 5.125% | 982000 | &nbsp;&nbsp; 957845 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Neptune Bidco US, Inc.<sup>(a)</sup>  | Neptune Bidco US, Inc.<sup>(a)</sup>  | Neptune Bidco US, Inc.<sup>(a)</sup>  | Neptune Bidco US, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 9.290% | 7273000 | &nbsp;&nbsp; 6892211 |
| NXP BV/Funding LLC/USA, Inc. | NXP BV/Funding LLC/USA, Inc. | NXP BV/Funding LLC/USA, Inc. | NXP BV/Funding LLC/USA, Inc. |
| 05/01/2030 | &nbsp;&nbsp; 3.400% | 2210000 | &nbsp;&nbsp; 2064104 |
| 01/15/2033 | &nbsp;&nbsp; 5.000% | 7610000 | &nbsp;&nbsp; 7422332 |
| Picard Midco, Inc.<sup>(a)</sup>  | Picard Midco, Inc.<sup>(a)</sup>  | Picard Midco, Inc.<sup>(a)</sup>  | Picard Midco, Inc.<sup>(a)</sup>  |
| 03/31/2029 | &nbsp;&nbsp; 6.500% | 8693000 | &nbsp;&nbsp; 8687115 |
| Seagate HDD | Seagate HDD | Seagate HDD | Seagate HDD |
| 12/15/2029 | &nbsp;&nbsp; 8.250% | 1930000 | &nbsp;&nbsp; 2056567 |
| Sensata Technologies BV<sup>(a)</sup>  | Sensata Technologies BV<sup>(a)</sup>  | Sensata Technologies BV<sup>(a)</sup>  | Sensata Technologies BV<sup>(a)</sup>  |
| 09/01/2030 | &nbsp;&nbsp; 5.875% | 2018000 | &nbsp;&nbsp; 1992938 |
| Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  | Sensata Technologies, Inc.<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.625% | 436000 | &nbsp;&nbsp; 440173 |
| Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  |
| 11/01/2026 | &nbsp;&nbsp; 4.625% | 5103000 | &nbsp;&nbsp; 5095991 |
| 08/15/2032 | &nbsp;&nbsp; 6.750% | 2764000 | &nbsp;&nbsp; 2820118 |
| SS&C Technologies, Inc.<sup>(a)</sup>  | SS&C Technologies, Inc.<sup>(a)</sup>  | SS&C Technologies, Inc.<sup>(a)</sup>  | SS&C Technologies, Inc.<sup>(a)</sup>  |
| 06/01/2032 | &nbsp;&nbsp; 6.500% | 1508000 | &nbsp;&nbsp; 1547392 |
| Synaptics, Inc.<sup>(a)</sup>  | Synaptics, Inc.<sup>(a)</sup>  | Synaptics, Inc.<sup>(a)</sup>  | Synaptics, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.000% | 6732000 | &nbsp;&nbsp; 6266106 |
| UKG, Inc.<sup>(a)</sup>  | UKG, Inc.<sup>(a)</sup>  | UKG, Inc.<sup>(a)</sup>  | UKG, Inc.<sup>(a)</sup>  |
| 02/01/2031 | &nbsp;&nbsp; 6.875% | 4210000 | &nbsp;&nbsp; 4343631 |
| WEX, Inc.<sup>(a)</sup>  | WEX, Inc.<sup>(a)</sup>  | WEX, Inc.<sup>(a)</sup>  | WEX, Inc.<sup>(a)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.500% | 3004000 | &nbsp;&nbsp; 2970646 |
| ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup>  | ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup>  | ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup>  | ZoomInfo Technologies LLC/Finance Corp.<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 3.875% | 5157000 | &nbsp;&nbsp; 4800232 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **195293707** |
| **Transportation Services 0.4%** | **Transportation Services 0.4%** | **Transportation Services 0.4%** | **Transportation Services 0.4%** |
| Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 8.250% | 4469000 | &nbsp;&nbsp; 4538384 |
| 02/15/2031 | &nbsp;&nbsp; 8.000% | 2358000 | &nbsp;&nbsp; 2385506 |
| 06/15/2032 | &nbsp;&nbsp; 8.375% | 1498000 | &nbsp;&nbsp; 1510063 |
| ERAC USA Finance LLC<sup>(a)</sup>  | ERAC USA Finance LLC<sup>(a)</sup>  | ERAC USA Finance LLC<sup>(a)</sup>  | ERAC USA Finance LLC<sup>(a)</sup>  |
| 11/01/2025 | &nbsp;&nbsp; 3.800% | 907000 | &nbsp;&nbsp; 902627 |
| 05/01/2028 | &nbsp;&nbsp; 4.600% | 13488000 | &nbsp;&nbsp; 13569862 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **22906442** |
| **Wireless 0.9%** | **Wireless 0.9%** | **Wireless 0.9%** | **Wireless 0.9%** |
| Altice France Holding SA<sup>(a)</sup>  | Altice France Holding SA<sup>(a)</sup>  | Altice France Holding SA<sup>(a)</sup>  | Altice France Holding SA<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 6.000% | 3633000 | &nbsp;&nbsp; 1323739 |
| Altice France SA<sup>(a)</sup>  | Altice France SA<sup>(a)</sup>  | Altice France SA<sup>(a)</sup>  | Altice France SA<sup>(a)</sup>  |
| 07/15/2029 | &nbsp;&nbsp; 5.125% | 5899000 | &nbsp;&nbsp; 4972618 |
| 10/15/2029 | &nbsp;&nbsp; 5.500% | 1316000 | &nbsp;&nbsp; 1117649 |
| SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. |
| 02/15/2027 | &nbsp;&nbsp; 3.875% | 460000 | &nbsp;&nbsp; 450996 |
| 02/01/2029 | &nbsp;&nbsp; 3.125% | 5224000 | &nbsp;&nbsp; 4855894 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. |
| 11/15/2028 | &nbsp;&nbsp; 6.875% | 3098000 | &nbsp;&nbsp; 3314494 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| 01/15/2029 | &nbsp;&nbsp; 4.850% | 25100000 | &nbsp;&nbsp; 25344717 |
| Vmed O2 UK Financing I PLC<sup>(a)</sup>  | Vmed O2 UK Financing I PLC<sup>(a)</sup>  | Vmed O2 UK Financing I PLC<sup>(a)</sup>  | Vmed O2 UK Financing I PLC<sup>(a)</sup>  |
| 01/31/2031 | &nbsp;&nbsp; 4.250% | 4397000 | &nbsp;&nbsp; 3978305 |
| 07/15/2031 | &nbsp;&nbsp; 4.750% | 2092000 | &nbsp;&nbsp; 1921680 |
| 04/15/2032 | &nbsp;&nbsp; 7.750% | 4447000 | &nbsp;&nbsp; 4581870 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **51861962** |
| **Wirelines 0.6%** | **Wirelines 0.6%** | **Wirelines 0.6%** | **Wirelines 0.6%** |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| 12/01/2033 | &nbsp;&nbsp; 2.550% | 6715000 | &nbsp;&nbsp; 5520949 |
| Fibercop SpA<sup>(a)</sup>  | Fibercop SpA<sup>(a)</sup>  | Fibercop SpA<sup>(a)</sup>  | Fibercop SpA<sup>(a)</sup>  |
| 07/18/2036 | &nbsp;&nbsp; 7.200% | 3543000 | &nbsp;&nbsp; 3446197 |
| Frontier Communications Corp.<sup>(a)</sup>  | Frontier Communications Corp.<sup>(a)</sup>  | Frontier Communications Corp.<sup>(a)</sup>  | Frontier Communications Corp.<sup>(a)</sup>  |
| 05/01/2028 | &nbsp;&nbsp; 5.000% | 1941000 | &nbsp;&nbsp; 1937316 |
| Frontier Communications Holdings LLC<sup>(a)</sup>  | Frontier Communications Holdings LLC<sup>(a)</sup>  | Frontier Communications Holdings LLC<sup>(a)</sup>  | Frontier Communications Holdings LLC<sup>(a)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 8.750% | 822000 | &nbsp;&nbsp; 864430 |
| 03/15/2031 | &nbsp;&nbsp; 8.625% | 2232000 | &nbsp;&nbsp; 2377891 |
| Iliad Holding SAS<sup>(a)</sup>  | Iliad Holding SAS<sup>(a)</sup>  | Iliad Holding SAS<sup>(a)</sup>  | Iliad Holding SAS<sup>(a)</sup>  |
| 10/15/2028 | &nbsp;&nbsp; 7.000% | 5063000 | &nbsp;&nbsp; 5140035 |
| Iliad Holding SASU<sup>(a)</sup>  | Iliad Holding SASU<sup>(a)</sup>  | Iliad Holding SASU<sup>(a)</sup>  | Iliad Holding SASU<sup>(a)</sup>  |
| 04/15/2031 | &nbsp;&nbsp; 8.500% | 1651000 | &nbsp;&nbsp; 1739271 |
| 04/15/2032 | &nbsp;&nbsp; 7.000% | 1563000 | &nbsp;&nbsp; 1574113 |
| Optics Bidco SpA<sup>(a)</sup>  | Optics Bidco SpA<sup>(a)</sup>  | Optics Bidco SpA<sup>(a)</sup>  | Optics Bidco SpA<sup>(a)</sup>  |
| 06/04/2038 | &nbsp;&nbsp; 7.721% | 4336000 | &nbsp;&nbsp; 4331595 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| 03/21/2031 | &nbsp;&nbsp; 2.550% | 7180000 | &nbsp;&nbsp; 6356737 |
| Windstream Escrow LLC/Finance Corp.<sup>(a)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(a)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(a)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(a)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 8.250% | 4339000 | &nbsp;&nbsp; 4517283 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **37805817** |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $2,402,911,540) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $2,402,911,540) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $2,402,911,540) | &nbsp;&nbsp; **2388683858** |
| **Foreign Government Obligations**<sup>(l),(m)</sup> **5.9%** | **Foreign Government Obligations**<sup>(l),(m)</sup> **5.9%** | **Foreign Government Obligations**<sup>(l),(m)</sup> **5.9%** | **Foreign Government Obligations**<sup>(l),(m)</sup> **5.9%** |
| **Angola 0.1%** | **Angola 0.1%** | **Angola 0.1%** | **Angola 0.1%** |
| Angolan Government International Bond<sup>(a)</sup>  | Angolan Government International Bond<sup>(a)</sup>  | Angolan Government International Bond<sup>(a)</sup>  | Angolan Government International Bond<sup>(a)</sup>  |
| 05/08/2048 | &nbsp;&nbsp; 9.375% | 7000000 | &nbsp;&nbsp; 5148126 |
| **Brazil 0.2%** | **Brazil 0.2%** | **Brazil 0.2%** | **Brazil 0.2%** |
| Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond |
| 06/12/2030 | &nbsp;&nbsp; 3.875% | 2024000 | &nbsp;&nbsp; 1886291 |
| 01/07/2041 | &nbsp;&nbsp; 5.625% | 11000000 | &nbsp;&nbsp; 9643304 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **11529595** |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** | **Canada 0.1%** |
| NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  |
| 06/01/2027 | &nbsp;&nbsp; 5.250% |  | 3264000 | &nbsp;&nbsp; 3255200 |
| 11/15/2028 | &nbsp;&nbsp; 8.500% |  | 880000 | &nbsp;&nbsp; 926716 |
| 02/15/2030 | &nbsp;&nbsp; 9.000% |  | 2480000 | &nbsp;&nbsp; 2670085 |
| 12/01/2031 | &nbsp;&nbsp; 7.000% |  | 1080000 | &nbsp;&nbsp; 1131430 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7983431** |
| **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** |
| Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  |
| 01/30/2050 | &nbsp;&nbsp; 3.700% |  | 9000000 | &nbsp;&nbsp; 5902115 |
| Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  |
| 01/26/2036 | &nbsp;&nbsp; 6.440% |  | 5176000 | &nbsp;&nbsp; 5290758 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **11192873** |
| **Colombia 0.8%** | **Colombia 0.8%** | **Colombia 0.8%** | **Colombia 0.8%** | **Colombia 0.8%** |
| Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond |
| 06/15/2045 | &nbsp;&nbsp; 5.000% |  | 14500000 | &nbsp;&nbsp; 9615410 |
| 05/15/2049 | &nbsp;&nbsp; 5.200% |  | 9119000 | &nbsp;&nbsp; 6009836 |
| Colombian TES | Colombian TES | Colombian TES | Colombian TES | Colombian TES |
| 04/28/2028 | &nbsp;&nbsp; 6.000% | COP | 126000000000 | &nbsp;&nbsp; 27387229 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **43012475** |
| **Dominican Republic 0.3%** | **Dominican Republic 0.3%** | **Dominican Republic 0.3%** | **Dominican Republic 0.3%** | **Dominican Republic 0.3%** |
| Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  |
| 01/25/2027 | &nbsp;&nbsp; 5.950% |  | 4475000 | &nbsp;&nbsp; 4502328 |
| 04/30/2044 | &nbsp;&nbsp; 7.450% |  | 7900000 | &nbsp;&nbsp; 8142715 |
| 01/27/2045 | &nbsp;&nbsp; 6.850% |  | 3544000 | &nbsp;&nbsp; 3432316 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **16077359** |
| **Egypt 0.2%** | **Egypt 0.2%** | **Egypt 0.2%** | **Egypt 0.2%** | **Egypt 0.2%** |
| Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  |
| 04/16/2030 | &nbsp;&nbsp; 5.625% | EUR | 6600000 | &nbsp;&nbsp; 6736731 |
| 01/31/2047 | &nbsp;&nbsp; 8.500% |  | 5700000 | &nbsp;&nbsp; 4368907 |
| 02/21/2048 | &nbsp;&nbsp; 7.903% |  | 3000000 | &nbsp;&nbsp; 2181607 |
| 03/01/2049 | &nbsp;&nbsp; 8.700% |  | 965000 | &nbsp;&nbsp; 750136 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **14037381** |
| **India 0.6%** | **India 0.6%** | **India 0.6%** | **India 0.6%** | **India 0.6%** |
| Export-Import Bank of India<sup>(a)</sup>  | Export-Import Bank of India<sup>(a)</sup>  | Export-Import Bank of India<sup>(a)</sup>  | Export-Import Bank of India<sup>(a)</sup>  | Export-Import Bank of India<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 3.250% |  | 6200000 | &nbsp;&nbsp; 5781419 |
| India Government Bond | India Government Bond | India Government Bond | India Government Bond | India Government Bond |
| 02/06/2033 | &nbsp;&nbsp; 7.260% | INR | 1972730000 | &nbsp;&nbsp; 24510725 |
| Indian Railway Finance Corp., Ltd.<sup>(a)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(a)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(a)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(a)</sup>  | Indian Railway Finance Corp., Ltd.<sup>(a)</sup>  |
| 02/10/2031 | &nbsp;&nbsp; 2.800% |  | 7000000 | &nbsp;&nbsp; 6245154 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **36537298** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Indonesia 0.4%** | **Indonesia 0.4%** | **Indonesia 0.4%** | **Indonesia 0.4%** | **Indonesia 0.4%** |
| Indonesia Treasury Bond | Indonesia Treasury Bond | Indonesia Treasury Bond | Indonesia Treasury Bond | Indonesia Treasury Bond |
| 04/15/2027 | &nbsp;&nbsp; 5.125% | IDR | 227007000000 | &nbsp;&nbsp; 13679892 |
| 04/15/2039 | &nbsp;&nbsp; 8.375% | IDR | 68305000000 | &nbsp;&nbsp; 4687799 |
| PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  | PT Pertamina Persero<sup>(a)</sup>  |
| 02/09/2031 | &nbsp;&nbsp; 2.300% |  | 6300000 | &nbsp;&nbsp; 5433206 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **23800897** |
| **Ivory Coast 0.2%** | **Ivory Coast 0.2%** | **Ivory Coast 0.2%** | **Ivory Coast 0.2%** | **Ivory Coast 0.2%** |
| Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  |
| 01/30/2032 | &nbsp;&nbsp; 4.875% | EUR | 9275000 | &nbsp;&nbsp; 9259191 |
| 06/15/2033 | &nbsp;&nbsp; 6.125% |  | 3847000 | &nbsp;&nbsp; 3410115 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **12669306** |
| **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** |
| KazMunayGas National Co., JSC<sup>(a)</sup>  | KazMunayGas National Co., JSC<sup>(a)</sup>  | KazMunayGas National Co., JSC<sup>(a)</sup>  | KazMunayGas National Co., JSC<sup>(a)</sup>  | KazMunayGas National Co., JSC<sup>(a)</sup>  |
| 10/24/2048 | &nbsp;&nbsp; 6.375% |  | 7000000 | &nbsp;&nbsp; 6242265 |
| **Malaysia 0.1%** | **Malaysia 0.1%** | **Malaysia 0.1%** | **Malaysia 0.1%** | **Malaysia 0.1%** |
| Petronas Capital Ltd.<sup>(a)</sup>  | Petronas Capital Ltd.<sup>(a)</sup>  | Petronas Capital Ltd.<sup>(a)</sup>  | Petronas Capital Ltd.<sup>(a)</sup>  | Petronas Capital Ltd.<sup>(a)</sup>  |
| 04/03/2055 | &nbsp;&nbsp; 5.848% |  | 5720000 | &nbsp;&nbsp; 5657769 |
| **Mexico 0.5%** | **Mexico 0.5%** | **Mexico 0.5%** | **Mexico 0.5%** | **Mexico 0.5%** |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 04/16/2030 | &nbsp;&nbsp; 3.250% |  | 4000000 | &nbsp;&nbsp; 3645983 |
| 05/07/2036 | &nbsp;&nbsp; 6.000% |  | 5257000 | &nbsp;&nbsp; 5046549 |
| 08/14/2041 | &nbsp;&nbsp; 4.280% |  | 300000 | &nbsp;&nbsp; 222246 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| 03/13/2027 | &nbsp;&nbsp; 6.500% |  | 7689000 | &nbsp;&nbsp; 7540842 |
| 02/12/2028 | &nbsp;&nbsp; 5.350% |  | 4594000 | &nbsp;&nbsp; 4330395 |
| 02/12/2048 | &nbsp;&nbsp; 6.350% |  | 8000000 | &nbsp;&nbsp; 5201069 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **25987084** |
| **Nigeria 0.1%** | **Nigeria 0.1%** | **Nigeria 0.1%** | **Nigeria 0.1%** | **Nigeria 0.1%** |
| Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  |
| 11/28/2047 | &nbsp;&nbsp; 7.625% |  | 7000000 | &nbsp;&nbsp; 5245841 |
| **Oman 0.1%** | **Oman 0.1%** | **Oman 0.1%** | **Oman 0.1%** | **Oman 0.1%** |
| Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  | Oman Government International Bond<sup>(a)</sup>  |
| 01/17/2048 | &nbsp;&nbsp; 6.750% |  | 6506000 | &nbsp;&nbsp; 6541080 |
| **Panama 0.1%** | **Panama 0.1%** | **Panama 0.1%** | **Panama 0.1%** | **Panama 0.1%** |
| Panama Government International Bond | Panama Government International Bond | Panama Government International Bond | Panama Government International Bond | Panama Government International Bond |
| 01/19/2033 | &nbsp;&nbsp; 3.298% |  | 6779000 | &nbsp;&nbsp; 5342185 |
| **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** |
| Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  |
| 03/27/2027 | &nbsp;&nbsp; 4.700% |  | 1429000 | &nbsp;&nbsp; 1418942 |
| 08/11/2044 | &nbsp;&nbsp; 6.100% |  | 2939000 | &nbsp;&nbsp; 2746170 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4165112** |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l),(m)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Romania 0.3%** | **Romania 0.3%** | **Romania 0.3%** | **Romania 0.3%** | **Romania 0.3%** |
| Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  |
| 02/10/2037 | &nbsp;&nbsp; 7.500% |  | 4732000 | &nbsp;&nbsp; 4767127 |
| 07/11/2039 | &nbsp;&nbsp; 6.750% | EUR | 3828000 | &nbsp;&nbsp; 4253873 |
| 01/28/2050 | &nbsp;&nbsp; 3.375% | EUR | 12000000 | &nbsp;&nbsp; 8132655 |
| 02/14/2051 | &nbsp;&nbsp; 4.000% |  | 2246000 | &nbsp;&nbsp; 1355115 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **18508770** |
| **Saudi Arabia 0.4%** | **Saudi Arabia 0.4%** | **Saudi Arabia 0.4%** | **Saudi Arabia 0.4%** | **Saudi Arabia 0.4%** |
| Gaci First Investment Co.<sup>(a)</sup>  | Gaci First Investment Co.<sup>(a)</sup>  | Gaci First Investment Co.<sup>(a)</sup>  | Gaci First Investment Co.<sup>(a)</sup>  | Gaci First Investment Co.<sup>(a)</sup>  |
| 10/13/2032 | &nbsp;&nbsp; 5.250% |  | 8600000 | &nbsp;&nbsp; 8653139 |
| Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  |
| 11/24/2030 | &nbsp;&nbsp; 2.250% |  | 15163000 | &nbsp;&nbsp; 13342126 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **21995265** |
| **South Korea 0.4%** | **South Korea 0.4%** | **South Korea 0.4%** | **South Korea 0.4%** | **South Korea 0.4%** |
| Korea Treasury Bond | Korea Treasury Bond | Korea Treasury Bond | Korea Treasury Bond | Korea Treasury Bond |
| 03/10/2028 | &nbsp;&nbsp; 3.250% | KRW | 31900000000 | &nbsp;&nbsp; 23813317 |
| **Turkey 0.3%** | **Turkey 0.3%** | **Turkey 0.3%** | **Turkey 0.3%** | **Turkey 0.3%** |
| Turkiye Government International Bond | Turkiye Government International Bond | Turkiye Government International Bond | Turkiye Government International Bond | Turkiye Government International Bond |
| 02/12/2032 | &nbsp;&nbsp; 7.125% |  | 17157000 | &nbsp;&nbsp; 16830068 |
| **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** | **United Arab Emirates 0.3%** |
| DP World Crescent Ltd.<sup>(a)</sup>  | DP World Crescent Ltd.<sup>(a)</sup>  | DP World Crescent Ltd.<sup>(a)</sup>  | DP World Crescent Ltd.<sup>(a)</sup>  | DP World Crescent Ltd.<sup>(a)</sup>  |
| 07/18/2029 | &nbsp;&nbsp; 3.875% |  | 5600000 | &nbsp;&nbsp; 5353496 |
| DP World Ltd.<sup>(a)</sup>  | DP World Ltd.<sup>(a)</sup>  | DP World Ltd.<sup>(a)</sup>  | DP World Ltd.<sup>(a)</sup>  | DP World Ltd.<sup>(a)</sup>  |
| 09/25/2048 | &nbsp;&nbsp; 5.625% |  | 6091000 | &nbsp;&nbsp; 5566499 |
| DP World PLC<sup>(a)</sup>  | DP World PLC<sup>(a)</sup>  | DP World PLC<sup>(a)</sup>  | DP World PLC<sup>(a)</sup>  | DP World PLC<sup>(a)</sup>  |
| 07/02/2037 | &nbsp;&nbsp; 6.850% |  | 3650000 | &nbsp;&nbsp; 3939963 |
| 09/30/2049 | &nbsp;&nbsp; 4.700% |  | 2000000 | &nbsp;&nbsp; 1610893 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **16470851** |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $351,509,364) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $351,509,364) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $351,509,364) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $351,509,364) | &nbsp;&nbsp; **338788348** |
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| Fannie Mae REMICS<sup>(b),(n)</sup>  | Fannie Mae REMICS<sup>(b),(n)</sup>  | Fannie Mae REMICS<sup>(b),(n)</sup>  | Fannie Mae REMICS<sup>(b),(n)</sup>  | Fannie Mae REMICS<sup>(b),(n)</sup>  |
| CMO Series 2022-27 Class SJ | CMO Series 2022-27 Class SJ | CMO Series 2022-27 Class SJ | CMO Series 2022-27 Class SJ | CMO Series 2022-27 Class SJ |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 6.100% <br>Cap 6.100% <br>06/25/2052<br>| &nbsp;&nbsp; 1.778% |  | 47142369 | &nbsp;&nbsp; 4694626 |
| CMO Series 2023-46 Class SD | CMO Series 2023-46 Class SD | CMO Series 2023-46 Class SD | CMO Series 2023-46 Class SD | CMO Series 2023-46 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.886% <br>Cap 6.000% <br>06/25/2050<br>| &nbsp;&nbsp; 1.564% |  | 65863664 | &nbsp;&nbsp; 7114995 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2023-62 Class SA | CMO Series 2023-62 Class SA | CMO Series 2023-62 Class SA | CMO Series 2023-62 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 6.086% <br>Cap 6.200% <br>10/25/2048<br>| &nbsp;&nbsp; 1.764% | 68297883 | &nbsp;&nbsp; 8007367 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| 05/01/2052 | &nbsp;&nbsp; 3.000% | 53272563 | &nbsp;&nbsp; 45843862 |
| &nbsp;&nbsp; 09/01/2052- <br>10/01/2053<br>| &nbsp;&nbsp; 5.000% | 76569512 | &nbsp;&nbsp; 75403881 |
| 12/01/2053 | &nbsp;&nbsp; 5.500% | 34879683 | &nbsp;&nbsp; 34828834 |
| 12/01/2053 | &nbsp;&nbsp; 6.000% | 36565623 | &nbsp;&nbsp; 37282194 |
| Federal Home Loan Mortgage Corp.<sup>(n)</sup>  | Federal Home Loan Mortgage Corp.<sup>(n)</sup>  | Federal Home Loan Mortgage Corp.<sup>(n)</sup>  | Federal Home Loan Mortgage Corp.<sup>(n)</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% | 1817142 | &nbsp;&nbsp; 312031 |
| 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% | 491506 | &nbsp;&nbsp; 5397 |
| Federal Home Loan Mortgage Corp.<sup>(b),(n)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(n)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(n)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(n)</sup>  |
| 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 <br> SOFR + 5.836% <br>Cap 5.950% <br>11/15/2043<br>| &nbsp;&nbsp; 1.503% | 3651458 | &nbsp;&nbsp; 386807 |
| 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 <br> SOFR + 0.554% <br>11/15/2042<br>| &nbsp;&nbsp; 2.098% | 5897088 | &nbsp;&nbsp; 555668 |
| CMO Series 4903 Class SA | CMO Series 4903 Class SA | CMO Series 4903 Class SA | CMO Series 4903 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.936% <br>Cap 6.050% <br>08/25/2049<br>| &nbsp;&nbsp; 1.614% | 20131086 | &nbsp;&nbsp; 2256858 |
| 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 <br> SOFR + 5.886% <br>Cap 6.000% <br>03/15/2044<br>| &nbsp;&nbsp; 1.553% | 643609 | &nbsp;&nbsp; 65405 |
| Federal Home Loan Mortgage Corp.<sup>(e),(n)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e),(n)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e),(n)</sup>  | Federal Home Loan Mortgage Corp.<sup>(e),(n)</sup>  |
| CMO Series 4515 Class SA | CMO Series 4515 Class SA | CMO Series 4515 Class SA | CMO Series 4515 Class SA |
| 08/15/2038 | &nbsp;&nbsp; 2.326% | 2307918 | &nbsp;&nbsp; 143349 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(n)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(n)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(n)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(n)</sup>  |
| CMO Series 5051 Class KI | CMO Series 5051 Class KI | CMO Series 5051 Class KI | CMO Series 5051 Class KI |
| 12/25/2050 | &nbsp;&nbsp; 2.500% | 32711313 | &nbsp;&nbsp; 4911061 |
| CMO Series 5192 Class PI | CMO Series 5192 Class PI | CMO Series 5192 Class PI | CMO Series 5192 Class PI |
| 10/25/2051 | &nbsp;&nbsp; 2.500% | 51671564 | &nbsp;&nbsp; 5792129 |
| CMO Series 5198 Class KI | CMO Series 5198 Class KI | CMO Series 5198 Class KI | CMO Series 5198 Class KI |
| 02/25/2052 | &nbsp;&nbsp; 3.000% | 37861325 | &nbsp;&nbsp; 6722812 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| **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; 08/01/2032- <br>04/01/2052<br>| &nbsp;&nbsp; 3.000% | 33694315 | &nbsp;&nbsp; 29002315 |
| 04/01/2052 | &nbsp;&nbsp; 2.500% | 13909631 | &nbsp;&nbsp; 11390481 |
| &nbsp;&nbsp; 05/01/2052- <br>06/01/2052<br>| &nbsp;&nbsp; 3.500% | 148185045 | &nbsp;&nbsp; 133138643 |
| 10/01/2053 | &nbsp;&nbsp; 5.500% | 33293956 | &nbsp;&nbsp; 33249847 |
| Federal National Mortgage Association<sup>(e),(n)</sup>  | Federal National Mortgage Association<sup>(e),(n)</sup>  | Federal National Mortgage Association<sup>(e),(n)</sup>  | Federal National Mortgage Association<sup>(e),(n)</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% | 1914893 | &nbsp;&nbsp; 19 |
| Federal National Mortgage Association<sup>(n)</sup>  | Federal National Mortgage Association<sup>(n)</sup>  | Federal National Mortgage Association<sup>(n)</sup>  | Federal National Mortgage Association<sup>(n)</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% | 337017 | &nbsp;&nbsp; 5902 |
| CMO Series 2012-131 Class MI | CMO Series 2012-131 Class MI | CMO Series 2012-131 Class MI | CMO Series 2012-131 Class MI |
| 01/25/2040 | &nbsp;&nbsp; 3.500% | 213273 | &nbsp;&nbsp; 1625 |
| 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% | 1335132 | &nbsp;&nbsp; 188388 |
| Federal National Mortgage Association<sup>(b),(n)</sup>  | Federal National Mortgage Association<sup>(b),(n)</sup>  | Federal National Mortgage Association<sup>(b),(n)</sup>  | Federal National Mortgage Association<sup>(b),(n)</sup>  |
| CMO Series 2013-101 Class CS | CMO Series 2013-101 Class CS | CMO Series 2013-101 Class CS | CMO Series 2013-101 Class CS |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.786% <br>Cap 5.900% <br>10/25/2043<br>| &nbsp;&nbsp; 1.464% | 5248832 | &nbsp;&nbsp; 544034 |
| 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 <br> SOFR + 6.036% <br>Cap 6.150% <br>01/25/2045<br>| &nbsp;&nbsp; 1.714% | 8864383 | &nbsp;&nbsp; 1038955 |
| CMO Series 2016-26 Class SA | CMO Series 2016-26 Class SA | CMO Series 2016-26 Class SA | CMO Series 2016-26 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.936% <br>Cap 6.050% <br>05/25/2046<br>| &nbsp;&nbsp; 1.614% | 7943410 | &nbsp;&nbsp; 885332 |
| CMO Series 2016-31 Class VS | CMO Series 2016-31 Class VS | CMO Series 2016-31 Class VS | CMO Series 2016-31 Class VS |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.886% <br>Cap 6.000% <br>06/25/2046<br>| &nbsp;&nbsp; 1.564% | 5091152 | &nbsp;&nbsp; 595400 |
| 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 <br> SOFR + 5.886% <br>Cap 6.000% <br>07/25/2046<br>| &nbsp;&nbsp; 1.564% | 18039901 | &nbsp;&nbsp; 1870945 |
| CMO Series 2017-47 Class SE | CMO Series 2017-47 Class SE | CMO Series 2017-47 Class SE | CMO Series 2017-47 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.986% <br>Cap 6.100% <br>06/25/2047<br>| &nbsp;&nbsp; 1.664% | 5541107 | &nbsp;&nbsp; 633849 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2017-56 Class SB | CMO Series 2017-56 Class SB | CMO Series 2017-56 Class SB | CMO Series 2017-56 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 6.036% <br>Cap 6.150% <br>07/25/2047<br>| &nbsp;&nbsp; 1.714% | 19404026 | &nbsp;&nbsp; 2321480 |
| CMO Series 2018-76 Class SN | CMO Series 2018-76 Class SN | CMO Series 2018-76 Class SN | CMO Series 2018-76 Class SN |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 6.036% <br>Cap 6.150% <br>10/25/2048<br>| &nbsp;&nbsp; 1.714% | 6466594 | &nbsp;&nbsp; 826217 |
| CMO Series 2019-67 Class SE | CMO Series 2019-67 Class SE | CMO Series 2019-67 Class SE | CMO Series 2019-67 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.936% <br>Cap 6.050% <br>11/25/2049<br>| &nbsp;&nbsp; 1.614% | 17758303 | &nbsp;&nbsp; 2147069 |
| CMO Series 2019-8 Class SG | CMO Series 2019-8 Class SG | CMO Series 2019-8 Class SG | CMO Series 2019-8 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.886% <br>Cap 6.000% <br>03/25/2049<br>| &nbsp;&nbsp; 1.564% | 17701631 | &nbsp;&nbsp; 1827801 |
| Federal National Mortgage Association REMICS<sup>(n)</sup>  | Federal National Mortgage Association REMICS<sup>(n)</sup>  | Federal National Mortgage Association REMICS<sup>(n)</sup>  | Federal National Mortgage Association REMICS<sup>(n)</sup>  |
| CMO Series 2020-77 Class IL | CMO Series 2020-77 Class IL | CMO Series 2020-77 Class IL | CMO Series 2020-77 Class IL |
| 11/25/2050 | &nbsp;&nbsp; 2.500% | 30971369 | &nbsp;&nbsp; 4690567 |
| Federal National Mortgage Association REMICS<sup>(b),(n)</sup>  | Federal National Mortgage Association REMICS<sup>(b),(n)</sup>  | Federal National Mortgage Association REMICS<sup>(b),(n)</sup>  | Federal National Mortgage Association REMICS<sup>(b),(n)</sup>  |
| CMO Series 2023-61 Class GS | CMO Series 2023-61 Class GS | CMO Series 2023-61 Class GS | CMO Series 2023-61 Class GS |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.700% <br>Cap 5.700% <br>12/25/2053<br>| &nbsp;&nbsp; 1.378% | 133333671 | &nbsp;&nbsp; 7894060 |
| Freddie Mac REMICS<sup>(n)</sup>  | Freddie Mac REMICS<sup>(n)</sup>  | Freddie Mac REMICS<sup>(n)</sup>  | Freddie Mac REMICS<sup>(n)</sup>  |
| CMO Series 5287 Class NI | CMO Series 5287 Class NI | CMO Series 5287 Class NI | CMO Series 5287 Class NI |
| 05/25/2051 | &nbsp;&nbsp; 3.500% | 35942659 | &nbsp;&nbsp; 7159001 |
| Freddie Mac REMICS<sup>(b),(n)</sup>  | Freddie Mac REMICS<sup>(b),(n)</sup>  | Freddie Mac REMICS<sup>(b),(n)</sup>  | Freddie Mac REMICS<sup>(b),(n)</sup>  |
| CMO Series 5356 Class SC | CMO Series 5356 Class SC | CMO Series 5356 Class SC | CMO Series 5356 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.886% <br>Cap 6.000% <br>07/15/2049<br>| &nbsp;&nbsp; 1.553% | 83626517 | &nbsp;&nbsp; 8797075 |
| Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</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 + <br> 3.950% <br>Cap 8.250% <br>06/25/2054<br>| &nbsp;&nbsp; 8.184% | 36448469 | &nbsp;&nbsp; 37307778 |
| 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 + <br> 3.950% <br>Floor 3.950%, Cap <br> 8.250% <br>03/25/2055<br>| &nbsp;&nbsp; 8.184% | 31706085 | &nbsp;&nbsp; 31899204 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 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 + <br> 3.950% <br>Cap 8.250% <br>04/25/2055<br>| &nbsp;&nbsp; 8.184% | 17308606 | &nbsp;&nbsp; 17413408 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| 08/15/2031 | &nbsp;&nbsp; 7.000% | 9998 | &nbsp;&nbsp; 10269 |
| 04/15/2034 | &nbsp;&nbsp; 5.000% | 55545 | &nbsp;&nbsp; 55316 |
| Government National Mortgage Association<sup>(n)</sup>  | Government National Mortgage Association<sup>(n)</sup>  | Government National Mortgage Association<sup>(n)</sup>  | Government National Mortgage Association<sup>(n)</sup>  |
| CMO Series 2014-190 Class AI | CMO Series 2014-190 Class AI | CMO Series 2014-190 Class AI | CMO Series 2014-190 Class AI |
| 12/20/2038 | &nbsp;&nbsp; 3.500% | 5122469 | &nbsp;&nbsp; 291402 |
| CMO Series 2020-138 Class GI | CMO Series 2020-138 Class GI | CMO Series 2020-138 Class GI | CMO Series 2020-138 Class GI |
| 09/20/2050 | &nbsp;&nbsp; 3.000% | 29822670 | &nbsp;&nbsp; 4750769 |
| CMO Series 2020-191 Class UG | CMO Series 2020-191 Class UG | CMO Series 2020-191 Class UG | CMO Series 2020-191 Class UG |
| 12/20/2050 | &nbsp;&nbsp; 3.500% | 34888738 | &nbsp;&nbsp; 5937156 |
| CMO Series 2021-140 Class IW | CMO Series 2021-140 Class IW | CMO Series 2021-140 Class IW | CMO Series 2021-140 Class IW |
| 08/20/2051 | &nbsp;&nbsp; 3.500% | 41045195 | &nbsp;&nbsp; 7807326 |
| CMO Series 2021-57 Class KI | CMO Series 2021-57 Class KI | CMO Series 2021-57 Class KI | CMO Series 2021-57 Class KI |
| 03/20/2051 | &nbsp;&nbsp; 3.500% | 38261686 | &nbsp;&nbsp; 7194616 |
| CMO Series 2021-89 Class IO | CMO Series 2021-89 Class IO | CMO Series 2021-89 Class IO | CMO Series 2021-89 Class IO |
| 05/20/2051 | &nbsp;&nbsp; 3.000% | 43498993 | &nbsp;&nbsp; 6770022 |
| Government National Mortgage Association<sup>(b),(n)</sup>  | Government National Mortgage Association<sup>(b),(n)</sup>  | Government National Mortgage Association<sup>(b),(n)</sup>  | Government National Mortgage Association<sup>(b),(n)</sup>  |
| CMO Series 2016-20 Class SQ | CMO Series 2016-20 Class SQ | CMO Series 2016-20 Class SQ | CMO Series 2016-20 Class SQ |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.986% <br>Cap 6.100% <br>02/20/2046<br>| &nbsp;&nbsp; 1.661% | 8071005 | &nbsp;&nbsp; 963386 |
| CMO Series 2017-129 Class SA | CMO Series 2017-129 Class SA | CMO Series 2017-129 Class SA | CMO Series 2017-129 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.086% <br>Cap 6.200% <br>08/20/2047<br>| &nbsp;&nbsp; 1.761% | 6641511 | &nbsp;&nbsp; 773823 |
| CMO Series 2017-133 Class SM | CMO Series 2017-133 Class SM | CMO Series 2017-133 Class SM | CMO Series 2017-133 Class SM |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.136% <br>Cap 6.250% <br>09/20/2047<br>| &nbsp;&nbsp; 1.811% | 7266444 | &nbsp;&nbsp; 831544 |
| CMO Series 2017-141 Class ES | CMO Series 2017-141 Class ES | CMO Series 2017-141 Class ES | CMO Series 2017-141 Class ES |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.086% <br>Cap 6.200% <br>09/20/2047<br>| &nbsp;&nbsp; 1.761% | 9662790 | &nbsp;&nbsp; 1304237 |
| CMO Series 2018-124 Class SA | CMO Series 2018-124 Class SA | CMO Series 2018-124 Class SA | CMO Series 2018-124 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.086% <br>Cap 6.200% <br>09/20/2048<br>| &nbsp;&nbsp; 1.761% | 11404421 | &nbsp;&nbsp; 1326770 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2018-147 Class SD | CMO Series 2018-147 Class SD | CMO Series 2018-147 Class SD | CMO Series 2018-147 Class SD |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.036% <br>Cap 6.150% <br>10/20/2048<br>| &nbsp;&nbsp; 1.711% | 21954090 | &nbsp;&nbsp; 2708553 |
| CMO Series 2018-155 Class ES | CMO Series 2018-155 Class ES | CMO Series 2018-155 Class ES | CMO Series 2018-155 Class ES |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.986% <br>Cap 6.100% <br>11/20/2048<br>| &nbsp;&nbsp; 1.661% | 9276282 | &nbsp;&nbsp; 1019651 |
| CMO Series 2018-168 Class SA | CMO Series 2018-168 Class SA | CMO Series 2018-168 Class SA | CMO Series 2018-168 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.986% <br>Cap 6.100% <br>12/20/2048<br>| &nbsp;&nbsp; 1.661% | 7913799 | &nbsp;&nbsp; 1041708 |
| CMO Series 2018-67 Class SP | CMO Series 2018-67 Class SP | CMO Series 2018-67 Class SP | CMO Series 2018-67 Class SP |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.086% <br>Cap 6.200% <br>05/20/2048<br>| &nbsp;&nbsp; 1.761% | 7136667 | &nbsp;&nbsp; 818559 |
| CMO Series 2019-152 Class BS | CMO Series 2019-152 Class BS | CMO Series 2019-152 Class BS | CMO Series 2019-152 Class BS |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.936% <br>Cap 6.050% <br>12/20/2049<br>| &nbsp;&nbsp; 1.611% | 18853184 | &nbsp;&nbsp; 2130877 |
| CMO Series 2019-23 Class LS | CMO Series 2019-23 Class LS | CMO Series 2019-23 Class LS | CMO Series 2019-23 Class LS |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.936% <br>Cap 6.050% <br>02/20/2049<br>| &nbsp;&nbsp; 1.611% | 5350104 | &nbsp;&nbsp; 602466 |
| CMO Series 2019-23 Class QS | CMO Series 2019-23 Class QS | CMO Series 2019-23 Class QS | CMO Series 2019-23 Class QS |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.164% <br>Cap 6.050% <br>02/20/2049<br>| &nbsp;&nbsp; 1.611% | 15225666 | &nbsp;&nbsp; 1742419 |
| CMO Series 2019-29 Class DS | CMO Series 2019-29 Class DS | CMO Series 2019-29 Class DS | CMO Series 2019-29 Class DS |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.936% <br>Cap 6.050% <br>03/20/2049<br>| &nbsp;&nbsp; 1.611% | 12928141 | &nbsp;&nbsp; 1226723 |
| CMO Series 2019-41 Class AS | CMO Series 2019-41 Class AS | CMO Series 2019-41 Class AS | CMO Series 2019-41 Class AS |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.936% <br>Cap 6.050% <br>03/20/2049<br>| &nbsp;&nbsp; 1.611% | 12628705 | &nbsp;&nbsp; 1440544 |
| CMO Series 2019-5 Class SH | CMO Series 2019-5 Class SH | CMO Series 2019-5 Class SH | CMO Series 2019-5 Class SH |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.036% <br>Cap 6.150% <br>01/20/2049<br>| &nbsp;&nbsp; 1.711% | 8425782 | &nbsp;&nbsp; 931143 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2019-59 Class JS | CMO Series 2019-59 Class JS | CMO Series 2019-59 Class JS | CMO Series 2019-59 Class JS |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.036% <br>Cap 6.150% <br>05/20/2049<br>| &nbsp;&nbsp; 1.711% | 8476535 | &nbsp;&nbsp; 904728 |
| CMO Series 2020-101 Class SA | CMO Series 2020-101 Class SA | CMO Series 2020-101 Class SA | CMO Series 2020-101 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.086% <br>Cap 6.200% <br>07/20/2050<br>| &nbsp;&nbsp; 1.761% | 49898291 | &nbsp;&nbsp; 6271646 |
| CMO Series 2020-55 Class SA | CMO Series 2020-55 Class SA | CMO Series 2020-55 Class SA | CMO Series 2020-55 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.936% <br>Cap 6.050% <br>04/20/2050<br>| &nbsp;&nbsp; 1.611% | 33214969 | &nbsp;&nbsp; 3932895 |
| CMO Series 2020-61 Class SM | CMO Series 2020-61 Class SM | CMO Series 2020-61 Class SM | CMO Series 2020-61 Class SM |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.486% <br>Cap 6.600% <br>07/20/2043<br>| &nbsp;&nbsp; 2.161% | 32719462 | &nbsp;&nbsp; 4886465 |
| CMO Series 2020-61 Class SW | CMO Series 2020-61 Class SW | CMO Series 2020-61 Class SW | CMO Series 2020-61 Class SW |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.936% <br>Cap 6.050% <br>08/20/2049<br>| &nbsp;&nbsp; 1.611% | 37595096 | &nbsp;&nbsp; 3950094 |
| CMO Series 2021-155 Class SG | CMO Series 2021-155 Class SG | CMO Series 2021-155 Class SG | CMO Series 2021-155 Class SG |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.186% <br>Cap 6.300% <br>09/20/2051<br>| &nbsp;&nbsp; 1.861% | 40185456 | &nbsp;&nbsp; 5321197 |
| CMO Series 2021-58 Class SH | CMO Series 2021-58 Class SH | CMO Series 2021-58 Class SH | CMO Series 2021-58 Class SH |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.186% <br>Cap 6.300% <br>04/20/2051<br>| &nbsp;&nbsp; 1.861% | 45246694 | &nbsp;&nbsp; 5786582 |
| CMO Series 2022-148 Class BS | CMO Series 2022-148 Class BS | CMO Series 2022-148 Class BS | CMO Series 2022-148 Class BS |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.950% <br>Cap 5.950% <br>08/20/2052<br>| &nbsp;&nbsp; 1.622% | 23603191 | &nbsp;&nbsp; 2684514 |
| CMO Series 2022-197 Class DS | CMO Series 2022-197 Class DS | CMO Series 2022-197 Class DS | CMO Series 2022-197 Class DS |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 6.800% <br>Cap 6.800% <br>11/20/2052<br>| &nbsp;&nbsp; 2.472% | 57734082 | &nbsp;&nbsp; 7465571 |
| CMO Series 2022-215 Class ES | CMO Series 2022-215 Class ES | CMO Series 2022-215 Class ES | CMO Series 2022-215 Class ES |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.936% <br>Cap 6.050% <br>12/20/2049<br>| &nbsp;&nbsp; 1.611% | 63591922 | &nbsp;&nbsp; 7813832 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2022-90 Class SD | CMO Series 2022-90 Class SD | CMO Series 2022-90 Class SD | CMO Series 2022-90 Class SD |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.936% <br>Cap 6.050% <br>05/20/2050<br>| &nbsp;&nbsp; 1.611% | 35964491 | &nbsp;&nbsp; 3919957 |
| CMO Series 2022-90 Class SM | CMO Series 2022-90 Class SM | CMO Series 2022-90 Class SM | CMO Series 2022-90 Class SM |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.036% <br>Cap 6.150% <br>07/20/2050<br>| &nbsp;&nbsp; 1.711% | 59286817 | &nbsp;&nbsp; 7537180 |
| CMO Series 2023-165 Class SG | CMO Series 2023-165 Class SG | CMO Series 2023-165 Class SG | CMO Series 2023-165 Class SG |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.036% <br>Cap 6.150% <br>02/20/2050<br>| &nbsp;&nbsp; 1.711% | 68454900 | &nbsp;&nbsp; 7987201 |
| 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 <br> SOFR + 5.936% <br>Cap 6.050% <br>05/20/2050<br>| &nbsp;&nbsp; 1.611% | 57567796 | &nbsp;&nbsp; 6424439 |
| CMO Series 2023-18 Class SB | CMO Series 2023-18 Class SB | CMO Series 2023-18 Class SB | CMO Series 2023-18 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.690% <br>Cap 5.690% <br>02/20/2053<br>| &nbsp;&nbsp; 1.362% | 40847532 | &nbsp;&nbsp; 3638857 |
| CMO Series 2023-32 Class SD | CMO Series 2023-32 Class SD | CMO Series 2023-32 Class SD | CMO Series 2023-32 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.750% <br>Cap 5.750% <br>02/20/2053<br>| &nbsp;&nbsp; 1.422% | 71464209 | &nbsp;&nbsp; 6579081 |
| CMO Series 2023-66 Class SK | CMO Series 2023-66 Class SK | CMO Series 2023-66 Class SK | CMO Series 2023-66 Class SK |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.086% <br>Cap 6.200% <br>07/20/2050<br>| &nbsp;&nbsp; 1.761% | 65173465 | &nbsp;&nbsp; 8143138 |
| CMO Series 2023-75 Class SB | CMO Series 2023-75 Class SB | CMO Series 2023-75 Class SB | CMO Series 2023-75 Class SB |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 5.936% <br>Cap 6.050% <br>06/20/2050<br>| &nbsp;&nbsp; 1.611% | 70956522 | &nbsp;&nbsp; 8756361 |
| CMO Series 2024-110 Class SG | CMO Series 2024-110 Class SG | CMO Series 2024-110 Class SG | CMO Series 2024-110 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.950% <br>Cap 5.950% <br>07/20/2054<br>| &nbsp;&nbsp; 1.622% | 54970555 | &nbsp;&nbsp; 5051596 |
| CMO Series 2024-110 Class SQ | CMO Series 2024-110 Class SQ | CMO Series 2024-110 Class SQ | CMO Series 2024-110 Class SQ |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 6.650% <br>Cap 6.650% <br>07/20/2054<br>| &nbsp;&nbsp; 2.322% | 70578665 | &nbsp;&nbsp; 9446249 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2024-128 Class S | CMO Series 2024-128 Class S | CMO Series 2024-128 Class S | CMO Series 2024-128 Class S |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.086% <br>Cap 6.200% <br>09/20/2048<br>| &nbsp;&nbsp; 1.761% | 58766429 | &nbsp;&nbsp; 6433185 |
| CMO Series 2024-25 Class SG | CMO Series 2024-25 Class SG | CMO Series 2024-25 Class SG | CMO Series 2024-25 Class SG |
| &nbsp;&nbsp; -1.0 x 1-month Term <br> SOFR + 6.186% <br>Cap 6.300% <br>06/20/2051<br>| &nbsp;&nbsp; 1.861% | 76723893 | &nbsp;&nbsp; 9215974 |
| CMO Series 2024-30 Class IM | CMO Series 2024-30 Class IM | CMO Series 2024-30 Class IM | CMO Series 2024-30 Class IM |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.250% <br>Cap 5.250% <br>02/20/2054<br>| &nbsp;&nbsp; 0.922% | 98270087 | &nbsp;&nbsp; 6820111 |
| CMO Series 2024-30 Class SN | CMO Series 2024-30 Class SN | CMO Series 2024-30 Class SN | CMO Series 2024-30 Class SN |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 6.950% <br>Cap 6.950% <br>02/20/2054<br>| &nbsp;&nbsp; 2.622% | 110949742 | &nbsp;&nbsp; 14008082 |
| CMO Series 2024-64 Class SM | CMO Series 2024-64 Class SM | CMO Series 2024-64 Class SM | CMO Series 2024-64 Class SM |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 6.000% <br>Cap 6.000% <br>04/20/2054<br>| &nbsp;&nbsp; 1.650% | 47108505 | &nbsp;&nbsp; 4849604 |
| CMO Series 2024-64 Class SN | CMO Series 2024-64 Class SN | CMO Series 2024-64 Class SN | CMO Series 2024-64 Class SN |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.300% <br>Cap 5.300% <br>04/20/2054<br>| &nbsp;&nbsp; 0.972% | 69291023 | &nbsp;&nbsp; 4799110 |
| CMO Series 2024-79 Class HS | CMO Series 2024-79 Class HS | CMO Series 2024-79 Class HS | CMO Series 2024-79 Class HS |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 7.250% <br>Cap 7.250% <br>05/20/2054<br>| &nbsp;&nbsp; 2.922% | 29799555 | &nbsp;&nbsp; 3984081 |
| CMO Series 2024-79 Class JS | CMO Series 2024-79 Class JS | CMO Series 2024-79 Class JS | CMO Series 2024-79 Class JS |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 7.250% <br>Cap 7.250% <br>05/20/2054<br>| &nbsp;&nbsp; 2.922% | 46299236 | &nbsp;&nbsp; 7055064 |
| CMO Series 2024-97 Class YS | CMO Series 2024-97 Class YS | CMO Series 2024-97 Class YS | CMO Series 2024-97 Class YS |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 6.650% <br>Cap 6.650% <br>06/20/2054<br>| &nbsp;&nbsp; 2.322% | 68259926 | &nbsp;&nbsp; 8266045 |
| CMO Series 2025-25 Class SH | CMO Series 2025-25 Class SH | CMO Series 2025-25 Class SH | CMO Series 2025-25 Class SH |
| &nbsp;&nbsp; -1.0 x 30-day Average <br> SOFR + 5.300% <br>Cap 5.300% <br>02/20/2055<br>| &nbsp;&nbsp; 0.972% | 39980191 | &nbsp;&nbsp; 3001393 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** | **Residential Mortgage-Backed Securities - Agency 34.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  |
| 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 + <br> 4.000% <br>Floor 4.000%, Cap <br> 7.700% <br>03/20/2055<br>| &nbsp;&nbsp; 6.318% | 25904736 | &nbsp;&nbsp; 25926253 |
| 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>  |
| 06/23/2055 | &nbsp;&nbsp; 3.000% | 32000000 | &nbsp;&nbsp; 27873716 |
| 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>  |
| &nbsp;&nbsp; 06/18/2040- <br>06/13/2054<br>| &nbsp;&nbsp; 3.000% | 91000000 | &nbsp;&nbsp; 79157705 |
| 06/13/2054 | &nbsp;&nbsp; 4.000% | 249500000 | &nbsp;&nbsp; 228559203 |
| 06/13/2054 | &nbsp;&nbsp; 4.500% | 244000000 | &nbsp;&nbsp; 230104773 |
| 06/13/2054 | &nbsp;&nbsp; 5.500% | 176100000 | &nbsp;&nbsp; 174323413 |
| 06/12/2055 | &nbsp;&nbsp; 3.500% | 58000000 | &nbsp;&nbsp; 51403790 |
| 06/12/2055 | &nbsp;&nbsp; 5.000% | 203000000 | &nbsp;&nbsp; 196474802 |
| 06/12/2055 | &nbsp;&nbsp; 6.000% | 152000000 | &nbsp;&nbsp; 153483742 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,997,305,527) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,997,305,527) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,997,305,527) | &nbsp;&nbsp; **1973077579** |
| **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** |
| A&D Mortgage Trust<sup>(a),(i)</sup>  | A&D Mortgage Trust<sup>(a),(i)</sup>  | A&D Mortgage Trust<sup>(a),(i)</sup>  | A&D Mortgage Trust<sup>(a),(i)</sup>  |
| CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 |
| 07/25/2069 | &nbsp;&nbsp; 6.451% | 13775507 | &nbsp;&nbsp; 13906320 |
| CAFL Issuer LLC<sup>(a),(i)</sup>  | CAFL Issuer LLC<sup>(a),(i)</sup>  | CAFL Issuer LLC<sup>(a),(i)</sup>  | CAFL Issuer LLC<sup>(a),(i)</sup>  |
| CMO Series 2021-RTL1 Class A1 | CMO Series 2021-RTL1 Class A1 | CMO Series 2021-RTL1 Class A1 | CMO Series 2021-RTL1 Class A1 |
| 03/28/2029 | &nbsp;&nbsp; 2.239% | 2756077 | &nbsp;&nbsp; 2753255 |
| Citigroup Mortgage Loan Trust, Inc.<sup>(a),(e)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(e)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(e)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(e)</sup>  |
| CMO Series 2010-6 Class 2A2 | CMO Series 2010-6 Class 2A2 | CMO Series 2010-6 Class 2A2 | CMO Series 2010-6 Class 2A2 |
| 09/25/2035 | &nbsp;&nbsp; 6.681% | 54644 | &nbsp;&nbsp; 54200 |
| 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>  |
| Subordinated CMO Series 2014-C Class B1 | Subordinated CMO Series 2014-C Class B1 | Subordinated CMO Series 2014-C Class B1 | Subordinated CMO Series 2014-C Class B1 |
| 02/25/2054 | &nbsp;&nbsp; 4.250% | 529917 | &nbsp;&nbsp; 525977 |
| Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  |
| CMO Series 2019-HRP1 Class M2 | CMO Series 2019-HRP1 Class M2 | CMO Series 2019-HRP1 Class M2 | CMO Series 2019-HRP1 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.264% <br>11/25/2039<br>| &nbsp;&nbsp; 6.587% | 626153 | &nbsp;&nbsp; 626368 |
| Credit Suisse Mortgage Trust<sup>(a),(e)</sup>  | Credit Suisse Mortgage Trust<sup>(a),(e)</sup>  | Credit Suisse Mortgage Trust<sup>(a),(e)</sup>  | Credit Suisse Mortgage Trust<sup>(a),(e)</sup>  |
| CMO Series 2022-ATH3 Class A2 | CMO Series 2022-ATH3 Class A2 | CMO Series 2022-ATH3 Class A2 | CMO Series 2022-ATH3 Class A2 |
| 08/25/2067 | &nbsp;&nbsp; 5.830% | 1734230 | &nbsp;&nbsp; 1727129 |
| Freddie Mac STACR<sup>(b)</sup>  | Freddie Mac STACR<sup>(b)</sup>  | Freddie Mac STACR<sup>(b)</sup>  | Freddie Mac STACR<sup>(b)</sup>  |
| CMO Series 2020-CS02 Class M4 | CMO Series 2020-CS02 Class M4 | CMO Series 2020-CS02 Class M4 | CMO Series 2020-CS02 Class M4 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.114% <br>06/25/2033<br>| &nbsp;&nbsp; 4.454% | 113337 | &nbsp;&nbsp; 113029 |
| Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(b)</sup>  |
| CMO Series 2022-HQA1 Class M2 | CMO Series 2022-HQA1 Class M2 | CMO Series 2022-HQA1 Class M2 | CMO Series 2022-HQA1 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 5.250% <br>03/25/2042<br>| &nbsp;&nbsp; 9.572% | 9950000 | &nbsp;&nbsp; 10580362 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated CMO Series 2020-DNA6 Class B1 | Subordinated CMO Series 2020-DNA6 Class B1 | Subordinated CMO Series 2020-DNA6 Class B1 | Subordinated CMO Series 2020-DNA6 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.000% <br>12/25/2050<br>| &nbsp;&nbsp; 7.322% | 15400000 | &nbsp;&nbsp; 16457221 |
| Subordinated CMO Series 2021-DNA1 Class B1 | Subordinated CMO Series 2021-DNA1 Class B1 | Subordinated CMO Series 2021-DNA1 Class B1 | Subordinated CMO Series 2021-DNA1 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.650% <br>01/25/2051<br>| &nbsp;&nbsp; 6.972% | 10400000 | &nbsp;&nbsp; 10902605 |
| Subordinated CMO Series 2021-DNA5 Class B1 | Subordinated CMO Series 2021-DNA5 Class B1 | Subordinated CMO Series 2021-DNA5 Class B1 | Subordinated CMO Series 2021-DNA5 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.050% <br>01/25/2034<br>| &nbsp;&nbsp; 7.372% | 15700000 | &nbsp;&nbsp; 16858490 |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(b)</sup>  |
| CMO Series 2019-CS02 Class B2 | CMO Series 2019-CS02 Class B2 | CMO Series 2019-CS02 Class B2 | CMO Series 2019-CS02 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.114% <br>02/25/2032<br>| &nbsp;&nbsp; 4.454% | 5887000 | &nbsp;&nbsp; 5721640 |
| CMO Series 2019-CS02 Class B3 | CMO Series 2019-CS02 Class B3 | CMO Series 2019-CS02 Class B3 | CMO Series 2019-CS02 Class B3 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.114% <br>02/25/2032<br>| &nbsp;&nbsp; 4.454% | 7646288 | &nbsp;&nbsp; 7145803 |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(n)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(n)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(n)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(n)</sup>  |
| CMO Series 2019-CS02 Class IO | CMO Series 2019-CS02 Class IO | CMO Series 2019-CS02 Class IO | CMO Series 2019-CS02 Class IO |
| 02/25/2029 | &nbsp;&nbsp; 0.270% | 662655344 | &nbsp;&nbsp; 4721949 |
| CMO Series 2020-CS02 Class IO1 | CMO Series 2020-CS02 Class IO1 | CMO Series 2020-CS02 Class IO1 | CMO Series 2020-CS02 Class IO1 |
| 05/25/2030 | &nbsp;&nbsp; 0.090% | 1207747703 | &nbsp;&nbsp; 3551382 |
| CMO Series 2020-CS02 Class IO2 | CMO Series 2020-CS02 Class IO2 | CMO Series 2020-CS02 Class IO2 | CMO Series 2020-CS02 Class IO2 |
| 06/25/2030 | &nbsp;&nbsp; 0.115% | 1207747703 | &nbsp;&nbsp; 4537750 |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(b)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(b)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(b)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(b)</sup>  |
| Subordinated CMO Series 2020-CS02 Class B2 | Subordinated CMO Series 2020-CS02 Class B2 | Subordinated CMO Series 2020-CS02 Class B2 | Subordinated CMO Series 2020-CS02 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 0.114% <br>06/25/2033<br>| &nbsp;&nbsp; 4.454% | 14608000 | &nbsp;&nbsp; 12031501 |
| GITSIT Mortgage Loan Trust<sup>(a),(i)</sup>  | GITSIT Mortgage Loan Trust<sup>(a),(i)</sup>  | GITSIT Mortgage Loan Trust<sup>(a),(i)</sup>  | GITSIT Mortgage Loan Trust<sup>(a),(i)</sup>  |
| CMO Series 2025-NPL1 Class A1 | CMO Series 2025-NPL1 Class A1 | CMO Series 2025-NPL1 Class A1 | CMO Series 2025-NPL1 Class A1 |
| 02/25/2055 | &nbsp;&nbsp; 6.203% | 14563360 | &nbsp;&nbsp; 14559712 |
| 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 2025-1 Class A | CMO Series 2025-1 Class A | CMO Series 2025-1 Class A | CMO Series 2025-1 Class A |
| 11/25/2042 | &nbsp;&nbsp; 6.500% | 2957102 | &nbsp;&nbsp; 2897638 |
| LHOME Mortgage Trust<sup>(a),(i)</sup>  | LHOME Mortgage Trust<sup>(a),(i)</sup>  | LHOME Mortgage Trust<sup>(a),(i)</sup>  | LHOME Mortgage Trust<sup>(a),(i)</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% | 14150000 | &nbsp;&nbsp; 14233583 |
| CMO Series 2024-RTL2 Class A1 | CMO Series 2024-RTL2 Class A1 | CMO Series 2024-RTL2 Class A1 | CMO Series 2024-RTL2 Class A1 |
| 03/25/2029 | &nbsp;&nbsp; 7.128% | 8000000 | &nbsp;&nbsp; 8070718 |
| MFA Trust<sup>(i)</sup>  | MFA Trust<sup>(i)</sup>  | MFA Trust<sup>(i)</sup>  | MFA Trust<sup>(i)</sup>  |
| CMO Series 2024-NPL1 Class A1 | CMO Series 2024-NPL1 Class A1 | CMO Series 2024-NPL1 Class A1 | CMO Series 2024-NPL1 Class A1 |
| 09/25/2054 | &nbsp;&nbsp; 6.330% | 27439233 | &nbsp;&nbsp; 27538011 |
| 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>  |
| Series 2020-PLS1 Class A | Series 2020-PLS1 Class A | Series 2020-PLS1 Class A | Series 2020-PLS1 Class A |
| 12/25/2025 | &nbsp;&nbsp; 3.844% | 3202408 | &nbsp;&nbsp; 3162196 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| NYMT Loan Trust<sup>(a),(i)</sup>  | NYMT Loan Trust<sup>(a),(i)</sup>  | NYMT Loan Trust<sup>(a),(i)</sup>  | NYMT Loan Trust<sup>(a),(i)</sup>  |
| CMO Series 2024-BPL1 Class A1 | CMO Series 2024-BPL1 Class A1 | CMO Series 2024-BPL1 Class A1 | CMO Series 2024-BPL1 Class A1 |
| 02/25/2029 | &nbsp;&nbsp; 7.154% | 15200000 | &nbsp;&nbsp; 15242414 |
| Oaktown Re VI Ltd.<sup>(a),(b)</sup>  | Oaktown Re VI Ltd.<sup>(a),(b)</sup>  | Oaktown Re VI Ltd.<sup>(a),(b)</sup>  | Oaktown Re VI Ltd.<sup>(a),(b)</sup>  |
| CMO Series 2021-1A Class M1C | CMO Series 2021-1A Class M1C | CMO Series 2021-1A Class M1C | CMO Series 2021-1A Class M1C |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.000% <br>Floor 3.000% <br>10/25/2033<br>| &nbsp;&nbsp; 7.322% | 5089544 | &nbsp;&nbsp; 5118122 |
| OBX Trust<sup>(a),(i)</sup>  | OBX Trust<sup>(a),(i)</sup>  | OBX Trust<sup>(a),(i)</sup>  | OBX Trust<sup>(a),(i)</sup>  |
| CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 | CMO Series 2024-NQM3 Class A1 |
| 12/25/2063 | &nbsp;&nbsp; 6.129% | 9058146 | &nbsp;&nbsp; 9104862 |
| OSAT Trust<sup>(a),(i)</sup>  | OSAT Trust<sup>(a),(i)</sup>  | OSAT Trust<sup>(a),(i)</sup>  | OSAT Trust<sup>(a),(i)</sup>  |
| CMO Series 2021-RPL1 Class A2 | CMO Series 2021-RPL1 Class A2 | CMO Series 2021-RPL1 Class A2 | CMO Series 2021-RPL1 Class A2 |
| 05/25/2065 | &nbsp;&nbsp; 6.967% | 7176766 | &nbsp;&nbsp; 6531032 |
| Point Securitization Trust<sup>(a),(e)</sup>  | Point Securitization Trust<sup>(a),(e)</sup>  | Point Securitization Trust<sup>(a),(e)</sup>  | Point Securitization Trust<sup>(a),(e)</sup>  |
| CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 |
| 02/25/2052 | &nbsp;&nbsp; 3.228% | 13249247 | &nbsp;&nbsp; 13124645 |
| Preston Ridge Partners Mortgage<sup>(a),(i)</sup>  | Preston Ridge Partners Mortgage<sup>(a),(i)</sup>  | Preston Ridge Partners Mortgage<sup>(a),(i)</sup>  | Preston Ridge Partners Mortgage<sup>(a),(i)</sup>  |
| CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 |
| 04/25/2026 | &nbsp;&nbsp; 1.867% | 9690865 | &nbsp;&nbsp; 9693840 |
| Preston Ridge Partners Mortgage Trust<sup>(a),(i)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(i)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(i)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(i)</sup>  |
| CMO Series 2023-RCF1 Class M1 | CMO Series 2023-RCF1 Class M1 | CMO Series 2023-RCF1 Class M1 | CMO Series 2023-RCF1 Class M1 |
| 06/25/2053 | &nbsp;&nbsp; 4.000% | 11431000 | &nbsp;&nbsp; 10857243 |
| PRET LLC<sup>(a),(i)</sup>  | PRET LLC<sup>(a),(i)</sup>  | PRET LLC<sup>(a),(i)</sup>  | PRET LLC<sup>(a),(i)</sup>  |
| CMO Series 2024-NPL4 Class A1 | CMO Series 2024-NPL4 Class A1 | CMO Series 2024-NPL4 Class A1 | CMO Series 2024-NPL4 Class A1 |
| 07/25/2054 | &nbsp;&nbsp; 6.996% | 7390531 | &nbsp;&nbsp; 7427422 |
| CMO Series 2024-NPL6 Class A1 | CMO Series 2024-NPL6 Class A1 | CMO Series 2024-NPL6 Class A1 | CMO Series 2024-NPL6 Class A1 |
| 10/25/2054 | &nbsp;&nbsp; 5.926% | 24421723 | &nbsp;&nbsp; 24592705 |
| CMO Series 2024-NPL7 Class A1 | CMO Series 2024-NPL7 Class A1 | CMO Series 2024-NPL7 Class A1 | CMO Series 2024-NPL7 Class A1 |
| 10/25/2054 | &nbsp;&nbsp; 5.925% | 18176694 | &nbsp;&nbsp; 18315253 |
| CMO Series 2024-NPL7 Class A2 | CMO Series 2024-NPL7 Class A2 | CMO Series 2024-NPL7 Class A2 | CMO Series 2024-NPL7 Class A2 |
| 10/25/2054 | &nbsp;&nbsp; 8.956% | 10794000 | &nbsp;&nbsp; 10879780 |
| CMO Series 2024-NPL8 Class A1 | CMO Series 2024-NPL8 Class A1 | CMO Series 2024-NPL8 Class A1 | CMO Series 2024-NPL8 Class A1 |
| 11/25/2054 | &nbsp;&nbsp; 5.963% | 16844517 | &nbsp;&nbsp; 16786889 |
| Pretium Mortgage Credit Partners LLC<sup>(a),(i)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(i)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(i)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(i)</sup>  |
| CMO Series 2021-RN2 Class A1 | CMO Series 2021-RN2 Class A1 | CMO Series 2021-RN2 Class A1 | CMO Series 2021-RN2 Class A1 |
| 07/25/2051 | &nbsp;&nbsp; 4.744% | 5942999 | &nbsp;&nbsp; 5917360 |
| PRKCM Trust<sup>(a),(e)</sup>  | PRKCM Trust<sup>(a),(e)</sup>  | PRKCM Trust<sup>(a),(e)</sup>  | PRKCM Trust<sup>(a),(e)</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% | 13016594 | &nbsp;&nbsp; 12245669 |
| PRPM LLC<sup>(a),(i)</sup>  | PRPM LLC<sup>(a),(i)</sup>  | PRPM LLC<sup>(a),(i)</sup>  | PRPM LLC<sup>(a),(i)</sup>  |
| CMO Series 2024-7 Class A1 | CMO Series 2024-7 Class A1 | CMO Series 2024-7 Class A1 | CMO Series 2024-7 Class A1 |
| 12/25/2029 | &nbsp;&nbsp; 5.870% | 19288151 | &nbsp;&nbsp; 19263848 |
| CMO Series 2024-8 Class A1 | CMO Series 2024-8 Class A1 | CMO Series 2024-8 Class A1 | CMO Series 2024-8 Class A1 |
| 12/25/2029 | &nbsp;&nbsp; 5.897% | 11732973 | &nbsp;&nbsp; 11807875 |
| CMO Series 2025-2 Class A1 | CMO Series 2025-2 Class A1 | CMO Series 2025-2 Class A1 | CMO Series 2025-2 Class A1 |
| 05/25/2030 | &nbsp;&nbsp; 6.469% | 14000000 | &nbsp;&nbsp; 13971434 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** | **Residential Mortgage-Backed Securities - Non-Agency 8.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Radnor Re Ltd.<sup>(a),(b)</sup>  | Radnor Re Ltd.<sup>(a),(b)</sup>  | Radnor Re Ltd.<sup>(a),(b)</sup>  | Radnor Re Ltd.<sup>(a),(b)</sup>  |
| CMO Series 2021-1 Class M2 | CMO Series 2021-1 Class M2 | CMO Series 2021-1 Class M2 | CMO Series 2021-1 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 3.150% <br>12/27/2033<br>| &nbsp;&nbsp; 7.472% | 18984000 | &nbsp;&nbsp; 19161764 |
| CMO Series 2024-1 Class M1B | CMO Series 2024-1 Class M1B | CMO Series 2024-1 Class M1B | CMO Series 2024-1 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + <br> 2.900% <br>Floor 2.900% <br>09/25/2034<br>| &nbsp;&nbsp; 7.222% | 6900000 | &nbsp;&nbsp; 6964367 |
| RCO X Mortgage LLC<sup>(a),(i)</sup>  | RCO X Mortgage LLC<sup>(a),(i)</sup>  | RCO X Mortgage LLC<sup>(a),(i)</sup>  | RCO X Mortgage LLC<sup>(a),(i)</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 |
| 01/25/2030 | &nbsp;&nbsp; 5.875% | 18315618 | &nbsp;&nbsp; 18323245 |
| Toorak Mortgage Trust<sup>(a),(i)</sup>  | Toorak Mortgage Trust<sup>(a),(i)</sup>  | Toorak Mortgage Trust<sup>(a),(i)</sup>  | Toorak Mortgage Trust<sup>(a),(i)</sup>  |
| CMO Series 2024-RRTL2 Class A1 | CMO Series 2024-RRTL2 Class A1 | CMO Series 2024-RRTL2 Class A1 | CMO Series 2024-RRTL2 Class A1 |
| 09/25/2039 | &nbsp;&nbsp; 5.504% | 19650000 | &nbsp;&nbsp; 19605316 |
| Triangle Re Ltd.<sup>(a),(b)</sup>  | Triangle Re Ltd.<sup>(a),(b)</sup>  | Triangle Re Ltd.<sup>(a),(b)</sup>  | Triangle Re Ltd.<sup>(a),(b)</sup>  |
| CMO Series 2021-2 Class M2 | CMO Series 2021-2 Class M2 | CMO Series 2021-2 Class M2 | CMO Series 2021-2 Class M2 |
| &nbsp;&nbsp; 1-month Term SOFR + <br> 5.614% <br>Floor 5.500% <br>10/25/2033<br>| &nbsp;&nbsp; 9.939% | 10750000 | &nbsp;&nbsp; 11013025 |
| 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% | 11760852 | &nbsp;&nbsp; 11758441 |
| Vericrest Opportunity Loan Transferee<sup>(a),(i)</sup>  | Vericrest Opportunity Loan Transferee<sup>(a),(i)</sup>  | Vericrest Opportunity Loan Transferee<sup>(a),(i)</sup>  | Vericrest Opportunity Loan Transferee<sup>(a),(i)</sup>  |
| CMO Series 2021-NPL4 Class A1 | CMO Series 2021-NPL4 Class A1 | CMO Series 2021-NPL4 Class A1 | CMO Series 2021-NPL4 Class A1 |
| 03/27/2051 | &nbsp;&nbsp; 2.240% | 2039549 | &nbsp;&nbsp; 2034755 |
| Verus Securitization Trust<sup>(a),(e)</sup>  | Verus Securitization Trust<sup>(a),(e)</sup>  | Verus Securitization Trust<sup>(a),(e)</sup>  | Verus Securitization Trust<sup>(a),(e)</sup>  |
| Subordinated CMO Series 2019-INV3 Class B1 | Subordinated CMO Series 2019-INV3 Class B1 | Subordinated CMO Series 2019-INV3 Class B1 | Subordinated CMO Series 2019-INV3 Class B1 |
| 11/25/2059 | &nbsp;&nbsp; 3.731% | 7300000 | &nbsp;&nbsp; 6876415 |
| Visio Trust<sup>(a),(e)</sup>  | Visio Trust<sup>(a),(e)</sup>  | Visio Trust<sup>(a),(e)</sup>  | Visio Trust<sup>(a),(e)</sup>  |
| CMO Series 2019-2 Class M1 | CMO Series 2019-2 Class M1 | CMO Series 2019-2 Class M1 | CMO Series 2019-2 Class M1 |
| 11/25/2054 | &nbsp;&nbsp; 3.260% | 4200000 | &nbsp;&nbsp; 3965962 |
| Subordinated CMO Series 2019-2 Class B1 | Subordinated CMO Series 2019-2 Class B1 | Subordinated CMO Series 2019-2 Class B1 | Subordinated CMO Series 2019-2 Class B1 |
| 11/25/2054 | &nbsp;&nbsp; 3.910% | 3600000 | &nbsp;&nbsp; 3419833 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $490,824,672) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $490,824,672) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $490,824,672) | &nbsp;&nbsp; **496680355** |

---

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

---

| | | |
|:---|:---|:---|
| **Rights 0.0%** | **Rights 0.0%** | **Rights 0.0%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Communication Services 0.0%** | **Communication Services 0.0%** | **Communication Services 0.0%** |
| **Diversified Telecommunication Services 0.0%** | **Diversified Telecommunication Services 0.0%** | **Diversified Telecommunication Services 0.0%** |
| Windstream Holdings II LLC<sup>(c),(f),(g)</sup> <br>| &nbsp;&nbsp; 2045 | &nbsp;&nbsp; 30041 |

---

---

| | | |
|:---|:---|:---|
| **Rights (continued)** | **Rights (continued)** | **Rights (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Entertainment 0.0%** | **Entertainment 0.0%** | **Entertainment 0.0%** |
| Cineworld Group PLC<sup>(f)</sup> <br>| &nbsp;&nbsp; 31901 | &nbsp;&nbsp; 741693 |
| **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **771734** |
| &nbsp;&nbsp; Total Rights <br>(Cost $417,906) | &nbsp;&nbsp; Total Rights <br>(Cost $417,906) | &nbsp;&nbsp; **771734** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans 9.8%** | **Senior Loans 9.8%** | **Senior Loans 9.8%** | **Senior Loans 9.8%** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** |
| Bleriot US Bidco, Inc.<sup>(b),(o)</sup>  | Bleriot US Bidco, Inc.<sup>(b),(o)</sup>  | Bleriot US Bidco, Inc.<sup>(b),(o)</sup>  | Bleriot US Bidco, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>10/31/2030<br>| &nbsp;&nbsp; 7.049% | 746250 | &nbsp;&nbsp; 746780 |
| Goat Holdco LLC<sup>(b),(o)</sup>  | Goat Holdco LLC<sup>(b),(o)</sup>  | Goat Holdco LLC<sup>(b),(o)</sup>  | Goat Holdco LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>01/27/2032<br>| &nbsp;&nbsp; 7.329% | 870878 | &nbsp;&nbsp; 867072 |
| TransDigm, Inc.<sup>(b),(o)</sup>  | TransDigm, Inc.<sup>(b),(o)</sup>  | TransDigm, Inc.<sup>(b),(o)</sup>  | TransDigm, Inc.<sup>(b),(o)</sup>  |
| Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>02/28/2031<br>| &nbsp;&nbsp; 6.799% | 3994811 | &nbsp;&nbsp; 3993493 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5607345** |
| **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** | **Airlines 0.1%** |
| AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(b),(o),(p)</sup>  | AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(b),(o),(p)</sup>  | AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(b),(o),(p)</sup>  | AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>04/20/2028<br>| &nbsp;&nbsp; 6.522% | 2323358 | &nbsp;&nbsp; 2296639 |
| American Airlines, Inc.<sup>(b),(o)</sup>  | American Airlines, Inc.<sup>(b),(o)</sup>  | American Airlines, Inc.<sup>(b),(o)</sup>  | American Airlines, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.250% <br>06/04/2029<br>| &nbsp;&nbsp; 6.507% | 1497808 | &nbsp;&nbsp; 1476584 |
| American Airlines, Inc.<sup>(b),(o),(p)</sup>  | American Airlines, Inc.<sup>(b),(o),(p)</sup>  | American Airlines, Inc.<sup>(b),(o),(p)</sup>  | American Airlines, Inc.<sup>(b),(o),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>05/28/2032<br>| &nbsp;&nbsp; 7.580% | 215764 | &nbsp;&nbsp; 216528 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3989751** |
| **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** |
| American Axle & Manufacturing, Inc.<sup>(b),(o)</sup>  | American Axle & Manufacturing, Inc.<sup>(b),(o)</sup>  | American Axle & Manufacturing, Inc.<sup>(b),(o)</sup>  | American Axle & Manufacturing, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>Floor 0.500% <br>12/13/2029<br>| &nbsp;&nbsp; 7.201% | 1543573 | &nbsp;&nbsp; 1528138 |
| Clarios Global LP<sup>(b),(o)</sup>  | Clarios Global LP<sup>(b),(o)</sup>  | Clarios Global LP<sup>(b),(o)</sup>  | Clarios Global LP<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>05/06/2030<br>| &nbsp;&nbsp; 6.827% | 2126051 | &nbsp;&nbsp; 2112231 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Clarios Global LP<sup>(b),(o),(p)</sup>  | Clarios Global LP<sup>(b),(o),(p)</sup>  | Clarios Global LP<sup>(b),(o),(p)</sup>  | Clarios Global LP<sup>(b),(o),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>01/28/2032<br>| &nbsp;&nbsp; 7.077% | 647181 | &nbsp;&nbsp; 644954 |
| First Brands Group LLC<sup>(b),(o)</sup>  | First Brands Group LLC<sup>(b),(o)</sup>  | First Brands Group LLC<sup>(b),(o)</sup>  | First Brands Group LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>Floor 1.000% <br>03/30/2027<br>| &nbsp;&nbsp; 9.541% | 1686931 | &nbsp;&nbsp; 1627618 |
| 1st Lien Term Loan  | 1st Lien Term Loan  | 1st Lien Term Loan  | 1st Lien Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>Floor 1.000% <br>03/30/2027<br>| &nbsp;&nbsp; 9.541% | 1108862 | &nbsp;&nbsp; 1068389 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6981330** |
| **Brokerage/Asset Managers/Exchanges 0.5%** | **Brokerage/Asset Managers/Exchanges 0.5%** | **Brokerage/Asset Managers/Exchanges 0.5%** | **Brokerage/Asset Managers/Exchanges 0.5%** |
| Allspring Buyer LLC<sup>(b),(o)</sup>  | Allspring Buyer LLC<sup>(b),(o)</sup>  | Allspring Buyer LLC<sup>(b),(o)</sup>  | Allspring Buyer LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>11/01/2030<br>| &nbsp;&nbsp; 7.313% | 1716276 | &nbsp;&nbsp; 1717615 |
| Aretec Group, Inc.<sup>(b),(o)</sup>  | Aretec Group, Inc.<sup>(b),(o)</sup>  | Aretec Group, Inc.<sup>(b),(o)</sup>  | Aretec Group, Inc.<sup>(b),(o)</sup>  |
| Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>08/09/2030<br>| &nbsp;&nbsp; 7.827% | 3215639 | &nbsp;&nbsp; 3209786 |
| DRW Holdings LLC<sup>(b),(o)</sup>  | DRW Holdings LLC<sup>(b),(o)</sup>  | DRW Holdings LLC<sup>(b),(o)</sup>  | DRW Holdings LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>06/26/2031<br>| &nbsp;&nbsp; 7.827% | 800000 | &nbsp;&nbsp; 800000 |
| Focus Financial Partners LLC<sup>(b),(o)</sup>  | Focus Financial Partners LLC<sup>(b),(o)</sup>  | Focus Financial Partners LLC<sup>(b),(o)</sup>  | Focus Financial Partners LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>09/15/2031<br>| &nbsp;&nbsp; 7.077% | 1342180 | &nbsp;&nbsp; 1334006 |
| GIH Borrower LLC<sup>(b),(o)</sup>  | GIH Borrower LLC<sup>(b),(o)</sup>  | GIH Borrower LLC<sup>(b),(o)</sup>  | GIH Borrower LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>11/26/2031<br>| &nbsp;&nbsp; 6.799% | 1745625 | &nbsp;&nbsp; 1747371 |
| GTCR Everest Borrower LLC<sup>(b),(o)</sup>  | GTCR Everest Borrower LLC<sup>(b),(o)</sup>  | GTCR Everest Borrower LLC<sup>(b),(o)</sup>  | GTCR Everest Borrower LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>09/05/2031<br>| &nbsp;&nbsp; 7.049% | 2493750 | &nbsp;&nbsp; 2489935 |
| HighTower Holding LLC<sup>(b),(o)</sup>  | HighTower Holding LLC<sup>(b),(o)</sup>  | HighTower Holding LLC<sup>(b),(o)</sup>  | HighTower Holding LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>02/03/2032<br>| &nbsp;&nbsp; 7.260% | 1388326 | &nbsp;&nbsp; 1384855 |
| Jane Street Group LLC<sup>(b),(o)</sup>  | Jane Street Group LLC<sup>(b),(o)</sup>  | Jane Street Group LLC<sup>(b),(o)</sup>  | Jane Street Group LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>12/15/2031<br>| &nbsp;&nbsp; 6.333% | 1282312 | &nbsp;&nbsp; 1278593 |
| Jefferies Finance LLC<sup>(b),(o),(p)</sup>  | Jefferies Finance LLC<sup>(b),(o),(p)</sup>  | Jefferies Finance LLC<sup>(b),(o),(p)</sup>  | Jefferies Finance LLC<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>10/21/2031<br>| &nbsp;&nbsp; 7.325% | 2664861 | &nbsp;&nbsp; 2656547 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| June Purchaser LLC<sup>(b),(o),(p),(q)</sup>  | June Purchaser LLC<sup>(b),(o),(p),(q)</sup>  | June Purchaser LLC<sup>(b),(o),(p),(q)</sup>  | June Purchaser LLC<sup>(b),(o),(p),(q)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>11/28/2031<br>| &nbsp;&nbsp; 3.250% | 179947 | &nbsp;&nbsp; 180410 |
| June Purchaser LLC<sup>(b),(o)</sup>  | June Purchaser LLC<sup>(b),(o)</sup>  | June Purchaser LLC<sup>(b),(o)</sup>  | June Purchaser LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 3.250% <br>11/28/2031<br>| &nbsp;&nbsp; 7.467% | 1079684 | &nbsp;&nbsp; 1082459 |
| Osaic Holdings, Inc.<sup>(b),(o)</sup>  | Osaic Holdings, Inc.<sup>(b),(o)</sup>  | Osaic Holdings, Inc.<sup>(b),(o)</sup>  | Osaic Holdings, Inc.<sup>(b),(o)</sup>  |
| Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>08/17/2028<br>| &nbsp;&nbsp; 7.827% | 3132336 | &nbsp;&nbsp; 3140855 |
| PEX Holdings LLC<sup>(b),(o)</sup>  | PEX Holdings LLC<sup>(b),(o)</sup>  | PEX Holdings LLC<sup>(b),(o)</sup>  | PEX Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.750% <br>11/26/2031<br>| &nbsp;&nbsp; 6.967% | 3453986 | &nbsp;&nbsp; 3436716 |
| Russell Investments US Institutional Holdco, Inc.<sup>(b),(o)</sup>  | Russell Investments US Institutional Holdco, Inc.<sup>(b),(o)</sup>  | Russell Investments US Institutional Holdco, Inc.<sup>(b),(o)</sup>  | Russell Investments US Institutional Holdco, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 6.500% <br>Floor 1.000% <br>05/30/2027<br>| &nbsp;&nbsp; 10.780% | 2710009 | &nbsp;&nbsp; 2525051 |
| VFH Parent LLC<sup>(b),(o)</sup>  | VFH Parent LLC<sup>(b),(o)</sup>  | VFH Parent LLC<sup>(b),(o)</sup>  | VFH Parent LLC<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>06/21/2031<br>| &nbsp;&nbsp; 6.827% | 1463455 | &nbsp;&nbsp; 1463455 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **28447654** |
| **Building Materials 0.4%** | **Building Materials 0.4%** | **Building Materials 0.4%** | **Building Materials 0.4%** |
| Cornerstone Building Brands, Inc.<sup>(b),(o)</sup>  | Cornerstone Building Brands, Inc.<sup>(b),(o)</sup>  | Cornerstone Building Brands, Inc.<sup>(b),(o)</sup>  | Cornerstone Building Brands, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>04/12/2028<br>| &nbsp;&nbsp; 7.679% | 1363889 | &nbsp;&nbsp; 1213289 |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.500% <br>Floor 0.500% <br>05/15/2031<br>| &nbsp;&nbsp; 8.829% | 278772 | &nbsp;&nbsp; 232852 |
| Covia Holdings LLC<sup>(b),(o)</sup>  | Covia Holdings LLC<sup>(b),(o)</sup>  | Covia Holdings LLC<sup>(b),(o)</sup>  | Covia Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>02/26/2032<br>| &nbsp;&nbsp; 9.750% | 1815000 | &nbsp;&nbsp; 1811606 |
| Foundation Building Materials, Inc.<sup>(b),(o)</sup>  | Foundation Building Materials, Inc.<sup>(b),(o)</sup>  | Foundation Building Materials, Inc.<sup>(b),(o)</sup>  | Foundation Building Materials, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan  | 1st Lien Term Loan  | 1st Lien Term Loan  | 1st Lien Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>Floor 0.500% <br>01/31/2028<br>| &nbsp;&nbsp; 7.791% | 1974359 | &nbsp;&nbsp; 1910034 |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>01/29/2031<br>| &nbsp;&nbsp; 8.280% | 327679 | &nbsp;&nbsp; 307153 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Gulfside Supply, Inc.<sup>(b),(o)</sup>  | Gulfside Supply, Inc.<sup>(b),(o)</sup>  | Gulfside Supply, Inc.<sup>(b),(o)</sup>  | Gulfside Supply, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>06/17/2031<br>| &nbsp;&nbsp; 7.299% | 1455149 | &nbsp;&nbsp; 1453330 |
| Johnstone Supply LLC<sup>(b),(o)</sup>  | Johnstone Supply LLC<sup>(b),(o)</sup>  | Johnstone Supply LLC<sup>(b),(o)</sup>  | Johnstone Supply LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>06/09/2031<br>| &nbsp;&nbsp; 6.823% | 2374320 | &nbsp;&nbsp; 2368005 |
| Kodiak BP LLC<sup>(b),(o)</sup>  | Kodiak BP LLC<sup>(b),(o)</sup>  | Kodiak BP LLC<sup>(b),(o)</sup>  | Kodiak BP LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>12/04/2031<br>| &nbsp;&nbsp; 8.035% | 2534616 | &nbsp;&nbsp; 2402461 |
| LBM Acquisition LLC <sup>(b),(o)</sup>  | LBM Acquisition LLC <sup>(b),(o)</sup>  | LBM Acquisition LLC <sup>(b),(o)</sup>  | LBM Acquisition LLC <sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.750% <br>06/06/2031<br>| &nbsp;&nbsp; 8.175% | 1838484 | &nbsp;&nbsp; 1646105 |
| Madison Safety & Flow LLC<sup>(b),(o)</sup>  | Madison Safety & Flow LLC<sup>(b),(o)</sup>  | Madison Safety & Flow LLC<sup>(b),(o)</sup>  | Madison Safety & Flow LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>09/26/2031<br>| &nbsp;&nbsp; 7.077% | 601812 | &nbsp;&nbsp; 602191 |
| Miter Brands Acquisition Holdings, Inc.<sup>(b),(o),(p)</sup>  | Miter Brands Acquisition Holdings, Inc.<sup>(b),(o),(p)</sup>  | Miter Brands Acquisition Holdings, Inc.<sup>(b),(o),(p)</sup>  | Miter Brands Acquisition Holdings, Inc.<sup>(b),(o),(p)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>03/28/2031<br>| &nbsp;&nbsp; 7.327% | 750000 | &nbsp;&nbsp; 747773 |
| Park River Holdings, Inc.<sup>(b),(o)</sup>  | Park River Holdings, Inc.<sup>(b),(o)</sup>  | Park River Holdings, Inc.<sup>(b),(o)</sup>  | Park River Holdings, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>Floor 0.750% <br>12/28/2027<br>| &nbsp;&nbsp; 7.799% | 862570 | &nbsp;&nbsp; 828360 |
| Quikrete Holdings, Inc.<sup>(b),(o),(p)</sup>  | Quikrete Holdings, Inc.<sup>(b),(o),(p)</sup>  | Quikrete Holdings, Inc.<sup>(b),(o),(p)</sup>  | Quikrete Holdings, Inc.<sup>(b),(o),(p)</sup>  |
| Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>04/14/2031<br>| &nbsp;&nbsp; 6.577% | 2388229 | &nbsp;&nbsp; 2375738 |
| Quikrete Holdings, Inc.<sup>(b),(o)</sup>  | Quikrete Holdings, Inc.<sup>(b),(o)</sup>  | Quikrete Holdings, Inc.<sup>(b),(o)</sup>  | Quikrete Holdings, Inc.<sup>(b),(o)</sup>  |
| Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>02/10/2032<br>| &nbsp;&nbsp; 6.577% | 766504 | &nbsp;&nbsp; 762672 |
| QXO Building Products, Inc.<sup>(b),(o)</sup>  | QXO Building Products, Inc.<sup>(b),(o)</sup>  | QXO Building Products, Inc.<sup>(b),(o)</sup>  | QXO Building Products, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>04/30/2032<br>| &nbsp;&nbsp; 7.280% | 323810 | &nbsp;&nbsp; 324687 |
| Smyrna Ready Mix Concrete LLC<sup>(b),(o)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(b),(o)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(b),(o)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>04/02/2029<br>| &nbsp;&nbsp; 7.325% | 1300000 | &nbsp;&nbsp; 1299194 |
| Specialty Building Products Holdings LLC<sup>(b),(o)</sup>  | Specialty Building Products Holdings LLC<sup>(b),(o)</sup>  | Specialty Building Products Holdings LLC<sup>(b),(o)</sup>  | Specialty Building Products Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.500% <br>10/15/2028<br>| &nbsp;&nbsp; 8.177% | 774728 | &nbsp;&nbsp; 727695 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Standard Building Solutions, Inc.<sup>(b),(o)</sup>  | Standard Building Solutions, Inc.<sup>(b),(o)</sup>  | Standard Building Solutions, Inc.<sup>(b),(o)</sup>  | Standard Building Solutions, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 0.500% <br>09/22/2028<br>| &nbsp;&nbsp; 6.077% | 667213 | &nbsp;&nbsp; 667713 |
| White Cap Supply Holdings LLC<sup>(b),(o)</sup>  | White Cap Supply Holdings LLC<sup>(b),(o)</sup>  | White Cap Supply Holdings LLC<sup>(b),(o)</sup>  | White Cap Supply Holdings LLC<sup>(b),(o)</sup>  |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>10/19/2029<br>| &nbsp;&nbsp; 7.577% | 3330511 | &nbsp;&nbsp; 3293310 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24974168** |
| **Cable and Satellite 0.2%** | **Cable and Satellite 0.2%** | **Cable and Satellite 0.2%** | **Cable and Satellite 0.2%** |
| CSC Holdings LLC<sup>(b),(o)</sup>  | CSC Holdings LLC<sup>(b),(o)</sup>  | CSC Holdings LLC<sup>(b),(o)</sup>  | CSC Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.500% <br>01/18/2028<br>| &nbsp;&nbsp; 8.829% | 1414048 | &nbsp;&nbsp; 1394605 |
| DIRECTV Financing LLC<sup>(b),(o)</sup>  | DIRECTV Financing LLC<sup>(b),(o)</sup>  | DIRECTV Financing LLC<sup>(b),(o)</sup>  | DIRECTV Financing LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>Floor 0.750% <br>08/02/2027<br>| &nbsp;&nbsp; 9.541% | 303148 | &nbsp;&nbsp; 303988 |
| Iridium Communications, Inc.<sup>(b),(o)</sup>  | Iridium Communications, Inc.<sup>(b),(o)</sup>  | Iridium Communications, Inc.<sup>(b),(o)</sup>  | Iridium Communications, Inc.<sup>(b),(o)</sup>  |
| Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.750% <br>09/20/2030<br>| &nbsp;&nbsp; 6.577% | 889413 | &nbsp;&nbsp; 886353 |
| Sunrise Financing Partnership<sup>(b),(o)</sup>  | Sunrise Financing Partnership<sup>(b),(o)</sup>  | Sunrise Financing Partnership<sup>(b),(o)</sup>  | Sunrise Financing Partnership<sup>(b),(o)</sup>  |
| Tranche AAA Term Loan | Tranche AAA Term Loan | Tranche AAA Term Loan | Tranche AAA Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.500% <br>02/15/2032<br>| &nbsp;&nbsp; 6.793% | 2454049 | &nbsp;&nbsp; 2449460 |
| Telesat Canada<sup>(b),(o)</sup>  | Telesat Canada<sup>(b),(o)</sup>  | Telesat Canada<sup>(b),(o)</sup>  | Telesat Canada<sup>(b),(o)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>12/07/2026<br>| &nbsp;&nbsp; 7.344% | 2179765 | &nbsp;&nbsp; 1294236 |
| Virgin Media Bristol LLC<sup>(b),(o)</sup>  | Virgin Media Bristol LLC<sup>(b),(o)</sup>  | Virgin Media Bristol LLC<sup>(b),(o)</sup>  | Virgin Media Bristol LLC<sup>(b),(o)</sup>  |
| Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan | Tranche N Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/31/2028<br>| &nbsp;&nbsp; 6.943% | 1925000 | &nbsp;&nbsp; 1892910 |
| Tranche Q Term Loan | Tranche Q Term Loan | Tranche Q Term Loan | Tranche Q Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>01/31/2029<br>| &nbsp;&nbsp; 7.693% | 1000000 | &nbsp;&nbsp; 985000 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **9206552** |
| **Chemicals 0.4%** | **Chemicals 0.4%** | **Chemicals 0.4%** | **Chemicals 0.4%** |
| A-AP Buyer, Inc.<sup>(b),(o)</sup>  | A-AP Buyer, Inc.<sup>(b),(o)</sup>  | A-AP Buyer, Inc.<sup>(b),(o)</sup>  | A-AP Buyer, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>09/09/2031<br>| &nbsp;&nbsp; 7.077% | 1453154 | &nbsp;&nbsp; 1451338 |
| Ineos Quattro Holdings UK Ltd.<sup>(b),(o)</sup>  | Ineos Quattro Holdings UK Ltd.<sup>(b),(o)</sup>  | Ineos Quattro Holdings UK Ltd.<sup>(b),(o)</sup>  | Ineos Quattro Holdings UK Ltd.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>04/02/2029<br>| &nbsp;&nbsp; 8.677% | 2430450 | &nbsp;&nbsp; 2217786 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ineos US Finance LLC<sup>(b),(o)</sup>  | Ineos US Finance LLC<sup>(b),(o)</sup>  | Ineos US Finance LLC<sup>(b),(o)</sup>  | Ineos US Finance LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>02/18/2030<br>| &nbsp;&nbsp; 7.325% | 2301713 | &nbsp;&nbsp; 2222603 |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>02/07/2031<br>| &nbsp;&nbsp; 7.327% | 678206 | &nbsp;&nbsp; 653451 |
| Innophos Holdings, Inc.<sup>(b),(o)</sup>  | Innophos Holdings, Inc.<sup>(b),(o)</sup>  | Innophos Holdings, Inc.<sup>(b),(o)</sup>  | Innophos Holdings, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>03/16/2029<br>| &nbsp;&nbsp; 8.691% | 2635814 | &nbsp;&nbsp; 2634496 |
| Nouryon Finance BV<sup>(b),(o)</sup>  | Nouryon Finance BV<sup>(b),(o)</sup>  | Nouryon Finance BV<sup>(b),(o)</sup>  | Nouryon Finance BV<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/03/2028<br>| &nbsp;&nbsp; 7.510% | 1139330 | &nbsp;&nbsp; 1141232 |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/03/2028<br>| &nbsp;&nbsp; 7.550% | 1117145 | &nbsp;&nbsp; 1118541 |
| Olympus Water US Holding Corp.<sup>(b),(o)</sup>  | Olympus Water US Holding Corp.<sup>(b),(o)</sup>  | Olympus Water US Holding Corp.<sup>(b),(o)</sup>  | Olympus Water US Holding Corp.<sup>(b),(o)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>06/20/2031<br>| &nbsp;&nbsp; 7.299% | 3068439 | &nbsp;&nbsp; 3045058 |
| Rockpoint Gas Storage Partners LP<sup>(b),(o)</sup>  | Rockpoint Gas Storage Partners LP<sup>(b),(o)</sup>  | Rockpoint Gas Storage Partners LP<sup>(b),(o)</sup>  | Rockpoint Gas Storage Partners LP<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>09/18/2031<br>| &nbsp;&nbsp; 7.299% | 2099332 | &nbsp;&nbsp; 2099332 |
| Sparta US Holdco LLC<sup>(b),(o)</sup>  | Sparta US Holdco LLC<sup>(b),(o)</sup>  | Sparta US Holdco LLC<sup>(b),(o)</sup>  | Sparta US Holdco LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>08/02/2030<br>| &nbsp;&nbsp; 7.323% | 965075 | &nbsp;&nbsp; 954015 |
| Tronox Finance LLC<sup>(b),(o)</sup>  | Tronox Finance LLC<sup>(b),(o)</sup>  | Tronox Finance LLC<sup>(b),(o)</sup>  | Tronox Finance LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>09/30/2031<br>| &nbsp;&nbsp; 6.811% | 498750 | &nbsp;&nbsp; 486226 |
| Tranche B2 1st Lien Term Loan | Tranche B2 1st Lien Term Loan | Tranche B2 1st Lien Term Loan | Tranche B2 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>04/04/2029<br>| &nbsp;&nbsp; 6.549% | 477095 | &nbsp;&nbsp; 465349 |
| USALCO LLC<sup>(b),(o),(p),(q)</sup>  | USALCO LLC<sup>(b),(o),(p),(q)</sup>  | USALCO LLC<sup>(b),(o),(p),(q)</sup>  | USALCO LLC<sup>(b),(o),(p),(q)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.000% <br>Floor 0.500% <br>09/30/2031<br>| &nbsp;&nbsp; 1.000% | 85566 | &nbsp;&nbsp; 85806 |
| USALCO LLC<sup>(b),(o)</sup>  | USALCO LLC<sup>(b),(o)</sup>  | USALCO LLC<sup>(b),(o)</sup>  | USALCO LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.500% <br>09/30/2031<br>| &nbsp;&nbsp; 8.299% | 828413 | &nbsp;&nbsp; 830741 |
| Windsor Holdings III LLC<sup>(b),(o)</sup>  | Windsor Holdings III LLC<sup>(b),(o)</sup>  | Windsor Holdings III LLC<sup>(b),(o)</sup>  | Windsor Holdings III LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>08/01/2030<br>| &nbsp;&nbsp; 7.075% | 3025933 | &nbsp;&nbsp; 3012710 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| WR Grace Holdings LLC<sup>(b),(o)</sup>  | WR Grace Holdings LLC<sup>(b),(o)</sup>  | WR Grace Holdings LLC<sup>(b),(o)</sup>  | WR Grace Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>Floor 0.500% <br>09/22/2028<br>| &nbsp;&nbsp; 7.549% | 1227792 | &nbsp;&nbsp; 1222881 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **23641565** |
| **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** |
| Columbus McKinnon Corp.<sup>(b),(o)</sup>  | Columbus McKinnon Corp.<sup>(b),(o)</sup>  | Columbus McKinnon Corp.<sup>(b),(o)</sup>  | Columbus McKinnon Corp.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>Floor 0.500% <br>05/14/2028<br>| &nbsp;&nbsp; 6.799% | 982268 | &nbsp;&nbsp; 978585 |
| **Consumer Cyclical Services 0.5%** | **Consumer Cyclical Services 0.5%** | **Consumer Cyclical Services 0.5%** | **Consumer Cyclical Services 0.5%** |
| AlixPartners LLP<sup>(b),(o)</sup>  | AlixPartners LLP<sup>(b),(o)</sup>  | AlixPartners LLP<sup>(b),(o)</sup>  | AlixPartners LLP<sup>(b),(o)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>Floor 0.500% <br>02/04/2028<br>| &nbsp;&nbsp; 6.941% | 2175481 | &nbsp;&nbsp; 2177395 |
| Allied Universal Holdco LLC<sup>(b),(o)</sup>  | Allied Universal Holdco LLC<sup>(b),(o)</sup>  | Allied Universal Holdco LLC<sup>(b),(o)</sup>  | Allied Universal Holdco LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.500% <br>05/12/2028<br>| &nbsp;&nbsp; 8.177% | 2347409 | &nbsp;&nbsp; 2349615 |
| AmSpec Parent LLC<sup>(b),(o),(p),(q)</sup>  | AmSpec Parent LLC<sup>(b),(o),(p),(q)</sup>  | AmSpec Parent LLC<sup>(b),(o),(p),(q)</sup>  | AmSpec Parent LLC<sup>(b),(o),(p),(q)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.000% <br>12/22/2031<br>| &nbsp;&nbsp; 1.000% | 133333 | &nbsp;&nbsp; 134000 |
| AmSpec Parent LLC<sup>(b),(o)</sup>  | AmSpec Parent LLC<sup>(b),(o)</sup>  | AmSpec Parent LLC<sup>(b),(o)</sup>  | AmSpec Parent LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>12/22/2031<br>| &nbsp;&nbsp; 8.549% | 866667 | &nbsp;&nbsp; 871000 |
| Arches Buyer, Inc.<sup>(b),(o)</sup>  | Arches Buyer, Inc.<sup>(b),(o)</sup>  | Arches Buyer, Inc.<sup>(b),(o)</sup>  | Arches Buyer, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>12/06/2027<br>| &nbsp;&nbsp; 7.677% | 2921158 | &nbsp;&nbsp; 2872462 |
| Conservice Midco LLC<sup>(b),(o)</sup>  | Conservice Midco LLC<sup>(b),(o)</sup>  | Conservice Midco LLC<sup>(b),(o)</sup>  | Conservice Midco LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>05/13/2030<br>| &nbsp;&nbsp; 7.327% | 3225574 | &nbsp;&nbsp; 3225574 |
| Corporation Service Co.<sup>(b),(o)</sup>  | Corporation Service Co.<sup>(b),(o)</sup>  | Corporation Service Co.<sup>(b),(o)</sup>  | Corporation Service Co.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 0.500% <br>11/02/2029<br>| &nbsp;&nbsp; 6.327% | 1968981 | &nbsp;&nbsp; 1965300 |
| Cushman & Wakefield US Borrower LLC<sup>(b),(o)</sup>  | Cushman & Wakefield US Borrower LLC<sup>(b),(o)</sup>  | Cushman & Wakefield US Borrower LLC<sup>(b),(o)</sup>  | Cushman & Wakefield US Borrower LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>01/31/2030<br>| &nbsp;&nbsp; 7.577% | 1270982 | &nbsp;&nbsp; 1277871 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ensemble RCM LLC<sup>(b),(o)</sup>  | Ensemble RCM LLC<sup>(b),(o)</sup>  | Ensemble RCM LLC<sup>(b),(o)</sup>  | Ensemble RCM LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>08/01/2029<br>| &nbsp;&nbsp; 7.280% | 1198273 | &nbsp;&nbsp; 1199842 |
| Fleet Midco I Ltd.<sup>(b),(o)</sup>  | Fleet Midco I Ltd.<sup>(b),(o)</sup>  | Fleet Midco I Ltd.<sup>(b),(o)</sup>  | Fleet Midco I Ltd.<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.750% <br>02/21/2031<br>| &nbsp;&nbsp; 7.055% | 2193136 | &nbsp;&nbsp; 2193136 |
| Go Daddy Operating Co. LLC/GD Finance, Inc.<sup>(b),(o)</sup>  | Go Daddy Operating Co. LLC/GD Finance, Inc.<sup>(b),(o)</sup>  | Go Daddy Operating Co. LLC/GD Finance, Inc.<sup>(b),(o)</sup>  | Go Daddy Operating Co. LLC/GD Finance, Inc.<sup>(b),(o)</sup>  |
| Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>11/09/2029<br>| &nbsp;&nbsp; 6.077% | 422912 | &nbsp;&nbsp; 422705 |
| OMNIA Partners LLC<sup>(b),(o)</sup>  | OMNIA Partners LLC<sup>(b),(o)</sup>  | OMNIA Partners LLC<sup>(b),(o)</sup>  | OMNIA Partners LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>07/25/2030<br>| &nbsp;&nbsp; 7.033% | 1641750 | &nbsp;&nbsp; 1643507 |
| PG Polaris Bidco SARL<sup>(b),(o)</sup>  | PG Polaris Bidco SARL<sup>(b),(o)</sup>  | PG Polaris Bidco SARL<sup>(b),(o)</sup>  | PG Polaris Bidco SARL<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>03/26/2031<br>| &nbsp;&nbsp; 7.299% | 2262117 | &nbsp;&nbsp; 2263814 |
| Prime Security Services Borrower LLC<sup>(b),(o)</sup>  | Prime Security Services Borrower LLC<sup>(b),(o)</sup>  | Prime Security Services Borrower LLC<sup>(b),(o)</sup>  | Prime Security Services Borrower LLC<sup>(b),(o)</sup>  |
| Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>10/13/2030<br>| &nbsp;&nbsp; 6.329% | 1407643 | &nbsp;&nbsp; 1406207 |
| Raven Acquisition Holdings LLC<sup>(b),(o),(p),(q)</sup>  | Raven Acquisition Holdings LLC<sup>(b),(o),(p),(q)</sup>  | Raven Acquisition Holdings LLC<sup>(b),(o),(p),(q)</sup>  | Raven Acquisition Holdings LLC<sup>(b),(o),(p),(q)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>11/19/2031<br>| &nbsp;&nbsp; 3.250% | 211411 | &nbsp;&nbsp; 210883 |
| Raven Acquisition Holdings LLC<sup>(b),(o)</sup>  | Raven Acquisition Holdings LLC<sup>(b),(o)</sup>  | Raven Acquisition Holdings LLC<sup>(b),(o)</sup>  | Raven Acquisition Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>11/19/2031<br>| &nbsp;&nbsp; 7.577% | 2959759 | &nbsp;&nbsp; 2952360 |
| Signal Parent, Inc.<sup>(b),(o)</sup>  | Signal Parent, Inc.<sup>(b),(o)</sup>  | Signal Parent, Inc.<sup>(b),(o)</sup>  | Signal Parent, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 0.750% <br>04/03/2028<br>| &nbsp;&nbsp; 7.880% | 1801665 | &nbsp;&nbsp; 1191909 |
| TruGreen LP<sup>(b),(o)</sup>  | TruGreen LP<sup>(b),(o)</sup>  | TruGreen LP<sup>(b),(o)</sup>  | TruGreen LP<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>11/02/2027<br>| &nbsp;&nbsp; 8.427% | 1060133 | &nbsp;&nbsp; 1013752 |
| WW International, Inc.<sup>(b),(o)</sup>  | WW International, Inc.<sup>(b),(o)</sup>  | WW International, Inc.<sup>(b),(o)</sup>  | WW International, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 0.500% <br>04/13/2028<br>| &nbsp;&nbsp; 8.041% | 1171875 | &nbsp;&nbsp; 364453 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **29735785** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** |
| Bombardier Recreational Products, Inc.<sup>(b),(o)</sup>  | Bombardier Recreational Products, Inc.<sup>(b),(o)</sup>  | Bombardier Recreational Products, Inc.<sup>(b),(o)</sup>  | Bombardier Recreational Products, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>01/22/2031<br>| &nbsp;&nbsp; 7.077% | 1227442 | &nbsp;&nbsp; 1214971 |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>Floor 0.500% <br>12/13/2029<br>| &nbsp;&nbsp; 7.077% | 1913070 | &nbsp;&nbsp; 1906297 |
| Osmosis Buyer Ltd.<sup>(b),(o)</sup>  | Osmosis Buyer Ltd.<sup>(b),(o)</sup>  | Osmosis Buyer Ltd.<sup>(b),(o)</sup>  | Osmosis Buyer Ltd.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>07/31/2028<br>| &nbsp;&nbsp; 7.323% | 1488693 | &nbsp;&nbsp; 1479240 |
| Recess Holdings, Inc.<sup>(b),(o)</sup>  | Recess Holdings, Inc.<sup>(b),(o)</sup>  | Recess Holdings, Inc.<sup>(b),(o)</sup>  | Recess Holdings, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>02/20/2030<br>| &nbsp;&nbsp; 8.025% | 1259466 | &nbsp;&nbsp; 1258522 |
| SRAM LLC<sup>(b),(o)</sup>  | SRAM LLC<sup>(b),(o)</sup>  | SRAM LLC<sup>(b),(o)</sup>  | SRAM LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>02/27/2032<br>| &nbsp;&nbsp; 6.579% | 1716621 | &nbsp;&nbsp; 1708038 |
| SWF Holdings I Corp.<sup>(b),(o),(p),(q)</sup>  | SWF Holdings I Corp.<sup>(b),(o),(p),(q)</sup>  | SWF Holdings I Corp.<sup>(b),(o),(p),(q)</sup>  | SWF Holdings I Corp.<sup>(b),(o),(p),(q)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>12/19/2029<br>| &nbsp;&nbsp; 2.250% | 98903 | &nbsp;&nbsp; 98656 |
| SWF Holdings I Corp.<sup>(b),(o)</sup>  | SWF Holdings I Corp.<sup>(b),(o)</sup>  | SWF Holdings I Corp.<sup>(b),(o)</sup>  | SWF Holdings I Corp.<sup>(b),(o)</sup>  |
| Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan | Tranche A1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.500% <br>12/19/2029<br>| &nbsp;&nbsp; 8.827% | 74177 | &nbsp;&nbsp; 73992 |
| Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan | Tranche A2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>10/06/2028<br>| &nbsp;&nbsp; 8.441% | 744323 | &nbsp;&nbsp; 592205 |
| Topgolf Callaway Brands Corp.<sup>(b),(o)</sup>  | Topgolf Callaway Brands Corp.<sup>(b),(o)</sup>  | Topgolf Callaway Brands Corp.<sup>(b),(o)</sup>  | Topgolf Callaway Brands Corp.<sup>(b),(o)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.100% <br>03/15/2030<br>| &nbsp;&nbsp; 7.327% | 2248445 | &nbsp;&nbsp; 2191672 |
| Weber-Stephen Products LLC<sup>(b),(o)</sup>  | Weber-Stephen Products LLC<sup>(b),(o)</sup>  | Weber-Stephen Products LLC<sup>(b),(o)</sup>  | Weber-Stephen Products LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.750% <br>10/30/2027<br>| &nbsp;&nbsp; 7.691% | 2860378 | &nbsp;&nbsp; 2833118 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13356711** |
| **Diversified Manufacturing 0.4%** | **Diversified Manufacturing 0.4%** | **Diversified Manufacturing 0.4%** | **Diversified Manufacturing 0.4%** |
| DXP Enterprises, Inc.<sup>(b),(o)</sup>  | DXP Enterprises, Inc.<sup>(b),(o)</sup>  | DXP Enterprises, Inc.<sup>(b),(o)</sup>  | DXP Enterprises, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 1.000% <br>10/11/2030<br>| &nbsp;&nbsp; 8.077% | 1348943 | &nbsp;&nbsp; 1352316 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Dynamo Midco BV<sup>(b),(o)</sup>  | Dynamo Midco BV<sup>(b),(o)</sup>  | Dynamo Midco BV<sup>(b),(o)</sup>  | Dynamo Midco BV<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>09/30/2031<br>| &nbsp;&nbsp; 7.798% | 564348 | &nbsp;&nbsp; 564704 |
| EMRLD Borrower LP<sup>(b),(o)</sup>  | EMRLD Borrower LP<sup>(b),(o)</sup>  | EMRLD Borrower LP<sup>(b),(o)</sup>  | EMRLD Borrower LP<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>08/04/2031<br>| &nbsp;&nbsp; 6.799% | 137258 | &nbsp;&nbsp; 136486 |
| Tranche B Term Loan  | Tranche B Term Loan  | Tranche B Term Loan  | Tranche B Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>05/31/2030<br>| &nbsp;&nbsp; 6.833% | 2683749 | &nbsp;&nbsp; 2668532 |
| Filtration Group Corp.<sup>(b),(o)</sup>  | Filtration Group Corp.<sup>(b),(o)</sup>  | Filtration Group Corp.<sup>(b),(o)</sup>  | Filtration Group Corp.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>10/21/2028<br>| &nbsp;&nbsp; 7.327% | 2611510 | &nbsp;&nbsp; 2618404 |
| Gates Corp.<sup>(b),(o)</sup>  | Gates Corp.<sup>(b),(o)</sup>  | Gates Corp.<sup>(b),(o)</sup>  | Gates Corp.<sup>(b),(o)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>06/04/2031<br>| &nbsp;&nbsp; 6.077% | 1469442 | &nbsp;&nbsp; 1467297 |
| Hobbs & Associates LLC<sup>(b),(o)</sup>  | Hobbs & Associates LLC<sup>(b),(o)</sup>  | Hobbs & Associates LLC<sup>(b),(o)</sup>  | Hobbs & Associates LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>07/23/2031<br>| &nbsp;&nbsp; 7.077% | 1499659 | &nbsp;&nbsp; 1490286 |
| Husky Injection Molding Systems Ltd./Yukon Acquisition, Inc.<sup>(b),(o)</sup>  | Husky Injection Molding Systems Ltd./Yukon Acquisition, Inc.<sup>(b),(o)</sup>  | Husky Injection Molding Systems Ltd./Yukon Acquisition, Inc.<sup>(b),(o)</sup>  | Husky Injection Molding Systems Ltd./Yukon Acquisition, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 4.500% <br>02/15/2029<br>| &nbsp;&nbsp; 8.785% | 1701272 | &nbsp;&nbsp; 1694093 |
| Madison IAQ LLC<sup>(b),(o)</sup>  | Madison IAQ LLC<sup>(b),(o)</sup>  | Madison IAQ LLC<sup>(b),(o)</sup>  | Madison IAQ LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.500% <br>06/21/2028<br>| &nbsp;&nbsp; 6.762% | 2615599 | &nbsp;&nbsp; 2612068 |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>05/06/2032<br>| &nbsp;&nbsp; 7.510% | 761262 | &nbsp;&nbsp; 761155 |
| TK Elevator Midco GmbH<sup>(b),(o)</sup>  | TK Elevator Midco GmbH<sup>(b),(o)</sup>  | TK Elevator Midco GmbH<sup>(b),(o)</sup>  | TK Elevator Midco GmbH<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>04/30/2030<br>| &nbsp;&nbsp; 7.237% | 3595752 | &nbsp;&nbsp; 3601469 |
| Vertiv Group Corp.<sup>(b),(o)</sup>  | Vertiv Group Corp.<sup>(b),(o)</sup>  | Vertiv Group Corp.<sup>(b),(o)</sup>  | Vertiv Group Corp.<sup>(b),(o)</sup>  |
| Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/02/2027<br>| &nbsp;&nbsp; 6.073% | 1414074 | &nbsp;&nbsp; 1412264 |
| WEC US Holdings Ltd.<sup>(b),(o)</sup>  | WEC US Holdings Ltd.<sup>(b),(o)</sup>  | WEC US Holdings Ltd.<sup>(b),(o)</sup>  | WEC US Holdings Ltd.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>01/27/2031<br>| &nbsp;&nbsp; 6.574% | 3936238 | &nbsp;&nbsp; 3926988 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24306062** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Electric 0.4%** | **Electric 0.4%** | **Electric 0.4%** | **Electric 0.4%** |
| Alpha Generation LLC<sup>(b),(o)</sup>  | Alpha Generation LLC<sup>(b),(o)</sup>  | Alpha Generation LLC<sup>(b),(o)</sup>  | Alpha Generation LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>09/30/2031<br>| &nbsp;&nbsp; 7.077% | 1203624 | &nbsp;&nbsp; 1207765 |
| Calpine Construction Finance Co. LP<sup>(b),(o)</sup>  | Calpine Construction Finance Co. LP<sup>(b),(o)</sup>  | Calpine Construction Finance Co. LP<sup>(b),(o)</sup>  | Calpine Construction Finance Co. LP<sup>(b),(o)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>07/31/2030<br>| &nbsp;&nbsp; 6.327% | 727012 | &nbsp;&nbsp; 726198 |
| Calpine Corp.<sup>(b),(o)</sup>  | Calpine Corp.<sup>(b),(o)</sup>  | Calpine Corp.<sup>(b),(o)</sup>  | Calpine Corp.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>01/31/2031<br>| &nbsp;&nbsp; 6.077% | 1343250 | &nbsp;&nbsp; 1341141 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>02/15/2032<br>| &nbsp;&nbsp; 6.077% | 717949 | &nbsp;&nbsp; 717066 |
| Carroll County Energy LLC<sup>(b),(o)</sup>  | Carroll County Energy LLC<sup>(b),(o)</sup>  | Carroll County Energy LLC<sup>(b),(o)</sup>  | Carroll County Energy LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>06/30/2031<br>| &nbsp;&nbsp; 7.549% | 1937845 | &nbsp;&nbsp; 1941082 |
| Compass Power Generation LLC<sup>(b),(o)</sup>  | Compass Power Generation LLC<sup>(b),(o)</sup>  | Compass Power Generation LLC<sup>(b),(o)</sup>  | Compass Power Generation LLC<sup>(b),(o)</sup>  |
| Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>04/14/2029<br>| &nbsp;&nbsp; 8.077% | 731769 | &nbsp;&nbsp; 733825 |
| Constellation Renewables LLC<sup>(b),(o)</sup>  | Constellation Renewables LLC<sup>(b),(o)</sup>  | Constellation Renewables LLC<sup>(b),(o)</sup>  | Constellation Renewables LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>Floor 1.000% <br>12/15/2027<br>| &nbsp;&nbsp; 6.583% | 2386778 | &nbsp;&nbsp; 2383413 |
| Cornerstone Generation<sup>(b),(o),(p)</sup>  | Cornerstone Generation<sup>(b),(o),(p)</sup>  | Cornerstone Generation<sup>(b),(o),(p)</sup>  | Cornerstone Generation<sup>(b),(o),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>10/28/2031<br>| &nbsp;&nbsp; 8.054% | 1462083 | &nbsp;&nbsp; 1467565 |
| EFS Cogen Holdings I LLC<sup>(b),(o)</sup>  | EFS Cogen Holdings I LLC<sup>(b),(o)</sup>  | EFS Cogen Holdings I LLC<sup>(b),(o)</sup>  | EFS Cogen Holdings I LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 1.000% <br>10/03/2031<br>| &nbsp;&nbsp; 7.799% | 1971672 | &nbsp;&nbsp; 1982772 |
| Hamilton Projects Acquiror LLC<sup>(b),(o)</sup>  | Hamilton Projects Acquiror LLC<sup>(b),(o)</sup>  | Hamilton Projects Acquiror LLC<sup>(b),(o)</sup>  | Hamilton Projects Acquiror LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>05/30/2031<br>| &nbsp;&nbsp; 7.327% | 1782317 | &nbsp;&nbsp; 1788555 |
| Invenergy Thermal Operating I LLC<sup>(b),(o),(p)</sup>  | Invenergy Thermal Operating I LLC<sup>(b),(o),(p)</sup>  | Invenergy Thermal Operating I LLC<sup>(b),(o),(p)</sup>  | Invenergy Thermal Operating I LLC<sup>(b),(o),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>05/14/2032<br>| &nbsp;&nbsp; 7.820% | 756942 | &nbsp;&nbsp; 761673 |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 0.000% <br>05/14/2032<br>| &nbsp;&nbsp; 4.260% | 50463 | &nbsp;&nbsp; 50778 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MRP Buyer LLC<sup>(b),(o),(p)</sup>  | MRP Buyer LLC<sup>(b),(o),(p)</sup>  | MRP Buyer LLC<sup>(b),(o),(p)</sup>  | MRP Buyer LLC<sup>(b),(o),(p)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>05/04/2032<br>| &nbsp;&nbsp; 1.000% | 141985 | &nbsp;&nbsp; 139973 |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>05/24/2032<br>| &nbsp;&nbsp; 7.570% | 1115593 | &nbsp;&nbsp; 1099786 |
| New Frontera Holdings LLC<sup>(b),(c),(o)</sup>  | New Frontera Holdings LLC<sup>(b),(c),(o)</sup>  | New Frontera Holdings LLC<sup>(b),(c),(o)</sup>  | New Frontera Holdings LLC<sup>(b),(c),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + <br> 13.000% <br>Floor 1.000% <br>07/28/2026<br>| &nbsp;&nbsp; 17.588% | 217161 | &nbsp;&nbsp; 318141 |
| New Frontera Holdings LLC<sup>(b),(o)</sup>  | New Frontera Holdings LLC<sup>(b),(o)</sup>  | New Frontera Holdings LLC<sup>(b),(o)</sup>  | New Frontera Holdings LLC<sup>(b),(o)</sup>  |
| 2nd Lien Term Loan | 2nd Lien Term Loan | 2nd Lien Term Loan | 2nd Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.500% <br>Floor 1.000% <br>07/28/2028<br>| &nbsp;&nbsp; 6.088% | 75277 | &nbsp;&nbsp; 72454 |
| South Field Energy LLC<sup>(b),(o),(p)</sup>  | South Field Energy LLC<sup>(b),(o),(p)</sup>  | South Field Energy LLC<sup>(b),(o),(p)</sup>  | South Field Energy LLC<sup>(b),(o),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>08/29/2031<br>| &nbsp;&nbsp; 7.549% | 765011 | &nbsp;&nbsp; 765493 |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>08/29/2031<br>| &nbsp;&nbsp; 7.549% | 752149 | &nbsp;&nbsp; 752623 |
| Talen Energy Supply LLC<sup>(b),(o)</sup>  | Talen Energy Supply LLC<sup>(b),(o)</sup>  | Talen Energy Supply LLC<sup>(b),(o)</sup>  | Talen Energy Supply LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>12/13/2031<br>| &nbsp;&nbsp; 6.808% | 997500 | &nbsp;&nbsp; 997340 |
| West Deptford Energy Holdings LLC<sup>(b),(o),(p)</sup>  | West Deptford Energy Holdings LLC<sup>(b),(o),(p)</sup>  | West Deptford Energy Holdings LLC<sup>(b),(o),(p)</sup>  | West Deptford Energy Holdings LLC<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>08/03/2026<br>| &nbsp;&nbsp; 8.177% | 795560 | &nbsp;&nbsp; 743077 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **19990720** |
| **Environmental 0.2%** | **Environmental 0.2%** | **Environmental 0.2%** | **Environmental 0.2%** |
| EnergySolutions LLC/Envirocare of Utah LLC <sup>(b),(o)</sup>  | EnergySolutions LLC/Envirocare of Utah LLC <sup>(b),(o)</sup>  | EnergySolutions LLC/Envirocare of Utah LLC <sup>(b),(o)</sup>  | EnergySolutions LLC/Envirocare of Utah LLC <sup>(b),(o)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>09/20/2030<br>| &nbsp;&nbsp; 7.577% | 2504956 | &nbsp;&nbsp; 2501825 |
| GFL Environmental Services, Inc.<sup>(b),(o)</sup>  | GFL Environmental Services, Inc.<sup>(b),(o)</sup>  | GFL Environmental Services, Inc.<sup>(b),(o)</sup>  | GFL Environmental Services, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>03/03/2032<br>| &nbsp;&nbsp; 6.819% | 2250000 | &nbsp;&nbsp; 2238052 |
| Northstar Group Services, Inc.<sup>(b),(c),(o)</sup>  | Northstar Group Services, Inc.<sup>(b),(c),(o)</sup>  | Northstar Group Services, Inc.<sup>(b),(c),(o)</sup>  | Northstar Group Services, Inc.<sup>(b),(c),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 4.750% <br>Floor 0.500% <br>05/31/2030<br>| &nbsp;&nbsp; 8.881% | 850280 | &nbsp;&nbsp; 854531 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Reworld Holding Corp.<sup>(b),(o)</sup>  | Reworld Holding Corp.<sup>(b),(o)</sup>  | Reworld Holding Corp.<sup>(b),(o)</sup>  | Reworld Holding Corp.<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>11/30/2028<br>| &nbsp;&nbsp; 6.575% | 2037445 | &nbsp;&nbsp; 2038729 |
| Tranche C1 Term Loan | Tranche C1 Term Loan | Tranche C1 Term Loan | Tranche C1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>11/30/2028<br>| &nbsp;&nbsp; 6.575% | 156923 | &nbsp;&nbsp; 157022 |
| Tidal Waste & Recycling Holdings LLC<sup>(b),(o)</sup>  | Tidal Waste & Recycling Holdings LLC<sup>(b),(o)</sup>  | Tidal Waste & Recycling Holdings LLC<sup>(b),(o)</sup>  | Tidal Waste & Recycling Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>10/24/2031<br>| &nbsp;&nbsp; 7.799% | 1567944 | &nbsp;&nbsp; 1571864 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **9362023** |
| **Finance Companies 0.0%** | **Finance Companies 0.0%** | **Finance Companies 0.0%** | **Finance Companies 0.0%** |
| Red SPV LLC<sup>(b),(o)</sup>  | Red SPV LLC<sup>(b),(o)</sup>  | Red SPV LLC<sup>(b),(o)</sup>  | Red SPV LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>03/15/2032<br>| &nbsp;&nbsp; 6.575% | 765231 | &nbsp;&nbsp; 764274 |
| **Food and Beverage 0.3%** | **Food and Beverage 0.3%** | **Food and Beverage 0.3%** | **Food and Beverage 0.3%** |
| A-AG US GSI Bidco, Inc.<sup>(b),(o)</sup>  | A-AG US GSI Bidco, Inc.<sup>(b),(o)</sup>  | A-AG US GSI Bidco, Inc.<sup>(b),(o)</sup>  | A-AG US GSI Bidco, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>10/31/2031<br>| &nbsp;&nbsp; 9.299% | 1460267 | &nbsp;&nbsp; 1445664 |
| Aramark Intermediate HoldCo Corp.<sup>(b),(o)</sup>  | Aramark Intermediate HoldCo Corp.<sup>(b),(o)</sup>  | Aramark Intermediate HoldCo Corp.<sup>(b),(o)</sup>  | Aramark Intermediate HoldCo Corp.<sup>(b),(o)</sup>  |
| Tranche B7 Term Loan | Tranche B7 Term Loan | Tranche B7 Term Loan | Tranche B7 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>04/06/2028<br>| &nbsp;&nbsp; 6.327% | 1500000 | &nbsp;&nbsp; 1501875 |
| Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>06/22/2030<br>| &nbsp;&nbsp; 6.327% | 960374 | &nbsp;&nbsp; 960576 |
| Aspire Bakeries Holdings LLC<sup>(b),(o)</sup>  | Aspire Bakeries Holdings LLC<sup>(b),(o)</sup>  | Aspire Bakeries Holdings LLC<sup>(b),(o)</sup>  | Aspire Bakeries Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>12/23/2030<br>| &nbsp;&nbsp; 8.577% | 1456053 | &nbsp;&nbsp; 1457262 |
| CHG PPC Parent LLC<sup>(b),(c),(o)</sup>  | CHG PPC Parent LLC<sup>(b),(c),(o)</sup>  | CHG PPC Parent LLC<sup>(b),(c),(o)</sup>  | CHG PPC Parent LLC<sup>(b),(c),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>12/08/2028<br>| &nbsp;&nbsp; 7.441% | 872176 | &nbsp;&nbsp; 874356 |
| Dechra Pharmaceuticals Holdings Ltd.<sup>(b),(o),(p)</sup>  | Dechra Pharmaceuticals Holdings Ltd.<sup>(b),(o),(p)</sup>  | Dechra Pharmaceuticals Holdings Ltd.<sup>(b),(o),(p)</sup>  | Dechra Pharmaceuticals Holdings Ltd.<sup>(b),(o),(p)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 3.250% <br>01/27/2032<br>| &nbsp;&nbsp; 7.513% | 2738987 | &nbsp;&nbsp; 2718445 |
| Golden State Foods LLC<sup>(b),(o)</sup>  | Golden State Foods LLC<sup>(b),(o)</sup>  | Golden State Foods LLC<sup>(b),(o)</sup>  | Golden State Foods LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>12/04/2031<br>| &nbsp;&nbsp; 8.592% | 1829152 | &nbsp;&nbsp; 1837731 |
| Primary Products Finance LLC<sup>(b),(o)</sup>  | Primary Products Finance LLC<sup>(b),(o)</sup>  | Primary Products Finance LLC<sup>(b),(o)</sup>  | Primary Products Finance LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/01/2029<br>| &nbsp;&nbsp; 7.535% | 2725894 | &nbsp;&nbsp; 2709539 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Primo Brands Corp.<sup>(b),(o)</sup>  | Primo Brands Corp.<sup>(b),(o)</sup>  | Primo Brands Corp.<sup>(b),(o)</sup>  | Primo Brands Corp.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>03/31/2028<br>| &nbsp;&nbsp; 6.549% | 2815572 | &nbsp;&nbsp; 2814868 |
| Utz Quality Foods LLC<sup>(b),(o)</sup>  | Utz Quality Foods LLC<sup>(b),(o)</sup>  | Utz Quality Foods LLC<sup>(b),(o)</sup>  | Utz Quality Foods LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/29/2032<br>| &nbsp;&nbsp; 6.827% | 1560931 | &nbsp;&nbsp; 1559963 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **17880279** |
| **Gaming 0.6%** | **Gaming 0.6%** | **Gaming 0.6%** | **Gaming 0.6%** |
| Caesars Entertainment, Inc.<sup>(b),(o)</sup>  | Caesars Entertainment, Inc.<sup>(b),(o)</sup>  | Caesars Entertainment, Inc.<sup>(b),(o)</sup>  | Caesars Entertainment, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.500% <br>02/06/2030<br>| &nbsp;&nbsp; 6.577% | 2045809 | &nbsp;&nbsp; 2038772 |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.500% <br>02/06/2031<br>| &nbsp;&nbsp; 6.577% | 838895 | &nbsp;&nbsp; 834960 |
| ECL Entertainment LLC<sup>(b),(o)</sup>  | ECL Entertainment LLC<sup>(b),(o)</sup>  | ECL Entertainment LLC<sup>(b),(o)</sup>  | ECL Entertainment LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>08/30/2030<br>| &nbsp;&nbsp; 7.827% | 1270629 | &nbsp;&nbsp; 1265330 |
| Entain PLC<sup>(b),(o)</sup>  | Entain PLC<sup>(b),(o)</sup>  | Entain PLC<sup>(b),(o)</sup>  | Entain PLC<sup>(b),(o)</sup>  |
| Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>Floor 0.500% <br>10/31/2029<br>| &nbsp;&nbsp; 7.053% | 3162627 | &nbsp;&nbsp; 3171514 |
| Fertitta Entertainment LLC<sup>(b),(o)</sup>  | Fertitta Entertainment LLC<sup>(b),(o)</sup>  | Fertitta Entertainment LLC<sup>(b),(o)</sup>  | Fertitta Entertainment LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>Floor 0.500% <br>01/27/2029<br>| &nbsp;&nbsp; 7.827% | 2833847 | &nbsp;&nbsp; 2815540 |
| Flutter Entertainment PLC<sup>(b),(o)</sup>  | Flutter Entertainment PLC<sup>(b),(o)</sup>  | Flutter Entertainment PLC<sup>(b),(o)</sup>  | Flutter Entertainment PLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>11/30/2030<br>| &nbsp;&nbsp; 6.049% | 3764892 | &nbsp;&nbsp; 3749606 |
| HRNI Holdings LLC<sup>(b),(o),(p)</sup>  | HRNI Holdings LLC<sup>(b),(o),(p)</sup>  | HRNI Holdings LLC<sup>(b),(o),(p)</sup>  | HRNI Holdings LLC<sup>(b),(o),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>Floor 0.750% <br>12/11/2028<br>| &nbsp;&nbsp; 8.677% | 3538349 | &nbsp;&nbsp; 3441045 |
| Jack Ohio Finance LLC<sup>(b),(o)</sup>  | Jack Ohio Finance LLC<sup>(b),(o)</sup>  | Jack Ohio Finance LLC<sup>(b),(o)</sup>  | Jack Ohio Finance LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>02/02/2032<br>| &nbsp;&nbsp; 8.327% | 596961 | &nbsp;&nbsp; 591368 |
| Light and Wonder International, Inc.<sup>(b),(o)</sup>  | Light and Wonder International, Inc.<sup>(b),(o)</sup>  | Light and Wonder International, Inc.<sup>(b),(o)</sup>  | Light and Wonder International, Inc.<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.500% <br>04/16/2029<br>| &nbsp;&nbsp; 6.573% | 1308596 | &nbsp;&nbsp; 1304016 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ontario Gaming GTA LP<sup>(b),(o)</sup>  | Ontario Gaming GTA LP<sup>(b),(o)</sup>  | Ontario Gaming GTA LP<sup>(b),(o)</sup>  | Ontario Gaming GTA LP<sup>(b),(o)</sup>  |
| Tranche B 1st Lien Term Loan  | Tranche B 1st Lien Term Loan  | Tranche B 1st Lien Term Loan  | Tranche B 1st Lien Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>08/01/2030<br>| &nbsp;&nbsp; 8.549% | 2666327 | &nbsp;&nbsp; 2620999 |
| PCI Gaming Authority<sup>(b),(o)</sup>  | PCI Gaming Authority<sup>(b),(o)</sup>  | PCI Gaming Authority<sup>(b),(o)</sup>  | PCI Gaming Authority<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>07/18/2031<br>| &nbsp;&nbsp; 6.327% | 2153521 | &nbsp;&nbsp; 2148482 |
| Penn Entertainment, Inc.<sup>(b),(o)</sup>  | Penn Entertainment, Inc.<sup>(b),(o)</sup>  | Penn Entertainment, Inc.<sup>(b),(o)</sup>  | Penn Entertainment, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>Floor 0.500% <br>05/03/2029<br>| &nbsp;&nbsp; 6.827% | 2117729 | &nbsp;&nbsp; 2112435 |
| Scientific Games Holdings LP <sup>(b),(o)</sup>  | Scientific Games Holdings LP <sup>(b),(o)</sup>  | Scientific Games Holdings LP <sup>(b),(o)</sup>  | Scientific Games Holdings LP <sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>Floor 0.500% <br>04/04/2029<br>| &nbsp;&nbsp; 7.285% | 3639539 | &nbsp;&nbsp; 3617265 |
| Voyager Parent LLC<sup>(b),(o),(p)</sup>  | Voyager Parent LLC<sup>(b),(o),(p)</sup>  | Voyager Parent LLC<sup>(b),(o),(p)</sup>  | Voyager Parent LLC<sup>(b),(o),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>05/09/2032<br>| &nbsp;&nbsp; 9.072% | 2269902 | &nbsp;&nbsp; 2226274 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **31937606** |
| **Health Care 0.5%** | **Health Care 0.5%** | **Health Care 0.5%** | **Health Care 0.5%** |
| Auris Luxembourg III SARL<sup>(b),(o)</sup>  | Auris Luxembourg III SARL<sup>(b),(o)</sup>  | Auris Luxembourg III SARL<sup>(b),(o)</sup>  | Auris Luxembourg III SARL<sup>(b),(o)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>02/28/2029<br>| &nbsp;&nbsp; 7.882% | 2380454 | &nbsp;&nbsp; 2387905 |
| CHG Healthcare Services, Inc.<sup>(b),(o)</sup>  | CHG Healthcare Services, Inc.<sup>(b),(o)</sup>  | CHG Healthcare Services, Inc.<sup>(b),(o)</sup>  | CHG Healthcare Services, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>09/29/2028<br>| &nbsp;&nbsp; 7.313% | 753573 | &nbsp;&nbsp; 754673 |
| Cotiviti, Inc.<sup>(b),(o)</sup>  | Cotiviti, Inc.<sup>(b),(o)</sup>  | Cotiviti, Inc.<sup>(b),(o)</sup>  | Cotiviti, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>03/26/2032<br>| &nbsp;&nbsp; 7.074% | 232759 | &nbsp;&nbsp; 230915 |
| Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(o)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(o)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(o)</sup>  | Element Materials Technology Group US Holdings, Inc./EM Midco 2 LLC<sup>(b),(o)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>Floor 0.500% <br>07/06/2029<br>| &nbsp;&nbsp; 8.049% | 1675481 | &nbsp;&nbsp; 1671292 |
| Icon PLC<sup>(b),(o)</sup>  | Icon PLC<sup>(b),(o)</sup>  | Icon PLC<sup>(b),(o)</sup>  | Icon PLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>Floor 0.500% <br>07/03/2028<br>| &nbsp;&nbsp; 6.299% | 330587 | &nbsp;&nbsp; 331497 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>Floor 0.500% <br>07/03/2028<br>| &nbsp;&nbsp; 6.299% | 82366 | &nbsp;&nbsp; 82593 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Medline Borrower LP<sup>(b),(o)</sup>  | Medline Borrower LP<sup>(b),(o)</sup>  | Medline Borrower LP<sup>(b),(o)</sup>  | Medline Borrower LP<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 0.500% <br>10/23/2028<br>| &nbsp;&nbsp; 6.577% | 4608299 | &nbsp;&nbsp; 4602953 |
| Parexel International, Inc.<sup>(b),(o)</sup>  | Parexel International, Inc.<sup>(b),(o)</sup>  | Parexel International, Inc.<sup>(b),(o)</sup>  | Parexel International, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>11/15/2028<br>| &nbsp;&nbsp; 6.827% | 3130439 | &nbsp;&nbsp; 3129719 |
| Pluto Acquisition I, Inc.<sup>(b),(o)</sup>  | Pluto Acquisition I, Inc.<sup>(b),(o)</sup>  | Pluto Acquisition I, Inc.<sup>(b),(o)</sup>  | Pluto Acquisition I, Inc.<sup>(b),(o)</sup>  |
| Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.500% <br>06/20/2028<br>| &nbsp;&nbsp; 9.803% | 512904 | &nbsp;&nbsp; 517392 |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>09/20/2028<br>| &nbsp;&nbsp; 8.299% | 1887955 | &nbsp;&nbsp; 1646070 |
| Resonetics LLC<sup>(b),(o)</sup>  | Resonetics LLC<sup>(b),(o)</sup>  | Resonetics LLC<sup>(b),(o)</sup>  | Resonetics LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>Floor 0.750% <br>06/18/2031<br>| &nbsp;&nbsp; 7.545% | 1372494 | &nbsp;&nbsp; 1369062 |
| Southern Veterinary Partners LLC<sup>(b),(o)</sup>  | Southern Veterinary Partners LLC<sup>(b),(o)</sup>  | Southern Veterinary Partners LLC<sup>(b),(o)</sup>  | Southern Veterinary Partners LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>12/04/2031<br>| &nbsp;&nbsp; 7.527% | 2846927 | &nbsp;&nbsp; 2847411 |
| Star Parent, Inc.<sup>(b),(o)</sup>  | Star Parent, Inc.<sup>(b),(o)</sup>  | Star Parent, Inc.<sup>(b),(o)</sup>  | Star Parent, Inc.<sup>(b),(o)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>09/27/2030<br>| &nbsp;&nbsp; 8.299% | 1875993 | &nbsp;&nbsp; 1842225 |
| Surgery Center Holdings, Inc.<sup>(b),(o)</sup>  | Surgery Center Holdings, Inc.<sup>(b),(o)</sup>  | Surgery Center Holdings, Inc.<sup>(b),(o)</sup>  | Surgery Center Holdings, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>12/19/2030<br>| &nbsp;&nbsp; 7.079% | 3292853 | &nbsp;&nbsp; 3296640 |
| Team Health Holdings, Inc.<sup>(b),(o)</sup>  | Team Health Holdings, Inc.<sup>(b),(o)</sup>  | Team Health Holdings, Inc.<sup>(b),(o)</sup>  | Team Health Holdings, Inc.<sup>(b),(o)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 5.250% <br>Floor 1.000% <br>03/02/2027<br>| &nbsp;&nbsp; 9.530% | 994248 | &nbsp;&nbsp; 988282 |
| Upstream Newco, Inc.<sup>(b),(o)</sup>  | Upstream Newco, Inc.<sup>(b),(o)</sup>  | Upstream Newco, Inc.<sup>(b),(o)</sup>  | Upstream Newco, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>11/20/2026<br>| &nbsp;&nbsp; 8.791% | 2455376 | &nbsp;&nbsp; 1902917 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **27601546** |
| **Healthcare Insurance 0.0%** | **Healthcare Insurance 0.0%** | **Healthcare Insurance 0.0%** | **Healthcare Insurance 0.0%** |
| Alera Group, Inc.<sup>(b),(o),(p)</sup>  | Alera Group, Inc.<sup>(b),(o),(p)</sup>  | Alera Group, Inc.<sup>(b),(o),(p)</sup>  | Alera Group, Inc.<sup>(b),(o),(p)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>05/21/2032<br>| &nbsp;&nbsp; 7.577% | 1364195 | &nbsp;&nbsp; 1364959 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** | **Home Construction 0.0%** |
| Tecta America Corp.<sup>(b),(o)</sup>  | Tecta America Corp.<sup>(b),(o)</sup>  | Tecta America Corp.<sup>(b),(o)</sup>  | Tecta America Corp.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>02/18/2032<br>| &nbsp;&nbsp; 7.327% | 1159315 | &nbsp;&nbsp; 1159501 |
| **Independent Energy 0.0%** | **Independent Energy 0.0%** | **Independent Energy 0.0%** | **Independent Energy 0.0%** |
| Hilcorp Energy I LP<sup>(b),(o)</sup>  | Hilcorp Energy I LP<sup>(b),(o)</sup>  | Hilcorp Energy I LP<sup>(b),(o)</sup>  | Hilcorp Energy I LP<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>02/11/2030<br>| &nbsp;&nbsp; 6.333% | 710539 | &nbsp;&nbsp; 708465 |
| **Leisure 0.2%** | **Leisure 0.2%** | **Leisure 0.2%** | **Leisure 0.2%** |
| Alterra Mountain Co.<sup>(b),(o)</sup>  | Alterra Mountain Co.<sup>(b),(o)</sup>  | Alterra Mountain Co.<sup>(b),(o)</sup>  | Alterra Mountain Co.<sup>(b),(o)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>08/17/2028<br>| &nbsp;&nbsp; 7.077% | 2600893 | &nbsp;&nbsp; 2600894 |
| Alterra Mountain Co.<sup>(b),(c),(o)</sup>  | Alterra Mountain Co.<sup>(b),(c),(o)</sup>  | Alterra Mountain Co.<sup>(b),(c),(o)</sup>  | Alterra Mountain Co.<sup>(b),(c),(o)</sup>  |
| Tranche B7 Term Loan | Tranche B7 Term Loan | Tranche B7 Term Loan | Tranche B7 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>05/31/2030<br>| &nbsp;&nbsp; 7.327% | 424946 | &nbsp;&nbsp; 425478 |
| Bulldog Purchaser, Inc.<sup>(b),(o)</sup>  | Bulldog Purchaser, Inc.<sup>(b),(o)</sup>  | Bulldog Purchaser, Inc.<sup>(b),(o)</sup>  | Bulldog Purchaser, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>06/27/2031<br>| &nbsp;&nbsp; 8.035% | 1173877 | &nbsp;&nbsp; 1172410 |
| Carnival Corp.<sup>(b),(o)</sup>  | Carnival Corp.<sup>(b),(o)</sup>  | Carnival Corp.<sup>(b),(o)</sup>  | Carnival Corp.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>08/08/2027<br>| &nbsp;&nbsp; 6.325% | 861102 | &nbsp;&nbsp; 860292 |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>10/18/2028<br>| &nbsp;&nbsp; 6.325% | 1826937 | &nbsp;&nbsp; 1824196 |
| Cinemark USA, Inc.<sup>(b),(o)</sup>  | Cinemark USA, Inc.<sup>(b),(o)</sup>  | Cinemark USA, Inc.<sup>(b),(o)</sup>  | Cinemark USA, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>05/24/2030<br>| &nbsp;&nbsp; 7.069% | 2855313 | &nbsp;&nbsp; 2855313 |
| Crown Finance US, Inc.<sup>(b),(o)</sup>  | Crown Finance US, Inc.<sup>(b),(o)</sup>  | Crown Finance US, Inc.<sup>(b),(o)</sup>  | Crown Finance US, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 5.250% <br>12/02/2031<br>| &nbsp;&nbsp; 9.579% | 1154215 | &nbsp;&nbsp; 1154630 |
| EOC Borrower LLC<sup>(b),(o)</sup>  | EOC Borrower LLC<sup>(b),(o)</sup>  | EOC Borrower LLC<sup>(b),(o)</sup>  | EOC Borrower LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/24/2032<br>| &nbsp;&nbsp; 7.327% | 446529 | &nbsp;&nbsp; 444993 |
| Motion Acquisition Ltd.<sup>(b),(o)</sup>  | Motion Acquisition Ltd.<sup>(b),(o)</sup>  | Motion Acquisition Ltd.<sup>(b),(o)</sup>  | Motion Acquisition Ltd.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>11/12/2029<br>| &nbsp;&nbsp; 7.799% | 1396500 | &nbsp;&nbsp; 1316201 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| UFC Holdings LLC<sup>(b),(o)</sup>  | UFC Holdings LLC<sup>(b),(o)</sup>  | UFC Holdings LLC<sup>(b),(o)</sup>  | UFC Holdings LLC<sup>(b),(o)</sup>  |
| Tranche B4 1st Lien Term Loan | Tranche B4 1st Lien Term Loan | Tranche B4 1st Lien Term Loan | Tranche B4 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>11/21/2031<br>| &nbsp;&nbsp; 6.571% | 750000 | &nbsp;&nbsp; 751590 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **13405997** |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| Hilton Grand Vacations Borrower LLC<sup>(b),(o)</sup>  | Hilton Grand Vacations Borrower LLC<sup>(b),(o)</sup>  | Hilton Grand Vacations Borrower LLC<sup>(b),(o)</sup>  | Hilton Grand Vacations Borrower LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 0.500% <br>08/02/2028<br>| &nbsp;&nbsp; 6.327% | 1991285 | &nbsp;&nbsp; 1979676 |
| Playa Resorts Holding BV<sup>(b),(o)</sup>  | Playa Resorts Holding BV<sup>(b),(o)</sup>  | Playa Resorts Holding BV<sup>(b),(o)</sup>  | Playa Resorts Holding BV<sup>(b),(o)</sup>  |
| Term Loan  | Term Loan  | Term Loan  | Term Loan  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>01/05/2029<br>| &nbsp;&nbsp; 7.077% | 2881358 | &nbsp;&nbsp; 2877756 |
| Travel + Leisure Co.<sup>(b),(o),(p)</sup>  | Travel + Leisure Co.<sup>(b),(o),(p)</sup>  | Travel + Leisure Co.<sup>(b),(o),(p)</sup>  | Travel + Leisure Co.<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>Floor 0.500% <br>12/14/2029<br>| &nbsp;&nbsp; 6.827% | 1808295 | &nbsp;&nbsp; 1800393 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6657825** |
| **Media and Entertainment 0.4%** | **Media and Entertainment 0.4%** | **Media and Entertainment 0.4%** | **Media and Entertainment 0.4%** |
| Cengage Learning, Inc.<sup>(b),(o),(p)</sup>  | Cengage Learning, Inc.<sup>(b),(o),(p)</sup>  | Cengage Learning, Inc.<sup>(b),(o),(p)</sup>  | Cengage Learning, Inc.<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>03/24/2031<br>| &nbsp;&nbsp; 7.828% | 3604860 | &nbsp;&nbsp; 3606482 |
| CMG Media Corp.<sup>(b),(o)</sup>  | CMG Media Corp.<sup>(b),(o)</sup>  | CMG Media Corp.<sup>(b),(o)</sup>  | CMG Media Corp.<sup>(b),(o)</sup>  |
| Tranche B2 1st Lien Term Loan | Tranche B2 1st Lien Term Loan | Tranche B2 1st Lien Term Loan | Tranche B2 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>06/18/2029<br>| &nbsp;&nbsp; 7.899% | 929158 | &nbsp;&nbsp; 880377 |
| Creative Artists Agency LLC<sup>(b),(o)</sup>  | Creative Artists Agency LLC<sup>(b),(o)</sup>  | Creative Artists Agency LLC<sup>(b),(o)</sup>  | Creative Artists Agency LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>10/01/2031<br>| &nbsp;&nbsp; 7.077% | 3234947 | &nbsp;&nbsp; 3232941 |
| Cumulus Media New Holdings, Inc.<sup>(b),(o)</sup>  | Cumulus Media New Holdings, Inc.<sup>(b),(o)</sup>  | Cumulus Media New Holdings, Inc.<sup>(b),(o)</sup>  | Cumulus Media New Holdings, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>05/02/2029<br>| &nbsp;&nbsp; 9.260% | 1347546 | &nbsp;&nbsp; 362153 |
| Dotdash Meredith, Inc.<sup>(b),(o)</sup>  | Dotdash Meredith, Inc.<sup>(b),(o)</sup>  | Dotdash Meredith, Inc.<sup>(b),(o)</sup>  | Dotdash Meredith, Inc.<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>12/01/2028<br>| &nbsp;&nbsp; 7.824% | 1315812 | &nbsp;&nbsp; 1313352 |
| E.W. Scripps Co. (The)<sup>(b),(o)</sup>  | E.W. Scripps Co. (The)<sup>(b),(o)</sup>  | E.W. Scripps Co. (The)<sup>(b),(o)</sup>  | E.W. Scripps Co. (The)<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 5.750% <br>06/30/2028<br>| &nbsp;&nbsp; 10.197% | 1089140 | &nbsp;&nbsp; 1036948 |
| Emerald X, Inc.<sup>(b),(o)</sup>  | Emerald X, Inc.<sup>(b),(o)</sup>  | Emerald X, Inc.<sup>(b),(o)</sup>  | Emerald X, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>01/30/2032<br>| &nbsp;&nbsp; 8.077% | 1541510 | &nbsp;&nbsp; 1545364 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| iHeartCommunications, Inc.<sup>(b),(o)</sup>  | iHeartCommunications, Inc.<sup>(b),(o)</sup>  | iHeartCommunications, Inc.<sup>(b),(o)</sup>  | iHeartCommunications, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 5.775% <br>05/01/2029<br>| &nbsp;&nbsp; 10.214% | 1050795 | &nbsp;&nbsp; 859350 |
| Plano Holdco, Inc.<sup>(b),(o)</sup>  | Plano Holdco, Inc.<sup>(b),(o)</sup>  | Plano Holdco, Inc.<sup>(b),(o)</sup>  | Plano Holdco, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>10/02/2031<br>| &nbsp;&nbsp; 7.799% | 1069934 | &nbsp;&nbsp; 1071272 |
| Playtika Holding Corp.<sup>(b),(o),(p)</sup>  | Playtika Holding Corp.<sup>(b),(o),(p)</sup>  | Playtika Holding Corp.<sup>(b),(o),(p)</sup>  | Playtika Holding Corp.<sup>(b),(o),(p)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>03/13/2028<br>| &nbsp;&nbsp; 7.191% | 3783228 | &nbsp;&nbsp; 3732495 |
| Sinclair Television Group, Inc.<sup>(b),(o)</sup>  | Sinclair Television Group, Inc.<sup>(b),(o)</sup>  | Sinclair Television Group, Inc.<sup>(b),(o)</sup>  | Sinclair Television Group, Inc.<sup>(b),(o)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.330% <br>12/31/2029<br>| &nbsp;&nbsp; 7.741% | 1209110 | &nbsp;&nbsp; 1027139 |
| StubHub Holdco Sub LLC<sup>(b),(o)</sup>  | StubHub Holdco Sub LLC<sup>(b),(o)</sup>  | StubHub Holdco Sub LLC<sup>(b),(o)</sup>  | StubHub Holdco Sub LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.750% <br>03/15/2030<br>| &nbsp;&nbsp; 9.077% | 2714109 | &nbsp;&nbsp; 2642864 |
| United Talent Agency LLC<sup>(b),(o)</sup>  | United Talent Agency LLC<sup>(b),(o)</sup>  | United Talent Agency LLC<sup>(b),(o)</sup>  | United Talent Agency LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.750% <br>07/07/2028<br>| &nbsp;&nbsp; 8.075% | 997481 | &nbsp;&nbsp; 997481 |
| Univision Communications, Inc.<sup>(b),(o)</sup>  | Univision Communications, Inc.<sup>(b),(o)</sup>  | Univision Communications, Inc.<sup>(b),(o)</sup>  | Univision Communications, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.750% <br>01/31/2029<br>| &nbsp;&nbsp; 7.691% | 1412387 | &nbsp;&nbsp; 1373546 |
| Univision Communications, Inc.<sup>(b),(c),(o)</sup>  | Univision Communications, Inc.<sup>(b),(c),(o)</sup>  | Univision Communications, Inc.<sup>(b),(c),(o)</sup>  | Univision Communications, Inc.<sup>(b),(c),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.500% <br>06/24/2029<br>| &nbsp;&nbsp; 8.549% | 691942 | &nbsp;&nbsp; 685023 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24366787** |
| **Midstream 0.3%** | **Midstream 0.3%** | **Midstream 0.3%** | **Midstream 0.3%** |
| AL GCX Holdings LLC<sup>(b),(o)</sup>  | AL GCX Holdings LLC<sup>(b),(o)</sup>  | AL GCX Holdings LLC<sup>(b),(o)</sup>  | AL GCX Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 0.500% <br>05/17/2029<br>| &nbsp;&nbsp; 6.342% | 1088718 | &nbsp;&nbsp; 1087586 |
| CQP Holdco LP<sup>(b),(o)</sup>  | CQP Holdco LP<sup>(b),(o)</sup>  | CQP Holdco LP<sup>(b),(o)</sup>  | CQP Holdco LP<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>12/31/2030<br>| &nbsp;&nbsp; 6.299% | 3291010 | &nbsp;&nbsp; 3286205 |
| Epic Crude Services LP<sup>(b),(o)</sup>  | Epic Crude Services LP<sup>(b),(o)</sup>  | Epic Crude Services LP<sup>(b),(o)</sup>  | Epic Crude Services LP<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>10/15/2031<br>| &nbsp;&nbsp; 7.256% | 1811871 | &nbsp;&nbsp; 1815840 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| GIP Pilot Acquisition Partners LP<sup>(b),(o)</sup>  | GIP Pilot Acquisition Partners LP<sup>(b),(o)</sup>  | GIP Pilot Acquisition Partners LP<sup>(b),(o)</sup>  | GIP Pilot Acquisition Partners LP<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>10/04/2030<br>| &nbsp;&nbsp; 6.277% | 2456305 | &nbsp;&nbsp; 2451196 |
| ITT Holdings LLC<sup>(b),(o)</sup>  | ITT Holdings LLC<sup>(b),(o)</sup>  | ITT Holdings LLC<sup>(b),(o)</sup>  | ITT Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>10/11/2030<br>| &nbsp;&nbsp; 7.077% | 2466256 | &nbsp;&nbsp; 2464406 |
| Oryx Midstream Services Permian Basin LLC<sup>(b),(o)</sup>  | Oryx Midstream Services Permian Basin LLC<sup>(b),(o)</sup>  | Oryx Midstream Services Permian Basin LLC<sup>(b),(o)</sup>  | Oryx Midstream Services Permian Basin LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>10/05/2028<br>| &nbsp;&nbsp; 6.575% | 1985441 | &nbsp;&nbsp; 1982224 |
| Traverse Midstream Partners LLC<sup>(b),(o)</sup>  | Traverse Midstream Partners LLC<sup>(b),(o)</sup>  | Traverse Midstream Partners LLC<sup>(b),(o)</sup>  | Traverse Midstream Partners LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>02/16/2028<br>| &nbsp;&nbsp; 7.280% | 1997889 | &nbsp;&nbsp; 2001226 |
| WhiteWater DBR Holdco LLC<sup>(b),(o)</sup>  | WhiteWater DBR Holdco LLC<sup>(b),(o)</sup>  | WhiteWater DBR Holdco LLC<sup>(b),(o)</sup>  | WhiteWater DBR Holdco LLC<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>03/03/2031<br>| &nbsp;&nbsp; 6.549% | 1445423 | &nbsp;&nbsp; 1441809 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **16530492** |
| **Natural Gas 0.0%** | **Natural Gas 0.0%** | **Natural Gas 0.0%** | **Natural Gas 0.0%** |
| AL GCX Fund VIII Holdings LLC<sup>(b),(o)</sup>  | AL GCX Fund VIII Holdings LLC<sup>(b),(o)</sup>  | AL GCX Fund VIII Holdings LLC<sup>(b),(o)</sup>  | AL GCX Fund VIII Holdings LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>01/30/2032<br>| &nbsp;&nbsp; 6.342% | 150396 | &nbsp;&nbsp; 149832 |
| **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** |
| ChampionX Corp.<sup>(b),(o)</sup>  | ChampionX Corp.<sup>(b),(o)</sup>  | ChampionX Corp.<sup>(b),(o)</sup>  | ChampionX Corp.<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>Floor 0.500% <br>06/07/2029<br>| &nbsp;&nbsp; 7.178% | 985000 | &nbsp;&nbsp; 984695 |
| Lealand Finance Co. BV<sup>(b),(c),(o)</sup>  | Lealand Finance Co. BV<sup>(b),(c),(o)</sup>  | Lealand Finance Co. BV<sup>(b),(c),(o)</sup>  | Lealand Finance Co. BV<sup>(b),(c),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>06/30/2027<br>| &nbsp;&nbsp; 7.441% | 8649 | &nbsp;&nbsp; 4324 |
| Lealand Finance Co. BV<sup>(b),(o)</sup>  | Lealand Finance Co. BV<sup>(b),(o)</sup>  | Lealand Finance Co. BV<sup>(b),(o)</sup>  | Lealand Finance Co. BV<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.000% <br>12/30/2027<br>| &nbsp;&nbsp; 5.441% | 129892 | &nbsp;&nbsp; 54425 |
| MRC Global US, Inc.<sup>(b),(c),(o)</sup>  | MRC Global US, Inc.<sup>(b),(c),(o)</sup>  | MRC Global US, Inc.<sup>(b),(c),(o)</sup>  | MRC Global US, Inc.<sup>(b),(c),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>10/29/2031<br>| &nbsp;&nbsp; 7.828% | 2781530 | &nbsp;&nbsp; 2767622 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3811066** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Other Financial Institutions 0.3%** | **Other Financial Institutions 0.3%** | **Other Financial Institutions 0.3%** | **Other Financial Institutions 0.3%** |
| 19th Holdings Golf LLC<sup>(b),(o)</sup>  | 19th Holdings Golf LLC<sup>(b),(o)</sup>  | 19th Holdings Golf LLC<sup>(b),(o)</sup>  | 19th Holdings Golf LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>02/07/2029<br>| &nbsp;&nbsp; 7.682% | 1082301 | &nbsp;&nbsp; 1048479 |
| Acuren Delaware Holdco, Inc.<sup>(b),(o)</sup>  | Acuren Delaware Holdco, Inc.<sup>(b),(o)</sup>  | Acuren Delaware Holdco, Inc.<sup>(b),(o)</sup>  | Acuren Delaware Holdco, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>07/30/2031<br>| &nbsp;&nbsp; 7.077% | 678073 | &nbsp;&nbsp; 677435 |
| BCP VI Summit Holdings LP<sup>(b),(o)</sup>  | BCP VI Summit Holdings LP<sup>(b),(o)</sup>  | BCP VI Summit Holdings LP<sup>(b),(o)</sup>  | BCP VI Summit Holdings LP<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>01/30/2032<br>| &nbsp;&nbsp; 7.827% | 2230950 | &nbsp;&nbsp; 2237643 |
| Chrysaor Bidco SARL<sup>(b),(o),(p),(q)</sup>  | Chrysaor Bidco SARL<sup>(b),(o),(p),(q)</sup>  | Chrysaor Bidco SARL<sup>(b),(o),(p),(q)</sup>  | Chrysaor Bidco SARL<sup>(b),(o),(p),(q)</sup>  |
| Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan | Delayed Draw Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 0.500% <br>10/30/2031<br>| &nbsp;&nbsp; 3.500% | 20988 | &nbsp;&nbsp; 21093 |
| Chrysaor Bidco SARL<sup>(b),(o)</sup>  | Chrysaor Bidco SARL<sup>(b),(o)</sup>  | Chrysaor Bidco SARL<sup>(b),(o)</sup>  | Chrysaor Bidco SARL<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 0.500% <br>10/30/2031<br>| &nbsp;&nbsp; 7.742% | 283089 | &nbsp;&nbsp; 284504 |
| Citco Funding LLC<sup>(b),(o)</sup>  | Citco Funding LLC<sup>(b),(o)</sup>  | Citco Funding LLC<sup>(b),(o)</sup>  | Citco Funding LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.750% <br>Floor 0.500% <br>04/27/2028<br>| &nbsp;&nbsp; 6.934% | 812241 | &nbsp;&nbsp; 814442 |
| FinCo I LLC<sup>(b),(o)</sup>  | FinCo I LLC<sup>(b),(o)</sup>  | FinCo I LLC<sup>(b),(o)</sup>  | FinCo I LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>06/27/2029<br>| &nbsp;&nbsp; 6.577% | 929352 | &nbsp;&nbsp; 930709 |
| GBT Group Services BV<sup>(b),(o)</sup>  | GBT Group Services BV<sup>(b),(o)</sup>  | GBT Group Services BV<sup>(b),(o)</sup>  | GBT Group Services BV<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>07/28/2031<br>| &nbsp;&nbsp; 6.783% | 1995000 | &nbsp;&nbsp; 1992506 |
| Hunter Douglas Holding BV<sup>(b),(o)</sup>  | Hunter Douglas Holding BV<sup>(b),(o)</sup>  | Hunter Douglas Holding BV<sup>(b),(o)</sup>  | Hunter Douglas Holding BV<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>01/17/2032<br>| &nbsp;&nbsp; 7.549% | 2401163 | &nbsp;&nbsp; 2362144 |
| Opal Bidco SAS<sup>(b),(o),(p)</sup>  | Opal Bidco SAS<sup>(b),(o),(p)</sup>  | Opal Bidco SAS<sup>(b),(o),(p)</sup>  | Opal Bidco SAS<sup>(b),(o),(p)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/28/2032<br>| &nbsp;&nbsp; 7.435% | 2696618 | &nbsp;&nbsp; 2697966 |
| Osttra Group Ltd.<sup>(b),(o),(p)</sup>  | Osttra Group Ltd.<sup>(b),(o),(p)</sup>  | Osttra Group Ltd.<sup>(b),(o),(p)</sup>  | Osttra Group Ltd.<sup>(b),(o),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>05/20/2032<br>| &nbsp;&nbsp; 7.833% | 966030 | &nbsp;&nbsp; 966330 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Trans Union LLC<sup>(b),(o)</sup>  | Trans Union LLC<sup>(b),(o)</sup>  | Trans Union LLC<sup>(b),(o)</sup>  | Trans Union LLC<sup>(b),(o)</sup>  |
| Tranche B9 Term Loan | Tranche B9 Term Loan | Tranche B9 Term Loan | Tranche B9 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>06/24/2031<br>| &nbsp;&nbsp; 6.077% | 916602 | &nbsp;&nbsp; 915585 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **14948836** |
| **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** |
| Artera Services LLC<sup>(b),(o)</sup>  | Artera Services LLC<sup>(b),(o)</sup>  | Artera Services LLC<sup>(b),(o)</sup>  | Artera Services LLC<sup>(b),(o)</sup>  |
| Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>02/15/2031<br>| &nbsp;&nbsp; 8.799% | 1041549 | &nbsp;&nbsp; 903544 |
| Brand Industrial Services, Inc.<sup>(b),(o)</sup>  | Brand Industrial Services, Inc.<sup>(b),(o)</sup>  | Brand Industrial Services, Inc.<sup>(b),(o)</sup>  | Brand Industrial Services, Inc.<sup>(b),(o)</sup>  |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>Floor 0.500% <br>08/01/2030<br>| &nbsp;&nbsp; 8.776% | 142107 | &nbsp;&nbsp; 118126 |
| Catawba Nation Gaming Authority<sup>(b),(o)</sup>  | Catawba Nation Gaming Authority<sup>(b),(o)</sup>  | Catawba Nation Gaming Authority<sup>(b),(o)</sup>  | Catawba Nation Gaming Authority<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>03/29/2032<br>| &nbsp;&nbsp; 9.053% | 2811756 | &nbsp;&nbsp; 2822301 |
| Grant Thornton Advisors LLC<sup>(b),(o),(p),(q)</sup>  | Grant Thornton Advisors LLC<sup>(b),(o),(p),(q)</sup>  | Grant Thornton Advisors LLC<sup>(b),(o),(p),(q)</sup>  | Grant Thornton Advisors LLC<sup>(b),(o),(p),(q)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 0.000% <br>06/02/2031<br>| &nbsp;&nbsp; 1.000% | 10621 | &nbsp;&nbsp; 10576 |
| Grant Thornton Advisors LLC<sup>(b),(o)</sup>  | Grant Thornton Advisors LLC<sup>(b),(o)</sup>  | Grant Thornton Advisors LLC<sup>(b),(o)</sup>  | Grant Thornton Advisors LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>06/02/2031<br>| &nbsp;&nbsp; 7.077% | 2530100 | &nbsp;&nbsp; 2519448 |
| Grant Thornton Advisors LLC<sup>(b),(o),(p)</sup>  | Grant Thornton Advisors LLC<sup>(b),(o),(p)</sup>  | Grant Thornton Advisors LLC<sup>(b),(o),(p)</sup>  | Grant Thornton Advisors LLC<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>06/02/2031<br>| &nbsp;&nbsp; 7.327% | 334700 | &nbsp;&nbsp; 334423 |
| Hillman Group, Inc. (The)<sup>(b),(o)</sup>  | Hillman Group, Inc. (The)<sup>(b),(o)</sup>  | Hillman Group, Inc. (The)<sup>(b),(o)</sup>  | Hillman Group, Inc. (The)<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 0.500% <br>07/14/2028<br>| &nbsp;&nbsp; 6.325% | 1352774 | &nbsp;&nbsp; 1349960 |
| WireCo WorldGroup, Inc.<sup>(b),(o)</sup>  | WireCo WorldGroup, Inc.<sup>(b),(o)</sup>  | WireCo WorldGroup, Inc.<sup>(b),(o)</sup>  | WireCo WorldGroup, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>11/13/2028<br>| &nbsp;&nbsp; 8.022% | 1628993 | &nbsp;&nbsp; 1531253 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **9589631** |
| **Other REIT 0.0%** | **Other REIT 0.0%** | **Other REIT 0.0%** | **Other REIT 0.0%** |
| OEG Borrower LLC<sup>(b),(o)</sup>  | OEG Borrower LLC<sup>(b),(o)</sup>  | OEG Borrower LLC<sup>(b),(o)</sup>  | OEG Borrower LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>06/30/2031<br>| &nbsp;&nbsp; 7.795% | 415777 | &nbsp;&nbsp; 413178 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Packaging 0.3%** | **Packaging 0.3%** | **Packaging 0.3%** | **Packaging 0.3%** |
| Anchor Packaging LLC<sup>(b),(o)</sup>  | Anchor Packaging LLC<sup>(b),(o)</sup>  | Anchor Packaging LLC<sup>(b),(o)</sup>  | Anchor Packaging LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>07/18/2029<br>| &nbsp;&nbsp; 7.575% | 2377654 | &nbsp;&nbsp; 2384787 |
| Charter Next Generation, Inc.<sup>(b),(o)</sup>  | Charter Next Generation, Inc.<sup>(b),(o)</sup>  | Charter Next Generation, Inc.<sup>(b),(o)</sup>  | Charter Next Generation, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>11/29/2030<br>| &nbsp;&nbsp; 7.092% | 3590494 | &nbsp;&nbsp; 3595808 |
| Clydesdale Acquisition Holdings, Inc.<sup>(b),(o),(p),(q)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(b),(o),(p),(q)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(b),(o),(p),(q)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(b),(o),(p),(q)</sup>  |
| Delayed Draw Tranche B 1st Lien Term Loan | Delayed Draw Tranche B 1st Lien Term Loan | Delayed Draw Tranche B 1st Lien Term Loan | Delayed Draw Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/01/2032<br>| &nbsp;&nbsp; 0.224% | 6331 | &nbsp;&nbsp; 6279 |
| Clydesdale Acquisition Holdings, Inc.<sup>(b),(o)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(b),(o)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(b),(o)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(b),(o)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.175% <br>Floor 0.500% <br>04/13/2029<br>| &nbsp;&nbsp; 7.502% | 3205621 | &nbsp;&nbsp; 3190683 |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/01/2032<br>| &nbsp;&nbsp; 7.548% | 362134 | &nbsp;&nbsp; 359135 |
| Flint Group Packaging Inks North America Holdings LLC<sup>(b),(o)</sup>  | Flint Group Packaging Inks North America Holdings LLC<sup>(b),(o)</sup>  | Flint Group Packaging Inks North America Holdings LLC<sup>(b),(o)</sup>  | Flint Group Packaging Inks North America Holdings LLC<sup>(b),(o)</sup>  |
| Tranche B 2nd Lien Term Loan  | Tranche B 2nd Lien Term Loan  | Tranche B 2nd Lien Term Loan  | Tranche B 2nd Lien Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 0.100% <br>12/31/2027<br>| &nbsp;&nbsp; 4.641% | 990862 | &nbsp;&nbsp; 96609 |
| Tranche B Term Loan  | Tranche B Term Loan  | Tranche B Term Loan  | Tranche B Term Loan  |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>12/31/2026<br>| &nbsp;&nbsp; 8.791% | 1283553 | &nbsp;&nbsp; 1226859 |
| LC Ahab US Bidco LLC<sup>(b),(o)</sup>  | LC Ahab US Bidco LLC<sup>(b),(o)</sup>  | LC Ahab US Bidco LLC<sup>(b),(o)</sup>  | LC Ahab US Bidco LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>05/01/2031<br>| &nbsp;&nbsp; 7.327% | 2495376 | &nbsp;&nbsp; 2457945 |
| Mauser Packaging Solutions Holding Co.<sup>(b),(o)</sup>  | Mauser Packaging Solutions Holding Co.<sup>(b),(o)</sup>  | Mauser Packaging Solutions Holding Co.<sup>(b),(o)</sup>  | Mauser Packaging Solutions Holding Co.<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>04/15/2027<br>| &nbsp;&nbsp; 7.324% | 766037 | &nbsp;&nbsp; 761012 |
| Tosca Services LLC<sup>(b),(o)</sup>  | Tosca Services LLC<sup>(b),(o)</sup>  | Tosca Services LLC<sup>(b),(o)</sup>  | Tosca Services LLC<sup>(b),(o)</sup>  |
| Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan | Tranche A Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 5.500% <br>11/30/2028<br>| &nbsp;&nbsp; 9.823% | 789408 | &nbsp;&nbsp; 792368 |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.500% <br>11/30/2028<br>| &nbsp;&nbsp; 5.923% | 986640 | &nbsp;&nbsp; 884523 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **15756008** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Verde Purchaser LLC<sup>(b),(o)</sup>  | Verde Purchaser LLC<sup>(b),(o)</sup>  | Verde Purchaser LLC<sup>(b),(o)</sup>  | Verde Purchaser LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>11/30/2030<br>| &nbsp;&nbsp; 8.299% | 2109564 | &nbsp;&nbsp; 2109269 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** |
| Elanco Animal Health, Inc.<sup>(b),(o)</sup>  | Elanco Animal Health, Inc.<sup>(b),(o)</sup>  | Elanco Animal Health, Inc.<sup>(b),(o)</sup>  | Elanco Animal Health, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>08/01/2027<br>| &nbsp;&nbsp; 6.174% | 758922 | &nbsp;&nbsp; 757655 |
| **Property & Casualty 0.4%** | **Property & Casualty 0.4%** | **Property & Casualty 0.4%** | **Property & Casualty 0.4%** |
| Acrisure LLC<sup>(b),(o)</sup>  | Acrisure LLC<sup>(b),(o)</sup>  | Acrisure LLC<sup>(b),(o)</sup>  | Acrisure LLC<sup>(b),(o)</sup>  |
| Tranche B6 1st Lien Term Loan | Tranche B6 1st Lien Term Loan | Tranche B6 1st Lien Term Loan | Tranche B6 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>11/06/2030<br>| &nbsp;&nbsp; 7.327% | 1398967 | &nbsp;&nbsp; 1388768 |
| Alliant Holdings Intermediate LLC<sup>(b),(o),(p)</sup>  | Alliant Holdings Intermediate LLC<sup>(b),(o),(p)</sup>  | Alliant Holdings Intermediate LLC<sup>(b),(o),(p)</sup>  | Alliant Holdings Intermediate LLC<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>09/19/2031<br>| &nbsp;&nbsp; 7.075% | 2534489 | &nbsp;&nbsp; 2523008 |
| AmWINS Group, Inc.<sup>(b),(o)</sup>  | AmWINS Group, Inc.<sup>(b),(o)</sup>  | AmWINS Group, Inc.<sup>(b),(o)</sup>  | AmWINS Group, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>01/30/2032<br>| &nbsp;&nbsp; 6.577% | 997500 | &nbsp;&nbsp; 996034 |
| AssuredPartners, Inc.<sup>(b),(o)</sup>  | AssuredPartners, Inc.<sup>(b),(o)</sup>  | AssuredPartners, Inc.<sup>(b),(o)</sup>  | AssuredPartners, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>Floor 0.500% <br>02/14/2031<br>| &nbsp;&nbsp; 7.827% | 2691632 | &nbsp;&nbsp; 2695131 |
| Asurion LLC<sup>(b),(o)</sup>  | Asurion LLC<sup>(b),(o)</sup>  | Asurion LLC<sup>(b),(o)</sup>  | Asurion LLC<sup>(b),(o)</sup>  |
| Tranche B12 1st Lien Term Loan | Tranche B12 1st Lien Term Loan | Tranche B12 1st Lien Term Loan | Tranche B12 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>09/19/2030<br>| &nbsp;&nbsp; 8.577% | 1033722 | &nbsp;&nbsp; 1020965 |
| Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>12/23/2026<br>| &nbsp;&nbsp; 7.691% | 613284 | &nbsp;&nbsp; 612475 |
| Broadstreet Partners, Inc.<sup>(b),(o)</sup>  | Broadstreet Partners, Inc.<sup>(b),(o)</sup>  | Broadstreet Partners, Inc.<sup>(b),(o)</sup>  | Broadstreet Partners, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>06/13/2031<br>| &nbsp;&nbsp; 7.327% | 3696132 | &nbsp;&nbsp; 3698793 |
| Hub International Ltd.<sup>(b),(o)</sup>  | Hub International Ltd.<sup>(b),(o)</sup>  | Hub International Ltd.<sup>(b),(o)</sup>  | Hub International Ltd.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>06/20/2030<br>| &nbsp;&nbsp; 6.769% | 2889273 | &nbsp;&nbsp; 2888204 |
| &nbsp;&nbsp; Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub <br> Ltd.<sup>(b),(o)</sup>  | &nbsp;&nbsp; Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub <br> Ltd.<sup>(b),(o)</sup>  | &nbsp;&nbsp; Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub <br> Ltd.<sup>(b),(o)</sup>  | &nbsp;&nbsp; Sedgwick Claims Management Services, Inc./Lightning Cayman Merger Sub <br> Ltd.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>07/31/2031<br>| &nbsp;&nbsp; 7.327% | 3412657 | &nbsp;&nbsp; 3415012 |
| Truist Insurance Holdings LLC<sup>(b),(o)</sup>  | Truist Insurance Holdings LLC<sup>(b),(o)</sup>  | Truist Insurance Holdings LLC<sup>(b),(o)</sup>  | Truist Insurance Holdings LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>05/06/2031<br>| &nbsp;&nbsp; 7.049% | 996041 | &nbsp;&nbsp; 993132 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| USI, Inc.<sup>(b),(o)</sup>  | USI, Inc.<sup>(b),(o)</sup>  | USI, Inc.<sup>(b),(o)</sup>  | USI, Inc.<sup>(b),(o)</sup>  |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>09/29/2030<br>| &nbsp;&nbsp; 6.549% | 1075544 | &nbsp;&nbsp; 1070037 |
| Tranche D Term Loan | Tranche D Term Loan | Tranche D Term Loan | Tranche D Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>11/21/2029<br>| &nbsp;&nbsp; 6.549% | 1660973 | &nbsp;&nbsp; 1655011 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **22956570** |
| **Restaurants 0.1%** | **Restaurants 0.1%** | **Restaurants 0.1%** | **Restaurants 0.1%** |
| Dave & Buster's, Inc.<sup>(b),(o)</sup>  | Dave & Buster's, Inc.<sup>(b),(o)</sup>  | Dave & Buster's, Inc.<sup>(b),(o)</sup>  | Dave & Buster's, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>06/29/2029<br>| &nbsp;&nbsp; 7.563% | 1129743 | &nbsp;&nbsp; 1070556 |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>11/01/2031<br>| &nbsp;&nbsp; 7.563% | 1279070 | &nbsp;&nbsp; 1205383 |
| IRB Holding Corp.<sup>(b),(o)</sup>  | IRB Holding Corp.<sup>(b),(o)</sup>  | IRB Holding Corp.<sup>(b),(o)</sup>  | IRB Holding Corp.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>12/15/2027<br>| &nbsp;&nbsp; 6.827% | 3028466 | &nbsp;&nbsp; 3024074 |
| Whatabrands LLC<sup>(b),(o)</sup>  | Whatabrands LLC<sup>(b),(o)</sup>  | Whatabrands LLC<sup>(b),(o)</sup>  | Whatabrands LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>08/03/2028<br>| &nbsp;&nbsp; 6.827% | 3132364 | &nbsp;&nbsp; 3122842 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **8422855** |
| **Retailers 0.2%** | **Retailers 0.2%** | **Retailers 0.2%** | **Retailers 0.2%** |
| Belron Finance 2019 LLC<sup>(b),(o)</sup>  | Belron Finance 2019 LLC<sup>(b),(o)</sup>  | Belron Finance 2019 LLC<sup>(b),(o)</sup>  | Belron Finance 2019 LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>Floor 0.500% <br>10/16/2031<br>| &nbsp;&nbsp; 7.049% | 2508539 | &nbsp;&nbsp; 2516692 |
| Great Outdoors Group LLC<sup>(b),(o)</sup>  | Great Outdoors Group LLC<sup>(b),(o)</sup>  | Great Outdoors Group LLC<sup>(b),(o)</sup>  | Great Outdoors Group LLC<sup>(b),(o)</sup>  |
| Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.750% <br>01/23/2032<br>| &nbsp;&nbsp; 7.577% | 3737102 | &nbsp;&nbsp; 3701599 |
| Harbor Freight Tools USA, Inc.<sup>(b),(o)</sup>  | Harbor Freight Tools USA, Inc.<sup>(b),(o)</sup>  | Harbor Freight Tools USA, Inc.<sup>(b),(o)</sup>  | Harbor Freight Tools USA, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>06/11/2031<br>| &nbsp;&nbsp; 6.577% | 899792 | &nbsp;&nbsp; 867778 |
| PetSmart LLC<sup>(b),(o)</sup>  | PetSmart LLC<sup>(b),(o)</sup>  | PetSmart LLC<sup>(b),(o)</sup>  | PetSmart LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.750% <br>02/11/2028<br>| &nbsp;&nbsp; 8.177% | 2149935 | &nbsp;&nbsp; 2139637 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Restoration Hardware, Inc.<sup>(b),(o)</sup>  | Restoration Hardware, Inc.<sup>(b),(o)</sup>  | Restoration Hardware, Inc.<sup>(b),(o)</sup>  | Restoration Hardware, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>Floor 0.500% <br>10/20/2028<br>| &nbsp;&nbsp; 6.941% | 744872 | &nbsp;&nbsp; 707815 |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.500% <br>10/20/2028<br>| &nbsp;&nbsp; 7.677% | 977444 | &nbsp;&nbsp; 936772 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10870293** |
| **Technology 2.1%** | **Technology 2.1%** | **Technology 2.1%** | **Technology 2.1%** |
| Adeia, Inc.<sup>(b),(o)</sup>  | Adeia, Inc.<sup>(b),(o)</sup>  | Adeia, Inc.<sup>(b),(o)</sup>  | Adeia, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>06/08/2028<br>| &nbsp;&nbsp; 6.827% | 2369718 | &nbsp;&nbsp; 2363793 |
| Ahead DB Holdings LLC<sup>(b),(o)</sup>  | Ahead DB Holdings LLC<sup>(b),(o)</sup>  | Ahead DB Holdings LLC<sup>(b),(o)</sup>  | Ahead DB Holdings LLC<sup>(b),(o)</sup>  |
| Tranche B4 1st Lien Term Loan | Tranche B4 1st Lien Term Loan | Tranche B4 1st Lien Term Loan | Tranche B4 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>Floor 0.750% <br>02/01/2031<br>| &nbsp;&nbsp; 7.299% | 1989350 | &nbsp;&nbsp; 1989628 |
| Applied Systems, Inc.<sup>(b),(o)</sup>  | Applied Systems, Inc.<sup>(b),(o)</sup>  | Applied Systems, Inc.<sup>(b),(o)</sup>  | Applied Systems, Inc.<sup>(b),(o)</sup>  |
| Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan | Tranche B1 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>02/24/2031<br>| &nbsp;&nbsp; 6.799% | 1542250 | &nbsp;&nbsp; 1547077 |
| Ascend Learning LLC<sup>(b),(o)</sup>  | Ascend Learning LLC<sup>(b),(o)</sup>  | Ascend Learning LLC<sup>(b),(o)</sup>  | Ascend Learning LLC<sup>(b),(o)</sup>  |
| 2nd Lien Term Loan | 2nd Lien Term Loan | 2nd Lien Term Loan | 2nd Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 5.750% <br>Floor 0.500% <br>12/10/2029<br>| &nbsp;&nbsp; 10.177% | 824339 | &nbsp;&nbsp; 817382 |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>12/11/2028<br>| &nbsp;&nbsp; 7.327% | 3497035 | &nbsp;&nbsp; 3478816 |
| athenahealth Group, Inc.<sup>(b),(o)</sup>  | athenahealth Group, Inc.<sup>(b),(o)</sup>  | athenahealth Group, Inc.<sup>(b),(o)</sup>  | athenahealth Group, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>02/15/2029<br>| &nbsp;&nbsp; 7.327% | 3588264 | &nbsp;&nbsp; 3570969 |
| Atlas CC Acquisition Corp.<sup>(b),(o)</sup>  | Atlas CC Acquisition Corp.<sup>(b),(o)</sup>  | Atlas CC Acquisition Corp.<sup>(b),(o)</sup>  | Atlas CC Acquisition Corp.<sup>(b),(o)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.750% <br>05/25/2028<br>| &nbsp;&nbsp; 8.844% | 1672507 | &nbsp;&nbsp; 893604 |
| Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan | Tranche C 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.750% <br>05/25/2028<br>| &nbsp;&nbsp; 8.844% | 340171 | &nbsp;&nbsp; 181750 |
| Avaya, Inc.<sup>(b),(o)</sup>  | Avaya, Inc.<sup>(b),(o)</sup>  | Avaya, Inc.<sup>(b),(o)</sup>  | Avaya, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 7.500% <br>Floor 1.000% <br>08/01/2028<br>| &nbsp;&nbsp; 11.827% | 1288309 | &nbsp;&nbsp; 1012392 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Barracuda Parent LLC<sup>(b),(o)</sup>  | Barracuda Parent LLC<sup>(b),(o)</sup>  | Barracuda Parent LLC<sup>(b),(o)</sup>  | Barracuda Parent LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>Floor 0.500% <br>08/15/2029<br>| &nbsp;&nbsp; 8.780% | 2704612 | &nbsp;&nbsp; 2285397 |
| BCPE Pequod Buyer, Inc.<sup>(b),(o)</sup>  | BCPE Pequod Buyer, Inc.<sup>(b),(o)</sup>  | BCPE Pequod Buyer, Inc.<sup>(b),(o)</sup>  | BCPE Pequod Buyer, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>11/25/2031<br>| &nbsp;&nbsp; 7.577% | 1615982 | &nbsp;&nbsp; 1619214 |
| Boost Newco Borrower LLC<sup>(b),(o)</sup>  | Boost Newco Borrower LLC<sup>(b),(o)</sup>  | Boost Newco Borrower LLC<sup>(b),(o)</sup>  | Boost Newco Borrower LLC<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>01/31/2031<br>| &nbsp;&nbsp; 6.299% | 2375992 | &nbsp;&nbsp; 2377489 |
| Boxer Parent Co., Inc.<sup>(b),(o)</sup>  | Boxer Parent Co., Inc.<sup>(b),(o)</sup>  | Boxer Parent Co., Inc.<sup>(b),(o)</sup>  | Boxer Parent Co., Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>07/30/2031<br>| &nbsp;&nbsp; 7.333% | 2531257 | &nbsp;&nbsp; 2511868 |
| Camelot US Acquisition LLC<sup>(b),(o)</sup>  | Camelot US Acquisition LLC<sup>(b),(o)</sup>  | Camelot US Acquisition LLC<sup>(b),(o)</sup>  | Camelot US Acquisition LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>01/31/2031<br>| &nbsp;&nbsp; 7.077% | 1656296 | &nbsp;&nbsp; 1631966 |
| Central Parent LLC<sup>(b),(o)</sup>  | Central Parent LLC<sup>(b),(o)</sup>  | Central Parent LLC<sup>(b),(o)</sup>  | Central Parent LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>07/06/2029<br>| &nbsp;&nbsp; 7.549% | 4832432 | &nbsp;&nbsp; 4293084 |
| Cloud Software Group, Inc.<sup>(b),(o)</sup>  | Cloud Software Group, Inc.<sup>(b),(o)</sup>  | Cloud Software Group, Inc.<sup>(b),(o)</sup>  | Cloud Software Group, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>03/21/2031<br>| &nbsp;&nbsp; 8.049% | 1126447 | &nbsp;&nbsp; 1123101 |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 0.500% <br>03/29/2029<br>| &nbsp;&nbsp; 7.799% | 2694075 | &nbsp;&nbsp; 2685669 |
| Cloudera, Inc.<sup>(b),(o)</sup>  | Cloudera, Inc.<sup>(b),(o)</sup>  | Cloudera, Inc.<sup>(b),(o)</sup>  | Cloudera, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.500% <br>10/08/2028<br>| &nbsp;&nbsp; 8.177% | 2629175 | &nbsp;&nbsp; 2601779 |
| Coherent Corp.<sup>(b),(o)</sup>  | Coherent Corp.<sup>(b),(o)</sup>  | Coherent Corp.<sup>(b),(o)</sup>  | Coherent Corp.<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>Floor 0.500% <br>07/02/2029<br>| &nbsp;&nbsp; 6.327% | 1600929 | &nbsp;&nbsp; 1602931 |
| CoreLogic, Inc.<sup>(b),(o)</sup>  | CoreLogic, Inc.<sup>(b),(o)</sup>  | CoreLogic, Inc.<sup>(b),(o)</sup>  | CoreLogic, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>Floor 0.500% <br>06/02/2028<br>| &nbsp;&nbsp; 7.941% | 2768602 | &nbsp;&nbsp; 2726381 |
| Cotiviti, Inc.<sup>(b),(o)</sup>  | Cotiviti, Inc.<sup>(b),(o)</sup>  | Cotiviti, Inc.<sup>(b),(o)</sup>  | Cotiviti, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>05/01/2031<br>| &nbsp;&nbsp; 7.074% | 3211671 | &nbsp;&nbsp; 3193621 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| DCert Buyer, Inc.<sup>(b),(o)</sup>  | DCert Buyer, Inc.<sup>(b),(o)</sup>  | DCert Buyer, Inc.<sup>(b),(o)</sup>  | DCert Buyer, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>10/16/2026<br>| &nbsp;&nbsp; 8.327% | 3003443 | &nbsp;&nbsp; 2960734 |
| DS Admiral Bidco LLC<sup>(b),(o)</sup>  | DS Admiral Bidco LLC<sup>(b),(o)</sup>  | DS Admiral Bidco LLC<sup>(b),(o)</sup>  | DS Admiral Bidco LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>06/26/2031<br>| &nbsp;&nbsp; 8.549% | 994964 | &nbsp;&nbsp; 976308 |
| Dun & Bradstreet Corp. (The)<sup>(b),(o)</sup>  | Dun & Bradstreet Corp. (The)<sup>(b),(o)</sup>  | Dun & Bradstreet Corp. (The)<sup>(b),(o)</sup>  | Dun & Bradstreet Corp. (The)<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>01/18/2029<br>| &nbsp;&nbsp; 6.575% | 2853658 | &nbsp;&nbsp; 2851261 |
| Ellucian Holdings, Inc.<sup>(b),(o)</sup>  | Ellucian Holdings, Inc.<sup>(b),(o)</sup>  | Ellucian Holdings, Inc.<sup>(b),(o)</sup>  | Ellucian Holdings, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>10/09/2029<br>| &nbsp;&nbsp; 7.327% | 2822227 | &nbsp;&nbsp; 2824230 |
| Everi Holdings, Inc.<sup>(b),(o)</sup>  | Everi Holdings, Inc.<sup>(b),(o)</sup>  | Everi Holdings, Inc.<sup>(b),(o)</sup>  | Everi Holdings, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>Floor 0.500% <br>08/03/2028<br>| &nbsp;&nbsp; 6.941% | 1763802 | &nbsp;&nbsp; 1763396 |
| Flash Charm, Inc.<sup>(b),(o)</sup>  | Flash Charm, Inc.<sup>(b),(o)</sup>  | Flash Charm, Inc.<sup>(b),(o)</sup>  | Flash Charm, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>Floor 0.750% <br>03/02/2028<br>| &nbsp;&nbsp; 7.776% | 2673201 | &nbsp;&nbsp; 2534542 |
| Fortress Intermediate 3, Inc.<sup>(b),(o)</sup>  | Fortress Intermediate 3, Inc.<sup>(b),(o)</sup>  | Fortress Intermediate 3, Inc.<sup>(b),(o)</sup>  | Fortress Intermediate 3, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>06/27/2031<br>| &nbsp;&nbsp; 7.827% | 2387217 | &nbsp;&nbsp; 2387217 |
| Gen Digital, Inc.<sup>(b),(o)</sup>  | Gen Digital, Inc.<sup>(b),(o)</sup>  | Gen Digital, Inc.<sup>(b),(o)</sup>  | Gen Digital, Inc.<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 0.500% <br>09/12/2029<br>| &nbsp;&nbsp; 6.077% | 1921648 | &nbsp;&nbsp; 1918766 |
| Genesys Cloud Services Holdings I LLC<sup>(b),(o)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(b),(o)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(b),(o)</sup>  | Genesys Cloud Services Holdings I LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>01/30/2032<br>| &nbsp;&nbsp; 6.827% | 1695750 | &nbsp;&nbsp; 1689696 |
| Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL<sup>(b),(o)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL<sup>(b),(o)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL<sup>(b),(o)</sup>  | Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>07/18/2030<br>| &nbsp;&nbsp; 7.799% | 1527544 | &nbsp;&nbsp; 1524994 |
| Icon Parent I, Inc.<sup>(b),(o)</sup>  | Icon Parent I, Inc.<sup>(b),(o)</sup>  | Icon Parent I, Inc.<sup>(b),(o)</sup>  | Icon Parent I, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 3.000% <br>11/13/2031<br>| &nbsp;&nbsp; 7.205% | 1006430 | &nbsp;&nbsp; 1005091 |
| Idemia Group SAS<sup>(b),(o)</sup>  | Idemia Group SAS<sup>(b),(o)</sup>  | Idemia Group SAS<sup>(b),(o)</sup>  | Idemia Group SAS<sup>(b),(o)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.250% <br>Floor 0.750% <br>09/30/2028<br>| &nbsp;&nbsp; 8.549% | 2722216 | &nbsp;&nbsp; 2723931 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| IGT Holding IV AB<sup>(b),(o)</sup>  | IGT Holding IV AB<sup>(b),(o)</sup>  | IGT Holding IV AB<sup>(b),(o)</sup>  | IGT Holding IV AB<sup>(b),(o)</sup>  |
| Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan | Tranche B5 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>09/01/2031<br>| &nbsp;&nbsp; 7.782% | 3024298 | &nbsp;&nbsp; 3024298 |
| Informatica LLC<sup>(b),(o)</sup>  | Informatica LLC<sup>(b),(o)</sup>  | Informatica LLC<sup>(b),(o)</sup>  | Informatica LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>10/27/2028<br>| &nbsp;&nbsp; 6.577% | 2206770 | &nbsp;&nbsp; 2212971 |
| ION Trading Finance Ltd.<sup>(b),(o)</sup>  | ION Trading Finance Ltd.<sup>(b),(o)</sup>  | ION Trading Finance Ltd.<sup>(b),(o)</sup>  | ION Trading Finance Ltd.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.500% <br>04/01/2028<br>| &nbsp;&nbsp; 7.799% | 540226 | &nbsp;&nbsp; 539356 |
| Leia Finco US LLC<sup>(b),(o)</sup>  | Leia Finco US LLC<sup>(b),(o)</sup>  | Leia Finco US LLC<sup>(b),(o)</sup>  | Leia Finco US LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>10/09/2031<br>| &nbsp;&nbsp; 7.458% | 1906403 | &nbsp;&nbsp; 1904878 |
| Loyalty Ventures, Inc.<sup>(c),(o),(r)</sup>  | Loyalty Ventures, Inc.<sup>(c),(o),(r)</sup>  | Loyalty Ventures, Inc.<sup>(c),(o),(r)</sup>  | Loyalty Ventures, Inc.<sup>(c),(o),(r)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| 11/03/2027 | &nbsp;&nbsp; 14.000% | 1604304 | &nbsp;&nbsp; 112301 |
| Lummus Technology Holdings V LLC<sup>(b),(o)</sup>  | Lummus Technology Holdings V LLC<sup>(b),(o)</sup>  | Lummus Technology Holdings V LLC<sup>(b),(o)</sup>  | Lummus Technology Holdings V LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>12/31/2029<br>| &nbsp;&nbsp; 7.327% | 3496678 | &nbsp;&nbsp; 3503776 |
| McAfee Corp.<sup>(b),(o)</sup>  | McAfee Corp.<sup>(b),(o)</sup>  | McAfee Corp.<sup>(b),(o)</sup>  | McAfee Corp.<sup>(b),(o)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/01/2029<br>| &nbsp;&nbsp; 7.329% | 3489600 | &nbsp;&nbsp; 3351760 |
| Mitchell International, Inc.<sup>(b),(o)</sup>  | Mitchell International, Inc.<sup>(b),(o)</sup>  | Mitchell International, Inc.<sup>(b),(o)</sup>  | Mitchell International, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>06/17/2031<br>| &nbsp;&nbsp; 7.577% | 2825490 | &nbsp;&nbsp; 2814301 |
| Mitnick Corporate Purchaser, Inc.<sup>(b),(o)</sup>  | Mitnick Corporate Purchaser, Inc.<sup>(b),(o)</sup>  | Mitnick Corporate Purchaser, Inc.<sup>(b),(o)</sup>  | Mitnick Corporate Purchaser, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>Floor 0.500% <br>05/02/2029<br>| &nbsp;&nbsp; 8.880% | 772279 | &nbsp;&nbsp; 513288 |
| Natel Engineering Co., Inc.<sup>(b),(c),(o)</sup>  | Natel Engineering Co., Inc.<sup>(b),(c),(o)</sup>  | Natel Engineering Co., Inc.<sup>(b),(c),(o)</sup>  | Natel Engineering Co., Inc.<sup>(b),(c),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 6.250% <br>Floor 1.000% <br>04/30/2026<br>| &nbsp;&nbsp; 10.691% | 2398314 | &nbsp;&nbsp; 2206449 |
| Neptune BidCo US, Inc.<sup>(b),(o)</sup>  | Neptune BidCo US, Inc.<sup>(b),(o)</sup>  | Neptune BidCo US, Inc.<sup>(b),(o)</sup>  | Neptune BidCo US, Inc.<sup>(b),(o)</sup>  |
| Tranche A 1st Lien Term Loan | Tranche A 1st Lien Term Loan | Tranche A 1st Lien Term Loan | Tranche A 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>10/11/2028<br>| &nbsp;&nbsp; 9.080% | 920168 | &nbsp;&nbsp; 857404 |
| Nielsen Consumer, Inc.<sup>(b),(o)</sup>  | Nielsen Consumer, Inc.<sup>(b),(o)</sup>  | Nielsen Consumer, Inc.<sup>(b),(o)</sup>  | Nielsen Consumer, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>03/06/2028<br>| &nbsp;&nbsp; 7.827% | 3368642 | &nbsp;&nbsp; 3358805 |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Peraton Corp.<sup>(b),(o)</sup>  | Peraton Corp.<sup>(b),(o)</sup>  | Peraton Corp.<sup>(b),(o)</sup>  | Peraton Corp.<sup>(b),(o)</sup>  |
| Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan | Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.750% <br>Floor 0.750% <br>02/01/2028<br>| &nbsp;&nbsp; 8.177% | 2815109 | &nbsp;&nbsp; 2434056 |
| PointClickCare Technologies, Inc.<sup>(b),(o)</sup>  | PointClickCare Technologies, Inc.<sup>(b),(o)</sup>  | PointClickCare Technologies, Inc.<sup>(b),(o)</sup>  | PointClickCare Technologies, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>11/03/2031<br>| &nbsp;&nbsp; 7.549% | 2695000 | &nbsp;&nbsp; 2698369 |
| Project Boost Purchaser LLC<sup>(b),(o)</sup>  | Project Boost Purchaser LLC<sup>(b),(o)</sup>  | Project Boost Purchaser LLC<sup>(b),(o)</sup>  | Project Boost Purchaser LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>07/16/2031<br>| &nbsp;&nbsp; 7.299% | 2457939 | &nbsp;&nbsp; 2453465 |
| Proofpoint, Inc.<sup>(b),(o),(p)</sup>  | Proofpoint, Inc.<sup>(b),(o),(p)</sup>  | Proofpoint, Inc.<sup>(b),(o),(p)</sup>  | Proofpoint, Inc.<sup>(b),(o),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>Floor 0.500% <br>08/31/2028<br>| &nbsp;&nbsp; 7.327% | 3761263 | &nbsp;&nbsp; 3757614 |
| Rackspace Finance LLC<sup>(b),(o)</sup>  | Rackspace Finance LLC<sup>(b),(o)</sup>  | Rackspace Finance LLC<sup>(b),(o)</sup>  | Rackspace Finance LLC<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>Floor 0.750% <br>05/15/2028<br>| &nbsp;&nbsp; 7.197% | 833263 | &nbsp;&nbsp; 371727 |
| Sabre GLBL, Inc.<sup>(b),(o)</sup>  | Sabre GLBL, Inc.<sup>(b),(o)</sup>  | Sabre GLBL, Inc.<sup>(b),(o)</sup>  | Sabre GLBL, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.250% <br>Floor 0.500% <br>06/30/2028<br>| &nbsp;&nbsp; 8.677% | 31626 | &nbsp;&nbsp; 30934 |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>Floor 0.500% <br>12/17/2027<br>| &nbsp;&nbsp; 7.941% | 420077 | &nbsp;&nbsp; 408000 |
| &nbsp;&nbsp; 1-month Term SOFR + 6.000% <br>Floor 0.500% <br>11/15/2029<br>| &nbsp;&nbsp; 10.427% | 1269307 | &nbsp;&nbsp; 1254494 |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>Floor 0.500% <br>12/17/2027<br>| &nbsp;&nbsp; 7.941% | 239556 | &nbsp;&nbsp; 232669 |
| &nbsp;&nbsp; 1-month Term SOFR + 6.000% <br>Floor 0.500% <br>11/15/2029<br>| &nbsp;&nbsp; 10.427% | 833974 | &nbsp;&nbsp; 786021 |
| Sophos Holdings SARL<sup>(b),(o)</sup>  | Sophos Holdings SARL<sup>(b),(o)</sup>  | Sophos Holdings SARL<sup>(b),(o)</sup>  | Sophos Holdings SARL<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.500% <br>03/05/2027<br>| &nbsp;&nbsp; 7.943% | 567582 | &nbsp;&nbsp; 568791 |
| Sovos Compliance, LLC<sup>(b),(o)</sup>  | Sovos Compliance, LLC<sup>(b),(o)</sup>  | Sovos Compliance, LLC<sup>(b),(o)</sup>  | Sovos Compliance, LLC<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>08/13/2029<br>| &nbsp;&nbsp; 8.327% | 3130539 | &nbsp;&nbsp; 3128974 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| SS&C Technologies Holdings, Inc.<sup>(b),(o)</sup>  | SS&C Technologies Holdings, Inc.<sup>(b),(o)</sup>  | SS&C Technologies Holdings, Inc.<sup>(b),(o)</sup>  | SS&C Technologies Holdings, Inc.<sup>(b),(o)</sup>  |
| Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>05/09/2031<br>| &nbsp;&nbsp; 6.327% | 958651 | &nbsp;&nbsp; 961766 |
| Storable, Inc.<sup>(b),(o)</sup>  | Storable, Inc.<sup>(b),(o)</sup>  | Storable, Inc.<sup>(b),(o)</sup>  | Storable, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>04/16/2031<br>| &nbsp;&nbsp; 7.577% | 920747 | &nbsp;&nbsp; 919762 |
| UKG, Inc.<sup>(b),(o)</sup>  | UKG, Inc.<sup>(b),(o)</sup>  | UKG, Inc.<sup>(b),(o)</sup>  | UKG, Inc.<sup>(b),(o)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>02/10/2031<br>| &nbsp;&nbsp; 7.329% | 3011494 | &nbsp;&nbsp; 3016313 |
| Ultra Clean Holdings, Inc.<sup>(b),(o)</sup>  | Ultra Clean Holdings, Inc.<sup>(b),(o)</sup>  | Ultra Clean Holdings, Inc.<sup>(b),(o)</sup>  | Ultra Clean Holdings, Inc.<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>02/25/2028<br>| &nbsp;&nbsp; 7.577% | 1560797 | &nbsp;&nbsp; 1564699 |
| Virtusa Corp.<sup>(b),(o)</sup>  | Virtusa Corp.<sup>(b),(o)</sup>  | Virtusa Corp.<sup>(b),(o)</sup>  | Virtusa Corp.<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.750% <br>02/15/2029<br>| &nbsp;&nbsp; 7.577% | 2584048 | &nbsp;&nbsp; 2585340 |
| VS Buyer LLC<sup>(b),(o)</sup>  | VS Buyer LLC<sup>(b),(o)</sup>  | VS Buyer LLC<sup>(b),(o)</sup>  | VS Buyer LLC<sup>(b),(o)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.750% <br>04/12/2031<br>| &nbsp;&nbsp; 7.019% | 395516 | &nbsp;&nbsp; 395516 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **121636174** |
| **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** |
| Apple Bidco LLC<sup>(b),(o),(p)</sup>  | Apple Bidco LLC<sup>(b),(o),(p)</sup>  | Apple Bidco LLC<sup>(b),(o),(p)</sup>  | Apple Bidco LLC<sup>(b),(o),(p)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>09/23/2031<br>| &nbsp;&nbsp; 6.827% | 3033242 | &nbsp;&nbsp; 3012525 |
| Brown Group Holding LLC<sup>(b),(o)</sup>  | Brown Group Holding LLC<sup>(b),(o)</sup>  | Brown Group Holding LLC<sup>(b),(o)</sup>  | Brown Group Holding LLC<sup>(b),(o)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>Floor 0.500% <br>07/01/2031<br>| &nbsp;&nbsp; 6.806% | 2012736 | &nbsp;&nbsp; 2005470 |
| First Student Bidco, Inc.<sup>(b),(o)</sup>  | First Student Bidco, Inc.<sup>(b),(o)</sup>  | First Student Bidco, Inc.<sup>(b),(o)</sup>  | First Student Bidco, Inc.<sup>(b),(o)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>07/21/2028<br>| &nbsp;&nbsp; 6.799% | 1647005 | &nbsp;&nbsp; 1646543 |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>Floor 0.500% <br>07/21/2028<br>| &nbsp;&nbsp; 6.799% | 996008 | &nbsp;&nbsp; 996008 |
| Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan | Tranche C Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>07/21/2028<br>| &nbsp;&nbsp; 6.799% | 503708 | &nbsp;&nbsp; 503567 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **8164113** |

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Wireless 0.1%** | **Wireless 0.1%** | **Wireless 0.1%** | **Wireless 0.1%** | **Wireless 0.1%** |
| Crown Subsea Communications Holding, Inc.<sup>(b),(o),(p)</sup>  | Crown Subsea Communications Holding, Inc.<sup>(b),(o),(p)</sup>  | Crown Subsea Communications Holding, Inc.<sup>(b),(o),(p)</sup>  | Crown Subsea Communications Holding, Inc.<sup>(b),(o),(p)</sup>  | Crown Subsea Communications Holding, Inc.<sup>(b),(o),(p)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.000% <br>Floor 0.750% <br>01/30/2031<br>| &nbsp;&nbsp; 8.324% |  | 3056517 | &nbsp;&nbsp; 3067031 |
| &nbsp;&nbsp; Total Senior Loans <br>(Cost $576,317,872) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $576,317,872) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $576,317,872) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $576,317,872) | &nbsp;&nbsp; **565608493** |
| **Treasury Bills**<sup>(l)</sup> **0.5%** | **Treasury Bills**<sup>(l)</sup> **0.5%** | **Treasury Bills**<sup>(l)</sup> **0.5%** | **Treasury Bills**<sup>(l)</sup> **0.5%** | **Treasury Bills**<sup>(l)</sup> **0.5%** |
| **Issuer** | **Yield** |  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Egypt 0.5%** | **Egypt 0.5%** | **Egypt 0.5%** | **Egypt 0.5%** | **Egypt 0.5%** |
| Egypt Treasury Bills | Egypt Treasury Bills | Egypt Treasury Bills | Egypt Treasury Bills | Egypt Treasury Bills |
| 06/17/2025 | &nbsp;&nbsp; 25.320% | EGP | 646075000 | &nbsp;&nbsp; 12823712 |
| 07/15/2025 | &nbsp;&nbsp; 26.220% | EGP | 965950000 | &nbsp;&nbsp; 18791205 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **31614917** |
| &nbsp;&nbsp; Total Treasury Bills <br>(Cost $31,063,287) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $31,063,287) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $31,063,287) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $31,063,287) | &nbsp;&nbsp; **31614917** |
| **U.S. Government & Agency Obligations 0.1%** | **U.S. Government & Agency Obligations 0.1%** | **U.S. Government & Agency Obligations 0.1%** | **U.S. Government & Agency Obligations 0.1%** | **U.S. Government & Agency Obligations 0.1%** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Farm Credit Banks Funding Corp. | Federal Farm Credit Banks Funding Corp. | Federal Farm Credit Banks Funding Corp. | Federal Farm Credit Banks Funding Corp. | Federal Farm Credit Banks Funding Corp. |
| 10/20/2026 | &nbsp;&nbsp; 1.140% |  | 2000000 | &nbsp;&nbsp; 1916897 |
| 11/30/2026 | &nbsp;&nbsp; 1.540% |  | 2500000 | &nbsp;&nbsp; 2403466 |
| &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $4,500,000) | &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $4,500,000) | &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $4,500,000) | &nbsp;&nbsp; Total U.S. Government & Agency Obligations <br>(Cost $4,500,000) | &nbsp;&nbsp; **4320363** |

---

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Treasury Obligations 0.2%** | **U.S. Treasury Obligations 0.2%** | **U.S. Treasury Obligations 0.2%** | **U.S. Treasury Obligations 0.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 03/31/2028 | &nbsp;&nbsp; 1.250% | 6250000 | &nbsp;&nbsp; 5814941 |
| 07/31/2028 | &nbsp;&nbsp; 1.000% | 6250000 | &nbsp;&nbsp; 5719727 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $11,345,877) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $11,345,877) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $11,345,877) | &nbsp;&nbsp; **11534668** |

---

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

---

| | |
|:---|:---|
| **Call Option Contracts Purchased 0.4%** | **Call Option Contracts Purchased 0.4%** |
|  | **Value ($)** |
| (Cost $47,473,550) | &nbsp;&nbsp; **22123908** |
| **Put Option Contracts Purchased 0.2%** | **Put Option Contracts Purchased 0.2%** |
| (Cost $9,594,516) | &nbsp;&nbsp; **11286608** |

---

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 5.7%** | **Money Market Funds 5.7%** | **Money Market Funds 5.7%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 4.495%<sup>(s),(t)</sup> <br>| &nbsp;&nbsp; 329538698 | &nbsp;&nbsp; 329439837 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $329,387,647) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $329,387,647) | &nbsp;&nbsp; **329439837** |
| **Total Investments in Securities** <br>**(Cost: $6,974,697,773)** | **Total Investments in Securities** <br>**(Cost: $6,974,697,773)** | &nbsp;&nbsp; **6868777685** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(1097117061)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **5771660624** |

---

At May 31, 2025, securities and/or cash totaling $38,228,996 were pledged as collateral.

**Investments in derivatives** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** |
| **Currency to** <br>**be sold**<br>| &nbsp;&nbsp;&nbsp; **Currency to** <br>**be purchased**<br>| **Counterparty** | **Settlement** <br>**date**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**depreciation ($)**<br>|
| 24,520,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 27,463,557 USD | Citi | 06/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (418846)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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>|
| Canadian Government 10-Year Bond | 2119 | 09/2025 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 259174890 | &nbsp;&nbsp;&nbsp;&nbsp; 2536016 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bund | 1181 | 06/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 154959010 | &nbsp;&nbsp;&nbsp;&nbsp; 1477415 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 10-Year Note | 3139 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 347644250 | &nbsp;&nbsp;&nbsp;&nbsp; 2718372 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | 2999 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 348071438 | &nbsp;&nbsp;&nbsp;&nbsp; 8297756 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 15029559 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

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

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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>|
| U.S. Long Bond | (2938) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (331351313)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7543553)<br>|
| U.S. Treasury 2-Year Note | (1683) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (349117313)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (338636)<br>|
| U.S. Treasury 5-Year Note | (6921) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (748765688)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5153425)<br>|
| U.S. Treasury Ultra 10-Year Note | (3165) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (356210859)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4853221)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17888835)<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 <br> with Goldman Sachs <br> International to receive <br> exercise rate and pay SOFR<br>| Goldman Sachs International | USD | &nbsp;&nbsp; 50000000 | &nbsp;&nbsp; 50000000 | 3.25 | &nbsp;&nbsp; 08/19/2025 | &nbsp;&nbsp; 1532500 | &nbsp;&nbsp; 87875 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap <br> with Goldman Sachs <br> International to receive <br> exercise rate and pay SOFR<br>| Goldman Sachs International | USD | &nbsp;&nbsp; 242192000 | &nbsp;&nbsp; 242192000 | 3.20 | &nbsp;&nbsp; 10/07/2025 | &nbsp;&nbsp; 5182909 | &nbsp;&nbsp; 788383 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap <br> with Goldman Sachs <br> International to receive <br> exercise rate and pay SOFR<br>| Goldman Sachs International | USD | &nbsp;&nbsp; 484024787 | &nbsp;&nbsp; 484024787 | 3.60 | &nbsp;&nbsp; 02/03/2026 | &nbsp;&nbsp; 7659692 | &nbsp;&nbsp; 7997880 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap <br> with Morgan Stanley to receive <br> exercise rate and pay SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 387600000 | &nbsp;&nbsp; 387600000 | 3.15 | &nbsp;&nbsp; 09/05/2025 | &nbsp;&nbsp; 12160950 | &nbsp;&nbsp; 677719 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap <br> with Morgan Stanley to receive <br> exercise rate and pay SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 193213400 | &nbsp;&nbsp; 193213400 | 2.90 | &nbsp;&nbsp; 09/22/2025 | &nbsp;&nbsp; 3898080 | &nbsp;&nbsp; 196653 |
| &nbsp;&nbsp;&nbsp; 30-Year OTC interest rate swap <br> with Citi to receive exercise <br> rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; 125231200 | &nbsp;&nbsp; 125231200 | 3.80 | &nbsp;&nbsp; 10/29/2025 | &nbsp;&nbsp; 6136329 | &nbsp;&nbsp; 3001554 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap <br> with Morgan Stanley to receive <br> exercise rate and pay SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 241042866 | &nbsp;&nbsp; 241042866 | 3.30 | &nbsp;&nbsp; 12/12/2025 | &nbsp;&nbsp; 2524924 | &nbsp;&nbsp; 2074367 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap <br> with Morgan Stanley to receive <br> exercise rate and pay SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 465453676 | &nbsp;&nbsp; 465453676 | 3.50 | &nbsp;&nbsp; 04/16/2026 | &nbsp;&nbsp; 8378166 | &nbsp;&nbsp; 7299477 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; 47473550 | &nbsp;&nbsp; 22123908 |

---

&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; 10-Year OTC interest rate swap with Morgan <br> Stanley to receive SOFR and pay exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; 232773791 | &nbsp;&nbsp; 232773791 | 3.90 | &nbsp;&nbsp; 10/01/2025 | &nbsp;&nbsp; 3898961 | &nbsp;&nbsp; 4053057 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Morgan <br> Stanley to receive SOFR and pay exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; 186043263 | &nbsp;&nbsp; 186043263 | 3.80 | &nbsp;&nbsp; 10/03/2025 | &nbsp;&nbsp; 3032505 | &nbsp;&nbsp; 4046571 |
| &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; 246578674 | &nbsp;&nbsp; 246578674 | 3.50 | &nbsp;&nbsp; 10/06/2025 | &nbsp;&nbsp; 2663050 | &nbsp;&nbsp; 3186980 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; 9594516 | &nbsp;&nbsp; 11286608 |

---

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

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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; 10-Year OTC interest rate swap with <br> Morgan Stanley to receive SOFR and <br> pay exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; (387600000)<br>| &nbsp;&nbsp; (387600000)<br>| 2.65 | &nbsp;&nbsp; 09/05/2025 | &nbsp;&nbsp; (5862450)<br>| &nbsp;&nbsp; (113179)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with Citi to <br> receive SOFR and pay exercise rate<br>| Citi | USD | &nbsp;&nbsp; (1310659000)<br>| &nbsp;&nbsp; (1310659000)<br>| 3.25 | &nbsp;&nbsp; 07/29/2025 | &nbsp;&nbsp; (5793113)<br>| &nbsp;&nbsp; (1330450)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with <br> Morgan Stanley to receive SOFR and <br> pay exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; (465453676)<br>| &nbsp;&nbsp; (465453676)<br>| 3.00 | &nbsp;&nbsp; 04/16/2026 | &nbsp;&nbsp; (4468355)<br>| &nbsp;&nbsp; (3605870)<br>|
| Total |  |  |  |  |  |  | &nbsp;&nbsp; (16123918)<br>| &nbsp;&nbsp; (5049499)<br>|

---

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

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** | **Cleared interest rate swap contracts** |
| **Fund receives** | **Fund pays** | **Payment** <br>**frequency**<br>| **Counterparty** | **Maturity** <br>**date**<br>| **Notional** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Value** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; SOFR plus <br> 0.262%<br>| &nbsp;&nbsp; Fixed rate of <br> 1.781%<br>| Receives Quarterly, Pays Semi-Annually | &nbsp;&nbsp; Morgan <br> Stanley<br>| 08/09/2049 | USD | 53500000 | 21296453 |  |  | 21296453 |  |

---

&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 | 13000000 | 1686675 | (6500)<br>| 3079311 |  |  | (1399136)<br>|
| &nbsp;&nbsp; CMBX North America Index, <br> Series 12 BBB-<br>| Citi | 08/17/2061 | 3.000 | Monthly | USD | 11100000 | 1994498 | (5550)<br>| 2875403 |  |  | (886455)<br>|
| &nbsp;&nbsp; CMBX North America Index, <br> Series 11 BBB-<br>| &nbsp;&nbsp; Goldman Sachs <br> International<br>| 11/18/2054 | 3.000 | Monthly | USD | 4400000 | 570874 | (2200)<br>| 625071 |  |  | (56397)<br>|
| &nbsp;&nbsp; CMBX North America Index, <br> Series 11 BBB-<br>| JPMorgan | 11/18/2054 | 3.000 | Monthly | USD | 4400000 | 570874 | (2200)<br>| 138194 |  | 430480 |  |
| &nbsp;&nbsp; CMBX North America Index, <br> Series 16 BBB-<br>| Morgan Stanley | 04/17/2065 | 3.000 | Monthly | USD | 11150000 | 1905712 | (5575)<br>| 2480125 |  |  | (579988)<br>|
| Total |  |  |  |  |  |  | 6728633 | (22025)<br>| 9198104 |  | 430480 | (2921976)<br>|

---

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

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | 20.251 | USD | 18000000 | (3549384)<br>| 9000 |  | (2013664)<br>|  | (1526720)<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 | 5.728 | USD | 10000000 | (1306080)<br>| 5000 |  | (1509272)<br>| 208192 |  |
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 10 BBB-<br>| JPMorgan | 11/17/2059 | 3.000 | Monthly | 20.251 | USD | 9500000 | (1873286)<br>| 4750 |  | (1918225)<br>| 49689 |  |
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 10 BBB-<br>| JPMorgan | 11/17/2059 | 3.000 | Monthly | 20.251 | USD | 9500000 | (1873286)<br>| 4750 |  | (1485922)<br>|  | (382614)<br>|

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** | **Credit default swap contracts - sell protection (continued)** |
| **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>| Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 20.251 | USD | 8000000 | (1577504)<br>| 4000 |  | (1461938)<br>|  | (111566)<br>|
| &nbsp;&nbsp; CMBX North <br> America Index, <br> Series 8 BBB-<br>| Morgan Stanley | 10/17/2057 | 3.000 | Monthly | 35.428 | USD | 3948129 | (857463)<br>| 1974 |  | (755868)<br>|  | (99621)<br>|
| Total |  |  |  |  |  |  |  | (11037003)<br>| 29474 |  | (9144889)<br>| 257881 | (2120521)<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.

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared credit default swap contracts - sell protection** | **Cleared 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>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; CDX North America High <br> Yield Index, Series 44<br>| Morgan Stanley | 06/20/2030 | 5.000 | Quarterly | 3.525 | USD | 80320000 | 3759264 |  |  | 3759264 |  |

---

\* 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>

---

| | | |
|:---|:---|:---|
| **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** |
| **Reference index**  |  | **Reference rate** |
| SOFR | Secured Overnight Financing Rate | 4.330% |

---

**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 May 31, 2025, the total value of these securities amounted to $2,776,184,233, which represents 48.10% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. The interest rate shown was the current rate as of May 31,
 2025.

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

&nbsp;&nbsp;&nbsp;&nbsp;(d) 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 May 31, 2025 and is not reflective of the cash flow payments.

&nbsp;&nbsp;&nbsp;&nbsp;(e) 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 May 31, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Non-income producing investment.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Represents fair value as determined in good faith under procedures approved by the
 Board of Trustees. At May 31, 2025, the total value of these securities amounted to $30,042, which represents less than 0.01% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Payment-in-kind security. Interest can be paid by issuing additional par of the security
 or in cash.

&nbsp;&nbsp;&nbsp;&nbsp;(i) 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 May 31, 2025.

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

&nbsp;&nbsp;&nbsp;&nbsp;(k) Perpetual security with no specified maturity date.

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

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

&nbsp;&nbsp;&nbsp;&nbsp;(l) Principal amounts are denominated in United States Dollars unless otherwise noted.

&nbsp;&nbsp;&nbsp;&nbsp;(m) Principal and interest may not be guaranteed by a governmental entity.

&nbsp;&nbsp;&nbsp;&nbsp;(n) 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;(o) The stated interest rate represents the weighted average interest rate at May 31,
 2025 of contracts within the senior loan facility. Interest rates on contracts are primarily determined either weekly, monthly or quarterly by reference to the indicated
 base lending rate and spread and the reset period. Base lending rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on
 a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed. Senior loans often require prepayments from
 excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay cannot be predicted with accuracy. As a result, remaining maturities
 of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower
 prior to the disposition of a senior loan.

&nbsp;&nbsp;&nbsp;&nbsp;(p) Represents a security purchased on a forward commitment basis.

&nbsp;&nbsp;&nbsp;&nbsp;(q) At May 31, 2025, the Fund had unfunded senior loan commitments pursuant to the terms
 of the loan agreement. The Fund receives a stated coupon rate until the borrower draws on the loan commitment, at which time the rate will become the stated
 rate in the loan agreement.

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

---

| | |
|:---|:---|
| **Borrower** | **Unfunded Commitment ($)** |
| &nbsp;&nbsp; AmSpec Parent LLC <br>Delayed Draw Term Loan <br>12/22/2031 1.000%<br>| 133333 |
| &nbsp;&nbsp; Chrysaor Bidco SARL <br>Delayed Draw Term Loan <br>10/30/2031 3.500%<br>| 20988 |
| &nbsp;&nbsp; Clydesdale Acquisition Holdings, Inc. <br>Delayed Draw Tranche B 1st Lien Term Loan <br>04/01/2032 0.224%<br>| 6141 |
| &nbsp;&nbsp; Grant Thornton Advisors LLC <br>Term Loan <br>06/02/2031 1.000%<br>| 10621 |
| &nbsp;&nbsp; June Purchaser LLC <br>Delayed Draw Term Loan <br>11/28/2031 3.250%<br>| 179947 |
| &nbsp;&nbsp; Raven Acquisition Holdings LLC <br>Delayed Draw Term Loan <br>11/19/2031 3.250%<br>| 211411 |
| &nbsp;&nbsp; SWF Holdings I Corp. <br>Delayed Draw Term Loan <br>12/19/2029 2.250%<br>| 98903 |
| &nbsp;&nbsp; USALCO LLC <br>Delayed Draw Term Loan <br>09/30/2031 1.000%<br>| 85566 |

---

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(s) The rate shown is the seven-day current annualized yield at May 31, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(t) Under Section 2(a)(3) of 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 May 31, 2025 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, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% | Columbia Short-Term Cash Fund, 4.495% |
|  | 409341744 | &nbsp;&nbsp; 1343540021 | &nbsp;&nbsp; (1423403662)<br>| &nbsp;&nbsp; (38266)<br>| &nbsp;&nbsp; 329439837 | &nbsp;&nbsp; 6368 | &nbsp;&nbsp; 9859063 | &nbsp;&nbsp; 329538698 |

---

**Abbreviation Legend** 

---

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

---

Columbia Strategic Income Fund \| 2025

------

Portfolio of Investments (continued)

Columbia Strategic Income Fund, May 31, 2025 (Unaudited)

**Currency Legend** 

---

| | |
|:---|:---|
| CAD | Canada Dollar |
| COP | Colombian Peso |
| EGP | Egyptian Pound |
| EUR | Euro |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| KRW | South Korean Won |
| USD | US Dollar |

---

Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.

Columbia Strategic Income Fund \| 2025

------

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

3QT232_08_R01_(07/25)

------

## 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 I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

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

- **b. EDGAR series identifier (if any):** S000010617

- **c. LEI of Series:** K29BNLG80CDBGN0TTQ27

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $6973217773.79

**Total Liabilities:** $1201038625.12

**Net Assets:** $5772179148.67

**Delayed Delivery Securities:** $1161675215.89

**Stand-by Commitments:** $17477716.37

**Cash Not Reported:** $3921889.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 239934.004900000000 | **1-Year:** 31422.351100000000 | **5-Year:** 250047.672400000000 | **10-Year:** 144703.857100000000 | **30-Year:** 598881.810300000000

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

- **3-Month:** -93199.032900000000 | **1-Year:** 240154.958400000000 | **5-Year:** 634256.253800000000 | **10-Year:** 180384.032800000000 | **30-Year:** 86935.620200000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029358 | -0.27%               | 0.69%                | 0.23%                |
| Class ID C000029360 | -0.33%               | 0.68%                | 0.17%                |
| Class ID C000029362 | -0.25%               | 0.73%                | 0.26%                |
| Class ID C000094661 | -0.29%               | 0.71%                | 0.21%                |
| Class ID C000094663 | -0.25%               | 0.73%                | 0.26%                |
| Class ID C000129839 | -0.25%               | 0.74%                | 0.27%                |
| Class ID C000253710 | -0.25%               | 0.73%                | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $78884.12                | $-37034425.23                              |
| Month 2  | $-10803507.15            | $31695382.26                               |
| Month 3  | $-2944827.37             | $-11514920.37                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DSBC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36565623 | PA      | $37282194.34  | 0.65%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DSBH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     34879683 | PA      | $34828833.54  | 0.60%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40732189 | PA      | $40266805.91  | 0.70%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0L83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26899510 | PA      | $26396763.68  | 0.46%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                           | FFCB                               | CUSIP: 3133ENBK5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |      2000000 | PA      | $1916897.12   | 0.03%             | 2026-10-20      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                           | FFCB                               | CUSIP: 3133ENFN5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |      2500000 | PA      | $2403465.53   | 0.04%             | 2026-11-30      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8937813 | PA      | $8740310.88   | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-131                                           | FNMA_12-131                        | CUSIP: 3136AACA1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       213273 | PA      | $1624.72      | 0.00%             | 2040-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-129                                           | FNMA_12-129                        | CUSIP: 3136AADU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       337017 | PA      | $5902.21      | 0.00%             | 2041-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-1                                             | FNMA_13-1                          | CUSIP: 3136ABYL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1335132 | PA      | $188388.17    | 0.00%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                        | CUSIP: 3136AGA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5248832 | PA      | $544034.10    | 0.01%             | 2043-10-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                            | LONG RIDGE ENERGY LLC              | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      5764000 | PA      | $5810432.38   | 0.10%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     16942000 | PA      | $12713249.87  | 0.22%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3773000 | PA      | $2867947.91   | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      1908000 | PA      | $1915747.31   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC TL 3.25            | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |       761262 | PA      | $761155.22    | 0.01%             | 2032-05-06      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4309945.07   | 0.07%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      4084000 | PA      | $3947632.71   | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_22-62                              | MDPK_22-62A                        | CUSIP: 55817HAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     20250000 | PA      | $20285538.75  | 0.35%             | 2036-07-17      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16                                 | MDPK_16-24A                        | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     12200000 | PA      | $12206100.00  | 0.21%             | 2029-10-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW LLC                                        | MADISON SAFETY & FLOW LLC TLB 2.75 | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |       601812 | PA      | $602191.41    | 0.01%             | 2031-09-26      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC           | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5168000 | PA      | $5010988.52   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC           | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     22362000 | PA      | $14368093.07  | 0.25%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                  | MASTERBRAND INC                    | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |       584000 | PA      | $580389.81    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      1212000 | PA      | $1227788.69   | 0.02%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      3197000 | PA      | $3131847.13   | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      5757000 | PA      | $5555145.39   | 0.10%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP INC                    | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      5557000 | PA      | $5387217.71   | 0.09%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                  | MAUSER PACKAGING TLB 3.0           | CUSIP: 57763TAE3<br>LEI: 549300RY13CUZRBP7216 | Long             | LON              | CORP              | US        |       766037 | PA      | $761011.44    | 0.01%             | 2027-04-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MCGRAW-HILL EDUCATION INC          | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      2179000 | PA      | $2184514.65   | 0.04%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      8921000 | PA      | $8250954.64   | 0.14%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      8245000 | PA      | $7963954.62   | 0.14%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       603000 | PA      | $586121.96    | 0.01%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      4566000 | PA      | $4590841.03   | 0.08%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                       | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      6399000 | PA      | $6090505.01   | 0.11%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                             | NOBLE FINANCE 2 LLC                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1638000 | PA      | $1636720.49   | 0.03%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION       | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      8699000 | PA      | $8563203.58   | 0.15%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION       | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10246000 | PA      | $10476190.22  | 0.18%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | GEN DIGITAL INC                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      1961000 | PA      | $1983438.61   | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART LLC/PETSMART FIN CORP     | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4277000 | PA      | $4168777.86   | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                            | PHOENIX NEWCO INC(PAREXEL) TLB 2.5 | CUSIP: 71911KAE4<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |      3130439 | PA      | $3129718.65   | 0.05%             | 2028-11-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                              | RECESS HOLDINGS INC TLB 3.75       | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1259466 | PA      | $1258521.48   | 0.02%             | 2030-02-20      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP              | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      1953000 | PA      | $1748225.40   | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLUTO ACQUISITION I INC                                          | PLUTO ACQUISITION I INC TLB 5.5    | CUSIP: 72941DAH5<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |       512904 | PA      | $517391.82    | 0.01%             | 2028-06-20      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| PNT_21-1                                                         | PNT_21-1                           | CUSIP: 73090AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13249247 | PA      | $13124645.31  | 0.23%             | 2052-02-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1287000 | PA      | $1220091.41   | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      6210000 | PA      | $5662578.44   | 0.10%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1824000 | PA      | $1854710.66   | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                     | PRET_24-NPL7                       | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18176694 | PA      | $18315253.45  | 0.32%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                     | PRET_24-NPL7                       | CUSIP: 74136TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10794000 | PA      | $10879779.92  | 0.19%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                             | PRET_21-RN2                        | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5942999 | PA      | $5917359.63   | 0.10%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL4                                                     | PRET_24-NPL4                       | CUSIP: 74143RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7390531 | PA      | $7427421.61   | 0.13%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PRIMARY PRODUCTS FINANCE LLC                                     | PRIMARY PRODUCTS FIN LLC TLB 3.25  | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |      2725894 | PA      | $2709538.72   | 0.05%             | 2029-04-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC           | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3215915.60   | 0.06%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72000000 | PA      | $61253360.64  | 1.06%             | 2054-06-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58000000 | PA      | $51403789.92  | 0.89%             | 2055-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    249500000 | PA      | $228559203.03 | 3.96%             | 2054-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    244000000 | PA      | $230104773.40 | 3.99%             | 2054-06-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC TLB 2.25          | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       997500 | PA      | $996033.68    | 0.02%             | 2032-01-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC           | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      3257000 | PA      | $3266573.26   | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | PROOFPOINT TLB 3.0                 | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      3761263 | PA      | $3757614.28   | 0.07%             | 2028-08-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS/FIN      | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1753938.87   | 0.03%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                    | APA CORP (US)                      | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      1019000 | PA      | $919505.54    | 0.02%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                  | PROVIDENT FUNDING ASSOCIATES/PFG   | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6545000 | PA      | $6819392.03   | 0.12%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_23-1              | PMIT_23-1A                         | CUSIP: 74390NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3393955 | PA      | $3401573.68   | 0.06%             | 2029-07-16      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_16-24                                            | APID_16-24A                        | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      8265145 | PA      | $8268434.98   | 0.14%             | 2030-10-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                       | ARETEC GROUP INC                   | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3518000 | PA      | $3837193.00   | 0.07%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       701000 | PA      | $666271.38    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       701000 | PA      | $654627.83    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD / MARTINI BV           | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     25055000 | PA      | $24431237.79  | 0.42%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-5                                 | BCC_21-5A                          | CUSIP: 05682FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      8600000 | PA      | $8360490.00   | 0.14%             | 2034-10-23      | Variable      | 11.04%                | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_18-2A                            | BCC_18-2A                          | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      7065605 | PA      | $7062495.67   | 0.12%             | 2031-07-19      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-6A                                | BCC_21-6A                          | CUSIP: 05684JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     11450000 | PA      | $11185161.50  | 0.19%             | 2034-10-21      | Variable      | 11.03%                | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                         | BMC SOFTWARE INC TLB 3.00          | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      2531257 | PA      | $2511867.81   | 0.04%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     36468000 | PA      | $31400317.05  | 0.54%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     21970000 | PA      | $18826482.33  | 0.33%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       991000 | PA      | $828560.71    | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     32627000 | PA      | $28307184.13  | 0.49%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      2526000 | PA      | $2519330.64   | 0.04%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     17883000 | PA      | $15111745.55  | 0.26%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_21-2A                                       | BABSN_21-2A                        | CUSIP: 06762KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      8350000 | PA      | $8305711.60   | 0.14%             | 2034-07-15      | Variable      | 10.77%                | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB ESCROW CORP          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      2463000 | PA      | $2556871.52   | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2831000 | PA      | $2317532.92   | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       789000 | PA      | $755282.09    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                 | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      1384000 | PA      | $1342544.63   | 0.02%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                 | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      3776000 | PA      | $3429953.53   | 0.06%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QUEEN MERGERCO INC                                               | QUEEN MERGERCO INC TLB 3.00        | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       857143 | PA      | $859465.75    | 0.01%             | 2032-04-30      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | BELRON UK FINANCE PLC              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      1924000 | PA      | $1930658.71   | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1269000 | PA      | $1295927.55   | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL PRODUCTS                                 | BOMBARDIER REC PRODUCTS TLB3 2.75  | CUSIP: 09776MAS3<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |      1913070 | PA      | $1906297.24   | 0.03%             | 2029-12-13      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                          | BOOZ ALLEN HAMILTON INC            | CUSIP: 09951LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1358000 | PA      | $1300270.86   | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      1974000 | PA      | $1944547.62   | 0.03%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      1622000 | PA      | $1520836.13   | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                    | BOYNE USA INC                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       722000 | PA      | $695693.58    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC     | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     16270000 | PA      | $16522595.41  | 0.29%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV     | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $455439.09    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)    | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     11000000 | PA      | $9643304.06   | 0.17%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)    | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2024000 | PA      | $1886291.01   | 0.03%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     16529000 | PA      | $13431777.88  | 0.23%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6313000 | PA      | $6386115.95   | 0.11%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS INC           | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      6624000 | PA      | $6516461.20   | 0.11%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                          | SIGNATURE AVIATION TLB2 3.0        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      2012736 | PA      | $2005470.36   | 0.03%             | 2031-07-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                            | BULLDOG PURCHASER INC TLB 3.75     | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |      1173877 | PA      | $1172409.49   | 0.02%             | 2031-06-27      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_21-RTL1                         | CAFL_21-RTL1                       | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3406175 | PA      | $3402686.83   | 0.06%             | 2029-03-28      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8920000 | PA      | $8831121.47   | 0.15%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2663000 | PA      | $2611262.84   | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5677000 | PA      | $5420124.93   | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FINCO 1 LLC                                                      | FORTRESS INVESTMENT GROUP TLB 2.25 | CUSIP: 31774BAG9<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |       929352 | PA      | $930708.94    | 0.02%             | 2029-06-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                           | FIRST BRANDS TLB 5.0               | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      1686931 | PA      | $1627618.09   | 0.03%             | 2027-03-30      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT BIDCO INC TLB 2.5    | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      1647004 | PA      | $1646543.19   | 0.03%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT BIDCO INC TLB 2.5    | CUSIP: 33718FAL4<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       996008 | PA      | $996008.28    | 0.02%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT BIDCO INC TLC 2.5    | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       503708 | PA      | $503567.09    | 0.01%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FIRSTENERGY CORPORATION            | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      2732000 | PA      | $1785506.94   | 0.03%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLEET US BIDCO INC                                               | FLEET MIDCO I LTD TLB 2.75         | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2193136 | PA      | $2193135.62   | 0.04%             | 2031-02-21      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FINANCIAL PARTNERS LLC       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      3152000 | PA      | $3188858.54   | 0.06%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155             | GNMA_21-155                        | CUSIP: 38383AJE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     40185456 | PA      | $5321197.40   | 0.09%             | 2051-09-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-197             | GNMA_22-197                        | CUSIP: 38383LFC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     57734082 | PA      | $7465571.10   | 0.13%             | 2052-11-20      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-215             | GNMA_22-215                        | CUSIP: 38383LSG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     63591922 | PA      | $7813831.96   | 0.14%             | 2049-12-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-25              | GNMA_25-25                         | CUSIP: 38385DDW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     39980191 | PA      | $3001392.89   | 0.05%             | 2055-02-20      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39              | GNMA_25-39                         | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     25904736 | PA      | $25926252.71  | 0.45%             | 2055-03-20      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                      | GRANT THORNTON ADVSORS LLC TLB 3.0 | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |       167350 | PA      | $167211.36    | 0.00%             | 2031-06-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | EW SCRIPPS CO/THE TLB 5.75         | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      1089140 | PA      | $1036947.94   | 0.02%             | 2028-06-30      | Variable      | 10.20%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3429629 | PA      | $2948436.19   | 0.05%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      4048642 | PA      | $4071552.20   | 0.07%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEX ISSUER TRUST EDGEX_25-1                                    | EDGEX_25-1NN                       | CUSIP: 280579103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5500000 | PA      | $5379183.98   | 0.09%             | 2031-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3726000 | PA      | $3534686.09   | 0.06%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     13495000 | PA      | $13691429.54  | 0.24%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      2108000 | PA      | $2078827.02   | 0.04%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      5815000 | PA      | $5572311.50   | 0.10%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE CO INC           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      2422000 | PA      | $2468488.44   | 0.04%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC TLB6 3.0              | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      1398967 | PA      | $1388768.28   | 0.02%             | 2030-11-06      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC / ACRISURE FINANCE    | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      1841000 | PA      | $1781677.97   | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                      | ACUSHNET CO                        | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1555504.37   | 0.03%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                       | ADIENT GLOBAL HOLDINGS LTD         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       889000 | PA      | $881723.95    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                     | AFFRM_23-B                         | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000000 | PA      | $15090814.50  | 0.26%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1285173.31   | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                  | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       390000 | PA      | $395016.03    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | LONZA SPECIALTY INGREDIENTS        | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      3124000 | PA      | $2734081.62   | 0.05%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM OPERATIONS LP       | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1293000 | PA      | $1277976.88   | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LTD              | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      1895000 | PA      | $1978220.93   | 0.03%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | HUDBAY MINERALS INC                | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      5064000 | PA      | $5073418.21   | 0.09%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | HUDBAY MINERALS INC                | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      1464000 | PA      | $1451808.42   | 0.03%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH               | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      1893000 | PA      | $1913662.74   | 0.03%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                      | INEOS QUATTRO FINANCE 2 PLC        | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      6625000 | PA      | $6625667.34   | 0.11%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| INDY US BIDCO LLC                                                | INDY US BIDCO LLC TLB 3.5          | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3368642 | PA      | $3358805.35   | 0.06%             | 2028-03-06      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      1799000 | PA      | $1692201.31   | 0.03%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | INNOPHOS HOLDINGS INC              | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |      4204550 | PA      | $4236084.13   | 0.07%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | INNOPHOS HOLDINGS INC TLB 4.25     | CUSIP: 45778EAG9<br>LEI: XQ0331QX53IRX25OY417 | Long             | LON              | CORP              | US        |      2635814 | PA      | $2634496.42   | 0.05%             | 2029-03-16      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                         | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $5339383.40   | 0.09%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO TLB6 2.75      | CUSIP: 46124CAQ0<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      2600894 | PA      | $2600893.53   | 0.05%             | 2028-08-17      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO TLB 3.00       | CUSIP: 46124CAR8<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |       424946 | PA      | $425477.52    | 0.01%             | 2030-05-31      | Variable      | 7.33%                 | No            |                  3 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      2590000 | PA      | $2500523.38   | 0.04%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      4782000 | PA      | $4952028.00   | 0.09%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1864000 | PA      | $1850701.96   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                          | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       993000 | PA      | $1014994.05   | 0.02%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                                       | IRIDIUM COMMNCTNS INC TLB4 2.25    | CUSIP: 46269KAT1<br>LEI: 549300U620NVQ4J1CT96 | Long             | LON              | CORP              | US        |       889413 | PA      | $886353.12    | 0.02%             | 2030-09-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      4523000 | PA      | $4464188.34   | 0.08%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       664000 | PA      | $644034.27    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      2592000 | PA      | $2524707.53   | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      1187000 | PA      | $1197584.51   | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27412000 | PA      | $23746346.27  | 0.41%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       409000 | PA      | $406617.33    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2115000 | PA      | $2147184.37   | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       491000 | PA      | $498203.00    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                           | JAMES HARDIE INTERNATIONAL FINANCE | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |      2465000 | PA      | $2417230.20   | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC TLB 2.0      | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      1282312 | PA      | $1278593.07   | 0.02%             | 2031-12-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM PARTNERS LP         | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1291000 | PA      | $1302625.97   | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDING LLC TLB 3.0      | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |      1388326 | PA      | $1384854.99   | 0.02%             | 2032-02-03      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                        | ORYX MID SER PRMIN BA LLC TLB 2.25 | CUSIP: 000000000<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      1985441 | PA      | $1982224.44   | 0.03%             | 2028-10-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CONSERVICE MIDCO LLC                                             | CONSERVICE MIDCO LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |      3225574 | PA      | $3225573.84   | 0.06%             | 2030-05-13      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | SMYRNA READY MIX CNCRT LLC TLB 3.0 | CUSIP: 000000000<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |      1300000 | PA      | $1299194.00   | 0.02%             | 2029-04-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BLERIOT US BIDCO INC                                             | BLERIOT US BIDCO INC TLB 2.75      | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |       746250 | PA      | $746779.84    | 0.01%             | 2030-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     17210000 | PA      | $11362593.95  | 0.20%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                     | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       863000 | PA      | $866771.16    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1262000 | PA      | $1302362.69   | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4986000 | PA      | $4676182.39   | 0.08%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2916000 | PA      | $2669451.77   | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2136000 | PA      | $1944413.86   | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5566000 | PA      | $4803683.38   | 0.08%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4267000 | PA      | $3949021.09   | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1145000 | PA      | $1189287.03   | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                            | CD&R SMOKEY BUYER INC              | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6454000 | PA      | $5354105.61   | 0.09%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2690000 | PA      | $2651127.23   | 0.05%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2281000 | PA      | $1901219.39   | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2397000 | PA      | $2051591.37   | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4449000 | PA      | $4005310.81   | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1005000 | PA      | $1071939.47   | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                                               | CHG PPC PARENT LLC TLB 3.0         | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |       872176 | PA      | $874356.00    | 0.02%             | 2028-12-08      | Variable      | 7.44%                 | No            |                  3 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                         | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      2340000 | PA      | $1529033.54   | 0.03%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA GROUP                        | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      2304000 | PA      | $2128440.77   | 0.04%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2329000 | PA      | $1189243.46   | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      3543000 | PA      | $2434662.91   | 0.04%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5013000 | PA      | $2316346.47   | 0.04%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5409000 | PA      | $3550295.96   | 0.06%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1892000 | PA      | $1774834.43   | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7525000 | PA      | $4778444.98   | 0.08%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19910000 | PA      | $8760585.16   | 0.15%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      3110000 | PA      | $3083171.62   | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2385000 | PA      | $2116727.46   | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2553000 | PA      | $2554831.45   | 0.04%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST UNLOK_23-1                                      | UNLOK_23-1                         | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11760852 | PA      | $11758440.69  | 0.20%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                                               | UPSTREAM NEWCO INC TLB 4.25        | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |      2455376 | PA      | $1902916.74   | 0.03%             | 2026-11-20      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                      | USA COM PARTNERS LP / USA COM FIN  | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |      7226000 | PA      | $7344721.96   | 0.13%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UTZ QUALITY FOODS LLC                                            | UTZ QUALITY FOODS LLC TLB 2.5      | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |      1560931 | PA      | $1559963.14   | 0.03%             | 2032-01-29      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                   | VFH PARENT LLC TLB2 2.5            | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |      1463455 | PA      | $1463455.16   | 0.03%             | 2031-06-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                     | VS BUYER LLC TLB 2.75              | CUSIP: 91834WAF7<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |       395516 | PA      | $395516.30    | 0.01%             | 2031-04-12      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      6068000 | PA      | $5245853.24   | 0.09%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                 | VAIL RESORTS INC                   | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      1584000 | PA      | $1624119.41   | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1844930.52   | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1859992.14   | 0.03%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      4429000 | PA      | $4123935.79   | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      4227000 | PA      | $3829895.26   | 0.07%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      8197000 | PA      | $7011278.16   | 0.12%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      5789000 | PA      | $5877688.67   | 0.10%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2432000 | PA      | $2595757.47   | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2466000 | PA      | $2626982.68   | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1548000 | PA      | $1542853.06   | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      6226000 | PA      | $5893663.66   | 0.10%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERDE PURCHASER LLC                                              | VERITIV CORP TLB 4.0               | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |      2109564 | PA      | $2109268.77   | 0.04%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7180000 | PA      | $6356737.07   | 0.11%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                | VERTIV GROUP CORP TLB3 1.75        | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |      1414074 | PA      | $1412264.21   | 0.02%             | 2027-03-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-INV3                         | VERUS_19-INV3                      | CUSIP: 92537MAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7300000 | PA      | $6876414.58   | 0.12%             | 2059-11-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | VERTICAL US NEWCO INC              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      1598000 | PA      | $1583293.93   | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                          | VERTICAL HOLDCO GMBH               | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |      2571000 | PA      | $2575292.36   | 0.04%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                 | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      2281000 | PA      | $2279816.47   | 0.04%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                 | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      1092000 | PA      | $1099708.31   | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      2980000 | PA      | $3199188.94   | 0.06%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                         | VIRGIN MEDIA FINANCE PLC           | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |      3454000 | PA      | $3132044.70   | 0.05%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC   | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      2170000 | PA      | $2113339.90   | 0.04%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                         | CUSIP: 92837DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4200000 | PA      | $3965962.14   | 0.07%             | 2054-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                         | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3600000 | PA      | $3419833.32   | 0.06%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      2613000 | PA      | $2614661.43   | 0.05%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3311000 | PA      | $3310386.42   | 0.06%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1280000 | PA      | $1276800.94   | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1305369.78   | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3834000 | PA      | $4065246.58   | 0.07%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1408000 | PA      | $1466412.93   | 0.03%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      4397000 | PA      | $3978304.83   | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      2092000 | PA      | $1921679.85   | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      4447000 | PA      | $4581870.26   | 0.08%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4               | VOLT_21-NPL4                       | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2039549 | PA      | $2034754.82   | 0.04%             | 2051-03-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      2717000 | PA      | $2805158.74   | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | BOOST NEWCO BORROWER LLC TLB 2.0   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      2375992 | PA      | $2377488.99   | 0.04%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      7752000 | PA      | $6830177.87   | 0.12%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      4611000 | PA      | $4551356.78   | 0.08%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      2144000 | PA      | $2169994.21   | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                     | WALGREENS BOOTS ALLIANCE INC       | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |       675000 | PA      | $624168.43    | 0.01%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      3201000 | PA      | $3289532.66   | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                              | WATCO COS LLC / WATCO FINANCE CORP | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |      4443000 | PA      | $4577996.71   | 0.08%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                             | INEOS US FINANCE LLC TLB 3.25      | CUSIP: 94758PAL5<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      2301713 | PA      | $2222603.37   | 0.04%             | 2030-02-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4249000 | PA      | $4313602.03   | 0.07%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | WFCM_17-SMP                        | CUSIP: 95001CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9790000 | PA      | $4816392.17   | 0.08%             | 2034-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      3427000 | PA      | $3468908.16   | 0.06%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      2103000 | PA      | $2147222.63   | 0.04%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TL 2LN 5.75    | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |       824339 | PA      | $817381.53    | 0.01%             | 2029-12-10      | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                      | ASHLAND INC                        | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |      5270000 | PA      | $4543611.62   | 0.08%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTICIPATION LP ASPWP-29-1A                            | ASPWP-29-1A                        | CUSIP: 04524YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33850000 | PA      | $33850000.00  | 0.59%             | 2029-03-29      | Variable      | 6.71%                 | No            |                  3 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      3403000 | PA      | $3399288.52   | 0.06%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |       591000 | PA      | $633312.97    | 0.01%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC TLB8 3.25              | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       613284 | PA      | $612474.91    | 0.01%             | 2026-12-23      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                                        | CUBIC CORPORATION TLB 4.25         | CUSIP: 04921TAB0<br>LEI: 254900CGI6DL79P2CL43 | Long             | LON              | CORP              | US        |      1672507 | PA      | $893603.87    | 0.02%             | 2028-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                                        | CUBIC CORPORATION TLC 4.25         | CUSIP: 04921TAC8<br>LEI: 254900CGI6DL79P2CL43 | Long             | LON              | CORP              | US        |       340171 | PA      | $181749.94    | 0.00%             | 2028-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                              | Avaya Holdings Corp                | CUSIP: 05351X309<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         5014 | NS      | $38439.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                              | Avaya Holdings Corp                | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |        24157 | NS      | $185199.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      1819000 | PA      | $1772666.08   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      4861000 | PA      | $4535300.44   | 0.08%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      1644000 | PA      | $1693981.30   | 0.03%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORP                        | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      1268000 | PA      | $1267583.19   | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL LLC         | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2358000 | PA      | $2385506.05   | 0.04%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL/AVIS BUDGET | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4469000 | PA      | $4538384.47   | 0.08%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL LLC/AVIS BU | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1498000 | PA      | $1510063.15   | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS LLC         | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      1169000 | PA      | $1087718.64   | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS/HOLDING BV  | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      1867000 | PA      | $1847161.94   | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOL                                 | AXALTA COATING SYSTEMS DUTCH HLD   | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |      1833000 | PA      | $1915108.71   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       782000 | PA      | $788925.83    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       855000 | PA      | $874903.40    | 0.02%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2415000 | PA      | $2519827.20   | 0.04%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDINGS LLC             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      4628000 | PA      | $4571935.29   | 0.08%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDING LLC              | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      3291000 | PA      | $3448300.32   | 0.06%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      2381000 | PA      | $2354478.49   | 0.04%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      3120000 | PA      | $2982617.61   | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      1163000 | PA      | $1184874.17   | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEST DEPTFORD ENERGY HOLDINGS LLC                                | WEST DEPTFORD ENERGY TLB 3.75      | CUSIP: 95249CAB0<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |       795560 | PA      | $743077.16    | 0.01%             | 2026-08-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | WESTERN MIDSTREAM OPERATING LP     | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      3871000 | PA      | $4021743.61   | 0.07%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1152000 | PA      | $754952.78    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1396000 | PA      | $1289648.39   | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2930000 | PA      | $2484126.61   | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      7900000 | PA      | $8142715.08   | 0.14%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      3544000 | PA      | $3432316.48   | 0.06%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      4475000 | PA      | $4502327.82   | 0.08%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15                                 | DRSLF_15-41A                       | CUSIP: 26244KAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      6671036 | PA      | $6676086.11   | 0.12%             | 2031-04-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                   | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      7780000 | PA      | $5590805.06   | 0.10%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                               | DUN & BRADSTREET CORP TLB2 2.25    | CUSIP: 26483NAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2853658 | PA      | $2851260.95   | 0.05%             | 2029-01-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| EMERALD DEBT MERGER SUB LLC                                      | EMERLD DEBT MERGER SUB LLC TLB 2.5 | CUSIP: 26872NAD1<br>LEI: 98450099EE3A0ZD5F786 | Long             | LON              | CORP              | US        |       137258 | PA      | $136486.24    | 0.00%             | 2031-08-04      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |    -18000000 | OU      | $-3549384.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                          | PARK RIVER HOLDINGS INC TLB 3.25   | CUSIP: 000000000<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |       862569 | PA      | $828359.96    | 0.01%             | 2027-12-28      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-31                                            | FNMA_16-31                         | CUSIP: 3136ASJN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5091152 | PA      | $595400.09    | 0.01%             | 2046-06-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-47                                            | FNMA_17-47                         | CUSIP: 3136AWXB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5541107 | PA      | $633848.93    | 0.01%             | 2047-06-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-56                                            | FNMA_17-56                         | CUSIP: 3136AXBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     19404026 | PA      | $2321480.21   | 0.04%             | 2047-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-76                                            | FNMA_18-76                         | CUSIP: 3136B3GB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6466594 | PA      | $826217.36    | 0.01%             | 2048-10-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FNMA_19-8                                                        | FNMA_19-8                          | CUSIP: 3136B3W55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17701631 | PA      | $1827801.39   | 0.03%             | 2049-03-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                         | CUSIP: 3136B64Z3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17758303 | PA      | $2147069.35   | 0.04%             | 2049-11-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-77                 | FNMA_20-77                         | CUSIP: 3136BCVE7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30971369 | PA      | $4690567.44   | 0.08%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-27                 | FNMA_22-27                         | CUSIP: 3136BM5F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     47142368 | PA      | $4694625.62   | 0.08%             | 2052-06-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46                 | FNMA_23-46                         | CUSIP: 3136BQLL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     65863664 | PA      | $7114994.77   | 0.12%             | 2050-06-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_23-61                                            | FNMA_23-61                         | CUSIP: 3136BQWP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    133333671 | PA      | $7894059.96   | 0.14%             | 2053-12-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-62                                     | FNMA_23-62                         | CUSIP: 3136BQZB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     68297883 | PA      | $8007366.69   | 0.14%             | 2048-10-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4147                                           | FHLMC_4147                         | CUSIP: 3137AXDF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       491506 | PA      | $5396.64      | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4515                                           | FHLMC_4515                         | CUSIP: 3137BLBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2307918 | PA      | $143349.43    | 0.00%             | 2038-08-15      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FHLMC_4620                         | CUSIP: 3137BSAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5897088 | PA      | $555667.90    | 0.01%             | 2042-11-15      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5051                | FHLMC_5051                         | CUSIP: 3137F7YV1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     32711313 | PA      | $4911060.69   | 0.09%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_4903                                                       | FHLMC_4903                         | CUSIP: 3137FN5P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     20131086 | PA      | $2256857.83   | 0.04%             | 2049-08-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| STARC_19-CS02                                                    | STARC_19-CS02                      | CUSIP: 3137G0VZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5887000 | PA      | $5721640.06   | 0.10%             | 2032-02-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| STACR_19-CS02                                                    | STACR_19-CS02                      | CUSIP: 3137G0WA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7646288 | PA      | $7145803.28   | 0.12%             | 2032-02-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| STACR_19-CS02                                                    | STACR_19-CS02                      | CUSIP: 3137G0WB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    662655344 | PA      | $4721949.45   | 0.08%             | 2029-02-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1278000 | PA      | $1256592.80   | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2187000 | PA      | $1988638.64   | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2580000 | PA      | $2449733.92   | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2513000 | PA      | $2455620.80   | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |      4400000 | OU      | $570874.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT CO                                         | GACI FIRST INVESTMENT CO           | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | NUSS              | KY        |      8600000 | PA      | $8653139.29   | 0.15%             | 2032-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING BV                                         | PLAYA HOTELS & RESORTS TLB 2.75    | CUSIP: 000000000<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |      2881358 | PA      | $2877755.81   | 0.05%             | 2029-01-05      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE TLB 3.5              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1543574 | PA      | $1528137.79   | 0.03%             | 2029-12-13      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC TLB 3.25 | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      2045809 | PA      | $2038771.57   | 0.04%             | 2030-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTNERS LLC                                  | TRAVERSE MIDSTREAM PART TLB 3.0    | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      1997889 | PA      | $2001225.49   | 0.03%             | 2028-02-16      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.16.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |     11150000 | OU      | $1905712.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP                                     | TOPGOLF CALLAWAY BRANDS TLB 3.0    | CUSIP: 000000000<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |      2248445 | PA      | $2191671.88   | 0.04%             | 2030-03-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.12.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |     11100000 | OU      | $1994497.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWP: OIS 1.780500 09-AUG-2049      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     53500000 | OU      | $21431484.21  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |     13000000 | OU      | $1686674.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                       | MCDERMOTT INTL EXIT TL 3.0         | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |         8649 | PA      | $4324.44      | 0.00%             | 2027-06-30      | Variable      | 7.44%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND JUN 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |         1181 | NC      | $1477415.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE SEP 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -1683 | NC      | $-338636.43   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 10YR NOTE SEP 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         3139 | NC      | $2718371.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND SEP 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -2938 | NC      | $-7543552.98  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE SEP 25          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -3165 | NC      | $-4853220.50  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND SEP 25             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         2999 | NC      | $8297756.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIA (REPUBLIC OF)                                              | INDIA (REPUBLIC OF)                | CUSIP: Y2R3MBQB4<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   1972730000 | PA      | $24510724.66  | 0.42%             | 2033-02-06      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.44.V1)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -80320000 | OU      | $4891928.15   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1                      | STACR_21-DNA1                      | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10400000 | PA      | $10902604.96  | 0.19%             | 2051-01-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                      | STACR_21-DNA5                      | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15700000 | PA      | $16858490.44  | 0.29%             | 2034-01-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1                      | STACR_22-HQA1                      | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9950000 | PA      | $10580362.35  | 0.18%             | 2042-03-25      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA6                                      | STACR_20-DNA6                      | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15400000 | PA      | $16457220.78  | 0.29%             | 2050-12-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS CORP       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1941000 | PA      | $1937315.45   | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       822000 | PA      | $864430.07    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2232000 | PA      | $2377891.04   | 0.04%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1923791.30   | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      3195000 | PA      | $3316163.66   | 0.06%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      2781000 | PA      | $2860544.76   | 0.05%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      1579000 | PA      | $1615947.27   | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |      1080000 | PA      | $1131429.72   | 0.02%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $1909485.10   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    387600000 | OU      | $677718.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   -387600000 | OU      | $-113179.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      1369000 | PA      | $1342825.78   | 0.02%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2967000 | PA      | $2640087.59   | 0.05%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTRMD LLC TLB 2.75   | CUSIP: 000000000<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      2534489 | PA      | $2523008.03   | 0.04%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC TLB 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1079684 | PA      | $1082458.84   | 0.02%             | 2031-11-28      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       879000 | PA      | $906427.59    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      1573000 | PA      | $1576297.21   | 0.03%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC DD 3.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       179947 | PA      | $180409.80    | 0.00%             | 2031-11-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                                  | ICON PARENT INC TLB 3.0            | CUSIP: 000000000<br>LEI: 254900KMZBBFEDCR0K38 | Long             | LON              | CORP              | US        |      1006430 | PA      | $1005091.17   | 0.02%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Team Hlth Hldgs                                                  | TEAM HEALTH HOLDINGS INC TLB 5.25  | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |       994248 | PA      | $988282.39    | 0.02%             | 2027-03-02      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      4476000 | PA      | $4493239.52   | 0.08%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSW STRUCTURED ASSET TRUST OSAT_21-RPL1                          | OSAT_21-RPL1                       | CUSIP: 67114HAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7176766 | PA      | $6531032.49   | 0.11%             | 2065-05-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS LP                                        | BCP VI SUMMIT HOLDINGS LP TLB 3.5  | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |      2230950 | PA      | $2237642.66   | 0.04%             | 2032-01-30      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC TLB12 4.25             | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1033722 | PA      | $1020965.43   | 0.02%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                                      | TELESAT LLC TLB5 2.75              | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2179765 | PA      | $1294235.55   | 0.02%             | 2026-12-07      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2981000 | PA      | $2961180.50   | 0.05%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM3                             | OBX_24-NQM3                        | CUSIP: 67118KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9058146 | PA      | $9104861.49   | 0.16%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                         | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5089544 | PA      | $5118122.32   | 0.09%             | 2033-10-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC TLB 4.0                 | CUSIP: 000000000<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       828413 | PA      | $830740.76    | 0.01%             | 2031-09-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC                                            | BCPE PEQUOD BUYER INC  TLB 3.5     | CUSIP: 000000000<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      1615982 | PA      | $1619214.16   | 0.03%             | 2031-11-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3276000 | PA      | $3276482.89   | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3976000 | PA      | $3456196.53   | 0.06%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2640000 | PA      | $2644357.55   | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORP              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      6601000 | PA      | $6308026.20   | 0.11%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC DD TL 4.0               | CUSIP: 000000000<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |        85566 | PA      | $85805.99     | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                               | TRONOX FINANCE LLC TLB 2.5         | CUSIP: 000000000<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |       498750 | PA      | $486226.39    | 0.01%             | 2031-09-30      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT18_18-18                      | OCT18_18-18A                       | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      6131289 | PA      | $6132816.11   | 0.11%             | 2031-04-16      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 55 OCT55_21-1                        | OCT55_21-1A                        | CUSIP: 67592WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9700000 | PA      | $9713987.40   | 0.17%             | 2034-07-20      | Variable      | 11.03%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      3617000 | PA      | $3615628.38   | 0.06%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      6531000 | PA      | $6727281.69   | 0.12%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    193213400 | OU      | $196652.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DYNAMO US BIDCO INC                                              | DYNAMO US BIDCO INC TLB 3.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       564348 | PA      | $564703.73    | 0.01%             | 2031-09-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2832738.80   | 0.05%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP      | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      3507000 | PA      | $3251119.71   | 0.06%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      1334000 | PA      | $1297737.56   | 0.02%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      5930000 | PA      | $5596742.91   | 0.10%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                          | BELRON FINANCE US LLC TLB 2.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2508539 | PA      | $2516691.63   | 0.04%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| TOSCA SERVICES LLC                                               | TOSCA SERVICES LLC TLB 1.5         | CUSIP: 000000000<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |       986640 | PA      | $884523.06    | 0.02%             | 2028-11-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP      | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      3919000 | PA      | $3917753.05   | 0.07%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HLDS CORP TLB 3.0 | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      3068439 | PA      | $3045057.54   | 0.05%             | 2031-06-20      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                   | CMG MEDIA GROUP TLB2 3.5           | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       929158 | PA      | $880376.94    | 0.02%             | 2029-06-18      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_22-3                                  | THRM_22-3A                         | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       982952 | PA      | $985400.77    | 0.02%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25        | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      1279070 | PA      | $1205382.55   | 0.02%             | 2031-11-01      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| TIDAL WASTE & RECYCLING HOLDINGS LLC                             | TIDAL WASTE & RECYCLING TLB 3.5    | CUSIP: 000000000<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |      1567944 | PA      | $1571863.90   | 0.03%             | 2031-10-24      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                               | OMNIA PARTNERS LLC TLB 3.25        | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      1641750 | PA      | $1643506.67   | 0.03%             | 2030-07-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC TLB 3.75  | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1126447 | PA      | $1123101.02   | 0.02%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP TLB1 3.5      | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      2694075 | PA      | $2685669.36   | 0.05%             | 2029-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                      | CREATIVE ARTISTS AGENCY TLB 2.75   | CUSIP: 000000000<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |      3234947 | PA      | $3232941.30   | 0.06%             | 2031-10-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    242192000 | OU      | $788383.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | PICARD MIDCO INC                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      8693000 | PA      | $8687115.44   | 0.15%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_24-RRTL2                               | TRK_24-RRTL2                       | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19650000 | PA      | $19605315.90  | 0.34%             | 2039-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                            | JEFFERIES FINANCE LLC TLB 3.0      | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |      2664862 | PA      | $2656547.21   | 0.05%             | 2031-10-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS LLC                         | SPECIALTY BUILDING PROD TLB 3.75   | CUSIP: 000000000<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |       774728 | PA      | $727694.58    | 0.01%             | 2028-10-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                  | TRANS UNION LLC TLB9 1.75          | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |       916602 | PA      | $915585.03    | 0.02%             | 2031-06-24      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3191000 | PA      | $3243694.78   | 0.06%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5782000 | PA      | $5875977.11   | 0.10%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5006000 | PA      | $5113220.00   | 0.09%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOGIES INC                                  | POINTCLICKCARE TECH TLB 3.25       | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |      2695000 | PA      | $2698368.75   | 0.05%             | 2031-11-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HLDS TLB DD 3.25 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       211411 | PA      | $210882.85    | 0.00%             | 2031-11-19      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1743000 | PA      | $1726703.17   | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      4196000 | PA      | $4148594.99   | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES                                                  | DXP ENTERPRISES INC TLB 3.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1348943 | PA      | $1352315.33   | 0.02%             | 2030-10-11      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM HOLDINGS II LLC                                       | WINDSTREAM HOLDINGS II LLC RIGHTS  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2045 | NS      | $30041.32     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLJ 2.5              | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      3994811 | PA      | $3993492.95   | 0.07%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGNE PARTNERS LLC        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6111000 | PA      | $6261063.18   | 0.11%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MRC GLOBAL (US) INC                                              | MRC GLOBAL INC TLB 3.5             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2781530 | PA      | $2767622.65   | 0.05%             | 2031-10-29      | Variable      | 7.83%                 | No            |                  3 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HLDS TLB 3.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2959759 | PA      | $2952359.87   | 0.05%             | 2031-11-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION TLB 3.75    | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |      1462083 | PA      | $1467565.36   | 0.03%             | 2031-10-28      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                             | CROWN FINANCE US INC TLB 5.25      | CUSIP: 000000000<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |      1154215 | PA      | $1154630.27   | 0.02%             | 2031-12-02      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                            | TRANSOCEAN AQUILA LTD              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      3262354 | PA      | $3264324.73   | 0.06%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       776000 | PA      | $699643.04    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PARTNERS LLC                                 | SOUTHRN VETERAN PRTNS LLC TLB 3.25 | CUSIP: 000000000<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |      2846927 | PA      | $2847410.65   | 0.05%             | 2031-12-04      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                            | ECL ENTERTAINMENT LLC TLB 3.5      | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |      1270629 | PA      | $1265330.22   | 0.02%             | 2030-08-30      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      3061000 | PA      | $2631744.74   | 0.05%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                   | TRANSOCEAN TITAN FIN LTD           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      6871667 | PA      | $6975813.25   | 0.12%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                 | PEX HOLDINGS LLC TLB 2.75          | CUSIP: 000000000<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |      3453986 | PA      | $3436715.78   | 0.06%             | 2031-11-26      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | OSAIC HOLDINGS INC TLB4 3.5        | CUSIP: 000000000<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      3132336 | PA      | $3140855.54   | 0.05%             | 2028-08-17      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2                | TMIR_21-2                          | CUSIP: 89600GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     10750000 | PA      | $11013024.55  | 0.19%             | 2033-10-25      | Variable      | 9.94%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                        | PRIMO BRAND CORP (TRITON) TLB 2.25 | CUSIP: 89678QAD8<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |      2815572 | PA      | $2814867.95   | 0.05%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                       | SOPHOS INTERMEDIATE II LTD TLB 3.5 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       567582 | PA      | $568791.26    | 0.01%             | 2027-03-05      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | ELLUCIAN HOLDINGS INC TLB 3.0      | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      2822227 | PA      | $2824230.38   | 0.05%             | 2029-10-09      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                    | KODIAK BP LLC TLB 3.75             | CUSIP: 000000000<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |      2534616 | PA      | $2402461.43   | 0.04%             | 2031-12-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                             | DOTDASH MEREDITH INC TLB 3.5       | CUSIP: 000000000<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |      1315812 | PA      | $1313351.78   | 0.02%             | 2028-12-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | TRONOX INC                         | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2843000 | PA      | $2374223.94   | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                               | TRONOX FINANCE LLC TLB2 2.25       | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |       477095 | PA      | $465348.67    | 0.01%             | 2029-04-04      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                                      | TRUGREEN LP TLB 4.0                | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |      1060133 | PA      | $1013751.99   | 0.02%             | 2027-11-02      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                    | TRUIST INSURANCE TLB 2.75          | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       996041 | PA      | $993132.41    | 0.02%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS INVESTMENT MANAGEMENT HOLDINGS LLC           | GUGGENHEIM PRT INV MGMT TLB 2.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1745625 | PA      | $1747370.63   | 0.03%             | 2031-11-26      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| DECHRA FINANCE US LLC                                            | DECHRA FINANCE US LLC TLB 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2738987 | PA      | $2718444.89   | 0.05%             | 2032-01-27      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | ULTIMATE SOFTWARE UKG TLB 3.00     | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3011494 | PA      | $3016312.87   | 0.05%             | 2031-02-10      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)               | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     17157000 | PA      | $16830067.69  | 0.29%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                             | INEOS US FINANCE LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |       678206 | PA      | $653451.43    | 0.01%             | 2031-02-07      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES LTD                                     | ION TRADING TECHNOLOGIES TLB 3.5   | CUSIP: 000000000<br>LEI: 2138009B6RP9G7VQ2W32 | Long             | LON              | CORP              | IE        |       540226 | PA      | $539356.06    | 0.01%             | 2028-04-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                 | UFC HOLDINGS LLC TLB4 2.25         | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |       750000 | PA      | $751590.00    | 0.01%             | 2031-11-21      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4210000 | PA      | $4343630.60   | 0.08%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       967000 | PA      | $945982.12    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3348000 | PA      | $3222689.23   | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1558000 | PA      | $1604542.41   | 0.03%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1517222.82   | 0.03%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USI INC                                                          | USI INC TLB 2.25                   | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      1660974 | PA      | $1655010.65   | 0.03%             | 2029-11-21      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM HOLDINGS LLC                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3477000 | PA      | $3408866.17   | 0.06%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HLD                                                  | ULTRA CLEAN HOLDINGS INC TLB 3.25  | CUSIP: 90385YAF8<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |      1560797 | PA      | $1564699.40   | 0.03%             | 2028-02-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)     | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4000000 | PA      | $3645983.06   | 0.06%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES              | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300000 | PA      | $222245.68    | 0.00%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES              | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5257000 | PA      | $5046549.05   | 0.09%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC              | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       897000 | PA      | $842604.09    | 0.01%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC              | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       997000 | PA      | $894793.45    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED SHORE FINANCIAL SERVICES LL | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      1435000 | PA      | $1433305.26   | 0.02%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      4283000 | PA      | $4420542.71   | 0.08%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6250000 | PA      | $5814941.41   | 0.10%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6250000 | PA      | $5719726.56   | 0.10%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED WHOLESALE MORTGAGE LLC      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      3544000 | PA      | $3399633.51   | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED WHOLESALE MORTGAGE LLC      | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      2863000 | PA      | $2822362.96   | 0.05%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      9200000 | PA      | $8280394.57   | 0.14%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC TLB 3.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2149935 | PA      | $2139637.06   | 0.04%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75              | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      2815109 | PA      | $2434055.96   | 0.04%             | 2028-02-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                                | HILLMAN GROUP INC TLB1 2.75        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1352774 | PA      | $1349960.45   | 0.02%             | 2028-07-14      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| EMERALD DEBT MERGER SUB LLC                                      | EMERALD DEBT MERGER SUB TLB 3.0    | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | LON              | CORP              | US        |      2683749 | PA      | $2668532.23   | 0.05%             | 2030-05-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM HOLDINGS II LLC                                       | WINDSTREAM SERVICES LLC            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11272 | NS      | $212291.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CONSTRUCTION FINANCE COMPANY LP                          | CALPINE CONSTRUCTION FIN TLB 2.25  | CUSIP: 000000000<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |       727012 | PA      | $726197.44    | 0.01%             | 2030-07-31      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                                            | ONTARIO GAMING GTA LP TLB 4.25     | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      2666327 | PA      | $2620999.39   | 0.05%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| CINEWORLD GROUP PLC                                              | CINEWORLD RIGHTS                   | CUSIP: 000000000<br>LEI: 213800J2J3TOOI176M73 | Long             | EC               | CORP              | GB        |        31901 | NS      | $741692.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC            | FLINT GROUP PACKAGING TLB          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1283553 | PA      | $1226858.93   | 0.02%             | 2026-12-31      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC            | FLINT GROUP PACKAGING TL 2LN       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       990862 | PA      | $96609.00     | 0.00%             | 2027-12-31      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                              | JAZZ SECURITIES DAC                | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |      2600000 | PA      | $2493742.52   | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                             | JOHNSTONE SUPPLY LLC TLB 2.5       | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2374320 | PA      | $2368004.56   | 0.04%             | 2031-06-09      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                              | APPLE BIDCO LLC TLB 2.5            | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3033242 | PA      | $3012524.53   | 0.05%             | 2031-09-23      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5025000 | PA      | $4612899.58   | 0.08%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | KODIAK GAS SERVICES LLC            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       916000 | PA      | $940154.07    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1511000 | PA      | $1522745.47   | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1053000 | PA      | $1052768.76   | 0.02%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | BATH & BODY WORKS INC              | CUSIP: 501797AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1465000 | PA      | $1503350.52   | 0.03%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      1142000 | PA      | $1100253.78   | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      1111000 | PA      | $1177914.24   | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL1                               | LHOME_24-RTL1                      | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14150000 | PA      | $14233582.64  | 0.25%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL2                               | LHOME_24-RTL2                      | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $8070717.60   | 0.14%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                        | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      3597000 | PA      | $3643788.19   | 0.06%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3838000 | PA      | $3833733.05   | 0.07%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1293000 | PA      | $1266879.77   | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING LLC                                        | SERTA SIMMONS BEDDING LLC          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          335 | NS      | $3517.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY SOLUTIONS LLC                                             | ENERGY SOLUTIONS LLC TLB 3.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2504956 | PA      | $2501824.71   | 0.04%             | 2030-09-20      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | STAR PARENT INC TLB 4.0            | CUSIP: 000000000<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |      1875993 | PA      | $1842224.90   | 0.03%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC            | FLINT GROUP PACKAGING              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722943 | NS      | $0.72         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INEOS US PETROCHEM LLC                                           | INEOS US PETROCHEM LLC TLB 4.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2430450 | PA      | $2217785.63   | 0.04%             | 2029-04-02      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                     | ASPIRE BAKERIES HOLDINGS TLB 4.25  | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      1456054 | PA      | $1457262.02   | 0.03%             | 2030-12-23      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| IDEMIA AMERICA CORP                                              | IDEMIA GROUP SAS TLB 4.75          | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |      2722216 | PA      | $2723930.55   | 0.05%             | 2028-09-30      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL PRODUCTS                                 | BOMBARDIER RECREATIONAL TLB4 2.75  | CUSIP: 000000000<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |      1227442 | PA      | $1214971.17   | 0.02%             | 2031-01-22      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB5 1.75             | CUSIP: 000000000<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |       717949 | PA      | $717065.64    | 0.01%             | 2032-02-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                              | WESTINGHOUSE TLB 2.25              | CUSIP: 000000000<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      3936238 | PA      | $3926988.16   | 0.07%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT TLB1 2.25    | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |       838895 | PA      | $834960.32    | 0.01%             | 2031-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                | MERLIN ENTERTAINMENT TLB 3.5       | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |      1396500 | PA      | $1316201.25   | 0.02%             | 2029-11-12      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL               | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      7553000 | PA      | $7439722.81   | 0.13%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       916000 | PA      | $918475.58    | 0.02%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                | FOUNDATION BUILDING MAT TLB2 4.0   | CUSIP: 000000000<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |       327679 | PA      | $307153.49    | 0.01%             | 2031-01-29      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3261000 | PA      | $3159022.46   | 0.05%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAPITAL FIN HLDGS LLLP      | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1434000 | PA      | $1487059.29   | 0.03%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       893000 | PA      | $882360.02    | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      2124000 | PA      | $2003798.53   | 0.03%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                     | LEEWARD RENEWABLE ENERGY OP LLC    | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |      1411000 | PA      | $1285181.48   | 0.02%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_24-3                          | LBZZ_24-3A                         | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13756134 | PA      | $13744035.09  | 0.24%             | 2030-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | LIGHT & WONDER INTERNATIONAL INC   | CUSIP: 531968AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       330000 | PA      | $341113.63    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LIFEPOINT HEALTH INC               | CUSIP: 53219LAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3358000 | PA      | $3694428.47   | 0.06%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | ELEMENT SOLUTIONS INC              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      3427000 | PA      | $3290278.89   | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | ELLUCIAN HOLDINGS INC              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1074095.43   | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMERALD DEBT MERGER SUB LLC        | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      7652000 | PA      | $7735012.64   | 0.13%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                       | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      7793000 | PA      | $7884871.72   | 0.14%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                 | ENSEMBLE RCM LLC TLB 3.0           | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      1198273 | PA      | $1199842.30   | 0.02%             | 2029-08-01      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2603000 | PA      | $2529259.60   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5154000 | PA      | $5158185.02   | 0.09%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                        | ESAB CORP                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      1153000 | PA      | $1173469.94   | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                    | EART_23-3A                         | CUSIP: 301989AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1253537 | PA      | $1255099.06   | 0.02%             | 2027-09-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION RENEWABLES LLC                                     | EXGEN RENEWABLES IV TLB 2.5        | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      2386778 | PA      | $2383412.86   | 0.04%             | 2027-12-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA        | CUSIP: 30216JAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |      6200000 | PA      | $5781419.37   | 0.10%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      2354000 | PA      | $2349594.49   | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL LLC FHF_24-3                                | FHF_24-3A                          | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22217780 | PA      | $22245048.11  | 0.39%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QCK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      4594000 | PA      | $4330395.10   | 0.08%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QCL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      8000000 | PA      | $5201068.67   | 0.09%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | PETRONAS CAPITAL LTD               | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |      5720000 | PA      | $5657768.58   | 0.10%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC/PETSMART FIN CORP     | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2780000 | PA      | $2692469.39   | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB1 2.25    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      2388229 | PA      | $2375738.15   | 0.04%             | 2031-04-14      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/QUICKEN LOANS    | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      3811000 | PA      | $3448255.39   | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      8152000 | PA      | $8281437.70   | 0.14%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      7282000 | PA      | $7387278.63   | 0.13%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/FIN CORP   | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       860000 | PA      | $830413.34    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP            | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       616000 | PA      | $634094.91    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | SYNAPTICS INCORPORATED             | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      6732000 | PA      | $6266106.24   | 0.11%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25100000 | PA      | $25344716.76  | 0.44%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC    | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      1294000 | PA      | $1301207.83   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      7000000 | PA      | $5245841.08   | 0.09%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      6506000 | PA      | $6541079.82   | 0.11%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      6091000 | PA      | $5566498.93   | 0.10%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                             | ANGOLA (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      7000000 | PA      | $5148126.23   | 0.09%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV     | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $5772221.16   | 0.10%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD PLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      2000000 | PA      | $1610892.53   | 0.03%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                            | DP WORLD CRESCENT LTD              | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | NUSS              | KY        |      5600000 | PA      | $5353496.43   | 0.09%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12000000 | PA      | $8132654.83   | 0.14%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      9275000 | PA      | $9259190.99   | 0.16%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 227007000000 | PA      | $13679891.49  | 0.24%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                              | KOREA (REPUBLIC OF)                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  31900000000 | PA      | $23813317.55  | 0.41%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                      | Mcdermott International Ltd        | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |          383 | NS      | $4737.74      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITCO FUNDING LLC                                                | CITCO GROUP TLB 2.75               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       812241 | PA      | $814441.85    | 0.01%             | 2028-04-27      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| DRW HOLDINGS LLC                                                 | DRW (DRW HOLDINGS LLC) TLB 3.5     | CUSIP: 000000000<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |       800000 | PA      | $800000.00    | 0.01%             | 2031-06-26      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |    -24520000 | OU      | $-418845.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CAN 10YR BOND SEP 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | CA        |         2119 | NC      | $2536015.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE SEP 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -6921 | NC      | $-5153425.05  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA TLN 2.5               | CUSIP: G9368PBC7<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      1925000 | PA      | $1892910.25   | 0.03%             | 2028-01-31      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                       | MCDERMOTT INTL EXIT TL 1.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       129892 | PA      | $54424.69     | 0.00%             | 2027-12-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                         | SRAM LLC TLB 2.25                  | CUSIP: 000000000<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |      1716621 | PA      | $1708038.26   | 0.03%             | 2032-02-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLB 3.25    | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |       765011 | PA      | $765492.55    | 0.01%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | TK ELEVATOR US NEWCO INC TLB 3.0   | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |      3595752 | PA      | $3601469.09   | 0.06%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                                                     | STORABLE INC TLB 3.25              | CUSIP: 000000000<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |       920747 | PA      | $919761.74    | 0.02%             | 2031-04-16      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                                  | ALERA GROUP INC TLB 3.50           | CUSIP: 000000000<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |       682097 | PA      | $682479.45    | 0.01%             | 2032-05-21      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                    | MRP BUYER LLC TLB 3.25             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1115594 | PA      | $1099785.55   | 0.02%             | 2032-05-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                    | MRP BUYER LLC DDTL 3.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       141985 | PA      | $139972.71    | 0.00%             | 2032-05-04      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)             | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1429000 | PA      | $1418941.42   | 0.02%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_13-12A                                           | APID_13-12A                        | CUSIP: 03764DAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     15897451 | PA      | $15881553.75  | 0.28%             | 2031-04-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                             | PRIME SECURITY SERVICES TLB1 2.0   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      1407643 | PA      | $1406207.06   | 0.02%             | 2030-10-13      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      5700000 | PA      | $4368906.72   | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3000000 | PA      | $2181606.99   | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       965000 | PA      | $750136.58    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC TLB7 2.0      | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1501875.00   | 0.03%             | 2028-04-06      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC TLB8 2.0      | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       960374 | PA      | $960576.17    | 0.02%             | 2030-06-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      4842000 | PA      | $4561883.87   | 0.08%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      6909000 | PA      | $6319561.70   | 0.11%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ANCESTRY.COM INC TLB 3.25          | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      2921158 | PA      | $2872462.51   | 0.05%             | 2027-12-06      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                             | ARCHROCK PARTNERS LP/ARCHROCK FIN  | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      1387000 | PA      | $1396430.38   | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |      9111000 | PA      | $8073033.87   | 0.14%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | ARDONAGH FINCO LTD                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      3666000 | PA      | $3789544.23   | 0.07%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                       | ARDONAGH GROUP FINANCE LTD         | CUSIP: 039956AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      4562000 | PA      | $4716954.89   | 0.08%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | ARETEC GROUP INC TLB 3.5           | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |      3215639 | PA      | $3209786.42   | 0.06%             | 2030-08-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                         | ARETEC GROUP INC                   | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4451000 | PA      | $4437999.53   | 0.08%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_15-4A                                          | ARES_15-4A                         | CUSIP: 04015NAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      5142638 | PA      | $5140313.48   | 0.09%             | 2030-10-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_15-4A                                          | ARES_15-4A                         | CUSIP: 04015NAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     24250000 | PA      | $24257929.75  | 0.42%             | 2030-10-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_17-44A                                         | ARES_17-44A                        | CUSIP: 04016NAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7000000 | PA      | $7035511.00   | 0.12%             | 2034-04-15      | Variable      | 11.39%                | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA TLBQ 3.25             | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      1000000 | PA      | $985000.00    | 0.02%             | 2029-01-31      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| EFS COGEN HOLDINGS I LLC                                         | EFS COGEN HOLDINGS I LLC TLB 3.5   | CUSIP: 000000000<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |      1971672 | PA      | $1982772.36   | 0.03%             | 2031-10-03      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| WEBER STEPHEN PRODUCTS LLC                                       | WEBER-STEPHEN PRODS TLB 3.25       | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      2860378 | PA      | $2833118.19   | 0.05%             | 2027-10-30      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                 | LINCOLN FINANCIAL GLOBAL FUNDING   | CUSIP: 53359KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       499000 | PA      | $510219.06    | 0.01%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1242647.69   | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC      | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       639000 | PA      | $640173.86    | 0.01%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | MCAFEE CORP TLB1 3.0               | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      3489600 | PA      | $3351760.36   | 0.06%             | 2029-03-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_24-NPL1                                          | MFRA_24-NPL1                       | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27439233 | PA      | $27538011.25  | 0.48%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MCGRAW-HILL EDUCATION INC          | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      4250000 | PA      | $4371683.30   | 0.08%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP                | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      2131000 | PA      | $2169044.51   | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                         | MET TOWER GLOBAL FUNDING           | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |      7443000 | PA      | $7615353.82   | 0.13%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                               | METROPOLITAN LIFE GLOBAL FUNDING I | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      2849000 | PA      | $2892499.37   | 0.05%             | 2030-01-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                      | MIDWEST GAMING BORROWER LLC        | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |      4992000 | PA      | $4790668.84   | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | MINERVA MERGER SUB INC             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     10140000 | PA      | $9763699.51   | 0.17%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                       | MITCHELL INTERNATIONAL TLB 3.25    | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      2825490 | PA      | $2814300.74   | 0.05%             | 2031-06-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11675000 | PA      | $9750164.30   | 0.17%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20043000 | PA      | $19906422.70  | 0.34%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10816000 | PA      | $10971926.12  | 0.19%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      2870000 | PA      | $2706428.68   | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      6635000 | PA      | $6483213.40   | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST MPOWR_25                                  | MPOWER_25-A                        | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7100000 | PA      | $7070630.14   | 0.12%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      3473000 | PA      | $3421712.31   | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       982000 | PA      | $957845.41    | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       276000 | PA      | $276140.06    | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1143000 | PA      | $1142605.55   | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      2645000 | PA      | $2646014.22   | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1251000 | PA      | $1254938.25   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2719000 | PA      | $2686747.49   | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1229000 | PA      | $1148325.26   | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMRLD BORROWER LP                  | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      1526000 | PA      | $1560216.68   | 0.03%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT CORP                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      1319000 | PA      | $1289628.15   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC               | CUSIP: 26884TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       907000 | PA      | $902626.56    | 0.02%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC               | CUSIP: 26884TAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13488000 | PA      | $13569861.81  | 0.24%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                  | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      6399000 | PA      | $6194373.74   | 0.11%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC ULC/NEW RED FINANCE INC | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      3320000 | PA      | $3053537.34   | 0.05%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC UNLIMITED LIABILITY CO  | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      1840000 | PA      | $1853631.38   | 0.03%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5587000 | PA      | $5001722.78   | 0.09%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_10-6                     | CMLTI_10-6                         | CUSIP: 17316YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        54644 | PA      | $54200.15     | 0.00%             | 2035-09-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CMLTI_14-C                                                       | CMLTI_14-C                         | CUSIP: 17323GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       529917 | PA      | $525976.86    | 0.01%             | 2054-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     21931000 | PA      | $19282788.33  | 0.33%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1                       | CITZN_24-1                         | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4934581 | PA      | $4937653.83   | 0.09%             | 2026-10-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC              | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      2936000 | PA      | $2957761.80   | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC              | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      3710000 | PA      | $3633819.84   | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC              | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      1354000 | PA      | $1337006.82   | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC              | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      1887000 | PA      | $1891955.78   | 0.03%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                                   | CLARIOS GLOBAL LP/CLARIOS US FIN   | CUSIP: 18060TAC9<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |      2587000 | PA      | $2638871.30   | 0.05%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                                   | CLARIOS GLOBAL LP                  | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |      1907000 | PA      | $1942113.25   | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2776000 | PA      | $2646714.37   | 0.05%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5779000 | PA      | $5344571.02   | 0.09%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL WORLDWIDE HOLDINGS   | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1231139.72   | 0.02%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS     | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1387000 | PA      | $1267414.55   | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      4074000 | PA      | $3600861.20   | 0.06%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1191000 | PA      | $1250789.71   | 0.02%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      5501000 | PA      | $5577120.92   | 0.10%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       910000 | PA      | $888768.48    | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      8532000 | PA      | $7701992.95   | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      3452000 | PA      | $3030382.95   | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC               | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       905000 | PA      | $841347.10    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC               | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       459000 | PA      | $394070.78    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      6872000 | PA      | $7027762.82   | 0.12%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      3978000 | PA      | $4183720.39   | 0.07%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP TLB 2.75     | CUSIP: 000000000<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |      3783228 | PA      | $3732494.57   | 0.06%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                           | FIRST BRANDS TLB 5.0               | CUSIP: 000000000<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      1108862 | PA      | $1068388.65   | 0.02%             | 2027-03-30      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| SIGNAL PARENT INC                                                | INTERIOR LOGIC GROUP INC TLB 3.5   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1801665 | PA      | $1191909.20   | 0.02%             | 2028-04-03      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | PLY GEM CORNERSTONE TLB 3.25       | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      1363889 | PA      | $1213288.68   | 0.02%             | 2028-04-12      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                             | WEIGHT WATCHERS TLB 3.5            | CUSIP: 000000000<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |      1171875 | PA      | $364453.13    | 0.01%             | 2028-04-13      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                    | CORELOGIC INC TLB 3.5              | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |      2768602 | PA      | $2726380.53   | 0.05%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS TLB 3.25  | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      1412387 | PA      | $1373546.30   | 0.02%             | 2029-01-31      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VACATIONS TLB 2.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1991285 | PA      | $1979676.07   | 0.03%             | 2028-08-02      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ TLB 2.5                | CUSIP: 000000000<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      2615599 | PA      | $2612067.45   | 0.05%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| GCX HOLDINGS LTD                                                 | AL GCX HOLDINGS LTD TLB 3.75       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BM        |      1088718 | PA      | $1087585.82   | 0.02%             | 2029-05-17      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION HOLDINGS LLC                                 | NEW FRONTERA HLDGS 1ST LN TL 12.0  | CUSIP: 000000000<br>LEI: 549300GLB8UW9UT6MD14 | Long             | LON              | CORP              | US        |       217161 | PA      | $318141.04    | 0.01%             | 2026-07-28      | Variable      | 17.59%                | No            |                  3 | On Loan: No      |
| FRONTERA GENERATION HOLDINGS LLC                                 | NEW FRONTERA HLDGS 2ND LN TL 1.5   | CUSIP: 000000000<br>LEI: 549300GLB8UW9UT6MD14 | Long             | LON              | CORP              | US        |        75277 | PA      | $72454.11     | 0.00%             | 2028-07-28      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FRONTERA ENERGY CORP                                             | NEW FRONTERA HOLDINGS              | CUSIP: 000000000<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |        14302 | NS      | $110840.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | W R GRACE HOLDINGS LLC TLB 3.25    | CUSIP: 000000000<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |      1227792 | PA      | $1222880.70   | 0.02%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC TLB 1.75   | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |       667213 | PA      | $667713.10    | 0.01%             | 2028-09-22      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CLOUDERA INC                                                     | CLOUDERA INC TLB 3.75              | CUSIP: 000000000<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |      2629175 | PA      | $2601778.93   | 0.05%             | 2028-10-08      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE                                                   | CHG HEALTHCARE SVCS INC TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       753573 | PA      | $754673.10    | 0.01%             | 2028-09-29      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| LOYALTY VENTURES INC                                             | LOYALTY VENTURES INC TLB 3.5       | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |      1604304 | PA      | $112301.31    | 0.00%             | 2027-11-03      | Variable      | 14.00%                | No            |                  3 | On Loan: No      |
| HRNI HOLDINGS LLC                                                | HARD ROCK NORTHERN IN TLB 4.25     | CUSIP: 000000000<br>LEI: 549300V1ELIRK8JURN28 | Long             | LON              | CORP              | US        |      3538349 | PA      | $3441044.63   | 0.06%             | 2028-12-11      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                          | RIVERBED TECHNOLOGY INC            | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EC               | CORP              | US        |        13308 | NS      | $672.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                          | RIVERBED TECHNOLOGY INC            | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EP               | CORP              | US        |        14204 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 19TH HOLDINGS DELAWARE INC                                       | 19TH HOLDINGS GOLF LLC TLB 3.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1082301 | PA      | $1048478.92   | 0.02%             | 2029-02-07      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB 4.25            | CUSIP: 000000000<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |        31626 | PA      | $30934.11     | 0.00%             | 2028-06-30      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | NOVOLEX (FLEX ACQ) TLB 3.18        | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      3205621 | PA      | $3190682.84   | 0.06%             | 2029-04-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC               | ELEMENT MATERIALS TLB 3.75         | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      1675481 | PA      | $1671292.49   | 0.03%             | 2029-07-06      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| MITNICK CORPORATE PURCHASER INC                                  | VERACODE TL 4.75                   | CUSIP: 000000000<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |       772279 | PA      | $513287.80    | 0.01%             | 2029-05-02      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING TLB 2.50      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2117729 | PA      | $2112435.03   | 0.04%             | 2029-05-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| RESTORATION HARDWARE INC.                                        | RESTORATION HARDWARE TLB2 3.25     | CUSIP: 000000000<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |       977444 | PA      | $936772.14    | 0.02%             | 2028-10-20      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| CHAMPIONX CORP                                                   | APERGY CORP TLB 3.25               | CUSIP: 000000000<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |       985000 | PA      | $984694.65    | 0.02%             | 2029-06-07      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                           | BARRACUDA NETWORKS INC TLB 4.5     | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |      2704612 | PA      | $2285397.36   | 0.04%             | 2029-08-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMM TLB 4.25            | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |       691942 | PA      | $685023.04    | 0.01%             | 2029-06-24      | Variable      | 8.55%                 | No            |                  3 | On Loan: No      |
| WMB HOLDINGS INC                                                 | CSC (CORPORATION SERVICE) TLB 3.25 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1968982 | PA      | $1965299.51   | 0.03%             | 2029-11-02      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141             | GNMA_17-141                        | CUSIP: 38380HKU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      9662790 | PA      | $1304237.02   | 0.02%             | 2047-09-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67              | GNMA_18-67                         | CUSIP: 38380WZ28<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7136667 | PA      | $818558.57    | 0.01%             | 2048-05-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124             | GNMA_18-124                        | CUSIP: 38380YX26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     11404421 | PA      | $1326769.84   | 0.02%             | 2048-09-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/RHP FIN    | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      1679000 | PA      | $1703412.02   | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP            | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1566333.08   | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      1102000 | PA      | $1085380.60   | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                            | RACKSPACE FINANCE LLC TLB 2.75     | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       833263 | PA      | $371727.15    | 0.01%             | 2028-05-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| RADNOR RE RMIR_24-1                                              | RMIR_24-1                          | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6900000 | PA      | $6964367.34   | 0.12%             | 2034-09-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-1                                        | RMIR_21-1                          | CUSIP: 75279YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18984000 | PA      | $19161764.28  | 0.33%             | 2033-12-27      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION  | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10382000 | PA      | $10218014.40  | 0.18%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      2702000 | PA      | $2774572.73   | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.8.BBB-)              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |     -3948129 | OU      | $-857463.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION  | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      7376000 | PA      | $6297131.05   | 0.11%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-1                                        | RCO_25-1                           | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18315618 | PA      | $18323245.06  | 0.32%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_23-4                | RPM_23-4A                          | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11329844 | PA      | $11428280.82  | 0.20%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-1                 | RPM_24-1A                          | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8864205 | PA      | $8938446.04   | 0.15%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-3                 | RPM_24-3A                          | CUSIP: 76089HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15059795 | PA      | $15102941.78  | 0.26%             | 2033-03-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC                                                   | RESONETICS LLC TLB 3.25            | CUSIP: 76118EAK4<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |      1372494 | PA      | $1369062.50   | 0.02%             | 2031-06-18      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                              | AVAYA INC TLB1                     | CUSIP: 000000000<br>LEI: 549300NZS2OZN6Q63A60 | Long             | LON              | CORP              | US        |      1288309 | PA      | $1012391.76   | 0.02%             | 2028-08-01      | Variable      | 11.83%                | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2800787.41   | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC          | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |       611000 | PA      | $639688.30    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                                   | RIVERS ENTERPRISE BORROWER LLC     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5384000 | PA      | $5320135.05   | 0.09%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                      | ROBLOX CORPORATION                 | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5315000 | PA      | $4951028.68   | 0.09%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     15861000 | PA      | $13701992.59  | 0.24%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC       | CUSIP: 77340RAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1293000 | PA      | $1332035.16   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)              | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2246000 | PA      | $1355115.04   | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)              | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4732000 | PA      | $4767127.27   | 0.08%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       775000 | PA      | $765980.15    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3495000 | PA      | $3545761.70   | 0.06%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6224000 | PA      | $6196076.75   | 0.11%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                               | RYAN SPECIALTY LLC                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      2930000 | PA      | $2912474.45   | 0.05%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       460000 | PA      | $450996.43    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP            | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      5224000 | PA      | $4855893.62   | 0.08%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                         | SFO_21-555                         | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4850000 | PA      | $4801484.97   | 0.08%             | 2038-05-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT LLC                        | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      3225000 | PA      | $2839991.84   | 0.05%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $1929193.19   | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2619000 | PA      | $2511385.77   | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC              | CUSIP: 78466CAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1508000 | PA      | $1547391.54   | 0.03%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC TLB8 2.0     | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       958651 | PA      | $961766.14    | 0.02%             | 2031-05-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                     | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      1001000 | PA      | $961490.08    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                              | SWF HOLDINGS I CORP TLA2 4.0       | CUSIP: 78489HAE8<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |       744323 | PA      | $592205.33    | 0.01%             | 2028-10-06      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB1 6.0            | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      1269307 | PA      | $1254493.97   | 0.02%             | 2029-11-15      | Variable      | 10.43%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB2 6.0            | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       833974 | PA      | $786020.77    | 0.01%             | 2029-11-15      | Variable      | 10.43%                | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST SAFCO_24-1                          | SAFCO_24-1A                        | CUSIP: 78637EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2327918 | PA      | $2333212.17   | 0.04%             | 2028-03-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      2325000 | PA      | $2319915.67   | 0.04%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                          | CUSIP: 36200NRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        55545 | PA      | $55315.96     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                          | CUSIP: 36213CJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         9998 | PA      | $10268.72     | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE TECHNOLOGIES INC     | CUSIP: 36267VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18980000 | PA      | $19473866.31  | 0.34%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | GTCR W-2 MERGER SUB LLC            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      5615000 | PA      | $5935780.61   | 0.10%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-4                      | GSAR_24-4A                         | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12388843 | PA      | $12375733.36  | 0.21%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD   | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      3925000 | PA      | $3002123.67   | 0.05%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                        | GARDA WORLD SECURITY CORP          | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      2997000 | PA      | $2988728.35   | 0.05%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      1484000 | PA      | $1468610.42   | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                       | GATES CORPORATION                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      1888000 | PA      | $1935549.38   | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | GENERAL MILLS INC                  | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4468103.85   | 0.08%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                           | GENESEE & WYOMING INC              | CUSIP: 371559AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2787000 | PA      | $2837331.63   | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     36182000 | PA      | $35944540.61  | 0.62%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST GITSIT_25-NPL1                        | GITSIT_25-NPL1                     | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14563360 | PA      | $14559711.88  | 0.25%             | 2055-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                   | GO DADDY OPERATING CO LLC TLB 1.75 | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |       422912 | PA      | $422704.57    | 0.01%             | 2029-11-09      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE        | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     26716000 | PA      | $27119325.54  | 0.47%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      6534000 | PA      | $5624628.20   | 0.10%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |         6000 | PA      | $5212.04      | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY     | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      2758000 | PA      | $2641240.07   | 0.05%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-190                        | CUSIP: 38379HLN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5122469 | PA      | $291401.88    | 0.01%             | 2038-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-20                         | CUSIP: 38379VGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8071005 | PA      | $963385.83    | 0.02%             | 2046-02-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129             | GNMA_17-129                        | CUSIP: 38380GMB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6641511 | PA      | $773823.06    | 0.01%             | 2047-08-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133             | GNMA_17-133                        | CUSIP: 38380HAZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7266444 | PA      | $831543.51    | 0.01%             | 2047-09-20      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      5482000 | PA      | $5602710.57   | 0.10%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS IN | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      5888000 | PA      | $5952978.59   | 0.10%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC TLB 3.25   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       362134 | PA      | $359135.28    | 0.01%             | 2032-04-01      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC    | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      6862000 | PA      | $6775324.95   | 0.12%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     14500000 | PA      | $9615409.72   | 0.17%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      9119000 | PA      | $6009836.22   | 0.10%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    329538698 | NS      | $329439836.57 | 5.71%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5831000 | PA      | $5775649.85   | 0.10%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Compass Power Ge                                                 | COMPASS PW GENERATION LLC TL 3.75  | CUSIP: 20451VAF0<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |       731769 | PA      | $733824.85    | 0.01%             | 2029-04-14      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       407000 | PA      | $386340.27    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      1278000 | PA      | $1263915.25   | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                     | CONCENTRA ESCROW ISSUER CORP       | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6249000 | PA      | $6437802.24   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1             | CAS_19-HRP1                        | CUSIP: 20754PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       626153 | PA      | $626368.16    | 0.01%             | 2039-11-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | CONSTELLATION BRANDS INC           | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      4232000 | PA      | $3984611.90   | 0.07%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2490000 | PA      | $2444800.64   | 0.04%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4741000 | PA      | $4376039.32   | 0.08%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3297000 | PA      | $3280729.59   | 0.06%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE  | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      5176000 | PA      | $5290757.51   | 0.09%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H030666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32000000 | PA      | $27873715.84  | 0.48%             | 2055-06-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI HOLDINGS INC                                            | COTIVITI HOLDINGS INC TL 2.75      | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       232759 | PA      | $230915.38    | 0.00%             | 2032-03-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP TLB 2.25      | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      2037445 | PA      | $2038728.93   | 0.04%             | 2028-11-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP TLC 2.25      | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       156923 | PA      | $157022.07    | 0.00%             | 2028-11-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_24-A                              | CPS_24-A                           | CUSIP: 22411CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1888797 | PA      | $1891305.07   | 0.03%             | 2027-09-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CROWN CORK & SEAL CO INC                                         | CROWN CORK & SEAL COMPANY INC      | CUSIP: 228255AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5097000 | PA      | $5255974.99   | 0.09%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | AXON ENTERPRISE INC                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      1286000 | PA      | $1311100.10   | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATIONS HOLDING INC                          | CROWN SUBSEA COMM TLB 4.0          | CUSIP: 22860EAJ1<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |      3056517 | PA      | $3067031.40   | 0.05%             | 2031-01-30      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HOLDINGS INC                                   | CUMULUS MEDIA EXCH TLB 5.0         | CUSIP: 23110BAB0<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | LON              | CORP              | US        |      1347546 | PA      | $362152.94    | 0.01%             | 2029-05-02      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | AXON ENTERPRISE INC                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      1284000 | PA      | $1307610.65   | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     12470000 | PA      | $10683186.24  | 0.19%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                 | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      8485000 | PA      | $8554547.40   | 0.15%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC                              | CUSHMAN & WAKEFIELD TLB 3.25       | CUSIP: 23340DAU6<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      1270982 | PA      | $1277871.19   | 0.02%             | 2030-01-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC            | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      2845000 | PA      | $2823688.70   | 0.05%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE_MAC FHLMC_304                                            | FHLMC_304                          | CUSIP: 31325UQS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1817142 | PA      | $312031.31    | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      3735000 | PA      | $3805481.80   | 0.07%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_318                                            | FHLMC_318                          | CUSIP: 31325UVQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3651458 | PA      | $386807.35    | 0.01%             | 2043-11-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                            | FHLMC_326                          | CUSIP: 31325VB86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       643609 | PA      | $65404.93     | 0.00%             | 2044-03-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     53272563 | PA      | $45843861.82  | 0.79%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2561000 | PA      | $2560126.31   | 0.04%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4839000 | PA      | $4668471.79   | 0.08%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1957000 | PA      | $1978518.51   | 0.03%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                | FOUNDATION BLDG MAT TLB1 3.25      | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |      1974359 | PA      | $1910034.35   | 0.03%             | 2028-01-31      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                     | AFFRM_23-B                         | CUSIP: 00792FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25450000 | PA      | $25604081.94  | 0.44%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                        | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7750000 | PA      | $7768181.50   | 0.13%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                        | CUSIP: 00833QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6300000 | PA      | $6325820.55   | 0.11%             | 2029-12-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000000 | PA      | $15065208.00  | 0.26%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                        | AG TTMT ESCROW ISSUER LLC          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4894000 | PA      | $5079704.10   | 0.09%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                            | AHEAD DB HOLDINGS TLB4 3.0         | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |      1989350 | PA      | $1989628.48   | 0.03%             | 2031-02-01      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      2199000 | PA      | $2174142.54   | 0.04%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      1313000 | PA      | $1300115.03   | 0.02%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       536000 | PA      | $521536.29    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AF8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      2743000 | PA      | $2698461.90   | 0.05%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                       | ALCOA NEDERLAND HOLDING BV         | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      1072000 | PA      | $1111442.40   | 0.02%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                 | ALIXPARTNERS TLB 2.5               | CUSIP: 01642PBB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2175481 | PA      | $2177395.09   | 0.04%             | 2028-02-04      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       818000 | PA      | $792056.15    | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      2729000 | PA      | $2634374.05   | 0.05%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      3819000 | PA      | $3831323.74   | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       718000 | PA      | $697792.82    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      1991000 | PA      | $1951909.68   | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      5567000 | PA      | $5642108.49   | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      2647000 | PA      | $2705259.72   | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC  | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      1285000 | PA      | $1297008.65   | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC  | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      1162000 | PA      | $1196942.46   | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ALLIED UNIVERSAL TLB 3.75          | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      2347409 | PA      | $2349615.33   | 0.04%             | 2028-05-12      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F030462<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19000000 | PA      | $17904344.10  | 0.31%             | 2040-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203000000 | PA      | $196474802.51 | 3.40%             | 2055-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    176100000 | PA      | $174323413.39 | 3.02%             | 2025-06-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    152000000 | PA      | $153483741.92 | 2.66%             | 2055-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                 | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      1321000 | PA      | $1267133.99   | 0.02%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC TLB 2.75      | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1203625 | PA      | $1207765.00   | 0.02%             | 2031-09-30      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC               | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1428000 | PA      | $1456259.02   | 0.03%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      5899000 | PA      | $4972618.09   | 0.09%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1316000 | PA      | $1117649.17   | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE HOLDING SA           | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      3633000 | PA      | $1323738.90   | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | AMENTUM HOLDINGS INC               | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      4353000 | PA      | $4442315.19   | 0.08%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC TLB 3.25     | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       215764 | PA      | $216527.98    | 0.00%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC              | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4343000 | PA      | $4498969.57   | 0.08%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1910197.30   | 0.03%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1427000 | PA      | $1296280.04   | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                         | ABC SUPPLY CO INC                  | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3134000 | PA      | $3032704.14   | 0.05%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP/AMERIGAS FINA | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      3473000 | PA      | $3507991.99   | 0.06%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      9555000 | PA      | $9049433.67   | 0.16%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1979000 | PA      | $2007457.60   | 0.03%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED IND INC                                                   | AMSTED INDUSTRIES INCORPORATED     | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |       554000 | PA      | $562173.85    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ACUREN DELAWARE HOLDCO INC                                       | AAL DELAWARE HOLDCO INC TL 2.75    | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       678073 | PA      | $677435.13    | 0.01%             | 2031-07-30      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM3                                          | ADMT_24-NQM3                       | CUSIP: 00039HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13775507 | PA      | $13906319.59  | 0.24%             | 2069-07-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-3AL                                       | ACHV_24-3AL                        | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7492536 | PA      | $7483294.42   | 0.13%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-3AL                                       | ACHV_24-3AL                        | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4005252 | PA      | $4010076.31   | 0.07%             | 2031-12-26      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      7720000 | PA      | $5090972.49   | 0.09%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1882000 | PA      | $1694055.77   | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      2502000 | PA      | $2614202.88   | 0.05%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1847000 | PA      | $1901488.69   | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       817000 | PA      | $832087.60    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3362000 | PA      | $3399808.77   | 0.06%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1321749.85   | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      2736000 | PA      | $2753089.53   | 0.05%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 B.C. LTD.                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8068000 | PA      | $7987619.78   | 0.14%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                   | OPAL BIDCO SAS                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2698066.55   | 0.05%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                       | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      3543000 | PA      | $3446197.17   | 0.06%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                       | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      4336000 | PA      | $4331594.69   | 0.08%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                       | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      1379000 | PA      | $1295322.79   | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                       | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      2517000 | PA      | $2115892.52   | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      3572000 | PA      | $3531450.42   | 0.06%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      2185000 | PA      | $2053702.39   | 0.04%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       811000 | PA      | $768439.57    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAPITAL LLC/CORP    | CUSIP: 69007TAG9<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       696000 | PA      | $735751.32    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      1596000 | PA      | $1558137.67   | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E CORPORATION                   | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      1919000 | PA      | $1879984.96   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PRPM_21-4                                                        | PRPM_21-4                          | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9690865 | PA      | $9693840.26   | 0.17%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90              | GNMA_22-90                         | CUSIP: 38383RJ24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     59286817 | PA      | $7537180.50   | 0.13%             | 2050-07-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90              | GNMA_22-90                         | CUSIP: 38383RM79<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     35964491 | PA      | $3919956.87   | 0.07%             | 2050-05-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17              | GNMA_23-17                         | CUSIP: 38383VJ74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     57567796 | PA      | $6424439.40   | 0.11%             | 2050-05-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-32              | GNMA_23-32                         | CUSIP: 38383VQT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     71464209 | PA      | $6579080.88   | 0.11%             | 2053-02-20      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-18              | GNMA_23-18                         | CUSIP: 38383VT73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     40847532 | PA      | $3638857.48   | 0.06%             | 2053-02-20      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-148             | GNMA_22-148                        | CUSIP: 38383YBB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     23603191 | PA      | $2684513.60   | 0.05%             | 2052-08-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66              | GNMA_23-66                         | CUSIP: 38384ASD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     65173465 | PA      | $8143137.73   | 0.14%             | 2050-07-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-75              | GNMA_23-75                         | CUSIP: 38384AWX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     70956522 | PA      | $8756361.22   | 0.15%             | 2050-06-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-165             | GNMA_23-165                        | CUSIP: 38384D6K8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     68454900 | PA      | $7987201.38   | 0.14%             | 2050-02-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                         | CUSIP: 38384JJS4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    110949742 | PA      | $14008081.69  | 0.24%             | 2054-02-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-25              | GNMA_24-25                         | CUSIP: 38384JN83<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76723893 | PA      | $9215974.23   | 0.16%             | 2051-06-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                         | CUSIP: 38384JQS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     98270087 | PA      | $6820111.08   | 0.12%             | 2054-02-20      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GNMA_24-64                         | CUSIP: 38384MC54<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     47108505 | PA      | $4849603.89   | 0.08%             | 2054-04-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GNMA_24-64                         | CUSIP: 38384MLX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     69291023 | PA      | $4799110.13   | 0.08%             | 2054-04-20      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79              | GNMA_24-79                         | CUSIP: 38384PCG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     29799555 | PA      | $3984081.28   | 0.07%             | 2054-05-20      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79              | GNMA_24-79                         | CUSIP: 38384PDP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     46299236 | PA      | $7055063.75   | 0.12%             | 2054-05-20      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | GNMA_24-97                         | CUSIP: 38384PQM5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     68259926 | PA      | $8266044.94   | 0.14%             | 2054-06-20      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                        | CUSIP: 38384QTX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     70578665 | PA      | $9446248.53   | 0.16%             | 2054-07-20      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                        | CUSIP: 38384QUW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     54970555 | PA      | $5051596.10   | 0.09%             | 2054-07-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-128             | GNMA_24-128                        | CUSIP: 38384UNK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     58766429 | PA      | $6433184.51   | 0.11%             | 2048-09-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SA RL                                  | GREENSAIF PIPELINES BIDCO SARL     | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     11038000 | PA      | $11194761.35  | 0.19%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-2                 | GSKY_24-2                          | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14127876 | PA      | $14149580.50  | 0.25%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS ESCROW ISSUER SAU          | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      6892000 | PA      | $6534317.53   | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       999000 | PA      | $955305.31    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       699000 | PA      | $713663.73    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                     | H.B. FULLER CO                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      3430000 | PA      | $3269281.80   | 0.06%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2135000 | PA      | $2203502.42   | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     31379000 | PA      | $29246316.99  | 0.51%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10210000 | PA      | $10298246.71  | 0.18%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      7196000 | PA      | $6298505.59   | 0.11%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10679000 | PA      | $10730172.47  | 0.19%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1872000 | PA      | $1887036.64   | 0.03%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST HTAP_25-1                                             | HTAP_25-1                          | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2957102 | PA      | $2897638.23   | 0.05%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                  | HANESBRANDS INC                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      3392000 | PA      | $3580561.58   | 0.06%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HEALTHEQUITY INC                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      2857000 | PA      | $2731852.56   | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS TLB 3.5   | CUSIP: 42328DAK4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |      1527544 | PA      | $1524993.49   | 0.03%             | 2030-07-18      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS INC       | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |      2367000 | PA      | $2251756.77   | 0.04%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS/ION CORP  | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |      4437000 | PA      | $4524667.78   | 0.08%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                                         | HERC HOLDINGS ESCROW INC           | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2402000 | PA      | $2474907.58   | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                                         | HERC HOLDINGS ESCROW INC           | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5317000 | PA      | $5469963.47   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | GEN DIGITAL INC TLB 1.75           | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      1921648 | PA      | $1918765.73   | 0.03%             | 2029-09-12      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |      3264000 | PA      | $3255200.25   | 0.06%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |       880000 | PA      | $926715.98    | 0.02%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |      2480000 | PA      | $2670084.60   | 0.05%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5750000 | PA      | $5199027.94   | 0.09%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1981000 | PA      | $1967162.56   | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2574000 | PA      | $2574633.05   | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1026711.98   | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2210000 | PA      | $2064104.47   | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7610000 | PA      | $7422332.07   | 0.13%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_24-BPL1                             | NYMT_24-BPL1                       | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15200000 | PA      | $15242414.08  | 0.26%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                            | NABORS INDUSTRIES LTD              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4083000 | PA      | $3405643.85   | 0.06%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-93                                            | FNMA_14-93                         | CUSIP: 3136AMDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8864383 | PA      | $1038955.30   | 0.02%             | 2045-01-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-26                                            | FNMA_16-26                         | CUSIP: 3136AR3V8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7943410 | PA      | $885331.98    | 0.02%             | 2046-05-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       531000 | PA      | $509658.63    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC              | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      4802000 | PA      | $4365184.04   | 0.08%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-42                                            | FNMA_16-42                         | CUSIP: 3136AS2T2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     18039901 | PA      | $1870945.22   | 0.03%             | 2046-07-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                      | CUSIP: 3137G0WT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       113336 | PA      | $113028.70    | 0.00%             | 2033-06-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC              | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      5539000 | PA      | $3792828.40   | 0.07%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                  | NCR ATLEOS CORP                    | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      4022000 | PA      | $4391679.90   | 0.08%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                      | CUSIP: 3137G0WV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14608000 | PA      | $12031500.85  | 0.21%             | 2033-06-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                      | CUSIP: 3137G0WW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1207747703 | PA      | $4537749.67   | 0.08%             | 2030-06-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       878000 | PA      | $878595.53    | 0.02%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      2610000 | PA      | $2578269.66   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      1093000 | PA      | $1052340.18   | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      1757000 | PA      | $1990529.05   | 0.03%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                      | CUSIP: 3137G0WX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1207747703 | PA      | $3551382.12   | 0.06%             | 2030-05-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5192                | FHLMC_5192                         | CUSIP: 3137H5ER4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     51671564 | PA      | $5792129.10   | 0.10%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      7273000 | PA      | $6892211.16   | 0.12%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC TL 4.75       | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |       920168 | PA      | $857403.62    | 0.01%             | 2028-10-11      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5198                | FHLMC_5198                         | CUSIP: 3137H5LG0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     37861325 | PA      | $6722812.17   | 0.12%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5287                | FHLMC_5287                         | CUSIP: 3137H9MZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     35942658 | PA      | $7159001.21   | 0.12%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC TLB6 4.5          | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      1414048 | PA      | $1394604.77   | 0.02%             | 2028-01-18      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| ENVA_23-A                                                        | ENVA_23-A                          | CUSIP: 64110XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2589807 | PA      | $2606695.39   | 0.05%             | 2027-12-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_5356                                    | FHLMC_5356                         | CUSIP: 3137HAU38<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     83626517 | PA      | $8797074.68   | 0.15%             | 2049-07-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                | FHLMC_5513                         | CUSIP: 3137HKF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     36448469 | PA      | $37307778.24  | 0.65%             | 2054-06-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| ENVA LLC ENVA_24-A                                               | ENVA_24-A                          | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5025611 | PA      | $5048284.09   | 0.09%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       679000 | PA      | $684140.65    | 0.01%             | 2026-04-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5517                | FHLMC_5517                         | CUSIP: 3137HKNH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     31706085 | PA      | $31899203.65  | 0.55%             | 2055-03-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_25-5532                                        | FHLMC_5532                         | CUSIP: 3137HKPN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17308606 | PA      | $17413407.55  | 0.30%             | 2055-04-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      4915000 | PA      | $4549023.47   | 0.08%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      4820000 | PA      | $4537379.64   | 0.08%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-5                                             | FNMA_06-5                          | CUSIP: 31394VL81<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1914893 | PA      | $19.15        | 0.00%             | 2034-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13909631 | PA      | $11390481.10  | 0.20%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       360000 | PA      | $372691.40    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PERTAMINA PERSERO PT               | CUSIP: 69370RAL1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      6300000 | PA      | $5433206.05   | 0.09%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MJ6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33641568 | PA      | $28951369.14  | 0.50%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QPFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12104430 | PA      | $10751338.55  | 0.19%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST PRKCM_22-AFC1                                        | PRKCM_22-AFC1                      | CUSIP: 69377CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13016594 | PA      | $12245669.08  | 0.21%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1               | PRPM_23-RCF1                       | CUSIP: 69381AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11431000 | PA      | $10857242.67  | 0.19%             | 2053-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75912854 | PA      | $68195702.45  | 1.18%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60167761 | PA      | $54191601.95  | 0.94%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL6                                                     | PRET_24-NPL6                       | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24421723 | PA      | $24592704.68  | 0.43%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-2                                               | PRPM_25-2                          | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14000000 | PA      | $13971434.40  | 0.24%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_24-NPL8                                            | PRET_24-NPL8                       | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16844517 | PA      | $16786888.51  | 0.29%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15675000 | PA      | $12457722.01  | 0.22%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XMUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33293955 | PA      | $33249846.62  | 0.58%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                          | CUSIP: 31417CTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        52747 | PA      | $50946.16     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-8                         | PAID_23-8                          | CUSIP: 694960AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5383011 | PA      | $5463101.45   | 0.09%             | 2031-06-16      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-11                        | PAID_24-11                         | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12729259 | PA      | $12752259.22  | 0.22%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GOLDEN NUGGET ONLINE GAMING INC                                  | GOLDEN NUGGET INC TLB 3.5          | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2833847 | PA      | $2815539.89   | 0.05%             | 2029-01-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      2942000 | PA      | $2758723.40   | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-5                         | PAID_24-5                          | CUSIP: 69544LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11751602 | PA      | $11851049.74  | 0.21%             | 2031-10-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                         | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14614288 | PA      | $14700999.20  | 0.25%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      5092000 | PA      | $4620105.33   | 0.08%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                            | FILTRATION GROUP CORP TLB 3.0      | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      2611510 | PA      | $2618404.05   | 0.05%             | 2028-10-21      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                         | CUSIP: 69544MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17048556 | PA      | $17094346.31  | 0.30%             | 2032-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_25-1                         | PAID_25-1                          | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8399283 | PA      | $8423032.61   | 0.15%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-8                           | PAID_24-8                          | CUSIP: 69544QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10629460 | PA      | $10651874.37  | 0.18%             | 2032-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                           | PAIDGT_24-7                        | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9366073 | PA      | $9469912.61   | 0.16%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                           | PAID_24-7                          | CUSIP: 69545AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10167769 | PA      | $10292388.31  | 0.18%             | 2031-12-15      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-5                         | PAID_23-5                          | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11796098 | PA      | $11852659.98  | 0.21%             | 2031-04-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                          | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13273134 | PA      | $13278126.47  | 0.23%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                          | CUSIP: 69546QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10217841 | PA      | $10227434.10  | 0.18%             | 2032-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                          | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15618599 | PA      | $15586286.90  | 0.27%             | 2032-03-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-3                         | PAID_22-3                          | CUSIP: 69547MAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1778143 | PA      | $1779980.63   | 0.03%             | 2030-03-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-3                         | PAID_22-3                          | CUSIP: 69547MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2347416 | PA      | $2349842.17   | 0.04%             | 2030-03-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-6                         | PAID_23-6                          | CUSIP: 69547UAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       733176 | PA      | $733853.34    | 0.01%             | 2031-06-16      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-6                         | PAID_23-6                          | CUSIP: 69547UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17545500 | PA      | $17644291.76  | 0.31%             | 2031-06-16      | Fixed         | 8.49%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-6                         | PAID_23-6                          | CUSIP: 69547UAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5725447 | PA      | $5776099.03   | 0.10%             | 2031-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                          | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12482024 | PA      | $12603405.73  | 0.22%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                          | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9458438 | PA      | $9523465.27   | 0.16%             | 2031-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                         | PAID_24-6                          | CUSIP: 69548KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10609636 | PA      | $10744901.31  | 0.19%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                         | PAID_24-6                          | CUSIP: 69548KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8122489 | PA      | $8185619.55   | 0.14%             | 2031-11-15      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)               | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      6779000 | PA      | $5342184.86   | 0.09%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                                   | CLARIOS GLOBAL LP/US FIN           | CUSIP: 69867DAA6<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |       268000 | PA      | $268070.92    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                        | PANTHER ESCROW ISSUER LLC          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3637000 | PA      | $3761405.49   | 0.07%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)             | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      2939000 | PA      | $2746170.39   | 0.05%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS/PK DOM  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4036618.04   | 0.07%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS LLC     | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      1134000 | PA      | $1072850.75   | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HLDS/PK DOM      | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       947000 | PA      | $955727.34    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                     | PATTERN ENERGY OPS LP/ENERGY OPS   | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $1333792.00   | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       414000 | PA      | $408530.82    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7220000 | PA      | $6469652.35   | 0.11%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                            | PEPSICO SINGAPORE FINANCING I PTE  | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      5843000 | PA      | $5885147.04   | 0.10%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | PERFORMANCE FOOD GROUP INC         | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      1143000 | PA      | $1153073.80   | 0.02%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      4570000 | PA      | $4686061.17   | 0.08%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      1946000 | PA      | $1917774.63   | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QCG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      7689000 | PA      | $7540842.02   | 0.13%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                    | AG ISSUER LLC                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2310000 | PA      | $2307762.75   | 0.04%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                           | AI AQUA MERGER SUB INC TLB 3.00    | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      1488693 | PA      | $1479239.98   | 0.03%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                         | ON ASSIGNMENT INC                  | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      2024000 | PA      | $1954071.44   | 0.03%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6715000 | PA      | $5520949.34   | 0.10%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      4207033 | PA      | $4199506.99   | 0.07%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      4254465 | PA      | $4180697.68   | 0.07%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25        | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      1129743 | PA      | $1070555.73   | 0.02%             | 2029-06-29      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      3499000 | PA      | $3532528.41   | 0.06%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      8365000 | PA      | $8675840.43   | 0.15%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIAMOND ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDING CORP      | CUSIP: 25259KAA8<br>LEI: 2549002I12VHJWR4RC85 | Long             | DBT              | CORP              | US        |      5408000 | PA      | $5668401.72   | 0.10%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      8723000 | PA      | $8994968.15   | 0.16%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1754000 | PA      | $1508726.63   | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       720000 | PA      | $491675.05    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                               | EVERI HOLDINGS 1ST LN TLB 2.5      | CUSIP: 000000000<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |      1763802 | PA      | $1763396.19   | 0.03%             | 2028-08-03      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB1 3.50           | CUSIP: 000000000<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       420077 | PA      | $407999.89    | 0.01%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB2 3.50           | CUSIP: 000000000<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       239556 | PA      | $232668.64    | 0.00%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV FINANCING LLC TLB 5.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       303148 | PA      | $303988.10    | 0.01%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_24-8                                       | PRPM_24-8                          | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11732973 | PA      | $11807875.04  | 0.20%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_24-7                        | PRPM_24-7                          | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19288151 | PA      | $19263848.14  | 0.33%             | 2029-12-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                        | QUEEN MERGERCO INC                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      3088000 | PA      | $3168407.09   | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      1022000 | PA      | $1031264.29   | 0.02%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESTORATION HARDWARE INC.                                        | RESTORATION HARDWARE TLB 2.5       | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |       744872 | PA      | $707814.43    | 0.01%             | 2028-10-20      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC          | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      2519000 | PA      | $2571749.56   | 0.04%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-5                | SDART_24-5                         | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6195695 | PA      | $6194348.52   | 0.11%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |      9301000 | PA      | $8835363.25   | 0.15%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2521089.66   | 0.04%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | LIGHT & WONDER INTL INC TLB2 2.25  | CUSIP: 80875AAW1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1308596 | PA      | $1304015.73   | 0.02%             | 2029-04-16      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE          | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      1855000 | PA      | $1665035.50   | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                               | SEAGATE HDD CAYMAN                 | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      1930000 | PA      | $2056566.81   | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORPORATION         | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      3257000 | PA      | $3226497.92   | 0.06%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | SENSATA TECHNOLOGIES BV            | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2018000 | PA      | $1992937.79   | 0.03%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | SENSATA TECHNOLOGIES INC           | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       436000 | PA      | $440172.61    | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | SERVICE PROPERTIES TRUST           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1493000 | PA      | $1590432.24   | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | SERVICE PROPERTIES TRUST           | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1009000 | PA      | $1018995.42   | 0.02%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | SERVICE PROPERTIES TRUST           | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1569000 | PA      | $1573827.68   | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                   | SHEA HOMES LP/SHEA HOMES FNDG CORP | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1337000 | PA      | $1280480.24   | 0.02%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                   | SHEA HOMES LP/SHEA HOMES FUNDING   | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3237000 | PA      | $3167398.48   | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN     | CUSIP: 82453AAA5<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      5103000 | PA      | $5095991.02   | 0.09%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN SUB | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      2764000 | PA      | $2820118.47   | 0.05%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                              | SILGAN HOLDINGS INC                | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |      3935000 | PA      | $3822180.39   | 0.07%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | SIMMONS FOODS INC/SIMMONS PREP     | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |      4138000 | PA      | $3853043.00   | 0.07%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5091000 | PA      | $5040209.06   | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      3723000 | PA      | $3803145.69   | 0.07%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      2956000 | PA      | $3014193.62   | 0.05%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      6228000 | PA      | $6307929.59   | 0.11%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANCE LLC                                             | SOVOS COMPLIANCE LLC TLB 4.0       | CUSIP: 84611YAE0<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |      3130539 | PA      | $3128973.48   | 0.05%             | 2029-08-13      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       169000 | PA      | $163765.33    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       963000 | PA      | $1026925.52   | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1961000 | PA      | $2167429.48   | 0.04%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION         | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3098000 | PA      | $3314493.80   | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1714000 | PA      | $1671152.42   | 0.03%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1723000 | PA      | $1555944.15   | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      3394000 | PA      | $3470569.85   | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD BUILDING SOLUTIONS INC    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       778000 | PA      | $790582.06    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC            | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      4051000 | PA      | $3981101.72   | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      3281000 | PA      | $2995885.38   | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | SYNEOS HEALTH INC                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      6682000 | PA      | $6906131.08   | 0.12%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2162000 | PA      | $2233428.94   | 0.04%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      2459000 | PA      | $2450905.24   | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP                | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      5407000 | PA      | $5030423.40   | 0.09%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3490000 | PA      | $3105114.48   | 0.05%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY  | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3156000 | PA      | $3205255.79   | 0.06%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2041000 | PA      | $2123811.21   | 0.04%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2518000 | PA      | $2518193.79   | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER                                  | HILTON GRAND VAC BOR ESC           | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |      3880000 | PA      | $3876096.39   | 0.07%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VAC BORROWER ESC      | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1353000 | PA      | $1212745.79   | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN LLC / FIN     | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3075000 | PA      | $3065345.03   | 0.05%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                        | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11500000 | PA      | $287866.85    | 0.00%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1              | NZES_20-PLS1                       | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3202408 | PA      | $3162196.19   | 0.05%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOBBS & ASSOCIATES LLC                                           | HOBBS & ASSOCIATES LLC TLB 3.25    | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |      1499659 | PA      | $1490286.22   | 0.03%             | 2031-07-23      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LTD TLB 2.5      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      2889273 | PA      | $2888203.71   | 0.05%             | 2030-06-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      9107000 | PA      | $9488783.81   | 0.16%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH               | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      4712000 | PA      | $4722346.58   | 0.08%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      5063000 | PA      | $5140035.31   | 0.09%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      1651000 | PA      | $1739270.98   | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      1563000 | PA      | $1574112.56   | 0.03%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS FINANCE PLC                  | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5315000 | PA      | $5227591.56   | 0.09%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                 | IRB HOLDING CORP TLB 2.5           | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      3028466 | PA      | $3024074.46   | 0.05%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | QUINTILES IMS INC                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       823000 | PA      | $820436.13    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT HOLDINGS LLC TLB 2.75          | CUSIP: 45070BAJ4<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |      2466256 | PA      | $2464406.16   | 0.04%             | 2030-10-11      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT HOLDINGS LLC                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       437000 | PA      | $408807.14    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IDERA INC                                                        | IDERA INC TLB 3.5                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2673201 | PA      | $2534542.24   | 0.04%             | 2028-03-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | COHERENT CORP TLB 2.0              | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      1600929 | PA      | $1602930.53   | 0.03%             | 2029-07-02      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      1805889 | PA      | $1512393.81   | 0.03%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       870862 | PA      | $430611.12    | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                  | iHeartMedia Inc                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11995 | NS      | $15713.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC TLB 5.775 | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |      1050794 | PA      | $859350.23    | 0.01%             | 2029-05-01      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | ILLUMINATE BUYER LLC/HOLDINGS IV   | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |      1575000 | PA      | $1579920.82   | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                  | INDIAN RAILWAY FINANCE CORP LTD    | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |      7000000 | PA      | $6245154.38   | 0.11%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                          | INDIGO MERGER SUB INC              | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |       499000 | PA      | $485596.07    | 0.01%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS TLB 2.75   | CUSIP: 86880NBB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3292853 | PA      | $3296639.56   | 0.06%             | 2030-12-19      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC        | CUSIP: 86881WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6120000 | PA      | $6112691.20   | 0.11%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                  | INFORMATICA LLC TLB 2.25           | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |      2206770 | PA      | $2212971.42   | 0.04%             | 2028-10-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                                              | ALLSPRING BUYER LLC TLB 3.0        | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1716276 | PA      | $1717614.88   | 0.03%             | 2030-11-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | ZIGGO BV                           | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      2474000 | PA      | $2257066.63   | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                        | ZI TECH LLC/ZI FIN CORP            | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |      5157000 | PA      | $4800231.70   | 0.08%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                                         | ENVISION HEALTHCARE CORP           | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | EC               | CORP              | US        |        13525 | NS      | $196538.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 126000000000 | PA      | $27387228.95  | 0.47%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      3650000 | PA      | $3939963.39   | 0.07%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      3847000 | PA      | $3410115.40   | 0.06%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      6600000 | PA      | $6736730.96   | 0.12%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |      7000000 | PA      | $6242264.78   | 0.11%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  68305000000 | PA      | $4687799.44   | 0.08%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | ATHENAHEALTH GROUP INC TLB 3.0     | CUSIP: 000000000<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      3588264 | PA      | $3570968.79   | 0.06%             | 2029-02-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| NATEL ENGINEERING COMPANY INC                                    | NATEL ENGINEERING CO TLB 6.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2398314 | PA      | $2206448.48   | 0.04%             | 2026-04-30      | Variable      | 10.69%                | No            |                  3 | On Loan: No      |
| PCI GAMING AUTHORITY                                             | PCI GAMING TLB 1ST LN 2.5          | CUSIP: 000000000<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |      2153521 | PA      | $2148482.12   | 0.04%             | 2031-07-18      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                  | DIGICERT INC TLB 4.0               | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      3003443 | PA      | $2960734.35   | 0.05%             | 2026-10-16      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CODELCO INC                        | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      9000000 | PA      | $5902115.45   | 0.10%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                         | ELANCO ANIMAL HEALTH TLB 1.75      | CUSIP: 000000000<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |       758922 | PA      | $757654.99    | 0.01%             | 2027-08-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOUTHCROSS ENERGY PARTNERS LLC                                   | SOUTHCROSS ENERGY PARTNERS LLC     | CUSIP: 000000000<br>LEI: 549300WNMFRZ945UFD66 | Long             | EC               | CORP              | US        |        14393 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHCROSS ENERGY PARTNERS LLC                                   | SOUTHCROSS ENERGY PARTNERS A UNITS | CUSIP: 000000000<br>LEI: 549300WNMFRZ945UFD66 | Long             | EC               | CORP              | US        |       272263 | NS      | $0.27         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES TLB 3.5          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1497808 | PA      | $1476584.01   | 0.03%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |      4400000 | OU      | $570874.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |     -8000000 | OU      | $-1577504.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |     -9500000 | OU      | $-1873286.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                           | EPIC CRUDE SERVICES LP TLB 3.0     | CUSIP: 000000000<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |      1811872 | PA      | $1815839.50   | 0.03%             | 2031-10-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                 | PLANO HOLDCO INC TLB 3.5           | CUSIP: 000000000<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |      1069934 | PA      | $1071271.66   | 0.02%             | 2031-10-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |     50000000 | OU      | $87875.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-3                 | WLAKE_24-3A                        | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10739478 | PA      | $10736255.58  | 0.19%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                          | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      3004000 | PA      | $2970646.17   | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                  | WHATABRANDS LLC TLB 2.5            | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |      3132364 | PA      | $3122841.91   | 0.05%             | 2028-08-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| TOSCA SERVICES LLC                                               | TOSCA SERVICES LLC TLA 5.5         | CUSIP: 000000000<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |       789408 | PA      | $792368.21    | 0.01%             | 2028-11-30      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                                           | GOLDEN STATE FOODS INC TLB 4.25    | CUSIP: 000000000<br>LEI: 549300I0OMJY4LPAHC68 | Long             | LON              | CORP              | US        |      1829152 | PA      | $1837730.84   | 0.03%             | 2031-12-04      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6709000 | PA      | $6572970.18   | 0.11%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LLC                                        | WHITEWATER DBR HLDC0 LLC TLB1 2.25 | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |      1445423 | PA      | $1441809.46   | 0.02%             | 2031-03-03      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     17155000 | PA      | $17541662.48  | 0.30%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC              | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       983000 | PA      | $1003758.86   | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC              | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      1303000 | PA      | $1335504.48   | 0.02%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC              | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      1054000 | PA      | $1028324.53   | 0.02%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | WINDSTREAM ESCROW LLC              | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      4339000 | PA      | $4517283.32   | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                                            | WIRECO WORLDGROUP INC TLB 3.75     | CUSIP: 97654QAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1628993 | PA      | $1531253.31   | 0.03%             | 2028-11-13      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      3954000 | PA      | $3459992.57   | 0.06%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                     | WYNDHAM HOTELS & RESORTS INC       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      1955000 | PA      | $1892170.07   | 0.03%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARFRUIT FINCO BV                                               | NOURYON FINANCE BV TLB 3.25        | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |      1117145 | PA      | $1118541.02   | 0.02%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| A-AG US GSI BIDCO INC                                            | A-AG US GSI BIDCO TLB 5.0          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1460267 | PA      | $1445664.01   | 0.03%             | 2031-10-31      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       712000 | PA      | $713373.90    | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      2256000 | PA      | $2355779.62   | 0.04%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      4186000 | PA      | $4395685.21   | 0.08%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ADEIA INC                                                        | ADEIA INC TLB 2.5                  | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2369718 | PA      | $2363793.44   | 0.04%             | 2028-06-08      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| AURIS LUXEMBOURG III SARL                                        | AURIS LUXMBOURG III SARL TLB6 3.75 | CUSIP: 000000000<br>LEI: 213800VO63L2OE6QXG55 | Long             | LON              | CORP              | LU        |      2380455 | PA      | $2387905.36   | 0.04%             | 2029-02-28      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | TRAVEL + LEISURE CO TLB 2.5        | CUSIP: 000000000<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |      1808295 | PA      | $1800393.08   | 0.03%             | 2029-12-14      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                    | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      2405000 | PA      | $2378719.18   | 0.04%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      1909000 | PA      | $1838654.81   | 0.03%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                  | GOAT HOLDCO LLC TLB 3.00           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       870878 | PA      | $867072.41    | 0.02%             | 2032-01-27      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    241042866 | OU      | $2074366.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      8702000 | PA      | $7971101.11   | 0.14%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                        | FLUTTER ENTERTAINMENT PLC TLB 1.75 | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |      3764892 | PA      | $3749606.21   | 0.06%             | 2030-11-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | TALEN ENERGY SUPPLY LLC TLB 2.5    | CUSIP: 000000000<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |       997500 | PA      | $997340.40    | 0.02%             | 2031-12-13      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| SPARTA US HOLDCO LLC                                             | SPARTA US HOLDCO LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |       965075 | PA      | $954015.48    | 0.02%             | 2030-08-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC TLB 4.25         | CUSIP: 000000000<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |       866667 | PA      | $871000.00    | 0.02%             | 2031-12-22      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC DDTL 4.25        | CUSIP: 000000000<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |       133333 | PA      | $134000.00    | 0.00%             | 2031-12-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                      | GRANT THORNTON ADV LLC TLB 2.75    | CUSIP: 000000000<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |      2530100 | PA      | $2519448.25   | 0.04%             | 2031-06-02      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                      | GRANT THORNTON ADV LLC DDTL 2.75   | CUSIP: 000000000<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |        10621 | PA      | $10576.02     | 0.00%             | 2031-06-02      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AUTHORITY                                  | CATAWBA NATION GMG AUT TLB 4.75    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2811756 | PA      | $2822300.58   | 0.05%             | 2032-03-29      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| ANCHOR PACKAGING LLC                                             | ANCHOR PACKAGING LLC TLB 3.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2377654 | PA      | $2384787.42   | 0.04%             | 2029-07-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| USI INC                                                          | USI INC TLB 2.25                   | CUSIP: 000000000<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      1075544 | PA      | $1070037.10   | 0.02%             | 2030-09-29      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY                                                | LUMMUS TECHNOLOGY HLDS LLC TLB 3.0 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3496678 | PA      | $3503775.78   | 0.06%             | 2029-12-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                              | SWF HOLDINGS I CORP TLA1 4.5       | CUSIP: 000000000<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |        74177 | PA      | $73991.83     | 0.00%             | 2029-12-19      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                              | SWF HOLDINGS I CORP DDTL 4.5       | CUSIP: 000000000<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |        98903 | PA      | $98655.76     | 0.00%             | 2029-12-19      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP TLB 2.25             | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |       861102 | PA      | $860292.18    | 0.01%             | 2027-08-08      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP TLB 2.0              | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      1826937 | PA      | $1824196.41   | 0.03%             | 2028-10-18      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP TLB 2.75         | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |       647181 | PA      | $644954.55    | 0.01%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS NV                                                | HUNTER DOUGLAS NV TLB1 3.25        | CUSIP: 000000000<br>LEI: 724500JV0VHPRVANL538 | Long             | LON              | CORP              | CW        |      2401163 | PA      | $2362143.96   | 0.04%             | 2032-01-17      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PARTNERS LP                                | GIP PILOT ACQUISITION PTRN TLB 2.0 | CUSIP: 000000000<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |      2456305 | PA      | $2451195.79   | 0.04%             | 2030-10-04      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| EMERALD X INC                                                    | EMERALD X INC TLB 3.75             | CUSIP: 000000000<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |      1541510 | PA      | $1545364.06   | 0.03%             | 2032-01-30      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                           | GENESYS CLOUD SER HOLD II TLB 2.50 | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      1695750 | PA      | $1689696.17   | 0.03%             | 2032-01-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | GREAT OUTDOORS GROUP LLC TLB3 3.25 | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      3737102 | PA      | $3701599.32   | 0.06%             | 2032-01-23      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND VIII HOLDINGS LLC                                    | AL GCX FUND VIII HOLD LLC TLB 2.00 | CUSIP: 000000000<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |       150396 | PA      | $149832.26    | 0.00%             | 2032-01-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TLB 3.0        | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      3497035 | PA      | $3478815.85   | 0.06%             | 2028-12-11      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS INC                                      | ENDEAVOR GRP HLDNGS INC TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       446529 | PA      | $444993.24    | 0.01%             | 2032-03-24      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSHIP                                    | SUNRISE FIN PARTNERSHIP TL 2.5     | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      2454049 | PA      | $2449460.16   | 0.04%             | 2032-02-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                                            | JACK OHIO FINANCE LLC TLB 4.0      | CUSIP: 000000000<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |       596961 | PA      | $591367.90    | 0.01%             | 2032-02-02      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FIN PARTNERS LLC TLB8 2.75   | CUSIP: 000000000<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      1342180 | PA      | $1334006.05   | 0.02%             | 2031-09-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| GBT GROUP SERVICES BV                                            | GBT GROUP SERVICES BV TLB-1 2.50   | CUSIP: 000000000<br>LEI: 549300MSCT1WEUFKJH29 | Long             | LON              | CORP              | NL        |      1995000 | PA      | $1992506.25   | 0.03%             | 2031-07-28      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB 2.25     | CUSIP: 000000000<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |       766504 | PA      | $762671.57    | 0.01%             | 2032-02-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    484024787 | OU      | $7997880.37   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVICES INC                                   | GFL ENVNT SERVICES INC TL 2.50     | CUSIP: 000000000<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |      2250000 | PA      | $2238052.50   | 0.04%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP TLB 2.00       | CUSIP: 000000000<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |       710539 | PA      | $708464.46    | 0.01%             | 2030-02-11      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                               | TECTA AMERICA CORP TLB 3.0         | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      1159315 | PA      | $1159500.96   | 0.02%             | 2032-02-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS LLC                                               | COVIA HOLDINGS LLC TLB 3.25        | CUSIP: 000000000<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |      1815000 | PA      | $1811605.95   | 0.03%             | 2032-02-26      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                    | SINCLAIR TELEVISION GRP TLB6 3.3   | CUSIP: 000000000<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |      1209110 | PA      | $1027138.79   | 0.02%             | 2029-12-31      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                         | WINDSOR HOLDINGS III LLC TLB 2.75  | CUSIP: 000000000<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |      3025934 | PA      | $3012710.20   | 0.05%             | 2030-08-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLC 3.25    | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |       752149 | PA      | $752623.22    | 0.01%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AADVANTAGE LOYALTY IP LTD TLB 2.25 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      2323358 | PA      | $2296639.06   | 0.04%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                      | RED SPV LLC TLB 2.25               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       765230 | PA      | $764273.96    | 0.01%             | 2032-03-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PARTNERS LP                                | ROCKPOINT GAS STRG PRTS LP TLB 3.0 | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |      2099332 | PA      | $2099331.74   | 0.04%             | 2031-09-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                                | IGT HOLDING IV AB TLB5 3.5         | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |      3024298 | PA      | $3024298.06   | 0.05%             | 2031-09-01      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | OPAL US LLC TLB 3.5                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2696618 | PA      | $2697966.50   | 0.05%             | 2032-04-28      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3828000 | PA      | $4253873.23   | 0.07%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC DDTL 3.25  | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |         6331 | PA      | $6278.59      | 0.00%             | 2032-04-01      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    232773791 | OU      | $4053057.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    186043263 | OU      | $4046571.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD   | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     18903000 | PA      | $15816523.58  | 0.27%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    246578674 | OU      | $3186980.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    465453676 | OU      | $7299477.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   -465453676 | OU      | $-3605869.63  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  -1310659000 | OU      | $-1330449.95  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |    125231200 | OU      | $3001553.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    -10000000 | OU      | $-1306080.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |     -9500000 | OU      | $-1873286.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TNT CRANE AND RIGGING                                            | TNT CRANE AND RIGGING              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23468 | NS      | $27129.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      1637000 | PA      | $1670986.50   | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                        | CNX MIDSTREAM PARTNERS LP          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5384000 | PA      | $4990183.06   | 0.09%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO               | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     15163000 | PA      | $13342125.33  | 0.23%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                    | CQP HOLDCO LP TLB 2.0              | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |      3291010 | PA      | $3286205.01   | 0.06%             | 2030-12-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                        | CSMC_22-ATH3                       | CUSIP: 12664AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1734230 | PA      | $1727129.30   | 0.03%             | 2067-08-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     28610000 | PA      | $25429988.99  | 0.44%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                    | CACI INTERNATIONAL INC             | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      2852000 | PA      | $2907000.26   | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      2332000 | PA      | $2391478.45   | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      4045000 | PA      | $4078598.81   | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      1927000 | PA      | $1848383.15   | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                   | CA BUYER / ATLANTICA SUSTAINABLE   | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |      2603000 | PA      | $2567710.71   | 0.04%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                                | INVENERGY THERMAL OP I TLB 3.5     | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |       756942 | PA      | $761672.93    | 0.01%             | 2032-05-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                                | INVENERGY THERMAL OPERATING I TLC  | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |        50463 | PA      | $50778.19     | 0.00%             | 2032-05-14      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC TLB 4.25        | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |      2269902 | PA      | $2226274.57   | 0.04%             | 2032-05-09      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                               | ORION US FINCO TLB 3.50            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       966030 | PA      | $966329.54    | 0.02%             | 2032-05-20      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $1996599.62   | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB10 1.75            | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |      1343250 | PA      | $1341141.10   | 0.02%             | 2031-01-31      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                       | CANPACK SA/CANPACK US LLC          | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |      3287000 | PA      | $3017283.62   | 0.05%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                 | CGMS_15-5A                         | CUSIP: 14312JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     19923721 | PA      | $19922824.62  | 0.35%             | 2032-01-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-1                               | CARMX_24-1                         | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7463768 | PA      | $7469724.86   | 0.13%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      3088000 | PA      | $2986698.81   | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      1868000 | PA      | $1961150.46   | 0.03%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      2523000 | PA      | $2527267.32   | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      2619000 | PA      | $2624362.21   | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     16226000 | PA      | $14934369.71  | 0.26%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P3                       | CRVNA_24-P3                        | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6698520 | PA      | $6696367.90   | 0.12%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES     | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      5268000 | PA      | $5284394.62   | 0.09%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 150190AB2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       551000 | PA      | $548805.21    | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       673000 | PA      | $677686.96    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      7996000 | PA      | $7781725.38   | 0.13%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC TLB 3.5       | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |      3604860 | PA      | $3606482.51   | 0.06%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     43721000 | PA      | $38462899.46  | 0.67%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      9867000 | PA      | $8380122.44   | 0.15%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |         7000 | PA      | $5928.88      | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CDK GLOBAL INC                     | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2626000 | PA      | $2321020.94   | 0.04%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CENTRAL PARENT LLC/CDK GLOBAL II   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4567000 | PA      | $4089903.42   | 0.07%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       455000 | PA      | $437234.91    | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      1124000 | PA      | $1041569.88   | 0.02%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       975000 | PA      | $874929.02    | 0.02%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      1355000 | PA      | $1415972.10   | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION INC                                      | CHARTER NEXT GEN INC TLB 2.75      | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3590494 | PA      | $3595808.35   | 0.06%             | 2030-11-29      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDING CORP      | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |      1818000 | PA      | $1847495.59   | 0.03%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                            | CHOBANI HOLDCO II LLC              | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4998042 | PA      | $5330813.61   | 0.09%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                                      | CHOBANI LLC/FINANCE CORP           | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      2923000 | PA      | $3067457.65   | 0.05%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | CHURCHILL DOWNS INCORPORATED       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      2174000 | PA      | $2124224.35   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | CHURCHILL DOWNS INCORPORATED       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      1149000 | PA      | $1171074.92   | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       785000 | PA      | $809135.36    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC TLB 2.75          | CUSIP: 172442AU9<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |      2855313 | PA      | $2855312.76   | 0.05%             | 2030-05-24      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GNMA_18-155                                                      | GNMA_18-155                        | CUSIP: 38381A3Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      9276282 | PA      | $1019650.78   | 0.02%             | 2048-11-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147             | GNMA_18-147                        | CUSIP: 38381AFR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     21954090 | PA      | $2708552.87   | 0.05%             | 2048-10-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                          | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8425782 | PA      | $931143.24    | 0.02%             | 2049-01-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168             | GNMA_18-168                        | CUSIP: 38381BGM0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7913799 | PA      | $1041708.44   | 0.02%             | 2048-12-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | GNMA_19-23                         | CUSIP: 38381RQK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5350104 | PA      | $602465.62    | 0.01%             | 2049-02-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | GNMA_19-23                         | CUSIP: 38381RWQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     15225666 | PA      | $1742419.09   | 0.03%             | 2049-02-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29              | GNMA_19-29                         | CUSIP: 38381TGX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     12928140 | PA      | $1226722.81   | 0.02%             | 2049-03-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41              | GNMA_19-41                         | CUSIP: 38381TNT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     12628705 | PA      | $1440543.74   | 0.02%             | 2049-03-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GNMA_19-59                         | CUSIP: 38381VL65<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8476535 | PA      | $904727.75    | 0.02%             | 2049-05-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152             | GNMA_19-152                        | CUSIP: 38382BWU3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     18853184 | PA      | $2130877.32   | 0.04%             | 2049-12-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55              | GNMA_20-55                         | CUSIP: 38382EMH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     33214969 | PA      | $3932894.77   | 0.07%             | 2050-04-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61              | GNMA_20-61                         | CUSIP: 38382EV95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     32719462 | PA      | $4886465.18   | 0.08%             | 2043-07-20      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61              | GNMA_20-61                         | CUSIP: 38382EW52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     37595096 | PA      | $3950094.18   | 0.07%             | 2049-08-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-101             | GNMA_20-101                        | CUSIP: 38382F5M2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     49898291 | PA      | $6271646.34   | 0.11%             | 2050-07-20      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138             | GNMA_20-138                        | CUSIP: 38382J2S4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     29822670 | PA      | $4750769.15   | 0.08%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GNMA_20-191                        | CUSIP: 38382MRT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     34888738 | PA      | $5937156.02   | 0.10%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57              | GNMA_21-57                         | CUSIP: 38382QBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     38261686 | PA      | $7194616.42   | 0.12%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89              | GNMA_21-89                         | CUSIP: 38382QD49<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     43498993 | PA      | $6770022.29   | 0.12%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58              | GNMA_21-58                         | CUSIP: 38382RBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     45246694 | PA      | $5786581.62   | 0.10%             | 2051-04-20      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140             | GNMA_21-140                        | CUSIP: 38382XTQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     41045195 | PA      | $7807325.56   | 0.14%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING SYSTEMS LTD                              | HUSKY INJECTION MOLDING TLB 4.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1701272 | PA      | $1694093.13   | 0.03%             | 2029-02-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| PLUTO ACQUISITION I INC                                          | ACCENTCARE PLUTO TLB 5.5           | CUSIP: 000000000<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |      1887955 | PA      | $1646070.13   | 0.03%             | 2028-09-20      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                                       | CLARIVATE TLB 2.75                 | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      1656296 | PA      | $1631965.50   | 0.03%             | 2031-01-31      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | ARTERA SERVICES TLB 4.5            | CUSIP: 000000000<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      1041549 | PA      | $903543.47    | 0.02%             | 2031-02-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                              | APPLIED SYSTEMS INC TLB 3.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1542250 | PA      | $1547077.24   | 0.03%             | 2031-02-24      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS TLB5 3.5           | CUSIP: 000000000<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |      2691632 | PA      | $2695131.24   | 0.05%             | 2031-02-14      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                     | VERSCEND TECH TLB 2.75             | CUSIP: 000000000<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      3211671 | PA      | $3193621.18   | 0.06%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ROSEN GROUP INC                                                  | ROSEN GROUP TLB 3.5                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2262117 | PA      | $2263813.96   | 0.04%             | 2031-03-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                           | COLUMBUS MCKINNON CORP TLB 2.5     | CUSIP: 000000000<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |       982268 | PA      | $978584.52    | 0.02%             | 2028-05-14      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                             | ICON LUXEMBOURG SARL TLB 2.0       | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       330588 | PA      | $331496.73    | 0.01%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                           | STUBHUB HOLDCO SUB LLC TLB 4.75    | CUSIP: 000000000<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      2714109 | PA      | $2642863.81   | 0.05%             | 2030-03-15      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                             | ICON LUXEMBOURG SARL TLB 2.0       | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |        82366 | PA      | $82592.64     | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                         | MITER BRANDS ACQ HLD INC TLB2 3.0  | CUSIP: 000000000<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |       750000 | PA      | $747772.50    | 0.01%             | 2031-03-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC                  | RUSSELL INVESTMENTS TLB 6.5        | CUSIP: 000000000<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |      2710009 | PA      | $2525051.29   | 0.04%             | 2027-05-30      | Variable      | 10.78%                | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                    | BRAND ENERGY & INFRAS TLB 4.5      | CUSIP: 000000000<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |       142107 | PA      | $118126.19    | 0.00%             | 2030-08-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                             | LC AHAB US BIDCO LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |      2495376 | PA      | $2457945.05   | 0.04%             | 2031-05-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| STARFRUIT US HOLDCO LLC                                          | STARFRUIT (AKZONOBEL) TLB 3.5      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1139330 | PA      | $1141232.22   | 0.02%             | 2028-04-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                       | ENTAIN PLC TLB3 2.75               | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |      3162627 | PA      | $3171513.78   | 0.05%             | 2029-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                                         | UNITED TALENT AGENCY TLB 3.75      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       997481 | PA      | $997481.11    | 0.02%             | 2028-07-07      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | PLY GEM CORNERSTONE TLB 4.5        | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |       278772 | PA      | $232852.30    | 0.00%             | 2031-05-15      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| LVI SERVICES INC                                                 | NORTHSTAR GROUP SERVICES TLB 4.75  | CUSIP: 000000000<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |       850280 | PA      | $854531.08    | 0.01%             | 2030-05-31      | Variable      | 8.88%                 | No            |                  3 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CENTRAL PARENT LLC TLB 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4832432 | PA      | $4293084.29   | 0.07%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                      | PRESIDIO INC TLB 3.75              | CUSIP: 000000000<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      2387217 | PA      | $2387216.78   | 0.04%             | 2031-06-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS TLB 3.0       | CUSIP: 000000000<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      3696132 | PA      | $3698793.29   | 0.06%             | 2031-06-13      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR MIDCO SARL                                              | ALTER DOMUS TL DD 3.5              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |        20988 | PA      | $21093.23     | 0.00%             | 2031-10-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR MIDCO SARL                                              | ALTER DOMUS TLB 3.5                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       283089 | PA      | $284504.18    | 0.00%             | 2031-10-30      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                   | HAMILTON PROJECTS ACQ TLB 3.00     | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |      1782317 | PA      | $1788555.41   | 0.03%             | 2031-05-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                 | GATES GLOBAL LLC TLB 2.25          | CUSIP: 000000000<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |      1469442 | PA      | $1467296.83   | 0.03%             | 2031-06-04      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPLY INC                                              | GULFSIDE SUPPLY INC TLB 3.0        | CUSIP: 000000000<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |      1455149 | PA      | $1453330.31   | 0.03%             | 2031-06-17      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM ACQUISITION LLC TLB 3.75       | CUSIP: 000000000<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      1838484 | PA      | $1646104.84   | 0.03%             | 2031-06-06      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP TLB 2.25       | CUSIP: 000000000<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      4608299 | PA      | $4602953.24   | 0.08%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                                        | GTCR EVEREST BORROWER LLC TLB 2.75 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2493750 | PA      | $2489934.56   | 0.04%             | 2031-09-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC TLC 3.25       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3330511 | PA      | $3293309.55   | 0.06%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Harbor Freight                                                   | HARBOR FREIGHT TOOLS TLB 2.5       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       899792 | PA      | $867777.87    | 0.02%             | 2031-06-11      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP TLB 2.5          | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      2126051 | PA      | $2112231.33   | 0.04%             | 2030-05-06      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                     | VIRTUSA CORP TLB2 3.25             | CUSIP: 000000000<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |      2584048 | PA      | $2585340.24   | 0.04%             | 2029-02-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    646075000 | PA      | $12823711.95  | 0.22%             | 2025-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES TLB 3.0           | CUSIP: 000000000<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |      3639539 | PA      | $3617264.75   | 0.06%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                                             | DS ADMIRAL BIDCO LLC TLB 4.25      | CUSIP: 000000000<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |       994964 | PA      | $976308.10    | 0.02%             | 2031-06-26      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| CARROLL COUNTY ENERGY LLC                                        | CARROLL COUNTY ENERGY TLB 3.25     | CUSIP: 000000000<br>LEI: 549300P5WM1CIGEGUG23 | Long             | LON              | CORP              | US        |      1937845 | PA      | $1941081.67   | 0.03%             | 2031-06-30      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC                                                 | OPRY ENTERTAINMENT TLB 3.75        | CUSIP: 000000000<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |       415777 | PA      | $413178.28    | 0.01%             | 2031-06-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MANAGEMENT SERVI                                 | SEDGWICK CLAIMS MGMT TLB 3.0       | CUSIP: 000000000<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      3412657 | PA      | $3415011.43   | 0.06%             | 2031-07-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                | LEIA FINCO US LLC TLB 3.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1906403 | PA      | $1904877.66   | 0.03%             | 2031-10-09      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                                      | AUTODATA TLB 3.0                   | CUSIP: 000000000<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      2457939 | PA      | $2453465.47   | 0.04%             | 2031-07-16      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    965950000 | PA      | $18791205.19  | 0.33%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                                                   | A-AP BUYER INC TLB 2.75            | CUSIP: 000000000<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |      1453154 | PA      | $1451337.84   | 0.03%             | 2031-09-09      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer