# EDGAR Filing Document

**Accession Number:** 0001352280
**File Stem:** 0001145549-23-002158
**Filing Date:** 2023-1
**Character Count:** 69344
**Document Hash:** 5c59a31cde7699133a162abf79e63cb5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002158.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001145549-23-002158

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Series Trust II
- **CENTRAL INDEX KEY:** 0001352280
- **IRS NUMBER:** 204384176
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21852
- **FILM NUMBER:** 23546563

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

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

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

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

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

## Series and Classes Contracts Data

### Columbia Flexible Capital Income Fund (Series ID: S000033329)

| Class ID   | Class Name                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000102391 | Columbia Flexible Capital Income Fund Class A               | CFIAX           |
| C000102392 | Columbia Flexible Capital Income Fund Class C               | CFIGX           |
| C000102394 | Columbia Flexible Capital Income Fund Class R               | CFIRX           |
| C000102395 | Columbia Flexible Capital Income Fund Institutional Class   | CFIZX           |
| C000121143 | Columbia Flexible Capital Income Fund Advisor Class         | CFCRX           |
| C000121144 | Columbia Flexible Capital Income Fund Institutional 2 Class | CFXRX           |
| C000175683 | Columbia Flexible Capital Income Fund Institutional 3 Class | CFCYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Columbia Flexible Capital Income Fund

- **b. EDGAR series identifier (if any):** S000033329

- **c. LEI of Series:** OTGLW3XLG0X715ATS537

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $1454462140.89

**Total Liabilities:** $13407564.04

**Net Assets:** $1441054576.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 2765.502200000000 | **10-Year:** 1081.534700000000 | **30-Year:** 8228.938000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 17680.145900000000 | **5-Year:** 167417.288300000000 | **10-Year:** 18672.317700000000 | **30-Year:** 21479.268600000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000102391 | -7.41%               | 6.24%                | 2.94%                |
| Class ID C000102392 | -7.43%               | 6.11%                | 2.88%                |
| Class ID C000102394 | -7.41%               | 6.16%                | 2.94%                |
| Class ID C000102395 | -7.36%               | 6.24%                | 2.94%                |
| Class ID C000121143 | -7.36%               | 6.26%                | 2.91%                |
| Class ID C000121144 | -7.34%               | 6.25%                | 2.91%                |
| Class ID C000175683 | -7.37%               | 6.28%                | 2.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3631569.01             | $-108254668.11                             |
| Month 2  | $-18799848.68            | $95923288.36                               |
| Month 3  | $-4473713.37             | $38137000.14                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                  | CUSIP: 62886HBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9500000 | PA      | $7606437.77   | 0.53%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                            | NABORS INDUSTRIES LTD                | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4568000 | PA      | $4388418.76   | 0.30%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                            | NABORS INDUSTRIES LTD                | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3231000 | PA      | $2953280.95   | 0.20%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC                 | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7772000 | PA      | $7483912.94   | 0.52%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    550000 | NS      | $7133500.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   3664000 | PA      | $3603930.52   | 0.25%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3699896.21   | 0.26%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                              | Newmont Corp                         | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    160000 | NS      | $7595200.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                               | NextEra Energy Inc                   | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    300000 | NS      | $14787000.00  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NiSource Inc                         | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |    145000 | NS      | $15633900.00  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | NORTONLIFELOCK INC                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10042747.60  | 0.70%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | NORTONLIFELOCK INC                   | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5040044.15   | 0.35%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | Nutrien Ltd                          | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     85000 | NS      | $6834000.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                                                | OASIS PETROLEUM INC                  | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7334194.65   | 0.51%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION     | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $8416500.06   | 0.58%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION     | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $7887409.75   | 0.55%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDINGS CORP       | CUSIP: 681639AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $6475803.75   | 0.45%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                   | 1375209 BC LTD                       | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1957000 | PA      | $1922015.45   | 0.13%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC                | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   7523000 | PA      | $6674782.58   | 0.46%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORPORATION                    | UNITED SITE SERVICES                 | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8350000 | PA      | $4947744.65   | 0.34%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC Financial Services Group Inc/The | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     90000 | NS      | $15143400.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6834766.96   | 0.47%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                                    | PENNYMAC CORP                        | CUSIP: 70932AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16500000 | PA      | $13963125.00  | 0.97%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                       | Pfizer Inc                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    300000 | NS      | $15039000.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | Philip Morris International Inc      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    160000 | NS      | $15947200.00  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NAT RES CO                                               | Pioneer Natural Resources Co         | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     15000 | NS      | $3539850.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                    | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10873200.00  | 0.75%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM Inc                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     62500 | NS      | $7905625.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| QUOTIENT LTD                                                     | QUOTIENT LTD                         | CUSIP: 74911TAA7<br>LEI: 549300BOTHGGT8D81659 | Long             | DBT              | CORP              | JE        |   1219167 | PA      | $1219166.67   | 0.08%             | 2025-10-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| QUOTIENT LTD                                                     | QUOTIENT LTD                         | CUSIP: 74911TAC3<br>LEI: 549300BOTHGGT8D81659 | Long             | DBT              | CORP              | JE        |    522500 | PA      | $522500.00    | 0.04%             | 2025-10-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| RWT HOLDINGS INC                                                 | RWT HOLDINGS INC                     | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $8316375.00   | 0.58%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                | Raytheon Technologies Corp           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    150000 | NS      | $14808000.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                                                | REDWOOD TRUST INC                    | CUSIP: 758075AE5<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1776250.00   | 0.12%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                              | ROCKET SOFTWARE INC                  | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14125000 | PA      | $11135254.05  | 0.77%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                  | ROLLS-ROYCE PLC                      | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   8133000 | PA      | $7783230.58   | 0.54%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD          | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   7243000 | PA      | $7380417.46   | 0.51%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD          | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   5700000 | PA      | $8105301.85   | 0.56%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                                           | SWF ESCROW ISSUER CORPORATION        | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10500000 | PA      | $6136911.27   | 0.43%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                       | CUSIP: 78573NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2193115.03   | 0.15%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                       | CUSIP: 78573NAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1026053.99   | 0.07%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SAFEWAY INC                                                      | SAFEWAY INC                          | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |   6088000 | PA      | $6087535.36   | 0.42%             | 2031-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO   | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $10578142.25  | 0.73%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROP GRP INC                                               | Simon Property Group Inc             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     72500 | NS      | $8659400.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY          | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  12220000 | PA      | $11538207.83  | 0.80%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC          | CUSIP: 84611WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14782486.65  | 1.03%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                        | Spire Inc                            | CUSIP: 84857L606<br>LEI: 549300NXSY15DRY2R511 | Long             | EP               | CORP              | US        |    215000 | NS      | $11051546.53  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC               | CUSIP: 85205TAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7121386.01   | 0.49%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                       | Stanley Black & Decker Inc           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     92500 | NS      | $7559100.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES INC                                                      | STAPLES INC                          | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6689393.40   | 0.46%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | Starwood Property Trust Inc          | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    700000 | NS      | $14987000.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                                                     | SYLVAMO CORP                         | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7541798.00   | 0.52%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA                                                   | TELESAT CANADA / TELESAT LLC         | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7114000 | PA      | $2189842.72   | 0.15%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION         | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  15521000 | PA      | $13690848.74  | 0.95%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | Texas Instruments Inc                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     85000 | NS      | $15339100.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TIBCO SOFTWARE INC                                               | TIBCO SOFTWARE INC                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6996772.80   | 0.49%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TILRAY BRANDS INC                                                | TILRAY INC                           | CUSIP: 88688TAB6<br>LEI: 549300Y4V60733TO1478 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6784961.68   | 0.47%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                        | TRITON WATER HOLDINGS INC            | CUSIP: 89680EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13929000 | PA      | $10847836.95  | 0.75%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 2U INC                                                           | 2U INC                               | CUSIP: 90214JAB7<br>LEI: 5493008RVTXVR43PYF84 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $6369750.00   | 0.44%             | 2025-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                                         | UGI Corp                             | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |    120000 | NS      | $10486800.00  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2611680.84   | 0.18%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4575515.16   | 0.32%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                         | UNITED NATURAL FOODS INC             | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |  10320000 | PA      | $10012083.19  | 0.69%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | United Parcel Service Inc            | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     85000 | NS      | $16127050.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                               | Valero Energy Corp                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     50000 | NS      | $6681000.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | Verizon Communications Inc           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    275000 | NS      | $10719500.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                                              | VICI Properties Inc                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    325000 | NS      | $11115000.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                                      | WAYFAIR INC                          | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $6190800.00   | 0.43%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                    | Welltower Inc                        | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    110000 | NS      | $7813300.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| WE COMPANY MC LLC                                                | WEWORK COMPANIES INC                 | CUSIP: 96208LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9300000 | PA      | $4750917.93   | 0.33%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC                | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $3528807.75   | 0.24%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QUOTIENT LTD                                                     | QUOTIENT LTD                         | CUSIP: 000000000<br>LEI: 549300BOTHGGT8D81659 | N/A              | DE               | CORP              | JE        |     24163 | NS      | $18.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUOTIENT LTD                                                     | QUOTIENT LTD WTS                     | CUSIP: 000000000<br>LEI: 549300BOTHGGT8D81659 | N/A              | DE               | CORP              | JE        |    111309 | NS      | $528.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNGE LTD                                                        | Bunge Ltd                            | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     75000 | NS      | $7863000.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                                    | Clarivate PLC                        | CUSIP: G21810208<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |    155000 | NS      | $6624700.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| APTIV PLC                                                        | APTIV PLC                            | CUSIP: G6095L117<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |     70000 | NS      | $8436400.00   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                                      | ACADEMY LTD                          | CUSIP: 00401YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7833000 | PA      | $7477347.26   | 0.52%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMRYT PHARMACEUTICALS INC                                        | AEGERION PHARMACEUTICALS INC         | CUSIP: 00767EAC6<br>LEI: 549300PFYFSCKFOY5J36 | Long             | DBT              | CORP              | US        |   1012542 | PA      | $965762.56    | 0.07%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                      | AMERICAN AIRLINES GROUP INC          | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $7348250.00   | 0.51%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     25000 | NS      | $7160000.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AMRYT PHARMA PLC                                                 | Amryt Pharma PLC                     | CUSIP: 03217L106<br>LEI: 213800YNUJEOJ84L4T95 | Long             | EC               | CORP              | GB        |    172608 | NS      | $1228968.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORPORATION                                         | Ares Capital Corp                    | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |    750000 | NS      | $14737500.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVAYA INC.                                                       | AVAYA INC                            | CUSIP: 053499AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8500000 | PA      | $3749084.46   | 0.26%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                 | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     11500 | NS      | $14007000.00  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3477000 | PA      | $2680095.80   | 0.19%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $390878.93    | 0.03%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY         | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |    225000 | NS      | $11175750.00  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                    | BlackRock Inc                        | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     11500 | NS      | $8234000.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                    | Blackstone Mortgage Trust Inc        | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    400000 | NS      | $10108000.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE GROUP INC                                             | Blackstone Inc                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     77500 | NS      | $7093575.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                  | Blackstone Secured Lending Fund      | CUSIP: 09261X102<br>LEI: 549300KM7KWQHVBNH962 | Long             | EC               | CORP              | US        |    300000 | NS      | $7182000.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                       | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  15500000 | PA      | $15223165.35  | 1.06%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                           | BOSTON SCIENTIFIC CORPORATION        | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |    100000 | NS      | $11294000.00  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                             | BRIDGEBIO PHARMA INC                 | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $6219375.00   | 0.43%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | Bristol-Myers Squibb Co              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    150000 | NS      | $12042000.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     29000 | NS      | $15979870.00  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BWAY HOLDING CO                                                  | BWAY HOLDING CO                      | CUSIP: 12429TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16000000 | PA      | $14524204.96  | 1.01%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                        | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  16500000 | PA      | $11692971.68  | 0.81%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                        | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4000000 | PA      | $3425590.08   | 0.24%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLE | CEDAR FAIR LP/CANADA WONDERLAND      | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7016049.49   | 0.49%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                           | Chesapeake Energy Corp               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     70000 | NS      | $7245000.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                           | CHESAPEAKE ENERGY ESCROW             | CUSIP: 000000000<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $236250.00    | 0.02%             | 2026-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                     | Chevron Corp                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80000 | NS      | $14664800.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                | Cisco Systems Inc                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    350000 | NS      | $17402000.00  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                           | Citigroup Capital XIII               | CUSIP: 173080201<br>LEI: N/A                  | Long             |  | CORP              | US        |    285000 | NS      | $8139600.00   | 0.56%             | 2040-10-30      | Variable      | 7.13%                 | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | Citizens Financial Group Inc         | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    175000 | NS      | $7416500.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS       | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18000000 | PA      | $13504971.42  | 0.94%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLOVIS ONCOLOGY INC                                              | CLOVIS ONCOLOGY INC                  | CUSIP: 189464AC4<br>LEI: 529900WCUY9ZAHMRV489 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $877500.00    | 0.06%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | Coherent Corp                        | CUSIP: 19247G206<br>LEI: 549300O5C25A0MMHHU33 | Long             | EP               | CORP              | US        |     57500 | NS      | $9597030.89   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND        | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  13418587 | NS      | $13413219.14  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                              | Comcast Corp                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    210000 | NS      | $7694400.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                                      | CONMED CORP                          | CUSIP: 207410AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6648750.00   | 0.46%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC                                    | CONSENSUS CLOUD SOLUTIONS INC        | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7422601.36   | 0.52%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOL ENERGY INC                                                | CONSOL ENERGY INC                    | CUSIP: 20854LAA6<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $4748388.31   | 0.33%             | 2025-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CORNING INC                                                      | Corning Inc                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    435000 | NS      | $14846550.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle International Corp      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     45000 | NS      | $6364350.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CURO GROUP HOLDINGS CORP                                         | CURO GROUP HOLDINGS CORP             | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $3689533.53   | 0.26%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INCORPORATED                                        | CYTOKINETICS INCORPORATED            | CUSIP: 23282WAB6<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $6298500.00   | 0.44%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE Energy Co                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     68580 | NS      | $7955965.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                           | Darden Restaurants Inc               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     55000 | NS      | $8084450.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                                      | DELUXE CORP                          | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6620996.56   | 0.46%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | Devon Energy Corp                    | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    120000 | NS      | $8222400.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                              | DIEBOLD INC                          | CUSIP: 253651AC7<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $7112524.90   | 0.49%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                              | DIEBOLD NIXDORF INC                  | CUSIP: 253657AA8<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1909210.39   | 0.13%             | 2025-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                    | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $12950000.00  | 0.90%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOW INC                                                          | Dow Inc                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    285000 | NS      | $14526450.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     70000 | NS      | $6995100.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG Resources Inc                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     82500 | NS      | $11709225.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                     | CUSIP: 28470RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7299000 | PA      | $7327764.12   | 0.51%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | Entergy Corp                         | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     65000 | NS      | $7557550.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC                                                       | Enviva Inc                           | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |    110000 | NS      | $6242500.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                 | Exxon Mobil Corp                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    200000 | NS      | $22268000.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FARFETCH LTD                                                     | FARFETCH LTD                         | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |   7500000 | PA      | $7160241.68   | 0.50%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC           | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17500000 | PA      | $14726191.55  | 1.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FirstEnergy Corp                     | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    185000 | NS      | $7629400.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION LTD                                                | FORTRESS TRANS & INFRAST INVESTORS   | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3268965.76   | 0.23%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FUBOTV INC                                                       | FUBOTV INC                           | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $4189500.00   | 0.29%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GREENBRIER CO INC                                                | GREENBRIER CO INC                    | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7943250.00   | 0.55%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                           | HP Inc                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    250000 | NS      | $7510000.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN      | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16000000 | PA      | $14768258.08  | 1.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | Home Depot Inc/The                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     50000 | NS      | $16199500.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINERA CORP                                                    | INFINERA CORP                        | CUSIP: 45667GAF0<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $9115805.14   | 0.63%             | 2028-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | IRIS MERGER SUB 2019                 | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6866787.27   | 0.48%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    260000 | NS      | $7818200.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | International Business Machines Corp | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    115000 | NS      | $17123500.00  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INVACARE CORP                                                    | INVACARE CORPORATION                 | CUSIP: 461203AJ0<br>LEI: 549300NNUTG7HCZICS76 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3797652.42   | 0.26%             | 2024-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    125000 | NS      | $17272500.00  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                | Johnson & Johnson                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     60000 | NS      | $10680000.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                                             | Juniper Networks Inc                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    260000 | NS      | $8642400.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                                                   | Kraft Heinz Co/The                   | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    300000 | NS      | $11805000.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                         | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7030403.85   | 0.49%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE INC                                                 | Life Storage Inc                     | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     65000 | NS      | $6986850.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE CAPITAL HOLDINGS LLC                                  | LIONS GATE CAPITAL HOLDINGS LLC      | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17500000 | PA      | $11375000.00  | 0.79%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                                  | LUCID GROUP INC                      | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $3059375.00   | 0.21%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| M&T BK CORP                                                      | M&T Bank Corp                        | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     87500 | NS      | $14876750.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                   | CUSIP: 55916AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $3842554.89   | 0.27%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                           | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2367924.14   | 0.16%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                           | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $874338.82    | 0.06%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MAV ACQUISITION CORP                 | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7628508.18   | 0.53%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEDICAL PROP                                                     | Medical Properties Trust Inc         | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    600000 | NS      | $7872000.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                   | Merck & Co Inc                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    175000 | NS      | $19271000.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                      | MetLife Inc                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    200000 | NS      | $15340000.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERVA MERGER SUB INC                                           | MINERVA MERGER SUB INC               | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13000000 | PA      | $9716812.17   | 0.67%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    180000 | NS      | $16752600.00  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                  | CUSIP: 62886HAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6200000 | PA      | $7306700.00   | 0.51%             | 2025-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                 | AGCO Corp                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     60000 | NS      | $7963200.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Capital II                                                   | AMG Capital Trust II                 | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     87500 | NS      | $4481750.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                   | ARD FINANCE SA PIK                   | CUSIP: 00191AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   8754310 | PA      | $6480888.35   | 0.45%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    825000 | NS      | $15906000.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     95000 | NS      | $15312100.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-21

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer