# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001193125-25-252367
**Filing Date:** 2025-10
**Character Count:** 657519
**Document Hash:** 863d3c2e1312363e0570cd994287f7e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-252367.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001193125-25-252367

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20260531

**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:** 251421437

**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 Multi Strategy Alternatives Fund (Series ID: S000048058)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000151801 | Columbia Multi Strategy Alternatives Fund Class A             | CLAAX           |
| C000151802 | Columbia Multi Strategy Alternatives Fund Class C             | CLABX           |
| C000151809 | Columbia Multi Strategy Alternatives Fund Institutional Class | CLAZX           |

## Nport-Ex

![](imgf9510e211.jpg)

Columbia Multi Strategy Alternatives Fund

**First Quarter Report**

August 31, 2025 (Unaudited)

---

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

---

------

Consolidated Portfolio of Investments

Columbia Multi Strategy Alternatives Fund, August 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 2.3%** | **Asset-Backed Securities - Non-Agency 2.3%** | **Asset-Backed Securities - Non-Agency 2.3%** | **Asset-Backed Securities - Non-Agency 2.3%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Affirm Asset Securitization Trust<sup>(a),(b),(c)</sup>  | Affirm Asset Securitization Trust<sup>(a),(b),(c)</sup>  | Affirm Asset Securitization Trust<sup>(a),(b),(c)</sup>  | Affirm Asset Securitization Trust<sup>(a),(b),(c)</sup>  |
| Series 2024-X2 Class CERT | Series 2024-X2 Class CERT | Series 2024-X2 Class CERT | Series 2024-X2 Class CERT |
| 12/17/2029 | &nbsp;&nbsp; 0.000% | 4624 | &nbsp;&nbsp; 168749 |
| ASP WHCO Participation LP<sup>(a),(d),(e),(f)</sup>  | ASP WHCO Participation LP<sup>(a),(d),(e),(f)</sup>  | ASP WHCO Participation LP<sup>(a),(d),(e),(f)</sup>  | ASP WHCO Participation LP<sup>(a),(d),(e),(f)</sup>  |
| &nbsp;&nbsp; 30-day Average SOFR + 2.400% <br>Floor 3.000% <br>03/29/2029<br>| &nbsp;&nbsp; 6.713% | 1000000 | &nbsp;&nbsp; 1000000 |
| EDGEX Issuer Trust<sup>(a)</sup>  | EDGEX Issuer Trust<sup>(a)</sup>  | EDGEX Issuer Trust<sup>(a)</sup>  | EDGEX Issuer Trust<sup>(a)</sup>  |
| Series 2025-1NN Class B | Series 2025-1NN Class B | Series 2025-1NN Class B | Series 2025-1NN Class B |
| 01/15/2031 | &nbsp;&nbsp; 6.850% | 400000 | &nbsp;&nbsp; 401485 |
| EDGEX Issuer Trust<sup>(a),(c)</sup>  | EDGEX Issuer Trust<sup>(a),(c)</sup>  | EDGEX Issuer Trust<sup>(a),(c)</sup>  | EDGEX Issuer Trust<sup>(a),(c)</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% | 450000 | &nbsp;&nbsp; 440115 |
| Elmwood CLO VIII Ltd.<sup>(a),(f)</sup>  | Elmwood CLO VIII Ltd.<sup>(a),(f)</sup>  | Elmwood CLO VIII Ltd.<sup>(a),(f)</sup>  | Elmwood CLO VIII Ltd.<sup>(a),(f)</sup>  |
| Subordinated Series 2024-1A Class ER | Subordinated Series 2024-1A Class ER | Subordinated Series 2024-1A Class ER | Subordinated Series 2024-1A Class ER |
| &nbsp;&nbsp; 3-month Term SOFR + 6.250% <br>Floor 6.250% <br>04/20/2037<br>| &nbsp;&nbsp; 10.576% | 250000 | &nbsp;&nbsp; 250000 |
| Exeter Automobile Receivables Trust<sup>(a)</sup>  | Exeter Automobile Receivables Trust<sup>(a)</sup>  | Exeter Automobile Receivables Trust<sup>(a)</sup>  | Exeter Automobile Receivables Trust<sup>(a)</sup>  |
| Subordinated Series 2021-2A Class E | Subordinated Series 2021-2A Class E | Subordinated Series 2021-2A Class E | Subordinated Series 2021-2A Class E |
| 07/17/2028 | &nbsp;&nbsp; 2.900% | 900000 | &nbsp;&nbsp; 887750 |
| LendingClub Receivables Trust<sup>(a),(c),(e)</sup>  | LendingClub Receivables Trust<sup>(a),(c),(e)</sup>  | LendingClub Receivables Trust<sup>(a),(c),(e)</sup>  | LendingClub Receivables Trust<sup>(a),(c),(e)</sup>  |
| Series 2020-2 Class R | Series 2020-2 Class R | Series 2020-2 Class R | Series 2020-2 Class R |
| 02/15/2046 | &nbsp;&nbsp; 0.000% | 85000 | &nbsp;&nbsp; 4250 |
| LendingPoint Asset Securitization Trust<sup>(a),(d),(e)</sup>  | LendingPoint Asset Securitization Trust<sup>(a),(d),(e)</sup>  | LendingPoint Asset Securitization Trust<sup>(a),(d),(e)</sup>  | LendingPoint Asset Securitization Trust<sup>(a),(d),(e)</sup>  |
| Subordinated Series 2021-1 Class D | Subordinated Series 2021-1 Class D | Subordinated Series 2021-1 Class D | Subordinated Series 2021-1 Class D |
| 04/15/2027 | &nbsp;&nbsp; 7.226% | 42926 | &nbsp;&nbsp; 42883 |
| Marlette Funding Trust<sup>(a)</sup>  | Marlette Funding Trust<sup>(a)</sup>  | Marlette Funding Trust<sup>(a)</sup>  | Marlette Funding Trust<sup>(a)</sup>  |
| Series 2021-1A Class D | Series 2021-1A Class D | Series 2021-1A Class D | Series 2021-1A Class D |
| 06/16/2031 | &nbsp;&nbsp; 2.470% | 11929 | &nbsp;&nbsp; 11860 |
| 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% | 119302 | &nbsp;&nbsp; 119603 |
| Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  | Pagaya AI Debt Grantor Trust<sup>(a)</sup>  |
| Series 2025-R2 Class A | Series 2025-R2 Class A | Series 2025-R2 Class A | Series 2025-R2 Class A |
| 10/15/2032 | &nbsp;&nbsp; 4.865% | 1500000 | &nbsp;&nbsp; 1500754 |
| 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% | 341546 | &nbsp;&nbsp; 343339 |
| 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% | 505164 | &nbsp;&nbsp; 505173 |
| Pagaya AI Debt Selection Trust<sup>(a),(c)</sup>  | Pagaya AI Debt Selection Trust<sup>(a),(c)</sup>  | Pagaya AI Debt Selection Trust<sup>(a),(c)</sup>  | Pagaya AI Debt Selection Trust<sup>(a),(c)</sup>  |
| Series 2020-3 Class CERT | Series 2020-3 Class CERT | Series 2020-3 Class CERT | Series 2020-3 Class CERT |
| 05/17/2027 | &nbsp;&nbsp; 0.000% | 3200000 | &nbsp;&nbsp; 31063 |
| Series 2021-1 Class CERT | Series 2021-1 Class CERT | Series 2021-1 Class CERT | Series 2021-1 Class CERT |
| 11/15/2027 | &nbsp;&nbsp; 0.000% | 696200 | &nbsp;&nbsp; 0 |
| Subordinated Series 2021-5 Class | Subordinated Series 2021-5 Class | Subordinated Series 2021-5 Class | Subordinated Series 2021-5 Class |
| 08/15/2029 | &nbsp;&nbsp; 0.000% | 865000 | &nbsp;&nbsp; 16955 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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 ($)**<br>| **Value ($)** |
| 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>  |
| Series 2021-2 Class NOTE | Series 2021-2 Class NOTE | Series 2021-2 Class NOTE | Series 2021-2 Class NOTE |
| 01/25/2029 | &nbsp;&nbsp; 3.000% | 13474 | &nbsp;&nbsp; 13400 |
| 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% | 488928 | &nbsp;&nbsp; 494733 |
| 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% | 209946 | &nbsp;&nbsp; 212222 |
| Subordinated Series 2022-5 Class B | Subordinated Series 2022-5 Class B | Subordinated Series 2022-5 Class B | Subordinated Series 2022-5 Class B |
| 06/17/2030 | &nbsp;&nbsp; 10.310% | 439984 | &nbsp;&nbsp; 452834 |
| 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% | 395442 | &nbsp;&nbsp; 396526 |
| 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% | 430723 | &nbsp;&nbsp; 432264 |
| Subordinated Series 2024-1 Class B | Subordinated Series 2024-1 Class B | Subordinated Series 2024-1 Class B | Subordinated Series 2024-1 Class B |
| 07/15/2031 | &nbsp;&nbsp; 7.109% | 200052 | &nbsp;&nbsp; 202445 |
| Subordinated Series 2024-1 Class C | Subordinated Series 2024-1 Class C | Subordinated Series 2024-1 Class C | Subordinated Series 2024-1 Class C |
| 07/15/2031 | &nbsp;&nbsp; 8.344% | 132477 | &nbsp;&nbsp; 134148 |
| Subordinated Series 2024-2 Class C | Subordinated Series 2024-2 Class C | Subordinated Series 2024-2 Class C | Subordinated Series 2024-2 Class C |
| 08/15/2031 | &nbsp;&nbsp; 7.573% | 191045 | &nbsp;&nbsp; 193425 |
| 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% | 522094 | &nbsp;&nbsp; 526537 |
| 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>  |
| Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A | Series 2024-1A Class A |
| 08/15/2029 | &nbsp;&nbsp; 6.120% | 32351 | &nbsp;&nbsp; 32372 |
| Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup>  | Research-Driven Pagaya Motor Asset Trust IV<sup>(a)</sup>  |
| Series 2021-2A Class A | Series 2021-2A Class A | Series 2021-2A Class A | Series 2021-2A Class A |
| 03/25/2030 | &nbsp;&nbsp; 2.650% | 198037 | &nbsp;&nbsp; 194163 |
| RR 16 Ltd.<sup>(a),(f)</sup>  | RR 16 Ltd.<sup>(a),(f)</sup>  | RR 16 Ltd.<sup>(a),(f)</sup>  | RR 16 Ltd.<sup>(a),(f)</sup>  |
| Series 2021-16A Class D | Series 2021-16A Class D | Series 2021-16A Class D | Series 2021-16A Class D |
| &nbsp;&nbsp; 3-month Term SOFR + 6.512% <br>Floor 6.250% <br>07/15/2036<br>| &nbsp;&nbsp; 10.829% | 266667 | &nbsp;&nbsp; 266799 |
| 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% | 36715 | &nbsp;&nbsp; 36763 |
| Upstart Asset Trust II Series<sup>(a),(c),(d),(e)</sup>  | Upstart Asset Trust II Series<sup>(a),(c),(d),(e)</sup>  | Upstart Asset Trust II Series<sup>(a),(c),(d),(e)</sup>  | Upstart Asset Trust II Series<sup>(a),(c),(d),(e)</sup>  |
| Series 2025-1GS Class CERT | Series 2025-1GS Class CERT | Series 2025-1GS Class CERT | Series 2025-1GS Class CERT |
| 02/20/2030 | &nbsp;&nbsp; 0.000% | 1000 | &nbsp;&nbsp; 282500 |
| Upstart Securitization Trust<sup>(a)</sup>  | Upstart Securitization Trust<sup>(a)</sup>  | Upstart Securitization Trust<sup>(a)</sup>  | Upstart Securitization Trust<sup>(a)</sup>  |
| Series 2025-1 Class C | Series 2025-1 Class C | Series 2025-1 Class C | Series 2025-1 Class C |
| 04/20/2035 | &nbsp;&nbsp; 9.270% | 1000000 | &nbsp;&nbsp; 1052518 |
| Subordinated Series 2024-1 Class C | Subordinated Series 2024-1 Class C | Subordinated Series 2024-1 Class C | Subordinated Series 2024-1 Class C |
| 11/20/2034 | &nbsp;&nbsp; 8.680% | 800000 | &nbsp;&nbsp; 835552 |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 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 ($)**<br>| **Value ($)** |
| US Auto Funding<sup>(a)</sup>  | US Auto Funding<sup>(a)</sup>  | US Auto Funding<sup>(a)</sup>  | US Auto Funding<sup>(a)</sup>  |
| Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D |
| 03/15/2027 | &nbsp;&nbsp; 4.360% | 1125000 | &nbsp;&nbsp; 22415 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $13,688,143) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $13,688,143) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $13,688,143) | &nbsp;&nbsp; **11505595** |
| **Commercial Mortgage-Backed Securities - Agency 0.1%** | **Commercial Mortgage-Backed Securities - Agency 0.1%** | **Commercial Mortgage-Backed Securities - Agency 0.1%** | **Commercial Mortgage-Backed Securities - Agency 0.1%** |
| Government National Mortgage Association<sup>(g),(h)</sup>  | Government National Mortgage Association<sup>(g),(h)</sup>  | Government National Mortgage Association<sup>(g),(h)</sup>  | Government National Mortgage Association<sup>(g),(h)</sup>  |
| Series 2019-102 Class IB | Series 2019-102 Class IB | Series 2019-102 Class IB | Series 2019-102 Class IB |
| 03/16/2060 | &nbsp;&nbsp; 0.835% | 1281671 | &nbsp;&nbsp; 61742 |
| Series 2019-131 Class IO | Series 2019-131 Class IO | Series 2019-131 Class IO | Series 2019-131 Class IO |
| 07/16/2061 | &nbsp;&nbsp; 0.803% | 2572685 | &nbsp;&nbsp; 146398 |
| Series 2020-19 Class IO | Series 2020-19 Class IO | Series 2020-19 Class IO | Series 2020-19 Class IO |
| 12/16/2061 | &nbsp;&nbsp; 0.719% | 1566782 | &nbsp;&nbsp; 71371 |
| Series 2020-3 Class IO | Series 2020-3 Class IO | Series 2020-3 Class IO | Series 2020-3 Class IO |
| 02/16/2062 | &nbsp;&nbsp; 0.616% | 1884731 | &nbsp;&nbsp; 71648 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $994,579) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $994,579) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $994,579) | &nbsp;&nbsp; **351159** |
| **Commercial Mortgage-Backed Securities - Non-Agency 0.5%** | **Commercial Mortgage-Backed Securities - Non-Agency 0.5%** | **Commercial Mortgage-Backed Securities - Non-Agency 0.5%** | **Commercial Mortgage-Backed Securities - Non-Agency 0.5%** |
| BHMS Commercial Mortgage Trust<sup>(a),(f)</sup>  | BHMS Commercial Mortgage Trust<sup>(a),(f)</sup>  | BHMS Commercial Mortgage Trust<sup>(a),(f)</sup>  | BHMS Commercial Mortgage Trust<sup>(a),(f)</sup>  |
| Series 2025-ATLS Class B | Series 2025-ATLS Class B | Series 2025-ATLS Class B | Series 2025-ATLS Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.650% <br>Floor 2.650% <br>08/15/2042<br>| &nbsp;&nbsp; 6.900% | 200000 | &nbsp;&nbsp; 200625 |
| BXP Trust<sup>(a),(g)</sup>  | BXP Trust<sup>(a),(g)</sup>  | BXP Trust<sup>(a),(g)</sup>  | BXP Trust<sup>(a),(g)</sup>  |
| Subordinated Series 2021-601L Class E | Subordinated Series 2021-601L Class E | Subordinated Series 2021-601L Class E | Subordinated Series 2021-601L Class E |
| 01/15/2044 | &nbsp;&nbsp; 2.868% | 1100000 | &nbsp;&nbsp; 832867 |
| 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% | 300000 | &nbsp;&nbsp; 195003 |
| Hilton USA Trust<sup>(a),(i)</sup>  | Hilton USA Trust<sup>(a),(i)</sup>  | Hilton USA Trust<sup>(a),(i)</sup>  | Hilton USA Trust<sup>(a),(i)</sup>  |
| Subordinated Series 2016-SFP Class F | Subordinated Series 2016-SFP Class F | Subordinated Series 2016-SFP Class F | Subordinated Series 2016-SFP Class F |
| 11/05/2035 | &nbsp;&nbsp; 0.000% | 1700000 | &nbsp;&nbsp; 34184 |
| Home Partners of America Trust<sup>(a)</sup>  | Home Partners of America Trust<sup>(a)</sup>  | Home Partners of America Trust<sup>(a)</sup>  | Home Partners of America Trust<sup>(a)</sup>  |
| Series 2019-2 Class F | Series 2019-2 Class F | Series 2019-2 Class F | Series 2019-2 Class F |
| 10/19/2039 | &nbsp;&nbsp; 3.866% | 327875 | &nbsp;&nbsp; 316240 |
| Wells Fargo Commercial Mortgage Trust<sup>(a),(f)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(f)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(f)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(f)</sup>  |
| Series 2017-SMP Class A | Series 2017-SMP Class A | Series 2017-SMP Class A | Series 2017-SMP Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.922% <br>Floor 0.750% <br>12/15/2034<br>| &nbsp;&nbsp; 5.286% | 1000000 | &nbsp;&nbsp; 929437 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $4,357,405) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $4,357,405) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $4,357,405) | &nbsp;&nbsp; **2508356** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 35.9%** | **Residential Mortgage-Backed Securities - Agency 35.9%** | **Residential Mortgage-Backed Securities - Agency 35.9%** | **Residential Mortgage-Backed Securities - Agency 35.9%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Fannie Mae REMICS<sup>(f),(h)</sup>  | Fannie Mae REMICS<sup>(f),(h)</sup>  | Fannie Mae REMICS<sup>(f),(h)</sup>  | Fannie Mae REMICS<sup>(f),(h)</sup>  |
| CMO Series 2017-81 Class SM | CMO Series 2017-81 Class SM | CMO Series 2017-81 Class SM | CMO Series 2017-81 Class SM |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>10/25/2047<br>| &nbsp;&nbsp; 1.737% | 1591554 | &nbsp;&nbsp; 209947 |
| CMO Series 2018-64 Class SE | CMO Series 2018-64 Class SE | CMO Series 2018-64 Class SE | CMO Series 2018-64 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.086% <br>Cap 6.200% <br>09/25/2048<br>| &nbsp;&nbsp; 1.737% | 1520441 | &nbsp;&nbsp; 202755 |
| CMO Series 2020-22 Class SA | CMO Series 2020-22 Class SA | CMO Series 2020-22 Class SA | CMO Series 2020-22 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.214% <br>Cap 6.100% <br>04/25/2050<br>| &nbsp;&nbsp; 1.637% | 2520402 | &nbsp;&nbsp; 352233 |
| Fannie Mae REMICS<sup>(g),(h)</sup>  | Fannie Mae REMICS<sup>(g),(h)</sup>  | Fannie Mae REMICS<sup>(g),(h)</sup>  | Fannie Mae REMICS<sup>(g),(h)</sup>  |
| CMO Series 2022-90 Class GS | CMO Series 2022-90 Class GS | CMO Series 2022-90 Class GS | CMO Series 2022-90 Class GS |
| 07/25/2050 | &nbsp;&nbsp; 1.632% | 2827272 | &nbsp;&nbsp; 349329 |
| Fannie Mae REMICS<sup>(f)</sup>  | Fannie Mae REMICS<sup>(f)</sup>  | Fannie Mae REMICS<sup>(f)</sup>  | Fannie Mae REMICS<sup>(f)</sup>  |
| CMO Series 2025-12 Class LF | CMO Series 2025-12 Class LF | CMO Series 2025-12 Class LF | CMO Series 2025-12 Class LF |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Cap 8.250% <br>03/25/2055<br>| &nbsp;&nbsp; 8.105% | 1117298 | &nbsp;&nbsp; 1146500 |
| CMO Series 2025-16 Class MA | CMO Series 2025-16 Class MA | CMO Series 2025-16 Class MA | CMO Series 2025-16 Class MA |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Cap 8.250% <br>01/25/2055<br>| &nbsp;&nbsp; 8.105% | 696522 | &nbsp;&nbsp; 708594 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| 11/01/2052 | &nbsp;&nbsp; 4.000% | 1636736 | &nbsp;&nbsp; 1534174 |
| 12/01/2052 | &nbsp;&nbsp; 5.000% | 1417262 | &nbsp;&nbsp; 1429880 |
| 09/01/2053 | &nbsp;&nbsp; 5.500% | 1678258 | &nbsp;&nbsp; 1707668 |
| Federal Home Loan Mortgage Corp.<sup>(f),(h)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f),(h)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f),(h)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f),(h)</sup>  |
| CMO Series 2013-101 Class HS | CMO Series 2013-101 Class HS | CMO Series 2013-101 Class HS | CMO Series 2013-101 Class HS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.386% <br>Cap 6.500% <br>10/25/2043<br>| &nbsp;&nbsp; 2.037% | 554889 | &nbsp;&nbsp; 74142 |
| CMO Series 4987 Class KS | CMO Series 4987 Class KS | CMO Series 4987 Class KS | CMO Series 4987 Class KS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.194% <br>Cap 6.080% <br>06/25/2050<br>| &nbsp;&nbsp; 1.617% | 1100943 | &nbsp;&nbsp; 169786 |
| CMO Series 4993 Class MS | CMO Series 4993 Class MS | CMO Series 4993 Class MS | CMO Series 4993 Class MS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>07/25/2050<br>| &nbsp;&nbsp; 1.587% | 1659825 | &nbsp;&nbsp; 261358 |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Home Loan Mortgage Corp. REMICS<sup>(f),(h)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(f),(h)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(f),(h)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(f),(h)</sup>  |
| CMO Series 4606 Class SL | CMO Series 4606 Class SL | CMO Series 4606 Class SL | CMO Series 4606 Class SL |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>12/15/2044<br>| &nbsp;&nbsp; 1.543% | 2766462 | &nbsp;&nbsp; 300213 |
| CMO Series 5138 Class SA | CMO Series 5138 Class SA | CMO Series 5138 Class SA | CMO Series 5138 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>09/25/2047<br>| &nbsp;&nbsp; 1.637% | 1883792 | &nbsp;&nbsp; 248106 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(h)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(h)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(h)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(h)</sup>  |
| CMO Series 5105 Class ID | CMO Series 5105 Class ID | CMO Series 5105 Class ID | CMO Series 5105 Class ID |
| 05/25/2051 | &nbsp;&nbsp; 3.000% | 2426324 | &nbsp;&nbsp; 399917 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| 09/01/2052 | &nbsp;&nbsp; 5.000% | 1711331 | &nbsp;&nbsp; 1704969 |
| 07/01/2055 | &nbsp;&nbsp; 5.500% | 1998118 | &nbsp;&nbsp; 2011127 |
| Federal National Mortgage Association<sup>(f),(h)</sup>  | Federal National Mortgage Association<sup>(f),(h)</sup>  | Federal National Mortgage Association<sup>(f),(h)</sup>  | Federal National Mortgage Association<sup>(f),(h)</sup>  |
| CMO Series 2020-38 Class WS | CMO Series 2020-38 Class WS | CMO Series 2020-38 Class WS | CMO Series 2020-38 Class WS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 4.886% <br>Cap 5.000% <br>06/25/2050<br>| &nbsp;&nbsp; 0.537% | 2585847 | &nbsp;&nbsp; 224805 |
| Federal National Mortgage Association REMICS<sup>(f),(h)</sup>  | Federal National Mortgage Association REMICS<sup>(f),(h)</sup>  | Federal National Mortgage Association REMICS<sup>(f),(h)</sup>  | Federal National Mortgage Association REMICS<sup>(f),(h)</sup>  |
| CMO Series 2019-5 Class SA | CMO Series 2019-5 Class SA | CMO Series 2019-5 Class SA | CMO Series 2019-5 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>03/25/2049<br>| &nbsp;&nbsp; 1.637% | 1128467 | &nbsp;&nbsp; 125859 |
| CMO Series 2020-34 Class S | CMO Series 2020-34 Class S | CMO Series 2020-34 Class S | CMO Series 2020-34 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>06/25/2050<br>| &nbsp;&nbsp; 1.587% | 2544169 | &nbsp;&nbsp; 348784 |
| CMO Series 2020-54 Class AS | CMO Series 2020-54 Class AS | CMO Series 2020-54 Class AS | CMO Series 2020-54 Class AS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.036% <br>Cap 6.150% <br>08/25/2050<br>| &nbsp;&nbsp; 1.687% | 1658155 | &nbsp;&nbsp; 215649 |
| Freddie Mac REMICS<sup>(f),(h)</sup>  | Freddie Mac REMICS<sup>(f),(h)</sup>  | Freddie Mac REMICS<sup>(f),(h)</sup>  | Freddie Mac REMICS<sup>(f),(h)</sup>  |
| CMO Series 4979 Class YS | CMO Series 4979 Class YS | CMO Series 4979 Class YS | CMO Series 4979 Class YS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>06/25/2050<br>| &nbsp;&nbsp; 1.587% | 1434723 | &nbsp;&nbsp; 188234 |
| CMO Series 5544 Class SC | CMO Series 5544 Class SC | CMO Series 5544 Class SC | CMO Series 5544 Class SC |
| &nbsp;&nbsp; 30-day Average SOFR + 7.000% <br>Cap 7.000% <br>06/25/2055<br>| &nbsp;&nbsp; 2.652% | 1269988 | &nbsp;&nbsp; 181494 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 5547 Class SE | CMO Series 5547 Class SE | CMO Series 5547 Class SE | CMO Series 5547 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.100% <br>Cap 5.100% <br>06/25/2055<br>| &nbsp;&nbsp; 0.752% | 1935405 | &nbsp;&nbsp; 121267 |
| Freddie Mac REMICS<sup>(f)</sup>  | Freddie Mac REMICS<sup>(f)</sup>  | Freddie Mac REMICS<sup>(f)</sup>  | Freddie Mac REMICS<sup>(f)</sup>  |
| CMO Series 5513 Class MQ | CMO Series 5513 Class MQ | CMO Series 5513 Class MQ | CMO Series 5513 Class MQ |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Cap 8.250% <br>06/25/2054<br>| &nbsp;&nbsp; 8.105% | 739428 | &nbsp;&nbsp; 760804 |
| CMO Series 5542 Class F | CMO Series 5542 Class F | CMO Series 5542 Class F | CMO Series 5542 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + 4.300% <br>05/25/2055<br>| &nbsp;&nbsp; 8.255% | 764012 | &nbsp;&nbsp; 779042 |
| Freddie Mac REMICS<sup>(e),(f)</sup>  | Freddie Mac REMICS<sup>(e),(f)</sup>  | Freddie Mac REMICS<sup>(e),(f)</sup>  | Freddie Mac REMICS<sup>(e),(f)</sup>  |
| CMO Series 5548 Class F | CMO Series 5548 Class F | CMO Series 5548 Class F | CMO Series 5548 Class F |
| &nbsp;&nbsp; 30-day Average SOFR + 4.600% <br>Cap 8.700% <br>06/25/2055<br>| &nbsp;&nbsp; 7.955% | 1160907 | &nbsp;&nbsp; 1154916 |
| Government National Mortgage Association<sup>(f),(h)</sup>  | Government National Mortgage Association<sup>(f),(h)</sup>  | Government National Mortgage Association<sup>(f),(h)</sup>  | Government National Mortgage Association<sup>(f),(h)</sup>  |
| CMO Series 2010-9 Class XD | CMO Series 2010-9 Class XD | CMO Series 2010-9 Class XD | CMO Series 2010-9 Class XD |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.486% <br>Cap 6.600% <br>01/16/2040<br>| &nbsp;&nbsp; 2.126% | 1277878 | &nbsp;&nbsp; 155618 |
| CMO Series 2019-103 Class SA | CMO Series 2019-103 Class SA | CMO Series 2019-103 Class SA | CMO Series 2019-103 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>08/20/2049<br>| &nbsp;&nbsp; 1.595% | 1677811 | &nbsp;&nbsp; 242561 |
| CMO Series 2019-120 Class CS | CMO Series 2019-120 Class CS | CMO Series 2019-120 Class CS | CMO Series 2019-120 Class CS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 3.286% <br>Cap 3.400% <br>09/20/2049<br>| &nbsp;&nbsp; 0.000% | 16134673 | &nbsp;&nbsp; 220824 |
| CMO Series 2019-21 Class QS | CMO Series 2019-21 Class QS | CMO Series 2019-21 Class QS | CMO Series 2019-21 Class QS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>10/20/2046<br>| &nbsp;&nbsp; 1.645% | 1912944 | &nbsp;&nbsp; 240577 |
| CMO Series 2019-92 Class SD | CMO Series 2019-92 Class SD | CMO Series 2019-92 Class SD | CMO Series 2019-92 Class SD |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>07/20/2049<br>| &nbsp;&nbsp; 1.645% | 2073054 | &nbsp;&nbsp; 268685 |
| CMO Series 2020-104 Class SA | CMO Series 2020-104 Class SA | CMO Series 2020-104 Class SA | CMO Series 2020-104 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.086% <br>Cap 6.200% <br>07/20/2050<br>| &nbsp;&nbsp; 1.745% | 1080863 | &nbsp;&nbsp; 141897 |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2020-34 Class SA | CMO Series 2020-34 Class SA | CMO Series 2020-34 Class SA | CMO Series 2020-34 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>03/20/2050<br>| &nbsp;&nbsp; 1.595% | 1666127 | &nbsp;&nbsp; 235842 |
| CMO Series 2020-78 Class SD | CMO Series 2020-78 Class SD | CMO Series 2020-78 Class SD | CMO Series 2020-78 Class SD |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.036% <br>Cap 6.150% <br>06/20/2050<br>| &nbsp;&nbsp; 1.695% | 1860465 | &nbsp;&nbsp; 243444 |
| CMO Series 2021-117 Class HS | CMO Series 2021-117 Class HS | CMO Series 2021-117 Class HS | CMO Series 2021-117 Class HS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>07/20/2051<br>| &nbsp;&nbsp; 1.845% | 1873067 | &nbsp;&nbsp; 265669 |
| CMO Series 2021-119 Class SC | CMO Series 2021-119 Class SC | CMO Series 2021-119 Class SC | CMO Series 2021-119 Class SC |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>07/20/2051<br>| &nbsp;&nbsp; 1.845% | 2681600 | &nbsp;&nbsp; 381565 |
| CMO Series 2021-122 Class SB | CMO Series 2021-122 Class SB | CMO Series 2021-122 Class SB | CMO Series 2021-122 Class SB |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 2.486% <br>Cap 2.600% <br>07/20/2051<br>| &nbsp;&nbsp; 0.000% | 6030671 | &nbsp;&nbsp; 31509 |
| CMO Series 2021-122 Class SG | CMO Series 2021-122 Class SG | CMO Series 2021-122 Class SG | CMO Series 2021-122 Class SG |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>07/20/2051<br>| &nbsp;&nbsp; 1.845% | 3023215 | &nbsp;&nbsp; 429762 |
| CMO Series 2021-156 Class SA | CMO Series 2021-156 Class SA | CMO Series 2021-156 Class SA | CMO Series 2021-156 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>09/20/2051<br>| &nbsp;&nbsp; 1.845% | 3003583 | &nbsp;&nbsp; 416178 |
| CMO Series 2021-160 Class S | CMO Series 2021-160 Class S | CMO Series 2021-160 Class S | CMO Series 2021-160 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 2.650% <br>Cap 2.650% <br>09/20/2051<br>| &nbsp;&nbsp; 0.000% | 4989750 | &nbsp;&nbsp; 29065 |
| CMO Series 2021-161 Class SL | CMO Series 2021-161 Class SL | CMO Series 2021-161 Class SL | CMO Series 2021-161 Class SL |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>09/20/2051<br>| &nbsp;&nbsp; 1.845% | 2824456 | &nbsp;&nbsp; 410607 |
| CMO Series 2021-193 Class ES | CMO Series 2021-193 Class ES | CMO Series 2021-193 Class ES | CMO Series 2021-193 Class ES |
| &nbsp;&nbsp; 30-day Average SOFR + 1.700% <br>11/20/2051<br>| &nbsp;&nbsp; 0.000% | 17201080 | &nbsp;&nbsp; 53435 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2021-42 Class SD | CMO Series 2021-42 Class SD | CMO Series 2021-42 Class SD | CMO Series 2021-42 Class SD |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>11/20/2050<br>| &nbsp;&nbsp; 1.845% | 2963923 | &nbsp;&nbsp; 416140 |
| CMO Series 2021-42 Class SG | CMO Series 2021-42 Class SG | CMO Series 2021-42 Class SG | CMO Series 2021-42 Class SG |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>03/20/2051<br>| &nbsp;&nbsp; 1.845% | 2219753 | &nbsp;&nbsp; 315452 |
| CMO Series 2021-96 Class US | CMO Series 2021-96 Class US | CMO Series 2021-96 Class US | CMO Series 2021-96 Class US |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 3.250% <br>Cap 3.250% <br>06/20/2051<br>| &nbsp;&nbsp; 0.000% | 2875457 | &nbsp;&nbsp; 50536 |
| CMO Series 2021-97 Class CS | CMO Series 2021-97 Class CS | CMO Series 2021-97 Class CS | CMO Series 2021-97 Class CS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.186% <br>Cap 6.300% <br>06/20/2051<br>| &nbsp;&nbsp; 1.845% | 2791994 | &nbsp;&nbsp; 394657 |
| CMO Series 2022-168 Class ST | CMO Series 2022-168 Class ST | CMO Series 2022-168 Class ST | CMO Series 2022-168 Class ST |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.000% <br>Cap 6.000% <br>09/20/2052<br>| &nbsp;&nbsp; 1.655% | 3977063 | &nbsp;&nbsp; 394981 |
| CMO Series 2022-46 Class SE | CMO Series 2022-46 Class SE | CMO Series 2022-46 Class SE | CMO Series 2022-46 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 3.450% <br>Cap 3.450% <br>03/20/2052<br>| &nbsp;&nbsp; 0.000% | 2439035 | &nbsp;&nbsp; 41398 |
| CMO Series 2022-90 Class SJ | CMO Series 2022-90 Class SJ | CMO Series 2022-90 Class SJ | CMO Series 2022-90 Class SJ |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>01/20/2050<br>| &nbsp;&nbsp; 1.595% | 2534237 | &nbsp;&nbsp; 286680 |
| CMO Series 2023-113 Class CS | CMO Series 2023-113 Class CS | CMO Series 2023-113 Class CS | CMO Series 2023-113 Class CS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.730% <br>Cap 5.730% <br>08/20/2053<br>| &nbsp;&nbsp; 1.385% | 1304536 | &nbsp;&nbsp; 94799 |
| CMO Series 2023-115 Class SM | CMO Series 2023-115 Class SM | CMO Series 2023-115 Class SM | CMO Series 2023-115 Class SM |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.900% <br>Cap 5.900% <br>08/20/2053<br>| &nbsp;&nbsp; 1.555% | 3428725 | &nbsp;&nbsp; 211852 |
| CMO Series 2023-141 Class SQ | CMO Series 2023-141 Class SQ | CMO Series 2023-141 Class SQ | CMO Series 2023-141 Class SQ |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>12/20/2049<br>| &nbsp;&nbsp; 1.595% | 2453365 | &nbsp;&nbsp; 272675 |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2023-173 Class SB | CMO Series 2023-173 Class SB | CMO Series 2023-173 Class SB | CMO Series 2023-173 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.650% <br>Cap 5.650% <br>11/20/2053<br>| &nbsp;&nbsp; 1.305% | 5007220 | &nbsp;&nbsp; 381434 |
| CMO Series 2023-47 Class AS | CMO Series 2023-47 Class AS | CMO Series 2023-47 Class AS | CMO Series 2023-47 Class AS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.350% <br>Cap 6.350% <br>03/20/2053<br>| &nbsp;&nbsp; 2.005% | 1711048 | &nbsp;&nbsp; 154215 |
| CMO Series 2023-66 Class BS | CMO Series 2023-66 Class BS | CMO Series 2023-66 Class BS | CMO Series 2023-66 Class BS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.150% <br>Cap 6.150% <br>05/20/2053<br>| &nbsp;&nbsp; 1.805% | 1688167 | &nbsp;&nbsp; 160657 |
| CMO Series 2023-66 Class SQ | CMO Series 2023-66 Class SQ | CMO Series 2023-66 Class SQ | CMO Series 2023-66 Class SQ |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.400% <br>Cap 5.400% <br>05/20/2053<br>| &nbsp;&nbsp; 1.055% | 4458237 | &nbsp;&nbsp; 214421 |
| CMO Series 2024-51 Class US | CMO Series 2024-51 Class US | CMO Series 2024-51 Class US | CMO Series 2024-51 Class US |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.400% <br>Cap 5.400% <br>03/20/2054<br>| &nbsp;&nbsp; 1.055% | 2777733 | &nbsp;&nbsp; 171203 |
| CMO Series 2024-64 Class DS | CMO Series 2024-64 Class DS | CMO Series 2024-64 Class DS | CMO Series 2024-64 Class DS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.400% <br>Cap 5.400% <br>04/20/2054<br>| &nbsp;&nbsp; 1.055% | 3353017 | &nbsp;&nbsp; 201086 |
| CMO Series 2024-79 Class SH | CMO Series 2024-79 Class SH | CMO Series 2024-79 Class SH | CMO Series 2024-79 Class SH |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 7.250% <br>Cap 7.250% <br>05/20/2054<br>| &nbsp;&nbsp; 2.905% | 1541017 | &nbsp;&nbsp; 237353 |
| CMO Series 2024-97 Class KS | CMO Series 2024-97 Class KS | CMO Series 2024-97 Class KS | CMO Series 2024-97 Class KS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 7.300% <br>Cap 7.300% <br>06/20/2054<br>| &nbsp;&nbsp; 2.955% | 1933536 | &nbsp;&nbsp; 297052 |
| Government National Mortgage Association<sup>(h)</sup>  | Government National Mortgage Association<sup>(h)</sup>  | Government National Mortgage Association<sup>(h)</sup>  | Government National Mortgage Association<sup>(h)</sup>  |
| CMO Series 2020-138 Class JI | CMO Series 2020-138 Class JI | CMO Series 2020-138 Class JI | CMO Series 2020-138 Class JI |
| 09/20/2050 | &nbsp;&nbsp; 2.500% | 3855392 | &nbsp;&nbsp; 567752 |
| CMO Series 2020-164 Class CI | CMO Series 2020-164 Class CI | CMO Series 2020-164 Class CI | CMO Series 2020-164 Class CI |
| 11/20/2050 | &nbsp;&nbsp; 3.000% | 1718790 | &nbsp;&nbsp; 291468 |
| CMO Series 2020-175 Class KI | CMO Series 2020-175 Class KI | CMO Series 2020-175 Class KI | CMO Series 2020-175 Class KI |
| 11/20/2050 | &nbsp;&nbsp; 2.500% | 2689434 | &nbsp;&nbsp; 397272 |
| CMO Series 2020-191 Class UC | CMO Series 2020-191 Class UC | CMO Series 2020-191 Class UC | CMO Series 2020-191 Class UC |
| 12/20/2050 | &nbsp;&nbsp; 4.000% | 1801220 | &nbsp;&nbsp; 404801 |
| CMO Series 2021-158 Class VI | CMO Series 2021-158 Class VI | CMO Series 2021-158 Class VI | CMO Series 2021-158 Class VI |
| 09/20/2051 | &nbsp;&nbsp; 3.000% | 2077059 | &nbsp;&nbsp; 332559 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2021-160 Class CI | CMO Series 2021-160 Class CI | CMO Series 2021-160 Class CI | CMO Series 2021-160 Class CI |
| 09/20/2051 | &nbsp;&nbsp; 2.500% | 4264657 | &nbsp;&nbsp; 586450 |
| CMO Series 2021-24 Class MI | CMO Series 2021-24 Class MI | CMO Series 2021-24 Class MI | CMO Series 2021-24 Class MI |
| 02/20/2051 | &nbsp;&nbsp; 3.000% | 1642890 | &nbsp;&nbsp; 271783 |
| CMO Series 2021-7 Class IT | CMO Series 2021-7 Class IT | CMO Series 2021-7 Class IT | CMO Series 2021-7 Class IT |
| 01/16/2051 | &nbsp;&nbsp; 3.000% | 1629750 | &nbsp;&nbsp; 371912 |
| Government National Mortgage Association<sup>(f)</sup>  | Government National Mortgage Association<sup>(f)</sup>  | Government National Mortgage Association<sup>(f)</sup>  | Government National Mortgage Association<sup>(f)</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 + 4.000% <br>Floor 4.000%, Cap 7.700% <br>03/20/2055<br>| &nbsp;&nbsp; 6.281% | 587725 | &nbsp;&nbsp; 601235 |
| 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>  |
| 09/22/2055 | &nbsp;&nbsp; 4.500% | 15000000 | &nbsp;&nbsp; 14444660 |
| 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>  |
| 09/15/2055 | &nbsp;&nbsp; 3.500% | 25595420 | &nbsp;&nbsp; 23119895 |
| 09/15/2055 | &nbsp;&nbsp; 4.000% | 35500000 | &nbsp;&nbsp; 33123231 |
| 09/15/2055 | &nbsp;&nbsp; 4.500% | 34000000 | &nbsp;&nbsp; 32698055 |
| 09/15/2055 | &nbsp;&nbsp; 5.000% | 13000000 | &nbsp;&nbsp; 12819657 |
| 09/15/2055 | &nbsp;&nbsp; 5.500% | 12500000 | &nbsp;&nbsp; 12570372 |
| 09/15/2055 | &nbsp;&nbsp; 6.000% | 26000000 | &nbsp;&nbsp; 26560655 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $187,836,787) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $187,836,787) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $187,836,787) | &nbsp;&nbsp; **184137138** |
| **Residential Mortgage-Backed Securities - Non-Agency 12.8%** | **Residential Mortgage-Backed Securities - Non-Agency 12.8%** | **Residential Mortgage-Backed Securities - Non-Agency 12.8%** | **Residential Mortgage-Backed Securities - Non-Agency 12.8%** |
| A&D Mortgage Trust<sup>(a),(k)</sup>  | A&D Mortgage Trust<sup>(a),(k)</sup>  | A&D Mortgage Trust<sup>(a),(k)</sup>  | A&D Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2024-NQM1 Class A1 | CMO Series 2024-NQM1 Class A1 | CMO Series 2024-NQM1 Class A1 | CMO Series 2024-NQM1 Class A1 |
| 02/25/2069 | &nbsp;&nbsp; 6.195% | 237030 | &nbsp;&nbsp; 238548 |
| A&D Mortgage Trust<sup>(a),(g)</sup>  | A&D Mortgage Trust<sup>(a),(g)</sup>  | A&D Mortgage Trust<sup>(a),(g)</sup>  | A&D Mortgage Trust<sup>(a),(g)</sup>  |
| Subordinated CMO Series 2024-NQM1 Class B1 | Subordinated CMO Series 2024-NQM1 Class B1 | Subordinated CMO Series 2024-NQM1 Class B1 | Subordinated CMO Series 2024-NQM1 Class B1 |
| 02/25/2069 | &nbsp;&nbsp; 8.495% | 400000 | &nbsp;&nbsp; 406780 |
| Ajax Mortgage Loan Trust<sup>(a),(k)</sup>  | Ajax Mortgage Loan Trust<sup>(a),(k)</sup>  | Ajax Mortgage Loan Trust<sup>(a),(k)</sup>  | Ajax Mortgage Loan Trust<sup>(a),(k)</sup>  |
| CMO Series 2021-C Class A | CMO Series 2021-C Class A | CMO Series 2021-C Class A | CMO Series 2021-C Class A |
| 01/25/2061 | &nbsp;&nbsp; 5.115% | 159843 | &nbsp;&nbsp; 160318 |
| Ajax Mortgage Loan Trust<sup>(a),(g)</sup>  | Ajax Mortgage Loan Trust<sup>(a),(g)</sup>  | Ajax Mortgage Loan Trust<sup>(a),(g)</sup>  | Ajax Mortgage Loan Trust<sup>(a),(g)</sup>  |
| Subordinated CMO Series 2021-E Class B2 | Subordinated CMO Series 2021-E Class B2 | Subordinated CMO Series 2021-E Class B2 | Subordinated CMO Series 2021-E Class B2 |
| 12/25/2060 | &nbsp;&nbsp; 3.988% | 465000 | &nbsp;&nbsp; 262434 |
| Angel Oak Mortgage Trust<sup>(a),(g)</sup>  | Angel Oak Mortgage Trust<sup>(a),(g)</sup>  | Angel Oak Mortgage Trust<sup>(a),(g)</sup>  | Angel Oak Mortgage Trust<sup>(a),(g)</sup>  |
| CMO Series 2021-5 Class A3 | CMO Series 2021-5 Class A3 | CMO Series 2021-5 Class A3 | CMO Series 2021-5 Class A3 |
| 07/25/2066 | &nbsp;&nbsp; 1.311% | 259600 | &nbsp;&nbsp; 227922 |
| Angel Oak Mortgage Trust<sup>(a),(k)</sup>  | Angel Oak Mortgage Trust<sup>(a),(k)</sup>  | Angel Oak Mortgage Trust<sup>(a),(k)</sup>  | Angel Oak Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2025-8 Class A1 | CMO Series 2025-8 Class A1 | CMO Series 2025-8 Class A1 | CMO Series 2025-8 Class A1 |
| 07/25/2070 | &nbsp;&nbsp; 5.410% | 349036 | &nbsp;&nbsp; 351160 |
| Angel Oak Mortgage Trust I LLC<sup>(a),(g)</sup>  | Angel Oak Mortgage Trust I LLC<sup>(a),(g)</sup>  | Angel Oak Mortgage Trust I LLC<sup>(a),(g)</sup>  | Angel Oak Mortgage Trust I LLC<sup>(a),(g)</sup>  |
| Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 | Subordinated CMO Series 2019-2 Class B2 |
| 03/25/2049 | &nbsp;&nbsp; 6.286% | 2700000 | &nbsp;&nbsp; 2763557 |
| Arroyo Mortgage Trust<sup>(a)</sup>  | Arroyo Mortgage Trust<sup>(a)</sup>  | Arroyo Mortgage Trust<sup>(a)</sup>  | Arroyo Mortgage Trust<sup>(a)</sup>  |
| CMO Series 2020-1 Class M1 | CMO Series 2020-1 Class M1 | CMO Series 2020-1 Class M1 | CMO Series 2020-1 Class M1 |
| 03/25/2055 | &nbsp;&nbsp; 4.277% | 1870000 | &nbsp;&nbsp; 1731482 |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Barclays Mortgage Trust<sup>(a),(k)</sup>  | Barclays Mortgage Trust<sup>(a),(k)</sup>  | Barclays Mortgage Trust<sup>(a),(k)</sup>  | Barclays Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2021-NPL1 Class B | CMO Series 2021-NPL1 Class B | CMO Series 2021-NPL1 Class B | CMO Series 2021-NPL1 Class B |
| 11/25/2051 | &nbsp;&nbsp; 4.625% | 254855 | &nbsp;&nbsp; 262218 |
| BRAVO Residential Funding Trust<sup>(a),(g)</sup>  | BRAVO Residential Funding Trust<sup>(a),(g)</sup>  | BRAVO Residential Funding Trust<sup>(a),(g)</sup>  | BRAVO Residential Funding Trust<sup>(a),(g)</sup>  |
| CMO Series 2020-NQM1 Class B1 | CMO Series 2020-NQM1 Class B1 | CMO Series 2020-NQM1 Class B1 | CMO Series 2020-NQM1 Class B1 |
| 05/25/2060 | &nbsp;&nbsp; 5.086% | 300000 | &nbsp;&nbsp; 298641 |
| CMO Series 2020-NQM1 Class B2 | CMO Series 2020-NQM1 Class B2 | CMO Series 2020-NQM1 Class B2 | CMO Series 2020-NQM1 Class B2 |
| 05/25/2060 | &nbsp;&nbsp; 5.997% | 430000 | &nbsp;&nbsp; 429450 |
| Subordinated CMO Series 2021-NQM2 Class B1 | Subordinated CMO Series 2021-NQM2 Class B1 | Subordinated CMO Series 2021-NQM2 Class B1 | Subordinated CMO Series 2021-NQM2 Class B1 |
| 03/25/2060 | &nbsp;&nbsp; 3.044% | 200000 | &nbsp;&nbsp; 184157 |
| Subordinated CMO Series 2021-NQM2 Class B2 | Subordinated CMO Series 2021-NQM2 Class B2 | Subordinated CMO Series 2021-NQM2 Class B2 | Subordinated CMO Series 2021-NQM2 Class B2 |
| 03/25/2060 | &nbsp;&nbsp; 4.099% | 300000 | &nbsp;&nbsp; 261458 |
| CHNGE Mortgage Trust<sup>(a),(g)</sup>  | CHNGE Mortgage Trust<sup>(a),(g)</sup>  | CHNGE Mortgage Trust<sup>(a),(g)</sup>  | CHNGE Mortgage Trust<sup>(a),(g)</sup>  |
| CMO Series 2022-1 Class M1 | CMO Series 2022-1 Class M1 | CMO Series 2022-1 Class M1 | CMO Series 2022-1 Class M1 |
| 01/25/2067 | &nbsp;&nbsp; 3.990% | 350000 | &nbsp;&nbsp; 300099 |
| CMO Series 2023-3 Class M1 | CMO Series 2023-3 Class M1 | CMO Series 2023-3 Class M1 | CMO Series 2023-3 Class M1 |
| 07/25/2058 | &nbsp;&nbsp; 8.257% | 800000 | &nbsp;&nbsp; 809418 |
| Subordinated CMO Series 2022-1 Class B1 | Subordinated CMO Series 2022-1 Class B1 | Subordinated CMO Series 2022-1 Class B1 | Subordinated CMO Series 2022-1 Class B1 |
| 01/25/2067 | &nbsp;&nbsp; 4.555% | 650000 | &nbsp;&nbsp; 553466 |
| Subordinated CMO Series 2022-1 Class B2 | Subordinated CMO Series 2022-1 Class B2 | Subordinated CMO Series 2022-1 Class B2 | Subordinated CMO Series 2022-1 Class B2 |
| 01/25/2067 | &nbsp;&nbsp; 4.555% | 500000 | &nbsp;&nbsp; 376043 |
| Subordinated CMO Series 2023-1 Class B1 | Subordinated CMO Series 2023-1 Class B1 | Subordinated CMO Series 2023-1 Class B1 | Subordinated CMO Series 2023-1 Class B1 |
| 03/25/2058 | &nbsp;&nbsp; 8.117% | 473000 | &nbsp;&nbsp; 472953 |
| Subordinated CMO Series 2023-1 Class B2 | Subordinated CMO Series 2023-1 Class B2 | Subordinated CMO Series 2023-1 Class B2 | Subordinated CMO Series 2023-1 Class B2 |
| 03/25/2058 | &nbsp;&nbsp; 8.237% | 300000 | &nbsp;&nbsp; 298832 |
| Subordinated CMO Series 2023-2 Class B1 | Subordinated CMO Series 2023-2 Class B1 | Subordinated CMO Series 2023-2 Class B1 | Subordinated CMO Series 2023-2 Class B1 |
| 06/25/2058 | &nbsp;&nbsp; 8.016% | 200000 | &nbsp;&nbsp; 203148 |
| Subordinated CMO Series 2023-3 Class B1 | Subordinated CMO Series 2023-3 Class B1 | Subordinated CMO Series 2023-3 Class B1 | Subordinated CMO Series 2023-3 Class B1 |
| 07/25/2058 | &nbsp;&nbsp; 8.257% | 300000 | &nbsp;&nbsp; 301995 |
| CHNGE Mortgage Trust<sup>(a),(k)</sup>  | CHNGE Mortgage Trust<sup>(a),(k)</sup>  | CHNGE Mortgage Trust<sup>(a),(k)</sup>  | CHNGE Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2022-NQM1 Class M1 | CMO Series 2022-NQM1 Class M1 | CMO Series 2022-NQM1 Class M1 | CMO Series 2022-NQM1 Class M1 |
| 06/25/2067 | &nbsp;&nbsp; 5.820% | 250000 | &nbsp;&nbsp; 248943 |
| Citigroup Mortgage Loan Trust<sup>(a)</sup>  | Citigroup Mortgage Loan Trust<sup>(a)</sup>  | Citigroup Mortgage Loan Trust<sup>(a)</sup>  | Citigroup Mortgage Loan Trust<sup>(a)</sup>  |
| Subordinated CMO Series 2015-RP2 Class B5 | Subordinated CMO Series 2015-RP2 Class B5 | Subordinated CMO Series 2015-RP2 Class B5 | Subordinated CMO Series 2015-RP2 Class B5 |
| 01/25/2053 | &nbsp;&nbsp; 4.250% | 997945 | &nbsp;&nbsp; 744627 |
| Citigroup Mortgage Loan Trust<sup>(a),(g)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(g)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(g)</sup>  | Citigroup Mortgage Loan Trust<sup>(a),(g)</sup>  |
| Subordinated CMO Series 2018-RP3 Class B3 | Subordinated CMO Series 2018-RP3 Class B3 | Subordinated CMO Series 2018-RP3 Class B3 | Subordinated CMO Series 2018-RP3 Class B3 |
| 03/25/2061 | &nbsp;&nbsp; 3.250% | 700000 | &nbsp;&nbsp; 498089 |
| COLT Mortgage Loan Trust<sup>(a),(g)</sup>  | COLT Mortgage Loan Trust<sup>(a),(g)</sup>  | COLT Mortgage Loan Trust<sup>(a),(g)</sup>  | COLT Mortgage Loan Trust<sup>(a),(g)</sup>  |
| CMO Series 2020-2 Class M1 | CMO Series 2020-2 Class M1 | CMO Series 2020-2 Class M1 | CMO Series 2020-2 Class M1 |
| 03/25/2065 | &nbsp;&nbsp; 5.250% | 200000 | &nbsp;&nbsp; 201510 |
| CMO Series 2021-3 Class A3 | CMO Series 2021-3 Class A3 | CMO Series 2021-3 Class A3 | CMO Series 2021-3 Class A3 |
| 09/27/2066 | &nbsp;&nbsp; 1.419% | 426176 | &nbsp;&nbsp; 366740 |
| CMO Series 2023-1 Class B2 | CMO Series 2023-1 Class B2 | CMO Series 2023-1 Class B2 | CMO Series 2023-1 Class B2 |
| 04/25/2068 | &nbsp;&nbsp; 8.006% | 300000 | &nbsp;&nbsp; 299656 |
| Subordinated CMO Series 2021-4 Class B1 | Subordinated CMO Series 2021-4 Class B1 | Subordinated CMO Series 2021-4 Class B1 | Subordinated CMO Series 2021-4 Class B1 |
| 10/25/2066 | &nbsp;&nbsp; 3.764% | 400000 | &nbsp;&nbsp; 300784 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated CMO Series 2022-4 Class B2 | Subordinated CMO Series 2022-4 Class B2 | Subordinated CMO Series 2022-4 Class B2 | Subordinated CMO Series 2022-4 Class B2 |
| 03/25/2067 | &nbsp;&nbsp; 4.716% | 400000 | &nbsp;&nbsp; 365005 |
| Subordinated Series 2021-3 Class B1 | Subordinated Series 2021-3 Class B1 | Subordinated Series 2021-3 Class B1 | Subordinated Series 2021-3 Class B1 |
| 09/27/2066 | &nbsp;&nbsp; 3.059% | 200000 | &nbsp;&nbsp; 144839 |
| COLT Mortgage Loan Trust<sup>(a),(k)</sup>  | COLT Mortgage Loan Trust<sup>(a),(k)</sup>  | COLT Mortgage Loan Trust<sup>(a),(k)</sup>  | COLT Mortgage Loan Trust<sup>(a),(k)</sup>  |
| CMO Series 2025-7 Class A2 | CMO Series 2025-7 Class A2 | CMO Series 2025-7 Class A2 | CMO Series 2025-7 Class A2 |
| 06/25/2070 | &nbsp;&nbsp; 5.673% | 460000 | &nbsp;&nbsp; 462917 |
| Connecticut Avenue Securities Trust<sup>(a),(f)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(f)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(f)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(f)</sup>  |
| Subordinated CMO Series 2021-R03 Class 1B2 | Subordinated CMO Series 2021-R03 Class 1B2 | Subordinated CMO Series 2021-R03 Class 1B2 | Subordinated CMO Series 2021-R03 Class 1B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 5.500% <br>Floor 5.500% <br>12/25/2041<br>| &nbsp;&nbsp; 9.848% | 550000 | &nbsp;&nbsp; 572636 |
| Subordinated CMO Series 2022-R01 Class 1B2 | Subordinated CMO Series 2022-R01 Class 1B2 | Subordinated CMO Series 2022-R01 Class 1B2 | Subordinated CMO Series 2022-R01 Class 1B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 6.000% <br>12/25/2041<br>| &nbsp;&nbsp; 10.348% | 900000 | &nbsp;&nbsp; 942912 |
| Fannie Mae Connecticut Avenue Securities<sup>(a),(f)</sup>  | Fannie Mae Connecticut Avenue Securities<sup>(a),(f)</sup>  | Fannie Mae Connecticut Avenue Securities<sup>(a),(f)</sup>  | Fannie Mae Connecticut Avenue Securities<sup>(a),(f)</sup>  |
| Subordinated CMO Series 2021-R02 Class 2B2 | Subordinated CMO Series 2021-R02 Class 2B2 | Subordinated CMO Series 2021-R02 Class 2B2 | Subordinated CMO Series 2021-R02 Class 2B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 6.200% <br>11/25/2041<br>| &nbsp;&nbsp; 10.548% | 800000 | &nbsp;&nbsp; 834320 |
| FIGRE Trust<sup>(a),(g)</sup>  | FIGRE Trust<sup>(a),(g)</sup>  | FIGRE Trust<sup>(a),(g)</sup>  | FIGRE Trust<sup>(a),(g)</sup>  |
| CMO Series 2025-HE1 Class F | CMO Series 2025-HE1 Class F | CMO Series 2025-HE1 Class F | CMO Series 2025-HE1 Class F |
| 01/25/2055 | &nbsp;&nbsp; 9.083% | 150000 | &nbsp;&nbsp; 154125 |
| CMO Series 2025-HE3 Class E | CMO Series 2025-HE3 Class E | CMO Series 2025-HE3 Class E | CMO Series 2025-HE3 Class E |
| 05/25/2055 | &nbsp;&nbsp; 8.103% | 100000 | &nbsp;&nbsp; 105172 |
| CMO Series 2025-HE3 Class F | CMO Series 2025-HE3 Class F | CMO Series 2025-HE3 Class F | CMO Series 2025-HE3 Class F |
| 05/25/2055 | &nbsp;&nbsp; 9.081% | 100000 | &nbsp;&nbsp; 105137 |
| Subordinated CMO Series 2024-HE1 Class E | Subordinated CMO Series 2024-HE1 Class E | Subordinated CMO Series 2024-HE1 Class E | Subordinated CMO Series 2024-HE1 Class E |
| 03/25/2054 | &nbsp;&nbsp; 8.323% | 150000 | &nbsp;&nbsp; 155274 |
| Subordinated CMO Series 2024-HE1 Class F | Subordinated CMO Series 2024-HE1 Class F | Subordinated CMO Series 2024-HE1 Class F | Subordinated CMO Series 2024-HE1 Class F |
| 03/25/2054 | &nbsp;&nbsp; 10.029% | 250000 | &nbsp;&nbsp; 264064 |
| Subordinated CMO Series 2024-HE2 Class F | Subordinated CMO Series 2024-HE2 Class F | Subordinated CMO Series 2024-HE2 Class F | Subordinated CMO Series 2024-HE2 Class F |
| 05/25/2054 | &nbsp;&nbsp; 9.790% | 400000 | &nbsp;&nbsp; 424762 |
| Subordinated CMO Series 2024-HE3 Class E | Subordinated CMO Series 2024-HE3 Class E | Subordinated CMO Series 2024-HE3 Class E | Subordinated CMO Series 2024-HE3 Class E |
| 07/25/2054 | &nbsp;&nbsp; 7.551% | 150000 | &nbsp;&nbsp; 151931 |
| Subordinated CMO Series 2024-HE3 Class F | Subordinated CMO Series 2024-HE3 Class F | Subordinated CMO Series 2024-HE3 Class F | Subordinated CMO Series 2024-HE3 Class F |
| 07/25/2054 | &nbsp;&nbsp; 9.261% | 150000 | &nbsp;&nbsp; 155446 |
| Subordinated CMO Series 2024-HE5 Class E | Subordinated CMO Series 2024-HE5 Class E | Subordinated CMO Series 2024-HE5 Class E | Subordinated CMO Series 2024-HE5 Class E |
| 10/25/2054 | &nbsp;&nbsp; 7.010% | 250000 | &nbsp;&nbsp; 251934 |
| Subordinated CMO Series 2024-HE5 Class F | Subordinated CMO Series 2024-HE5 Class F | Subordinated CMO Series 2024-HE5 Class F | Subordinated CMO Series 2024-HE5 Class F |
| 10/25/2054 | &nbsp;&nbsp; 8.630% | 200000 | &nbsp;&nbsp; 204957 |
| Freddie Mac STACR REMIC Trust<sup>(a),(f)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(f)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(f)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(f)</sup>  |
| Subordinated CMO Series 2020-DNA6 Class B2 | Subordinated CMO Series 2020-DNA6 Class B2 | Subordinated CMO Series 2020-DNA6 Class B2 | Subordinated CMO Series 2020-DNA6 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 5.650% <br>12/25/2050<br>| &nbsp;&nbsp; 9.998% | 1000000 | &nbsp;&nbsp; 1142921 |
| Subordinated CMO Series 2021-DNA1 Class B2 | Subordinated CMO Series 2021-DNA1 Class B2 | Subordinated CMO Series 2021-DNA1 Class B2 | Subordinated CMO Series 2021-DNA1 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 4.750% <br>01/25/2051<br>| &nbsp;&nbsp; 9.098% | 1050000 | &nbsp;&nbsp; 1162471 |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated CMO Series 2021-DNA5 Class B2 | Subordinated CMO Series 2021-DNA5 Class B2 | Subordinated CMO Series 2021-DNA5 Class B2 | Subordinated CMO Series 2021-DNA5 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 5.500% <br>01/25/2034<br>| &nbsp;&nbsp; 9.848% | 1650000 | &nbsp;&nbsp; 1965919 |
| Subordinated CMO Series 2021-DNA6 Class B2 | Subordinated CMO Series 2021-DNA6 Class B2 | Subordinated CMO Series 2021-DNA6 Class B2 | Subordinated CMO Series 2021-DNA6 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 7.500% <br>10/25/2041<br>| &nbsp;&nbsp; 11.848% | 550000 | &nbsp;&nbsp; 582081 |
| Freddie Mac STACR Single Seller Risk Transfer Debt Notes<sup>(a),(f)</sup>  | Freddie Mac STACR Single Seller Risk Transfer Debt Notes<sup>(a),(f)</sup>  | Freddie Mac STACR Single Seller Risk Transfer Debt Notes<sup>(a),(f)</sup>  | Freddie Mac STACR Single Seller Risk Transfer Debt Notes<sup>(a),(f)</sup>  |
| Subordinated CMO Series 2019-CS03 Class B2 | Subordinated CMO Series 2019-CS03 Class B2 | Subordinated CMO Series 2019-CS03 Class B2 | Subordinated CMO Series 2019-CS03 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 0.114% <br>10/25/2032<br>| &nbsp;&nbsp; 4.454% | 413162 | &nbsp;&nbsp; 385411 |
| Freddie Mac STACR Single Seller Risk Transfer Debt Notes<sup>(h)</sup>  | Freddie Mac STACR Single Seller Risk Transfer Debt Notes<sup>(h)</sup>  | Freddie Mac STACR Single Seller Risk Transfer Debt Notes<sup>(h)</sup>  | Freddie Mac STACR Single Seller Risk Transfer Debt Notes<sup>(h)</sup>  |
| Subordinated CMO Series 2019-CS03 Class IO | Subordinated CMO Series 2019-CS03 Class IO | Subordinated CMO Series 2019-CS03 Class IO | Subordinated CMO Series 2019-CS03 Class IO |
| 10/25/2029 | &nbsp;&nbsp; 0.270% | 36233007 | &nbsp;&nbsp; 277125 |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(f)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(f)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(f)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(f)</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 + 0.114% <br>02/25/2032<br>| &nbsp;&nbsp; 4.454% | 150000 | &nbsp;&nbsp; 148647 |
| 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 + 0.114% <br>02/25/2032<br>| &nbsp;&nbsp; 4.454% | 150000 | &nbsp;&nbsp; 144603 |
| CMO Series 2020-CS01 Class B2 | CMO Series 2020-CS01 Class B2 | CMO Series 2020-CS01 Class B2 | CMO Series 2020-CS01 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 0.114% <br>04/25/2033<br>| &nbsp;&nbsp; 4.454% | 1000000 | &nbsp;&nbsp; 820905 |
| Subordinated CMO Series 2020-HQA5 Class B2 | Subordinated CMO Series 2020-HQA5 Class B2 | Subordinated CMO Series 2020-HQA5 Class B2 | Subordinated CMO Series 2020-HQA5 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 7.400% <br>11/25/2050<br>| &nbsp;&nbsp; 11.748% | 1800000 | &nbsp;&nbsp; 2197583 |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(h)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(h)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(h)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(h)</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% | 14739082 | &nbsp;&nbsp; 100089 |
| 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% | 26911091 | &nbsp;&nbsp; 76667 |
| 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% | 26911091 | &nbsp;&nbsp; 97964 |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(h)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(h)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(h)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(a),(h)</sup>  |
| CMO Series 2020-CS01 Class IO1 | CMO Series 2020-CS01 Class IO1 | CMO Series 2020-CS01 Class IO1 | CMO Series 2020-CS01 Class IO1 |
| 04/25/2030 | &nbsp;&nbsp; 0.080% | 115177013 | &nbsp;&nbsp; 279224 |
| CMO Series 2020-CS01 Class IO2 | CMO Series 2020-CS01 Class IO2 | CMO Series 2020-CS01 Class IO2 | CMO Series 2020-CS01 Class IO2 |
| 04/25/2030 | &nbsp;&nbsp; 0.125% | 115177013 | &nbsp;&nbsp; 436291 |
| Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(f)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(f)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(f)</sup>  | Freddie Mac Structured Agency Credit Risk Debt Notes<sup>(f)</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 + 0.114% <br>06/25/2033<br>| &nbsp;&nbsp; 4.454% | 350000 | &nbsp;&nbsp; 294961 |
| GCAT Trust<sup>(a),(g)</sup>  | GCAT Trust<sup>(a),(g)</sup>  | GCAT Trust<sup>(a),(g)</sup>  | GCAT Trust<sup>(a),(g)</sup>  |
| CMO Series 2019-NQM3 Class M1 | CMO Series 2019-NQM3 Class M1 | CMO Series 2019-NQM3 Class M1 | CMO Series 2019-NQM3 Class M1 |
| 11/25/2059 | &nbsp;&nbsp; 3.450% | 600000 | &nbsp;&nbsp; 552299 |
| Genworth Mortgage Insurance Corp.<sup>(a),(f)</sup>  | Genworth Mortgage Insurance Corp.<sup>(a),(f)</sup>  | Genworth Mortgage Insurance Corp.<sup>(a),(f)</sup>  | Genworth Mortgage Insurance Corp.<sup>(a),(f)</sup>  |
| CMO Series 2021-3 Class M1B | CMO Series 2021-3 Class M1B | CMO Series 2021-3 Class M1B | CMO Series 2021-3 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + 2.900% <br>Floor 2.900% <br>02/25/2034<br>| &nbsp;&nbsp; 7.250% | 475443 | &nbsp;&nbsp; 476738 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Subordinated CMO Series 2021-3 Class B1 | Subordinated CMO Series 2021-3 Class B1 | Subordinated CMO Series 2021-3 Class B1 | Subordinated CMO Series 2021-3 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + 4.950% <br>Floor 4.950% <br>02/25/2034<br>| &nbsp;&nbsp; 9.300% | 500000 | &nbsp;&nbsp; 511955 |
| GITSIT Mortgage Loan Trust<sup>(a),(k)</sup>  | GITSIT Mortgage Loan Trust<sup>(a),(k)</sup>  | GITSIT Mortgage Loan Trust<sup>(a),(k)</sup>  | GITSIT Mortgage Loan Trust<sup>(a),(k)</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% | 241820 | &nbsp;&nbsp; 242327 |
| Homeward Opportunities Fund I Trust<sup>(a),(g)</sup>  | Homeward Opportunities Fund I Trust<sup>(a),(g)</sup>  | Homeward Opportunities Fund I Trust<sup>(a),(g)</sup>  | Homeward Opportunities Fund I Trust<sup>(a),(g)</sup>  |
| Subordinated CMO Series 2020-2 Class B1 | Subordinated CMO Series 2020-2 Class B1 | Subordinated CMO Series 2020-2 Class B1 | Subordinated CMO Series 2020-2 Class B1 |
| 05/25/2065 | &nbsp;&nbsp; 5.450% | 250000 | &nbsp;&nbsp; 249857 |
| HTAP<sup>(a)</sup>  | HTAP<sup>(a)</sup>  | HTAP<sup>(a)</sup>  | HTAP<sup>(a)</sup>  |
| CMO Series 2024-1 Class A | CMO Series 2024-1 Class A | CMO Series 2024-1 Class A | CMO Series 2024-1 Class A |
| 04/25/2037 | &nbsp;&nbsp; 7.000% | 494171 | &nbsp;&nbsp; 501090 |
| HTAP Issuer Trust<sup>(a)</sup>  | HTAP Issuer Trust<sup>(a)</sup>  | HTAP Issuer Trust<sup>(a)</sup>  | HTAP Issuer Trust<sup>(a)</sup>  |
| CMO Series 2024-2 Class A | CMO Series 2024-2 Class A | CMO Series 2024-2 Class A | CMO Series 2024-2 Class A |
| 04/25/2042 | &nbsp;&nbsp; 6.500% | 639705 | &nbsp;&nbsp; 641438 |
| 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% | 288607 | &nbsp;&nbsp; 286191 |
| Subordinated CMO Series 2024-2 Class B | Subordinated CMO Series 2024-2 Class B | Subordinated CMO Series 2024-2 Class B | Subordinated CMO Series 2024-2 Class B |
| 04/25/2042 | &nbsp;&nbsp; 7.500% | 300000 | &nbsp;&nbsp; 294754 |
| Imperial Fund Mortgage Trust<sup>(a),(g)</sup>  | Imperial Fund Mortgage Trust<sup>(a),(g)</sup>  | Imperial Fund Mortgage Trust<sup>(a),(g)</sup>  | Imperial Fund Mortgage Trust<sup>(a),(g)</sup>  |
| Subordinated CMO Series 2021-NQM3 Class B1 | Subordinated CMO Series 2021-NQM3 Class B1 | Subordinated CMO Series 2021-NQM3 Class B1 | Subordinated CMO Series 2021-NQM3 Class B1 |
| 11/25/2056 | &nbsp;&nbsp; 4.121% | 500000 | &nbsp;&nbsp; 397243 |
| Subordinated CMO Series 2022-NQM3 Class B1 | Subordinated CMO Series 2022-NQM3 Class B1 | Subordinated CMO Series 2022-NQM3 Class B1 | Subordinated CMO Series 2022-NQM3 Class B1 |
| 05/25/2067 | &nbsp;&nbsp; 4.414% | 350000 | &nbsp;&nbsp; 287260 |
| Imperial Fund Mortgage Trust<sup>(a),(k)</sup>  | Imperial Fund Mortgage Trust<sup>(a),(k)</sup>  | Imperial Fund Mortgage Trust<sup>(a),(k)</sup>  | Imperial Fund Mortgage Trust<sup>(a),(k)</sup>  |
| Subordinated CMO Series 2022-NQM5 Class B2 | Subordinated CMO Series 2022-NQM5 Class B2 | Subordinated CMO Series 2022-NQM5 Class B2 | Subordinated CMO Series 2022-NQM5 Class B2 |
| 08/25/2067 | &nbsp;&nbsp; 6.250% | 103580 | &nbsp;&nbsp; 101013 |
| Knock Issuer Trust<sup>(a)</sup>  | Knock Issuer Trust<sup>(a)</sup>  | Knock Issuer Trust<sup>(a)</sup>  | Knock Issuer Trust<sup>(a)</sup>  |
| CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 | CMO Series 2025-1 Class A1 |
| 02/25/2030 | &nbsp;&nbsp; 7.119% | 960000 | &nbsp;&nbsp; 962405 |
| Legacy Mortgage Asset Trust<sup>(a),(k)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(k)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(k)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(k)</sup>  |
| CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 | CMO Series 2021-GS1 Class A1 |
| 10/25/2066 | &nbsp;&nbsp; 5.892% | 310541 | &nbsp;&nbsp; 310598 |
| LHOME Mortgage Trust<sup>(a),(k)</sup>  | LHOME Mortgage Trust<sup>(a),(k)</sup>  | LHOME Mortgage Trust<sup>(a),(k)</sup>  | LHOME Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2023-RTL3 Class A2 | CMO Series 2023-RTL3 Class A2 | CMO Series 2023-RTL3 Class A2 | CMO Series 2023-RTL3 Class A2 |
| 08/25/2028 | &nbsp;&nbsp; 9.000% | 600000 | &nbsp;&nbsp; 602978 |
| CMO Series 2024-RTL1 Class A2 | CMO Series 2024-RTL1 Class A2 | CMO Series 2024-RTL1 Class A2 | CMO Series 2024-RTL1 Class A2 |
| 01/25/2029 | &nbsp;&nbsp; 9.165% | 400000 | &nbsp;&nbsp; 405051 |
| CMO Series 2024-RTL1 Class M | CMO Series 2024-RTL1 Class M | CMO Series 2024-RTL1 Class M | CMO Series 2024-RTL1 Class M |
| 01/25/2029 | &nbsp;&nbsp; 11.949% | 300000 | &nbsp;&nbsp; 303359 |
| LHOME Mortgage Trust<sup>(a),(g)</sup>  | LHOME Mortgage Trust<sup>(a),(g)</sup>  | LHOME Mortgage Trust<sup>(a),(g)</sup>  | LHOME Mortgage Trust<sup>(a),(g)</sup>  |
| CMO Series 2024-RTL5 Class M1 | CMO Series 2024-RTL5 Class M1 | CMO Series 2024-RTL5 Class M1 | CMO Series 2024-RTL5 Class M1 |
| 09/25/2039 | &nbsp;&nbsp; 6.823% | 300000 | &nbsp;&nbsp; 299827 |
| CMO Series 2025-RTL3 Class M1 | CMO Series 2025-RTL3 Class M1 | CMO Series 2025-RTL3 Class M1 | CMO Series 2025-RTL3 Class M1 |
| 08/25/2040 | &nbsp;&nbsp; 6.891% | 200000 | &nbsp;&nbsp; 200750 |
| Mello Mortgage Capital Acceptance<sup>(a),(k)</sup>  | Mello Mortgage Capital Acceptance<sup>(a),(k)</sup>  | Mello Mortgage Capital Acceptance<sup>(a),(k)</sup>  | Mello Mortgage Capital Acceptance<sup>(a),(k)</sup>  |
| CMO Series 2024-SD1 Class M2 | CMO Series 2024-SD1 Class M2 | CMO Series 2024-SD1 Class M2 | CMO Series 2024-SD1 Class M2 |
| 04/25/2054 | &nbsp;&nbsp; 4.000% | 500000 | &nbsp;&nbsp; 458280 |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| New Residential Mortgage Loan Trust<sup>(a),(g)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(g)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(g)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(g)</sup>  |
| CMO Series 2022-NQM2 Class A2 | CMO Series 2022-NQM2 Class A2 | CMO Series 2022-NQM2 Class A2 | CMO Series 2022-NQM2 Class A2 |
| 03/27/2062 | &nbsp;&nbsp; 3.699% | 2570000 | &nbsp;&nbsp; 2072174 |
| Subordinated CMO Series 2019-RPL3 Class B4 | Subordinated CMO Series 2019-RPL3 Class B4 | Subordinated CMO Series 2019-RPL3 Class B4 | Subordinated CMO Series 2019-RPL3 Class B4 |
| 07/25/2059 | &nbsp;&nbsp; 3.982% | 750000 | &nbsp;&nbsp; 551834 |
| Subordinated CMO Series 2022-NQM2 Class B1 | Subordinated CMO Series 2022-NQM2 Class B1 | Subordinated CMO Series 2022-NQM2 Class B1 | Subordinated CMO Series 2022-NQM2 Class B1 |
| 03/27/2062 | &nbsp;&nbsp; 3.859% | 200000 | &nbsp;&nbsp; 143305 |
| NYMT Loan Trust<sup>(a),(k)</sup>  | NYMT Loan Trust<sup>(a),(k)</sup>  | NYMT Loan Trust<sup>(a),(k)</sup>  | NYMT Loan Trust<sup>(a),(k)</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% | 500000 | &nbsp;&nbsp; 501558 |
| NYMT Loan Trust<sup>(a),(g)</sup>  | NYMT Loan Trust<sup>(a),(g)</sup>  | NYMT Loan Trust<sup>(a),(g)</sup>  | NYMT Loan Trust<sup>(a),(g)</sup>  |
| CMO Series 2024-CP1 Class A2 | CMO Series 2024-CP1 Class A2 | CMO Series 2024-CP1 Class A2 | CMO Series 2024-CP1 Class A2 |
| 02/25/2068 | &nbsp;&nbsp; 3.952% | 400000 | &nbsp;&nbsp; 315972 |
| CMO Series 2024-CP1 Class M1 | CMO Series 2024-CP1 Class M1 | CMO Series 2024-CP1 Class M1 | CMO Series 2024-CP1 Class M1 |
| 02/25/2068 | &nbsp;&nbsp; 3.952% | 150000 | &nbsp;&nbsp; 111339 |
| NYMT Loan Trust<sup>(a)</sup>  | NYMT Loan Trust<sup>(a)</sup>  | NYMT Loan Trust<sup>(a)</sup>  | NYMT Loan Trust<sup>(a)</sup>  |
| CMO Series 2025-R1 Class A | CMO Series 2025-R1 Class A | CMO Series 2025-R1 Class A | CMO Series 2025-R1 Class A |
| 02/25/2030 | &nbsp;&nbsp; 6.381% | 290783 | &nbsp;&nbsp; 291196 |
| NYMT Trust<sup>(a),(k)</sup>  | NYMT Trust<sup>(a),(k)</sup>  | NYMT Trust<sup>(a),(k)</sup>  | NYMT Trust<sup>(a),(k)</sup>  |
| CMO Series 2024-RR1 Class A | CMO Series 2024-RR1 Class A | CMO Series 2024-RR1 Class A | CMO Series 2024-RR1 Class A |
| 05/25/2064 | &nbsp;&nbsp; 7.375% | 908239 | &nbsp;&nbsp; 915219 |
| Oaktown Re VI Ltd.<sup>(a),(f)</sup>  | Oaktown Re VI Ltd.<sup>(a),(f)</sup>  | Oaktown Re VI Ltd.<sup>(a),(f)</sup>  | Oaktown Re VI Ltd.<sup>(a),(f)</sup>  |
| CMO Series 2021-1A Class M2 | CMO Series 2021-1A Class M2 | CMO Series 2021-1A Class M2 | CMO Series 2021-1A Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.950% <br>Floor 3.950% <br>10/25/2033<br>| &nbsp;&nbsp; 8.298% | 500000 | &nbsp;&nbsp; 507836 |
| OBX Trust<sup>(a),(g)</sup>  | OBX Trust<sup>(a),(g)</sup>  | OBX Trust<sup>(a),(g)</sup>  | OBX Trust<sup>(a),(g)</sup>  |
| CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 |
| 05/25/2061 | &nbsp;&nbsp; 1.101% | 402911 | &nbsp;&nbsp; 333323 |
| Preston Ridge Partners Mortgage Trust<sup>(a),(k)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(k)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(k)</sup>  | Preston Ridge Partners Mortgage Trust<sup>(a),(k)</sup>  |
| CMO Series 2023-RCF1 Class M2 | CMO Series 2023-RCF1 Class M2 | CMO Series 2023-RCF1 Class M2 | CMO Series 2023-RCF1 Class M2 |
| 06/25/2053 | &nbsp;&nbsp; 4.000% | 700000 | &nbsp;&nbsp; 656723 |
| PRET LLC<sup>(a),(k)</sup>  | PRET LLC<sup>(a),(k)</sup>  | PRET LLC<sup>(a),(k)</sup>  | PRET LLC<sup>(a),(k)</sup>  |
| CMO Series 2024-NPL6 Class A2 | CMO Series 2024-NPL6 Class A2 | CMO Series 2024-NPL6 Class A2 | CMO Series 2024-NPL6 Class A2 |
| 10/25/2054 | &nbsp;&nbsp; 8.716% | 700000 | &nbsp;&nbsp; 700660 |
| 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% | 650000 | &nbsp;&nbsp; 651443 |
| CMO Series 2024-NPL9 Class A2 | CMO Series 2024-NPL9 Class A2 | CMO Series 2024-NPL9 Class A2 | CMO Series 2024-NPL9 Class A2 |
| 12/25/2054 | &nbsp;&nbsp; 8.590% | 600000 | &nbsp;&nbsp; 601253 |
| Pretium Mortgage Credit Partners LLC<sup>(a),(k)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(k)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(k)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(k)</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% | 243984 | &nbsp;&nbsp; 243810 |
| PRKCM Trust<sup>(a),(g)</sup>  | PRKCM Trust<sup>(a),(g)</sup>  | PRKCM Trust<sup>(a),(g)</sup>  | PRKCM Trust<sup>(a),(g)</sup>  |
| CMO Series 2021-AFC1 Class M1 | CMO Series 2021-AFC1 Class M1 | CMO Series 2021-AFC1 Class M1 | CMO Series 2021-AFC1 Class M1 |
| 08/25/2056 | &nbsp;&nbsp; 3.114% | 2000000 | &nbsp;&nbsp; 1412021 |
| 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% | 434092 | &nbsp;&nbsp; 414682 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| PRPM LLC<sup>(a),(k)</sup>  | PRPM LLC<sup>(a),(k)</sup>  | PRPM LLC<sup>(a),(k)</sup>  | PRPM LLC<sup>(a),(k)</sup>  |
| CMO Series 2025-RPL1 Class M2 | CMO Series 2025-RPL1 Class M2 | CMO Series 2025-RPL1 Class M2 | CMO Series 2025-RPL1 Class M2 |
| 03/25/2055 | &nbsp;&nbsp; 4.000% | 494000 | &nbsp;&nbsp; 434289 |
| PRPM LLC<sup>(a),(k)</sup>  | PRPM LLC<sup>(a),(k)</sup>  | PRPM LLC<sup>(a),(k)</sup>  | PRPM LLC<sup>(a),(k)</sup>  |
| CMO Series 2024-5 Class A1 | CMO Series 2024-5 Class A1 | CMO Series 2024-5 Class A1 | CMO Series 2024-5 Class A1 |
| 09/25/2029 | &nbsp;&nbsp; 5.689% | 340817 | &nbsp;&nbsp; 340772 |
| CMO Series 2024-5 Class A2 | CMO Series 2024-5 Class A2 | CMO Series 2024-5 Class A2 | CMO Series 2024-5 Class A2 |
| 09/25/2029 | &nbsp;&nbsp; 9.076% | 200000 | &nbsp;&nbsp; 200156 |
| 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% | 311619 | &nbsp;&nbsp; 311716 |
| CMO Series 2024-8 Class A2 | CMO Series 2024-8 Class A2 | CMO Series 2024-8 Class A2 | CMO Series 2024-8 Class A2 |
| 12/25/2029 | &nbsp;&nbsp; 8.836% | 400000 | &nbsp;&nbsp; 401044 |
| CMO Series 2024-RCF1 Class M1 | CMO Series 2024-RCF1 Class M1 | CMO Series 2024-RCF1 Class M1 | CMO Series 2024-RCF1 Class M1 |
| 01/25/2054 | &nbsp;&nbsp; 4.000% | 150000 | &nbsp;&nbsp; 142886 |
| CMO Series 2024-RCF1 Class M2 | CMO Series 2024-RCF1 Class M2 | CMO Series 2024-RCF1 Class M2 | CMO Series 2024-RCF1 Class M2 |
| 01/25/2054 | &nbsp;&nbsp; 4.000% | 750000 | &nbsp;&nbsp; 690848 |
| CMO Series 2024-RCF2 Class M1 | CMO Series 2024-RCF2 Class M1 | CMO Series 2024-RCF2 Class M1 | CMO Series 2024-RCF2 Class M1 |
| 03/25/2054 | &nbsp;&nbsp; 3.750% | 200000 | &nbsp;&nbsp; 188569 |
| CMO Series 2024-RCF2 Class M2 | CMO Series 2024-RCF2 Class M2 | CMO Series 2024-RCF2 Class M2 | CMO Series 2024-RCF2 Class M2 |
| 03/25/2054 | &nbsp;&nbsp; 3.750% | 850000 | &nbsp;&nbsp; 772319 |
| CMO Series 2024-RCF4 Class M1 | CMO Series 2024-RCF4 Class M1 | CMO Series 2024-RCF4 Class M1 | CMO Series 2024-RCF4 Class M1 |
| 07/25/2054 | &nbsp;&nbsp; 4.000% | 165000 | &nbsp;&nbsp; 153710 |
| CMO Series 2024-RCF4 Class M2 | CMO Series 2024-RCF4 Class M2 | CMO Series 2024-RCF4 Class M2 | CMO Series 2024-RCF4 Class M2 |
| 07/25/2054 | &nbsp;&nbsp; 4.000% | 135000 | &nbsp;&nbsp; 122425 |
| CMO Series 2024-RCF6 Class M1 | CMO Series 2024-RCF6 Class M1 | CMO Series 2024-RCF6 Class M1 | CMO Series 2024-RCF6 Class M1 |
| 10/25/2054 | &nbsp;&nbsp; 4.000% | 150000 | &nbsp;&nbsp; 140910 |
| CMO Series 2024-RCF6 Class M2 | CMO Series 2024-RCF6 Class M2 | CMO Series 2024-RCF6 Class M2 | CMO Series 2024-RCF6 Class M2 |
| 10/25/2054 | &nbsp;&nbsp; 4.000% | 250000 | &nbsp;&nbsp; 224883 |
| CMO Series 2024-RPL4 Class M1 | CMO Series 2024-RPL4 Class M1 | CMO Series 2024-RPL4 Class M1 | CMO Series 2024-RPL4 Class M1 |
| 12/25/2054 | &nbsp;&nbsp; 4.000% | 300000 | &nbsp;&nbsp; 281428 |
| CMO Series 2024-RPL4 Class M2 | CMO Series 2024-RPL4 Class M2 | CMO Series 2024-RPL4 Class M2 | CMO Series 2024-RPL4 Class M2 |
| 12/25/2054 | &nbsp;&nbsp; 4.000% | 300000 | &nbsp;&nbsp; 267403 |
| CMO Series 2025-2 Class A2 | CMO Series 2025-2 Class A2 | CMO Series 2025-2 Class A2 | CMO Series 2025-2 Class A2 |
| 05/25/2030 | &nbsp;&nbsp; 9.560% | 350000 | &nbsp;&nbsp; 353054 |
| PRPM Trust<sup>(a),(g)</sup>  | PRPM Trust<sup>(a),(g)</sup>  | PRPM Trust<sup>(a),(g)</sup>  | PRPM Trust<sup>(a),(g)</sup>  |
| Subordinated CMO Series 2022-NQM1 Class B1 | Subordinated CMO Series 2022-NQM1 Class B1 | Subordinated CMO Series 2022-NQM1 Class B1 | Subordinated CMO Series 2022-NQM1 Class B1 |
| 08/25/2067 | &nbsp;&nbsp; 5.404% | 350000 | &nbsp;&nbsp; 343940 |
| Subordinated CMO Series 2023-NQM1 Class B1 | Subordinated CMO Series 2023-NQM1 Class B1 | Subordinated CMO Series 2023-NQM1 Class B1 | Subordinated CMO Series 2023-NQM1 Class B1 |
| 01/25/2068 | &nbsp;&nbsp; 6.266% | 300000 | &nbsp;&nbsp; 297711 |
| Subordinated CMO Series 2023-NQM3 Class B2 | Subordinated CMO Series 2023-NQM3 Class B2 | Subordinated CMO Series 2023-NQM3 Class B2 | Subordinated CMO Series 2023-NQM3 Class B2 |
| 11/25/2068 | &nbsp;&nbsp; 7.437% | 150000 | &nbsp;&nbsp; 149680 |
| RCO Trust<sup>(a),(k)</sup>  | RCO Trust<sup>(a),(k)</sup>  | RCO Trust<sup>(a),(k)</sup>  | RCO Trust<sup>(a),(k)</sup>  |
| CMO Series 2025-PR1 Class A | CMO Series 2025-PR1 Class A | CMO Series 2025-PR1 Class A | CMO Series 2025-PR1 Class A |
| 02/25/2055 | &nbsp;&nbsp; 6.250% | 743686 | &nbsp;&nbsp; 738682 |
| RCO X Mortgage LLC<sup>(a),(k)</sup>  | RCO X Mortgage LLC<sup>(a),(k)</sup>  | RCO X Mortgage LLC<sup>(a),(k)</sup>  | RCO X Mortgage LLC<sup>(a),(k)</sup>  |
| CMO Series 2025-1 Class A2 | CMO Series 2025-1 Class A2 | CMO Series 2025-1 Class A2 | CMO Series 2025-1 Class A2 |
| 01/25/2030 | &nbsp;&nbsp; 8.353% | 500000 | &nbsp;&nbsp; 502730 |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| SAIF Securitization Trust<sup>(a),(k)</sup>  | SAIF Securitization Trust<sup>(a),(k)</sup>  | SAIF Securitization Trust<sup>(a),(k)</sup>  | SAIF Securitization Trust<sup>(a),(k)</sup>  |
| CMO Series 2025-CES1 Class M1 | CMO Series 2025-CES1 Class M1 | CMO Series 2025-CES1 Class M1 | CMO Series 2025-CES1 Class M1 |
| 06/25/2065 | &nbsp;&nbsp; 6.240% | 142780 | &nbsp;&nbsp; 143068 |
| Saluda Grade Alternative Mortgage Trust<sup>(a),(g)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(a),(g)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(a),(g)</sup>  | Saluda Grade Alternative Mortgage Trust<sup>(a),(g)</sup>  |
| Subordinated CMO Series 2022-INV1 Class B1 | Subordinated CMO Series 2022-INV1 Class B1 | Subordinated CMO Series 2022-INV1 Class B1 | Subordinated CMO Series 2022-INV1 Class B1 |
| 04/25/2067 | &nbsp;&nbsp; 5.143% | 400000 | &nbsp;&nbsp; 313803 |
| Subordinated CMO Series 2022-INV1 Class B2 | Subordinated CMO Series 2022-INV1 Class B2 | Subordinated CMO Series 2022-INV1 Class B2 | Subordinated CMO Series 2022-INV1 Class B2 |
| 04/25/2067 | &nbsp;&nbsp; 5.143% | 400000 | &nbsp;&nbsp; 287869 |
| Subordinated CMO Series 2023-FIG3 Class CE | Subordinated CMO Series 2023-FIG3 Class CE | Subordinated CMO Series 2023-FIG3 Class CE | Subordinated CMO Series 2023-FIG3 Class CE |
| 08/25/2053 | &nbsp;&nbsp; 3.990% | 504081 | &nbsp;&nbsp; 747715 |
| Subordinated CMO Series 2024-CES1 Class B1 | Subordinated CMO Series 2024-CES1 Class B1 | Subordinated CMO Series 2024-CES1 Class B1 | Subordinated CMO Series 2024-CES1 Class B1 |
| 03/25/2054 | &nbsp;&nbsp; 8.243% | 690000 | &nbsp;&nbsp; 704861 |
| Starwood Mortgage Residential Trust<sup>(a),(g)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(g)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(g)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(g)</sup>  |
| CMO Series 2020-3 Class B1 | CMO Series 2020-3 Class B1 | CMO Series 2020-3 Class B1 | CMO Series 2020-3 Class B1 |
| 04/25/2065 | &nbsp;&nbsp; 4.750% | 250000 | &nbsp;&nbsp; 233877 |
| CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 |
| 06/25/2056 | &nbsp;&nbsp; 1.127% | 217756 | &nbsp;&nbsp; 193042 |
| Toorak Mortgage Trust<sup>(a),(g)</sup>  | Toorak Mortgage Trust<sup>(a),(g)</sup>  | Toorak Mortgage Trust<sup>(a),(g)</sup>  | Toorak Mortgage Trust<sup>(a),(g)</sup>  |
| CMO Series 2025-RRTL1 Class B1 | CMO Series 2025-RRTL1 Class B1 | CMO Series 2025-RRTL1 Class B1 | CMO Series 2025-RRTL1 Class B1 |
| 02/25/2040 | &nbsp;&nbsp; 8.342% | 200000 | &nbsp;&nbsp; 202628 |
| Subordinated CMO Series 2024-RRTL1 Class B1 | Subordinated CMO Series 2024-RRTL1 Class B1 | Subordinated CMO Series 2024-RRTL1 Class B1 | Subordinated CMO Series 2024-RRTL1 Class B1 |
| 02/25/2039 | &nbsp;&nbsp; 10.123% | 524000 | &nbsp;&nbsp; 530610 |
| Triangle Re Ltd.<sup>(a),(f)</sup>  | Triangle Re Ltd.<sup>(a),(f)</sup>  | Triangle Re Ltd.<sup>(a),(f)</sup>  | Triangle Re Ltd.<sup>(a),(f)</sup>  |
| Subordinated CMO Series 2021-2 Class B1 | Subordinated CMO Series 2021-2 Class B1 | Subordinated CMO Series 2021-2 Class B1 | Subordinated CMO Series 2021-2 Class B1 |
| &nbsp;&nbsp; 1-month Term SOFR + 7.614% <br>10/25/2033<br>| &nbsp;&nbsp; 11.946% | 650000 | &nbsp;&nbsp; 676776 |
| VCAT LLC<sup>(a),(k)</sup>  | VCAT LLC<sup>(a),(k)</sup>  | VCAT LLC<sup>(a),(k)</sup>  | VCAT LLC<sup>(a),(k)</sup>  |
| CMO Series 2025-NPL2 Class A1 | CMO Series 2025-NPL2 Class A1 | CMO Series 2025-NPL2 Class A1 | CMO Series 2025-NPL2 Class A1 |
| 09/25/2054 | &nbsp;&nbsp; 5.977% | 500655 | &nbsp;&nbsp; 505630 |
| Vericrest Opportunity Loan Transferee<sup>(a),(k)</sup>  | Vericrest Opportunity Loan Transferee<sup>(a),(k)</sup>  | Vericrest Opportunity Loan Transferee<sup>(a),(k)</sup>  | Vericrest Opportunity Loan Transferee<sup>(a),(k)</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% | 102046 | &nbsp;&nbsp; 102024 |
| Verus Securitization Trust<sup>(a)</sup>  | Verus Securitization Trust<sup>(a)</sup>  | Verus Securitization Trust<sup>(a)</sup>  | Verus Securitization Trust<sup>(a)</sup>  |
| CMO Series 2021-R2 Class M1 | CMO Series 2021-R2 Class M1 | CMO Series 2021-R2 Class M1 | CMO Series 2021-R2 Class M1 |
| 02/25/2064 | &nbsp;&nbsp; 2.244% | 500000 | &nbsp;&nbsp; 447569 |
| Verus Securitization Trust<sup>(a),(g)</sup>  | Verus Securitization Trust<sup>(a),(g)</sup>  | Verus Securitization Trust<sup>(a),(g)</sup>  | Verus Securitization Trust<sup>(a),(g)</sup>  |
| CMO Series 2023-INV1 Class M1 | CMO Series 2023-INV1 Class M1 | CMO Series 2023-INV1 Class M1 | CMO Series 2023-INV1 Class M1 |
| 02/25/2068 | &nbsp;&nbsp; 7.474% | 800000 | &nbsp;&nbsp; 800859 |
| Subordinated CMO Series 2022-2 Class B2 | Subordinated CMO Series 2022-2 Class B2 | Subordinated CMO Series 2022-2 Class B2 | Subordinated CMO Series 2022-2 Class B2 |
| 02/25/2067 | &nbsp;&nbsp; 4.264% | 300000 | &nbsp;&nbsp; 232276 |
| Subordinated CMO Series 2023-1 Class B1 | Subordinated CMO Series 2023-1 Class B1 | Subordinated CMO Series 2023-1 Class B1 | Subordinated CMO Series 2023-1 Class B1 |
| 12/25/2067 | &nbsp;&nbsp; 6.855% | 1750000 | &nbsp;&nbsp; 1744520 |
| Subordinated CMO Series 2023-INV1 Class B1 | Subordinated CMO Series 2023-INV1 Class B1 | Subordinated CMO Series 2023-INV1 Class B1 | Subordinated CMO Series 2023-INV1 Class B1 |
| 02/25/2068 | &nbsp;&nbsp; 7.474% | 450000 | &nbsp;&nbsp; 449965 |
| Subordinated Series 2021-5 Class B1 | Subordinated Series 2021-5 Class B1 | Subordinated Series 2021-5 Class B1 | Subordinated Series 2021-5 Class B1 |
| 09/25/2066 | &nbsp;&nbsp; 3.037% | 300000 | &nbsp;&nbsp; 217564 |
| Subordinated Series 2021-5 Class B2 | Subordinated Series 2021-5 Class B2 | Subordinated Series 2021-5 Class B2 | Subordinated Series 2021-5 Class B2 |
| 09/25/2066 | &nbsp;&nbsp; 3.941% | 250000 | &nbsp;&nbsp; 190680 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Visio Trust<sup>(a),(g)</sup>  | Visio Trust<sup>(a),(g)</sup>  | Visio Trust<sup>(a),(g)</sup>  | Visio Trust<sup>(a),(g)</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% | 200000 | &nbsp;&nbsp; 194623 |
| 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% | 100000 | &nbsp;&nbsp; 97809 |
| Vista Point Securitization Trust<sup>(a),(g)</sup>  | Vista Point Securitization Trust<sup>(a),(g)</sup>  | Vista Point Securitization Trust<sup>(a),(g)</sup>  | Vista Point Securitization Trust<sup>(a),(g)</sup>  |
| CMO Series 2024-CES3 Class B1 | CMO Series 2024-CES3 Class B1 | CMO Series 2024-CES3 Class B1 | CMO Series 2024-CES3 Class B1 |
| 01/25/2055 | &nbsp;&nbsp; 7.833% | 300000 | &nbsp;&nbsp; 304406 |
| CMO Series 2024-CES3 Class B2 | CMO Series 2024-CES3 Class B2 | CMO Series 2024-CES3 Class B2 | CMO Series 2024-CES3 Class B2 |
| 01/25/2055 | &nbsp;&nbsp; 9.490% | 200000 | &nbsp;&nbsp; 207410 |
| CMO Series 2025-CES1 Class B1 | CMO Series 2025-CES1 Class B1 | CMO Series 2025-CES1 Class B1 | CMO Series 2025-CES1 Class B1 |
| 04/25/2055 | &nbsp;&nbsp; 7.621% | 250000 | &nbsp;&nbsp; 255931 |
| CMO Series 2025-CES1 Class B2 | CMO Series 2025-CES1 Class B2 | CMO Series 2025-CES1 Class B2 | CMO Series 2025-CES1 Class B2 |
| 04/25/2055 | &nbsp;&nbsp; 8.956% | 150000 | &nbsp;&nbsp; 154574 |
| Subordinated CMO Series 2020-1 Class B1 | Subordinated CMO Series 2020-1 Class B1 | Subordinated CMO Series 2020-1 Class B1 | Subordinated CMO Series 2020-1 Class B1 |
| 03/25/2065 | &nbsp;&nbsp; 5.375% | 800000 | &nbsp;&nbsp; 800558 |
| Vista Point Securitization Trust<sup>(a),(k)</sup>  | Vista Point Securitization Trust<sup>(a),(k)</sup>  | Vista Point Securitization Trust<sup>(a),(k)</sup>  | Vista Point Securitization Trust<sup>(a),(k)</sup>  |
| CMO Series 2025-CES2 Class M1 | CMO Series 2025-CES2 Class M1 | CMO Series 2025-CES2 Class M1 | CMO Series 2025-CES2 Class M1 |
| 08/25/2055 | &nbsp;&nbsp; 6.366% | 500000 | &nbsp;&nbsp; 503490 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $63,090,962) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $63,090,962) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $63,090,962) | &nbsp;&nbsp; **65775774** |
| **Treasury Bills 15.8%** | **Treasury Bills 15.8%** | **Treasury Bills 15.8%** | **Treasury Bills 15.8%** |
| **Issuer** | **Yield** | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **United States 15.8%** | **United States 15.8%** | **United States 15.8%** | **United States 15.8%** |
| U.S. Treasury Bills<sup>(l)</sup>  | U.S. Treasury Bills<sup>(l)</sup>  | U.S. Treasury Bills<sup>(l)</sup>  | U.S. Treasury Bills<sup>(l)</sup>  |
| 11/04/2025 | &nbsp;&nbsp; 3.900% | 44000000 | &nbsp;&nbsp; 43686970 |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| 12/09/2025 | &nbsp;&nbsp; 3.960% | 37750000 | &nbsp;&nbsp; 37336958 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **81023928** |
| &nbsp;&nbsp; Total Treasury Bills <br>(Cost $80,974,582) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $80,974,582) | &nbsp;&nbsp; Total Treasury Bills <br>(Cost $80,974,582) | &nbsp;&nbsp; **81023928** |

---

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

---

| | |
|:---|:---|
| **Call Option Contracts Purchased 0.1%** | **Call Option Contracts Purchased 0.1%** |
|  | **Value ($)** |
| (Cost $940,194) | &nbsp;&nbsp; **717452** |
| **Put Option Contracts Purchased 0.1%** | **Put Option Contracts Purchased 0.1%** |
| (Cost $1,288,870) | &nbsp;&nbsp; **468587** |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 50.3%** | **Money Market Funds 50.3%** | **Money Market Funds 50.3%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 4.463%<sup>(m),(n)</sup> <br>| &nbsp;&nbsp; 257641065 | &nbsp;&nbsp; 257563773 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $257,575,936) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $257,575,936) | &nbsp;&nbsp; **257563773** |
| **Total Investments in Securities** <br>**(Cost: $610,747,458)** | **Total Investments in Securities** <br>**(Cost: $610,747,458)** | &nbsp;&nbsp; **604051762** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(91765166)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **512286596** |

---

At August 31, 2025, securities and/or cash totaling $67,872,823 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>|
| &nbsp;&nbsp;&nbsp;&nbsp; 755,956,000 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,113,219 USD | Barclays | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30913)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73,234,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,660,221 USD | Barclays | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (77536)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,069,632 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,752,000 GBP | Barclays | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1571 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30,781,743 USD | &nbsp;&nbsp;&nbsp;&nbsp; 293,113,000 SEK | Barclays | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 187986 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,470,557 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,301,000 GBP | Barclays | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8024)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,352,465 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22,349,000 SEK | Barclays | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 12038 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73,234,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,673,795 USD | Barclays | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (86083)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,634,115 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,239,000 CHF | Citi | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (87530)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,413,501 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,244,046 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9539 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21,501,503 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,937,717 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (137353)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,521,961 BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,936,184 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2561 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71,529,888 BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,907,822 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (237242)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,228,142 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,469,640 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 102487 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,683,726 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,188,352 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (53481)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,486,506 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,410,957 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 46092 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,722,368 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19,412,288 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (271035)<br>|
| &nbsp;&nbsp; 5,366,577,866 CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,626,776 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 75872 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 108,832,225 CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,225,376 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (76649)<br>|
| &nbsp;&nbsp; 4,299,260,119 COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,069,470 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 841 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 22,230,525,169 COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,420,802 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (104839)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,000,000 CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47,949 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 151,379,125 CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,016,805 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (227016)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,385,459 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,361,084 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 54956 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26,020,862 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30,141,851 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (327399)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,397,089 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,339,300 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 43613 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,877,900 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17,246,450 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (161663)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50,000,000 HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147,726 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 269 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 2,436,796,540 HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,022,892 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (163571)<br>|
| 26,500,000,000 IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,620,644 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 11405 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 7,803,732,433 IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472,899 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (991)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,764,438 ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829,048 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 753 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26,290,937 ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,740,303 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (137122)<br>|
| &nbsp;&nbsp; 1,155,436,167 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,253,519 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 165549 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 1,291,500,032 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,952,209 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 150134 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 2,440,219,814 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16,532,544 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (98503)<br>|
| 17,232,811,805 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,603,056 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 191727 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,500,000 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561,824 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 531,460,301 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27,691,334 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (740904)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,999,999 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199,254 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95,999,145 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,482,366 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (68542)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,452,890 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,644,286 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 113487 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,138,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,251,770 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10181)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181,585 PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51,573 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829,970 PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234,491 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (365)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 225,000,001 PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,965,496 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 29108 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70,000,000 PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,213,080 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11574)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,878,002 PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,346,094 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 7639 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42,791,771 PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,447,451 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (294006)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,000,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,272,353 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3328 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94,343,431 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,884,785 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (92226)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19,407,924 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,182,201 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 38855 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,383,078 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,288,012 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33285)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 122,249,109 THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,781,917 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3950 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 126,915,773 THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,901,755 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20430)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 201,449,116 TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,766,597 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 166935 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,074,406 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21,724,272 AUD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 146491 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,096,166 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,190,732 AUD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7485)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,040,430 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80,757,764 BRL | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 800443 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 584,395 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,178,023 BRL | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (369)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,786,840 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,576,808 CAD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 5266 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,462,800 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,593,251 CAD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (100978)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,889,299 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,132,022 CHF | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 47227 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,125,073 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 891,001 CHF | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9601)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515,049 USD | &nbsp;&nbsp;&nbsp;&nbsp; 500,000,000 CLP | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2124 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,464,691 USD | &nbsp;&nbsp;&nbsp;&nbsp; 7,050,996,321 CLP | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (171514)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22,351,514 USD | &nbsp;&nbsp;&nbsp;&nbsp; 159,650,537 CNH | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 95666 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,128,336 USD | &nbsp;&nbsp;&nbsp;&nbsp; 33,919,115,500 COP | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 302633 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,539,941 USD | &nbsp;&nbsp;&nbsp;&nbsp; 161,294,000 CZK | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 178328 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35,722,747 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30,872,515 EUR | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 427569 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,042,320 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,963,068 EUR | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (59838)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,396,400 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,940,035 GBP | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 40361 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,379,227 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,334,954 GBP | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (112186)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,442,597 USD | &nbsp;&nbsp;&nbsp;&nbsp; 3,004,843,082 HUF | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 419118 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60,714 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,000,000,000 IDR | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,299,004 USD | &nbsp;&nbsp;&nbsp;&nbsp; 37,607,464,867 IDR | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15253)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,016,008 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20,691,041 ILS | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 183547 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,509,277 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,364,334 ILS | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3112)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,145,187 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,223,914,890 INR | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (281538)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,373,788 USD | &nbsp;&nbsp;&nbsp;&nbsp; 645,000,003 JPY | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 22138 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28,174,257 USD | &nbsp;&nbsp;&nbsp;&nbsp; 4,039,100,868 JPY | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (646213)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,683,113 USD | &nbsp;&nbsp;&nbsp;&nbsp; 2,350,000,000 KRW | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9392 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,766,936 USD | &nbsp;&nbsp;&nbsp;&nbsp; 17,491,911,759 KRW | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (168998)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,339,440 USD | &nbsp;&nbsp;&nbsp;&nbsp; 253,089,861 MXN | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 200444 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,150,278 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77,467,610 MXN | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5891)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,915,560 USD | &nbsp;&nbsp;&nbsp;&nbsp; 131,120,164 NOK | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 129522 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402,161 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,999,999 NOK | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4203)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,170,598 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,994,608 NZD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6717 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,752,206 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,596,282 NZD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (136770)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599,993 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,179,104 PEN | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 16627 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,222,771 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70,000,000 PHP | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1884 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,995,910 USD | &nbsp;&nbsp;&nbsp;&nbsp; 225,000,001 PHP | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (59521)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,185,624 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26,303,906 PLN | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 31796 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,417,707 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,749,002 PLN | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17105)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,511,093 USD | &nbsp;&nbsp;&nbsp;&nbsp; 138,284,805 SEK | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 112807 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,389,810 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,045,657 SGD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9008 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,830,256 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,452,167 SGD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15582)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,976,957 USD | &nbsp;&nbsp;&nbsp;&nbsp; 128,832,438 THB | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4460 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,282,509 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73,666,220 THB | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5940)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,121,062 USD | &nbsp;&nbsp;&nbsp;&nbsp; 267,993,600 TWD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (341340)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,835,416 USD | &nbsp;&nbsp;&nbsp;&nbsp; 230,768,085 ZAR | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 234372 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311,910 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,500,000 ZAR | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (412)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500,000 ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28,418 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 191,271,927 ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,702,271 USD | Citi | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (130611)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,986,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,292,723 USD | Citi | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7487)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,325,171 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,969,000 CAD | Citi | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 25528 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,526,124 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,859,000 GBP | Citi | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 42627 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35,087,956 USD | &nbsp;&nbsp;&nbsp;&nbsp; 359,225,000 NOK | Citi | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 652660 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,412,500 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,462,559 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52438)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,514,026 BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632,011 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,918,024 BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701,969 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2500)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,217,308 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,812,675 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4866)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,654,349 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,668,149 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19363)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,481,407 CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489,709 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2829)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,981,500 CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617,761 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4816)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406,224 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475,664 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2643)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,031,209 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,484,333 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23725)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97,500,000 HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284,704 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1317)<br>|
| &nbsp;&nbsp; 1,000,000,000 IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60,550 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (137)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,364,334 ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,511,949 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3047 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,520,334 ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,142,026 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13574)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 280,000,000 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,176,972 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 21111 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 1,291,911,763 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935,873 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79,467,609 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,216,874 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6381 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 119,956,812 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,346,234 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9528)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,213,608 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,303,378 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7443)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19,375,000 PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338,562 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,375,000 PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76,377 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23,536,270 PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,420,498 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27812)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,334,707 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,196,552 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4580 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,624,158 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,125,092 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9083)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23,333,110 THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726,707 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 242 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 148,165,548 THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,600,555 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12501)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,516,481 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,335,020 AUD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 14292 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,427,202 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,533,249 BRL | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6105 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,417,024 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,875,963 BRL | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (909)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,544,823 USD | &nbsp;&nbsp;&nbsp;&nbsp; 3,416,577,866 CLP | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10790)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,806,984 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62,613,812 CNH | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 51403 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,510,063 USD | &nbsp;&nbsp;&nbsp;&nbsp; 6,172,910,169 COP | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6238 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,057,376 USD | &nbsp;&nbsp;&nbsp;&nbsp; 4,299,260,119 COP | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1315)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568,739 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,953,125 CZK | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4518 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,883,659 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,170,604 EUR | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 27005 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 GBP | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,059,836 USD | &nbsp;&nbsp;&nbsp;&nbsp; 705,546,540 HUF | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9915 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351,261 USD | &nbsp;&nbsp;&nbsp;&nbsp; 5,803,732,433 IDR | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30,494 USD | &nbsp;&nbsp;&nbsp;&nbsp; 500,000,000 IDR | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (151)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162,583 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544,938 ILS | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 872 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331,022 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,101,438 ILS | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (643)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,507,757 USD | &nbsp;&nbsp;&nbsp;&nbsp; 485,436,160 INR | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (36440)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,900,306 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,734,793,888 JPY | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 36186 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,665,984 USD | &nbsp;&nbsp;&nbsp;&nbsp; 2,300,505,861 KRW | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,593,861 USD | &nbsp;&nbsp;&nbsp;&nbsp; 2,200,505,857 KRW | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (254)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,139,254 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52,040,846 NOK | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 39936 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233,994 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829,970 PEN | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51,461 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181,585 PEN | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (195)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,878,745 USD | &nbsp;&nbsp;&nbsp;&nbsp; 107,500,000 PHP | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (714)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89,946 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329,773 PLN | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,057,451 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32,000,000 TWD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1646 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,339,518 USD | &nbsp;&nbsp;&nbsp;&nbsp; 160,907,468 TWD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13997)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,549,412 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81,106,727 ZAR | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 14211 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,799,999 ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437,738 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1144)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,862,557 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,592,000 EUR | Goldman Sachs International | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2442 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,190,386 USD | &nbsp;&nbsp;&nbsp;&nbsp; 175,123,000 JPY | Goldman Sachs International | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4072 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152,064 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,450,000 SEK | Goldman Sachs International | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1344 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22,819,320 USD | &nbsp;&nbsp;&nbsp;&nbsp; 3,372,343,000 JPY | HSBC | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 128813 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34,427,000 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42,645,711 USD | HSBC | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (491801)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,699,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,350,227 USD | HSBC | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14452)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18,690,075 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25,703,000 CAD | HSBC | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 44390 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50,955,649 USD | &nbsp;&nbsp;&nbsp;&nbsp; 7,500,213,000 JPY | HSBC | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 200911 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 3,372,343,000 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22,931,563 USD | HSBC | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (130444)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,413,499 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,244,049 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9543 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21,501,497 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,937,753 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (137313)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,521,963 BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,936,189 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2565 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71,529,884 BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,907,848 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (237215)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,228,142 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,469,660 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 102508 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,683,726 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,188,377 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (53457)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,486,502 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,410,961 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 46101 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,722,372 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19,412,347 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (270981)<br>|
| &nbsp;&nbsp; 5,366,577,866 CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,626,787 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 75883 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 108,832,212 CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,225,407 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (76616)<br>|
| &nbsp;&nbsp; 4,299,260,119 COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,069,472 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 843 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 22,230,525,169 COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,420,813 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (104828)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,000,000 CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47,949 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 151,379,125 CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,016,826 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (226995)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,385,456 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,361,093 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 54968 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26,020,856 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30,141,916 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (327326)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,397,095 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,339,327 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 43632 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,877,901 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17,246,496 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (161619)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50,000,000 HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147,726 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 269 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 2,436,796,541 HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,022,910 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (163554)<br>|
| 26,500,000,000 IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,620,645 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 11406 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 7,803,732,433 IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472,899 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (991)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,764,438 ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829,050 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26,290,937 ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,740,319 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (137106)<br>|
| &nbsp;&nbsp; 1,155,436,154 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,253,707 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 165738 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 1,291,500,023 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,952,227 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 150152 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 2,440,219,812 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16,532,577 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (98470)<br>|
| 17,432,811,815 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,745,661 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 190288 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,500,000 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561,825 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 531,460,301 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27,691,415 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (740822)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,000,001 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199,255 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 276 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95,999,146 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,482,390 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (68519)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,452,888 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,644,314 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 113516 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,138,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,251,773 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10179)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181,585 PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51,573 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829,970 PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234,492 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (364)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 255,000,000 PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,491,547 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 30307 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70,000,000 PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,213,082 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11572)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,877,998 PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,346,096 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 7642 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42,791,774 PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,447,487 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (293971)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,000,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,272,355 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3331 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94,343,431 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,884,815 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (92195)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19,407,922 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,182,245 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 38901 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,383,076 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,288,035 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33262)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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>|
| &nbsp;&nbsp;&nbsp;&nbsp; 122,249,109 THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,781,928 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3961 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 126,915,773 THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,901,767 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20418)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 201,449,113 TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,766,502 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 166840 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,074,365 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21,724,264 AUD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 146526 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,096,162 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,190,732 AUD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7481)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,040,395 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80,757,760 BRL | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 800477 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 584,394 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,178,025 BRL | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (367)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,786,831 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,576,808 CAD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 5276 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,462,774 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,593,251 CAD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (100953)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,889,268 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,132,020 CHF | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 47256 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,125,068 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890,999 CHF | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9599)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515,048 USD | &nbsp;&nbsp;&nbsp;&nbsp; 500,000,000 CLP | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2125 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,464,667 USD | &nbsp;&nbsp;&nbsp;&nbsp; 7,050,996,321 CLP | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (171490)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22,351,451 USD | &nbsp;&nbsp;&nbsp;&nbsp; 159,650,527 CNH | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 95727 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,128,306 USD | &nbsp;&nbsp;&nbsp;&nbsp; 33,919,115,501 COP | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 302663 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,539,923 USD | &nbsp;&nbsp;&nbsp;&nbsp; 161,294,000 CZK | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 178346 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35,722,652 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30,872,510 EUR | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 427658 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,042,301 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,963,064 EUR | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (59823)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,396,372 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,940,035 GBP | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 40389 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,379,214 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,334,961 GBP | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (112164)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,442,569 USD | &nbsp;&nbsp;&nbsp;&nbsp; 3,004,843,083 HUF | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 419146 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60,713 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,000,000,000 IDR | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,299,052 USD | &nbsp;&nbsp;&nbsp;&nbsp; 37,607,464,867 IDR | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15301)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,015,991 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20,691,041 ILS | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 183565 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,509,272 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,364,334 ILS | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3107)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,145,594 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,223,914,876 INR | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (281945)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,373,779 USD | &nbsp;&nbsp;&nbsp;&nbsp; 644,999,997 JPY | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 22147 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28,174,168 USD | &nbsp;&nbsp;&nbsp;&nbsp; 4,039,100,864 JPY | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (646124)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,683,110 USD | &nbsp;&nbsp;&nbsp;&nbsp; 2,350,000,000 KRW | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9395 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,910,940 USD | &nbsp;&nbsp;&nbsp;&nbsp; 17,691,911,769 KRW | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (168960)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,339,407 USD | &nbsp;&nbsp;&nbsp;&nbsp; 253,089,863 MXN | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 200478 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,150,270 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77,467,608 MXN | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5882)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,915,522 USD | &nbsp;&nbsp;&nbsp;&nbsp; 131,120,163 NOK | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 129560 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402,160 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,000,001 NOK | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4202)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,170,595 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,994,608 NZD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6719 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,752,182 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,596,280 NZD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (136747)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599,991 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,179,104 PEN | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 16629 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,222,768 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70,000,000 PHP | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1886 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,521,689 USD | &nbsp;&nbsp;&nbsp;&nbsp; 255,000,000 PHP | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (60449)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,185,610 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26,303,908 PLN | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 31810 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,417,701 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,748,998 PLN | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17100)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,511,051 USD | &nbsp;&nbsp;&nbsp;&nbsp; 138,284,805 SEK | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 112849 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,389,792 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,045,658 SGD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9027 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,830,240 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,452,163 SGD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15569)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,976,949 USD | &nbsp;&nbsp;&nbsp;&nbsp; 128,832,438 THB | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4468 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,282,505 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73,666,220 THB | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5935)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 TWD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,120,577 USD | &nbsp;&nbsp;&nbsp;&nbsp; 267,993,595 TWD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (340856)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,801,486 USD | &nbsp;&nbsp;&nbsp;&nbsp; 230,168,084 ZAR | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 234320 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311,910 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,500,000 ZAR | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (412)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500,000 ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28,418 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 190,671,927 ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,668,422 USD | JPMorgan | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (130479)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,412,500 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,462,570 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52427)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,514,022 BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632,011 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 183 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,918,028 BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701,971 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2499)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,217,308 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,812,683 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4858)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,654,348 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,668,167 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19344)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,481,405 CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489,710 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2828)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,981,500 CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617,763 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4815)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406,226 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475,667 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2642)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,031,208 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,484,350 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23706)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97,500,000 HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284,704 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1316)<br>|
| &nbsp;&nbsp; 1,000,000,000 IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60,550 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (136)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,364,334 ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,511,954 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3052 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,520,332 ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,142,032 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13567)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 280,000,000 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,176,819 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 20959 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 1,291,911,765 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935,767 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79,467,609 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,216,882 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6390 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 119,956,812 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,346,247 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9516)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,213,608 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,303,381 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7441)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23,750,000 PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415,226 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 312 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23,536,268 PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,420,511 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27799)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,334,707 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,196,561 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4588 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,624,157 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,125,110 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9065)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23,333,110 THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726,708 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 148,165,548 THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,600,564 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12492)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,516,477 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,335,019 AUD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 14295 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,427,198 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,533,254 BRL | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6110 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,417,021 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,875,961 BRL | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (907)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,544,816 USD | &nbsp;&nbsp;&nbsp;&nbsp; 3,416,577,866 CLP | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10783)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,806,966 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62,613,809 CNH | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 51421 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,510,060 USD | &nbsp;&nbsp;&nbsp;&nbsp; 6,172,910,169 COP | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6241 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,057,374 USD | &nbsp;&nbsp;&nbsp;&nbsp; 4,299,260,119 COP | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1313)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568,738 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,953,125 CZK | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4520 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,883,652 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,170,606 EUR | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 27014 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 GBP | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,059,832 USD | &nbsp;&nbsp;&nbsp;&nbsp; 705,546,540 HUF | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9919 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351,261 USD | &nbsp;&nbsp;&nbsp;&nbsp; 5,803,732,433 IDR | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 944 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30,494 USD | &nbsp;&nbsp;&nbsp;&nbsp; 500,000,000 IDR | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (151)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162,582 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544,936 ILS | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 873 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331,022 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,101,438 ILS | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (643)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,507,852 USD | &nbsp;&nbsp;&nbsp;&nbsp; 485,436,161 INR | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (36535)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,900,282 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,734,793,888 JPY | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 36210 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,665,809 USD | &nbsp;&nbsp;&nbsp;&nbsp; 2,300,505,861 KRW | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,594,013 USD | &nbsp;&nbsp;&nbsp;&nbsp; 2,200,505,858 KRW | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (407)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,139,244 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52,040,847 NOK | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 39946 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233,993 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829,970 PEN | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51,461 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181,585 PEN | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (195)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,878,034 USD | &nbsp;&nbsp;&nbsp;&nbsp; 107,500,000 PHP | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89,946 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329,771 PLN | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,057,449 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32,000,000 TWD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1648 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,339,608 USD | &nbsp;&nbsp;&nbsp;&nbsp; 160,907,467 TWD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14087)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,549,402 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81,106,727 ZAR | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 14220 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,800,000 ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437,738 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1143)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,752,000 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,062,299 USD | Morgan Stanley | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8904)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 219,879,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23,008,477 USD | Morgan Stanley | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (223495)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,780,319 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,318,000 CHF | Morgan Stanley | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 114763 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,357,262 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74,609,000 NOK | Morgan Stanley | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 64931 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,877,341 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26,461,000 NZD | Morgan Stanley | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (266674)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,950,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,501,544 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 60536 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,650,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,104,986 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (139640)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19,600,000 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,334,692 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 53404 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19,300,000 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23,813,618 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (348654)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407,149 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2685)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,400,000 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,003,409 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,600,000 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,148,389 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (125154)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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>|
| &nbsp;&nbsp;&nbsp;&nbsp; 275,470,000 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,204,444 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 84113 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 340,000,000 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,377,763 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 60531 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 13,293,430,000 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,719,107 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 144979 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57,165,000 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,024,823 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33409)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 115,500,000 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,370,924 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (120116)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18,750,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11,388,506 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 321344 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14,150,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,332,171 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19848)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49,195,000 PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,251,296 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (247117)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39,500,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,127,615 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (49591)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,705,588 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24,050,000 AUD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 37750 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196,479 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300,000 AUD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (96)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,613,251 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37,390,000 BRL | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 257918 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19,647,376 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27,100,000 CAD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 98690 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,324,971 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,800,000 CAD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13424)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,607,256 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,100,000 CHF | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 29524 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17,531,569 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,200,000 EUR | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 266942 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135,768 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 GBP | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (590)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,972,180 USD | &nbsp;&nbsp;&nbsp;&nbsp; 436,750,000 INR | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24982)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,593,237 USD | &nbsp;&nbsp;&nbsp;&nbsp; 2,000,000,000 JPY | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 37541 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,507,804 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,535,000,000 JPY | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (46182)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,940,089 USD | &nbsp;&nbsp;&nbsp;&nbsp; 4,095,250,000 KRW | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9371 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,899,054 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91,420,000 MXN | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8237)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24,148,100 USD | &nbsp;&nbsp;&nbsp;&nbsp; 243,750,000 NOK | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 102470 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557,155 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,500,000 NOK | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9962)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322,192 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550,000 NZD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2445 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,025,647 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,050,000 NZD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (142404)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,481,835 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,960,000 PLN | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 74206 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,102,535 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48,500,000 SEK | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 26439 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106,234 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,000,000 SEK | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (482)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,819,388 USD | &nbsp;&nbsp;&nbsp;&nbsp; 335,875,000 TRY | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 243031 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,648,418 USD | &nbsp;&nbsp;&nbsp;&nbsp; 171,655,000 ZAR | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 73440 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 227,945,000 ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,793,775 USD | Morgan Stanley | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (116125)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,818,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,441,078 USD | Morgan Stanley | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22585)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13,602,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,851,341 USD | Morgan Stanley | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (83157)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38,414,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22,816,264 USD | Morgan Stanley | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 136715 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 245,858,000 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25,592,949 USD | Morgan Stanley | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (418599)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74,609,000 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,358,941 USD | Morgan Stanley | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (65185)<br>|
| &nbsp;&nbsp; 1,890,960,000 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12,847,248 USD | Standard Chartered | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20364)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,396,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,152,946 USD | State Street | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 10066 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10,278,044 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,247,000 CHF | State Street | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 28773 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26,461,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15,835,056 USD | UBS | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 224389 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,079,618 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,396,000 EUR | UBS | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 63263 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,621,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,005,143 USD | UBS | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20171)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,899,000 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,877,469 USD | UBS | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8032)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53,876,000 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,288,962 USD | UBS | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (71359)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,289,602 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,776,000 CAD | UBS | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4893 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27,804,000 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34,573,489 USD | Wells Fargo | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (174995)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 725,427,000 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,905,888 USD | Wells Fargo | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30501)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74,609,000 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,343,008 USD | Wells Fargo | 09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (79185)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 934,000 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,161,434 USD | Wells Fargo | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8881)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,099,000 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 506,096 USD | Wells Fargo | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1222)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 811,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481,491 USD | Wells Fargo | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2679 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294,391 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251,000 EUR | Wells Fargo | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (349)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,058,499 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,003,000 GBP | Wells Fargo | 09/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34,764,126 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27,804,000 CHF | Wells Fargo | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 175892 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13913128 | &nbsp;&nbsp;&nbsp;&nbsp; (15533982)<br>|

---

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

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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>|
| 3-Month SOFR | 131 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 31408888 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13242)<br>|
| Australian 10-Year Bond | 91 | 09/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 10346665 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7118)<br>|
| Australian 10-Year Bond | 529 | 09/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 60147094 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40836)<br>|
| Australian 3-Year Bond | 30 | 09/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 3219799 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1270)<br>|
| Brent Crude | 16 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1079680 | &nbsp;&nbsp;&nbsp;&nbsp; 24490 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brent Crude | 8 | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 535120 | &nbsp;&nbsp;&nbsp;&nbsp; 1535 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brent Crude | 40 | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2660000 | &nbsp;&nbsp;&nbsp;&nbsp; 173242 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brent Crude | 9 | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 598500 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16947)<br>|
| Brent Crude | 49 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3241840 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (50069)<br>|
| Brent Crude | 98 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 6471920 | &nbsp;&nbsp;&nbsp;&nbsp; 33208 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAC40 Index | 38 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2931130 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6547)<br>|
| Canadian Government 10-Year Bond | 512 | 12/2025 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 61701120 | &nbsp;&nbsp;&nbsp;&nbsp; 314236 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cocoa | 7 | 12/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 371140 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6592)<br>|
| Cocoa | 59 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4548900 | &nbsp;&nbsp;&nbsp;&nbsp; 140783 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cocoa | 3 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 231300 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1302)<br>|
| Cocoa | 120 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 9252000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (324047)<br>|
| Coffee | 11 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1592663 | &nbsp;&nbsp;&nbsp;&nbsp; 411161 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Coffee | 32 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4486800 | &nbsp;&nbsp;&nbsp;&nbsp; 726121 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Coffee | 16 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2181900 | &nbsp;&nbsp;&nbsp;&nbsp; 430303 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Copper | 63 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 7312725 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (759003)<br>|
| Copper | 31 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3621963 | &nbsp;&nbsp;&nbsp;&nbsp; 36791 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Corn | 195 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4097438 | &nbsp;&nbsp;&nbsp;&nbsp; 159509 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Corn | 29 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 634738 | &nbsp;&nbsp;&nbsp;&nbsp; 10354 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Corn | 263 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 5756413 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (86080)<br>|
| Corn | 143 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3201413 | &nbsp;&nbsp;&nbsp;&nbsp; 132045 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cotton | 98 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3260460 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (64909)<br>|
| Cotton | 57 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1950540 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21391)<br>|
| Cotton | 17 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 593215 | &nbsp;&nbsp;&nbsp;&nbsp; 4306 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cotton | 11 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 383845 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6807)<br>|
| DAX Index | 2 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1197900 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25520)<br>|
| DJIA Index E-mini | 9 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2052045 | &nbsp;&nbsp;&nbsp;&nbsp; 63649 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro STOXX 50 Index | 14 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 750680 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1616)<br>|
| Euro STOXX 50 Index | 41 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2198420 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28784)<br>|
| Euro-Bobl | 52 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6142240 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (66)<br>|
| Euro-BTP | 4 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 477440 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52)<br>|
| Euro-Bund | 52 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6736600 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8730)<br>|
| Euro-Bund | 41 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5311550 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (78115)<br>|
| Euro-Bund | 130 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 16708900 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15373)<br>|
| Euro-OAT | 48 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5851680 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (155492)<br>|
| Euro-OAT | 139 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 16945490 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (307278)<br>|
| Euro-Schatz | 336 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 36007440 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3097)<br>|
| Feeder Cattle | 24 | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4373700 | &nbsp;&nbsp;&nbsp;&nbsp; 502035 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE 100 Index | 46 | 09/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 4240510 | &nbsp;&nbsp;&nbsp;&nbsp; 68639 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE China A50 Index | 271 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4060935 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE Taiwan Index | 64 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 5135360 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16403)<br>|
| FTSE/MIB Index | 9 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1901160 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7434)<br>|
| Gas Oil | 26 | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1748500 | &nbsp;&nbsp;&nbsp;&nbsp; 32647 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Gas Oil | 20 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1292500 | &nbsp;&nbsp;&nbsp;&nbsp; 38021 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Gas Oil | 20 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1279000 | &nbsp;&nbsp;&nbsp;&nbsp; 16692 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Gas Oil | 20 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1279000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4222)<br>|
| Gas Oil | 20 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1263500 | &nbsp;&nbsp;&nbsp;&nbsp; 13164 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Gold 100 oz. | 17 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 5977370 | &nbsp;&nbsp;&nbsp;&nbsp; 158829 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Hard Red Winter Wheat | 80 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2163000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (136355)<br>|
| Hard Red Winter Wheat | 39 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1082250 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18168)<br>|
| IBEX 35 Index | 37 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5538345 | &nbsp;&nbsp;&nbsp;&nbsp; 58101 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| IBEX 35 Index | 46 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6885510 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5672)<br>|
| IBEX 35 Index | 17 | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2544645 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12623)<br>|
| KOSPI 200 Index | 131 | 09/2025 | KRW | &nbsp;&nbsp;&nbsp;&nbsp; 14102150000 | &nbsp;&nbsp;&nbsp;&nbsp; 277020 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** |
| **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>|
| Lead | 43 | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2137369 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26999)<br>|
| Lead | 9 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 452090 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2547)<br>|
| Lead | 17 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 860536 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13379)<br>|
| Lead | 9 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 458615 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3719)<br>|
| Lean Hogs | 1 | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 38010 | &nbsp;&nbsp;&nbsp;&nbsp; 2378 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Lean Hogs | 28 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 978880 | &nbsp;&nbsp;&nbsp;&nbsp; 116242 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Lean Hogs | 27 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 967950 | &nbsp;&nbsp;&nbsp;&nbsp; 34293 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Lean Hogs | 52 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1922960 | &nbsp;&nbsp;&nbsp;&nbsp; 71594 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Live Cattle | 16 | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1533760 | &nbsp;&nbsp;&nbsp;&nbsp; 125244 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Live Cattle | 18 | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1725480 | &nbsp;&nbsp;&nbsp;&nbsp; 96938 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Live Cattle | 22 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2118820 | &nbsp;&nbsp;&nbsp;&nbsp; 303775 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Live Cattle | 22 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2131800 | &nbsp;&nbsp;&nbsp;&nbsp; 229150 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Live Cattle | 43 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4170140 | &nbsp;&nbsp;&nbsp;&nbsp; 281675 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Long Gilt | 270 | 12/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 24440400 | &nbsp;&nbsp;&nbsp;&nbsp; 62165 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Long Gilt | 84 | 12/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 7603680 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6994)<br>|
| MSCI EAFE Index | 3 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 408165 | &nbsp;&nbsp;&nbsp;&nbsp; 2656 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI Emerging Markets Index | 266 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 16823170 | &nbsp;&nbsp;&nbsp;&nbsp; 596882 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NASDAQ 100 Index E-mini | 6 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2815410 | &nbsp;&nbsp;&nbsp;&nbsp; 57204 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Natural Gas | 95 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4030850 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (560764)<br>|
| Natural Gas | 221 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 7997990 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (935109)<br>|
| Natural Gas | 114 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4018500 | &nbsp;&nbsp;&nbsp;&nbsp; 20414 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Nickel | 12 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1118058 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13271)<br>|
| Nickel | 24 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2250949 | &nbsp;&nbsp;&nbsp;&nbsp; 10775 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Nickel | 12 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1133610 | &nbsp;&nbsp;&nbsp;&nbsp; 5184 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NY Harbor ULSD Heat Oil | 10 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 953316 | &nbsp;&nbsp;&nbsp;&nbsp; 6888 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NY Harbor ULSD Heat Oil | 19 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1811300 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (135)<br>|
| NY Harbor ULSD Heat Oil | 10 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 940800 | &nbsp;&nbsp;&nbsp;&nbsp; 17290 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NY Harbor ULSD Heat Oil | 9 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 835909 | &nbsp;&nbsp;&nbsp;&nbsp; 14246 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NY Harbor ULSD Heat Oil | 12 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1114546 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7570)<br>|
| NY Harbor ULSD Heat Oil | 9 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 820525 | &nbsp;&nbsp;&nbsp;&nbsp; 4934 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NY Harbor ULSD Heat Oil | 2 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 182339 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (495)<br>|
| OMXS30 Index | 256 | 09/2025 | SEK | &nbsp;&nbsp;&nbsp;&nbsp; 67411200 | &nbsp;&nbsp;&nbsp;&nbsp; 52780 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Palladium | 2 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 224800 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28)<br>|
| Primary Aluminum | 32 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2094040 | &nbsp;&nbsp;&nbsp;&nbsp; 3178 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Primary Aluminum | 6 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 392633 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Primary Aluminum | 9 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 588881 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Primary Aluminum | 31 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2031663 | &nbsp;&nbsp;&nbsp;&nbsp; 81044 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Primary Aluminum | 61 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4011513 | &nbsp;&nbsp;&nbsp;&nbsp; 61338 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Primary Aluminum | 31 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2045225 | &nbsp;&nbsp;&nbsp;&nbsp; 3943 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RBOB Gasoline | 15 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1240407 | &nbsp;&nbsp;&nbsp;&nbsp; 22001 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RBOB Gasoline | 16 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1323101 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (941)<br>|
| RBOB Gasoline | 160 | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 12858048 | &nbsp;&nbsp;&nbsp;&nbsp; 186289 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RBOB Gasoline | 12 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 935777 | &nbsp;&nbsp;&nbsp;&nbsp; 17148 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RBOB Gasoline | 12 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 945504 | &nbsp;&nbsp;&nbsp;&nbsp; 5745 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RBOB Gasoline | 12 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 945504 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6565)<br>|
| RBOB Gasoline | 11 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 955693 | &nbsp;&nbsp;&nbsp;&nbsp; 14183 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Russell 2000 Index E-mini | 12 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1421880 | &nbsp;&nbsp;&nbsp;&nbsp; 100302 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P 500 Index E-mini | 60 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 19418250 | &nbsp;&nbsp;&nbsp;&nbsp; 646292 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P 500 Index E-mini | 6 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1941825 | &nbsp;&nbsp;&nbsp;&nbsp; 91073 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P Mid 400 Index E-mini | 4 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1303400 | &nbsp;&nbsp;&nbsp;&nbsp; 44909 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P/TSX 60 Index | 38 | 09/2025 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 12887320 | &nbsp;&nbsp;&nbsp;&nbsp; 632482 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P/TSX 60 Index | 28 | 09/2025 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 9495920 | &nbsp;&nbsp;&nbsp;&nbsp; 267981 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Silver | 5 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1018075 | &nbsp;&nbsp;&nbsp;&nbsp; 58688 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Silver | 4 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 814460 | &nbsp;&nbsp;&nbsp;&nbsp; 36197 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean | 55 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2949375 | &nbsp;&nbsp;&nbsp;&nbsp; 38005 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean | 109 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 5924150 | &nbsp;&nbsp;&nbsp;&nbsp; 208440 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean | 54 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2967300 | &nbsp;&nbsp;&nbsp;&nbsp; 116769 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Meal | 3 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 87840 | &nbsp;&nbsp;&nbsp;&nbsp; 2989 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** |
| **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>|
| Soybean Meal | 51 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1493280 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26263)<br>|
| Soybean Meal | 83 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2483360 | &nbsp;&nbsp;&nbsp;&nbsp; 27716 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Meal | 23 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 688160 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2698)<br>|
| Soybean Meal | 25 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 761250 | &nbsp;&nbsp;&nbsp;&nbsp; 11983 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Meal | 27 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 822150 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4801)<br>|
| Soybean Oil | 13 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 406692 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10973)<br>|
| Soybean Oil | 63 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1981476 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19002)<br>|
| Soybean Oil | 26 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 822120 | &nbsp;&nbsp;&nbsp;&nbsp; 15344 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Oil | 101 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3193620 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54194)<br>|
| Soybean Oil | 64 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2027136 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5458)<br>|
| SPI 200 Index | 56 | 09/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 12511800 | &nbsp;&nbsp;&nbsp;&nbsp; 79856 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SPI 200 Index | 41 | 09/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 9160425 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (355)<br>|
| Sugar #11 | 40 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 733376 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18523)<br>|
| Sugar #11 | 186 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3543523 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (153228)<br>|
| Sugar #11 | 23 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 430450 | &nbsp;&nbsp;&nbsp;&nbsp; 4066 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Sugar #11 | 40 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 748608 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16317)<br>|
| TOPIX Index | 7 | 09/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 215075000 | &nbsp;&nbsp;&nbsp;&nbsp; 82561 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 272 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 56722625 | &nbsp;&nbsp;&nbsp;&nbsp; 60167 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 696 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 76190250 | &nbsp;&nbsp;&nbsp;&nbsp; 314100 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Wheat | 12 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 320550 | &nbsp;&nbsp;&nbsp;&nbsp; 1366 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Wheat | 125 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3450000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (197134)<br>|
| Wheat | 31 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 871875 | &nbsp;&nbsp;&nbsp;&nbsp; 7419 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Wheat | 30 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 843750 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8678)<br>|
| WIG 20 Index | 113 | 09/2025 | PLN | &nbsp;&nbsp;&nbsp;&nbsp; 6348340 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54592)<br>|
| WTI Crude | 86 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 5504860 | &nbsp;&nbsp;&nbsp;&nbsp; 134684 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | 33 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2112330 | &nbsp;&nbsp;&nbsp;&nbsp; 28546 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | 31 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1943700 | &nbsp;&nbsp;&nbsp;&nbsp; 35569 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | 13 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 815100 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29241)<br>|
| WTI Crude | 89 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 5553600 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57271)<br>|
| WTI Crude | 44 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2740320 | &nbsp;&nbsp;&nbsp;&nbsp; 33151 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Zinc | 44 | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3109359 | &nbsp;&nbsp;&nbsp;&nbsp; 19907 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Zinc | 136 | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 9601226 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (53131)<br>|
| Zinc | 15 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1058325 | &nbsp;&nbsp;&nbsp;&nbsp; 8083 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Zinc | 15 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1058516 | &nbsp;&nbsp;&nbsp;&nbsp; 37389 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Zinc | 29 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2048995 | &nbsp;&nbsp;&nbsp;&nbsp; 56793 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Zinc | 15 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1060575 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6627)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9542456 | &nbsp;&nbsp;&nbsp;&nbsp; (4528162)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| 10-Year Mini Japanese Government Bond | (13) | 09/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (178841000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 9649 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month SOFR | (129) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (31116413)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6263)<br>|
| Australian 10-Year Bond | (698) | 09/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (79362328)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (163730)<br>|
| Bist 30 Index | (792) | 10/2025 | TRY | &nbsp;&nbsp;&nbsp;&nbsp; (104021280)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 56883 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brent Crude | (83) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (5600840)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 72923 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brent Crude | (10) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (674800)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18264)<br>|
| CAC40 Index | (106) | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (8176310)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 137371 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAC40 Index | (8) | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (617080)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2310 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Canadian Government 10-Year Bond | (76) | 12/2025 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; (9158760)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15531)<br>|
| Canadian Government 10-Year Bond | (347) | 12/2025 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; (41816970)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (190389)<br>|
| Coffee | (2) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (289575)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (56425)<br>|
| Coffee | (61) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (8832038)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (179867)<br>|
| Copper | (1) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (246129)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4132)<br>|
| Copper | (2) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (496012)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2955)<br>|
| Copper | (1) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (114763)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2102)<br>|
| Copper | (13) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1491913)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27369)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** |
| **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>|
| Copper | (153) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (17558663)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (186372)<br>|
| Corn | (17) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (357213)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8005)<br>|
| Corn | (661) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (13889263)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (645671)<br>|
| Cotton | (105) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (3493350)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 66053 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cotton | (18) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (598860)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 11744 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| DAX Index | (3) | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (1796850)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40968)<br>|
| Euro STOXX 50 Index | (226) | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (12118120)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11020)<br>|
| Euro-Buxl 30-Year | (9) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (1020960)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6517 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE 100 Index | (57) | 09/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (5254545)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (134560)<br>|
| FTSE 100 Index | (146) | 09/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (13459010)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (514653)<br>|
| FTSE Taiwan Index | (52) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (4172480)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6747)<br>|
| FTSE/JSE Top 40 Index | (1) | 09/2025 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp; (941350)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE/JSE Top 40 Index | (37) | 09/2025 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp; (34829950)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (51020)<br>|
| FTSE/MIB Index | (10) | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (2112400)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (84328)<br>|
| FTSE/MIB Index | (37) | 09/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (7815880)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (508288)<br>|
| Gas Oil | (54) | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (3580200)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (68735)<br>|
| Gold 100 oz. | (2) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (703220)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9825)<br>|
| Hard Red Winter Wheat | (131) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (3404363)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 78429 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Hard Red Winter Wheat | (27) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (701663)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12145 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| IFSC Nifty 50 Index | (124) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (6089144)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 74766 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| IFSC Nifty 50 Index | (40) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1964240)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 28594 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Japanese 10-Year Government Bond | (124) | 09/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (17054960000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 737977 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Japanese 10-Year Government Bond | (17) | 09/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (2338180000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 128634 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KLCI Index | (10) | 09/2025 | MYR | &nbsp;&nbsp;&nbsp;&nbsp; (774000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Lean Hogs | (22) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (836220)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (43136)<br>|
| Lean Hogs | (31) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1178310)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52376)<br>|
| Live Cattle | (143) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (13707980)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1115010)<br>|
| Long Gilt | (10) | 12/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (905200)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (93)<br>|
| Mexican Bolsa IPC Index | (8) | 09/2025 | MXN | &nbsp;&nbsp;&nbsp;&nbsp; (4703520)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 861 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Mexican Bolsa IPC Index | (250) | 09/2025 | MXN | &nbsp;&nbsp;&nbsp;&nbsp; (146985000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (81959)<br>|
| MSCI Singapore Index | (74) | 09/2025 | SGD | &nbsp;&nbsp;&nbsp;&nbsp; (3285970)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2578)<br>|
| Natural Gas | (15) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (449550)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14374)<br>|
| Natural Gas | (91) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (2727270)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (94828)<br>|
| Natural Gas | (784) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (26130720)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 497721 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Natural Gas | (14) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (466620)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26239)<br>|
| Nickel | (8) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (733756)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13722)<br>|
| Nickel | (81) | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (7488380)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52547)<br>|
| Nickel | (17) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1576878)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21750)<br>|
| NY Harbor ULSD Heat Oil | (7) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (664822)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1701 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NY Harbor ULSD Heat Oil | (16) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1519594)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20360)<br>|
| OMXS30 Index | (274) | 09/2025 | SEK | &nbsp;&nbsp;&nbsp;&nbsp; (72151050)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38566)<br>|
| Platinum | (3) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (205575)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6324)<br>|
| Primary Aluminum | (198) | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (12950190)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31365)<br>|
| S&P 500 Index E-mini | (27) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (8738213)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (32547)<br>|
| S&P/TSX 60 Index | (16) | 09/2025 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; (5426240)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (122498)<br>|
| Soybean | (2) | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (105450)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1881)<br>|
| Soybean | (38) | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (2003550)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (36158)<br>|
| Soybean | (379) | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (19982775)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (404420)<br>|
| Soybean Meal | (100) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (2890000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 24666 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Meal | (7) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (202300)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3635)<br>|
| Soybean Meal | (7) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (202300)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6816)<br>|
| Soybean Oil | (123) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (3815460)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (37155)<br>|
| Soybean Oil | (363) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (11356092)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 370756 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Oil | (58) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1814472)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (117129)<br>|
| SPI 200 Index | (11) | 09/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (2457675)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (67007)<br>|
| Sugar #11 | (303) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (5555323)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 120097 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Sugar #11 | (76) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1393414)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 38505 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Sugar #11 | (21) | 09/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (385022)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (151)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** |
| **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>|
| Thai SET50 Index | (486) | 09/2025 | THB | &nbsp;&nbsp;&nbsp;&nbsp; (77682240)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (104756)<br>|
| TOPIX Index | (7) | 09/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (215075000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 21501 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TOPIX Index | (16) | 09/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (491600000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (153923)<br>|
| U.S. Long Bond | (227) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (25934750)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (133450)<br>|
| U.S. Treasury 10-Year Note | (109) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (12262500)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (36633)<br>|
| U.S. Treasury 10-Year Note | (1935) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (217687500)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (912550)<br>|
| U.S. Treasury Ultra Bond | (51) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (5944688)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 16847 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | (64) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (7460000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8894 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | (10) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1165625)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (879)<br>|
| Wheat | (144) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (3846600)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7474 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Wheat | (135) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (3606188)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (42393)<br>|
| Wheat | (169) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (4514413)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (70737)<br>|
| WTI Crude | (66) | 10/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (4188360)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38632)<br>|
| WTI Crude | (7) | 11/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (440930)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6039)<br>|
| Yen Denominated Nikkei 225 Index | (1) | 09/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (21040000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4961 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2538942 | &nbsp;&nbsp;&nbsp;&nbsp; (6881835)<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Cost ($)** | **Value ($)** |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Citi to receive <br> exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 5000000 | 3.80 | &nbsp;&nbsp; 09/12/2025 | &nbsp;&nbsp; 106250 | &nbsp;&nbsp; 55613 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Citi to receive <br> exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp; 15000000 | 3.80 | &nbsp;&nbsp; 10/14/2025 | &nbsp;&nbsp; 316500 | &nbsp;&nbsp; 215418 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Citi to receive <br> exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 6000000 | 3.50 | &nbsp;&nbsp; 07/09/2026 | &nbsp;&nbsp; 105000 | &nbsp;&nbsp; 99035 |
| &nbsp;&nbsp;&nbsp; 10-Year OTC interest rate swap with Morgan Stanley to <br> receive exercise rate and pay SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 4785000 | &nbsp;&nbsp; 4785000 | 3.50 | &nbsp;&nbsp; 06/11/2026 | &nbsp;&nbsp; 78952 | &nbsp;&nbsp; 75335 |
| &nbsp;&nbsp;&nbsp; 30-Year OTC interest rate swap with Citi to receive <br> exercise rate and pay SOFR<br>| Citi | USD | &nbsp;&nbsp; 2908000 | &nbsp;&nbsp; 2908000 | 3.80 | &nbsp;&nbsp; 10/29/2025 | &nbsp;&nbsp; 142492 | &nbsp;&nbsp; 16914 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Morgan Stanley to <br> receive exercise rate and pay SOFR<br>| Morgan Stanley | USD | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp; 10000000 | 3.75 | &nbsp;&nbsp; 05/14/2026 | &nbsp;&nbsp; 191000 | &nbsp;&nbsp; 255137 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; 940194 | &nbsp;&nbsp; 717452 |

---

&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 <br> Morgan Stanley to receive SOFR and <br> pay exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 7000000 | 3.90 | &nbsp;&nbsp; 09/30/2025 | &nbsp;&nbsp; 129150 | &nbsp;&nbsp; 13091 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Citi <br> to receive SOFR and pay exercise <br> rate<br>| Citi | USD | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp; 10000000 | 4.05 | &nbsp;&nbsp; 09/05/2025 | &nbsp;&nbsp; 79000 | &nbsp;&nbsp; 1 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Citi <br> to receive SOFR and pay exercise <br> rate<br>| Citi | USD | &nbsp;&nbsp; 22000000 | &nbsp;&nbsp; 22000000 | 4.00 | &nbsp;&nbsp; 11/10/2025 | &nbsp;&nbsp; 152900 | &nbsp;&nbsp; 6400 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Citi <br> to receive SOFR and pay exercise <br> rate<br>| Citi | USD | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp; 10000000 | 4.00 | &nbsp;&nbsp; 11/21/2025 | &nbsp;&nbsp; 89670 | &nbsp;&nbsp; 4061 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Citi <br> to receive SOFR and pay exercise <br> rate<br>| Citi | USD | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp; 10000000 | 3.75 | &nbsp;&nbsp; 12/23/2025 | &nbsp;&nbsp; 80000 | &nbsp;&nbsp; 19641 |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with <br> Goldman Sachs International to <br> receive SOFR and pay exercise rate<br>| Goldman Sachs International | USD | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 7000000 | 3.50 | &nbsp;&nbsp; 10/03/2025 | &nbsp;&nbsp; 82250 | &nbsp;&nbsp; 11844 |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Put option contracts purchased (continued)** | **Put option contracts purchased (continued)** | **Put option contracts purchased (continued)** | **Put option contracts purchased (continued)** | **Put option contracts purchased (continued)** | **Put option contracts purchased (continued)** | **Put option contracts purchased (continued)** | **Put option contracts purchased (continued)** | **Put option contracts purchased (continued)** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Number of**<br> **contracts**<br>| **Exercise**<br> **price/Rate**<br>| **Expiration**<br> **date**<br>| **Cost ($)** | **Value ($)** |
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with <br> Morgan Stanley to receive SOFR and <br> pay exercise rate<br>| Morgan Stanley | USD | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp; 15000000 | 3.75 | &nbsp;&nbsp; 11/28/2025 | &nbsp;&nbsp; 144000 | &nbsp;&nbsp; 20868 |
| &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; 10000000 | &nbsp;&nbsp; 10000000 | 3.55 | &nbsp;&nbsp; 12/29/2025 | &nbsp;&nbsp; 93000 | &nbsp;&nbsp; 40755 |
| &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; 27500000 | &nbsp;&nbsp; 27500000 | 3.40 | &nbsp;&nbsp; 08/05/2026 | &nbsp;&nbsp; 438900 | &nbsp;&nbsp; 351926 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; 1288870 | &nbsp;&nbsp; 468587 |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Premium** <br>**received ($)**<br>| **Value ($)** |
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with Citi to receive <br> SOFR and pay exercise rate<br>| Citi | USD | &nbsp;&nbsp; (35000000)<br>| &nbsp;&nbsp; (35000000)<br>| 3.35 | &nbsp;&nbsp; 09/22/2025 | &nbsp;&nbsp; (52500)<br>| &nbsp;&nbsp; (59199)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with Citi to receive <br> SOFR and pay exercise rate<br>| Citi | USD | &nbsp;&nbsp; (25000000)<br>| &nbsp;&nbsp; (25000000)<br>| 3.30 | &nbsp;&nbsp; 09/26/2025 | &nbsp;&nbsp; (35000)<br>| &nbsp;&nbsp; (38650)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year OTC interest rate swap with JPMorgan to <br> receive SOFR and pay exercise rate<br>| JPMorgan | USD | &nbsp;&nbsp; (35000000)<br>| &nbsp;&nbsp; (35000000)<br>| 3.35 | &nbsp;&nbsp; 09/22/2025 | &nbsp;&nbsp; (53375)<br>| &nbsp;&nbsp; (59199)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year OTC interest rate swap with Citi to receive <br> SOFR and pay exercise rate<br>| Citi | USD | &nbsp;&nbsp; (15000000)<br>| &nbsp;&nbsp; (15000000)<br>| 3.25 | &nbsp;&nbsp; 09/29/2025 | &nbsp;&nbsp; (42000)<br>| &nbsp;&nbsp; (44050)<br>|
| Total |  |  |  |  |  |  | &nbsp;&nbsp; (182875)<br>| &nbsp;&nbsp; (201098)<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** <br> **receives**<br>| **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; 3-Month <br> SEK <br> STIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Quarterly, Pays Annually | Citi | 09/19/2035 | SEK | 6200000 | (64)<br>|  |  |  | (64)<br>|
| &nbsp;&nbsp; 3-Month <br> AUD BBSW<br>| &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| Receives Quarterly, Pays Quarterly | JPMorgan | 09/09/2027 | AUD | 65700000 | 75881 |  |  | 75881 |  |
| &nbsp;&nbsp; 3-Month <br> AUD BBSW<br>| &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| Receives Quarterly, Pays Quarterly | JPMorgan | 09/09/2027 | AUD | 5400000 | (2022)<br>|  |  |  | (2022)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 0.000%<br>| SARON | Receives Annually, Pays Annually | JPMorgan | 09/15/2027 | CHF | 64900000 | 70850 |  |  | 70850 |  |
| &nbsp;&nbsp; Fixed rate <br> of 2.000%<br>| &nbsp;&nbsp; 3-Month <br> SEK <br> STIBOR<br>| Receives Annually, Pays Quarterly | JPMorgan | 09/15/2027 | SEK | 363100000 | 65086 |  |  | 65086 |  |
| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| CORRA | Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 09/15/2027 | CAD | 20700000 | 10432 |  |  | 10432 |  |
| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| CORRA | Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 09/15/2027 | CAD | 600000 | (205)<br>|  |  |  | (205)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 0.000%<br>| SARON | Receives Annually, Pays Annually | JPMorgan | 09/15/2027 | CHF | 20300000 | (26550)<br>|  |  |  | (26550)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 2.000%<br>| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| Receives Annually, Pays Semi-Annually | JPMorgan | 09/15/2027 | EUR | 140700000 | (170585)<br>|  |  |  | (170585)<br>|
| &nbsp;&nbsp; 6-Month <br> NOK <br> NIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 09/15/2027 | NOK | 974200000 | (222887)<br>|  |  |  | (222887)<br>|
| &nbsp;&nbsp; 3-Month <br> AUD BBSW<br>| &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| Receives Quarterly, Pays Quarterly | JPMorgan | 12/09/2027 | AUD | 72800000 | 58338 |  |  | 58338 |  |
| &nbsp;&nbsp; 3-Month <br> AUD BBSW<br>| &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| Receives Quarterly, Pays Quarterly | JPMorgan | 12/09/2027 | AUD | 34400000 | (15282)<br>|  |  |  | (15282)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** |
| **Fund** <br> **receives**<br>| **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>|
| TONA | &nbsp;&nbsp; Fixed rate <br> of 1.000%<br>| Receives Annually, Pays Annually | JPMorgan | 12/15/2027 | JPY | 17008400000 | 132766 |  |  | 132766 |  |
| SONIA | &nbsp;&nbsp; Fixed rate <br> of 3.500%<br>| Receives Annually, Pays Annually | JPMorgan | 12/15/2027 | GBP | 66700000 | 104602 |  |  | 104602 |  |
| &nbsp;&nbsp; Fixed rate <br> of 2.000%<br>| &nbsp;&nbsp; 3-Month <br> SEK <br> STIBOR<br>| Receives Annually, Pays Quarterly | JPMorgan | 12/15/2027 | SEK | 440100000 | 41848 |  |  | 41848 |  |
| &nbsp;&nbsp; 6-Month <br> NOK <br> NIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 12/15/2027 | NOK | 92700000 | 9527 |  |  | 9527 |  |
| &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| &nbsp;&nbsp; 3-Month <br> NZD Bank <br> Bill<br>| Receives Semi-Annually, Pays Quarterly | JPMorgan | 12/15/2027 | NZD | 500000 | 47 |  |  | 47 |  |
| &nbsp;&nbsp; Fixed rate <br> of 0.000%<br>| SARON | Receives Annually, Pays Annually | JPMorgan | 12/15/2027 | CHF | 200000 | 34 |  |  | 34 |  |
| SONIA | &nbsp;&nbsp; Fixed rate <br> of 3.500%<br>| Receives Annually, Pays Annually | JPMorgan | 12/15/2027 | GBP | 11000000 | (2310)<br>|  |  |  | (2310)<br>|
| &nbsp;&nbsp; 6-Month <br> NOK <br> NIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 12/15/2027 | NOK | 218200000 | (11442)<br>|  |  |  | (11442)<br>|
| &nbsp;&nbsp; 3-Month <br> NZD Bank <br> Bill<br>| &nbsp;&nbsp; Fixed rate <br> of 3.500%<br>| Receives Quarterly, Pays Semi-Annually | JPMorgan | 12/15/2027 | NZD | 29400000 | (92209)<br>|  |  |  | (92209)<br>|
| CORRA | &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 12/15/2027 | CAD | 60000000 | (94299)<br>|  |  |  | (94299)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 2.000%<br>| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| Receives Annually, Pays Semi-Annually | JPMorgan | 12/15/2027 | EUR | 216900000 | (402143)<br>|  |  |  | (402143)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 0.000%<br>| SARON | Receives Annually, Pays Annually | JPMorgan | 12/15/2027 | CHF | 145500000 | (480389)<br>|  |  |  | (480389)<br>|
| SOFR | &nbsp;&nbsp; Fixed rate <br> of 3.500%<br>| Receives Annually, Pays Annually | JPMorgan | 12/15/2027 | USD | 224200000 | (579662)<br>|  |  |  | (579662)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| &nbsp;&nbsp; 3-Month <br> NZD Bank <br> Bill<br>| Receives Semi-Annually, Pays Quarterly | JPMorgan | 03/15/2028 | NZD | 87900000 |  |  |  |  |  |
| &nbsp;&nbsp; Fixed rate <br> of 1.000%<br>| TONA | Receives Annually, Pays Annually | JPMorgan | 03/15/2028 | JPY | 2474100000 |  |  |  |  |  |
| SOFR | &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| Receives Annually, Pays Annually | JPMorgan | 03/15/2028 | USD | 5400000 |  |  |  |  |  |
| &nbsp;&nbsp; Fixed rate <br> of 3.500%<br>| &nbsp;&nbsp; 3-Month <br> NZD Bank <br> Bill<br>| Receives Semi-Annually, Pays Quarterly | JPMorgan | 12/11/2030 | NZD | 600000 | 1819 |  |  | 1819 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| &nbsp;&nbsp; 6-Month <br> AUD BBSW<br>| Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 12/12/2030 | AUD | 300000 | 164 |  |  | 164 |  |
| SONIA | &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| Receives Annually, Pays Annually | JPMorgan | 12/18/2030 | GBP | 2500000 | 10318 |  |  | 10318 |  |
| TONA | &nbsp;&nbsp; Fixed rate <br> of 1.000%<br>| Receives Annually, Pays Annually | JPMorgan | 12/18/2030 | JPY | 270000000 | 7493 |  |  | 7493 |  |
| &nbsp;&nbsp; 6-Month <br> NOK <br> NIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 12/18/2030 | NOK | 4000000 | 439 |  |  | 439 |  |
| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 12/18/2030 | EUR | 800000 | 365 |  |  | 365 |  |
| &nbsp;&nbsp; 6-Month <br> NOK <br> NIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 12/18/2030 | NOK | 2000000 | (96)<br>|  |  |  | (96)<br>|
| SONIA | &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| Receives Annually, Pays Annually | JPMorgan | 12/18/2030 | GBP | 200000 | (235)<br>|  |  |  | (235)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** |
| **Fund** <br> **receives**<br>| **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; 6-Month <br> EURIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 12/18/2030 | EUR | 200000 | (477)<br>|  |  |  | (477)<br>|
| &nbsp;&nbsp; 3-Month <br> SEK <br> STIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Quarterly, Pays Annually | JPMorgan | 12/18/2030 | SEK | 3000000 | (1619)<br>|  |  |  | (1619)<br>|
| CORRA | &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 12/18/2030 | CAD | 500000 | (2980)<br>|  |  |  | (2980)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 0.000%<br>| SARON | Receives Annually, Pays Annually | JPMorgan | 12/18/2030 | CHF | 500000 | (3290)<br>|  |  |  | (3290)<br>|
| SOFR | &nbsp;&nbsp; Fixed rate <br> of 3.500%<br>| Receives Annually, Pays Annually | JPMorgan | 12/18/2030 | USD | 4200000 | (41454)<br>|  |  |  | (41454)<br>|
| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 09/19/2035 | EUR | 27200000 | 204086 |  |  | 204086 |  |
| CORRA | &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 09/19/2035 | CAD | 4800000 | 36702 |  |  | 36702 |  |
| &nbsp;&nbsp; 3-Month <br> SEK <br> STIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Quarterly, Pays Annually | JPMorgan | 09/19/2035 | SEK | 4300000 | 4200 |  |  | 4200 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| &nbsp;&nbsp; 6-Month <br> NOK <br> NIBOR<br>| Receives Annually, Pays Semi-Annually | JPMorgan | 09/19/2035 | NOK | 8000000 | 1714 |  |  | 1714 |  |
| SARON | &nbsp;&nbsp; Fixed rate <br> of 0.500%<br>| Receives Annually, Pays Annually | JPMorgan | 09/19/2035 | CHF | 2700000 | 1659 |  |  | 1659 |  |
| CORRA | &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 09/19/2035 | CAD | 100000 | (132)<br>|  |  |  | (132)<br>|
| &nbsp;&nbsp; 3-Month <br> SEK <br> STIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Quarterly, Pays Annually | JPMorgan | 09/19/2035 | SEK | 72000000 | (445)<br>|  |  |  | (445)<br>|
| SARON | &nbsp;&nbsp; Fixed rate <br> of 0.500%<br>| Receives Annually, Pays Annually | JPMorgan | 09/19/2035 | CHF | 8100000 | (42574)<br>|  |  |  | (42574)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| &nbsp;&nbsp; 6-Month <br> NOK <br> NIBOR<br>| Receives Annually, Pays Semi-Annually | JPMorgan | 09/19/2035 | NOK | 118400000 | (96980)<br>|  |  |  | (96980)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| &nbsp;&nbsp; 3-Month <br> NZD Bank <br> Bill<br>| Receives Semi-Annually, Pays Quarterly | JPMorgan | 12/12/2035 | NZD | 12400000 | 51693 |  |  | 51693 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.500%<br>| &nbsp;&nbsp; 6-Month <br> AUD BBSW<br>| Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 12/13/2035 | AUD | 29900000 | 106540 |  |  | 106540 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.500%<br>| &nbsp;&nbsp; 6-Month <br> AUD BBSW<br>| Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 12/13/2035 | AUD | 21200000 | (42744)<br>|  |  |  | (42744)<br>|
| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 12/19/2035 | EUR | 46400000 | 380476 |  |  | 380476 |  |
| SARON | &nbsp;&nbsp; Fixed rate <br> of 0.500%<br>| Receives Annually, Pays Annually | JPMorgan | 12/19/2035 | CHF | 19900000 | 197133 |  |  | 197133 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 12/19/2035 | USD | 32000000 | 189521 |  |  | 189521 |  |
| &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| CORRA | Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 12/19/2035 | CAD | 5400000 | 34449 |  |  | 34449 |  |
| &nbsp;&nbsp; 3-Month <br> SEK <br> STIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Quarterly, Pays Annually | JPMorgan | 12/19/2035 | SEK | 41800000 | 13952 |  |  | 13952 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| &nbsp;&nbsp; 6-Month <br> NOK <br> NIBOR<br>| Receives Annually, Pays Semi-Annually | JPMorgan | 12/19/2035 | NOK | 39200000 | 11388 |  |  | 11388 |  |
| &nbsp;&nbsp; Fixed rate <br> of 1.500%<br>| TONA | Receives Annually, Pays Annually | JPMorgan | 12/19/2035 | JPY | 165700000 | 1543 |  |  | 1543 |  |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** | **Cleared interest rate swap contracts (continued)** |
| **Fund** <br> **receives**<br>| **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; Fixed rate <br> of 4.000%<br>| SONIA | Receives Annually, Pays Annually | JPMorgan | 12/19/2035 | GBP | 1000000 | 488 |  |  | 488 |  |
| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 12/19/2035 | EUR | 100000 | (495)<br>|  |  |  | (495)<br>|
| SARON | &nbsp;&nbsp; Fixed rate <br> of 0.500%<br>| Receives Annually, Pays Annually | JPMorgan | 12/19/2035 | CHF | 200000 | (858)<br>|  |  |  | (858)<br>|
| &nbsp;&nbsp; 3-Month <br> SEK <br> STIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Quarterly, Pays Annually | JPMorgan | 12/19/2035 | SEK | 10200000 | (1875)<br>|  |  |  | (1875)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| &nbsp;&nbsp; 6-Month <br> NOK <br> NIBOR<br>| Receives Annually, Pays Semi-Annually | JPMorgan | 12/19/2035 | NOK | 9700000 | (5666)<br>|  |  |  | (5666)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| SONIA | Receives Annually, Pays Annually | JPMorgan | 12/19/2035 | GBP | 24200000 | (203215)<br>|  |  |  | (203215)<br>|
| &nbsp;&nbsp; 3-Month <br> NZD Bank <br> Bill<br>| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| Receives Quarterly, Pays Semi-Annually | JPMorgan | 03/12/2036 | NZD | 500000 |  |  |  |  |  |
| &nbsp;&nbsp; Fixed rate <br> of 5.000%<br>| &nbsp;&nbsp; 6-Month <br> AUD BBSW<br>| Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 03/13/2036 | AUD | 9600000 | 383 |  |  | 383 |  |
| &nbsp;&nbsp; Fixed rate <br> of 5.000%<br>| &nbsp;&nbsp; 6-Month <br> AUD BBSW<br>| Receives Semi-Annually, Pays Semi-Annually | JPMorgan | 03/13/2036 | AUD | 4600000 | (383)<br>|  |  |  | (383)<br>|
| TONA | &nbsp;&nbsp; Fixed rate <br> of 1.500%<br>| Receives Annually, Pays Annually | JPMorgan | 03/19/2036 | JPY | 323400000 | 407 |  |  | 407 |  |
| TONA | &nbsp;&nbsp; Fixed rate <br> of 1.500%<br>| Receives Annually, Pays Annually | JPMorgan | 03/19/2036 | JPY | 224700000 | (407)<br>|  |  |  | (407)<br>|
| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| &nbsp;&nbsp; Fixed rate <br> of 2.500%<br>| Receives Semi-Annually, Pays Annually | JPMorgan | 12/15/2055 | EUR | 2700000 | 86504 |  |  | 86504 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 12/15/2055 | USD | 1400000 | 5863 |  |  | 5863 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.500%<br>| SONIA | Receives Annually, Pays Annually | JPMorgan | 12/15/2055 | GBP | 200000 | 407 |  |  | 407 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.000%<br>| SOFR | Receives Annually, Pays Annually | JPMorgan | 12/15/2055 | USD | 1100000 | (2254)<br>|  |  |  | (2254)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 3.000%<br>| &nbsp;&nbsp; 6-Month <br> EURIBOR<br>| Receives Annually, Pays Semi-Annually | JPMorgan | 12/15/2055 | EUR | 200000 | (3495)<br>|  |  |  | (3495)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 4.500%<br>| SONIA | Receives Annually, Pays Annually | JPMorgan | 12/15/2055 | GBP | 1400000 | (28066)<br>|  |  |  | (28066)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 3.940%<br>| &nbsp;&nbsp; 3-Month <br> NZD Bank <br> Bill<br>| Receives Semi-Annually, Pays Quarterly | &nbsp;&nbsp; Morgan <br> Stanley<br>| 05/05/2035 | NZD | 39700000 | 410580 |  |  | 410580 |  |
| &nbsp;&nbsp; Fixed rate <br> of 4.008%<br>| &nbsp;&nbsp; 3-Month <br> NZD Bank <br> Bill<br>| Receives Semi-Annually, Pays Quarterly | &nbsp;&nbsp; Morgan <br> Stanley<br>| 07/03/2035 | NZD | 18500000 | 141483 |  |  | 141483 |  |
| &nbsp;&nbsp; Fixed rate <br> of 2.475%<br>| &nbsp;&nbsp; 3-Month <br> SEK <br> STIBOR<br>| Receives Annually, Pays Quarterly | &nbsp;&nbsp; Morgan <br> Stanley<br>| 07/03/2035 | SEK | 94000000 | (156390)<br>|  |  |  | (156390)<br>|
| &nbsp;&nbsp; Fixed rate <br> of 2.718%<br>| &nbsp;&nbsp; 3-Month <br> SEK <br> STIBOR<br>| Receives Annually, Pays Quarterly | &nbsp;&nbsp; Morgan <br> Stanley<br>| 08/05/2035 | SEK | 36000000 | 18151 |  |  | 18151 |  |
| Total |  |  |  |  |  |  | (246848)<br>|  |  | 2489331 | (2736179)<br>|

---

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

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** | **Credit default swap contracts - sell protection** |
| **Reference** <br>**entity**<br>| **Counterparty** | **Maturity** <br>**date**<br>| **Receive** <br>**fixed** <br>**rate** <br>**(%)**<br>| **Payment** <br>**frequency**<br>| **Implied** <br>**credit** <br>**spread** <br>**(%)\***<br>| **Notional** <br>**currency**<br>| **Notional** <br>**amount** <br>| **Value** <br>**($)**<br>| **Periodic** <br>**payments** <br>**receivable** <br>**(payable)** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; CMBX North America <br> Index, Series 16 <br> BBB-<br>| &nbsp;&nbsp; Goldman Sachs <br> International<br>| 04/17/2065 | 3.000 | Monthly | 6.803 | USD | 1000000 | (160242)<br>| 417 |  | (128071)<br>|  | (31754)<br>|
| &nbsp;&nbsp; CMBX North America <br> Index, Series 17 <br> BBB-<br>| &nbsp;&nbsp; Goldman Sachs <br> International<br>| 12/15/2056 | 3.000 | Monthly | 5.661 | USD | 3000000 | (379301)<br>| 1250 |  | (450048)<br>| 71997 |  |
| &nbsp;&nbsp; CMBX North America <br> Index, Series 17 <br> BBB-<br>| &nbsp;&nbsp; Goldman Sachs <br> International<br>| 12/15/2056 | 3.000 | Monthly | 5.661 | USD | 500000 | (63217)<br>| 208 |  | (88922)<br>| 25913 |  |
| &nbsp;&nbsp; CMBX North America <br> Index, Series 17 <br> BBB-<br>| &nbsp;&nbsp; Goldman Sachs <br> International<br>| 12/15/2056 | 3.000 | Monthly | 5.661 | USD | 500000 | (63217)<br>| 208 |  | (84059)<br>| 21050 |  |
| &nbsp;&nbsp; CMBX North America <br> Index, Series 10 <br> BBB-<br>| Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 23.204 | USD | 1200000 | (228211)<br>| 500 |  | (255088)<br>| 27377 |  |
| &nbsp;&nbsp; CMBX North America <br> Index, Series 10 <br> BBB-<br>| Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 23.204 | USD | 500000 | (95088)<br>| 208 |  | (90711)<br>|  | (4169)<br>|
| &nbsp;&nbsp; CMBX North America <br> Index, Series 10 <br> BBB-<br>| Morgan Stanley | 11/17/2059 | 3.000 | Monthly | 23.204 | USD | 2000000 | (380352)<br>| 833 |  | (288988)<br>|  | (90531)<br>|
| Total |  |  |  |  |  |  |  | (1369628)<br>| 3624 |  | (1385887)<br>| 146337 | (126454)<br>|

---

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

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return 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>**($)**<br>| **Periodic** <br>**payments** <br>**receivable** <br>**(payable)** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; Increase in total <br> return of TAIEX <br> Index <br> September <br> Futures<br>| &nbsp;&nbsp; Decrease in total <br> return of TAIEX <br> Index <br> September <br> Futures<br>| At Termination | Goldman Sachs | 09/17/2025 | TWD | 116486400 | (15651)<br>|  |  |  |  | (15651)<br>|
| &nbsp;&nbsp; Decrease in total <br> return of WIG <br> 20 Index <br> September <br> Futures<br>| &nbsp;&nbsp; Increase in total <br> return of WIG <br> 20 Index <br> September <br> Futures<br>| At Termination | Goldman Sachs | 09/19/2025 | PLN | 3202260 | 48853 |  |  |  | 48853 |  |
| &nbsp;&nbsp; Total return on <br> MSCI Brazil Net <br> Return BRL <br> Index<br>| &nbsp;&nbsp; Overnight BRL <br> CDI plus <br> 0.450%<br>| Monthly | JPMorgan | 09/17/2025 | BRL | 54752090 | 524916 | (9573)<br>|  |  | 515343 |  |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<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; Total return on <br> MSCI Brazil Net <br> Return BRL <br> Index<br>| &nbsp;&nbsp; Overnight BRL <br> CDI plus <br> 0.300%<br>| Monthly | JPMorgan | 09/17/2025 | BRL | 4578800 | 43898 | (770)<br>|  |  | 43128 |  |
| SARON | &nbsp;&nbsp; Total return on <br> MSCI <br> Switzerland Net <br> Return CHF <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | CHF | 4327302 | 39828 | (53)<br>|  |  | 39775 |  |
| &nbsp;&nbsp; ESTR minus <br> 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI <br> Netherlands <br> Net Return EUR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 2311153 | 33084 | 1166 |  |  | 34250 |  |
| &nbsp;&nbsp; ESTR minus <br> 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI <br> Netherlands <br> Net Return EUR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 2022144 | 28946 | 1179 |  |  | 30125 |  |
| &nbsp;&nbsp; ESTR minus <br> 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI <br> Netherlands <br> Net Return EUR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 1275421 | 18257 | 644 |  |  | 18901 |  |
| SARON | &nbsp;&nbsp; Total return on <br> MSCI <br> Switzerland Net <br> Return CHF <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | CHF | 984028 | 9057 | (12)<br>|  |  | 9045 |  |
| &nbsp;&nbsp; ESTR minus <br> 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI <br> Netherlands <br> Net Return EUR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 525472 | 7522 | 265 |  |  | 7787 |  |
| &nbsp;&nbsp; ESTR minus <br> 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI <br> Netherlands <br> Net Return EUR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 499659 | 7153 | 252 |  |  | 7405 |  |
| &nbsp;&nbsp; ESTR minus <br> 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI <br> Netherlands <br> Net Return EUR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 458635 | 6566 | 231 |  |  | 6797 |  |
| SARON | &nbsp;&nbsp; Total return on <br> MSCI <br> Switzerland Net <br> Return CHF <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | CHF | 479915 | 4417 | (6)<br>|  |  | 4411 |  |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<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; ESTR minus <br> 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI <br> Netherlands <br> Net Return EUR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 279330 | 3998 | 141 |  |  | 4139 |  |
| &nbsp;&nbsp; ESTR minus <br> 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI <br> Netherlands <br> Net Return EUR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 262736 | 3761 | 133 |  |  | 3894 |  |
| SARON | &nbsp;&nbsp; Total return on <br> MSCI <br> Switzerland Net <br> Return CHF <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | CHF | 177448 | 1633 | (2)<br>|  |  | 1631 |  |
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 4469439 | 1419 |  |  |  | 1419 |  |
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 4313454 | 263 |  |  |  | 263 |  |
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 2443769 | 97 | 142 |  |  | 239 |  |
| SARON | &nbsp;&nbsp; Total return on <br> MSCI <br> Switzerland Net <br> Return CHF <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | CHF | 12099 | 111 |  |  |  | 111 |  |
| &nbsp;&nbsp; TONA minus <br> 0.100%<br>| &nbsp;&nbsp; Total return on <br> MSCI Japan <br> Net Return JPY <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | JPY | 1095972 | 74 | 1 |  |  | 75 |  |
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 288276 | (90)<br>| 29 |  |  |  | (61)<br>|
| &nbsp;&nbsp; 1-Month AUD <br> BBSW plus <br> 0.100%<br>| &nbsp;&nbsp; Total return on <br> MSCI Australia <br> Net Return AUD <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | AUD | 262663 | (558)<br>| 155 |  |  |  | (403)<br>|
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 2291197 | (715)<br>| 232 |  |  |  | (483)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<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; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 2384287 | (743)<br>| 241 |  |  |  | (502)<br>|
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 2864748 | (894)<br>| 290 |  |  |  | (604)<br>|
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 3460819 | (1079)<br>| 350 |  |  |  | (729)<br>|
| &nbsp;&nbsp; 1-Month ZAR <br> JIBAR minus <br> 0.350%<br>| &nbsp;&nbsp; Total return on <br> MSCI South <br> Africa Net <br> Return ZAR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | ZAR | 2374192 | (1010)<br>| 230 |  |  |  | (780)<br>|
| &nbsp;&nbsp; 1-Month ZAR <br> JIBAR minus <br> 0.350%<br>| &nbsp;&nbsp; Total return on <br> MSCI South <br> Africa Net <br> Return ZAR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | ZAR | 2727909 | (1160)<br>| 264 |  |  |  | (896)<br>|
| &nbsp;&nbsp; 1-Month ZAR <br> JIBAR minus <br> 0.350%<br>| &nbsp;&nbsp; Total return on <br> MSCI South <br> Africa Net <br> Return ZAR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | ZAR | 3262058 | (1387)<br>| 316 |  |  |  | (1071)<br>|
| &nbsp;&nbsp; 1-Month ZAR <br> JIBAR minus <br> 0.350%<br>| &nbsp;&nbsp; Total return on <br> MSCI South <br> Africa Net <br> Return ZAR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | ZAR | 3331729 | (1417)<br>| 323 |  |  |  | (1094)<br>|
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 5972728 | (1863)<br>| 604 |  |  |  | (1259)<br>|
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 5993748 | (1869)<br>| 606 |  |  |  | (1263)<br>|
| &nbsp;&nbsp; Total return on <br> MSCI Italy Net <br> Return EUR <br> Index<br>| &nbsp;&nbsp; ESTR plus <br> 0.270%<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 486734 | (1309)<br>|  |  |  |  | (1309)<br>|
| &nbsp;&nbsp; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 6438175 | (2008)<br>| 651 |  |  |  | (1357)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<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; 28-Day MXN <br> TIIE-Banxico <br> minus 0.200%<br>| &nbsp;&nbsp; Total return on <br> MSCI Mexico <br> Net Return <br> MXN Index<br>| Monthly | JPMorgan | 09/17/2025 | MXN | 6454691 | (2013)<br>| 653 |  |  |  | (1360)<br>|
| &nbsp;&nbsp; SORA plus <br> 0.050%<br>| &nbsp;&nbsp; Total return on <br> MSCI Singapore <br> Net Return SGD <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | SGD | 136864 | (1664)<br>| 34 |  |  |  | (1630)<br>|
| &nbsp;&nbsp; Total return on <br> MSCI Sweden <br> Net Return SEK <br> Index<br>| &nbsp;&nbsp; 1-Month SEK <br> STIBOR plus <br> 0.450%<br>| Monthly | JPMorgan | 09/17/2025 | SEK | 1310239 | (2054)<br>| (88)<br>|  |  |  | (2142)<br>|
| &nbsp;&nbsp; 1-Month ZAR <br> JIBAR minus <br> 0.350%<br>| &nbsp;&nbsp; Total return on <br> MSCI South <br> Africa Net <br> Return ZAR <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | ZAR | 7731756 | (3287)<br>| 748 |  |  |  | (2539)<br>|
| &nbsp;&nbsp; SORA plus <br> 0.050%<br>| &nbsp;&nbsp; Total return on <br> MSCI Singapore <br> Net Return SGD <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | SGD | 237231 | (2884)<br>| 59 |  |  |  | (2825)<br>|
| &nbsp;&nbsp; SORA plus <br> 0.050%<br>| &nbsp;&nbsp; Total return on <br> MSCI Singapore <br> Net Return SGD <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | SGD | 392343 | (4769)<br>| 98 |  |  |  | (4671)<br>|
| &nbsp;&nbsp; Total return on <br> MSCI Sweden <br> Net Return SEK <br> Index<br>| &nbsp;&nbsp; 1-Month SEK <br> STIBOR plus <br> 0.450%<br>| Monthly | JPMorgan | 09/17/2025 | SEK | 3348388 | (5250)<br>| (225)<br>|  |  |  | (5475)<br>|
| &nbsp;&nbsp; SORA plus <br> 0.050%<br>| &nbsp;&nbsp; Total return on <br> MSCI Singapore <br> Net Return SGD <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | SGD | 474461 | (5768)<br>| 119 |  |  |  | (5649)<br>|
| &nbsp;&nbsp; Total return on <br> MSCI Sweden <br> Net Return SEK <br> Index<br>| &nbsp;&nbsp; 1-Month SEK <br> STIBOR plus <br> 0.450%<br>| Monthly | JPMorgan | 09/17/2025 | SEK | 3785135 | (5935)<br>| (254)<br>|  |  |  | (6189)<br>|
| &nbsp;&nbsp; SORA plus <br> 0.050%<br>| &nbsp;&nbsp; Total return on <br> MSCI Singapore <br> Net Return SGD <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | SGD | 529207 | (6433)<br>| 132 |  |  |  | (6301)<br>|
| &nbsp;&nbsp; Total return on <br> MSCI Spain Net <br> Return EUR <br> Index<br>| &nbsp;&nbsp; ESTR plus <br> 0.340%<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 243594 | (6554)<br>| (161)<br>|  |  |  | (6715)<br>|
| &nbsp;&nbsp; Total return on <br> MSCI Spain Net <br> Return EUR <br> Index<br>| &nbsp;&nbsp; ESTR plus <br> 0.340%<br>| Monthly | JPMorgan | 09/17/2025 | EUR | 246826 | (6641)<br>| (163)<br>|  |  |  | (6804)<br>|

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<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; SORA plus <br> 0.050%<br>| &nbsp;&nbsp; Total return on <br> MSCI Singapore <br> Net Return SGD <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | SGD | 997701 | (9630)<br>| 125 |  |  |  | (9505)<br>|
| &nbsp;&nbsp; Total return on <br> MSCI Sweden <br> Net Return SEK <br> Index<br>| &nbsp;&nbsp; 1-Month SEK <br> STIBOR plus <br> 0.450%<br>| Monthly | JPMorgan | 09/17/2025 | SEK | 6987941 | (10956)<br>| (469)<br>|  |  |  | (11425)<br>|
| &nbsp;&nbsp; Total return on <br> MSCI Sweden <br> Net Return SEK <br> Index<br>| &nbsp;&nbsp; 1-Month SEK <br> STIBOR plus <br> 0.450%<br>| Monthly | JPMorgan | 09/17/2025 | SEK | 8298180 | (13010)<br>| (557)<br>|  |  |  | (13567)<br>|
| CORRA | &nbsp;&nbsp; Total return on <br> MSCI Canada <br> Net Return CAD <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | CAD | 924689 | (16821)<br>| 458 |  |  |  | (16363)<br>|
| &nbsp;&nbsp; SORA plus <br> 0.050%<br>| &nbsp;&nbsp; Total return on <br> MSCI Singapore <br> Net Return SGD <br> Index<br>| Monthly | JPMorgan | 09/17/2025 | SGD | 5529296 | (67217)<br>| 1383 |  |  |  | (65834)<br>|
| &nbsp;&nbsp; Increase in total <br> return of KOSPI <br> 200 Index <br> September <br> Futures<br>| &nbsp;&nbsp; Decrease in total <br> return of KOSPI <br> 200 Index <br> September <br> Futures<br>| At Termination | Morgan Stanley | 09/11/2025 | KRW | 18192850000 | 110802 |  |  |  | 110802 |  |
| &nbsp;&nbsp; Decrease in total <br> return of Swiss <br> Market Index <br> September <br> Futures<br>| &nbsp;&nbsp; Increase in total <br> return of Swiss <br> Market Index <br> September <br> Futures<br>| At Termination | Morgan Stanley | 09/19/2025 | CHF | 4514370 | 28691 |  |  |  | 28691 |  |
| &nbsp;&nbsp; Increase in total <br> return of <br> Ibovespa Index <br> October <br> Futures<br>| &nbsp;&nbsp; Decrease in total <br> return of <br> Ibovespa Index <br> October <br> Futures<br>| At Termination | Morgan Stanley | 10/15/2025 | BRL | 45323145 | 222225 |  |  |  | 222225 |  |
| Total |  |  |  |  |  |  | 942932 | (79)<br>|  |  | 1139309 | (196456)<br>|

---

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

---

| | | |
|:---|:---|:---|
| **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** |
| 3-Month NZD Bank Bill | Bank Bill Rate | 3.005% |
| 3-Month SEK STIBOR | Stockholm Interbank Offered Rate | 2.087% |
| 6-Month AUD BBSW | Bank Bill Swap Rate | 3.660% |
| 6-Month EURIBOR | Euro Interbank Offered Rate | 2.074% |
| 6-Month NOK NIBOR | Norwegian Interbank Offered Rate | 4.300% |
| ESTR | Euro Short Term Rate | 1.925% |
| CORRA | Canadian Overnight Repo Rate Average | 2.760% |
| Overnight BRL CDI | Interbank Certificate of Deposit | 14.900% |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Reference index and values for swap contracts as of period end (continued)** | **Reference index and values for swap contracts as of period end (continued)** | **Reference index and values for swap contracts as of period end (continued)** |
| **Reference index**  |  | **Reference rate** |
| SARON | Swiss Average Rate Overnight | (0.039)% |
| SOFR | Secured Overnight Financing Rate | 4.340% |
| SONIA | Sterling Overnight Index Average | 3.968% |
| SORA | Singapore Overnight Rate Average | 0.973% |
| TONA | Tokyo Overnight Average Rate | 0.478% |
| 1-Month AUD BBSW | Bank Bill Swap Rate | 3.548% |
| 1-Month ZAR JIBAR | Johannesburg Interbank Average Rate | 6.925% |
| 1-Month SEK STIBOR | Stockholm Interbank Offered Rate | 2.094% |
| 28-Day MXN TIIE-Banxico | Interbank Equilibrium Interest Rate | 8.043% |
| 3-Month AUD BBSW | Bank Bill Swap Rate | 3.573% |

---

**Notes to Consolidated 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 August 31, 2025, the total value of these securities amounted to $78,942,919, which represents 15.41% of total net assets.

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

&nbsp;&nbsp;&nbsp;&nbsp;(c) Security represents a pool of loans that generate cash payments generally over fixed
 periods of time. Such securities entitle the security holders to receive distributions (i.e. principal and interest, net of fees and expenses) that are tied to the payments
 made by the borrower on the underlying loans. Due to the structure of the security the cash payments received are not known until the time of payment. The interest rate
 shown is the stated coupon rate as of August 31, 2025 and is not reflective of the cash flow payments.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents fair value as determined in good faith under procedures approved by the
 Board of Trustees. At August 31, 2025, the total value of these securities amounted to $1,325,383, which represents 0.26% of total net assets.

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(g) 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 August 31, 2025.

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(k) Represents a variable rate security with a step coupon where the rate adjusts according
 to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the
 current rate as of August 31, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(l) This security or a portion of this security has been pledged as collateral in connection
 with derivative contracts.

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

&nbsp;&nbsp;&nbsp;&nbsp;(n) 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 August 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, 4.463% | Columbia Short-Term Cash Fund, 4.463% | Columbia Short-Term Cash Fund, 4.463% | Columbia Short-Term Cash Fund, 4.463% | Columbia Short-Term Cash Fund, 4.463% | Columbia Short-Term Cash Fund, 4.463% | Columbia Short-Term Cash Fund, 4.463% | Columbia Short-Term Cash Fund, 4.463% | Columbia Short-Term Cash Fund, 4.463% |
|  | 243165326 | &nbsp;&nbsp; 97186153 | &nbsp;&nbsp; (82791386)<br>| &nbsp;&nbsp; 3680 | &nbsp;&nbsp; 257563773 | &nbsp;&nbsp; (3321)<br>| &nbsp;&nbsp; 2693754 | &nbsp;&nbsp; 257641065 |

---

**Abbreviation Legend** 

---

| | |
|:---|:---|
| BBSW | Bank Bill Swap Rate |
| CDI | CHESS Depository Interest |
| CMO | Collateralized Mortgage Obligation |
| SOFR | Secured Overnight Financing Rate |
| STIBOR | Stockholm Interbank Offered Rate |

---

Columbia Multi Strategy Alternatives Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Columbia Multi Strategy Alternatives Fund, August 31, 2025 (Unaudited)

**Abbreviation Legend (continued)**

TBA To Be Announced

**Currency Legend** 

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canada Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Yuan Offshore Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian New Sol |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | New Taiwan Dollar |
| USD | US Dollar |
| ZAR | South African Rand |

---

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

Columbia Multi Strategy Alternatives Fund \| 2025

------

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

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

1QT259_05_R01_(10/25)

------

## 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 Multi Strategy Alternatives Fund

- **b. EDGAR series identifier (if any):** S000048058

- **c. LEI of Series:** 549300OOVBIZEI3EBX59

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $706117735.53

**Total Liabilities:** $194066081.31

**Net Assets:** $512051654.22

**Amount of Assets Invested in Other Investment Companies:** $58104004.92

**Delayed Delivery Securities:** $157245626.44

**Cash Not Reported:** $4107444.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 177178.817800000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 369.178600000000 | **30-Year:** 26425.377400000000

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

- **3-Month:** -17898.426000000000 | **1-Year:** 43442.853100000000 | **5-Year:** -981.207600000001 | **10-Year:** 55450.688900000000 | **30-Year:** 79210.740599999900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151801 | 0.67%                | 1.16%                | 1.91%                |
| Class ID C000151802 | 0.59%                | 1.10%                | 1.86%                |
| Class ID C000151809 | 0.70%                | 1.18%                | 1.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1191763.48             | $3919549.60                                |
| Month 2  | $-1119276.13             | $-3288773.48                               |
| Month 3  | $4257637.44              | $3654130.70                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FANNIE MAE FNMA_19-5                                             | FNMA_19-5                          | CUSIP: 3136B3L40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1128467 | PA      | $125859.43    | 0.02%             | 2049-03-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-22                                            | FNMA_20-22                         | CUSIP: 3136B9HD2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2520402 | PA      | $352232.71    | 0.07%             | 2050-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-38                                            | FNMA_20-38                         | CUSIP: 3136BACZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2585847 | PA      | $224805.25    | 0.04%             | 2050-06-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-34                 | FNMA_20-34                         | CUSIP: 3136BAHY3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2544169 | PA      | $348783.64    | 0.07%             | 2050-06-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-54                                            | FNMA_20-54                         | CUSIP: 3136BBGH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1658155 | PA      | $215649.01    | 0.04%             | 2050-08-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-90                 | FNMA_22-90                         | CUSIP: 3136BPRP8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2827272 | PA      | $349328.66    | 0.07%             | 2050-07-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-16                 | FNMA_25-16                         | CUSIP: 3136BU5N6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       696522 | PA      | $708593.77    | 0.14%             | 2055-01-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12                 | FNMA_25-12                         | CUSIP: 3136BVHZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1117298 | PA      | $1146499.84   | 0.22%             | 2055-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4606                                           | FHLMC_4606                         | CUSIP: 3137BR5P6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2766462 | PA      | $300213.16    | 0.06%             | 2044-12-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987                | FHLMC_4987                         | CUSIP: 3137FTRP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1100943 | PA      | $169786.27    | 0.03%             | 2050-06-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4979                                           | FHLMC_4979                         | CUSIP: 3137FTYA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1434723 | PA      | $188234.40    | 0.04%             | 2050-06-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4993                                           | FHLMC_4993                         | CUSIP: 3137FU6V1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1659825 | PA      | $261358.39    | 0.05%             | 2050-07-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STARC_19-CS02                                                    | STARC_19-CS02                      | CUSIP: 3137G0VZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $148647.18    | 0.03%             | 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        |       150000 | PA      | $144602.75    | 0.03%             | 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        |     14739082 | PA      | $100088.68    | 0.02%             | 2029-02-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS | STACR_19-CS03                      | CUSIP: 3137G0WF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       413162 | PA      | $385411.21    | 0.08%             | 2032-10-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS | STACR_19-CS03                      | CUSIP: 3137G0WG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36233007 | PA      | $277124.53    | 0.05%             | 2029-10-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $820905.20    | 0.16%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| STARC_20-CS01                                                    | STARC_20-CS01                      | CUSIP: 3137G0WN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115177013 | PA      | $279223.63    | 0.05%             | 2030-04-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115177013 | PA      | $436290.52    | 0.09%             | 2030-04-25      | Fixed         | 0.12%                 | 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        |       350000 | PA      | $294960.96    | 0.06%             | 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        |     26911091 | PA      | $97964.44     | 0.02%             | 2030-06-25      | Fixed         | 0.12%                 | 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        |     26911091 | PA      | $76667.01     | 0.01%             | 2030-05-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA6                                      | STACR_20-DNA6                      | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1142921.10   | 0.22%             | 2050-12-25      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| GCAT_19-NQM3                                                     | GCAT_19-NQM3                       | CUSIP: 36167VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       600000 | PA      | $552298.92    | 0.11%             | 2059-11-25      | Variable      | 3.45%                 | 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        |       241820 | PA      | $242327.45    | 0.05%             | 2055-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_10-9                          | CUSIP: 38375AN91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1277878 | PA      | $155618.39    | 0.03%             | 2040-01-16      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19              | GNMA_20-19                         | CUSIP: 38380N3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1566782 | PA      | $71370.54     | 0.01%             | 2061-12-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102             | GNMA_19-102                        | CUSIP: 38380NKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1281671 | PA      | $61742.06     | 0.01%             | 2060-03-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-131             | GNMA_19-131                        | CUSIP: 38380NPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2572685 | PA      | $146397.60    | 0.03%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21              | GNMA_19-21                         | CUSIP: 38381B6Y5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1912944 | PA      | $240576.56    | 0.05%             | 2046-10-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_23-RTL3                               | LHOME_23-RTL3                      | CUSIP: 50205TAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       600000 | PA      | $602978.04    | 0.12%             | 2028-08-25      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL5                               | LHOME_24-RTL5                      | CUSIP: 50205WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $299826.84    | 0.06%             | 2039-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_25-RTL3                               | LHOME_25-RTL3                      | CUSIP: 50205YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $200750.00    | 0.04%             | 2040-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                          | LMAT_21-GS1                        | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       310541 | PA      | $310597.62    | 0.06%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| LENDING CLUB RECEIVABLES TRUST LCRT_20-2                         | LCRT_20-2                          | CUSIP: 52605L103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        85000 | PA      | $4250.00      | 0.00%             | 2046-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-1                | LDPT_21-1                          | CUSIP: 52607DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        42926 | PA      | $42882.73     | 0.01%             | 2027-04-15      | Fixed         | 7.23%                 | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_21-1A                                 | MFT_21-1A                          | CUSIP: 57110NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        11929 | PA      | $11859.80     | 0.00%             | 2031-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1                   | MELLO_24-SD1                       | CUSIP: 58550DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $458279.65    | 0.09%             | 2054-04-25      | Variable      | 4.00%                 | 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        |       500000 | PA      | $501558.40    | 0.10%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_24-RR1                              | NYMT_24-RR1                        | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       908239 | PA      | $915219.13    | 0.18%             | 2064-05-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ENVA_23-A                                                        | ENVA_23-A                          | CUSIP: 64110XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       119302 | PA      | $119602.83    | 0.02%             | 2027-12-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3                 | NRZT_19-RPL3                       | CUSIP: 64830NAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $551834.40    | 0.11%             | 2059-07-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2                 | NRZT_22-NQM2                       | CUSIP: 64831MAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2570000 | PA      | $2072174.30   | 0.40%             | 2062-03-27      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2                 | NRZT_22-NQM2                       | CUSIP: 64831MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $143305.34    | 0.03%             | 2062-03-27      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC TRUST OBX_21-NQM2                       | OBX_21-NQM2                        | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       402911 | PA      | $333323.43    | 0.07%             | 2061-05-25      | Variable      | 1.10%                 | 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        |       341546 | PA      | $343338.66    | 0.07%             | 2032-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_25-R2                          | PAID_25-R2                         | CUSIP: 69544VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1500753.90   | 0.29%             | 2032-10-15      | Fixed         | 4.87%                 | 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        |       488928 | PA      | $494733.35    | 0.10%             | 2031-12-15      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-2                         | PAID_21-2                          | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        13474 | PA      | $13399.81     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NZD 3.500000 15-SEP-2027 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     86000000 | OU      | $626697.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: AUD 4.500000 13-SEP-2035 AUD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     13900000 | OU      | $253736.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 1.000000 15-SEP-2027 FTO | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   2460000000 | OU      | $41196.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 1.500000 19-SEP-2035 FTO | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    541800000 | OU      | $-26656.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 0.500000 19-SEP-2035 SAR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      2700000 | OU      | $-1766.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 0.500000 19-SEP-2035 SAR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      8100000 | OU      | $-5300.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 0.000000 15-SEP-2027 SAR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     64900000 | OU      | $128266.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 0.000000 15-SEP-2027 SAR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     20300000 | OU      | $40120.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.000000 19-SEP-2035 CAD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      4800000 | OU      | $20739.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.000000 19-SEP-2035 CAD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       100000 | OU      | $432.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NOK 4.000000 15-SEP-2027 6M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    974200000 | OU      | $-91341.03    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: SEK 2.500000 19-SEP-2035 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      4300000 | OU      | $7051.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: SEK 2.500000 19-SEP-2035 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     72000000 | OU      | $118079.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NOK 4.000000 19-SEP-2035 6M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      8000000 | OU      | $2729.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NOK 4.000000 19-SEP-2035 6M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    118400000 | OU      | $40394.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |     10000000 | OU      | $1.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.500000 15-SEP-2027 SOF | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      5300000 | OU      | $-13416.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |      5000000 | OU      | $55613.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: EUR 2.500000 19-SEP-2035 EUR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     27200000 | OU      | $471212.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |      7000000 | OU      | $13091.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NZD 4.000000 12-SEP-2035 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       500000 | OU      | $-2983.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |     -3000000 | OU      | $-379301.10   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |      7000000 | OU      | $11844.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHILEAN PESO                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CL        |   2688438381 | OU      | $-7675.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHINESE OFFSHORE YUAN (HONG KONG)  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CN        |    159650527 | OU      | $95727.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHINESE OFFSHORE YUAN (HONG KONG)  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CN        |     62497810 | OU      | $51414.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COLOMBIAN PESO                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CO        |  33919115501 | OU      | $302662.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COLOMBIAN PESO                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CO        |   6172910169 | OU      | $6241.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COLOMBIAN PESO                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CO        |   1836150049 | OU      | $-729.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CZECH KORUNA                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CZ        |    159294000 | OU      | $177919.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CZECH KORUNA                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CZ        |     11953125 | OU      | $4519.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     30872510 | OU      | $427657.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      5963064 | OU      | $-59823.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      4170606 | OU      | $27014.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRITISH POUND                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |      8552001 | OU      | $36553.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CZ        |   -151379125 | OU      | $-226994.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CZ        |    -12981500 | OU      | $-4814.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |     -5385456 | OU      | $54968.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NO        |     -2000001 | OU      | $275.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NO        |    -95999146 | OU      | $-68519.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |    -14452888 | OU      | $113516.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRITISH POUND                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |      8334961 | OU      | $-112163.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SOUTH AFRICA COMM. RD              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ZA        |    228501418 | OU      | $233726.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |     -2138000 | OU      | $-10178.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |     -2213608 | OU      | $-7440.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PE        |      -181585 | OU      | $189.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | HUNGARIAN FURINT                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | HU        |   3004843083 | OU      | $419146.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SOUTH AFRICA COMM. RD              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ZA        |      5500000 | OU      | $-411.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SOUTH AFRICA COMM. RD              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ZA        |     59541344 | OU      | $6393.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | HUNGARIAN FURINT                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | HU        |    660546540 | OU      | $9424.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | INDONESIAN RUPIA                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ID        |  37607464867 | OU      | $-15300.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | INDONESIAN RUPIA                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ID        |    500000000 | OU      | $-151.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | ISRAELI SHEKEL                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IL        |     20691041 | OU      | $183564.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | ISRAELI SHEKEL                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IL        |      8364334 | OU      | $-3107.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | ISRAELI SHEKEL                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IL        |       544936 | OU      | $872.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | ISRAELI SHEKEL                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IL        |      1101438 | OU      | $-642.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | INDIAN RUPEE                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IN        |   1133914877 | OU      | $-277269.11   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | INDIAN RUPEE                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IN        |    326957442 | OU      | $-28353.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | JP        |    644999997 | OU      | $22147.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | JP        |   4039100864 | OU      | $-646124.02   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | JP        |   1689793888 | OU      | $36185.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | KOREAN WON                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | KW        |   2350000000 | OU      | $9395.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | KOREAN WON                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | KW        |  16300000002 | OU      | $-168083.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | KOREAN WON                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | KW        |    300000000 | OU      | $-120.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | MEXICAN PESO                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | MX        |    238089863 | OU      | $200219.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      3204444 | OU      | $84112.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      2377763 | OU      | $60530.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      9719107 | OU      | $144979.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      3024823 | OU      | $-33409.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NO        |    -74609000 | OU      | $-65185.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     11370924 | OU      | $-120115.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |    -38414000 | OU      | $136715.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     11388506 | OU      | $321343.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      8332171 | OU      | $-19847.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     13251296 | OU      | $-247117.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SE        |   -219879000 | OU      | $-223495.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SE        |   -245858000 | OU      | $-418598.65   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      4127614 | OU      | $-49591.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | AUSTRALIA DOLLAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |     24050000 | OU      | $37750.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | AUSTRALIA DOLLAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |       300000 | OU      | $-96.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | BRAZIL REAL                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | BR        |     37390000 | OU      | $257918.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CANADIAN DOLLAR                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |     27100000 | OU      | $98690.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OMXS30 INDEX SEP 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |         -274 | NC      | $-38566.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COCOA FUTURE (LIFFE) DEC 25        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |            7 | NC      | $-6591.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GAS OIL JAN 26                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           20 | NC      | $38020.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GAS OIL MAR 26                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           20 | NC      | $16691.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GAS OIL MAR 26                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           20 | NC      | $-4221.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GAS OIL MAY 26                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           20 | NC      | $13163.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | GAS OIL OCT 25                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |           26 | NC      | $32647.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | BRITISH POUND                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | GB        |      8552001 | OU      | $36528.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | BRITISH POUND                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | GB        |      8334954 | OU      | $-112186.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | BRITISH POUND                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | GB        |      4859000 | OU      | $42627.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | HUNGARIAN FURINT                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | HU        |   3004843082 | OU      | $419118.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | HUNGARIAN FURINT                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | HU        |    660546540 | OU      | $9420.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | INDONESIAN RUPIA                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ID        |  37607464867 | OU      | $-15252.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | INDONESIAN RUPIA                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ID        |    500000000 | OU      | $-151.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | ISRAELI SHEKEL                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IL        |     20691041 | OU      | $183547.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | ISRAELI SHEKEL                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IL        |      8364334 | OU      | $-3112.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ZA        |      -500000 | OU      | $99.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COFFEE MAY 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           16 | NC      | $430303.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | ISRAELI SHEKEL                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IL        |       544938 | OU      | $872.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | ISRAELI SHEKEL                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IL        |      1101438 | OU      | $-643.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | INDIAN RUPEE                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IN        |   1133914889 | OU      | $-276721.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | INDIAN RUPEE                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IN        |    326957437 | OU      | $-28380.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CHILEAN PESO                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CL        |    500000000 | OU      | $2124.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | JP        |    645000003 | OU      | $22138.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | JP        |   4039100868 | OU      | $-646213.12   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CHILEAN PESO                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CL        |   7050996321 | OU      | $-171514.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CHILEAN PESO                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CL        |   2688438381 | OU      | $-7680.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | JP        |   1689793888 | OU      | $36161.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | KOREAN WON                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | KW        |   2350000000 | OU      | $9392.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CHINESE OFFSHORE YUAN (HONG KONG)  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CN        |    159650537 | OU      | $95665.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CHINESE OFFSHORE YUAN (HONG KONG)  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CN        |     62497811 | OU      | $51397.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | KOREAN WON                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | KW        |  16299999998 | OU      | $-168106.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | KOREAN WON                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | KW        |    300000000 | OU      | $-121.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | MEXICAN PESO                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | MX        |    238089861 | OU      | $200187.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUST 10YR BOND SEP 25              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |          497 | NC      | $-42314.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | AUST 10YR BOND SEP 25              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | AU        |           91 | NC      | $-7117.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | AUST 10YR BOND SEP 25              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |         -698 | NC      | $-163730.36   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | COLOMBIAN PESO                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CO        |  33919115500 | OU      | $302633.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | COLOMBIAN PESO                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CO        |   6172910169 | OU      | $6238.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SPI 200 SEP 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | AU        |           41 | NC      | $-355.07      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SPI 200 SEP 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |           56 | NC      | $79856.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SPI 200 SEP 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | AU        |          -11 | NC      | $-67006.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE CHINA A50 SEP 25              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SG        |          271 | NC      | $3079.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | AUST 3YR BOND SEP 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | AU        |           37 | NC      | $-1325.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | FTSE 100 INDEX SEP 25              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |           49 | NC      | $74724.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COFFEE DEC 25                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           11 | NC      | $411161.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | COFFEE DEC 25                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -61 | NC      | $-179866.84   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FTSE 100 INDEX SEP 25              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | GB        |         -146 | NC      | $-514653.06   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE 100 INDEX SEP 25              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          -58 | NC      | $-137387.64   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | COLOMBIAN PESO                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CO        |   1836150049 | OU      | $-730.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CZECH KORUNA                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CZ        |    159294000 | OU      | $177901.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI JAPAN INDEX 09/17/25  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      1095972 | OU      | $73.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SOUTH AFRICA 09/17/25 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      2374192 | OU      | $-1009.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | COFFEE DEC 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           -2 | NC      | $-56424.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | KOSPI2 INDEX SEP 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | KR        |          128 | NC      | $278427.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | WIG20(PLN20) INDEX SEP 25          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PL        |          113 | NC      | $-54591.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT KCBT FUTURE MAR 26           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           80 | NC      | $-136355.32   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT KCBT FUTURE MAY 26           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           39 | NC      | $-18168.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WHEAT KCBT FUTURE DEC 25           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -27 | NC      | $12145.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT KCBT FUTURE DEC 25           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -131 | NC      | $78428.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME PRI ALUM JAN 26                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           31 | NC      | $81043.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | CZECH KORUNA                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CZ        |     11953125 | OU      | $4518.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |     30872515 | OU      | $427568.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |      5963068 | OU      | $-59837.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |      4170604 | OU      | $27004.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.500000 15-DEC-2027 SON | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     66700000 | OU      | $331207.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.500000 15-DEC-2027 SON | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     11000000 | OU      | $54621.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 4.500000 15-DEC-2055 SON | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      1400000 | OU      | $-70059.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      6438175 | OU      | $-2007.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI NETHERLAND 09/17/2025 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      1275421 | OU      | $18257.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     27500000 | OU      | $351925.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME PRI ALUM MAR 26                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           61 | NC      | $61337.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME PRI ALUM MAY 26                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           31 | NC      | $3943.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | IBEX 35 INDEX SEP 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | ES        |           37 | NC      | $58101.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | IBEX 35 INDEX SEP 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | ES        |           46 | NC      | $-5671.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | IBEX 35 INDEX SEP 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | ES        |           17 | NC      | $-12622.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO-BTP (ITALY GOVT) SEP 25       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |            6 | NC      | $-4719.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | KL COMPOSITE INDX SEP 25           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | MY        |            1 | NC      | $-188.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | MEXICAN BOLSA INDEX FUTURE SEP 25  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | MX        |           -6 | NC      | $483.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | MEXICAN BOLSA INDEX FUTURE SEP 25  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | MX        |         -250 | NC      | $-81959.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | JPN 10YR BOND (OSE) SEP 25         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | JP        |         -123 | NC      | $738319.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | JPN 10YR BOND (OSE) SEP 25         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | JP        |          -17 | NC      | $128634.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | IFSC NIFTY 50 SEP 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | IN        |          -45 | NC      | $34291.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | IFSC NIFTY 50 SEP 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IN        |         -124 | NC      | $74765.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |     -3413499 | OU      | $9543.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |    -21501497 | OU      | $-137313.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |     -8412500 | OU      | $-52426.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | BR        |     -2646000 | OU      | $1244.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | BR        |    -68715884 | OU      | $-236505.53   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | BR        |      -336000 | OU      | $39.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | BR        |     -3918028 | OU      | $-2498.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME PRI ALUM SEP 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |            8 | NC      | $2661.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LME PRI ALUM SEP 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |           32 | NC      | $3178.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CA        |    -14228142 | OU      | $102508.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CA        |    -12683726 | OU      | $-53456.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME PRI ALUM NOV 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |         -198 | NC      | $-31365.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME PRI ALUM DEC 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |            7 | NC      | $133.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LIVE CATTLE FEB 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           22 | NC      | $229150.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LIVE CATTLE APR 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           43 | NC      | $281674.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | LIVE CATTLE OCT 25                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           16 | NC      | $125244.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LIVE CATTLE OCT 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           18 | NC      | $96938.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI BRAZIL 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |     -4578800 | OU      | $43897.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI NETHERLAND 09/17/2025 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       499659 | OU      | $7152.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CA        |       -67000 | OU      | $-83.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CH        |     -3486502 | OU      | $46100.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      5972728 | OU      | $-1862.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI NETHERLAND 09/17/2025 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       262736 | OU      | $3760.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      2864748 | OU      | $-893.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NZD 3.500000 11-DEC-2030 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       600000 | OU      | $2137.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NZD 4.000000 12-DEC-2035 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     12400000 | OU      | $44287.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI NETHERLAND 09/17/25   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       525472 | OU      | $7521.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PE        |      -596498 | OU      | $-293.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |    -25915356 | OU      | $-327037.65   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | XX        |      -406226 | OU      | $-2642.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     -5397094 | OU      | $43631.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LIVE CATTLE OCT 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -143 | NC      | $-1115009.74  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LIVE CATTLE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           22 | NC      | $303775.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LEAN HOGS FEB 26                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           27 | NC      | $34292.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NO        |     74609000 | OU      | $64931.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |    -12877901 | OU      | $-161618.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | GB        |     -5363174 | OU      | $-19097.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | HU        |    -50000000 | OU      | $269.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | HU        |  -2436796541 | OU      | $-163553.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | HU        |    -97500000 | OU      | $-1316.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ID        | -26500000000 | OU      | $11406.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      2291197 | OU      | $-714.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: EUR 3.000000 15-DEC-2055 EUR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       200000 | OU      | $3191.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NO        |    243750000 | OU      | $102470.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NO        |      5500000 | OU      | $-9962.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-1                         | PAID_21-1                          | CUSIP: 69547JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       696200 | PA      | $0.01         | 0.00%             | 2027-11-15      | Variable      | 0.00%                 | 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        |       430723 | PA      | $432264.09    | 0.08%             | 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        |       209946 | PA      | $212222.28    | 0.04%             | 2031-06-16      | Fixed         | 9.00%                 | 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        |       522094 | PA      | $526536.75    | 0.10%             | 2031-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-1                         | PAID_24-1                          | CUSIP: 69548AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200052 | PA      | $202445.17    | 0.04%             | 2031-07-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-1                         | PAID_24-1                          | CUSIP: 69548AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       132477 | PA      | $134148.21    | 0.03%             | 2031-07-15      | Fixed         | 8.34%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_22-5                         | PAID_22-5                          | CUSIP: 69548HAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       439984 | PA      | $452834.20    | 0.09%             | 2030-06-17      | Fixed         | 10.31%                | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                     | PRET_24-NPL7                       | CUSIP: 74136TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       650000 | PA      | $651442.48    | 0.13%             | 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        |       243984 | PA      | $243810.34    | 0.05%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_24-NPL9                                            | PRET_24-NPL9                       | CUSIP: 74143TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       600000 | PA      | $601253.34    | 0.12%             | 2054-12-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_24-1              | PMIT_24-1A                         | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        32351 | PA      | $32371.72     | 0.01%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ID        |  -2500000000 | OU      | $-806.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IL        |     -2764438 | OU      | $755.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF6                                            | PRPM_24-RCF6                       | CUSIP: 74390FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $140909.75    | 0.03%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF6                                            | PRPM_24-RCF6                       | CUSIP: 74390FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $224883.43    | 0.04%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                       | CUSIP: 74390WAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       494000 | PA      | $434289.13    | 0.08%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.16.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |     -1000000 | OU      | $-160242.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | NEW ZEALAND DOLLAR                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |     26461000 | OU      | $-266673.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | NEW ZEALAND DOLLAR                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |       550000 | OU      | $2445.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: EUR 2.000000 15-SEP-2027 EUR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    140700000 | OU      | $-197030.45   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 2.500000 15-SEP-2027 CAD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     20700000 | OU      | $-2952.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | NEW ZEALAND DOLLAR                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |     15050000 | OU      | $-142404.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | POLISH ZLOTY                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | PL        |     12960000 | OU      | $74205.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 2.500000 15-SEP-2027 CAD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       600000 | OU      | $-85.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IL        |    -26290937 | OU      | $-137105.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IL        |     -8364334 | OU      | $3051.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IL        |    -10520332 | OU      | $-13567.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IN        |   -996957434 | OU      | $157584.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | IN        |   -180000002 | OU      | $15743.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | JP        |  -1291500023 | OU      | $150151.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | JP        |  -2440219812 | OU      | $-98470.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | KW        | -13431800093 | OU      | $188562.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | MX        |    -10500000 | OU      | $92.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWEDISH KRONA                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SE        |     48500000 | OU      | $26439.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWEDISH KRONA                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | SE        |      1000000 | OU      | $-481.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | TURKISH LIRA                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | TR        |    335875000 | OU      | $243030.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SOUTH AFRICA COMM. RD              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | ZA        |    171655000 | OU      | $73439.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     12793775 | OU      | $-116124.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NATURAL GAS JAN 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           95 | NC      | $-560764.44   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NATURAL GAS MAR 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          221 | NC      | $-935109.47   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NATURAL GAS MAY 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          114 | NC      | $20414.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | SINGAPORE DOLLAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SG        |      8947932 | OU      | $8418.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | SINGAPORE DOLLAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SG        |      7452167 | OU      | $-15582.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | THAI BAHT                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TH        |    128832438 | OU      | $4460.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | THAI BAHT                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TH        |     50333110 | OU      | $-4681.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | TAIWAN NEW DOLLAR                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TW        |    267993600 | OU      | $-341340.46   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | TAIWAN NEW DOLLAR                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TW        |     32000000 | OU      | $1646.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | TAIWAN NEW DOLLAR                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TW        |    141907468 | OU      | $-13481.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | SOUTH AFRICA COMM. RD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ZA        |    228968085 | OU      | $233730.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | SOUTH AFRICA COMM. RD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ZA        |      5500000 | OU      | $-412.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | SOUTH AFRICA COMM. RD              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ZA        |     59541343 | OU      | $6387.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ZA        |      -500000 | OU      | $99.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ZA        |   -174639877 | OU      | $-124414.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ZA        |     -6066666 | OU      | $-544.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | DJIA MINI e-CBOT SEP 25            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |            8 | NC      | $63695.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO-SCHATZ SEP 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          390 | NC      | $3525.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | S&P500 EMINI SEP 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |            6 | NC      | $91072.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | NATURAL GAS OCT 25                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -15 | NC      | $-14373.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | NATURAL GAS OCT 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |          -91 | NC      | $-94828.37    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | S&P500 EMINI SEP 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           51 | NC      | $658885.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | S&P500 EMINI SEP 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |          -30 | NC      | $-44645.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | S&P MID 400 EMINI SEP 25           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |            4 | NC      | $44909.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CATTLE FEEDER OCT 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           24 | NC      | $502035.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          792 | NC      | $353529.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NATURAL GAS NOV 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -784 | NC      | $497721.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NATURAL GAS NOV 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -14 | NC      | $-26239.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | YEN DENOM NIKKEI 225 (CME) SEP 25  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           -1 | NC      | $4961.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO-BOBL SEP 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |           59 | NC      | $-4426.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | PALLADIUM DEC 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |            2 | NC      | $-27.77       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | PLATINUM OCT 25                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           -3 | NC      | $-6323.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | S&P/TSE 60 INDEX SEP 25            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | CA        |           38 | NC      | $632482.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | S&P/TSE 60 INDEX SEP 25            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |           28 | NC      | $267980.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | S&P/TSE 60 INDEX SEP 25            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          -16 | NC      | $-122497.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | OMXS30 INDEX SEP 25                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |          256 | NC      | $52779.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE/MIB INDEX SEP 25              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          -10 | NC      | $-84327.86    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley International                                     | SYN BOVESPA (IBOVESPA) INDEX OCT 2 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | BR        |          315 | NC      | $222225.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | SYN TAIEX SEP 25                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | TW        |           22 | NC      | $-14235.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley International                                     | SYN KOSPI2 INDEX SEP 25            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | KR        |          169 | NC      | $110801.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | SYN WIG20(PLN20) INDEX SEP 25      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | PL        |          -57 | NC      | $48852.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley International                                     | SYN SWISS MKT IX SEP 25            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | DE        |          -37 | NC      | $28691.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TOPIX INDEX SEP 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | JP        |            7 | NC      | $82561.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | TOPIX INDEX SEP 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | JP        |          -16 | NC      | $-153923.41   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | TOPIX INDEX SEP 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |           -8 | NC      | $24572.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          272 | NC      | $60167.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FTSE TAIWAN SEP 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SG        |           60 | NC      | $-15590.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE TAIWAN SEP 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SG        |          -52 | NC      | $-6747.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | MEXICAN PESO                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | MX        |      2000001 | OU      | $-158.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NO        |    131120164 | OU      | $129522.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE DEC 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        -1898 | NC      | $-912228.99   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 10YR NOTE DEC 25                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          -74 | NC      | $-37122.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NO        |      3999999 | OU      | $-4202.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                             | CANADIAN DOLLAR                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CA        |     25703000 | OU      | $44390.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                             | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |   3372343000 | OU      | $128813.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                             | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |   7500213000 | OU      | $200910.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | US DOLLARS                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |     -4621000 | OU      | $-20170.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | US DOLLARS                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |     -3899000 | OU      | $-8032.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SINGAPORE 09/17/2025  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       474461 | OU      | $-5767.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SWITZERLAND 09/17/25  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |        12099 | OU      | $111.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SWEDEN 09/17/25       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |     -3785135 | OU      | $-5934.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                      | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | XX        |       251000 | OU      | $-348.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                      | BRITISH POUND                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | GB        |      3003000 | OU      | $1175.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_25-7                               | COLT_25-7                          | CUSIP: 19689CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       460000 | PA      | $462917.18    | 0.09%             | 2070-06-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    257641065 | NS      | $257563772.79 | 50.30%            |  |  |  | No            |                  1 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-3                               | COLT_21-3                          | CUSIP: 19688FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $144839.28    | 0.03%             | 2066-09-27      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-4                               | COLT_21-4                          | CUSIP: 19688GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $300784.40    | 0.06%             | 2066-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PH        |   -132500000 | OU      | $27507.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PH        |    -70000000 | OU      | $-11571.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R03                   | CAS_21-R03                         | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       550000 | PA      | $572636.19    | 0.11%             | 2041-12-25      | Variable      | 9.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R02        | CAS_21-R02                         | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800000 | PA      | $834320.24    | 0.16%             | 2041-11-25      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_20-2                                       | COLT_20-2                          | CUSIP: 19688JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $201509.78    | 0.04%             | 2065-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-1                               | COLT_23-1                          | CUSIP: 19688NAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $299655.63    | 0.06%             | 2068-04-25      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01        | CAS_22-R01                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       900000 | PA      | $942911.64    | 0.18%             | 2041-12-25      | Variable      | 10.35%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H042695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15000000 | PA      | $14444660.40  | 2.82%             | 2055-09-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164             | GNMA_20-164                        | CUSIP: 38382LGD7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1718790 | PA      | $291468.24    | 0.06%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175             | GNMA_20-175                        | CUSIP: 38382LNR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2689434 | PA      | $397272.18    | 0.08%             | 2050-11-20      | Fixed         | 2.50%                 | 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        |       450000 | PA      | $440115.05    | 0.09%             | 2031-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGEX ISSUER TRUST EDGEX_25-1                                    | EDGEX_25-1NN                       | CUSIP: 280579AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       400000 | PA      | $401485.52    | 0.08%             | 2031-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7               | GNMA_21-7                          | CUSIP: 38382M5E5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1629750 | PA      | $371911.85    | 0.07%             | 2051-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GNMA_20-191                        | CUSIP: 38382MRY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1801220 | PA      | $404800.68    | 0.08%             | 2050-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VIII LTD ELMW8_21-1A                                 | ELMW8_21-1A                        | CUSIP: 290021AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |       250000 | PA      | $249999.75    | 0.05%             | 2037-04-20      | Variable      | 10.58%                | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2A                   | EART_21-2A                         | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       900000 | PA      | $887750.19    | 0.17%             | 2028-07-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24              | GNMA_21-24                         | CUSIP: 38382NPZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1642890 | PA      | $271782.75    | 0.05%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-25              | GNMA_21-25                         | CUSIP: 38382NTM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3371590 | PA      | $500916.41    | 0.10%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST FIGRE_25-HE1                                         | FIGRE_25-HE1                       | CUSIP: 30191LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $154124.91    | 0.03%             | 2055-01-25      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DPFF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1636736 | PA      | $1534173.49   | 0.30%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1417262 | PA      | $1429880.43   | 0.28%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0KZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1678258 | PA      | $1707668.47   | 0.33%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42              | GNMA_21-42                         | CUSIP: 38382PZX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2219753 | PA      | $315452.48    | 0.06%             | 2051-03-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42              | GNMA_21-42                         | CUSIP: 38382PZY1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2963923 | PA      | $416139.84    | 0.08%             | 2050-11-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo                                                      | US DOLLARS                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | NO        |     -5099000 | OU      | $-1221.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                        | CUSIP: 3136AGZK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       554889 | PA      | $74141.77     | 0.01%             | 2043-10-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92              | GNMA_19-92                         | CUSIP: 38381WR67<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2073054 | PA      | $268684.85    | 0.05%             | 2049-07-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119             | GNMA_21-119                        | CUSIP: 38382UM24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2681600 | PA      | $381564.84    | 0.07%             | 2051-07-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96              | GNMA_21-96                         | CUSIP: 38382UZE4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2875457 | PA      | $50536.16     | 0.01%             | 2051-06-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-103             | GNMA_19-103                        | CUSIP: 38381XW44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1677811 | PA      | $242560.98    | 0.05%             | 2049-08-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-120             | GNMA_19-120                        | CUSIP: 38381YSZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     16134674 | PA      | $220823.98    | 0.04%             | 2049-09-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97              | GNMA_21-97                         | CUSIP: 38382VEF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2791994 | PA      | $394657.24    | 0.08%             | 2051-06-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122             | GNMA_21-122                        | CUSIP: 38382WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3023215 | PA      | $429761.49    | 0.08%             | 2051-07-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo                                                      | US DOLLARS                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | NZ        |      -811000 | OU      | $2678.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                      | SWISS FRANC                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CH        |     27804000 | OU      | $175892.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3               | GNMA_20-3                          | CUSIP: 38382BN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1884731 | PA      | $71648.43     | 0.01%             | 2062-02-16      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-34              | GNMA_20-34                         | CUSIP: 38382DG94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1666127 | PA      | $235841.60    | 0.05%             | 2050-03-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122             | GNMA_21-122                        | CUSIP: 38382WAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6030671 | PA      | $31509.05     | 0.01%             | 2051-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117             | GNMA_21-117                        | CUSIP: 38382WEU7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1873067 | PA      | $265669.31    | 0.05%             | 2051-07-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-78              | GNMA_20-78                         | CUSIP: 38382FW34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1860465 | PA      | $243444.09    | 0.05%             | 2050-06-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104             | GNMA_20-104                        | CUSIP: 38382HGQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1080863 | PA      | $141896.62    | 0.03%             | 2050-07-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158             | GNMA_21-158                        | CUSIP: 38382X7G4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2077059 | PA      | $332559.00    | 0.06%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161             | GNMA_21-161                        | CUSIP: 38383A6U3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2824456 | PA      | $410606.98    | 0.08%             | 2051-09-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138             | GNMA_20-138                        | CUSIP: 38382J3F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3855392 | PA      | $567751.95    | 0.11%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-168             | GNMA_22-168                        | CUSIP: 38383YZB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3977063 | PA      | $394980.80    | 0.08%             | 2052-09-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66              | GNMA_23-66                         | CUSIP: 38384AQY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4458237 | PA      | $214421.14    | 0.04%             | 2053-05-20      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66              | GNMA_23-66                         | CUSIP: 38384ARD7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1688167 | PA      | $160656.62    | 0.03%             | 2053-05-20      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115             | GNMA_23-115                        | CUSIP: 38384CL56<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3428725 | PA      | $211851.66    | 0.04%             | 2053-08-20      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113             | GNMA_23-113                        | CUSIP: 38384CVG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1304536 | PA      | $94798.91     | 0.02%             | 2053-08-20      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141             | GNMA_23-141                        | CUSIP: 38384EE68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2453365 | PA      | $272674.54    | 0.05%             | 2049-12-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-173             | GNMA_23-173                        | CUSIP: 38384GBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5007220 | PA      | $381433.96    | 0.07%             | 2053-11-20      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51              | GNMA_24-51                         | CUSIP: 38384KWT4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2777733 | PA      | $171203.37    | 0.03%             | 2054-03-20      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GNMA_24-64                         | CUSIP: 38384MJC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3353017 | PA      | $201086.11    | 0.04%             | 2054-04-20      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79              | GNMA_24-79                         | CUSIP: 38384PDH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1541017 | PA      | $237353.18    | 0.05%             | 2054-05-20      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | GNMA_24-97                         | CUSIP: 38384PRM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1933536 | PA      | $297052.42    | 0.06%             | 2054-06-20      | Variable      | 2.96%                 | 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        |       587725 | PA      | $601234.53    | 0.12%             | 2055-03-20      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| HTAP HTAP_24-1                                                   | HTAP_24-2                          | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       639705 | PA      | $641438.42    | 0.13%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST HTAP_24-2                                             | HTAP_24-2                          | CUSIP: 40444WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $294753.75    | 0.06%             | 2042-04-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HTAP HTAP_24-1                                                   | HTAP_24-1                          | CUSIP: 40445NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       494171 | PA      | $501090.33    | 0.10%             | 2037-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST HTAP_25-1                                             | HTAP_25-1                          | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       288607 | PA      | $286190.69    | 0.06%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                        | CUSIP: 43289VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $34183.94     | 0.01%             | 2035-11-05      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_19-2                          | HPA_19-2                           | CUSIP: 43732TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       327875 | PA      | $316239.79    | 0.06%             | 2039-10-19      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2                     | HOF_20-2                           | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $249856.88    | 0.05%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL1                               | LHOME_24-RTL1                      | CUSIP: 50205DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $405051.48    | 0.08%             | 2029-01-25      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL1                               | LHOME_24-RTL1                      | CUSIP: 50205DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $303359.37    | 0.06%             | 2029-01-25      | Variable      | 11.95%                | No            |                  2 | On Loan: No      |
| PRPM_24-RCF4                                                     | PRPM_24-RCF4                       | CUSIP: 74448JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       165000 | PA      | $153709.69    | 0.03%             | 2054-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM_24-RCF4                                                     | PRPM_24-RCF4                       | CUSIP: 74448JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       135000 | PA      | $122425.18    | 0.02%             | 2054-07-25      | Variable      | 4.00%                 | 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        |       311619 | PA      | $311716.01    | 0.06%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_24-8                                       | PRPM_24-8                          | CUSIP: 74448KAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $401043.52    | 0.08%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_24-RPL4                                    | PRPM_24-RPL4                       | CUSIP: 74448MAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $281427.99    | 0.05%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_24-RPL4                                    | PRPM_24-RPL4                       | CUSIP: 74448MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $267403.11    | 0.05%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| RCO TRUST RCOT_25-PR1                                            | RCO_25-PR1                         | CUSIP: 74939AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $744953.25    | 0.15%             | 2055-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RR LTD RRAM_21-16A                                               | RRAM_21-16A                        | CUSIP: 74971JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |       266667 | PA      | $266798.73    | 0.05%             | 2036-07-15      | Variable      | 10.83%                | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-1                                        | RCO_25-1                           | CUSIP: 75523XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $502730.15    | 0.10%             | 2030-01-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A             | RPM_21-2A                          | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       198038 | PA      | $194163.15    | 0.04%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SAIF SECURITIZATION TRUST SAIF_25-CES1                           | SAIF_25-CES1                       | CUSIP: 78438CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       142780 | PA      | $143068.04    | 0.03%             | 2065-06-25      | Variable      | 6.24%                 | 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        |        36716 | PA      | $36762.80     | 0.01%             | 2028-03-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_24-CES1            | GRADE_24-CES1                      | CUSIP: 79581VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       690000 | PA      | $704860.74    | 0.14%             | 2054-03-25      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG3            | GRADE_23-FIG3                      | CUSIP: 79582AAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       504081 | PA      | $747715.02    | 0.15%             | 2053-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1            | GRADE_22-INV1                      | CUSIP: 79583VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $313803.36    | 0.06%             | 2067-04-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1            | GRADE_22-INV1                      | CUSIP: 79583VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $287869.36    | 0.06%             | 2067-04-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-156             | GNMA_21-156                        | CUSIP: 38383ANE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3003583 | PA      | $416177.68    | 0.08%             | 2051-09-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160             | GNMA_21-160                        | CUSIP: 38383AUH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4989750 | PA      | $29065.29     | 0.01%             | 2051-09-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3                    | STAR_21-3                          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       217756 | PA      | $193042.48    | 0.04%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105                | FHLMC_5105                         | CUSIP: 3137H06M5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2426324 | PA      | $399917.32    | 0.08%             | 2051-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138                | FHLMC_5138                         | CUSIP: 3137H2LM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1883792 | PA      | $248106.15    | 0.05%             | 2047-09-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5183                | FHLMC_5183                         | CUSIP: 3137H4ZL7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3729389 | PA      | $624401.51    | 0.12%             | 2052-01-25      | Fixed         | 3.00%                 | 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        |       739428 | PA      | $760803.58    | 0.15%             | 2054-06-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC_5542                         | CUSIP: 3137HLAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       764012 | PA      | $779041.52    | 0.15%             | 2055-05-25      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| FHLMC_5548                                                       | FHLMC_5548                         | CUSIP: 3137HLJQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1160907 | PA      | $1154916.41   | 0.23%             | 2055-06-25      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC_5544                         | CUSIP: 3137HLPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      1269988 | PA      | $181494.16    | 0.04%             | 2055-06-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5547                | FHLMC_5547                         | CUSIP: 3137HLW24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1935405 | PA      | $121266.85    | 0.02%             | 2055-06-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140BHJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1998118 | PA      | $2011126.62   | 0.39%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QQD77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1711331 | PA      | $1704968.68   | 0.33%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_24-HE5                                      | FIGRE_24-HE5                       | CUSIP: 31684FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $251933.80    | 0.05%             | 2054-10-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM1                                          | ADMT_24-NQM1                       | CUSIP: 00039GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       237030 | PA      | $238548.30    | 0.05%             | 2069-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM1                                          | ADMT_24-NQM1                       | CUSIP: 00039GAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $406779.80    | 0.08%             | 2069-02-25      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                        | CUSIP: 00833Q105<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4624 | PA      | $168748.91    | 0.03%             | 2029-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST AJAXM_21-C                              | AJAXM_21-C                         | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       159843 | PA      | $160318.20    | 0.03%             | 2061-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PL        |     -4877998 | OU      | $7641.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PL        |    -42692842 | OU      | $-293869.11   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PL        |    -16329404 | OU      | $-21081.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SE        |    -12000000 | OU      | $3330.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST AJAXM_21-E                              | AJAXM_21-E                         | CUSIP: 009740AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       465000 | PA      | $262433.54    | 0.05%             | 2060-12-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25595420 | PA      | $23119895.22  | 4.52%             | 2055-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SE        |    -94343431 | OU      | $-92195.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SG        |    -19407922 | OU      | $38900.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35500000 | PA      | $33123231.34  | 6.47%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34000000 | PA      | $32698055.34  | 6.39%             | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MEAL (CBT) JAN 26          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           51 | NC      | $-26262.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SG        |     -9383076 | OU      | $-33261.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SG        |     -5334707 | OU      | $4588.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SG        |     -8442932 | OU      | $-8302.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TH        |   -122249109 | OU      | $3961.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TH        |   -126915773 | OU      | $-20418.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TH        |   -140165548 | OU      | $-12290.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TW        |   -201449113 | OU      | $166839.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |     21724264 | OU      | $146526.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MEAL (CBT) MAR 26          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           83 | NC      | $27715.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MEAL (CBT) MAR 26          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           23 | NC      | $-2698.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |      3190732 | OU      | $-7481.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | AUSTRALIA DOLLAR                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | AU        |      2335019 | OU      | $14295.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRAZIL REAL                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | BR        |     80757760 | OU      | $800477.16    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRAZIL REAL                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | BR        |     13533254 | OU      | $6109.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |      -500000 | OU      | $-63216.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |      -500000 | OU      | $-63216.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CANADIAN DOLLAR                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CA        |      1426500 | OU      | $989.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CANADIAN DOLLAR                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CA        |     15184751 | OU      | $-100851.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWISS FRANC                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CH        |      8736737 | OU      | $46482.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ZA        |   -174173210 | OU      | $-124334.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |     15000000 | OU      | $215418.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: AUD 3.000000 09-SEP-2027 AUD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     65700000 | OU      | $204387.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | ZA        |     -6066667 | OU      | $-544.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COFFEE MAR 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           32 | NC      | $726120.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: AUD 3.000000 09-SEP-2027 AUD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      5400000 | OU      | $16798.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |      2908000 | OU      | $16914.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MEAL (CBT) MAY 26          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           25 | NC      | $11982.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MEAL (CBT) MAY 26          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           27 | NC      | $-4800.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LEAN HOGS APR 26                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           52 | NC      | $71593.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | LEAN HOGS OCT 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |            1 | NC      | $2377.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SWP: NZD 3.940000 05-MAY-2035 3M   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     39700000 | OU      | $167677.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |     22000000 | OU      | $6399.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LEAN HOGS OCT 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -31 | NC      | $-52375.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LEAN HOGS OCT 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |          -22 | NC      | $-43136.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     10000000 | OU      | $255137.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: SEK 2.000000 15-SEP-2027 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    363100000 | OU      | $14087.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LEAN HOGS DEC 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           28 | NC      | $116242.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME LEAD JAN 26                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |            9 | NC      | $-2547.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |     10000000 | OU      | $4061.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     15000000 | OU      | $20868.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME LEAD MAR 26                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           17 | NC      | $-13378.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME LEAD MAY 26                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |            9 | NC      | $-3718.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: SEK 2.000000 15-DEC-2027 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    440100000 | OU      | $9271.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | FSWP: SEK 2.500000 19-SEP-2035 3M  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |      6200000 | OU      | $10167.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 4.000000 15-DEC-2055 SOF | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      1400000 | OU      | $-17201.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 4.000000 15-DEC-2055 SOF | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      1100000 | OU      | $-13515.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |     10000000 | OU      | $19641.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     10000000 | OU      | $40755.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME LEAD NOV 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           43 | NC      | $-26998.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME NICKEL JAN 26                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           12 | NC      | $-13271.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | SOYBEAN MEAL (CBT) DEC 25          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           -7 | NC      | $-3635.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MEAL (CBT) DEC 25          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -100 | NC      | $24666.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SWP: SEK 2.475000 03-JUL-2035 3M   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     94000000 | OU      | $-161226.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWP: NZD 4.007500 03-JUL-2035 3M   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     18500000 | OU      | $129487.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MEAL (CBT) DEC 25          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           -7 | NC      | $-6816.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street                                                     | US DOLLARS                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | XX        |     -4396000 | OU      | $10065.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SOUTH AFRICA 09/17/25 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      3331729 | OU      | $-1416.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SWITZERLAND 09/17/25  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       177448 | OU      | $1633.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME NICKEL MAR 26                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           24 | NC      | $10775.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME NICKEL MAY 26                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           12 | NC      | $5184.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SWEDEN 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |     -8298180 | OU      | $-13010.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SINGAPORE 09/17/2025  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       237230 | OU      | $-2883.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CANADIAN DOLLAR                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |      1800000 | OU      | $-13424.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWISS FRANC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CH        |     10318000 | OU      | $114763.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SOUTH AFRICA 09/17/25 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      3262058 | OU      | $-1387.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SINGAPORE 09/17/2025  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       136864 | OU      | $-1663.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWISS FRANC                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CH        |      6100000 | OU      | $29524.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | XX        |     15200000 | OU      | $266942.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |      6000000 | OU      | $99034.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP:MSCI SWITZERLAND 09/17/2025 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       984028 | OU      | $9056.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | BRITISH POUND                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |       100000 | OU      | $-589.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | INDIAN RUPEE                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | IN        |    436750000 | OU      | $-24982.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SWEDEN 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |     -1310239 | OU      | $-2054.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SWEDEN 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |     -3348388 | OU      | $-5249.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |   2000000000 | OU      | $37541.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |   1535000000 | OU      | $-46182.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SWITZERLAND 09/17/25  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       479915 | OU      | $4417.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.000000 18-DEC-2030 CAD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       500000 | OU      | $-4608.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street                                                     | SWISS FRANC                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | CH        |      8247000 | OU      | $28773.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered                                               | US DOLLARS                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | JP        |  -1890960000 | OU      | $-20364.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | KOREAN WON                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | KW        |   4095250000 | OU      | $9371.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | MEXICAN PESO                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |     91420000 | OU      | $-8236.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SWEDEN 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |     -6987941 | OU      | $-10956.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI NETHERLAND 09/17/2025 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |        82047 | OU      | $1174.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13000000 | PA      | $12819657.24  | 2.50%             | 2055-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12500000 | PA      | $12570371.75  | 2.45%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FTSE/MIB INDEX SEP 25              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | IT        |            6 | NC      | $-5745.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FTSE/MIB INDEX SEP 25              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | IT        |          -37 | NC      | $-508287.73   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: NZD 3.500000 15-DEC-2027 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     29400000 | OU      | $-203534.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       288276 | OU      | $-89.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | US DOLLARS                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NO        |    -53876000 | OU      | $-71359.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | US DOLLARS                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |    -26461000 | OU      | $224389.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SPAIN INDEX 09/17/25  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -243594 | OU      | $-6553.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI NETHERLAND 09/17/25   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      2336044 | OU      | $33439.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND DEC 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          -73 | NC      | $24899.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND DEC 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          -10 | NC      | $-879.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SPAIN INDEX 09/17/25  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -246826 | OU      | $-6640.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI NETHERLAND 09/17/2025 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       458635 | OU      | $6565.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | CANADIAN DOLLAR                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |      1776000 | OU      | $4893.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS                                                              | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | XX        |      4396000 | OU      | $63262.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26000000 | PA      | $26560655.16  | 5.19%             | 2055-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      3460819 | OU      | $-1079.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 4.000000 18-DEC-2030 SON | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      2500000 | OU      | $-25387.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO BUXL 30YR BOND SEP 25         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |           -9 | NC      | $19882.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US LONG BOND DEC 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         -227 | NC      | $-133450.35   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 4.000000 18-DEC-2030 SON | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       200000 | OU      | $-2031.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SE        |    -94343431 | OU      | $-92225.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO STOXX 50 SEP 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | DE        |           40 | NC      | $-28466.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO STOXX 50 SEP 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |           10 | NC      | $-393.49      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SG        |    -19407924 | OU      | $38855.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SG        |     -9383078 | OU      | $-33285.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO STOXX 50 SEP 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | DE        |         -226 | NC      | $-11019.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT MAR 26                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          125 | NC      | $-197133.78   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | POLISH ZLOTY                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PL        |      8749002 | OU      | $-17104.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | POLISH ZLOTY                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PL        |       230841 | OU      | $302.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160             | GNMA_21-160                        | CUSIP: 38383AZY3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4264657 | PA      | $586450.10    | 0.11%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193             | GNMA_21-193                        | CUSIP: 38383DTZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17201080 | PA      | $53435.15     | 0.01%             | 2051-11-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | WHEAT MAY 26                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           31 | NC      | $7419.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT MAY 26                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           30 | NC      | $-8678.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | SWEDISH KRONA                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SE        |    138284805 | OU      | $112807.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COCOA DEC 25                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          120 | NC      | $-324046.55   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND DEC 25             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          -64 | NC      | $8894.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GASOLINE RBOB JAN 26               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           12 | NC      | $17147.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WHEAT DEC 25                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           12 | NC      | $1366.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT DEC 25                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -144 | NC      | $7473.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CAC40 10 EURO SEP 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | FR        |           49 | NC      | $-15398.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CAC40 10 EURO SEP 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |         -106 | NC      | $137371.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GASOLINE RBOB MAR 26               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           12 | NC      | $5744.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GASOLINE RBOB MAR 26               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           12 | NC      | $-6565.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WTI CRUDE JAN 26                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           31 | NC      | $35568.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WTI CRUDE JAN 26                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           13 | NC      | $-29240.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WHEAT DEC 25                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -169 | NC      | $-70736.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | WHEAT DEC 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -135 | NC      | $-42392.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                  | ARRW_20-1                          | CUSIP: 04285CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1870000 | PA      | $1731482.37   | 0.34%             | 2055-03-25      | Fixed         | 4.28%                 | 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        |      1000000 | PA      | $1000000.00   | 0.20%             | 2029-03-29      | Variable      | 6.71%                 | No            |                  3 | On Loan: No      |
| JPMorgan                                                         | WTI CRUDE MAR 26                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           89 | NC      | $-57271.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | WTI CRUDE MAY 26                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           44 | NC      | $33150.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP TRUST BXP_21-601L                                            | BXP_21-601L                        | CUSIP: 05607TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $832867.31    | 0.16%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST BARC_21-NPL1                        | BARC_21-NPL1                       | CUSIP: 06744JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       254855 | PA      | $262217.88    | 0.05%             | 2051-11-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | WTI CRUDE OCT 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           33 | NC      | $28545.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | WTI CRUDE OCT 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           86 | NC      | $134683.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE FNMA_17-81                                            | FNMA_17-81                         | CUSIP: 3136AX4E2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1591554 | PA      | $209947.41    | 0.04%             | 2047-10-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-64                                            | FNMA_18-64                         | CUSIP: 3136B23K6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1520441 | PA      | $202754.92    | 0.04%             | 2048-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | WTI CRUDE NOV 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -66 | NC      | $-38631.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | WTI CRUDE DEC 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           -7 | NC      | $-6038.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | KW        | -13431800090 | OU      | $189450.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | MX        |    -10500000 | OU      | $91.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                      | US DOLLARS                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CH        |    -27804000 | OU      | $-174995.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                      | US DOLLARS                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CH        |      -934000 | OU      | $-8881.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | MX        |   -531460301 | OU      | $-740903.70   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | MX        |     -4000000 | OU      | $264.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CAN 10YR BOND DEC 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | CA        |          512 | NC      | $314235.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CAN 10YR BOND DEC 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | CA        |         -347 | NC      | $-190389.24   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo                                                      | US DOLLARS                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | JP        |   -725427000 | OU      | $-30500.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo                                                      | US DOLLARS                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | NO        |    -74609000 | OU      | $-79185.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | MX        |   -119956812 | OU      | $-9528.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NO        |     -1999999 | OU      | $275.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CAN 10YR BOND DEC 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | CA        |          -30 | NC      | $-15327.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | BRENT CRUDE (ICE) JAN 26           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           40 | NC      | $173242.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NO        |    -95999145 | OU      | $-68542.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NZ        |    -14452890 | OU      | $113486.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRENT CRUDE (ICE) JAN 26           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |            9 | NC      | $-16946.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | BRENT CRUDE (ICE) MAR 26           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           49 | NC      | $-50069.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NZ        |     -2138000 | OU      | $-10181.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NZ        |     -2213608 | OU      | $-7443.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PE        |      -181585 | OU      | $189.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PE        |      -596498 | OU      | $-293.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PH        |   -132500001 | OU      | $27503.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PH        |    -70000000 | OU      | $-11574.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PL        |     -4878002 | OU      | $7639.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PL        |    -42692840 | OU      | $-293904.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PL        |    -16329405 | OU      | $-21090.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SE        |    -12000000 | OU      | $3328.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NO        |    359225000 | OU      | $652659.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NO        |     52040846 | OU      | $39935.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | NEW ZEALAND DOLLAR                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NZ        |      1994608 | OU      | $6716.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | NEW ZEALAND DOLLAR                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | NZ        |     14596282 | OU      | $-136770.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_24-HE5                                      | FIGRE_24-HE5                       | CUSIP: 31684FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $204956.84    | 0.04%             | 2054-10-25      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_24-HE3                                      | FIGRE_24-HE3                       | CUSIP: 31684GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $151931.15    | 0.03%             | 2054-07-25      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COTTON NO.2 MAY 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           17 | NC      | $4305.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | COTTON NO.2 MAY 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           11 | NC      | $-6807.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIGURE LENDING FIGRE_24-HE3                                      | FIGRE_24-HE3                       | CUSIP: 31684GAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $155446.35    | 0.03%             | 2054-07-25      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_24-HE1                                      | FIGRE_24-HE1                       | CUSIP: 31684HAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $155273.96    | 0.03%             | 2054-03-25      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | COTTON NO.2 DEC 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           98 | NC      | $-64909.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COTTON NO.2 DEC 25                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -18 | NC      | $11744.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGURE LENDING FIGRE_24-HE1                                      | FIGRE_24-HE1                       | CUSIP: 31684HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $264063.95    | 0.05%             | 2054-03-25      | Variable      | 10.03%                | No            |                  2 | On Loan: No      |
| FIGRE TRUST FIGRE_25-HE3                                         | FIGRE_25-HE3                       | CUSIP: 31684LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       100000 | PA      | $105171.60    | 0.02%             | 2055-05-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COPPER MAY 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           31 | NC      | $36790.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | COPPER DEC 25                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           -1 | NC      | $-2101.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | COPPER DEC 25                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -153 | NC      | $-186372.31   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | COPPER DEC 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |          -13 | NC      | $-27369.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FIGRE TRUST FIGRE_25-HE3                                         | FIGRE_25-HE3                       | CUSIP: 31684LAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       100000 | PA      | $105137.15    | 0.02%             | 2055-05-25      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_24-HE2                                      | FIGRE_24-HE2                       | CUSIP: 316927AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $424762.08    | 0.08%             | 2054-05-25      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NY HARBOR ULSD (HEAT OIL) JAN 26   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           10 | NC      | $17289.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NY HARBOR ULSD (HEAT OIL) MAR 26   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |            9 | NC      | $14246.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1                      | STACR_21-DNA1                      | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1050000 | PA      | $1162471.17   | 0.23%             | 2051-01-25      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA5                      | STACR_21-DNA5                      | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1650000 | PA      | $1965919.40   | 0.38%             | 2034-01-25      | Variable      | 9.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NY HARBOR ULSD (HEAT OIL) MAR 26   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           12 | NC      | $-7570.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NY HARBOR ULSD (HEAT OIL) MAY 26   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |            9 | NC      | $4933.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NY HARBOR ULSD (HEAT OIL) MAY 26   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |            2 | NC      | $-494.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | NY HARBOR ULSD (HEAT OIL) OCT 25   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           10 | NC      | $6888.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6                      | STACR_21-DNA6                      | CUSIP: 35564KLV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       550000 | PA      | $582081.45    | 0.11%             | 2041-10-25      | Variable      | 11.85%                | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5                      | STACR_20-HQA5                      | CUSIP: 35565TBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1800000 | PA      | $2197583.10   | 0.43%             | 2050-11-25      | Variable      | 11.75%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | NY HARBOR ULSD (HEAT OIL) OCT 25   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           19 | NC      | $-134.67      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | NY HARBOR ULSD (HEAT OIL) NOV 25   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           -7 | NC      | $1700.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_24-CP1                              | NYMT_24-CP1                        | CUSIP: 67118PAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $315972.28    | 0.06%             | 2068-02-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_24-CP1                              | NYMT_24-CP1                        | CUSIP: 67118PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $111339.06    | 0.02%             | 2068-02-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NY HARBOR ULSD (HEAT OIL) NOV 25   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -16 | NC      | $-20360.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CH        |    -34427000 | OU      | $-491800.66   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_25-R1                               | NYMT_25-R1                         | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       290783 | PA      | $291196.06    | 0.06%             | 2030-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                         | CUSIP: 67401FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $507835.55    | 0.10%             | 2033-10-25      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| HSBC                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |  -3372343000 | OU      | $-130443.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | NZ        |     -5699000 | OU      | $-14451.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TAIWAN NEW DOLLAR                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TW        |    267993595 | OU      | $-340855.83   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TAIWAN NEW DOLLAR                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TW        |     32000000 | OU      | $1648.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC1 TRUST                                              | PRKCM_21-AFC1                      | CUSIP: 69357TAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1412021.00   | 0.28%             | 2056-08-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF1                                            | PRPM_24-RCF1                       | CUSIP: 693581AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $142886.13    | 0.03%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TAIWAN NEW DOLLAR                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TW        |    141907467 | OU      | $-13573.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NASDAQ 100 E-MINI SEP 25           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |            6 | NC      | $57203.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM LLC PRPM_24-RCF1                                            | PRPM_24-RCF1                       | CUSIP: 693581AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $690847.95    | 0.13%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST PRKCM_22-AFC1                                        | PRKCM_22-AFC1                      | CUSIP: 69377CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       434093 | PA      | $414682.20    | 0.08%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO-OAT SEP 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |           48 | NC      | $-155491.92   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-OAT SEP 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          167 | NC      | $-404354.19   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| PRPM LLC PRPM_22-NQM1                                            | PRPM_22-NQM1                       | CUSIP: 69378KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       350000 | PA      | $343940.00    | 0.07%             | 2067-08-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_23-NQM3                                            | PRPM_23-NQM3                       | CUSIP: 69380TAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $149679.77    | 0.03%             | 2068-11-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1               | PRPM_23-RCF1                       | CUSIP: 69381AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       700000 | PA      | $656722.99    | 0.13%             | 2053-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-5                  | PRPM_24-5                          | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       340817 | PA      | $340771.73    | 0.07%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-5                  | PRPM_24-5                          | CUSIP: 69381KAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $200156.42    | 0.04%             | 2029-09-25      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL6                                                     | PRET_24-NPL6                       | CUSIP: 69381QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       700000 | PA      | $700660.17    | 0.14%             | 2054-10-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-2                                               | PRPM_25-2                          | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       350000 | PA      | $353053.89    | 0.07%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_23-NQM1                                            | PRPM_23-NQM1                       | CUSIP: 693965AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $297710.76    | 0.06%             | 2068-01-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF2                                            | PRPM_24-RCF2                       | CUSIP: 693987AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $188568.94    | 0.04%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF2                                            | PRPM_24-RCF2                       | CUSIP: 693987AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       850000 | PA      | $772318.59    | 0.15%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-2                         | PAID_24-2                          | CUSIP: 694961AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       191045 | PA      | $193425.46    | 0.04%             | 2031-08-15      | Fixed         | 7.57%                 | 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        |       395442 | PA      | $396526.26    | 0.08%             | 2031-04-15      | Fixed         | 9.10%                 | 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        |       505164 | PA      | $505173.00    | 0.10%             | 2032-03-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_20-3                         | PAID_20-3                          | CUSIP: 69546T102<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3200000 | PA      | $31062.56     | 0.01%             | 2027-05-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | BRENT CRUDE (ICE) MAY 26           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           98 | NC      | $33207.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | BRENT CRUDE (ICE) NOV 25           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |           16 | NC      | $24490.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | BRENT CRUDE (ICE) NOV 25           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -83 | NC      | $72923.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | BRENT CRUDE (ICE) NOV 25           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -10 | NC      | $-18264.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-5                         | PAID_21-5                          | CUSIP: 69547EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       865000 | PA      | $16954.97     | 0.00%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | BRENT CRUDE (ICE) DEC 25           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | GB        |            8 | NC      | $1535.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | COTTON NO.2 MAR 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           57 | NC      | $-21391.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46              | GNMA_22-46                         | CUSIP: 38383PRL7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2439035 | PA      | $41397.75     | 0.01%             | 2052-03-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90              | GNMA_22-90                         | CUSIP: 38383RH83<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2534237 | PA      | $286680.00    | 0.06%             | 2050-01-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47              | GNMA_23-47                         | CUSIP: 38383WJ31<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1711048 | PA      | $154214.72    | 0.03%             | 2053-03-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM3                       | IMPRL_21-NQM3                      | CUSIP: 452762AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $397243.35    | 0.08%             | 2056-11-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM3                       | IMPRL_22-NQM3                      | CUSIP: 45276KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       350000 | PA      | $287260.09    | 0.06%             | 2067-05-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM5                       | IMPRL_22-NQM5                      | CUSIP: 45276QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       103580 | PA      | $101013.33    | 0.02%             | 2067-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| KNOCK ISSUER TR KNOCK_25-1                                       | KNOCK_25-1                         | CUSIP: 49917PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       960000 | PA      | $962404.80    | 0.19%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                | TMIR_21-3                          | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       475443 | PA      | $476737.82    | 0.09%             | 2034-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                | TMIR_21-3                          | CUSIP: 89600HAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $511954.60    | 0.10%             | 2034-02-25      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| USASF RECEIVABLES LLC USAUT_21-1A                                | USAUT_21-1A                        | CUSIP: 90355EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1125000 | PA      | $22415.18     | 0.00%             | 2027-03-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                      | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44000000 | PA      | $43686969.74  | 8.53%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                      | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37750000 | PA      | $37336957.77  | 7.29%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UATSP_25-1GS                                                     | UATSP_25-1GS                       | CUSIP: 91684D103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1000 | PA      | $282500.00    | 0.06%             | 2030-02-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_24-1                           | UPST_24-1                          | CUSIP: 91684NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       800000 | PA      | $835552.14    | 0.16%             | 2034-11-20      | Fixed         | 8.68%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWISS FRANC                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CH        |       890999 | OU      | $-9598.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHILEAN PESO                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CL        |    500000000 | OU      | $2125.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CHILEAN PESO                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CL        |   7050996321 | OU      | $-171490.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_25-1                           | UPST_25-1                          | CUSIP: 91684PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1052518.10   | 0.21%             | 2035-04-20      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION VCAT_25-NPL2                           | VCAT_25-NPL2                       | CUSIP: 92243PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500655 | PA      | $505629.56    | 0.10%             | 2054-09-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R2                           | VERUS_21-R2                        | CUSIP: 92538DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $447568.90    | 0.09%             | 2064-02-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $217564.02    | 0.04%             | 2066-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $190680.10    | 0.04%             | 2066-09-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-2                            | VERUS_22-2                         | CUSIP: 92538XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $232276.26    | 0.05%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                            | VERUS_23-1                         | CUSIP: 92539BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1750000 | PA      | $1744519.70   | 0.34%             | 2067-12-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-INV1                         | VERUS_23-INV1                      | CUSIP: 92539FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800000 | PA      | $800859.04    | 0.16%             | 2068-02-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-INV1                         | VERUS_23-INV1                      | CUSIP: 92539FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       450000 | PA      | $449964.59    | 0.09%             | 2068-02-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                         | CUSIP: 92837DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $194622.82    | 0.04%             | 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        |       100000 | PA      | $97809.19     | 0.02%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| VSTA_20-1                                                        | VSTA_20-1                          | CUSIP: 92838WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800000 | PA      | $800558.24    | 0.16%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES3                    | VSTA_24-CES3                       | CUSIP: 92841WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $304405.86    | 0.06%             | 2055-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES3                    | VSTA_24-CES3                       | CUSIP: 92841WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $207409.56    | 0.04%             | 2055-01-25      | Variable      | 9.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | MX        |   -531460301 | OU      | $-740822.35   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | MX        |     -4000000 | OU      | $264.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | MX        |   -119956812 | OU      | $-9515.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | MEXICAN PESO                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | MX        |      1999999 | OU      | $-157.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_19-2                               | AOMT_19-2                          | CUSIP: 03463WAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2700000 | PA      | $2763557.19   | 0.54%             | 2049-03-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_21-5                               | AOMT_21-5                          | CUSIP: 03465HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       259600 | PA      | $227922.43    | 0.04%             | 2066-07-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NO        |    131120163 | OU      | $129560.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NO        |      4000001 | OU      | $-4202.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_25-8                               | AOMT_25-8                          | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       349036 | PA      | $351159.90    | 0.07%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST BHMS_25-ATLS                                 | BHMS_25-ATLS                       | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200000 | PA      | $200625.00    | 0.04%             | 2042-08-15      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NORWAY KRONA                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NO        |     52040847 | OU      | $39946.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NEW ZEALAND DOLLAR                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |      1994608 | OU      | $6719.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1                    | BRAVO_20-NQM1                      | CUSIP: 105699AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $298641.18    | 0.06%             | 2060-05-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1                    | BRAVO_20-NQM1                      | CUSIP: 105699AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       430000 | PA      | $429449.56    | 0.08%             | 2060-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | NEW ZEALAND DOLLAR                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | NZ        |     14596280 | OU      | $-136746.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | PERUVIAN SOL                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PE        |      2179104 | OU      | $16628.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                    | BRAVO_21-NQM2                      | CUSIP: 10569EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $184156.78    | 0.04%             | 2060-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                    | BRAVO_21-NQM2                      | CUSIP: 10569EAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $261457.59    | 0.05%             | 2060-03-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | PERUVIAN SOL                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PE        |       596498 | OU      | $263.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | PERUVIAN SOL                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PE        |       181585 | OU      | $-194.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_23-1                                  | CHNGE_23-1                         | CUSIP: 12547QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       473000 | PA      | $472952.98    | 0.09%             | 2058-03-25      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_23-1                                  | CHNGE_23-1                         | CUSIP: 12547QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $298832.25    | 0.06%             | 2058-03-25      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | PHILIPPINE PESO                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PH        |     70000000 | OU      | $1885.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | PHILIPPINE PESO                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PH        |    216250000 | OU      | $-59400.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |    -15722368 | OU      | $-271034.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | POLISH ZLOTY                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PL        |     19896543 | OU      | $25841.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | POLISH ZLOTY                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PL        |      8748998 | OU      | $-17099.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |     -5253566 | OU      | $-18255.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CL        |  -4638438381 | OU      | $72765.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CN        |   -104236633 | OU      | $-76398.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CN        |     -3481407 | OU      | $-2828.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | POLISH ZLOTY                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | PL        |       230840 | OU      | $302.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWEDISH KRONA                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SE        |    138284805 | OU      | $112849.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CO        |  -1836150049 | OU      | $632.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CO        | -22230525169 | OU      | $-104839.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SINGAPORE DOLLAR                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SG        |      8947933 | OU      | $8432.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SINGAPORE DOLLAR                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | SG        |      7452163 | OU      | $-15569.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CZ        |     -1000000 | OU      | $97.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CZ        |   -151379125 | OU      | $-227016.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-NQM1                               | CHNGE_22-NQM1                      | CUSIP: 12569CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $248942.53    | 0.05%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       300000 | PA      | $195003.00    | 0.04%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | THAI BAHT                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TH        |    128832438 | OU      | $4468.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | THAI BAHT                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TH        |     50333110 | OU      | $-4678.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CZ        |    -12981500 | OU      | $-4816.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |     -5385459 | OU      | $54955.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TAIWAN NEW DOLLAR                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | TW        |            2 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME NICKEL SEP 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -10 | NC      | $-18927.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES1                    | VSTA_25-CES1                       | CUSIP: 92842DAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $255930.90    | 0.05%             | 2055-04-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES1                    | VSTA_25-CES1                       | CUSIP: 92842DAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150000 | PA      | $154573.58    | 0.03%             | 2055-04-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_23-2                                  | CHNGE_23-2                         | CUSIP: 169926AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $203147.86    | 0.04%             | 2058-06-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_23-3                                  | CHNGE_23-3                         | CUSIP: 17030AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800000 | PA      | $809417.60    | 0.16%             | 2058-07-25      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |    -25915362 | OU      | $-327109.85   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |      -406224 | OU      | $-2643.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | GB        |     -5397088 | OU      | $43612.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | GB        |    -12877900 | OU      | $-161663.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_23-3                                  | CHNGE_23-3                         | CUSIP: 17030AAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $301994.70    | 0.06%             | 2058-07-25      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                       | CHNGE_22-1                         | CUSIP: 17030JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       350000 | PA      | $300098.65    | 0.06%             | 2067-01-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | GB        |     -5363175 | OU      | $-19111.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | HU        |    -50000000 | OU      | $268.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME NICKEL NOV 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -81 | NC      | $-52547.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME NICKEL DEC 25                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -15 | NC      | $-21472.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | HU        |  -2436796540 | OU      | $-163571.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | HU        |    -97500000 | OU      | $-1316.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                       | CHNGE_22-1                         | CUSIP: 17030JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       650000 | PA      | $553466.10    | 0.11%             | 2067-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                       | CHNGE_22-1                         | CUSIP: 17030JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $376043.10    | 0.07%             | 2067-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ID        | -26500000000 | OU      | $11405.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | ID        |  -2500000000 | OU      | $-807.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST IN                                 | CMLTI_15-RP2                       | CUSIP: 17323TAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       997945 | PA      | $744627.14    | 0.15%             | 2053-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI_18-RP3                       | CMLTI_18-RP3                       | CUSIP: 17327DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       700000 | PA      | $498088.50    | 0.10%             | 2061-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | LME COPPER SEP 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |           -2 | NC      | $-8561.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LME COPPER DEC 25                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |           -1 | NC      | $-2783.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_22-4                               | COLT_22-4                          | CUSIP: 19685GAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $365005.28    | 0.07%             | 2067-03-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-3                               | COLT_21-3                          | CUSIP: 19688FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       426176 | PA      | $366740.47    | 0.07%             | 2066-09-27      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME ZINC JAN 26                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           15 | NC      | $37389.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME ZINC MAR 26                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           29 | NC      | $56793.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IL        |     -2764438 | OU      | $753.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IL        |    -26290937 | OU      | $-137121.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | LME ZINC MAY 26                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           15 | NC      | $-6626.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LME ZINC SEP 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | GB        |           44 | NC      | $19906.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME ZINC NOV 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          136 | NC      | $-53130.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LME ZINC DEC 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |           15 | NC      | $8082.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | MSCI EMER MKT INDEX (ICE) SEP 25   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |          266 | NC      | $596882.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | MSCI EAFE INDEX SEP 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |            3 | NC      | $2655.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |     -6818000 | OU      | $-22585.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     10501544 | OU      | $60535.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     10104986 | OU      | $-139639.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     14334692 | OU      | $53404.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     23813618 | OU      | $-348654.15   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | XX        |    -13602000 | OU      | $-83157.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: EUR 2.000000 15-DEC-2027 EUR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    216900000 | OU      | $-349311.51   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 4.000000 19-DEC-2035 SOF | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     32000000 | OU      | $818185.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |       407149 | OU      | $-2685.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |     -3752000 | OU      | $-8903.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     10003409 | OU      | $222.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     10148389 | OU      | $-125154.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | GAS OIL NOV 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | GB        |          -54 | NC      | $-68735.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | MSCI SING IX ETS SEP 25            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | SG        |          -71 | NC      | $-2460.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |     -2000000 | OU      | $-380352.40   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | RUSSELL 2000 EMINI CME SEP 25      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           11 | NC      | $101123.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | EURO-BUND SEP 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |          187 | NC      | $-119512.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND SEP 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |           78 | NC      | $-10403.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN JAN 26                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           55 | NC      | $38004.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MAR 26                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          109 | NC      | $208440.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MAY 26                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           54 | NC      | $116768.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |     -1200000 | OU      | $-228211.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 1.000000 18-DEC-2030 FTO | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    270000000 | OU      | $11699.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | SOYBEAN NOV 25                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -38 | NC      | $-36158.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN NOV 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -379 | NC      | $-404420.37   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: NOK 4.000000 15-DEC-2027 6M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     92700000 | OU      | $-24097.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NOK 4.000000 15-DEC-2027 6M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    218200000 | OU      | $-56721.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SOYBEAN NOV 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           -2 | NC      | $-1880.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SUGAR #11 MAR 26                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          186 | NC      | $-153227.87   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: NOK 4.000000 18-DEC-2030 6M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      4000000 | OU      | $-2705.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NOK 4.000000 18-DEC-2030 6M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      2000000 | OU      | $-1352.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SUGAR #11 MAY 26                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           23 | NC      | $4066.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SUGAR #11 MAY 26                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           40 | NC      | $-16317.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | SUGAR #11 OCT 25                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           40 | NC      | $-18523.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SUGAR #11 OCT 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -303 | NC      | $120096.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SUGAR #11 OCT 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -21 | NC      | $-150.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SUGAR #11 OCT 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |          -76 | NC      | $38505.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.500000 15-DEC-2027 SOF | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    224200000 | OU      | $-1176935.66  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: SEK 2.500000 19-DEC-2035 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     41800000 | OU      | $79945.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: SEK 2.500000 19-DEC-2035 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     10200000 | OU      | $19508.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: EUR 2.500000 19-DEC-2035 EUR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     46400000 | OU      | $937304.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | THREE-MONTH SOFR FUTURE SEP 25     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |          131 | NC      | $-13242.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: EUR 2.500000 19-DEC-2035 EUR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       100000 | OU      | $2020.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 4.000000 19-DEC-2035 SON | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      1000000 | OU      | $-23151.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | SILVER DEC 25                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |            4 | NC      | $36196.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SILVER DEC 25                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |            5 | NC      | $58688.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | THREE-MONTH SOFR FUTURE MAR 26     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         -129 | NC      | $-6263.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN MEAL (CBT) JAN 26          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |            3 | NC      | $2988.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | GASOLINE RBOB MAY 26               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           11 | NC      | $14183.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 4.000000 19-DEC-2035 SON | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     24200000 | OU      | $-560260.81   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: AUD 3.000000 09-DEC-2027 AUD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     72800000 | OU      | $193500.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | GASOLINE RBOB OCT 25               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           15 | NC      | $22001.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | GASOLINE RBOB OCT 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           16 | NC      | $-941.19      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: AUD 3.000000 09-DEC-2027 AUD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     34400000 | OU      | $91434.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 0.000000 15-DEC-2027 SAR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       200000 | OU      | $303.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 0.000000 18-DEC-2030 SAR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       500000 | OU      | $-6119.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 0.000000 15-DEC-2027 SAR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    145500000 | OU      | $220843.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 1.000000 15-DEC-2027 FTO | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |  17008400000 | OU      | $-125980.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: AUD 4.000000 12-DEC-2030 AUD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       300000 | OU      | $2444.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: AUD 4.500000 13-DEC-2035 AUD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     29900000 | OU      | $495306.43    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | GASOLINE RBOB NOV 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          160 | NC      | $186288.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FSWP: AUD 4.500000 13-DEC-2035 AUD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     21200000 | OU      | $351187.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 0.500000 19-DEC-2035 SAR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     19900000 | OU      | $57902.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 0.500000 19-DEC-2035 SAR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       200000 | OU      | $581.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: EUR 2.500000 15-DEC-2055 EUR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      2700000 | OU      | $273439.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NOK 4.000000 19-DEC-2035 6M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     39200000 | OU      | $17121.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NOK 4.000000 19-DEC-2035 6M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      9700000 | OU      | $4236.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.500000 18-DEC-2030 SOF | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      4200000 | OU      | $-37820.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |      4785000 | OU      | $75335.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI CANADA 09/17/25       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       924689 | OU      | $-16821.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI BRAZIL 09/17/25       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |    -56955658 | OU      | $546041.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SINGAPORE 09/17/2025  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      5529296 | OU      | $-67216.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SWITZERLAND 09/17/25  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      4327302 | OU      | $39827.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI AUSTRALIA 09/17/2025  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       262663 | OU      | $-557.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SOUTH AFRICA 09/17/25 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      7731756 | OU      | $-3287.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      5993748 | OU      | $-1869.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SINGAPORE 09/17/2025  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       529206 | OU      | $-6433.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      2384287 | OU      | $-743.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SINGAPORE 09/17/2025  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       392343 | OU      | $-4769.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |    -35000000 | OU      | $-59199.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      2443769 | OU      | $96.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SINGAPORE 09/17/2025  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       997701 | OU      | $-9629.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    -35000000 | OU      | $-59199.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |    -25000000 | OU      | $-38650.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI FRANCE 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      -345888 | OU      | $-1756.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: NZD 3.000000 15-DEC-2027 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       500000 | OU      | $611.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |    -15000000 | OU      | $-44050.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MS_MX INDEX                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      4469439 | OU      | $1419.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | JP        |   -755956000 | OU      | $-30913.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | SE        |    -73234000 | OU      | $-77536.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | SE        |    -73234000 | OU      | $-86082.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | BRITISH POUND                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | GB        |      3752000 | OU      | $1570.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | BRITISH POUND                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | GB        |      3301000 | OU      | $-8023.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | SWEDISH KRONA                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | SE        |    293113000 | OU      | $187986.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays                                                         | SWEDISH KRONA                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | SE        |     22349000 | OU      | $12038.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SET50 FUTURES SEP 25               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | TH        |         -488 | NC      | $-105703.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | JP        |  -1291500032 | OU      | $150134.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                          | CUSIP: 85573MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $233877.45    | 0.05%             | 2065-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | JP        |  -2440219814 | OU      | $-98503.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_25-RRTL1                               | TRK_25-RRTL1                       | CUSIP: 89053JAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $202627.54    | 0.04%             | 2040-02-25      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_24-RRTL1                               | TRK_24-RRTL1                       | CUSIP: 89054YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       524000 | PA      | $530609.89    | 0.10%             | 2039-02-25      | Variable      | 10.12%                | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2                | TMIR_21-2                          | CUSIP: 89600GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       650000 | PA      | $676776.10    | 0.13%             | 2033-10-25      | Variable      | 11.95%                | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2                    | VSTA_25-CES2                       | CUSIP: 92842UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $503490.25    | 0.10%             | 2055-08-25      | Variable      | 6.37%                 | 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        |       102047 | PA      | $102023.80    | 0.02%             | 2051-03-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | WFCM_17-SMP                        | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $929437.40    | 0.18%             | 2034-12-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | BIST 30 FUTURES OCT 25             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | TR        |         -792 | NC      | $56882.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | FTSE/JSE TOP 40 SEP 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | ZA        |          -38 | NC      | $-53354.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | FTSE/JSE TOP 40 SEP 25             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | ZA        |           -1 | NC      | $429.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |      -500000 | OU      | $-95088.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: EUR 2.500000 18-DEC-2030 EUR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       800000 | OU      | $-6735.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: EUR 2.500000 18-DEC-2030 EUR | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       200000 | OU      | $-1683.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 1.500000 19-DEC-2035 FTO | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |    165700000 | OU      | $3668.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI NETHERLAND 09/17/2025 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |       279330 | OU      | $3998.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |     -3413501 | OU      | $9538.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |    -21501503 | OU      | $-137352.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |     -1986000 | OU      | $-7487.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |     -8412500 | OU      | $-52437.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | BR        |     -2646000 | OU      | $1243.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | BR        |    -68715888 | OU      | $-236531.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | BR        |      -336000 | OU      | $38.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | BR        |     -3918024 | OU      | $-2500.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CA        |    -14228142 | OU      | $102487.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CA        |    -12683726 | OU      | $-53481.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CA        |       -67000 | OU      | $-83.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |     -3486506 | OU      | $46091.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IL        |     -8364334 | OU      | $3046.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IL        |    -10520334 | OU      | $-13573.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IN        |   -996957445 | OU      | $157526.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | IN        |   -179999998 | OU      | $15761.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | COTTON NO.2 DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -105 | NC      | $66053.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI SOUTH AFRICA 09/17/25 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      2727909 | OU      | $-1159.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 2.500000 15-DEC-2027 CAD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     60000000 | OU      | $13180.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.000000 19-DEC-2035 CAD | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      5400000 | OU      | $-33248.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: SEK 2.500000 18-DEC-2030 3M  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      3000000 | OU      | $-2782.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWP: SEK 2.717500 05-AUG-2035 3M   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     36000000 | OU      | $16693.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI MEXICO 09/17/2025     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      6454691 | OU      | $-2013.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | TRSWAP: MSCI NETHERLAND 09/17/2025 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |      2311153 | OU      | $33083.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 4.500000 15-DEC-2055 SON | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       200000 | OU      | $-10008.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | 10YR MINI JGB SEP 25               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | SG        |          -13 | NC      | $9648.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN OIL JAN 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           63 | NC      | $-19002.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN OIL MAR 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           26 | NC      | $15343.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN OIL MAR 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          101 | NC      | $-54194.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN OIL MAY 26                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           64 | NC      | $-5458.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | SOYBEAN OIL OCT 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |         -123 | NC      | $-37154.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | SOYBEAN OIL DEC 25                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           13 | NC      | $-10972.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN OIL DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -363 | NC      | $370756.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | SOYBEAN OIL DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          -58 | NC      | $-117128.94   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CORN MAR 26                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           29 | NC      | $10354.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CORN MAR 26                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          263 | NC      | $-86080.12    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CORN MAY 26                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |          143 | NC      | $132044.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | CORN DEC 25                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |          195 | NC      | $159509.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | CORN DEC 25                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |          -17 | NC      | $-8004.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | CORN DEC 25                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |         -661 | NC      | $-645671.05   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SG        |     -5334707 | OU      | $4579.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | SG        |     -8442933 | OU      | $-8315.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TH        |   -122249109 | OU      | $3949.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TH        |   -126915773 | OU      | $-20430.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TH        |   -140165548 | OU      | $-12299.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | TW        |   -201449116 | OU      | $166934.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | AUSTRALIA DOLLAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |     21724272 | OU      | $146490.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | AUSTRALIA DOLLAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |      3190732 | OU      | $-7485.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | AUSTRALIA DOLLAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | AU        |      2335020 | OU      | $14292.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | BRAZIL REAL                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | BR        |     80757764 | OU      | $800443.20    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | BRAZIL REAL                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | BR        |     13533249 | OU      | $6104.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CANADIAN DOLLAR                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CA        |      1426500 | OU      | $987.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CANADIAN DOLLAR                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CA        |     15184751 | OU      | $-100876.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CANADIAN DOLLAR                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CA        |      5969000 | OU      | $25528.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | SWISS FRANC                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |      9239000 | OU      | $-87530.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | SWISS FRANC                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |      8736739 | OU      | $46459.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | SWISS FRANC                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | CH        |       891001 | OU      | $-9600.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | PERUVIAN SOL                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PE        |      2179104 | OU      | $16626.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | PERUVIAN SOL                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PE        |       596498 | OU      | $263.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | PERUVIAN SOL                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PE        |       181585 | OU      | $-194.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | PHILIPPINE PESO                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PH        |     70000000 | OU      | $1883.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | PHILIPPINE PESO                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PH        |    216250001 | OU      | $-59407.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | POLISH ZLOTY                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | PL        |     19896542 | OU      | $25830.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | COCOA DEC 25                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |            3 | NC      | $-1302.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | COCOA DEC 25                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           59 | NC      | $140782.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LONG GILT DEC 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |          270 | NC      | $62164.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LONG GILT DEC 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |           84 | NC      | $-6993.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LONG GILT DEC 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | GB        |           22 | NC      | $-2110.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                                    | GOLD 100 OZ DEC 25                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              | CORP              | US        |           17 | NC      | $158828.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | GOLD 100 OZ DEC 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              | CORP              | US        |           -2 | NC      | $-9824.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                      | EURO COUNTRIES                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | XX        |      1592000 | OU      | $2441.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | JAPANESE YEN                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | JP        |    175123000 | OU      | $4071.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | SWEDISH KRONA                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | SE        |      1450000 | OU      | $1344.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | DAX INDEX SEP 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |            2 | NC      | $-25519.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | DAX INDEX SEP 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | DE        |           -3 | NC      | $-40968.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | COPPER MAR 26                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              | CORP              | US        |           63 | NC      | $-759002.51   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CH        |    -15722372 | OU      | $-270980.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CH        |     -5253565 | OU      | $-18242.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CL        |  -4638438381 | OU      | $72774.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CN        |   -104236622 | OU      | $-76366.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CN        |     -3481405 | OU      | $-2827.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CO        |  -1836150049 | OU      | $633.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CO        | -22230525169 | OU      | $-104828.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US DOLLARS                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | CZ        |     -1000000 | OU      | $97.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-25

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer